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Analytic Functions

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Analytic Functions

A function \(f(z)\) is said to be analysic at a point \(z_{0}\) if there exists a ndghbothood \(\vert z-z_{0}\vert <\delta\) at all points of which \(f^{\prime}(z)\) exists.


Singular Points

A point at which \(f(z)\) fails to be analytic is called a singular point or singularity of \(f(z)\). Some types of singularities include:

i) Isolated Singularities ii) Poles iii) Removable Singularities

Cauchy-Riemann Equations

A necessary condition that \(w=f(z)=u(x, y)+i c(x, y)\) be analytic in a region \(\mathcal{R}\) is that, in \(\mathcal{R}\), \(u\) and \(v\) satisfy the Cauchy-Riemann equations

\[\frac{a}{\partial x}=\frac{\partial v}{\partial y}, \quad \frac{\partial u}{\partial y}=-\frac{\partial v}{\partial x}\]

If the partial derivatives in above equations are continuous in \(\mathcal{R}\), then the Cauchy-Ricmann equations are sufficient conditions that \(f(z)\) be analytic in \(\mathcal{R}\).


Harmonic Functions

A function \(h(x,y)\) is called harmonic if it satisfies the Laplace’s equation \(h_{xx}+h_{yy}=0\).

If \(f(z)=u+iv\) is analytic and \(u, v\) both satisfy Laplace’s equation, then \(u\) and \(v\) are called conjugate harmonic functions.


Milne-Thomson’s Method

This method is used to construct an analytic function when real or imaginary part of the function is given. Let \(f(x,y)=u(x,y)+iv(x,y)\) be the required function.

Case 1: \(u(x,y)\) is given. Then, \(f(z)\) is obtained by integrating \(f'(z)= u_x(z,0)-iu_y(z,0)\).

Case 2: \(v(x,y)\) is given. Then, \(f(z)\) is obtained by integrating \(f'(z)= v_y(z,0)+iv_x(z,0)\).

Cauchy’s Theorem

According to Cauchy’s Theorem, if \(f(z)\) is regular and \(f'(z)\) is continuous at each point within and on a closed contour \(C\), then \(\int_{C} f(z) d z=0\)

Cauchy’s Integral Formulae

According to Cauchy’s Integral Formula, if \(f(z)\) is analytic within and on any closed contour \(C\) and if \(a\) be a point within the contour \(C\), then

\[f(a)=\dfrac{1}{2 \pi i} \int \dfrac{f(z)}{z-a} d z\]

Liouville’s Theorem

Suppose that for all \(z\) in the entire complex plane, i) \(f(z)\) is analytic and
ii) \(f(z)\) is bounded, i.e. \(\vert f(z) \vert <M\) for some constant \(M\).

Then \(f(z)\) must be a constant.


Rouche’s Theorem

Suppose \(f(z)\) and \(g(z)\) are analytic inside and on a simple closed curve \(C\) and suppose \(\vert g(z) \vert< \vert f(z) \vert\) on \(C\). Then \(f(z)+g(z)\) and \(f(z)\) have the same number of zeros inside \(C\).


PYQs

Analytic Functions

1) Use Cauchy integral formula to evaluate \(\int_{c} \dfrac{e^{3 z}}{(z+1)^{4}} d z\), where \(c\) is the circle \(\vert z \vert =2\).

[2012, 15M]

From Cauchy Integral Formula, we have

\[f^{n}(a)=\frac{n !}{2 \pi i} \int_{C} \frac{f(z) d z}{(z-a)^{n+1}}\]

Put \(a=-1\), \(n=3\)

\[f^{3}(-1)=\frac{3 !}{2 \pi i} \int_{C} \frac{f(z) d z}{(z+1)^{4}} \cdots (i)\]

Take \(f(z)=e^{3 z}\), then \(f^{n}(z)=3^{n} e^{3 z}\)

\[\therefore (3)(-1)=3^{3} e^{3}=\frac{27}{e^{3}}\]

