Handbook of Conformal

Mappings and Applications

 Handbook of Conformal
Mappings and Applications

Prem K. Kythe
CRC Press
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Library of Congress Cataloging-in-Publication Data

Names: Kythe, Prem K., author.

Title: Handbook of conformal mappings and applications / Prem K. Kythe
(Professor Emeritus of Mathematics, University of New Orleans, New
Orleans, LA).
Description: Boca Raton, Florida : CRC Press, [2019]
Identifiers: LCCN 2018035976| ISBN 9781138748477 (hardback : alk. paper) |
ISBN 9781315180236 (e-book)
Subjects: LCSH: Conformal mapping. | Mappings (Mathematics)
Classification: LCC QA646 .K945 2019 | DDC 515/.9--dc23
LC record available at https://lccn.loc.gov/2018035976

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 matri filiorvm meorvm
qvae in caelo est cvm deo
hvnc librvm
d · d · d
Contents

Note: All Map numbers and the related mapping functions, given in this Table of Contents,
will not be repeated in the Index at the end of the book.

Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xxv
Notations, Definitions, and Acronyms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xxix

Part 1: Theory and Conformal Maps

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Historical Background . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Modern Developments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 In Retrospect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2 Conformal Mapping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1.1 Analytic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.1.2 Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.1.3 Fatou’s Lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2 Jordan Contour . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2.1 Hölder Condition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.3 Metric Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.4 Basic Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.4.1 Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.4.2 Residues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.4.3 Boundary Values for Cauchy Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.4.4 Argument Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.4.5 Plemelj Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.5 Harmonic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.5.1 Harmonic Conjugate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.5.2 Capacity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.6 Univalent Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.6.1 Conformality and Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.6.2 Conformal and Isogonal Mappings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
viii CONTENTS

2.6.3 Conformal Mapping of an Area Element . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

2.6.4 Analytic Continuation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.6.5 Chain Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Map 2.1. w = −i z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Map 2.2. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Map 2.3. w = √ z 2 − 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Map 2.4. w = z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
Map 2.5. w = iz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1−z
Map 2.6. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
1+z
Map 2.7. w = z − 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
Map 2.8. w = 2z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3i
Map 2.9. w = z + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2
2.6.6 Schwarz Reflection Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.6.7 Conformal Equivalence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.6.8 Riemann Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.6.9 Bieberbach Conjecture . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.6.10 Mercator’s Projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.7 Taylor Series Approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.7.1 Interior of the Unit Circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
z − z0
Map 2.10. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
z − 1/z̄0
3 Linear and Bilinear Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1 Definitions of Certain Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1.1 Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1.2 Circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1.3 Ellipse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1.4 Hyperbola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.1.5 Rectangular Hyperbola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.1.6 Parabola . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.1.7 Cassini’s Ovals and Lemniscate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.1.8 Cardioid and Limaçons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.2 Bilinear Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3.2.1 Fixed Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.2.2 Linear Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
3.2.3 Composition of Bilinear Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
Map 3.1. Involutory Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Map 3.2. Three Points onto Three Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Map 3.3. Sequence of Bilinear Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.3 Cross-Ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
3.3.1 Symmetric Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
3.3.2 Symmetry Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.3.3 Special Cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Map 3.4. w = az + b . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Map 3.5. w = 2z − 2i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
Map 3.6. w = 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
Map 3.7. w = 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
Map 3.8. w = 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
Map 3.9. w = 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
Map 3.10. w = k/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .64
 CONTENTS ix

Map 3.11. w = a/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .64

Map 3.12. w = z + 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
Map 3.13. w = z + 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
Map 3.14. w = z + 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
z−α
Map 3.15. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
z+α
z+1
Map 3.16. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
z−1
1+z
Map 3.17. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
1−z
1+z
Map 3.18. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
1−z
z−1
Map 3.19. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
z+1
1−z
Map 3.20. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
1+z
1−z
Map 3.21. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
1+z
z−i
Map 3.22. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
z+i
z−i
Map 3.23. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
z+i
i+z
Map 3.24. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .71
i−z
1−z
Map 3.25. w=i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
1+z
z+i
Map 3.26. w = −i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
z−i
z
Map 3.27. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2z − 8
z
Map 3.28. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
z−1
z
Map 3.29. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
z − (1 + i)
z
Map 3.30. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
iz + 2 n
z − z0 − rα o
Map 3.31. w − w0 = ℜ eiτ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
ᾱz − αz0 − r
z−α
Map 3.32. w = eiτ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
ᾱz − 1
z − z 0
Map 3.33. w = eiθ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
1 − z̄0 z
z − z1
Map 3.34. w = ρeiα . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74
z − z2
1
Map 3.35. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
1−z
1
Map 3.36. w = − a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
z
2ir
Map 3.37. w= − a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .76
z
r2  2r1 
Map 3.38. w= + i . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
r2 − r1  z
ir2 2r1 
Map 3.39. w= 1− . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
r11++z
r2
2
z
Map 3.40. w= . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
1−z
x CONTENTS

Map 3.41. w = (z + 1)α + (z − 1)α . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

 1 + z m 2
Map 3.42. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
1 − zm
2
iz + 1
Map 3.43. w = 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
iz − 1  z + 1 m
Map 3.44. w = e2mi arccot(p) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
z−1
z−a
Map 3.45. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
az − 1
z−a
Map 3.46. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
az − 1
z − z 0
Map 3.47. w = eiλ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
z − z̄0
z − z0
Map 3.48. w = eiλ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
1 − z̄0 z
z − α
Map 3.49. w = eiβ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
ᾱz − 1
Map 3.50(a)-(d). Cassini’s ovals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
Map 3.51. Cardioid and Limaçon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
Map 3.52. Cardioid and Generalized Cardioids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
3.4 Straight Lines and Circles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
Map 3.53. Lines parallel to the axes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
Map 3.54. Other lines and circles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
Map 3.55. Circle onto another circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
Map 3.56(a)-(e). Three points onto three points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
Map 3.57. Straight line onto straight line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
Map 3.58. Angle onto itself, with arms interchanged . . . . . . . . . . . . . . . . . . . . . . . . . 90
Map 3.59. Straight line onto circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
Map 3.60. Circle onto straight line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
Map 3.61. Circle and line in contact onto two parallel lines . . . . . . . . . . . . . . . . . . . 92
Map 3.62. Two circles in contact onto two parallel lines (inner contact) . . . . . . . 92
Map 3.63. Two circles in outer contact onto two parallel lines (outer contact) 93
Map 3.64. Two ‘circles’ intersecting at two points onto two intersecting lines . 94
K z(iσ − z1 )
Map 3.65. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
σ z − iσ
Map 3.66. Disjoint circles and straight line onto two concentric circles . . . . . . . . 96
Map 3.67. Two circles, without common point, onto two concentric circles . . . . 96
z − iσ
Map 3.68. w = R1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
z + iσ
tR1 z − s
Map 3.69. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
r1 z − t
3.5 Ellipses and Hyperbolas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
Map 3.70. Ellipses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
h a + bi
Map 3.71. z = 12 (a − b)w + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
w
Map 3.72. Hyperbolas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4 Algebraic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
4.1 Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
Map 4.1. w = (z − a)n , n > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
Map 4.2. w = z n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
Map 4.3. w = z m , m ≥ 12 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
(z − a1 )(z − a2 ) · · · (z − a)n)
Map 4.4. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
(1 − ā1 z)(1 − ā2 z) · · · (1 − ān z)
 CONTENTS xi

