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Free Physics Study Material for CSIR NET, IIT JAM, GATE, JEST & TIFR

by Pravegaa Education

Chapter 5: Complex Analysis

Mathematical Physics, Part 1. Theory, numbered worked examples and 40 previous years’ questions (CSIR NET-JRF, GATE, IIT-JAM and JEST, 2020–2026) with full solutions. Click Show solution under any question.

Theory

Origin of a Complex Number

\[ \sqrt4=+2,\,-2,\qquad \sqrt{-4}=\sqrt4\sqrt{-1}=\sqrt4\,\ii=2\ii,\,-2\ii. \]

A complex number is written \[ z=x+\ii y\;\Rightarrow\;z=(x,y)\ \text{or}\ (r,\theta),\qquad z=r\cos\theta+\ii r\sin\theta, \] \[ r=\sqrt{x^2+y^2}\ \text{(modulus)},\qquad \theta=\tan^{-1}\Bigl(\frac yx\Bigr)\ \text{(argument)}. \] Recall \[ \cos\theta=1-\frac{\theta^2}{2!}+\frac{\theta^4}{4!}-\cdots,\qquad \sin\theta=\theta-\frac{\theta^3}{3!}+\frac{\theta^5}{5!}-\cdots \]

Euler's Equation

\[ \ee^{\ii\theta}=\cos\theta+\ii\sin\theta,\qquad \ee^{-\ii\theta}=\cos\theta-\ii\sin\theta, \qquad Z=r\ee^{\ii\theta}=r[\cos\theta+\ii\sin\theta]\ \Rightarrow\ \text{polar form}. \] Indeed, \[ \ee^\theta=1+\theta+\frac{\theta^2}{2!}+\frac{\theta^3}{3!}+\cdots,\qquad \ee^{\ii\theta}=1+\ii\theta+\frac{(\ii\theta)^2}{2!}+\frac{(\ii\theta)^3}{3!}+\cdots=1+\ii\theta-\frac{\theta^2}{2!}-\frac{\theta^3\ii}{3!}+\frac{\theta^4}{4!}+\cdots, \] \[ \ee^{\ii\theta}=\Bigl(1-\frac{\theta^2}{2!}+\frac{\theta^4}{4!}-\cdots\Bigr)+\ii\Bigl(\theta-\frac{\theta^3}{3!}+\cdots\Bigr). \]

\begin{gather*} (\cos x+\ii\sin x)^n=(\ee^{\ii x})^n\;\Rightarrow\;\ee^{\ii nx}=\cos nx+\ii\sin nx,\\ \ee^{\ii\pi}=\cos\pi+\ii\sin\pi\;\Rightarrow\;\ee^{\ii\pi}=-1,\\ \log\ee^{\ii\pi}=\log(-1)\;\Rightarrow\;\ii\pi=\log(-1). \end{gather*}

For \(Z=x+\ii y\) with \(x,y\in\mathbb R\): \(\operatorname{Re}z=x\), \(\operatorname{Im}z=y\). With \(Z=r(\cos\theta+\ii\sin\theta)\), \(\operatorname{Re}Z=r\cos\theta\), \(\operatorname{Im}Z=r\sin\theta\). Also \begin{gather*} \int\ee^{\ii\theta}\dd\theta=\frac{\ee^{\ii\theta}}{\ii}=\frac{\cos\theta+\ii\sin\theta}{\ii}=-\ii\cos\theta+\sin\theta\\ \Rightarrow\;\int\cos\theta\,\dd\theta=\operatorname{Re}\int\ee^{\ii\theta}\dd\theta=\sin\theta,\\ \int\sin\theta\,\dd\theta=\operatorname{Im}\int\ee^{\ii\theta}\dd\theta=-\cos\theta. \end{gather*}

Example \(E=E_0\sin\omega t=\operatorname{Im}E_0\ee^{\ii\omega t}\), since \(\operatorname{Im}(\ee^{\ii\omega t})=\sin\omega t\): work with the exponential and take the imaginary part at the end. \begin{gather*} z=x+\ii y\;\Rightarrow\;\theta=\text{argument}=\tan^{-1}\Bigl(\frac yx\Bigr),\\ \abs z=\text{modulus}=r=\sqrt{x^2+y^2},\qquad \theta=\arg z\pm2n\pi, \end{gather*} \(-\pi<\arg z\le\pi\) defines the principal argument.