\(\therefore\) from \((i)\)

\[\frac{27}{e^{3}}=\frac{3 !}{2 \pi i} \int \frac{e^{3 z} d z}{(z+1)^{4}}\] \[\Rightarrow \int_{c} \frac{e^{3 z} d z}{(z+1)^{4}}=\frac{9 \pi i}{e^{3}}\]

2) Prove that the function \(f\) defined by \(f(z)=\left\{\begin{array}{ll}{\dfrac{z^{5}}{\vert z \vert^{4}},} & {z \neq 0} \\ {0,} & {z=0}\end{array}\right.\) is not differentiable at \(z=0\).

[2007, 12M]

Try yourself


3) If all zeros of a polynomial \(P(z)\) lies in a half plane then show that zeros of the derivatives \(P^{\prime}(z)\) also lie in the same half plane.

[2004, 15M]

We can assume without loss of generality that the zeros of \(P(z)\) lie in the half plane Re \(z<0 .\) Let \(P(z)=\prod_{j=1}^{n}\left(z-\alpha_{j}\right)\) where \(\alpha_{j}=x_{j}+i y_{j}, x_{j}<0\)

If \(\operatorname{Re} z \geq 0,\) then \(P(z) \neq 0\) and

\[\begin{aligned} \frac{P^{\prime}(z)}{P(z)} &=\sum_{j=1}^{n} \frac{1}{z-\alpha_{j}} \\ &=\sum_{j=1}^{n} \frac{1}{x-x_{j}+i\left(y-y_{j}\right)} \\ &=\sum_{j=1}^{n} \frac{x-x_{j}-i\left(y-y_{j}\right)}{\left(x-x_{j}\right)^{2}+\left(y-y_{j}\right)^{2}} \end{aligned}\]

Since \(x_{j}<0,1 \leq j \leq n,\) it follows that

\[\operatorname{Re}\left(\frac{P^{\prime}(z)}{P(z)}\right)=\sum_{j=1}^{n} \frac{x-x_{j}}{\left(x-x_{j}\right)^{2}+\left(y-y_{j}\right)^{2}}>0\]

whenever Re \(z=x \geq 0 .\) Thus \(\frac{x^{\prime} \gamma}{P(z)}\) and therefore \(P^{\prime}(z)\) has no zeros in the right half plane Re \(z \geq 0\). Hence all zeros of \(P^{\prime}(z)\) lie in the same half plane in which the zeros of \(P(z)\) lie.


4) Suppose that \(f\) and \(g\) are two analytic functions on the set \(\phi\) of all complex numbers with \(f\left(\dfrac{1}{n}\right)=g\left(\dfrac{1}{n}\right)\) for \(n=1\), 2, 3, \(\ldots\). Then show that \(f(z)=g(z)\) for each \(z\) in \(\phi\).

[2002, 12M]

Let \(G(z)=f(z)-g(z),\) then \(G\left(\frac{1}{n}\right)=0\) for \(n=1,2, \ldots .\) We shall show that \(G(z) \equiv 0\) for \(z \in \mathbb{C}\) which would prove the result.

Let \(G(z)=\sum_{n=0}^{\infty} a_{n} z^{n}\) be the power series of \(G(z)\) with center 0 and radius of convergence \(R,\) clearly \(R>0 .\) We shall now prove that \(a_{n}=0\) for every \(n\) If \(a_{n} \neq 0\) for some \(n,\) let \(a_{k}\) be the first non-zero coefficient. Then \(G(z)=z^{k}\left(a_{k}+a_{k+1} z+\ldots\right)=z^{k} H(z)\) Clearly \(H(z)\) is analytic in \(\vert z\vert <R,\) and \(H(0) \neq 0 .\) We now claim that \(H(z) \neq 0\) in a neighborhood \(\vert z\vert < \delta\) of \(0 .\) Let \(\epsilon=\frac{\vert H(0)\vert }{2},\) then continuity of \(H(z)\) at \(z=0\) implies that there exists a \(\delta>0\) such that \(\vert z\vert <\delta \Rightarrow\vert H(z)-H(0)\vert <\epsilon\) or \(\vert H(0)\vert -\epsilon<\vert H(z)\vert <\vert H(0)\vert +\epsilon\) for \(\vert z\vert <\delta .\)