Map 4.5. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

Map 4.6. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
Map 4.7. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
Map 4.8. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
Map 4.9. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
Map 4.10. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
Map 4.11. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
Map 4.12. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
Map 4.13. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
Map 4.14. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
Map 4.15. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
Map 4.16. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
Map 4.17. w = z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
Map 4.18. w = az 2 + bz + c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
Map 4.19. w = a2 z 2 + b, a 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
Map 4.20. w = az α + bz β , β < 0 < α, ab 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
Map 4.21. w = z α + bz β , β > α > 0, ab 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
α −α
Map √ + bz , α > 0, ab 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.22. w = az 116
Map 4.23. w = n z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
Map 4.24. w = z α . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
Map 4.25. w = z√1/2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
Map 4.26. w = z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
Map 4.27. w = z 2/3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
Map 4.28. w = z −α , α > 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
Map 4.29. w = z −α , α > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
Map 4.30. w = z π/α . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
Map 4.31. w = z α − z β , β > α > 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
Map 4.32. w = z ia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
w + 2k  z + k/a 2 √
Map 4.33. w = az + b/z, or = , k = ab 6= 0 . . . . . . . . . . . . . . . 124
w − 2k z − k/a
a2
Map 4.34. w = z eiα − iα . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
ze
a2
Map 4.35. w = z − ........................................................ 126
z
β
Map 4.36. w = w = 12 z + , β 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
z
z a
Map 4.37. w = − − . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
a z
z a
Map 4.38. w = + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
a z
z2 a2
Map 4.39. w = − 2 − 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
a z
Map 4.40. w = z +√i/z .√. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Map 4.41. w = i r( z − p) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
p
Map 4.42. w = 2 − 1 ...................................................... 128
q z q
Map 4.43. w = z − 12 p − i 12 p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128
 z π/β  a π/β
Map 4.44. w = − − ........................................... 128
a z
az 2 + bz + c
Map 4.45a. w = , a 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
z+d
xii CONTENTS

az 2 + bz + c
Map 4.45b. w = , a 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
z 2 + dz + f
2
i{b(1 + z) + 2(1 − z)}
Map 4.45c. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
2(1 + z)
z 2 + 2az − a2
Map 4.46. w = i 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
z − 2az − a2
z 2 + 2cz − c2
Map 4.47. w = 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
z − 2cz −
c2
2
2
1 + z π/β − i 1 − z π/β
Map 4.48. w =
2
2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
1 + z π/β + i 1 − z π/β
Map 4.49. wb = 1 − z a , a > 0, b > 0, a 6= 1, b 6= 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
 z + c 2
Map 4.50. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
z−c √
 1 + 1 + z 2 2
Map 4.51a. w = − . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131
z
z
Map 4.51b. w = √ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
p1 + z2
 z/c + 1 2
Map 4.51c. w = p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
z/c − 1
z−1
Map 4.51d. w2 = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
√ +1 z
Map 4.52. w = 1 − z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
 (z/c)π/α + 1 2
Map 4.53. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
(z/c)π/α − 1
(1 + z 3 )2 − i(1 − z 3 )2
Map 4.54. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
(1 + z 3 )2 + i(1 − z 3 )2
4.1.1 Regions Bounded by Two Circular Arcs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
 z − z π/α
0
Map 4.55. w = k , k 6= 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
z − ζ0
Map 4.56. w = ξ π/α . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
 z z̄ π/α
1
Map 4.57. w = c , c > 0, σ > 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
iσ − z
 c + z π/α
Map 4.58. w = ce−iβπ/α , c > 0, β > 0, 0 < α < α + β < π . . . . . . . . . . 137
c−z
5 Exponential Family of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.1 Exponentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
5.1.1 de Moivre’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
Map 5.1. w = ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
Map 5.2. z = log w . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
5.2 Specific Cases of Mappings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
Map 5.3. w = ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
Map 5.4. w = r eiθ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
Map 5.5. w = ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
Map 5.6. w = ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
Map 5.7. w = ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
Map 5.8. w = log z, w = ez , w = cosh z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
Map 5.9. w = ez , w = eiz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
Map 5.10. w = eπz/a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
Map 5.11. Composites of w = eaz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
Map 5.12. w = eπz/a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
 CONTENTS xiii

Map5.13. w = eaz − cebz , a > b > 0, c > 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149

Map5.14. w = eαz − e(α−1)z , 0 < α < 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
Map5.15. w = aef z + begz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
Map5.16. w = z + ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
az
Map5.17. w = α e√ + β ebz . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
iπ z/p
Map5.18. w = e√ ....................................................... 151
Map5.19. w = 1 + ez . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
Map5.20a. w = log(az + b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
Map5.20b. w = log z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
Map5.20c. w = log z a = a log z, a ≥ 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
Map5.21. w = sec2 z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
Map5.22. w = log (z α − 1) , α > 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
Map5.23. w = log (z α + a) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
z α + z −α
Map 5.24. w = log .................................................. 154
2
2
z +1
Map 5.25. w = log ..................................................... 156
2z
z+1 1
Map 5.26. w = log − 2 log z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
z
5.3 Other Related Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
Map 5.27. w = sin z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
Map 5.28. w = sin z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
Map 5.29. w = sin z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
Map 5.30. w = cos z √ .......................................................... 160
Map 5.31. w = sin (a z) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
eπz/a − eπz0 /a
Map 5.32. w = πz/a ................................................. 160
e + eπz̄0 /a
Map 5.33. w = ln z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
Map 5.34. w = ln z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
z−1
Map 5.35a. w = log ..................................................... 161
z+1
z−1
Map 5.35b. w = log ..................................................... 162
z+1
z+1
Map 5.36. w = log ...................................................... 163
hz − 1 i
1−z
Map 5.37. w = log i ................................................... 163
1+z
z
ae + b
Map 5.38. w = log z .................................................... 163
ce + d
z−m mz − 1
Map 5.39. w = log + log ........................................ 163
nz + m mz + o 1

1/2
Map 5.40. w = log ez + e2z − 1 ........................................ 165
Map 5.41. w = log sin z = log cosh (iz − iπ/2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
Map 5.42. w = log tan z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
πz
Map 5.43. w = sin ......................................................... 166
a
πz
Map 5.44. w = sin ......................................................... 167
2a
πz
Map 5.45. w = cos ........................................................ 167
a
πz
Map 5.46. w = cos ........................................................ 168
a
Map 5.47. w = cos (a log z) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
xiv CONTENTS

1
Map 5.48. w = ...................................................... 169
a − cos z
 arccos z 2 
Map 5.49. w = tan ............................................... 170
4
2
Map 5.50. w = tan (z/2)
 .....................................................
 171
2 a√
Map 5.51. w = tan z ................................................... 171
2
Map 5.52. w = sec z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
Map 5.53. w = cosh z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
Map 5.54. w = cosh(πz/a)
 q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
1 1
Map 5.55. w = i cosh π 2 z/p − 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
Map 5.56(a)-(f). w = tanh z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
tanh z
Map 5.57. w = ........................................................ 177
z r
π z
Map 5.58. w = tanh2 ................................................... 178
4 p
Map 5.59. w = coth(z/2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
Map 5.60. w = coth(π/z) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
Map 5.61. w = z + c coth z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
coth z
Map 5.62. w = ......................................................... 180
z
Map 5.63. w = −2 arccot(z/c) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
Map 5.64. w = iπ + z − log z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
Map 5.65. w = −iπ + 2 log z − z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 181
(z + 1)1/2 − 1
Map 5.66. w = z(z + 1)1/2 + log ................................ 182
(z + 1)1/2 + 1
i 1 + ikt 1+t
Map 5.67. w = log + log ....................................... 182
k 1 − ikt 1−t
1
Map 5.68. w = z − + 2c log z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
z
z
Map 5.69. w = log coth . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
2
Map 5.70. w = ± sinh z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 186
sinh(z + β) p
Map 5.71. w = log = log (a + coth z) − log (a2 − 1) . . . . . . . . . . . . . . 186
sinh z
k
Map 5.72. w = k log + log 2(1 − k) + iπ − k log(z + 1)−(1−k) log(z − 1) . . . 187
11 − k 
Map 5.73. w = tan arccos z n/2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
n
Map 5.74. w = tanh−1 z − b arctan(z/b) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
2 √ √
Map 5.75. w = tanh−1 p z − p arctan z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
π
h 2
1/2 
Map 5.76. w = z −1 + cosh−1 z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 190
π  2z − k − 1  1  (k + 1)z − 2k 
Map 5.77. w = cosh−1 − cosh−1 .............. 190
k−1 k (k − 1)z
 1 + z a/(iπ)
Map 5.78. w = ................................................. 190
1−z
5.4 Complex Exponential Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
 CONTENTS xv

