Contents 20.1 Complex Functions as Mappings 20.2 Conformal Mappings 20.3 Linear Fractional Transformations 20.4 Schwarz-Christoffel Transformations 20.5 Poisson Integral Formulas 20.6 Applications Ch20_1 20.1 Complex Functions as Mappings Introduction The complex function w = f(z) = u(x, y) + iv(x, y) may be considered as the planar transformation. We also call w = f(z) is the image of z under f. See Fig 20.1. Ch20_2 Fig 20.1 Ch20_3 Example 1 Consider the function f(z) = ez. If z = a + it, 0 t , w = f(z) = eaeit. Thus this is a semicircle with center w = 0 and radius r = ea. If z = t + ib, − t , w = f(z) = eteib. Thus this is a ray with Arg w = b, |w| = et. See Fig 20.2. Ch20_4 Fig 20.2 Ch20_5 Example 2 The complex function f = 1/z has domain z 0 and real part : u ( x , y ) imaginary x x y 2 part : v ( x , y ) 2 y x y 2 2 When a 0 , u ( x , y ) a can be written as x 2 1 a x y 0, ( x 2 1 2a ) y ( 2 2 1 ) 2 2a Ch20_6 Example 2 (2) Likewise v(x, y) = b, b 0 can be written as x (y 2 1 2b ) ( 2 1 ) 2 2b See Fig 20.3. Ch20_7 Fig 20.3 Ch20_8 Translation and Rotation The function f(z) = z + z0 is interpreted as a translation. The function g ( z ) e i 0 z is interpreted as a rotation. See Fig 20.4. Ch20_9 Example 3 Find a complex function that maps −1 y 1 onto 2 x 4. Solution See Fig 20.5. We find that −1 y 1 is first rotated through 90 and shifted 3 units to the right. Thus the mapping is h( z) e i / 2 z 3 iz 3 Ch20_10 Fig 20.5 Ch20_11 Magnification A magnification is the function f(z) = z, where is a fixed positive real number. Note that |w| = |z| = |z|. If g(z) = az + b and a r0 e i 0 then the vector is rotated through 0, magnified by a factor r0, and then translated using b. Ch20_12 Example 4 Find a complex function that maps the disk |z| 1 onto the disk |w – (1 + i)| ½. Solution Magnified by ½ and translated to 1 + i, we can have the desired function as w = f(z) = ½z + (1 + i). Ch20_13 Power Functions A complex function f(z) = z where is a fixed positive number, is called a real power function. See Fig 20.6. If z = rei, then w = f(z) = rei. Ch20_14 Example 5 Find a complex function that maps the upper half-plane y 0 onto the wedge 0 Arg w /4. Solution The upper half-plane can also be described by 0 Arg w . Thus f(z) = z1/4 will map the upper half-plane onto the wedge 0 Arg w /4. Ch20_15 Successive Mapping See Fig 20.7. If = f(z) maps R onto R, and w = g() maps R onto R, w = g(f(z)) maps R onto R. Ch20_16 Fig 20.7 Ch20_17 Example 6 Find a complex function that maps 0 y onto the wedge 0 Arg w /4. Solution We have shown that f(z) = ez maps 0 y onto to 0 Arg and g() = 1/4 maps 0 Arg onto 0 Arg w /4. Thus the desired mapping is w = g(f(z)) = g(ez) = ez/4. Ch20_18 Example 7 Find a complex function that maps /4 Arg z 3/4 onto the upper half-plane v 0. Solution First rotate /4 Arg z 3/4 by = f(z) = e-i/4z. Then magnify it by 2, w = g() = 2. Thus the desired mapping is w = g(f(z)) = (e-i/4z)2 = -iz2. Ch20_19 20.2 Conformal Mappings Angle –Preserving Mappings A complex mapping w = f(z) defined on a domain D is called conformal at z = z0 in D when f preserves that angle between two curves in D that intersect at z0. See Fig 20.10. Ch20_20 Fig 20.10 Ch20_21 Referring to Fig 20.10, we have ' z1 ' z2 2 ' z1 2 ' z2 2 2 z1 z 2 cos ' ' z' 2 z' 2 z' z' 2 1 2 1 1 or cos ' ' 2 z1 z 2 2 (1) (2) Likewise w' 2 w' 2 w' w' 1 2 1 2 1 cos ' ' 2 w1 w 2 2 Ch20_22 THEOREM 20.1 Conformal Mapping If f(z) is analytic in the domain D and f’(z) 0, then f is conformal at z = z0. Proof If a curve C in D is defined by z = z(t), then w = f(z(t)) is the image curve in the w-plane. We have w f ( z ( t )), w ' f ' ( z ( t )) z ' ( t ) If C1 and C2 intersect at z = z0, then w1 f ' ( z 0 ) z1 , w 2 f ' ( z 0 ) z 2 ' ' ' ' Ch20_23 THEOREM 20.1 proof Since f (z0) 0, we can use (2) to obtain f '( z ) z ' 2 f '( z ) z ' 2 f '( z ) z ' f '( z ) z ' 0 1 0 2 0 1 0 2 1 cos ' ' 2 f ' ( z 0 ) z1 f ' ( z 0 ) z 2 z' 2 z' 2 z' z' 2 1 2 1 1 cos ' ' 2 z1 z 2 2 2 Ch20_24 Example 1 (a) The analytic function f(z) = ez is conformal at all points, since f (z) = ez is never zero. (b) The analytic function g(z) = z2 is conformal at all