Argand plane

Also \(\sin n\pi=0\) and \(\cos n\pi=(-1)^n\) for \(n=0,1,2,3,\dots\)

Cyclic (circular and hyperbolic) functions \begin{gather*} \sin\ii x=\frac1{2\ii}\bigl[\ee^{\ii(\ii x)}-\ee^{-\ii(\ii x)}\bigr]=\frac{\ii}2[\ee^x-\ee^{-x}]=\ii\sinh x,\\ \cos\ii x=\frac12\bigl[\ee^{\ii(\ii x)}+\ee^{-\ii(\ii x)}\bigr]=\frac12[\ee^x+\ee^{-x}]=\cosh x,\\ \ee^{\ii x}=\cos x+\ii\sin x,\qquad \ee^{-\ii x}=\cos x-\ii\sin x,\\ \cos x=\frac{\ee^{\ii x}+\ee^{-\ii x}}2,\quad \sin x=\frac{\ee^{\ii x}-\ee^{-\ii x}}{2\ii},\\ \sinh x=\frac{\ee^x-\ee^{-x}}2,\quad \cosh x=\frac{\ee^x+\ee^{-x}}2. \end{gather*} \begin{align*} \int\ee^{ax}\sin bx\,\dd x&=\frac{\ee^{ax}}{a^2+b^2}[a\sin bx-b\cos bx] &&\text{(imaginary part)},\\ \int\ee^{ax}\cos bx\,\dd x&=\frac{\ee^{ax}}{a^2+b^2}[a\cos bx+b\sin bx] &&\text{(real part)}. \end{align*}

Four numbers in exponential form \[ 1=\ee^{\ii2n\pi},\qquad -1=\ee^{\ii[2n+1]\pi},\qquad \ii=\ee^{\ii[2n+\frac12]\pi},\qquad -\ii=\ee^{\ii[2n+\frac32]\pi}. \]

Singularities

Poles The poles of a rational function in reduced form are the zeros of its denominator, where the function is undefined.

If the expansion of \(f(z)\) about \(z_0\) has highest negative power \((z-z_0)^{-n}\) (\(n\) a positive integer), \(z_0\) is a pole of order \(n\); a pole of order one is a simple pole.

If the negative powers of \(z-z_0\) never terminate, \(z_0\) is not called a `pole of infinite order' but an essential singularity.

Example 5.1

Find the roots of the following functions.

Solution.

(a) \(f(x)=x^2-1\): \(x^2=1\Rightarrow x^2=\ee^{\ii2n\pi}\Rightarrow x=\ee^{\ii n\pi}\), so \(x_0=1\), \(x_1=-1\).

(b) \(f(x)=x^2+1\): \(f(x)=0\Rightarrow x^2=-1\Rightarrow x^2=\ee^{\ii[2n+1]\pi}\Rightarrow x=\ee^{\ii(2n+1)\pi/2}\Rightarrow x_0=\ii\), \(x_1=-\ii\).

(c) \(f(x)=x^3-1\): \(x^3=1\), \(x=\ee^{\ii2n\pi/3}\): \begin{gather*} x_0=1\ (n=0),\qquad x_1=\ee^{\ii2\pi/3}=-\frac12+\frac{\ii\sqrt3}2\ (n=1),\\ x_2=\ee^{\ii4\pi/3}=-\frac12-\ii\frac{\sqrt3}2=-\frac{(1+\ii\sqrt3)}2\ (n=2). \end{gather*}

(d) \(f(x)=x^4-1=0\): \(x^4=1=\ee^{\ii2n\pi}\), \(x=\ee^{\ii2n\pi/4}=\ee^{\ii n\pi/2}\): \begin{gather*} x_0=1\ (n=0),\quad x_1=\ii\ (n=1),\\ x_2=\ee^{\ii\pi}=-1\ (n=2),\quad x_3=\ee^{\ii3\pi/2}=-\ii\ (n=3). \end{gather*}

(e) \(f(x)=x^3+1\): \(f(x)=0\Rightarrow x^3=-1=\ee^{\ii(2n+1)\pi}\), \(x=\ee^{\ii(2n+1)\pi/3}\): \begin{gather*} x_0=\cos\frac\pi3+\ii\sin\frac\pi3=\frac12+\ii\frac{\sqrt3}2,\qquad x_1=\ee^{\ii\pi}=-1,\\ x_2=\ee^{\ii5\pi/3}=\cos\frac{5\pi}3+\ii\sin\frac{5\pi}3=\frac12-\ii\frac{\sqrt3}2. \end{gather*}

(f) \(f(x)=x^4+1\): \(f(x)=0\Rightarrow x^4=-1\), \(x^4=\ee^{\ii(2n+1)\pi}\Rightarrow x=\ee^{\ii(2n+1)\pi/4}\): \begin{align*} x_0&=\ee^{\ii\pi/4}=\cos\frac\pi4+\ii\sin\frac\pi4=\frac1{\sqrt2}+\ii\frac1{\sqrt2}, & x_1&=\ee^{\ii3\pi/4}=-\frac1{\sqrt2}+\ii\frac1{\sqrt2},\\ x_2&=\ee^{\ii5\pi/4}=-\frac1{\sqrt2}-\frac{\ii}{\sqrt2}, & x_3&=\ee^{\ii7\pi/4}=\frac1{\sqrt2}-\frac{\ii}{\sqrt2}. \end{align*}

Example 5.2

Find the poles of the following functions.