6 Joukowski Airfoils . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193

6.1 Joukowski Maps . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
Map 6.1. w = 12  z + 1/z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 193
1 1
Map 6.2. w = 2 z + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
 z
1
Map 6.3. w = 12 z + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
z √
Map 6.4(a)-(e). z = w + w2 − 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
a 1
Map 6.5. w = z+ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
2 z 
a + b a(a − b)
Map 6.6. w = 12 z+ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
a z


Map 6.7. w = 12 z e−α + z −1 eα . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
a2
Map 6.8. w = z + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
z

a
Map 6.9. w = 1 + w + w2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
π 
1
Map 6.10. w = 12 z + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
z
2
c
Map 6.11. w = z + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 205
z
7 Schwarz-Christoffel Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
7.1 Schwarz-Christoffel Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
Map 7.1. Upper half-plane or unit circle onto a polygon . . . . . . . . . . . . . . . . . . . . . . . 208
7.1.1 Triangles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
Map 7.2. Triangles onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
7.1.2 Size of the Angles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
Map 7.3. Polygon onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
Map 7.4. Unit disk onto a polygon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
7.1.3 Transition between Two Parallel Lines in the z-plane . . . . . . . . . . . . . . . . . . . . . 214
7.2 Specific Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
Map 7.5. Upper half-plane onto a triangle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
Map 7.6. Trigonal region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
Map 7.7. Upper half-plane onto a rectangle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
Map 7.8. Trapezoid onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
Map 7.9. Upper half-plane onto a square . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
Map 7.10. Upper half-plane onto a quadrilateral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
Map 7.11. Horizontal parallel strip with a horizontal cut onto upper half-plane . 221
Map 7.12. Upper half-plane onto two parallel lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
Map 7.13. Upper half-plane onto the semi-infite strip . . . . . . . . . . . . . . . . . . . . . . . . . . 223
Map 7.14. Semi-infinite Strip onto upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
Map 7.15. Trapezoid onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
Map 7.16. Upper half-plane onto the fourth quadrant plus the strip 0 < v < 1 . 225
Map 7.17. Exterior of a thin straight slit onto the exterior of the unit circle . . . . 225
7.3 Regions Exterior to and between Rectangles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
Map 7.18. Exterior of a rectangle onto the upper half-plane . . . . . . . . . . . . . . . . . . . . 226
Map 7.19. Region between two rectangles onto the upper half-plane . . . . . . . . . . . 226
Maps 7.20a. Two concentric squares onto a parallel strip . . . . . . . . . . . . . . . . . . . . . . 227
Maps 7.20b. Inner square diamond onto upper half strip . . . . . . . . . . . . . . . . . . . . . . . 228
xvi CONTENTS

7.4 Polygons with Round Corners . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 229

Map 7.21. Polygon with round corner onto the upper half-plane . . . . . . . . . . . . . . . 229
Map 7.22. Curved boundary line onto the upper half-plane . . . . . . . . . . . . . . . . . . . . 230
Map 7.23. Two curved boundaries onto the upper half-plane . . . . . . . . . . . . . . . . . . . 232
Map 7.24. Four curved boundaries onto the upper half-plane . . . . . . . . . . . . . . . . . . 231
7.5 Weierstrass Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
Map 7.25. Square onto the upper half-plane or onto a circle . . . . . . . . . . . . . . . . . . . 232
Map 7.26. Interior of a rectangle onto the upper half-plane . . . . . . . . . . . . . . . . . . . . 233
7.6 Rectangles and Other Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
Map 7.27. Square onto the lower half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
Map 7.28. Rectangle onto a half-plane or onto a quarter plane . . . . . . . . . . . . . . . . . 235
Map 7.29. Square onto a quarter plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
Map 7.30. Four sub-rectangles onto the right half of a Cassini’s oval . . . . . . . . . . . 237
Map 7.31. Rectangle in Map 7.26 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
Map 7.32. Ellipse onto the unit circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
Map 7.33. Exterior of a rectangle onto a quarter plane . . . . . . . . . . . . . . . . . . . . . . . . 239
Map 7.34. Region exterior to two semi-infinite strip onto the lower half-plane . . 240
Map 7.35. Region interior to a semi-infinite strip onto the upper half-plane . . . . 242
Map 7.36. Mapping similar to Map 7.31 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
Map 7.37. Diamond-shaped square on the unit disk . . . . . . . . . . . . . . . . . . . . . . . . . . . 242
Map 7.38. Triangle onto the half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
Map 7.39. Polygon (n ≥ 3) onto the unit circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
Map 7.40. Equilateral triangle onto the half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
Map 7.41. Two triangles onto the half-planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
Map 7.42. Triangle with slits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
Map 7.43. Triangle with slits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 246
Map 7.44. Interior of a rectangle onto exterior of another rectangle . . . . . . . . . . . . 246
Map 7.45. Interior of a rectangle onto exterior of two semi-infinite strips . . . . . . . 247
Map 7.46. Interior of a rectangle onto exterior of two semi-infinite strips . . . . . . . 248
Map 7.47. Rectangle onto a cut plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
Map 7.48. Curvilinear triangle onto two intersecting circles . . . . . . . . . . . . . . . . . . . . 249
Map 7.49. Two intersecting unit circles onto the whole plane . . . . . . . . . . . . . . . . . . 250
Map 7.50. Region over upper-half of the unit circle onto the whole plane . . . . . . . 251
Map 7.51. Equilateral equiangular circular triangle onto a circle . . . . . . . . . . . . . . . 251
Map 7.52. Interior of a circular triangle onto the half-plane . . . . . . . . . . . . . . . . . . . . 252
Map 7.53. Curvilinear triangle with two right angles onto the upper half-plane . 252
Map 7.54. Interior of a triangle onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . 253
Map 7.55. Interior of a rectangle onto the upper half-plane . . . . . . . . . . . . . . . . . . . . 253
Map 7.56. Upper half-plane with a path onto the upper half-plane . . . . . . . . . . . . . 253
Map 7.57. Upper half-plane onto upper half-plane minus an isosceles triangle . . 254
Map 7.58. Interior of an ellipse onto the unit disk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
Map 7.59. Triangle onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
Map 7.60. Upper half-plane onto a square . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
Map 7.61. Shaded region onto the upper half-plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
Map 7.62. Special case of Map 7.61 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
Map 7.63. Rectangle onto upper-half plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
Z z
(t − z2 )3/4 (t − z4 )1/4
Map 7.64. w = A dt + B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
z0 (t − z1 )(t − z3 )
Map 7.65. πw =√ cosh−1 z = arcsin(1/z) + π/2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
Map 7.66. w = i 1 − z 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
 CONTENTS xvii

1−b 1+b
Map 7.67. w = log(z − 1) + log(z + 1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
2 2
7.7 Inverse Schwarz-Christoffel Mapping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259

