C03-2.mws

COMPLEX ANALYSIS: Maple Worksheets, 2001
(c) John H. Mathews Russell W. Howell
mathews@fullerton.edu howell@westmont.edu

Complimentary software to accompany the textbook:

COMPLEX ANALYSIS: for Mathematics & Engineering, 4th Ed, 2001, ISBN: 0-7637-1425-9
Jones and Bartlett Publishers, Inc., 40 Tall Pine Drive, Sudbury, MA 01776
Tele. (800) 832-0034; FAX: (508) 443-8000, E-mail: mkt@jbpub.com, http://www.jbpub.com/


CHAPTER 3 ANALYTIC and HARMONIC FUNCTIONS

Section 3.2 The Cauchy-Riemann Equations

We saw in the last section that computing the derivative of complex functions written in a nice form such as f(z) = z^2 is a rather simple task. But life is not so easy, for many times we encounter complex functions written as f(x+i*y) = u(x,y)+i*v(x,y) . For example, suppose we had

f(x+i*y) = x^3-3*x*y^2+i*(3*x^2*y-y^3) .

Is there some criterion---perhaps involving the partial derivatives for u , and v - - that we can use to determine whether f is differentiable, and if so, to find the value of `f '(z)` ?

The answer to this question is yes , thanks in part to the independent discovery of two important equations relating the partial derivatives of u and v by the French mathematician A. L. Cauchy and the German mathematician G. F. B. Riemann.

Theorem 3.4 (Cauchy-Riemann equations)

Suppose that f(x+i*y) = u(x,y)+i*v(x,y) is differentiable at the point z[0] = x[0]+i*y[0] . Then the partial derivatives of u and v exist at the point ( x[0], y[0] ), and

(3-15) f '( z[0] ) = u[x]*(x[0], y[0])+i*v[x]*(x[0], y[0]) ,

and

(3-16) f '( z[0] ) = v[y]*(x[0], y[0])-i*u[y]*(x[0], y[0]) .

Equating the real and imaginary parts of gives us the Cauchy-Riemann equations

(3-17) u[x]*(x[0], y[0]) = v[y]*(x[0], y[0]) and u[y]*(x[0], y[0]) = -v[x]*(x[0], y[0]) .

Note carefully some of the implications of this theorem:

If
f differentiable at z[0] , then we know the Cauchy-Riemann equations (3-17) will be satisfied at z[0] , and we can use either equation (3-15) or (3-16) to evaluate f '( z[0] ).

Taking the contrapositive, if equations (3-17) are not satisfied at z[0] , then we know automatically that f is not differentiable at z[0] .

On the other hand, just because equations (3-17) are satisfied at z[0] , we cannot necessarily conclude that f is differentiable at z[0] .

Derivation of Theorem 3.4

> dx:='dx': dy:='dy': f:='f': U:='U': V:='V': x:='x': y:='y':
assume(x,real);
assume(y,real);
f := proc(x,y) U(x,y) + I*V(x,y) end:
`f(x + I y) = U(x,y) + I V(x,y)`; ` `;
dfdx := evalc((f(x+dx,y)-f(x,y))/dx):
df/dx = subs({x='x',y='y'}, dfdx); ` `;
L1 := limit((f(x+dx,y)-f(x,y))/dx, dx=0):
L1:=expand(L1):
dfdy := evalc((f(x,y+dy)-f(x,y))/(I*dy)):
df/dy = subs({x='x',y='y'}, dfdy);
L2 := limit((f(x,y+dy)-f(x,y))/(I*dy), dy=0):
L2:=expand(L2):
Limit(df/dx, dx=0) = subs({x='x',y='y'}, L1);
Limit(df/dy, dy=0) = subs({x='x',y='y'}, L2); ` `;
R1 := subs(I=0,expand(L1)):
R2 := subs(I=0,expand(L2)):
`The two limits must be the same.`;
subs({x='x',y='y'}, L1 = L2); ` `;
print(`The Cauchy-Riemann equations are:`);
subs({x='x',y='y'}, R1 = R2);
subs({x='x',y='y'}, subs(I=1,L1-R1) = subs(I=1,L2-R2));

`f(x + I y)  =  U(x,y) + I V(x,y)`

` `

df/dx = (U(x+dx,y)-U(x,y))/dx+I*(V(x+dx,y)-V(x,y))/dx

` `

df/dy = (V(x,y+dy)-V(x,y))/dy+I*(-U(x,y+dy)+U(x,y))/dy

Limit(df/dx,dx = 0) = D[1](U)(x,y)+I*D[1](V)(x,y)

Limit(df/dy,dy = 0) = -I*D[2](U)(x,y)+D[2](V)(x,y)

` `

`The two limits must be the same.`

D[1](U)(x,y)+I*D[1](V)(x,y) = -I*D[2](U)(x,y)+D[2](V)(x,y)

` `

`The Cauchy-Riemann equations are:`

D[1](U)(x,y) = D[2](V)(x,y)

D[1](V)(x,y) = -D[2](U)(x,y)

These are the Cauchy-Riemann equations
U[x](x[0],y[0]) = V[y](x[0],y[0]) and U[y](x[0],y[0]) = -V[x](x[0],y[0]) .