Solution.

(a) \(f(x)=\dfrac1{x^2-1}\): \(x^2-1=0\), so \(x_0=1\) and \(x_1=-1\) are poles.

(b) \(f(x)=\dfrac1{x^2+1}\): \(x^2+1=0\Rightarrow x_0=\ii\) and \(x_1=-\ii\) are the poles.

(c) \(f(x)=\dfrac1{x^4+1}\): \(x^4+1=0\Rightarrow x^4=-1=\ee^{\ii(2n+1)\pi}\Rightarrow x=\ee^{\ii(2n+1)\pi/4}\): \[ x_0=\frac{1+\ii}{\sqrt2},\ x_1=-\frac{(1-\ii)}{\sqrt2},\ x_2=-\frac{(1+\ii)}{\sqrt2},\ x_3=\frac{1-\ii}{\sqrt2}. \]

(d) \(f(x)=\dfrac1{x^6+1}\): \(x^6+1=0\Rightarrow x^6=-1=\ee^{\ii(2n+1)\pi}\Rightarrow x=\ee^{\ii(2n+1)\pi/6}\): \begin{align*} x_0&=\ee^{\ii\pi/6}=\tfrac{\sqrt3}2+\tfrac{\ii}2, & x_1&=\ee^{\ii3\pi/6}=\ee^{\ii\pi/2}=\ii,\\ x_2&=\ee^{\ii5\pi/6}=-\tfrac{\sqrt3}2+\tfrac{\ii}2, & x_3&=\ee^{\ii7\pi/6}=-\tfrac{\sqrt3}2-\tfrac{\ii}2,\\ x_4&=\ee^{\ii9\pi/6}=-\ii, & x_5&=\ee^{\ii11\pi/6}=\tfrac{\sqrt3}2-\tfrac{\ii}2. \end{align*} So \((x_0,x_1,x_2,x_3,x_4,x_5)\) are the poles.

(e) \(f(x)=\dfrac1{x^4+4}\): \(x^4=-4=4(-1)=4\ee^{\ii(2n+1)\pi}\), so \(x=4^{1/4}\ee^{\ii(2n+1)\pi/4}=\sqrt2\,\ee^{\ii(2n+1)\pi/4}\): \begin{align*} x_0&=\sqrt2\,\ee^{\ii\pi/4}=1+\ii, & x_1&=\sqrt2\,\ee^{\ii3\pi/4}=-1+\ii,\\ x_2&=\sqrt2\,\ee^{\ii5\pi/4}=-1-\ii, & x_3&=\sqrt2\,\ee^{\ii7\pi/4}=1-\ii. \end{align*} So the poles are \(x_0,x_1,x_2,x_3\).

Functions of a Complex Variable

\[ Z=x+\ii y,\quad x,y\in\mathbb R;\qquad f(z)=u(x,y)+\ii v(x,y),\quad u,v\in\mathbb R. \]

Analytic function A function defined and differentiable throughout a domain \(D\) is analytic in \(D\); e.g. \(z\), \(\sin z\).

Non-analytic function A function that is not differentiable is not analytic; e.g. \(\bar z\).

Necessary conditions: Cauchy–Riemann equations

\begin{align*} \pd{u}{x}&=\pd{v}{y}, & \pd{u}{y}&=-\pd{v}{x} &&\text{(Cartesian form)},\\ \pd{u}{r}&=\frac1r\pd{v}{\theta}, & \pd{u}{\theta}&=-r\pd{v}{r} &&\text{(polar form)}. \end{align*}

Example 5.3

Determine whether the following functions are analytic or non-analytic.

Solution.

(a) \(f(z)=z=x+\ii y=u+\ii v\), \(u=x\), \(v=y\): \(\pd{u}{x}=\pd{v}{y}=1\), \(\pd{u}{y}=-\pd{v}{x}=0\). The C–R equations hold, so \(f\) is analytic.