points except z = 0, since g(z) = 2z 0, for z 0. Ch20_25 Example 2 The vertical strip −/2 x /2 is called the fundamental region of the trigonometric function w = sin z. A vertical line x = a in the interior of the region can be described by z = a + it, − t . We find that sin z = sin x cosh y + i cos x sinh y and so u + iv = sin (a + it) = sin a cosh t + i cos a sinh t. Ch20_26 Example 2 (2) Since cosh2 t − sinh2 t = 1, then u 2 2 sin a v 2 2 1 cos a The image of the vertical line x = a is a hyperbola with sin a as u-intercepts and since −/2 < a < /2, the hyperbola crosses the u-axis between u = −1 and u = 1. Note if a = −/2, then w = − cosh t, the line x = − /2 is mapped onto the interval (−, −1]. Likewise, the line x = /2 is mapped onto the interval [1, ). Ch20_27 Example 3 The complex function f(z) = z + 1/z is conformal at all points except z = 1 and z = 0. In particular, the function is conformal at all points in the upper half-plane satisfying |z| > 1. If z = rei, then w = rei + (1/r)e-i, and so 1 1 u ( r ) cos , v ( r ) sin r r (3) Note if r = 1, then v = 0 and u = 2 cos . Thus the semicircle z = eit, 0 t , is mapped onto [−2, 2] on the u-axis. If r > 1, the semicircle z = reit, 0 t , is mapped onto the upper half of the ellipse u2/a2 + v2/b2 = 1, where a = r + 1/r, b = r − 1/r. See Fig 20.12. Ch20_28 Fig 20.12 Ch20_29 Example 3 (2) For a fixed value of , the ray tei, for t 1, is mapped to the point u2/cos2 − v2/sin2 = 4 in the upper halfplane v 0. This follows from (3) since 2 2 2 2 1 1 t t 4 2 2 t t cos sin u v Since f is conformal for |z| > 1 and a ray = 0 intersects a circle |z| = r at a right angle, the hyperbolas and ellipses in the w-plane are orthogonal. Ch20_30 Conformal Mappings Using Tables Conformal mappings are given in Appendix IV. We may use this table to solve the transformations. Ch20_31 Example 4 Use the conformal mappings in Appendix IV to find a conformal mapping between the strip 0 y 2 and the upper half-plane v 0.What is the image of the negative x-axis? Solution From H-2, letting a = 2 then f(z) = ez/2 and noting the positions E, D, E and D. We can map the negative xaxis onto the interval (0, 1) on the u-axis. Ch20_32 Example 5 Use the conformal mappings in Appendix IV to find a conformal mapping between the strip 0 y 2 and the disk |w| 1. What is the image of the negative x-axis? Solution Appendix IV des not have an entry that maps 0 y 2 directly onto the disk. In Example 4, the strip was mapped onto f(z) = ez/2 the upper half-plane, and from C-4, the complex mapping w = (i – )/ (i + ) maps the upper half-plane to the disk |w| 1. Ch20_33 Example 5 (2) Therefore w g ( f ( z )) ie z / 2 ie z / 2 maps the strip 0 y 2 onto the disk |w| 1. The negative x-axis is first mapped to the interval (0, 1) in the -plane and from the position of points C and C in C-4, this interval is mapped to the circular arc w = ei, 0 < < /2 in the w-plane. Ch20_34 THEOREM 20.2 Transformation Theorem for Harmonic Functions If f be an analytic function that maps a domain D onto a domain D. If U is harmonic in D, then the real-valued function u(x, y) = U(f(z)) is harmonic in D. Ch20_35 THEOREM 20.2 Proof We will give a special proof for the special case in which D is simply connected. If U has a harmonic conjugate V in D, then H = U + iV is analytic in D, and so the composite function H(f(z)) = U(f(z)) + iV(f(z)) is analytic in D. It follow that the real part U(f(z)) is harmonic in D. Ch20_36 Solving Dirichlet Problems Using Conformal Mapping Solving Dirichlet Problems Using Conformal Mapping 1. Find a conformal mapping w = f(z) that transform s the original region R onto the image R. The region R may be a region for which many explicit solutions to Dirichlet problems are known. 2. Transfer the boundary conditions from the R to the boundary conditions of R. The value of u at a boundary point of R is assigned as the value of U at the corresponding boundary point f(). Ch20_37 Fig 20.13 Ch20_38 3. Solve the Dirichlet problem in R. The solution may be apparent from the simplicity of the problem in R or may be found using Fourier or integral transform methods. 