Thus \(\vert H(z)\vert >\frac{\vert H(0)\vert }{2}>0\) for \(\vert z\vert <\delta .\) Consequently, \(G(z) \neq 0\) for any \(z\) in \(0<\vert z\vert <\delta .\) But this is not possible, as \(\vert z\vert <\delta\) contains all but finitely many \(\frac{1}{n},\) at which \(G(z)\) vanishes. Thus our assumption that \(a_{n} \neq 0\) for some \(n\) is false, thus \(G(z) \equiv 0\) in \(\vert z\vert <R\)

Let \(z^{\prime}\) be any point in \(\mathbb{C},\) and let \(r(t), a \leq t \leq b\) be a continuous curve joining 0 and \(z^{\prime}\). Using uniform continuity of \(r(t),\) we get a partition \(a=t_{0}<t_{1}<\ldots<t_{n}=b\) of \([a, b]\) such that \(r\left(t_{0}\right)=0, r\left(t_{1}\right)=z_{1}, \ldots, r\left(t_{n}\right)=r(b)=z^{\prime},\) and \(\left\vert z_{j}-z_{j-1}\right\vert < R\).

Now the disc \(K_{0}=\vert z-0\vert <R\) contains \(z_{1}\), the center of disc \(K_{1}=\left\vert z-z_{1}\right\vert < R\). since \(G\left(z_{1}\right)=0\) as \(z_{1} \in K_{0} \cap K_{1},\) and \(K_{0} \cap K_{1}\) contains a sequence of points \(y_{n}\) such that \(y_{n} \rightarrow z_{1}\) and \(G\left(y_{n}\right)=0,\) we can prove as before that \(G(z) \equiv 0\) in \(K_{1}\). Proceeding in this way, in \(n\) steps we get \(G(z) \equiv 0\) in \(K_{n},\) or \(G\left(z^{\prime}\right)=0 .\) since \(z^{\prime}\) is an arbitrary point of \(\mathbb{C},\) we get \(G(z) \equiv 0\) in \(\mathbb{C}\).


5) Prove that the Riemann zeta function \(\zeta\) defined by \(\zeta(z)=\sum_{n=1}^{\infty} n^{-z}\) converges for \(\operatorname{Re} z>1\) and converges uniformly for \(\operatorname{Re} z \geq 1+\varepsilon\) where \(\varepsilon>0\) is arbitrary small.

[2001, 12M]

\(\left\vert \frac{1}{n^{z}}\right\vert =\left\vert \frac{1}{n^{x} \cdot n^{i y}}\right\vert =\left\vert \frac{1}{n^{x}}\right\vert \quad \because\left\vert \frac{1}{n^{i y}}\right\vert =\left\vert \frac{1}{e^{i y \log n}}\right\vert =1\) since \(\sum_{n=1}^{\infty} \frac{1}{n^{x}}\) converges for \(x>1,\) it follows that \(\sum_{n=1}^{\infty} n^{-z}\) converges absolutely for \(\operatorname{Re} z>1\). If Re \(z \geq 1+\epsilon,\) then \(\frac{1}{n^{x}} \leq \frac{1}{n^{1+\epsilon}}\) and \(\sum_{n=1}^{\infty}\left\vert n^{-z}\right\vert \leq \sum_{n=1}^{\infty} \frac{1}{n^{1+\epsilon}}\) for Re \(z \geq 1+\epsilon\). Weierstrass’ M-test gives that the given series converges uniformly and absolutely for \(\operatorname{Re} z \geq 1+\epsilon\)

Cauchy-Riemann Equations

1) Suppose \(f(z)\) is analytic function on a domain \(D \in C\) and satisfies the equation \(Imf(z)=(Ref(z))^2\), \(Z\in D\). Show that \(f(z)\) is constant in \(D\).

