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book   Mobk070    March 22, 2007  11:7








                     116  ESSENTIALS OF APPLIED MATHEMATICS FOR SCIENTISTS AND ENGINEERS
                       where u and v are real functions of x and y. The derivative of a complex variable is defined as
                       follows:

                                                             f (z +  z) − f (z)

                                                    f = lim
                                                                    z                               (7.17)
                                                       z → 0
                       or

                                         u(x +  x, y +  y) + iv(x +  x, y +  y) − u(x, y) − iv(x, y)

                              f (z) = lim
                                                                  x + i y
                                      x, y → 0                                                      (7.18)

                            Taking the limit on  x first, we find that

                                               u(x, y +  y) + iv(x, y +  y) − u(x, y) − iv(x, y)
                                    f (z) = lim

                                                                    i y                             (7.19)
                                     y → 0
                       and now taking the limit on  y,

                                                         1 ∂u   ∂v    ∂v    ∂u

                                                  f (z) =     +    =     − i                        (7.20)
                                                         i ∂y   ∂y    ∂y    ∂y
                            Conversely, taking the limit on  y first,

                                               u(x +  x, y) + iv(x +  x, y) − u(x, y) − iv(x, y)

                                    j (z) = lim
                                                                     x
                                     x → 0                                                          (7.21)
                                      ∂u     ∂v
                                    =    + i
                                      ∂x     ∂x
                            The derivative exists only if

                                                   ∂u    ∂v        ∂u      ∂v
                                                      =       and      =−                           (7.22)
                                                   ∂x    ∂y        ∂y      ∂x
                            These are called the Cauchy—Riemann conditions, and in this case the function is said to
                       be analytic. If a function is analytic for all x and y it is entire.
                            Polynomials are entire as are trigonometric and hyperbolic functions and exponential
                       functions. We note in passing that analytic functions share the property that both real and
                                                         2
                                                                2
                       imaginary parts satisfy the equation ∇ u =∇ v = 0 in two-dimensional space. It should be
                       obvious at this point that this is important in the solution of the steady-state diffusion equation
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