4. The solution to the original Dirichlet problems is u(x, y) = U(f(z)). Ch20_39 Example 6 The function U(u, v) = (1/) Arg w is harmonic in the upper half-plane v > 0 since it is the imaginary part of the analytic function g(w) = (1/) Ln w. Use this function to solve the Dirichlet problem in Fig 20.14(a). Ch20_40 Fig 20.14 Ch20_41 Example 6 (2) Solution The analytic function f(z) = sin z maps the original region to the upper half-plane v 0 and maps the boundary segments to the segments shown in Fig 20.14(b). The harmonic function U(u, v) = (1/) Arg w satisfies the transferred boundary conditions U(u, 0) = 0 for u > 0 and U(u, 0) = 1 for u < 0. u ( x, y ) 1 tan 1 cos x sinh y sin x cosh y Ch20_42 Example 7 From C-1 in Appendix IV, the analytic function f (z) za az 1 , a 72 6 5 maps the region outside the two open disks |z| < 1 and |z – 5/2| < ½ onto the circular region r0 |w| 1, where r0 5 2 6 . See Fig 20.15(a) and (b). Ch20_43 Fig 20.15 Ch20_44 Example 7 (2) In problem 10 of Exercise 14.1, we found U ( r , ) (log e r ) /(log e r0 ) z ) is the solution to the new problem. From Theorem 20.2 we conclude that the solution to the original problem is u ( x, y ) 1 log e ( 5 2 6 ) log z (7 2 6 ) / 5 e (7 2 6 ) z / 5 1 Ch20_45 A favorite image region R for a simply connected region R is the upper half-plane y 0. For any real number a, the complex function Ln(z – a) = loge|z – a| + i Arg (z – a) is analytic in R and is a solution to the Dirichlet problem shown in Fig 20.16. Ch20_46 Fig 20.16 Ch20_47 It follows that the solution in R to the Dirichlet problem with c0 , a x b U ( x, 0) 0 , otherwise is the harmonic function U(x, y) = (c0/)(Arg(z – b) – Arg(z – a)) Ch20_48 20.3 Linear Fractional Transformations Linear Fractional Transformation If a, b, c, d are complex constants with ad – bc 0, then the function T (z) az b cz d is called a llinear fractional T '( z) transform ation. Since ad bc ( cz d ) 2 Ch20_49 T is conformal at z provided = ad – bc 0 and z −d/c. Note when c 0, T(z) has a simple zero at z0 = −d/c, and so lim T ( z ) , z z0 We will write T ( z 0 ) . In addition, lim T ( z ) lim z z a b/z cd/z a if c 0 , then , c and we write T ( ) a / c . Ch20_50 Example 1 If T(z) = (2z + 1)/(z – i), compute T(0), T(), T(i). Solution T ( 0 ) 1 /( i ) i , T ( ) lim T ( z ) 2 , z T ( i ) lim T ( z ) , T ( i ) zi Ch20_51 Circle Preserving Property If c = 0, the transformation reduces to a linear function T(z) = Az + B. This is a composition of a rotation, magnification, and translation. As such, a linear function will map a circle in the z-plane to a circle in the w-plane. When c 0, w az b cz d bc ad 1 c cz d c (1) a Ch20_52 Letting A bc ad 1 z1 , w Az 2 B Note that if z z1 r , w 1 w 1 w1 w w1 w w1 , T ( z ) can be written as c c z1 cz d , z 2 ,B a 1 (2) , then z r or w w1 ( r w1 ) w 0 (3) Ch20_53 It is easy to show that all points w that satisfy w w1 w w 2 (4) is a line when = 1 and is a circle when > 0 and 1. It follows from (3) that the image of the circle |z – z1| = r under the inversion w = 1/z is a circle except when r = 1/|w1| = |z1|. Ch20_54 THEOREM 20.3 Circle-Preserving Property A linear fractional transformation maps a circle in the z-plane to either a line or a circle in the w-plane. The image is a line if and only if the original circle passes through a pole of the linear fractional transformation. Ch20_55 Example 2 Find the images of the circles |z| = 1 and |z| = 2 under T(z) = (z + 2)/(z – 1). What are the images of the interiors of these circles? Solution The circle |z| = 1 passes through the pole z0 = 1 of the linear transformation and so the image is a line. Since T(−1) = −½ and T(i) = −(1/2) – (3/2)i, we conclude that the line is u = −½. Ch20_56 Example 2 (2) The image of the interior |z| = 1 is either the half-plane u < −½ or the half-plane u > −½. Using z = 0 as a test point, T(0) = −2 and so the image is the half-plane u < −½. The circle |z| = 2 does not pass through the pole so the image is a circle. For |z| = 2, z 2,T ( z ) z2 z 1 z2 z 1 T (z) Ch20_57 Example 2 (2) Therefore T ( z ) is a point on the image circle and the image circle is symmetric w.r. t . the u - axis. Since