[2019, 10M]

Hint: Take \(f(z)= u+ i u^2\) and apply CR equations.

In the final step, we get,

\(u_x=0\), \(u_y=0\), \(v_x=0\), \(v_y=0\)

Hence, \(u=c_1\) and \(v=c_2\)

\(\implies\) \(f(z) = c_1+ic_2\)is constant.


2) Prove that the function: \(u(z,y)=(x-1)^3-3xy^2+3y^2\) is harmonic and find its harmonic conjugate and the corresponding analytic function \(f(z)\) in terms of \(z\).

[2018, 10M]

Let, \(f(z)=u+i v\) \(u=(x-1)^{3}-3 x y^{2}+3 y^{2}\) \(u_{x}=3(x-1)^{2}-3 y^{2}\) \(u_{xx}=6(x-1) \cdots (1)\) \(u y=-6 x y+6 y\) \(u_{yy}=-6 x+6=-6(x-1) \cdots (2)\)

\(\therefore \quad u_{xx}+u_{y y}=0\) Hence, function \(u\) is harmonic.

We can use Milne’s method to find harmonic conjugate of \(u\).

\(\phi_{1}(z,0)=\left( \frac{\partial u}{\partial x}\ \right)_{x=z,y=0}=3(z-1)^{2}\) \(\phi_{2}(z,0)=\left( \frac{\partial u}{\partial y}\ \right)_{x=z,y=0}=0\) \(f(z)=\int\left[\phi_{1}(z, 0)-i \phi_{2}(z, 0)\right] d z+c\) \(=\int 3(z-1)^{2} d z+c\) \(=(z-1)^{3}+c\)

\[\therefore f(z)=(z-1)^{3}+c\] \[\begin{aligned} f(z) &=[(x-1)+i y]^{3}+c \\ &=(x-1)^{3}-i y^{3}+3(x-1) i y[(x-1)+i y] \\ &=(x-1)^{3}-3(x-1) y^{2}-i y^{3}+3 i(x-1)^{2} y \\ &=(x-1)^{3}-3(x-1) y^{2}+i\left[3(x-1)^{2} y-y^{3}\right] \\ & \therefore v(x, y)=3(x-1)^{2} y-y^{3} \end{aligned}\]

3) Let \(f=u+i v\) be analytic function on the unit disc \(D=\{z \in C :\vert z \vert < 1\}\). Show that \(\dfrac{\partial^{2} u}{\partial x^{2}}+\dfrac{\partial^{2} u}{\partial y^{2}}\)=0=\(\dfrac{\partial^{2} v}{\partial x^{2}}+\dfrac{\partial^{2} v}{\partial y^{2}}\) at all points of \(\mathrm{D}\).

[2017, 15M]

If \(f(z)\) is analytic in \(\mathcal{R},\) then the Cauchy-Riemann equations

\[\frac{\partial u}{\partial x}=\frac{\partial v}{\partial y} \cdots (i)\]

and

\[\frac{\partial v}{\partial x}=-\frac{\partial u}{\partial y} \cdots (ii)\]

are satisfied in \(\mathcal{R}\) and g \(u\) and \(v\) have continuous second partial derivatives. We can differentiate both sides of \((i)\) with respect to \(x\) and \((ii)\) with respect to \(y\) to obtain

\[\frac{\partial^{2} u}{\partial x^{2}}=\frac{\partial^{2} v}{\partial x \partial y}\]

and

\[\frac{\partial^{2} v}{\partial y \partial x}=-\frac{\partial^{2} u}{\partial y^{2}}\]

from which

\[\frac{\partial^{2} u}{\partial x^{2}}=-\frac{\partial^{2} u}{\partial y^{2}} \quad \text { or } \quad \frac{\partial^{2} u}{\partial x^{2}}+\frac{\partial^{2} u}{\partial y^{2}}=0\]

Similarly, by differentiating both sides of \((i)\) with respect to \(y\) and \((ii)\) with respect to \(x\), we get \(\frac{\partial^{2} v}{\partial x^{2}}+\frac{\partial^{2} v}{\partial y^{2}}=0\)


4) Is \(\mathrm{v}(\mathrm{x}, \mathrm{y})=\mathrm{x}^{3}-3 \mathrm{xy}^{2}+2 \mathrm{y}\) a harmonic function? Prove your claim. If yes, find its conjugate harmonic function \(\mathrm{u}(\mathrm{x}, \mathrm{y})\) and hence, obtain the analytic function whose real and imaginary parts are \(u\) and \(v\) respectively.