Example for Page 104. The function f(z) = z^3 i.e.
f(z) = x^3-3*x*y^2+i*(3*x^2*y-y^3) is known to be differentiable.
Verify that its derivative satisfies the results of the Cauchy-Riemann equations.

> f:='f': U:='U': V:='V': x:='x': y:='y': z:='z':
f := z -> z^3:
`f(z) ` = f(z);
`f(x + I y) ` = f(x+I*y);
`f(x + I y) ` = evalc(f(x+I*y));
U := proc(x,y) x^3 - 3*x*y^2 end:
V := proc(x,y) 3*x^2*y - y^3 end:
`U(x,y) ` = U(x,y);
`V(x,y) ` = V(x,y); ` `;
f1 := z -> subs(Z=z,diff(f(Z),Z)):
`f '(z) ` = f1(z);
`f '(x + I y) ` = f1(x+I*y);
`f '(x + I y) ` = evalc(f1(x+I*y)); ` `;
`f '(z) = Ux(x,y) + i Vx(x,y)` =
diff(U(x,y),x) + I* diff(V(x,y),x);
`f '(z) = Vy(x,y) - i Uy(x,y)` =
diff(V(x,y),y) - I* diff(U(x,y),y);

`f(z) ` = z^3

`f(x + I y) ` = (x+I*y)^3

`f(x + I y) ` = x^3-3*x*y^2+I*(3*x^2*y-y^3)

`U(x,y) ` = x^3-3*x*y^2

`V(x,y) ` = 3*x^2*y-y^3

` `

`f '(z) ` = 3*z^2

`f '(x + I y) ` = 3*(x+I*y)^2

`f '(x + I y) ` = 3*x^2-3*y^2+6*I*x*y

` `

`f '(z) = Ux(x,y) + i Vx(x,y)` = 3*x^2-3*y^2+6*I*x*y

`f '(z) = Vy(x,y) - i Uy(x,y)` = 3*x^2-3*y^2+6*I*x*y

Example 3.6, Page 105. Verify that the complex function f(z) = conjugate(z)^` 2`/z is NOT analytic.

> f:='f': F:='F': U:='U': V:='V': x:='x': y:='y': z:='z':
f := z -> conjugate(z)^2/z:
`f(z) ` = f(z);
`f(x + I y) ` = f(x+I*y);
assume(x,real); assume(y,real);
w1 := simplify(evalc(f(x+I*y))):
`f(x + I y)` = subs({x='x',y='y'}, w1); ` `;
x:='x': y:='y':
U := proc(x,y) (x^3-3*x*y^2)/(x^2+y^2) end:
V := proc(x,y) (-3*x^2*y+y^3)/(x^2+y^2) end:
F := proc(x,y) U(x,y) + I*V(x,y) end:
`F(x,y)` = subs({x='x',y='y'}, F(x,y));
`U(x,y)` = subs({x='x',y='y'}, U(x,y));
`V(x,y)` = subs({x='x',y='y'}, V(x,y)); ` `;
Ux := simplify(diff(U(x,y), x)): `Ux(x,y)` = Ux;
Vy := simplify(diff(V(x,y), y)): `Vy(x,y)` = Vy;
Uy := simplify(diff(U(x,y), y)): `Uy(x,y)` = Uy;
Vx := simplify(diff(V(x,y), x)): `Vx(x,y)` = Vx; ` `;
print(`0 = Ux - Vy `, 0 = simplify(Ux - Vy),
0 = numer(simplify(Ux - Vy)));
print(`0 = Uy + Vx `, 0 = simplify(Uy + Vx),
0 = numer(simplify(Uy + Vx)));

`f(z) ` = conjugate(z)^2/z

`f(x + I y) ` = conjugate(x+I*y)^2/(x+I*y)

`f(x + I y)` = -(-x^3+3*x*y^2+3*I*x^2*y-I*y^3)/(x^2+y^2)

` `

`F(x,y)` = (x^3-3*x*y^2)/(x^2+y^2)+I*(-3*x^2*y+y^3)/(x^2+y^2)

`U(x,y)` = (x^3-3*x*y^2)/(x^2+y^2)

`V(x,y)` = (-3*x^2*y+y^3)/(x^2+y^2)

` `

`Ux(x,y)` = -(-x^4+3*y^4-6*x^2*y^2)/(x^2+y^2)^2

`Vy(x,y)` = (-3*x^4+y^4+6*x^2*y^2)/(x^2+y^2)^2

`Uy(x,y)` = -8*x^3*y/(x^2+y^2)^2

`Vx(x,y)` = -8*x*y^3/(x^2+y^2)^2

` `

`0 = Ux - Vy  `, 0 = -4*(-x^2+y^2)/(x^2+y^2), 0 = 4*x^2-4*y^2

`0 = Uy + Vx  `, 0 = -8*x*y/(x^2+y^2), 0 = -8*x*y

Hence the function f is differentiable only when x^2-y^2 = 0 and x*y = 0 or at the origin.