(b) \(f(z)=z^2=(x+\ii y)^2=x^2-y^2+2\ii xy\), \(u=x^2-y^2\), \(v=2xy\): \[ \pd{u}{x}=2x,\quad \pd{v}{y}=2x,\qquad \pd{u}{y}=-2y,\quad -\pd{v}{x}=-2y\;\Rightarrow\;\pd{u}{x}=\pd{v}{y}\ \&\ \pd{u}{y}=-\pd{v}{x}. \] The C–R equations hold, so \(f\) is analytic.

(c) \(f(z)=z^3=(x+\ii y)^3=x^3+\ii^3y^3+3x^2\ii y+3x\ii^2y^2=x^3-\ii y^3+3x^2\ii y-3xy^2\), so \(u=x^3-3xy^2\), \(v=3x^2y-y^3\): \[ \pd{u}{x}=3x^2-3y^2,\quad \pd{v}{y}=3x^2-3y^2;\qquad \pd{u}{y}=-6xy,\quad -\pd{v}{x}=-6xy, \] so the function is analytic.

In general a Taylor series \(f(z)=\sum_{n=0}^\infty a_n(z-z_0)^n\) is analytic inside its circle of convergence, since every power \(z^n\) is analytic.

(d) \(f(z)=\sin z=\sin(x+\ii y)=\sin x\cos\ii y+\cos x\sin\ii y=\sin x\cosh y+\ii\cos x\sinh y\), so \(u=\sin x\cosh y\), \(v=\cos x\sinh y\): \[ \pd{u}{x}=\cos x\cosh y,\quad \pd{v}{y}=\cos x\cosh y;\qquad \pd{u}{y}=\sin x\sinh y,\quad -\pd{v}{x}=\sin x\sinh y, \] so the function is analytic.

(e) \(f(z)=\bar z=x-\ii y\), \(u=x\), \(v=-y\): \(\pd{u}{x}=1\), \(\pd{v}{y}=-1\), \(\pd{u}{y}=0\), \(\pd{v}{x}=0\). Since \(\pd{u}{x}\neq\pd{v}{y}\), the function is not analytic.

The special thing about \(\bar z\)

For \(f(z)=\bar z\), \begin{align*} f'(z)&=\lim_{\Delta z\to0}\frac{f(z+\Delta z)-f(z)}{\Delta z}=\lim_{\Delta z\to0}\frac{\overline{z+\Delta z}-\bar z}{\Delta z}\\ &=\lim_{\Delta z\to0}\frac{\overline{\Delta z}}{\Delta z}=\lim_{\Delta z\to0}\frac{\Delta x-\ii\Delta y}{\Delta x+\ii\Delta y}. \end{align*}

Along different paths, \[ \lim_{\Delta x\to0}\frac{\Delta x-\ii\Delta y}{\Delta x+\ii\Delta y}=-1,\qquad \lim_{\Delta y\to0}\frac{\Delta x-\ii\Delta y}{\Delta x+\ii\Delta y}=1,\qquad \lim_{\Delta y\to\Delta x}\frac{\Delta x-\ii\Delta y}{\Delta x+\ii\Delta y}=\frac{1-\ii}{1+\ii}. \] The limits differ, so the derivative does not exist: a function that genuinely depends on \(\bar z\) is non-analytic.

Example 5.4

\(f(z)=(-x+\ii y+7)^7\).

Solution.

\(f(z)=-(x-\ii y-7)^7=-(\bar z-7)^7\). The function is non-analytic.

Example 5.5

\(f(z)=z\bar z\).

Solution.

\(f(z)=z\bar z=(x+\ii y)(x-\ii y)=(x^2+y^2)+0\ii\), so \(u=x^2+y^2\), \(v=0\): \(\pd{u}{x}=2x\), \(\pd{v}{y}=0\), \(\pd{u}{y}=2y\), \(\pd{v}{x}=0\). The C–R equations hold only at the origin, so \(f\) is differentiable there alone and analytic nowhere.

Example 5.6

\(f(z)=\ee^z\). This is an analytic function.

Solution.

\(f(z)=\ee^z=\ee^{(x+\ii y)}=\ee^x\ee^{\ii y}=\ee^x[\cos y+\ii\sin y]=\ee^x\cos y+\ii\ee^x\sin y\), so \(u=\ee^x\cos y\), \(v=\ee^x\sin y\): \[ \pd{u}{x}=\ee^x\cos y,\quad \pd{v}{y}=\ee^x\cos y,\qquad \pd{u}{y}=-\ee^x\sin y,\quad -\pd{v}{x}=-\ee^x\sin y. \] So this is an analytic function.