[2016, 10M]

Let \(f\) be the function \(f=u+i v\) Given: \(v=x^{3}-3 x y^{2}+2 y\) Therefore, \(\begin{array}{l} v_{x}=3 x^{2}-3 y^{2}, v_{x x}=6 x \cdots (i) \\ v_{y}=-6 x y+2, v_{y y}=-6 x \cdots (ii) \end{array}\) Now, \(v_{x x}+v_{y y}=+6 x-6 x=0\) \(\Rightarrow v\) is a harmonic function. Let \(u\) be harmonic conjugate of \(v\). By Cauchy-Riemann equations, \(\begin{aligned} u_{x} &=v_{y} \Rightarrow u_{x}=-6 x y+2 \\ \frac{\partial u}{\partial x} &=-6 x y+2 \end{aligned}\) \(\Rightarrow\) \(\int d u=\int(-6 x y+2) d x\) \(\Rightarrow u=-3 x^{2} y+2 x+g(y)\), where \(g\) is an arbitrary function of \(y\) \(\cdots (iii)\) Also, \(u_{y}=-v_{x} \Rightarrow u_{y}=-\left(3 x^{2}-3 y^{2}\right)\) \(\Rightarrow\) \(\frac{\partial u}{\partial y}=-3 x^{2}+3 y^{2}\) \(\Rightarrow\) \(\int d u=\int\left(-3 x^{2}+3 y^{2}\right) d y\) \(\Rightarrow u=-3 x^{2} y+y^{3}+n(x),\) where \(n(x)\) is an arbitrary fucntion of \(x \ldots\) (iv) From \((iii)\) and \((iv)\) \(u=-3 x^{2} y+2 x+y^{3}+c, \text { where } c \text { is a constant }\) So, \(f=\left(-3 x^{2} y+2 x+y^{3}+c\right)+i\left(x^{3}-3 x y^{2}+2 y\right)\)


5) Show that the function \(v(x, y)=\ln \left(x^{2}+y^{2}\right)+x+y\) is harmonic. Find its conjugate harmonic function \(u(x, y)\). Also, find the corresponding analytic function \(f(z)=u+i v\) in terms of \(z\).

[2015, 10M]


6) Prove that the function \(f(z)=u+i v\), where \(f(z)=\dfrac{x^{3}(1+i)-y^{3}(1-i)}{x^{2}+y^{2}}\), \(z \neq 0\); \(f(0)=0\) satisfies Cauchy-Riemann equations at the origin, but the derivative of \(f\) at \(z=0\) does not exist.

[2014, 10M]


7) Prove that if \(b e^{a+1} < 1\), where \(a\) and \(b\) are positive and real, then the function \(z^{n} e^{-a}-b e^{z}\) has \(n\) zeros in the unit circle.

[2013, 10M]


8) Show that the function defined by \(f(z)=\left\{\begin{array}{c}{\dfrac{x^{3} y^{5}(x+i y)}{x^{6}+y^{10}}, z \neq 0} \\ {0, \quad z=0}\end{array}\right.\) is not analytic at the origin though it satisfies Cauchy Riemann-Equations at the origin.

[2012, 12M]


9) If \(f(z)=u+i v\) is an analytic function of \(z=x+i y\) and \(u-v=\dfrac{e^{y}-\cos x+\sin x}{\cosh y-\cos x}\), find \(f(z)\) subject to the condition, \(f\left(\dfrac{\pi}{2}\right)=(3 - i)/2\).