T(−2) = 0 and T(2) = 4 the center of the circle is w = 2 and the image is the circle |w – 2| = 2. The interior of |z| = 2 is either the interior or the exterior of the image |w – 2| = 2. Since T(0) = −2, we conclude that the image is |w – 2| > 2. See Fig 20.33. Ch20_58 Fig 20.33 Ch20_59 Matrix Methods We associate the matrix a A c If T1 ( z ) b az b with T ( z ) cz d d a1 z b1 c1 z d 1 , T2 ( z ) a 2 z b2 c2 z d 2 then T 2 (T1 ( z )) is given by T ( z ) , az b cz d Ch20_60 where a c b a2 d c2 If w T ( z ) that is, T matrix is 1 b 2 a1 d 2 c1 az b cz d (w) b1 d1 , then z dw b cw a d adj A c (5 ) dw b cw a , and the associated b a (6) Ch20_61 Example 3 If T ( z ) 2z 1 z2 Solution Let S (T ( z )) -1 a c b 1 adj d i and S ( z ) az b cz d S 1 (T ( z )) iz 1 -1 , find S (T ( z )). , where i 2 1 1 1 i 2 i 1 1 zi 1 2 1 2 i 2 1 2i 1 2i , then 2i ( 2 i) z 1 2i (1 2 i ) z 2 i Ch20_62 Triples to Triples The linear fractional transformation T (z) z z1 z 2 z 3 z z 3 z 2 z1 has a zero at z = z1, a pole at z = z3 and T(z2) = 1. Thus T(z) maps three distinct complex numbers z1, z2, z3 to 0, 1, and , respectively. The term The term z z1 z 2 z 3 z z 3 z 2 z1 is called the cross - ratio of z , z1 , z 2 , z 3 . Ch20_63 Likewise, the linear fractional transformation S (w) w w1 w 2 w 3 w w 3 w 2 w1 sends w1, w2, w3 to 0, 1, and , and so S-1maps 0, 1, and to w1, w2, w3. It follows that w = S-1(T(z)) maps the triple z1, z2, z3 to the triples w1, w2, w3. From w = S-1(T(z)), we have S(w) = T(z) and w w1 w 2 w 3 w w 3 w 2 w1 z z1 z 2 z 3 z z 3 z 2 z1 (7) Ch20_64 Example 4 Construct a linear fractional transformation that maps the points 1, i, −1 on the circle |z| = 1 to the points −1, 0 and 1 on the real x-axis. Solution From (7) we get w 1 0 1 w 1 0 ( 1) z 1i 1 z 1i 1 or w 1 w 1 i z 1 z 1 Solving for w, we get w = −i(z – i)/(z + i). Ch20_65 Example 5 Construct a linear fractional transformation that maps the points , 0, 1 on the real x-axis to the points 1, i, −1 on the circle |w| = 1. Solution Since z1 = , the terms z − z1 and z2 − z1 in the crossproduct are replaced by 1. Then w 1i 1 w 1i 1 1 0 1 z 1 1 or S ( w ) i w 1 w 1 1 z 1 T (z) Ch20_66 Example 5 (2) If we use the matrix method to find w = S-1(T(z)), a c b i adj d 1 and so w i 0 1 1 iz 1 i iz 1 i 1 i 1 i z 1 i z 1 i 1 i 1 i . Ch20_67 Example 6 Solve the Dirichlet problem in Fig 20.35(a) using conformal mapping by constructing a linear fractional transformation that maps the given region into the upper half-plane. Ch20_68 Fig 20.35(a) Ch20_69 Example 6 (2) Solution The boundary circles |z| = 1 and |z – ½| = ½ each pass through z = 1. We can map each boundary circle to a line by selecting a linear fractional transformation that has a pole at z = 1. If we require T(i) = 0 and T(-1) = 1, then T (z) z i 11 z 11 i (1 i ) zi z 1 Since T ( 0 ) 1 i , T ( 12 12 i ) 1 i , T maps the interior of |z| = 1 onto the upper half-plane and maps |z – ½| = ½ onto the line v = 1. See Fig 20.35(b). Ch20_70 Example 6 (3) The harmonic function U(u, v) = v is the solution to the simplified Dirichlet problem in the w-plane, and so u(x, y) = U(T(z)) is the solution to the original Dirichlet problem in the z-plane. Since the imaginary 1 x y 2 2 ( x 1) y 2 part of T ( z ) (1 i ) zi z 1 1 x y 2 2 , the solution is u ( x , y ) is 2 ( x 1) y 2 2 Ch20_71 Example 6 (4) The level curves u(x, y) = c can be written as 2 1 2 x y 1 c 1 c c 2 and are therefore circles that pass through z = 1. See Fig 20.36. Ch20_72 Fig 20.36 Ch20_73 20.4 Schwarz-Christoffel Transformations Special Cases First we examine the effect of f(z) = (z – x1)/, 0 < < 2, on the upper half-plane y 0 shown in Fig 20.40(a). Ch20_74 The mapping is the composite of = z – x1 and w = /. Since w = / changes the angle in a wedge by a factor of /, the interior angle in the image is (/) = . See Fig 20.40(b). Ch20_75 Note that f'(z) A ( z x1 ) ( / ) 1 , A / Next assume that f(z) is a function that is analytic in the upper half-plane and that jas the derivative ( 1 / ) 1 2 f ( z ) A ( z x1 ) ( z x 2 )( / ) 1 (1) where x1 < x2. We use the fact that a curve w = w(t) is a line segment when the argument of its tangent vector