Example 5.7

\(f(z)=\ln z\).

Solution.

With \(z=r\ee^{\ii\theta}\), \(f(z)=\ln r\ee^{\ii\theta}=\ln r+\ln\ee^{\ii\theta}=\ln r+\ii\theta\), so \(u=\ln r\), \(v=\theta\): \[ \pd{u}{r}=\frac1r,\ \pd{v}{\theta}=1\;\Rightarrow\;\pd{u}{r}=\frac1r\pd{v}{\theta};\qquad \pd{u}{\theta}=0,\ \pd{v}{r}=0\;\Rightarrow\;\pd{u}{\theta}=-r\pd{v}{r}. \] So \(\ln z\) is analytic except at \(z=0\) and on its branch cut.

Finding \(u\) or \(v\) when either of them is known

Example 5.8

If the real part \(u\) of an analytic function is given, find the imaginary part \(v\).

Solution.

(a) \(u=x^2-y^2\): \begin{align*} \pd{u}{x}&=\pd{v}{y}=2x\;\Rightarrow\;\partial v=2x\,\partial y\;\Rightarrow\;v=2xy+g(x),\tag{1}\\ \pd{u}{y}&=-\pd{v}{x}=-2y\;\Rightarrow\;\partial v=2y\,\partial x\;\Rightarrow\;v=2yx+h(y).\tag{2} \end{align*} From (1) and (2), the imaginary part is \(v=2xy\).

(b) \(u=x^2-y^2-y\): \begin{align*} \pd{u}{x}&=\pd{v}{y}=2x\;\Rightarrow\;v=2xy+g(x), &(1)\\ \pd{u}{y}&=-\pd{v}{x}=-2y-1\;\Rightarrow\;\pd{v}{x}=2y+1\;\Rightarrow\;v=\int(2y+1)\,\partial x=2yx+x+h(y). &(2) \end{align*} From (1) and (2), the imaginary part is \(v=2xy+x\).

(c) \(u=x+\frac12(x^2-y^2)\): \[ \pd{u}{x}=1+x=\pd{v}{y}\;\Rightarrow\;v=y+xy+g(x),\qquad \pd{u}{y}=-y=-\pd{v}{x}\;\Rightarrow\;\pd{v}{x}=y\;\Rightarrow\;v=yx+h(y). \] So \(v=xy+y\).

(d) \(u=\log\abs z\): with \(z=r\ee^{\ii\theta}\), \(\abs z=\abs{r(\cos\theta+\ii\sin\theta)}=\sqrt{r^2(\cos^2\theta+\sin^2\theta)}=r\), so \(u=\log r\): \[ \pd{u}{r}=\frac1r\pd{v}{\theta}\Rightarrow\frac1r=\frac1r\pd{v}{\theta}\Rightarrow v=\theta+g(r),\qquad \pd{u}{\theta}=-r\pd{v}{r}\Rightarrow0=\pd{v}{r}\Rightarrow v=c. \] So \(v=\theta\).

(e) \(u=x^3-3xy^2\): \begin{align*} \pd{u}{x}&=\pd{v}{y}\;\Rightarrow\;3x^2-3y^2=\pd{v}{y}\;\Rightarrow\;v=3x^2y-\frac{3y^3}3=3x^2y-y^3+g(x), &(1)\\ \pd{u}{y}&=-\pd{v}{x}\;\Rightarrow\;-6xy=-\pd{v}{x}\;\Rightarrow\;v=\frac{6x^2y}2=3x^2y+h(y). &(2) \end{align*} From (1) and (2), \(v=3x^2y-y^3\).

(f) \(u=\ee^{-x}\sin2y\): here \(\nabla^2u=\ee^{-x}\sin2y-4\ee^{-x}\sin2y=-3\ee^{-x}\sin2y\neq0\), so \(u\) is not harmonic and no analytic function has it as its real part. Indeed the two Cauchy–Riemann equations are inconsistent: \begin{gather*} \pd{v}{y}=\pd{u}{x}=-\ee^{-x}\sin2y\;\Rightarrow\;v=\ee^{-x}\frac{\cos2y}2+g(x),\\ \pd{v}{x}=-\pd{u}{y}=-2\ee^{-x}\cos2y\;\Rightarrow\;v=2\ee^{-x}\cos2y+h(y), \end{gather*} and no choice of \(g\), \(h\) reconciles them. (Compare \(u=\ee^{-x}\sin y\), for which \(v=\ee^{-x}\cos y\).)