Part 2: Numerical Conformal Mapping

8 Schwarz-Christoffel Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263

8.1 Parameter Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 263
8.1.1 Kantorovich’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
8.2 Newton’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 266
8.3 Numerical Computations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
Map 8.1. Schwarz-Christoffel integral for the unit disk . . . . . . . . . . . . . . . . . . . . . . . . . 272
8.3.1 Removal of Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 273
8.3.2 Trefethen’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
8.4 Minimum Area Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
8.4.1 Bergman Kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
8.5 Numerical Methods for Minimum Area Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
8.5.1 Ritz Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
8.5.2 Bergman Kernel Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 286
z − z0
Map 8.2. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 287
z − 1/z̄0
8.6 Minimum Boundary Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 288
8.6.1 Ritz Method for Problem II . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
8.7 Numerical Parameter Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
8.7.1 Parameter Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
8.7.2 van Dyke’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
8.7.3 Trefethen’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293
8.7.4 Foster-Anderson’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
8.7.5 Unit Disk onto Polygon . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
8.7.6 Polygon onto Unit Disk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 298
8.8 Generalized Schwarz-Christoffel Parameter Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 299
8.9 Proofs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
9 Nearly Circular Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
9.1 Small Parameter Expansions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
Map 9.1. w = f (z, λ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
9.2 Method of Infinite Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
Map 9.2. Coefficients of w = f (z, λ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 307
Map 9.3. w = f (z, λ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 308
Map 9.4. w = f (z, λ) for an ellipse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
9.3 Special Cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 311
Map 9.5. Unit disk onto the boundary Γ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
Map 9.6. Unit disk onto the interior of an ellipse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
 z 2 − z̄ 2 2
Map 9.7. Family of squares z z̄ + k = 1 onto the unit disk . . . . . . . . . . . 316
4
9.4 Exterior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
Map 9.8. Nearly circular boundary onto the exterior of a circle . . . . . . . . . . . . . . . . 320
Map 9.9. Nearly circular boundary onto the interior of a circle . . . . . . . . . . . . . . . . . 320
Map 9.10. Exterior of an ellipse onto exterior of a circle . . . . . . . . . . . . . . . . . . . . . . . 320
Map 9.11. Exterior of the square −1 ≤ x, y ≤ 1 onto |w| < R . . . . . . . . . . . . . . . . . . 322
Map 9.12. Nearly circular ellipse onto the unit disk . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
Map 9.13. Unit disk onto a nearly circular region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
xviii CONTENTS

Map 9.14. Unit disk onto a nearly circular region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323

10 Integral Equation Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
10.1 Neumann Kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
10.2 Interior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
10.2.1 Lichtenstein’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 327
10.2.2 Gershgorin’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328
10.2.3 Carrier’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329
10.3 Exterior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 329
10.3.1 Banin’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
10.3.2 Warschawki-Stiefel’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
10.3.3 Interior and Exterior Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
10.4 Iterative Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
10.5 Degenerate Kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
10.6 Szegö Kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 348
10.6.1 Generalized Szegö and Bergman Kernels . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 353
11 Theodorsen’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
11.1 Classical Iterative Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 355
11.2 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
11.3 Theodorsen’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
11.4 Integral Representation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
11.5 Starlike Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
11.6 Exterior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
11.7 Trigonometric Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 371
11.8 Wegmann’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
11.9 Newton’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 375
11.10 Kantorovich’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
11.11 Fornberg’s Method of Successive Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
11.11.1 Taylor’s Series Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
11.12 Lichtenstein-Gershgorin Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
11.13 Theodorsen-Garrick Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 384
11.14 Variational Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
11.14.1 Minimization Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 387
11.14.2 Orthogonalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 388
11.14.3 Minimization of the Perimeter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
12 Symm’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
12.1 Symm’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
12.1.1 Interior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
12.1.2 Exterior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 394
12.2 Orthonormal Polynomial Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
12.3 Modified OPN Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 400
12.4 Lagrange Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
12.5 Spline Approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
13 Airfoils and Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417
13.1 Nearly Circular Approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 417
13.2 James’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
13.2.1 Single-Element Airfoils . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
13.2.2 von Karmen-Trefftz Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 422
13.2.3 Two-Element Airfoils . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 426
13.2.4 Multi-Element Airfoils . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 428
lz 2 + 2mz + n
Map 13.1. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
pz 2 + 2qz + r
 CONTENTS xix

Map 13.2. w = z + a2 /z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429

Map 13.3. w = z + a2 /z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 429
 z n + 1 2
Map 13.4. w = . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
zn − 1
13.3 Arbenz’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 430
Map 13.5. Unit square onto the unit disk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 433
13.4 Boundary Corner . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 434
13.5 Singularity Behavior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
13.6 Pole-Type Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 438
Map 13.6. z = γ(ζ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
|α| f1 (z) − α  ae 
Map 13.7. w = , α = f1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 442
α 1 − ᾱf1 (z) 2
Map 13.8. Cubic Arc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 443
Map 13.9. Circular Arc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
13.7 Exterior Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 444
ζ −α
Map 13.10. w = β , ζ = sn(z, k), ℑ{α} > 0 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
ζ − ᾱ
Map 13.11. Rectangle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 447
Map 13.12. Bean-shaped Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 448
14 Doubly Connected Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
14.1 Annular Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
Map 14.1. Annulus onto a parallel √ strip, w = log z . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
2cz − 1 + 1 − 4c2
Map 14.2. w = √
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
1 − 1− 4c2 z − 2c
z
Map 14.3. w = ℘ log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 453
 2K r
z 
Map 14.4. w = sn log √ , R > r . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
log R/r Rr
 z+c 1 a + c
Map 14.5. w = ℘ log + 2 log . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 454
 K z − zc + c a − c
Map 14.6. w = sn log + ρ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
λ z− c
z iη z
Map 14.7. w = −ζ i log √ + log √ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
Rr π Rr
ηχ
Map 14.8. w = ζ(χ) + . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
π
Map 14.9. Non-concentric annulus onto symmetric annulus . . . . . . . . . . . . . . . . . . . . 457
14.2 Area Theorem . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 458
2iK ζ
Map 14.10. t = L sn log + K, k , k = L2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
π ρ
Map 14.11. Dirichlet problem for the annulus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 462
Map 14.12. Neumann problem for the annulus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463
14.3 Source Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 464
14.3.1 Numerical Computation of µ(ζ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
Map 14.13. A pair of limaçons . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
14.4 Dipole Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 467
Map 14.14. Symmetric doubly connected region onto the unit disk or an annulus 469
Map 14.15. Nonsymmetric horizontal lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 471
14.5 Gaier’s Variational Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
Map 14.16. Circle in a square . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
Map 14.17. Square in a square . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
Map 14.18. A cross in a square . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
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14.6 Mapping onto Annulus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481

14.6.1 Numerical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
15 Multiply Connected Regions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
15.1 Some Useful Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
15.2 Dirichlet Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 490
15.3 Mikhlin’s Integral Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 492
15.4 Mayo’s Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
15.5 Fast Poisson Solver . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 497

Part 3: Applications

16 Grid Generation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 503

16.1 Computational Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 503
16.1.1 Coordinate Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 504
16.1.2 Orthogonal Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 506
16.2 Inlet Configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 507
Map 16.1. One-step method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 507
Map 16.2. Two-step method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 510
16.3 Cascade Configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 512
Map 16.3. Ordinary type of grids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 512
Map 16.4. Flow of parallel streamlines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 514
Map 16.5. Flow streamlines starting from infinity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 515
Map 16.6. Transonic flow: Design of an airfoil . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 515
17 Field Theories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 521
17.1 Mathematical Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 521
17.2 Initial and Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 522
17.3 Classification of Second-Order Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 525
17.4 Superposition Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527
17.5 Parabolic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 527
17.6 Hyperbolic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 529
17.6.1 Second-Order Hyperbolic Equations in One Space Variable . . . . . . . . . . . . . . 529
17.6.2 General Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 530
17.7 Elliptic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 531
17.7.1 Boundary Value Problems for Laplace’s Equation . . . . . . . . . . . . . . . . . . . . . . . 532
17.7.2 Cylindrical Polar Coordinates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 533
17.7.3 Transformation of Laplace’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 534
17.8 Poisson’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
17.8.1 Particular Solutions of Poisson’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 537
17.8.2 Poisson’s Equation in Polar Coordinate System . . . . . . . . . . . . . . . . . . . . . . . . . 539
17.8.3 Helmholtz Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 540
17.8.4 Fourth-Order Stationary Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 546
17.9 Two-Dimensional Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 547
17.9.1 Laplace’s Equation under a Conformal Map . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 547
17.9.2 Sources and Sinks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 549
18 Fluid Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
18.1 Viscous Laminar Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
18.2 External Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 556
18.2.1 Creeping Flow around a Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
18.2.2 Boundary Layer Flow over a Flat Plate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
18.2.3 Ocean Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 558
 CONTENTS xxi