w(t) is constant. From (1) we get arg f ( t ) 1 Arg A 1 Arg ( t x1 ) (2) 2 1 Arg ( t x 2 ) Ch20_76 Since Arg(t – x) = for t < x, we can find the variation of f (t) along the x-axis. They are shown in the following table. Interval ( , x1 ) arg f ' ( t ) Change in arg. Arg A ( α1 π ) ( α 2 π ) 0 ( x1 , x 2 ) Arg A ( α 2 π ) π α1 ( x2 , ) Arg A π α2 See Fig 20.41. Ch20_77 Fig 20.41 Ch20_78 THEOREM 20.4 Schwarz-Christoffel Formula Let f(z) be a function that is analytic in the upper half-plane y > 0 and that has the derivative f ( z ) A ( z x1 ) ( 1 / ) 1 ( z x2 ) ( 2 / ) 1 ( z xn ) ( n / ) 1 (3) where x1 < x2 < … < xn and each i satisfies 0 < i < 2. Then f(z) maps the upper half-plane y 0 to a polygonal region with interior angles 1, 2, …, n. Ch20_79 Comments (i) One can select the location of three of the points xk on the x-axis. (ii) A general form for f(z) is f (z) A ( z x ) ( 1 / ) 1 1 and can be considered g (z) ( z x1 ) ( 1 / ) 1 ...( z x n ) ( n / ) 1 as the compisite ...( z x n ) ( n / ) 1 dz B of dz and w Az B . (iii) If the polygonal region is bounded only n – 1 of the n interior angles should be included in the SchwarzChristoffel formula. Ch20_80 Example 1 Use the Schwarz-Christoffel formula to construct a conformal mapping from the upper half-plane to the strip |v| 1, u 0. See Fig 20.42. Ch20_81 Example 1 (2) Solution We may select x1 = −1, x2 = 1 on the x-axis, and we will construct a mapping f with f(−1) = −i, f(1) = i. Since 1 = 2 = /2, (3) gives f ' ( z ) A ( z 1) A 1 / 2 ( z 1) 1 ( z 1) 2 1/ 2 A 1 / 2 1 i (1 z ) 2 1/ 2 . Ch20_82 Example 1 (3) Thus f(z) Ai sin 1 z B. Since f ( 1) i , f (1) i , then i Ai B , i Ai 2 then f (z) B imply B 0 , A 2 / 2 2 i sin 1 z. Ch20_83 Example 2 Use the Schwarz-Christoffel formula to construct a conformal mapping from the upper half-plane to the region shown in Fig 20.43(b). Ch20_84 Example 2 (2) Solution We may select x1 = −1, x2 = 1 on the x-axis, and we will require f(−1) = ai, f(1) = 0. Since 1 = 3/2 2 = /2, (3) gives f ' ( z ) A ( z 1) 1/ 2 ( z 1) 1 / 2 . If we write z 1 f '( z) A 2 2 , then 1/ 2 1/ 2 ( z 1) ( z 1) f ( z ) A ( z 1) 2 1/ 2 cosh 1 z B Ch20_85 Example 2 (3) Notice that cosh 1 ( 1) i and cosh 1 1 0, and so ai f ( 1) A ( i ) B , 0 f (1) B . Therefore f (z) a ( z 2 1) 1/ 2 cosh 1 z Ch20_86 Example 3 Use the Schwarz-Christoffel formula to construct a conformal mapping from the upper half-plane to the region shown in Fig 20.44(b). Ch20_87 Example 3 (2) Solution Since the region is bounded, only two of the 60 interior angles should be included. If x1 = 0, x2 = 1, we obtain f ' ( z ) Az 2 / 3 ( z 1) 2 / 3 We can use Theorem 18.8 to get the antideriva tive f (z) A 1 z 0 s 2/3 ( s 1) 2/3 ds B . Ch20_88 Example 3 (3) We require 1 A 1 1 0 Thus f ( 0 ) 0 , f (1) 1, then B 0 and x 2/3 ( x 1) f (z) 2/3 1 dx (1 / 3 ) z 1 ds 2 / 3 2 / 3 (1 / 3 ) 0 s ( s 1) Ch20_89 Example 4 Use the Schwarz-Christoffel formula to construct a conformal mapping from the upper half-plane to the upper half-plane with the horizontal line v = , u 0, deleted. See Fig 20.45. Ch20_90 Example 4 (2) Solution The nonpolygonal target region can be approximated by a polygonal region by adjoining a line segment from w = i to a pint u0 on the negative u-axis. See Fig 20.45(b). If we require f(−1) = i, f(0) = u0, then f ' ( z ) A ( z 1) ( 1 / ) 1 z ( 2 / ) 1 Note that as u0 approaches −, 1 and 2 approach 2 and 0, respectively. Ch20_91 Example 4 (3) This suggests we examine the mappings that satisfy w = A(z + 1)1z-1 = A(1 + 1/z) or w = A(z + Ln z) + B. First we determine the image of the upper half-plane under g(z) = z + Ln z and then translate the image region if needed. For t real g(t) = t + loge |t| + i Arg t If t < 0, Arg t = and u(t) = t + loge |t| varies from − to −1. It follows that w = g(t) moves along the line v = from − to −1. Ch20_92 Example 4 (4) When t > 0, Arg t = 0 and u(t) varies from − to . Therefore g maps the positive x-axis onto the u-axis. We can conclude that g(z) = z + Ln z maps the upper halfplane onto the upper half-plane with the horizontal line v = , u −1, deleted. Therefore w = z + Ln z + 1 maps the upper half-plane onto the