(g) \(u=\cos x\cosh y\): \begin{align*} \pd{u}{x}&=-\sin x\cosh y=\pd{v}{y}\;\Rightarrow\;v=-\sin x\sinh y+g(x), &(1)\\ \pd{u}{y}&=\cos x\sinh y=-\pd{v}{x}\;\Rightarrow\;v=-\sin x\sinh y+h(y). &(2) \end{align*} So \(v=-\sin x\sinh y\).

(h) \(u=\log\sqrt{x^2+y^2}=\log r\) \(\bigl[r=\sqrt{x^2+y^2}\bigr]\): \(\pd{u}{r}=\frac1r=\frac1r\pd{v}{\theta}\Rightarrow v=\theta+g(r)\); \(\pd{u}{\theta}=-r\pd{v}{r}\Rightarrow v=c\). So \(v=\theta=\tan^{-1}\bigl(\frac yx\bigr)\).

(i) \(u=2x(1-y)\): \begin{align*} \pd{u}{x}&=(2-2y)=\pd{v}{y}\;\Rightarrow\;v=2y-y^2+g(x), &(1)\\ \pd{u}{y}&=-2x=-\pd{v}{x}\;\Rightarrow\;v=\frac{2x^2}2+h(y). &(2) \end{align*} So \(v=x^2-y^2+2y\).

(j) \(u=\bigl(r-\frac1r\bigr)\sin\theta\): \[ \pd{u}{r}=\frac1r\pd{v}{\theta}\;\Rightarrow\;\sin\theta+\frac{\sin\theta}{r^2}=\frac1r\pd{v}{\theta}\;\Rightarrow\;\pd{v}{\theta}=r\sin\theta+\frac{\sin\theta}r, \] \[ v=\int r\sin\theta\,\partial\theta+\int\frac{\sin\theta}r\partial\theta=-r\cos\theta-\frac{\cos\theta}r+g(r);\tag{1} \] \[ \pd{u}{\theta}=-r\pd{v}{r}\;\Rightarrow\;r\cos\theta-\frac{\cos\theta}r=-r\pd{v}{r}\;\Rightarrow\;\pd{v}{r}=\frac{\cos\theta}{r^2}-\cos\theta, \] \[ v=\int\frac{\cos\theta}{r^2}\partial r-\int\cos\theta\,\partial r=-\frac{\cos\theta}r-r\cos\theta+h(\theta).\tag{2} \] So \(v=-\dfrac{\cos\theta}r-r\cos\theta\).

Harmonic Functions: Laplace's Equation

For \(f(z)=u+\ii v\) analytic, \[ \pd{u}{x}=\pd{v}{y},\quad \pd{u}{y}=-\pd{v}{x}\;\Rightarrow\;\frac{\partial^2u}{\partial x^2}=\frac{\partial^2v}{\partial x\,\partial y},\quad \frac{\partial^2u}{\partial y^2}=-\frac{\partial^2v}{\partial y\,\partial x}, \] \[ \frac{\partial^2u}{\partial x^2}+\frac{\partial^2u}{\partial y^2}=0\;\Rightarrow\;\nabla^2u=0;\qquad\text{similarly}\quad\nabla^2v=0. \] Harmonic \(u\), \(v\) that also satisfy the Cauchy–Riemann equations form a harmonic conjugate pair.

Example 5.9

Do \(u=x^2-y^2-y\) and \(v=2xy+x\) form a harmonic conjugate pair?

Solution.

\begin{gather*} \pd{u}{x}=2x,\ \frac{\partial^2u}{\partial x^2}=2;\quad \pd{u}{y}=-2y-1,\ \frac{\partial^2u}{\partial y^2}=-2;\\ \pd{v}{x}=2y+1,\ \frac{\partial^2v}{\partial x^2}=0;\quad \pd{v}{y}=2x,\ \frac{\partial^2v}{\partial y^2}=0. \end{gather*} Since \(u_{xx}+u_{yy}=0\) and \(v_{xx}+v_{yy}=0\) (and the Cauchy–Riemann equations hold), they form a harmonic conjugate pair.

Milne-Thomson's method

Milne-Thomson's method builds \(f(z)=u+\ii v\) from \(u\) or \(v\) alone (put \(x=z\), \(y=0\)).

(a) If \(u\) is given: \(\phi_1=\pd{u}{x}\), \(\phi_2=\pd{u}{y}\),   \(f(z)=\int\phi_1(z,0)\,\dd z-\ii\int\phi_2(z,0)\,\dd z\).

