Teorema de transformación de funciones armónicas Sea f una función analítica que transforma un dominio D en un dominio D. Si U es armonica en D, entonces la función real u(x, y) = U(f(z)) es armonica en D. 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. 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(). 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)). Ejemplo: The function U(u, v) = (1/) Arg w is harmonic in the upper halfplane 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 en la figura superior (a). 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 1 1 cos x sinh y U(u, 0) = 0 for u > 0 and U(u, 0) = 1 u ( x, y ) tan sin x cosh y for u < 0. Example 7 From C-1 in Appendix IV, the analytic za 72 6 function f ( z ) , a az 1 where r0 5 2 6 5 maps the region outside the two open disks |z| < 1 and |z – 5/2| < ½ onto the circular region r0 |w| 1, . See Fig 20.15(a) and (b). Fig 20.15 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 1 z (7 2 6 ) / 5 u ( x, y ) log e log e (5 2 6 ) (7 2 6 ) z / 5 1 • 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. Fig 20.16 • It follows that the solution in R to the Dirichlet problem cwith , a xb 0 U ( x, 0) 0, otherwise is the harmonic function U(x, y) = (c0/)(Arg(z – b) – Arg(z – a)) Fig 20.35(a) 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. 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 a pole at z z i 11 z has i T ( z ) ( 1 i ) = 1. If we require z 1 1T(i) i = 0 and z 1T(-1) = 1, then T (0) 1 i, T ( 12 12 i ) 1 i Since , T maps the interior of |z| = 1 onto the upper half- 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 z i Since the imaginary part of T ( z ) (1 i ) is the z-plane. z 1 1 x2 y 2 1 x2 y 2 , the solution is u ( x, y ) 2 2 ( x 1) y ( x 1) 2 y 2 Example 6 (4) The level curves u(x, 2 y) = c can2 be written as x c y2 1 1 c 1 c and are therefore circles that pass through z = 1. See Fig 20.36. Fig 20.36 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). • 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). • Note that f'(z) A( z x1 )( / )1, A / Next assume that f(z) is a function that is (1 / )1 2 f ( z ) A ( z x ) ( z x )( / and ) 1that analytic in the upper half-plane 1 2 jas the derivative (1) where x1 < x2. We use the fact that a curve (t ) is a line segment when the warg= fw(t) argument of1 its tangent vector is 2 w(t) Arg A 1 Arg (t x1 ) 1 Arg (t x2 ) constant. From (1) we get • Since Arg(t – x) = for t < x, we can find the variation of f (t) along the x-axis. They are shown in theargfollowing table. Interval f ' (t ) Change in arg. (, x1 ) Arg A (α1 π ) (α2 π ) 0 ( x1 , x2 ) Arg A (α2 π ) π α1 ( x2 , ) Arg A π α2 See Fig 20.41. Fig 20.41 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. 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 x1 ) (1 / ) 1 ...( z xn ) ( n / ) 1 dz B and can be considered as the compisite of g ( z ) ( z x1 )(1 / )1...( z xn )( n / )1 dz and w Az B. (iii) If the polygonal region is bounded only n – 1 of the n interior angles should be 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. 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) 1 / 2 1 = 21= / 2 /2, (3) gives = −i,ff(1) = i. Since ' ( z ) A( z 1) ( z 1) 1 A 1 A 2 . 1/ 2 2 1/ 2 i (1 z ) ( z 1) Example 1 (3) Thus f(z) Ai sin 1 z B. Since f (1) i, f (1) i, then i Ai 2 B, i Ai then f ( z ) 2 2 i sin 1 z. B imply B 0, A 2 / 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). 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 f ' ( z ) A( z 1)1/ 2 ( z 1) 1/ 2 . If we write 2 = /2, (3) gives z 1 f ' ( z ) A 2 2 , then 1/ 2 1/ 2 ( z 1) ( z 1) f ( z ) A ( z 2 1)1/ 2 cosh 1 z B 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 ) (z a 2 1)1/ 2 cosh 1 z 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). Example 3 (2) Solution Since the region is bounded, only two of the 60 f ' ( z )interior Az 2 / 3 (angles z 1) 2 / 3should be included. If x1 = 0, 1, Theorem we obtain Wexcan 18.8 to get the 2 =use antideriva tive 1 f ( z ) A 2 / 3 ds B. 2/3 0s ( s 1) z Example 3 (3) We require f (0) 0, f (1) 1, then B 0 and 1 1 A 2 / 3 dx (1 / 3) 2/3 0x ( x 1) z 1 1 Thus f ( z ) ds 2 / 3 2 / 3 (1 / 3) 0 s ( s 1) 1 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. 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 )1 u0 on the fnegative 20.45(b). ' ( z ) A( z u-axis. 1)(1 / )1See z (2 / Fig If we require f(−1) = i, f(0) = u0, then Note that as u0 approaches −, 1 and 2 approach 2 and 0, respectively. 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 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 half-plane 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. 20.5 Poisson Integral Formulas • Introduction It would be helpful if a general solution could be found for Dirichlet problem in either the upper half-plane 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. Formula for the Upper HalfPlane • 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. • The solution of the corresponding Dirichlet problem in the upper half-plane is u u ( x, y ) i [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) + ui ui z b Arg(z –u (a), < , and we can x, ywhere ) (0 z) < Arg z a write • The superposition principle can be used to solve the more general Dirichlet problem in Fig 20.56. • If u(x, 0) = ui for xi-1 x xi, and u(x, 0) = 0 outside nthe interval [a, b], then from (1) u ( x, y ) i 1 1 ui [Arg ( z xi ) Arg ( z xi 1 )] n uii ( z ) i 1 (3) Note that Arg(z – t) = tan-1(y/(x – t)), where tan-1 is selected between 0 and , and From (3), 1 n dt u ( x, y ) ui Arg ( z t )dt i 1 xi 1 d 1 n xi ui y dt 2 2 i 1 xi 1 ( x t ) y Since u ( x, 0) 0 outside the interval [a,b], xi y u (t ,0) we have u ( x, y ) dt 2 2 ( x t ) y (4) 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 y u (t , 0) u ( x, y ) dt 2 2 ( x t ) y is the solution of the corresponding Dirichlet problem on the upper half-plane y 0. 