original target region. Ch20_93 20.5 Poisson Integral Formulas Introduction It would be helpful if a general solution could be found for Dirichlet problem in either the upper halfplane y 0 or the unit disk |z| = 1. The Poisson formula fro the upper half-plane provides such a solution expressing the value of a harmonic function u(x, y) at a point in the interior of the upper half-plane in terms of its values on the boundary y = 0. Ch20_94 Formula for the Upper Half-Plane Assume that the boundary function is given by u(x, 0) = f(x), where f(x) is the step function indicated in Fig 20.55. Ch20_95 The solution of the corresponding Dirichlet problem in the upper half-plane is u ( x, y ) ui [ Arg ( z b ) Arg ( z a )] (1) Since Arg(z – b) is an exterior angle formed by z, a and b, Arg(z – b) = (z) + Arg(z – a), where 0 < < , and we can write zb u ( x , y ) ( z ) Arg za ui ui (2) Ch20_96 The superposition principle can be used to solve the more general Dirichlet problem in Fig 20.56. Ch20_97 If u(x, 0) = ui for xi-1 x xi, and u(x, 0) = 0 outside the interval [a, b], then from (1) n u ( x, y ) ui 1 n i 1 [ Arg ( z x i ) Arg ( z x i 1 )] u i i ( z ) (3) i 1 Note that Arg(z – t) = tan-1(y/(x – t)), where tan-1 is selected between 0 and , and therefore (d/dt) Arg(z – t) = y/((x – t)2 + y2). Ch20_98 From (3), u ( x, y ) 1 n xi x i 1 1 i 1 n xi x i 1 i 1 ui dt Arg ( z t ) dt d ui y (x t) y 2 2 dt Since u ( x , 0 ) 0 outside the interval [ a,b ], we have u ( x, y ) y u (t ,0 ) ( x t ) 2 y 2 dt (4) Ch20_99 THEOREM 20.5 Poisson Integral Formula for the Upper Half-Plane Let u(x, 0) be a piecewise-continuous function on every finite interval and bounded on - < x < . Then the function defined by u ( x, y ) y u (t , 0 ) ( x t ) 2 y 2 dt is the solution of the corresponding Dirichlet problem on the upper half-plane y 0. Ch20_100 Example 1 Find the solution of the Dirichlet problem in the upper half-plane that satisfies the boundary condition u(x, 0) = x, where |x| < 1, and u(x, 0) = 0 otherwise. Solution By the Poisson integral formula u ( x, y ) y 1 t 1 ( x t ) 2 y 2 dt . Ch20_101 Example 1 (2) Using s x t , then 1 y 2 2 u ( x , y ) log e (( x t ) y ) x tan 2 ( x 1) 2 y 2 x log e tan 2 2 2 ( x 1) y y x t t 1 y t 1 1 x 1 tan y 1 x 1 y 1 Ch20_102 Example 2 The conformal mapping f(z) = z + 1/z maps the region in the upper half-plane and outside the circle |z| = 1 onto the upper half-plane v 0. Use the mapping and the Poisson integral formula to solve the Dirichlet problem shown in Fig 20.57(a). Ch20_103 Fig 20.57 Ch20_104 Example 2 (2) Solution Using the result of Example 4 of Sec 20.2, we can transfer the boundary conditions to the w-plane. See Fig 20.57(b). Since U(u, 0) is a step function, we will use the integrated solution (3) rather than the Poisson integral. The solution to the new Dirichlet problem is U (u , v ) 1 Arg ( w 2 ) 1 1 Arg ( w2 w2 1 [ Arg ( w 2 )] ) Ch20_105 Example 2 (3) and therefore u ( x, y ) U ( z 1 z ) 1 1 z 1 u ( x , y ) 1 Arg z 1 1 Arg ( z 1 z 2 z 1 z 2 ) 2 Ch20_106 THEOREM 20.6 Poisson Integral Formula for the Unit Disk Let u(ei) be a bounded and piecewise continuous for - . Then the solution to the corresponding Dirichlet Problem on the open units disk |z| < 1 is given by u ( x, y ) 1 2 it u (e ) 1 | z | 2 |e z| it 2 dt (5) Ch20_107 Geometric Interpretation Fig 20.58 shows a thin membrane (as a soap film) that has been stretched across a frame defined by u = u(ei). Ch20_108 Fig 20.58 Ch20_109 The displacement u in the direction perpendicular to the z-plane satisfies the two-dimensional wave equation 2 2 2 u u u 2 a 2 2 2 y t x and so at equilibrium, the displacement function u = u(x, y) is harmonic. Formula (5) provides an explicit solution for u and has the advantage that the integral is over the finite interval [−, ]. Ch20_110 Example 3 A frame for a membrane is defined by u(ei) = | | for − . Estimate the equilibrium displacement of the membrane at (−0.5, 0), (0, 0) and (0.5, 0). Solution Using (5), u ( x, y ) 1 2 t 1 z 2 e z it 2 dt Ch20_111 Example 3 (2) When (x, y) = (0, 0), we get u ( x, y ) 1 2 t dt 2 For the other two values of (x, y), the integral is not