Harmonicity of expressions built from analytic functions

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Let GG be a region in C\mathbb {C} and suppose u:G→Ru : G \to \mathbb {R} is a harmonic function.

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(a)

Show that ∂u∂x−i∂u∂y\dfrac {\partial u}{\partial x} - i \dfrac {\partial u}{\partial y} is an analytic function on GG.

(b)

Show that uu has a harmonic conjugate on GG if and only if ∂u∂x−i∂u∂y\dfrac {\partial u}{\partial x} - i \dfrac {\partial u}{\partial y} has a primitive (anti-derivative) on GG.

Prove the identity:

∂2∣w(z)∣∂x2+∂2∣w(z)∣∂y2=∣w′(z)∣2∣w(z)∣. \frac{\partial ^{2} \left|w(z)\right|}{\partial x^{2}}+\frac{\partial ^{2} \left|w(z)\right|}{\partial y^{2}} = \frac{\left|w'(z)\right|^{2}}{\left|w(z)\right|}.
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Show that for any analytic function f(z)=f(x+iy)f(z) = f(x+iy)

(∂2∂x2+∂2∂y2)∣f(x+iy)∣2=4∣f′(x+iy)∣2. \left(\frac{\partial ^{2}}{\partial x^{2}} + \frac{\partial ^{2}}{\partial y^{2}}\right)\left|f(x+iy)\right|^{2} = 4\left|f'(x+iy)\right|^{2}.
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Show that for any analytic function of z=x+iyz = x+iy

(∂2∂x2+∂2∂y2)log⁡(1+∣f(x+iy)∣2)=4∣f′(x+iy)∣2(1+∣f(x+iy)∣2)2. \left(\frac{\partial ^{2}}{\partial x^{2}} + \frac{\partial ^{2}}{\partial y^{2}}\right)\log (1+\left|f(x+iy)\right|^{2}) = \frac{4\left|f'(x+iy)\right|^{2}}{(1+\left|f(x+iy)\right|^{2})^{2}}.
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Find, if possible, n+1n+1 analytic functions f1(z),f2(z),…,fn(z),f(z)f_{1}(z), f_{2}(z), \ldots , f_{n}(z), f(z), which differ from each other not merely by constant factors, are regular in a domain D\mathfrak {D} and for which the relation

∣f1(z)∣+∣f2(z)∣+⋯+∣fn(z)∣=∣f(z)∣ \left|f_{1}(z)\right| + \left|f_{2}(z)\right| + \cdots + \left|f_{n}(z)\right| = \left|f(z)\right|

holds in D\mathfrak {D}.

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Find, if possible, two non-constant analytic functions f(z)f(z) and g(z)g(z), which are regular in a domain D\mathfrak {D} and for which the relation

∣g(z)∣=ℜf(z) \left|g(z)\right| = \Re f(z)

holds in D\mathfrak {D}.

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Remark.
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See Problem 58 of Part III.

(continued). Prove that

uxx+uyy=vxx+vyy=0. u_{xx} + u_{yy} = v_{xx} + v_{yy} = 0.
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(continued). If φ(x,y)\varphi (x,y) has continuous derivatives of the second order, also

φxx+φyy=(φuu+φvv)∣dwdz∣2. \varphi _{xx} + \varphi _{yy} = (\varphi _{uu}+\varphi _{vv})\left|\frac{dw}{dz}\right|^{2}.
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(continued). Assume that a,b,ca, b, c and dd are real constants,

ad−bc=1, ad - bc = 1,

and consider

w=az+bcz+d. w = \frac{az+b}{cz+d}.

Then

φu2+φv2φx2+φy2=φuu+φvvφxx+φyy=y2v2. \frac{\varphi _{u}^{2}+\varphi _{v}^{2}}{\varphi _{x}^{2}+\varphi _{y}^{2}} = \frac{\varphi _{uu}+\varphi _{vv}}{\varphi _{xx}+\varphi _{yy}} = \frac{y^{2}}{v^{2}}.
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Suppose uu and vv are real harmonic functions in a plane region Ω\Omega. Under what conditions is uvu v harmonic? (Note that the answer depends strongly on the fact that the question is one about real functions). Show that u2u^{2} cannot be harmonic in Ω\Omega, unless uu is constant. For which f∈H(Ω)f \in H(\Omega ) is ∣f∣2\left|f\right|^{2} harmonic?

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Suppose ff is a complex function in a region Ω\Omega, and both ff and f2f^{2} are harmonic in Ω\Omega. Prove that either ff or fˉ\bar{f} is holomorphic in Ω\Omega.