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. t Solution u ( x, y ) y 1 dt. 2 2 1 ( x formula t) y By the Poisson integral Example 1 (2) Using s x t , then 1 y 2 2 1 x t t 1 u ( x, y ) log e (( x t ) y ) x tan 2 y t 1 ( x 1) 2 y 2 x 1 x 1 y 1 x 1 log e tan tan 2 2 2 y y ( x 1) y 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 halfplane v 0. Use the mapping and the Poisson integral formula to solve the Dirichlet problem shown in Fig 20.57(a). Fig 20.57 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 1rather than 1the Poisson integral. solution (3) U (u , v) Arg ( w 2) [ Arg ( w 2)] to the newDirichlet problem is The solution w2 1 Arg ( ) w2 1 Example 2 (3) and therefore 1 1 z 1 z 2 u ( x, y ) U ( z ) 1 Arg ( ) z z 1 z 2 z 1 u ( x, y ) 1 Arg z 1 1 2 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 2 1 1 | z | u ( x, y ) u (eit ) it dt 2 2 |e z| (5) 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). Fig 20.58 • The displacement u in the direction perpendicular to the z-plane satisfies the 2 2 2 two-dimensional wave equation u u u 2 a 2 2 2 x y t 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 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). 2 1 1 z Solutionu ( x, y ) t dt 2 it 2 e z Using (5), Example 3 (2) • When (x, y) = (0, 0), we get 1 u ( x, y ) t dt 2 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. 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 a n u(ei) for − n < < , 0 Fourier coefficients of u (r , ) an r cos n bn r sin n (6) 2 n1 then We find (6) is harmonic and a0 u (1, ) an cos n bn sin n u (ei ) 2 n1 From (5) we have 1 u ( r , ) 2 u (eit ) 1 r2 e re it i 2 dt a0 an r n cos n bn r n sin n 2 n1 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. 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. Fig 20.59 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) Pthatdiv Q F = P/ Px+ QQ/y and curl F Recall and xx −P/ y y)k. Ifywe require x = (Q/ both of them are zeros, then 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. THEOREM 20.7 Proof If u(x, y) and v(x, y) denote the real and u parts (v)ofug(z), (then v) u = P and v = imaginary , ; that is, x y y x −Q. Then u v u v , x y y x Equations in (2) are the Cauchy-Riemann (2) 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 length. kq kq per unit The corresponding complex g ( z) ( z z0 ) 2 z z0 function z isz0 Since g ( z ) is analytic for z z0 , div F 0, curl F 0. Example 2 The complex function g(z) = Az, A > 0, is analytic in the first quadrant and therefore V ( x, y ) g ( z ) Ax iAy gives rise to the vector field which satisfies div V 0, curl V 0. 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) G ( z ) ( x , y ) i ( x , y ) has an antiderivative (4) in D, which is called a complex potential for the vector filed F. Note that g ( z ) G ' ( z ) ( x, y ) i ( x, y ) • x x ( x, y ) i ( x, y ) x y and so P, Q (5) x y Therefore F = , and the harmonic function is called a (real) potential function of F. 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. Fig. 20.68 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) = sin1z 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 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 found2that the vertical lines u = a 2 y of the hyperbola is mapped ontoxa branch 1 sin 2 a cos 2 a Example 3 (4) Since the equipotential lines U = c, 0 < c < 1 is the vertical line u = /2c, it follows that the 2 equipotential lines right branch of x 2 = c isythe 1 the hyperbola 2 2 sin (c / 2) cos (c / 2) Since F G' ( z ) and (d / dz) sin 1 z 1 /(1 z 2 )1/ 2 , 2 1 2 1 then F 2 1/ 2 (1 z ) (1 z 2 )1/ 2 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 ) V G(z) = (x, y) + (x, y) that satisfies • Here special importance is placed on the level curves (x, y) = c. If z(t) = x(t) + iy(t) dx of a particle, dy then is the path P ( x, y ), Q ( x, y ) (6) Hence dt dt dy / dx Q ( x, y ) / P ( x, y ) or Q( x,y )dx P ( x, y )dy 0. (Q) P Since div V 0 implies y x • and by the Cauchy - Riemann equations Q and P x y y x and all solutions 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. 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. Fig 20.69(a) Example 5 2 gives rise • The analytic function G(z) = z V( x, y) G' ( z ) (2 x,2 y) to the vector field 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). Fig 20.69(b) 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. 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 halfplane v 0. The boundary of R is mapped onto the u-axis, and so v = (x, y) = y – y/(x2 + y2) is zero on G' ( zthe ) 1boundary 1 / z 2 , andof so R. Fig 20.70 shows the streamlines. The velocity field is 1 i 2 i G' (re ) 1 2 e given by r 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. Fig 20.70 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. 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 0,t then z f (tw = ic )t +t ic, icc > Ln( ic ) 1the , that is, streamlines 1can be2 2 x t 1 log e (t c ), y c Arg (t ic ) 2 Fig 20.71 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. 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, t ic )then the z f (t ic ) t ic e 1, that is, streamlines can be x t 1 et cos c, y c et sin c See Fig 20.72. Fig 20.72