elementary and must be estimated using a numerical solver. We have u(−0.5, 0) = 2.2269, u(0.5, 0) = 0.9147. Ch20_112 Fourier Series Form Note that un(r,) = rn cos n and vn(r,) = rn sin n are each harmonic, since these functions are the real and imaginary parts of zn. If a0, an, bn are chosen to be the Fourier coefficients of u(ei) for − < < , then u (r , ) a0 2 a n r n cos n b n r sin n n (6) n 1 Ch20_113 We find (6) is harmonic and u (1, ) a0 2 From i a cos n b sin n u ( e ) n n n 1 (5) we have u ( r , ) 1 2 a0 2 1 r it u (e ) e re it 2 i 2 dt n n a r cos n b r sin n n n n 1 Ch20_114 Example 4 Find the solution of the Dirichlet problem in the unit disk satisfying the boundary condition u(ei) = sin 4 . Sketch the level curve u = 0. Solution Rather than using (5), we use (6) which reduces to u(r, ) = r4 sin 4 . Therefore u = 0 if and only if sin 4 = 0. This implies u = 0 on the lines x = 0, y = 0 and y = x. Ch20_115 Example 4 (2) If we switch to rectangular coordinates, u(x, y) = 4xy(x2 – y2). The surface of u(x, y) = 4xy(x2 – y2), the frame u(ei) = sin 4, and the system of level curves were sketched in Fig 20.59. Ch20_116 Fig 20.59 Ch20_117 20.6 Applications Vector Fields A vector field F(x, y) = P(x, y)i + Q(x, y)j in a domain D can also be expressed in the complex form F(x, y) = P(x, y) + iQ(x, y) Recall that div F = P/x +Q/y and curl F = (Q/x −P/y)k. If we require both of them are zeros, then P x Q y and P y Q x (1) Ch20_118 THEOREM 20.7 Vector Fields and Analyticity (i) Suppose that F(x, y) = P(x, y) + Q(x, y) is a vector field in a domain D and P(x, y) and Q(x, y) are continuous and have continuous first partial derivatives in D. If div F = 0 and curl F = 0, then complex function g ( z ) P ( x , y ) iQ ( x , y ) is analytic in D. (ii) Conversely, if g(z) is analytic in D, then F(x, y) = g ( z ) defined a vector field in D for which div F = 0 and curl F = 0. Ch20_119 THEOREM 20.7 Proof If u(x, y) and v(x, y) denote the real and imaginary parts of g(z), then u = P and v = −Q. Then u ( v ) u ( v ) , ; that is, x y y x u v u v , x y y x (2) Equations in (2) are the Cauchy-Riemann equations for analyticity. Ch20_120 Example 1 The vector field F(x, y) = (−kq/|z − z0|2)(z − z0) may be interpreted as the electric field by a wire that is perpendicular to the z-plane at z = z0 and carries a charge of q coulombs per unit length. The corresponding complex function is g (z) kq z z0 2 ( z z0 ) kq z z0 Since g ( z ) is analytic for z z 0 , div F 0, curl F 0 . Ch20_121 Example 2 The complex function g(z) = Az, A > 0, is analytic in the first quadrant and therefore gives rise to the vector field V ( x , y ) g ( z ) Ax iAy which satisfies div V 0 , curl V 0 . Ch20_122 Potential Functions Suppose that F(x, y) is a vector field in a simply connected domain D with div F = 0 and curl F = 0. By Theorem 18.8, the analytic function g(z) = P(x, y) − iQ(x, y) has an antiderivative G ( z ) ( x , y ) i ( x , y ) (4) in D, which is called a complex potential for the vector filed F. Ch20_123 Note that g ( z ) G ' ( z ) ( x , y ) i ( x , y ) x x ( x, y ) i and so x y x ( x, y ) P, y Q (5) Therefore F = , and the harmonic function is called a (real) potential function of F. Ch20_124 Example 3 The potential in the half-plane x 0 satisfies the boundary conditions (0, y) = 0 and (x, 0) = 1 for x 1. See Fig. 20.68(a). Determine a complex potential, the equipotential lines, and the field F. Ch20_125 Fig. 20.68 Ch20_126 Example 3 (2) Solution We knew the analytic function z = sin w maps the strip 0 u /2 in the w-plane to the region R in question. Therefore f(z) = sin-1z maps R onto the strip, and Fig 20.68(b) shows the transferred boundary conditions. The simplified Dirichlet problem has the solution U(u, v) = (2/)u, and so (x, y) = U(sin-1z) = Re((2/) sin-1z) is the potential function on D, and G(z) = (2/)u sin-1z is a complex potential for F. Ch20_127 Example 3 (3) Note that the equipotential lines = c are the images of the equipotential lines U = c in the w-plane under the inverse mapping z = sin w. We found that the vertical lines u = a is mapped onto a branch of the hyperbola x 2 2 sin a y 2 2 1 cos