(b) If \(v\) is given: \(\psi_1=\pd{v}{y}\), \(\psi_2=\pd{v}{x}\),   \(f(z)=\int\psi_1(z,0)\,\dd z+\ii\int\psi_2(z,0)\,\dd z\).

Example 5.10

\(u=x^2-y^2-y\); find \(f(z)\).

Solution.

\(\phi_1=\pd{u}{x}=2x\Rightarrow\phi_1(z,0)=2z\); \(\phi_2=\pd{u}{y}=-2y-1\Rightarrow\phi_2(z,0)=-1\). So \[ f(z)=\int2z\,\dd z+\ii\int\dd z=\frac{2z^2}2+\ii z=z^2+\ii z, \] \[ f(z)=z(z+\ii)=(x+\ii y)^2+\ii(x+\ii y)=x^2-y^2+2\ii xy+\ii x-y=(x^2-y^2-y)+\ii(2xy+x). \]

Example 5.11

\(v=2xy+x\); find \(f(z)\).

Solution.

\(\psi_1=\pd{v}{y}=2x\Rightarrow\psi_1(z,0)=2z\); \(\psi_2=\pd{v}{x}=2y+1\Rightarrow\psi_2(z,0)=1\). So \[ f(z)=\int2z\,\dd z+\ii\int1\,\dd z=\frac{2z^2}2+\ii z=z^2+\ii z=(x^2-y^2-y)+\ii(2xy+x). \]

Example 5.12

Given an analytic function \(f(z)=\phi(x,y)+\ii\psi(x,y)\), what is \(\psi\) if \(\phi=x^2+4x-y^2+2y\)?

Solution.

\(\phi=u=x^2+4x-y^2+2y\), \(\psi=v=?\) \begin{gather*} \pd{u}{x}=\pd{v}{y}=2x+4\;\Rightarrow\;v=2xy+4y+g(x),\\ \pd{u}{y}=-\pd{v}{x}=-2y+2\;\Rightarrow\;v=\int(2y-2)\,\partial x=2xy-2x+h(y). \end{gather*} Hence \(v=2xy+4y-2x\).

Example 5.13

If \(z^2=x^2-y^2+2\ii xy\), find \(\displaystyle\lim_{z\to0}\frac{\operatorname{Re}z^2+\operatorname{Im}z^2}{z^2}\).

Solution.

\[ \lim_{z\to0}\frac{\operatorname{Re}z^2+\operatorname{Im}z^2}{z^2}=\lim_{z\to0}\frac{x^2-y^2+2xy}{x^2-y^2+2\ii xy}. \] Along different paths: \[ \lim_{x\to0}\frac{-y^2}{-y^2}=1,\qquad \lim_{y\to0}\frac{x^2}{x^2}=1,\qquad \lim_{x=y}\frac{x^2-x^2+2x^2}{x^2-x^2+\ii2x^2}=\frac1{\ii}=-\ii. \] Since the limits are different, the limit does not exist (and the function is non-analytic).

Example 5.14

Which of the following functions cannot be the real part of a complex analytic function?

  1. \(x^2y\)
  2. \(x^2-y^2\)
  3. \(x^3-3xy^2\)
  4. \(3x^2y-y-y^3\)
Solution.

(a) \(u=x^2y\Rightarrow\pd{u}{x}=2xy\), \(\pd{u}{y}=x^2\), \(\frac{\partial^2u}{\partial x^2}=2y\), \(\frac{\partial^2u}{\partial y^2}=0\) \(\Rightarrow\nabla^2u=2y\neq0\), so \(u=x^2y\) cannot be the real part of a complex analytic function.

(b) \(u=x^2-y^2\Rightarrow\frac{\partial^2u}{\partial x^2}=2\), \(\frac{\partial^2u}{\partial y^2}=-2\Rightarrow\nabla^2u=0\), so \(u=x^2-y^2\) can be the real part of a complex analytic function.

(c) \(u=x^3-3xy^2\): \(\pd{u}{x}=3x^2-3y^2\), \(\frac{\partial^2u}{\partial x^2}=6x\), \(\pd{u}{y}=-6xy\), \(\frac{\partial^2u}{\partial y^2}=-6x\Rightarrow\nabla^2u=0\): it can be a real part.

(d) \(u=3x^2y-y-y^3\): \(\pd{u}{x}=6xy\), \(\frac{\partial^2u}{\partial x^2}=6y\), \(\pd{u}{y}=3x^2-1-3y^2\), \(\frac{\partial^2u}{\partial y^2}=-6y\Rightarrow\nabla^2u=0\): it can be a real part. So the answer is (a).

Example 5.15

Check whether the following functions are analytic or not.

Solution.