[2011, 12M]


10) Show that \(u(x, y)=2 x-x^{3}+3 x y^{2}\) is a harmonic function. Find a harmonic conjugate of \(u(x, y)\). Hence, find the analytic function \(f\) for which \(u(x, y)\) is the real part.

[2010, 12M]


11) Prove that all the roots of \(z^{7}-5 z^{3}+12=0\) lie between the circles \(\vert z \vert =1\) and \(\vert z \vert =2\).

[2006, 15M]

Let \(g(z)=z^{7}-5 z^{3}, f(z)=12,\) then i) On \(\vert z \vert =1, \vert g(z) \vert \leq\left \vert z^{7}\right \vert +5\left \vert z^{3}\right \vert =6<12= \vert f(z) \vert\). ii) Both \(g(z)\) and \(f(z)\) are analytic on and within \(\vert z \vert <1\) iii) Both \(g(z)\) and \(f(z)\) have no zeros on \(\vert z \vert =1\)

By Rouche’s theorem, \(f(z)+g(z)=z^{7}-5 z^{3}+12\) and \(f(z)\) have the same number of zeros inside \(\vert z \vert =1 .\) But \(f(z)=12\) has no zeros anywhere and in particular in the region \(\vert z \vert <1\) therefore \(z^{7}-5 z^{3}+12\) has no zeros inside the unit circle. Now we take \(g(z)=12-5 z^{3}, f(z)=z^{7}\)

i) On \(\vert z \vert =2, \vert g(z) \vert \leq 12+5\left \vert z^{3}\right \vert =52<2^{7}= \vert f(z) \vert\). ii) Both \(g(z)\) and \(f(z)\) are analytic on and within \(\vert z \vert <2\)

Therefore by Rouche’s theorem, \(g(z)+f(z)=z^{7}-5 z^{3}+12\) and \(f(z)\) have the same number of zeros inside \(\vert z \vert =2 .\) since \(f(z)=z^{7}\) has 7 zeros \((z=0\) is a zero of order 7 of \(f(z))\) inside \(\vert z \vert =2,\) the given polynomial has seven zeros inside \(\vert z \vert =2\) i.e. all its zeros lie inside \(\vert z \vert =2\) since \(z^{7}-5 z^{3}+12\) has no zeros inside and on \(\vert z \vert =1,\) therefore all zeros lie in the ring \(1< \vert z \vert <2\).


12) If \(f(z)=u+i v\) is an analytic function of the complex variable \(z\) and \(u-v=e^{x}(\cos y-\sin y)\), determine \(f(z)\) in terms of \(z\).

[2005, 12M]

Let \(F(z)=(1+i) f(z)=(1+i)(u+i v)=(u-v)+i(u+v) .\) Now \(\frac{\partial^{2}(u-v)}{\partial x^{2}}+\frac{\partial^{2}(u-v)}{\partial y^{2}}=e^{x}(\cos y-\sin y)+e^{x}(-\cos y+\sin y)=0\) Let \(F(z)=U+i V,\) where \(U=u-v\) is harmonic. If \(f(z)\) is analytic, then so is \(F(z)\) and \(\frac{d F}{d z}=\frac{\partial U}{\partial x}+i \frac{\partial V}{\partial x}=\frac{\partial U}{\partial x}-i \frac{\partial U}{\partial y}\) as \(\frac{\partial V}{\partial x}=-\frac{\partial U}{\partial y}\) by the Cauchy-Riemann equations. Thus \(\begin{aligned} F^{\prime}(z) &=e^{x}(\cos y-\sin y)-i e^{x}(-\sin y-\cos y) \\ &=e^{x}(\cos y+i \sin y)+i e^{x}(\cos y+i \sin y) \\ &=(1+i) e^{x} \cdot e^{i y}=(1+i) e^{z} \end{aligned}\) Thus \(F(z)=(1+i) e^{z}\) and \(f(z)=e^{z},\) which is the required function.


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