Let's check to see if the Cauchy-Riemann equations hold at (
0 , 0 ) . Using the facts that
U(0,0) = 0 and V(0,0) = 0 , we compute the limits of the difference quotients.

> `Ux(0,0)` = limit((U(x,0)-0)/(x-0), x=0);
`Vy(0,0)` = limit((V(0,y)-0)/(y-0), y=0);
`Uy(0,0)` = limit((U(0,y)-0)/(y-0), y=0);
`-Vx(0,0)` = -limit((V(x,0)-0)/(x-0), x=0);

`Ux(0,0)` = 1

`Vy(0,0)` = 1

`Uy(0,0)` = 0

`-Vx(0,0)` = 0

So, U[x](0,0) = V[y](0,0) and U[y](0,0) = -V[x](0,0) .and we see that the Cauchy-Riemann
equations hold at
z = 0 . But f(z) is not-analytic at ( 0 , 0 ) because the following two limits are distinct.

> `Along the x-axis: `, Limit(df/dz, dz=0) =
limit((F(x,0)-0)/(x-0),x=0);
`Along the line x=t, y=t: `, Limit(df/dz, dz=0) =
limit((F(t,t)-0)/(t+I*t-0),t=0);

`Along the x-axis:  `, Limit(df/dz,dz = 0) = 1

`Along the line x=t, y=t:  `, Limit(df/dz,dz = 0) = -1


Example 3.8, Page 108. Use the Cauchy-Riemann equations to show that
f(z) = exp(-y)*cos*x+i*exp(-y)*sin*x is differentiable for all z = x+i*y .

> U:='U': V:='V': x:='x': y:='y':
U := proc(x,y) exp(-y)*cos(x) end:
V := proc(x,y) exp(-y)*sin(x) end:
`U(x,y)` = U(x,y);
`V(x,y)` = V(x,y); ` `;
`Ux(x,y)` = diff(U(x,y),x);
`Vy(x,y)` = diff(V(x,y),y);
diff(U(x,y),x) = diff(V(x,y),y);
evalb(diff(U(x,y),x) = diff(V(x,y),y)); ` `;
`Uy(x,y)` = diff(U(x,y),y);
`Vx(x,y)` = diff(V(x,y),x);
diff(U(x,y),y) = - diff(V(x,y),x);
evalb(diff(U(x,y),y) = - diff(V(x,y),x)); ` `;
`f(x+iy)` = U(x,y) + I*V(x,y);
`f '(x+iy)` = diff(U(x,y),x) + I*diff(V(x,y),x);

`U(x,y)` = exp(-y)*cos(x)

`V(x,y)` = exp(-y)*sin(x)

` `

`Ux(x,y)` = -exp(-y)*sin(x)

`Vy(x,y)` = -exp(-y)*sin(x)

-exp(-y)*sin(x) = -exp(-y)*sin(x)

true

` `

`Uy(x,y)` = -exp(-y)*cos(x)

`Vx(x,y)` = exp(-y)*cos(x)

-exp(-y)*cos(x) = -exp(-y)*cos(x)

true

` `

`f(x+iy)` = exp(-y)*cos(x)+I*exp(-y)*sin(x)

`f '(x+iy)` = -exp(-y)*sin(x)+I*exp(-y)*cos(x)

The Cauchy-Riemann equations hold everywhere, so that
f(z) = exp(-y)*cos*x+i*exp(-y)*sin*x is analytic for all z = x+i*y .


Example 3.9, Page 108. Show that the complex function f(z) = x^3+3*x*y^2+i*(y^3+3*x^2*y)
is differentiable only at points that lie on the coordinate axes.

> U:='U': V:='V': x:='x': y:='y':
U := proc(x,y) x^3 + 3*x*y^2 end:
V := proc(x,y) y^3 + 3*x^2*y end:
`U(x,y)` = U(x,y);
`V(x,y)` = V(x,y); ` `;
`Ux(x,y)` = diff(U(x,y),x);
`Vy(x,y)` = diff(V(x,y),y);
print(`0 = Ux - Vy `,
0 = diff(U(x,y),x) - diff(V(x,y),y),
evalb(0 = diff(U(x,y),x) - diff(V(x,y),y))); ` `;
`Uy(x,y)` = diff(U(x,y),y);
`Vx(x,y)` = diff(V(x,y),x);
print(`0 = Uy + Vx `,
0 = diff(U(x,y),y) + diff(V(x,y),x),
evalb(0 = diff(U(x,y),y) + diff(V(x,y),x)));

`U(x,y)` = x^3+3*x*y^2

`V(x,y)` = y^3+3*x^2*y

` `

`Ux(x,y)` = 3*x^2+3*y^2

`Vy(x,y)` = 3*x^2+3*y^2

`0 = Ux - Vy  `, 0 = 0, true

` `

`Uy(x,y)` = 6*x*y

`Vx(x,y)` = 6*x*y

`0 = Uy + Vx  `, 0 = 12*x*y, false

The Cauchy-Riemann equations hold only if xy = 0 . So that f(z) = x^3+3*x*y^2+i*(y^3+3*x^2*y)
is analytic only when
x = 0 or y = 0 , which occurs at points that lie on the coordinate axes.

End of Section 3.2.