18.3 Ideal Fluid Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 559

18.3.1 Complex Potential Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563
18.4 Potential Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563
18.4.1 Potential Flow of Ideal Fluids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563
18.4.2 Flow over a Plate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 565
18.4.3 Potential Flow at Separation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 566
18.5 Boundary Layer Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 567
18.5.1 Presence of Circulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570
18.6 Kirchhoff’s Flow Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 572
18.6.1 Original Kirchhoff’s Flow Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 576
18.7 Streamlines in Fluid Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
18.7.1 Stagnation Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 579
18.7.2 Velocity Potential in Fluid Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 579
18.8 Conformal Mapping of Flow Patterns . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 581
18.9 Joukowski Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 583
18.10 Airfoils . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 587
18.10.1 Blasius Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 588
18.10.2 Boundary Layer Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 590
18.10.3 Circulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 592
18.10.4 Lift . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 594
19 Heat Transfer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597
19.1 Heat Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 597
19.1.1 Method of Separation of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 602
19.2 Heat Transfer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 603
19.2.1 Ill-Posed Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 605
19.3 Conformal Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 610
19.4 Poisson’s Integral Formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613
19.4.1 First Poisson’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613
19.4.2 Poisson’s Formula for the Unit Disk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 614
19.4.3 Second Poisson’s Integral Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 615
19.5 Diffusion Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 618
19.5.1 Finite Difference Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 621
19.5.2 Steady-State Temperature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625
19.6 High Temperature Effects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625
19.6.1 Hypersonic Flow and High Temperature Effects . . . . . . . . . . . . . . . . . . . . . . . . . . 626
19.6.2 Shock Layer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 627
19.6.3 Flow through a Constriction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 627
19.7 Transient Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 628
20 Vibrations and Acoustics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 631
20.1 Wave Propagation and Dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 631
20.1.1 Wave Propagation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 631
20.1.2 Wave Dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 636
20.1.3 Damped Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 638
20.1.4 Thermal Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 639
20.2 Vibrations of Strings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 640
20.3 Vibrations of Membranes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 643
20.3.1 Force at the Boundary of a Membrane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 645
20.3.2 Fundamental Frequency of a Membrane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 648
20.3.3 Free Vibrations of Membranes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 648
Map 20.1. One-step method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 650
xxii CONTENTS

20.4 Acoustics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 652

20.4.1 Harmonic Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 652
20.4.2 Huygens Principle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 654
20.4.3 Audio Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 655
20.4.4 Acoustic Waveguides . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 656
21 Electromagnetic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 657
21.1 Electromagnetic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 657
21.2 Electrostatic Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 659
21.2.1 Electric Potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 660
21.3 Electric Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 666
21.3.1 Hall Effect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 670
21.4 Electromagnetic Waves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 671
21.5 Electric Capacitors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
a
Map 21.1a. z = (1 + w + ew ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
π 
a
Map 21.1b. z = 1 − ew − w + ia . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 674
π
Map 21.1c. w = 2 log ζ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 675
21.5.1 Capacitance between Two Conductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 675
21.5.2 Problem of Two Cylinders . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 675
21.6 AC Circuits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 677
21.6.1 Two-Dimensional Phase Diagrams . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
21.7 Laplace’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 680
21.7.1 Electric Potential and Field between Two Infinite Sheets . . . . . . . . . . . . . . . . 681
21.7.2 Poisson’s Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 682
22 Transmission Lines and Waveguides . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
22.1 Maxwell’s Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
22.2 Wave Propagation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 689
22.3 Transmission Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 691
22.3.1 Lossless Transmission Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694
22.3.2 Infinitely Long Transmission Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694
22.3.3 VSWR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694
22.3.4 Parallel Wire Transmission Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 695
22.3.5 Transmission with Lossy Conductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 687
22.3.6 Pipe-Enclosed Cable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 698
22.3.7 Homogeneous Strip Lines . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 701
22.4 Conformal Mapping and Electric Transmission . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 702
22.5 Conformal Mapping and Waveguides . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 704
22.6 Helmholtz Equation and Rib-Shaped Waveguide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 705
22.6.1 Homotopy Perturbation Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 708
22.7 Coplanar Waveguides . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 711
22.7.1 Conductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 712
22.7.2 CPW Directional Couplers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 715
22.7.3 Cell Simulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 718
22.8 Nonuniform Waveguides . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 719
22.8.1 Conformal Mapping of the Transverse Section of the Waveguide . . . . . . . . . 723
23 Elastic Medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 725
23.1 Stress and Strain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 725
23.2 Stress Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 727
23.3 Infinite Plate and Conformal
Mapping . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 729
Map 23.1. z = M w + µw1−n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 731
 CONTENTS xxiii

24 Finite Element Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 733

24.1 Weak Variational Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 733
24.2 Galerkin Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 734
24.3 Rayleigh-Ritz Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 736
24.4 Linear Three-Node Triangular Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 740
24.5 Single Dependent Variable Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 742
24.5.1 Local Weak Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 743
24.5.2 Finite Element Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 743
24.5.3 Evaluation of Stiffness Matrix and Load Vector . . . . . . . . . . . . . . . . . . . . . . . . . 744
24.5.4 Evaluation of Boundary Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 745
24.5.5 Assembly of Element Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 746
24.6 Fluid Flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 761
24.7 Free Axial Vibrations of an Elastic Rod . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 768
24.8 Electric Potential . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 771
24.8.1 Axisymmetric Exterior-Field Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 771
Map 24.1. z = c tanh(w/2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 773
a
Map 24.2. z = + ib . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 774
w
24.9 Waveguide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 775
24.10 Motor Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 778
24.11 Other Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 780
25 Computer Programs and Resources . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 785
25.1 Numerical Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 785
25.2 Software . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 786
25.2.1 Finite Difference Approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 786
25.3 Computer Codes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 791
A Green’s Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 793
B Cauchy’s P.-V. Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 797
B.1 Numerical Evaluation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 797
B.1.1 Method of Separation of Singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 797
B.1.2 Gauss-Chebyshev Type Quadrature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 798
B.1.3 Approximation by Arcwise Linear Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 799
C Riemann Mapping Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 801
C.1 Theorem and Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 801
C.2 Homogeneous Hilbert Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 804
C.3 Nonhomogeneous Hilbert Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 807
C.4 Riemann-Hilbert Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 809
C.4.1 Riemann-Hilbert Problem for the Unit Disk . . . . . . . . . . . . . . . . . . . . . . . . . . . 809
D Gudermannian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 815
E Tables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 817
F Elliptic Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 821
F.1 Elliptic Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 821
F.2 Jacobi’s Elliptic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 823
F.3 Weierstrass Ellliptic Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 826
F.4 Jacobi’s Theta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 827
F.5 Modular Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 828
F.6 Weierstrass Zeta Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 828
F.7 Weierstrass Sigma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 829
G Gauss-Jacobi Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 831
G.1 Gauss-Jacobi Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 831
G.2 Piessens’ Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 832
xxiv CONTENTS

G.3 Gauss-Jacobi Quadrature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 835

G.4 Solution by Jacobi Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 837
H Orthogonal Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 839
H.1 Polynomials Orthogonal on the Boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 839
H.2 Polynomials Orthogonal to a Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 844
I Special Finite Elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 847
J Schwarz Formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 851
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 853
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 895
Preface

After the famous Inaugural Dissertation in 1851 when Riemann announced his theorem,
now known as the Riemann Mapping Theorem, the milestone for the subject of conformal
mapping started in a book form by Bieberbach [1880], which was followed by more than
a dozen books on the subject of conformal transformations. The notable among them, in
chronological order, are the ones by Lewent [1925], Carathéodory [1932], Kober [1945, 1957],
Nehari [1952], Gibbs [1958], Jenkins [1958], Ahlfors [1966], Trefethen [1986], Pommerenke
[1992a], Kythe [1998], Papamichael and Stylianopoulos [2010], Mathews and Howell [2008],
and Schinzinger and Laura [1991/2003]. The Russian school also produced some remarkable
articles and books, notably those by Lavrent’ev [1934], Kantorovich [1937], Krylov [1937],
Goluzin [1937], Malentiev [1937], Muratov [1937], followed by Gurevich [1965], Ivanov and
Trubestkov [1995], and Ivanov and Papov [2002]. Needless to say, all these books are classic
and present great and admirable work on their topics of interest.
This Handbook on Conformal Mappings and Applications has many features not available
in other books, handbooks, or mathematical encyclopedias. The following section provides
the details of the salient features of this handbook.