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If uu is a harmonic function in a region Ω\Omega, what can you say about the set of points at which the gradient of uu is 0? (This is the set on which ux=uy=0u_{x} = u_{y} = 0).

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Suppose f∈H(Ω)f \in H(\Omega ) and ff has no zero in Ω\Omega. Prove that log⁡∣f∣\log \left|f\right| is harmonic in Ω\Omega, by computing its Laplacian. Is there an easier way?

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(a)

If f∈H(Ω),f(z)≠0f \in H(\Omega ), f(z) \neq 0 for z∈Ωz \in \Omega, and −∞<α<∞-\infty < \alpha < \infty, prove that

Δ(∣f∣α)=α2∣f∣α−2∣f′∣2 \Delta \left(\left|f\right|^{\alpha }\right) = \alpha ^{2}\left|f\right|^{\alpha -2}\left|f^{\prime }\right|^{2}

by proving the formula

∂∂ˉ(ψ∘(ff‾))=(φ∘∣f∣2)⋅∣f′∣2 \partial \bar{\partial }(\psi \circ (\overline{f f})) = \left(\varphi \circ \left|f\right|^{2}\right) \cdot \left|f^{\prime }\right|^{2}

in which ψ\psi is twice differentiable on (0,∞)(0, \infty ) and

φ(t)=tψ′′(t)+ψ′(t) \varphi (t) = t \psi ^{\prime \prime }(t)+\psi ^{\prime }(t)
(b)

Assume f∈H(Ω)f \in H(\Omega ) and Φ\Phi is a complex function with domain f(Ω)f(\Omega ), which has continuous second-order partial derivatives. Prove that

Δ[Φ∘f]=[(ΔΦ)∘f]⋅∣f′∣2 \Delta [\Phi \circ f] = [(\Delta \Phi ) \circ f] \cdot \left|f^{\prime }\right|^{2}

Show that this specializes to the result of (a)(a) if Φ(w)=Φ(∣w∣)\Phi (w) = \Phi (\left|w\right|).

Let u,vu, v be a pair of conjugate harmonic functions in a domain GG, and let ξ,η\xi , \eta be a pair of conjugate harmonic functions in a domain DD. Let, for every z=x+iy∈Gz = x+i y \in G, the value u(x,y)+iv(x,y)u(x, y)+i v(x, y) belong to the domain DD. Prove that the pair of functions U,VU, V of the form

U(x,y)=ξ(u(x,y),v(x,y))V(x,y)=η(u(x,y),v(x,y)) \begin{aligned} U(x, y) & = \xi (u(x, y), v(x, y)) \\ V(x, y) & = \eta (u(x, y), v(x, y)) \end{aligned}

forms a pair of conjugate harmonic functions in the domain GG.

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Let u,vu, v be a pair of conjugate harmonic functions in a domain GG, and let the functions uu and vv not vanish simultaneously at any point of the domain GG. Prove that the function

U(x,y)=ln⁡[u2(x,y)+v2(x,y)] U(x, y) = \ln \left[u^{2}(x, y)+v^{2}(x, y)\right]

is harmonic in the domain GG.

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Let P(x,y)P(x, y) be a polynomial in xx and yy with complex coefficients. Denote

P∗(z,zˉ)=P(z+zˉ2,z−zˉ2i) P^{*}(z, \bar{z}) = P\left(\frac{z+\bar{z}}{2}, \frac{z-\bar{z}}{2 i}\right)

Prove that

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(1)

the functions u(x,y)=Re(P(x,y)),v(x,y)=Im(P(x,y))u(x, y) = \mathrm{Re}\left(P(x, y)\right), v(x, y) = \mathrm{Im}\left(P(x, y)\right) satisfy the Cauchy--Riemann conditions if and only if the polynomial P∗(z,zˉ)P^{*}(z, \bar{z}) does not depend on zˉ;\bar{z} ;

(2)

the polynomial P(x,y)P(x, y) satisfies Laplace's equation ΔP=0\Delta P = 0 if and only if the polynomial P∗(z,zˉ)P^{*}(z, \bar{z}) can be represented in the form Q1(z)+Q2(zˉ)Q_{1}(z)+Q_{2}(\bar{z}), where Q1Q_{1} and Q2Q_{2} are polynomials.

References

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[ГюКу03] Гюнтер Н.М., Кузьмин Р.О. Сборник задач по высшей математике. 13-е изд., Издательство «Лань», 2003.
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