a Ch20_128 Example 3 (4) Since the equipotential lines U = c, 0 < c < 1 is the vertical line u = /2c, it follows that the equipotential lines = c is the right branch of the hyperbola x 2 sin ( c / 2 ) 2 y cos ( c / 2 ) 2 Since F G' ( z ) and ( d / dz ) sin then F 2 1 (1 z ) 2 1/ 2 2 2 1 1 z 1 /( 1 z ) 2 1/ 2 , 1 (1 z 2 )1 / 2 Ch20_129 Steady-State Fluid Flow The vector V(x, y) = P(x, y) + iQ(x, y) may also be expressed as the velocity vector of a two-dimensional steady-state fluid flow at a point (x, y) in a domain D. If div V = 0 and curl V = 0, V has a complex velocity potential G(z) = (x, y) + (x, y) that satisfies G' ( z ) V Ch20_130 Here special importance is placed on the level curves (x, y) = c. If z(t) = x(t) + iy(t) is the path of a particle, then dx dt Hence P ( x , y ), dy Q ( x, y ) (6) dt dy / dx Q ( x , y ) / P ( x , y ) or Q ( x,y ) dx P ( x , y ) dy 0 . Ch20_131 Since div V 0 implies (Q ) y P x and by the Cauchy - Riemann equations x y and all solutions Q and y x P of (6) satisfy ψ ( x , y ) c . The function (x, y) is called a stream function and the level curves (x, y) = c are streamlines for the flow. Ch20_132 Example 4 The uniform flow in the upper half-plane is defined by V(x, y) = A(1, 0), where A is a fixed positive constant. Note that |V| = A, and so a particle in the fluid moves at a constant speed. A complex potential for the vector field is G(z) = Az = Ax + iAy, and so the streamlines are the horizontal lines Ay = c. See Fig 20.69(a). Note that the boundary y = 0 of the region is itself streamline. Ch20_133 Fig 20.69(a) Ch20_134 Example 5 The analytic function G(z) = z2 gives rise to the vector field V ( x , y ) G' ( z ) ( 2 x , 2 y ) in the first quadrant. Since z2 = x2 − y2 + i(2xy), the stream function is (x, y) = 2xy and the streamlines are the hyperbolas 2xy = c. See Fig 20.69(b). Ch20_135 Fig 20.69(b) Ch20_136 THEOREM 20.8 Streamline Suppose that G(x) = (x, y) + i(x, y) is analytic in a region R and (x, y) is continuous on the boundary of R. Then V(x, y) = G ( z ) defined an irrotational and incompressible fluid flow in R. Moreover, if a particle is placed is placed inside R, its path z = z(t) remains in R. Ch20_137 Example 6 The analytic function G(z) = z + 1/z maps the region R in the upper half-plane and outside the circle |z| = 1onto the upper half-plane v 0. The boundary of R is mapped onto the u-axis, and so v = (x, y) = y – y/(x2 + y2) is zero on the boundary of R. Fig 20.70 shows the streamlines. The velocity field is given by G' ( z ) 1 1 / z , and so 2 G' ( re i ) 1 1 r 2 e 2 i Ch20_138 Example 6 (2) It follows that V (1, 0) for large values of r, and so the flow is approximately uniform at large distance from the circle |z| = 1. The resulting flow in R is called flow around a cylinder. Ch20_139 Fig 20.70 Ch20_140 Example 7 The analytic function f(w) = w + Ln w + 1 maps the upper half-plane v 0 to the upper half-plane y 0, with the horizontal line y = , x 0, deleted. See Example 4 in Sec 20.4. If G(z) = f -1(z) = (x, y) + i(x, y), then G(z) maps R onto the upper half-plane and maps the boundary of R onto the u-axis. Therefore (x, y) = 0 on the boundary of R. Ch20_141 Example 7 (2) It is not easy to find an explicit formula for (x, y). The streamlines are the images of the horizontal lines v = c under z = f(w). If we write w = t + ic, c > 0, then the streamlines can be z f ( t ic ) t ic Ln( t ic ) 1, that is, x t 1 1 2 log e ( t c ), y c Arg ( t ic ) 2 2 See Fig 20.71. Ch20_142 Fig 20.71 Ch20_143 Example 8 The analytic function f(w) = w + ew + 1 maps the strip 0 v onto the region R shown in Fig 20.71. Therefore G(z) = f -1(z) = (x, y) + i(x, y) maps R back to the strip and from M-1 in the Appendix IV, maps the boundary line y = 0 onto the u-axis and maps the boundary line y = onto the horizontal line v = . Therefore (x, y) is constant on the boundary of R. Ch20_144 Example 8 (2) The streamlines are the images of the horizontal lines v = c, 0 < c < , under z = f(w). If we write w = t + ic, then the streamlines can be z f ( t ic ) t ic e ( t ic ) 1, that is, x t 1 e cos c , y c e sin c t t See Fig 20.72. Ch20_145 Fig 20.72 Ch20_146