Salient Features
This book contains twenty-five chapters and ten appendices, and there are over 300 con-
formal maps, all detailed in the Table of Contents, and over 500 illustrations, some with
multiple figures. Although the book does not claim to be exhaustive, all the basic conformal
maps compiled and discussed in this book can generate other conformal maps by the process
of composition and chain property. A few examples of these kinds of maps are presented in
the book.
The book is divided into three parts: (i) theory and conformal maps, defined on their
geometric and algebraic properties, throughout the book, but mostly in Chapters 1 through
7; (ii) numerical methods to solve various integral equations that arise as a result of con-
formal mappings, covering Chapters 8 through 15; and (iii) applications covering Chapters
16 through 25. The details of these parts are given in the following section.

Overview
The main purpose of this book is to provide a self-contained and systematic introduction
to the theory and numerical computations involving conformal mappings of simply or mul-
tiply connected regions onto the upper half-plane, unit disk, or other canonical regions.
It provides a comprehensive and systematic compilation and analysis of the basic theory
xxvi PREFACE

and related numerical analysis with applications to different areas in mathematical physics
and engineering. The prerequisites, besides the theory of univalent functions and conformal
mapping, include sound knowledge of methods of numerical analysis, theory of Fredholm
and Stieltjes integral equations, and programming languages like MATLAB, Mathematica,
or Fortran.
Besides an exposition on the history of the subject in Chapter 1, the basic results from
complex analysis and the theory of harmonic and univalent functions are presented in
Chapter 2, where the Riemann mapping theorem, conformality and uniqueness, analytic
continuation, chain property of conformal maps, the Schwarz reflection principle, Riemann
sphere, Bieberbach conjecture, Mercator’s projection, and Taylor’s series approximations
are discussed. The conformal maps are presented based on their geometry, which leads
to the linear and bilinear transformations, cross ratio, maps involving Cassini’s ovals, car-
dioid, lemniscates, straight lines and circles, ellipses and hyperbolas, and covers Chapter
3. Conformal maps based on algebraic functions (monomials and polynomials), are treated
in Chapter 4, and those belonging to the exponential family of functions are contained in
Chapter 5. The Joukowski airfoils and related maps are presented in Chapter 6, and the
Schwarz-Christoffel transformations, including polygons, trigons, triangles, rectangles and
other regions, and polygons with round corners are discussed in Chapter 7.
The second part of the book consists of numerical conformal mapping involving the fol-
lowing topics: Schwarz-Christoffel integrals and numerical methods of their solution are
discussed in Chapter 8. The problems associated with nearly circular regions are treated
in Chapter 9. Various integral equation formulations of the conformal mapping problem
are discussed in Chapters 8 through 10. These equations, namely, Lichtenstein’s, Gersh-
gorin’s, Carrier’s, Banin’s, and Warschawski-Siefel’s, are mostly Fredholm equations of the
first or second kinds and provide boundary correspondence functions and their computation
by iterative methods. Chapter 11 deals with the classical Theodorsen’s integral equation,
discusses convergence of the iterative method, provides proofs for the convergence theorem
due to Warschawski, and investigates the cases of starlike and exterior regions. A trigono-
metric interpolation method is outlined and the modern iterative and Newton’s methods
are presented. Chapter 12 deals with Symm’s integral equations for the interior and exterior
regions, based on a single-layer potential. The orthonormal polynomial method, Lagrange
interpolation, and spline approximation method are discussed.
A detailed account of airfoils is presented in Chapter 13. Various methods, like James’s
method for single-element airfoils, von Karman-Trefftz transformation and Garrick’s method
of conjugated functions for two-element airfoils are explained with related algorithms and
examples. An important aspect of the conformal mapping problem, related to the loca-
tion and behavior of corner singularities on the boundary and pole-type singularities of the
mapping functions near the boundary in simply and doubly connected regions, is discussed.
Doubly connected regions are studied in Chapter 14, and the related integral equation based
on the dipole distribution is presented with an algorithm for numerical computation. Chap-
ter 15 deals with multiply connected regions. Based on the dipole distribution, Mikhlin’s
integral equation that determines the density function and related boundary correspondence
is solved by a fast Poisson solver. This method is very efficient and solves problems for both
simply and multiply connected regions. Although this part has relied on the author’s pre-
vious book [1998], the chapters have been improved and enlarged with additional recent
developments.
Exact solutions of boundary value problems for simple regions, such as circles, squares or
annuli, can be determined with relative ease even when the boundary conditions are rather
complicated. Green’s functions for such simple regions are known. However, for regions
 PREFACE xxvii

with complex structure the solution of a boundary value problem often becomes more
difficult, even for a simple case, like the Dirichlet problem. One approach to solve these
difficult problems is to conformally transform a given region onto simpler canonical regions.
This will, however, result in change not only in the region and the associated boundary
conditions but also in the governing differential equation. As compared to the simply
connected regions, conformal mapping of multiply connected regions suffers from severe
limitations, one of which is the fact that equal connectivity of regions is not a sufficient
condition to effect a reciprocally connected map of one region onto another. There are,
though, a few methods that carry out such mappings where most of the computational
details are done numerically.
The third part of the book, from Chapters 16 through 25, deals with applications. Grid
generation and cascade configurations are presented in Chapter 16. Field theories including
the definition of initial and boundary conditions and their classifications are presented in
Chapter 17, which provides detailed analysis of parabolic, hyperbolic, and elliptic types
of equations, and especially Laplace’s, Poisson’s, and Helmholtz equations. Their general
solutions, Green’s functions and fundamental solutions are discussed, and Laplace’s equation
under conformal transformation is explained. The concept of sources and sinks is also
included.
Fluid flows are discussed in Chapter 18, including viscous laminar flows, external flows,
ideal fluid flows, potential flows, and boundary layer flows; streamlines and circulation
and stagnation points. Conformal mapping of flow patterns and Joukowski maps and the
geometry of airfoils and the question of lift are explained in this chapter. Heat transfer
problems by method of separation of variables and under conformal transformations are
discussed in Chapter 19, which includes Poisson’s integral formulas, diffusion equation,
hypersonic flows, high temperature effects, shock layer, flow through a constriction, and
transient problems. Vibration and acoustics, including wave propagation and dispersion,
and damped and thermal waves are explained, and vibrations of strings and membranes are
discussed in detail.
Chapter 20 deals with acoustics, harmonics and acoustic waveguides. Electromagnetic
field, electrostatic field and electric potential are discussed in Chapter 21, including detailed
analysis of electromagnetic waves, electric capacitors, capacitance, and AC circuits, and
Laplace’s and Poisson’s equations dealing with electric potential and field between two
infinite plates. Chapter 22 deals with transmission lines and waveguides, with conformal
mapping techniques, Helmholtz equation, rib-shaped waveguides, coplanar waveguides, and
nonuniform waveguides.
Elastic medium is discussed in Chapter 23. Application of finite element, boundary
integral and boundary element methods to applicable problems in fluid flows, heat and mass
transfer, and electric potential, waveguides, motor design, and other usable applications are
discussed in Chapter 24, and Chapter 25, the last chapter, provides information about
various computational resources available on the internet and the references used in the
book.
There are ten appendices, which are mentioned in the Table of Contents and pertain to
certain topics used in the book, to wit, Green’s identities, Cauchy’s principal-value integral,
Riemann mapping theorem including the Riemann-Hilbert problem, Gudermannians, five
numerical tables, elliptic functions, Gauss-Jacobi rule, orthogonal polynomials, special finite
elements, and the Schwarz formula. The book ends with an extended Bibliography and
Index.
xxviii PREFACE

Intended Readers
Besides the researchers in applicable and applied mathematics and physics, some readers
of this book may also include persons who are engineers mainly interested in the study of
acoustics, plane elasticity, electromagnetic theory, fluid flows, inlet configurations, transonic
flow problems, cascade of blades in airfoil and wing designs, heat transfer, ion optics, so-
lidification, solid propellant rocket motors, plates, and vibrations, electric transmission and
waveguides. The intended readers, in general, cover the following three categories. First,
they are students ready for a graduate course in this subject. For them, this handbook
can be used as a reference book. The second category is that of graduate students engaged
in research. For them, the book should be useful, because it is filled with a vast amount
of information on methodology and an extensive bibliography on the subject. The third
category consists of scientists and researchers in various areas of applied mathematics, en-
gineering and physics. For them, the book is a vital source of information in classical as
well as modern trends in research on the subject of their interest as well as in numerical
methods. Research scientists, physicists, engineers, and mathematicians will appreciate this
book with comprehensive and up-to-date account of many methods available on the subject.