(a) \(f(z)=\dfrac{\bar z}{z}\): \[ f(z)=\frac{\bar z}{z}=\frac{x-\ii y}{x+\ii y}=\frac{(x-\ii y)(x-\ii y)}{(x+\ii y)(x-\ii y)}=\frac{(x-\ii y)^2}{x^2+y^2} =\frac{x^2-y^2-2\ii xy}{x^2+y^2}, \] so \(u=\dfrac{x^2-y^2}{x^2+y^2}\), \(v=\dfrac{-2xy}{x^2+y^2}\), and \begin{gather*} \pd{u}{x}=\frac{(x^2+y^2)2x-(x^2-y^2)2x}{(x^2+y^2)^2}=\frac{4xy^2}{(x^2+y^2)^2},\\ \pd{v}{y}=\frac{-2x(x^2+y^2)+2xy(2y)}{(x^2+y^2)^2}=\frac{2x(y^2-x^2)}{(x^2+y^2)^2}. \end{gather*} Since \(\pd{u}{x}\neq\pd{v}{y}\), this is a non-analytic function. Or, with \(f(z)=\dfrac{x-\ii y}{x+\ii y}\), \[ \lim_{\Delta z\to0}\frac{f(z+\Delta z)-f(z)}{\Delta z}\ \text{involves}\ \lim\frac{\Delta x-\ii\Delta y}{\Delta x+\ii\Delta y}:\quad \lim_{\Delta x\to0}=-1,\quad \lim_{\Delta y\to0}=1,\quad \lim_{\Delta x=\Delta y}=\frac{1-\ii}{1+\ii}. \] All are different, so the function is not differentiable.

(b) \(f(z)=\dfrac{\abs z^2}{z}=\dfrac{z\bar z}{z}\): \[ f(z)=\frac{x^2+y^2}{x+\ii y}=\frac{(x^2+y^2)(x-\ii y)}{(x+\ii y)(x-\ii y)}=\frac{(x^2+y^2)(x-\ii y)}{(x^2+y^2)}=x-\ii y, \] so \(u=x\), \(v=-y\) and \(\pd{u}{x}\neq\pd{v}{y}\): a non-analytic function.

Example 5.16

Check whether the following functions satisfy the Cauchy–Riemann equations.

Solution.

(a) \(f(z)=z^2=(x+\ii y)^2=x^2-y^2+2\ii xy\), \(u=x^2-y^2\), \(v=2xy\): \(\pd{u}{x}=2x=\pd{v}{y}\), \(\pd{u}{y}=-2y=-\pd{v}{x}\); the C–R equations are satisfied.

(b) \(f(z)=z^3=x^3-\ii y^3+3x^2\ii y-3xy^2\), \(u=x^3-3xy^2\), \(v=3x^2y-y^3\): \(\pd{u}{x}=\pd{v}{y}=3x^2-3y^2\) and \(\pd{u}{y}=-\pd{v}{x}=-6xy\); the C–R equations are satisfied.

(c) \(f(z)=\ee^{2x}(\cos y+\ii\sin y)\): \(u=\ee^{2x}\cos y\), \(v=\ee^{2x}\sin y\), \[ \pd{u}{x}=2\ee^{2x}\cos y,\quad \pd{v}{y}=\ee^{2x}\cos y,\qquad \pd{u}{y}=-\ee^{2x}\sin y,\quad -\pd{v}{x}=-2\ee^{2x}\sin y, \] so the C–R equations are not satisfied.

Example 5.17

Let \(u(x,y)=\ee^{ax}\cos by\) be the real part of the function \(f(z)=u+\ii v\), \(z=x+\ii y\), \(a,b\in\mathbb R\), \(a\neq0\). The function \(f(z)\) is complex analytic everywhere in the complex plane if

  1. \(b=0\)
  2. \(b=\pm a\)
  3. \(b=\pm2\pi a\)
  4. \(b=a\pm2\pi\)
Solution.

(b). From Laplace's equation \(u_{xx}+u_{yy}=0\), i.e. \(u_{xx}=-u_{yy}\): \[ \pd{u}{x}=a\ee^{ax}\cos by,\quad \frac{\partial^2u}{\partial x^2}=a^2\ee^{ax}\cos by,\qquad \pd{u}{y}=-b\ee^{ax}\sin by,\quad \frac{\partial^2u}{\partial y^2}=-b^2\ee^{ax}\cos by, \] \[ a^2\ee^{ax}\cos by=+b^2\ee^{ax}\cos by\;\Rightarrow\;a^2=b^2\;\Rightarrow\;b=\pm a. \]

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