Acknowledgments
I take this opportunity to thank Mr. Sarfraz Khan, Executive Editor, Taylor & Francis, for
his support, and Mr. Callum Fraser for coordinating the book project. I also thank Project
Editor Michele A. Dimont for doing a great job of editing the text. Thanks are due to the
reviewers and to some of my colleagues who made certain very valuable suggestions toward
improvement of the book. Lastly, I thank my friend Michael R. Schäferkotter for help and
advice freely given whenever needed.

Prem K. Kythe
Notations, Definitions, and Acronyms

A list of the notations, definitions, abbreviations, and acronyms used in this book is given
below.

a, elastic modulus in Rn ; thermal conductivity

Γ(a + n)
(a)n , Pochhammer’s symbol = = a(a + 1) . . . (a + n − 1)
Γ(n)
AC, alternating current
ARROW, anti-resonant reflecting waveguide
Ā, closure of a set A
A\B, complement of a set B with respect to a set A
A × B, product of sets A and B
A(ρ1 , ρ2 ), annulus {ρ1 < |w| < ρ2 }
A(e) , area of a two-dimensional element
AT , (A)T , transpose of a matrix A
Area(G), area of a region G
b(w, u), bilinear form
bi , coefficients in a linear triangular shape functions
B(a, r), open disk {|z − a| < r}
B̄(a, r), closed disk {|z − a| ≤ r}
BE(M), boundary element (method)
BKM, Bergman kernel method
B(0, 1), open unit disk {|z| < 1}
B(m, n), beta function
b, row vector for bi
B, matrix; also, magnetic field (chapter 21)
B(e) , matrix of the values of bi , ci
const, constant
cap (D), capacity of a region D
ci , coefficients in a linear triangular element
cv , specific heat at constant volume
CPS, coplanar slot
CB-CPW, circuit-backed coplanar waveguide
xxx NOTATIONS, DEFINITIONS, AND ACRONYMS

CPW, coplanar waveguide

CSK1, Cauchy singular equations of the first kind
CSK2, Cauchy singular equations of the second kind
Ch., Chapter
C, capacitance
Cij , material (elastic) constants
C, connectivity matrix; matrix of the elastic constants Cij
comp(B), complement of a set B
C 0 (D), class of functions continuous on a region D
C k (D), class of continuous functions with k-th continuous derivative, on a region D,
0≤k<∞
C ∞ (D), class of continuous functions infinitely differentiable on a region D
C-function, same as a C 0 -function
C, complex plane
C∞ , extended complex plane
dof, degree(s) of freedom
dn, a Jacobian elliptic function
D, region in the z-plane; dimension of the geometry in fluid flow
D, displacement density (Chapter 22)
D∗ , complement of a set D
diam(E), transfinite diameter of a set E
D̄, closure of D
e.g., for example
erf, error function
erfc, complementary error function
EII, effective internal impedance
ECPWFG, embedded coplanar waveguide with finite grounds (embedded in a dielectric)
et al., (et alii) and others
E, modulus of elasticity, Young’s modulus
Ek , elastic kinetic energy
Ep , elastic potential energy
EI, flexural rigidity
Eq(s), equation(s) (when followed by an equation number)
Ext(Γ), region exterior to the boundary Γ
E, electric field density (Chapters 21 and 22)
FEM, finite element method
FEM-BI, finite element boundary integral (method)
FFT, fast Fourier transform
FK2, Fredholm integral equation of the second kind
FSPM, flux-switching
ZZ permanent magnet (machines)
f, g = f (z)g(z) dSz , inner product (see (2.3.7))
D
f, frequency of an AC generator
f (e) , local vector element
fˆ, axial body force
fx , fy , body forces
FE, finite element
 NOTATIONS, DEFINITIONS, AND ACRONYMS xxxi

F , electric force
fΩ , mapping of a doubly connected region Ω onto the annulus A(ρ1 , ρ2 )
F, electromagnetic force
F0 , FL , shear forces at x = 0 and x = L
f , force vector
F, force or load vector (F = f + Q)
F(e) , force or load vector of an element Ω(e)
g, shear modulus (torsion); gravity; loss coefficient of a conductor
g, vector; body forces
ḡ, complex conjugate of an analytic function g
gd, Gudermannian
G, region in the w-pane; also, conductance (Chapters 21 and 22)
G(z, z0 ), Green’s function
HPM, homotopy perturbation method
h = Jc2 ρ, watts per unit volume
H 1 , Lipschitz condition
H α , Hölder condition of order α
H(t), Heaviside function 0 for < 0, and = 1 for t > 0
H(z, z0 ), Cauchy kernel
H, magnetic field (Chapter 22)
i.e., that is
iff, if and only if
IBEM, boundary element modeling (method)
Int(Γ), region interior of Γ
I(t), AC current
I(Γ, z0 ), index of a contour Γ (winding number)
ℑ{·}, imaginary part of a complex quantity
I, moment of inertia
I(u), functional; total energy of an elastic mechanical system
Im , modified Bessel function of the first kind and order m
j, unit vector in the y direction; also, current density (Chapter 21)
J, Jacobian matrix
J, Jacobian of the transformation w = f (z)
J(z, t), current (Chapter 22)
KCL, Kirchhoff’s current law
KVL, Kirchhoff’s voltage law
k, thermal conductivity; permeability coefficient (aquifer)
kx , ky , thermal conductivity in the x and y direction
k, unit vector in the z direction
k (e) , value of k on an element e
K, constant value of a metal property; consistency coefficient
K(e) , stiffness matrix of an element Ω(e)
K, global stiffness matrix
Kb , matrix
K(k), elliptic integral
K(z, a), Bergman kernel
xxxii NOTATIONS, DEFINITIONS, AND ACRONYMS

K, conjugation operator
K0 (D), class of functions f ∈ L2 (D), f (a) = 0, a ∈ D
K1 (D), class of functions f ∈ L2 (D), f (a) = 1, a ∈ D
l(w), linear functional
 (e) (e) 
l(e) , length of the interval x1 , x2
lk (z), Lagrange’s interpolation functions
L, length of an interval; length unit; linear differential operator
L2 , Hilbert space of square-integrable functions
L∞ , Hilbert space of 2π-periodic and bounded functions
L2 (D), class of square-integrable functions defined on a region D
L1 (Γ), class of functions f ∈ L2 (Γ), f (a) = 1, a ∈ D
L, Lagrange function; Laplace transform
L, matrix
m , magnification of a linear transformation; M = 1/m, m > 0
M = ρ2 /ρ1 , conformal modulus of a doubly connected region Ω
M , bending moment; polar moment of a cross-sectional area; Mach number
M0 , ML , bending moment at x = 0 and x = L, respectively
M, matrix
M(e) , matrix (radially symmetric element)
near-circle, nearly-circular contour
NAH, near-field acoustical holography (algorithm)
nx , ny , nz , direction cosines of n
N (s, t), Neumann kernel
n, outward normal vector
∂ ∂ ∂
n · ∇, = nx + ny + nz
∂x ∂y ∂z
N, natural numbers (integers ≥ 1)
o.d.e., ordinary differential equation
ONP, orthonormal polynomial method
p, pressure; perimeter; also = ux = ∂u/∂x
psi, lbs/in2
p.v., or p.-v., Cauchy’s principal-value (integral)
P , vertical point load; vector
Pn (x), Legendre polynomials of degree n
Pn (z), complex polynomials
q, heat source; point charge; also = uy = ∂u/∂y
qn , heat flux
q̇, rate of heat generation
q, temperature gradient
Q, heat flux vector (chapter 17)
Q, amount of heat flux, or heat flow (chapter 19)
Q1 , shear force
Q2 , bending moment
(e)
Qi , shear force at node i of an element Ω(e)
Qn (z), orthonormal polynomials
Q(e) , vector of secondary degrees of freedom (boundary terms)
 NOTATIONS, DEFINITIONS, AND ACRONYMS xxxiii

r, radial distance
r(ũ), scalar residual (error) in the Galerkin method
(r, θ, z), cylindrical polar coordinates
RM, Ritz method
R, radius; rectangle
Rj , errors (j = 1, . . . , n + 1)
Re, Reynolds number
ℜ{·}, real part of a complex quantity
R(e) , residual or error vector
R, global error vector
Rn , Euclidean n-space
R, real line; set of real numbers
R+ , set of positive real numbers
s, variable of the Laplace transform; arc length; second(s) (time)
sym, symmetric (matrix)
SONAH, statistically optimal near-field acoustical holography (algorithm)
sn, a Jacobian elliptic function
S(z, a), Szegö kernel
TE, transverse electric mode
TM, transverse magnetic mode
TEM, transverse electromagnetic mode
t, time
T , temperature, temperature distribution; tension (in a string)
Tb , base temperature of a fin
T∞ , ambient temperature
Tn (z), Chebyshev polynomials of the first kind
T, temperature vector
T(e) , temperature vector for an element Ω(e)
u, dependent variable; stress function; displacement; mean velocity
u(x, y), potential function
u∞ , free stream velocity
(e)
ui , value of u at node i
(e)  (e) (e) 
ua , linear interpolation function for the interval x1 , x2
u, velocity vector, displacement vector
u̇, vector of the first time derivatives of u
ü, vector of the second time derivatives of u
u(e) , approximation of u on an element Ω(e)
U , unit disk
U ∗ , region exterior of the unit circle
Un (z), Chebyshev polynomials of the second kind
U0 , inlet velocity
Ue , nodal value of U at a global node e, e = 1, . . . , N
U, vector of global values of displacement u
∂u ∂2u
ut , = ; uxx , =
∂t ∂x2
VGCPW, V-groove conductor-based coplanar waveguide
xxxiv NOTATIONS, DEFINITIONS, AND ACRONYMS

VK2, Volterra integral equation of the second kind

VSWR, voltage standing wave ratio
vr , radial component of velocity v
VM, variational method
V , three-dimensional solid or volume
V0 , free stream velocity
V (t), AC voltage
v, velocity vector
V (z1 , . . . , zn ), Vandermonde determinant
wi , weights in Gaussian quadrature
w = f (z) = u + i v = R eiΘ , image of z under f
w∞ , point at infinity in the w-plane
{w, z}, Schwarzian derivative
W , Sobolev space of 2π-periodic and absolutely continuous functions f with f ′ ∈ L2 [0, 2π]
(W, k · k), Banach space
(e) (e)
x1 , x2 , end points of a line element
x0 , initial guess (Newton’s method)
kxk , norm of a vector x
z = x + i y = r eiθ , complex variable
z∞ , point at infinity in the z-plane
z ∗ , point symmetric to z
z̄, point conjugate to z (z̄ = x − iy)
(z1 , z2 , z3 , z4 ), cross-ratio
{zk }∞ 1 , a set of distinct points in D
⌢
zk−1 zk , arc joining the points zi and zi+1
Z + , set of nonnegative integers
α, thermal capacitance; flow angle
β, film coefficient; convective heat transfer coefficient
γ, specific heat ratio (= cp /cv )
γ̃, reparameterization of γ
Γ = ∂D, boundary of a region D (a Jordan contour)
Γ1 , Γ2 , disjoint portions of boundary Γ (Γ1 ∪ Γ2 = ∂Ω)
δ, tolerance
δS, surface element
δij , Kronecker delta (= 1 if i = j; −1 if i 6= j)
δ(t − t′ ), Dirac delta function
∆t, time step
ǫ, emissivity; permittivity; permeability (a dielectric constant)
ε, strain; penalty parameter
ε , strain vector
εxy , shear strain
 
θ, strain = −du/dx ; angle of twist (torsion)
ϑ, nondimensional temperature
ϑ(x τ ), theta function
λ, eigenvalue
Λ, source strength (scaling factor)
 NOTATIONS, DEFINITIONS, AND ACRONYMS xxxv

µ, dynamic viscosity of a fluid

µ(ζ), density function
µPa, micropascal
ν, kinematic viscosity of a fluid (= µ/ρ); Poisson’s ratio (elasticity)
ρ, density
σ, stress; Stefan-Boltzmann constant
σ0 , uniform load
σn (z), Szegö polynomials
σ , stress vector
τ , shear stress
τxy , τyz , average shear stresses
φ(x, y), potential function of a flow
(e)
φi , basis function, interpolation shape function
Φe , global shape functions for e = 1, . . . , N + 1
φ (e) , vector of the shape functions for an element Ω(e)
ψ(x, y), stream function
ψ, stream function
ω, radian frequency
Ω(e) , triangular element
∂Ω, boundary of the domain Ω
∂Ω(e) , boundary of an element Ω(e)
ω , vorticity vector
q

k∇uk , norm of gradient vector = u2x + u2y + u2z
∇f , gradient matrix of f
∇ · F, divergence of a vector F (div F)
 ∂2 ∂2 ∂2 
∇2 , Laplacian = + +
∂x2 ∂y 2 ∂z 2
∂ ∂ ∂
∇, grad = i +j +k
∂x ∂y ∂z
dp ∂p
, , pressure gradient
dx ∂x
0, null vector
¯ partial differential operators ∂f = ∂f ¯ ∂f
∂, ∂, , ∂f =
∂z ∂ z̄
∂B(a, r), circle |z − a| = r
∂∞
Z D, boundary of D in C∞
− , Cauchy’s principal-vaue (p.-v.) integral
∂ ∂
∇, gradient vector = i +j
∂x ∂y
∇u, ∇v , inner (scalar) product
7→, reads ‘maps to’, means ‘maps onto’
 end of a proof, or an example

References are in the following format: Author[yr], or Author [year: #], where # stands
for page number(s), or section number(s), or problem number(s). The format Author[year;
... ; year] refers to multiple years of publications.
Part I: Theory and Conformal Maps
1
Introduction

Research in computational conformal mappings has lately taken two major directions. One
direction involves the conformal mapping from a standard region, like the unit disk or the
upper half-plane, onto the problem region, whereas in the other it is from the problem
region onto a standard region. In the former case one solves a nonlinear integral equation
involving the conjugate operator (e.g., Theodorsen’s integral equation), by fast Fourier
transform, polynomial approximation, iteration, or Newton’s method. In the latter case
the integral equation, derived from the Dirichlet problem, is linear or singular linear if it is
derived from potential theory (e.g., Symm’s integral equation). Depending on the nature
of the problem region, these methods often use the Schwarz-Christoffel transformations.

Various kinds of applications of conformal mappings have been and are being studied. It
is an important area and we will provide relevant information from different publications.

The historical development of different methods for computational conformal mapping

of simply and multiply connected regions is sketched below.

1.1 Historical Background

The oldest transformation, known as the stereographic projection of the sphere, was used
by Claudius Ptolemy (ca. 150 A.D.) to represent the celestial sphere. Later, in a totally
different mapping of a sphere onto a plane, known as Mercator’s projection, the spherical
earth is cut along a meridian circle and conformally mapped onto a plane strip. Gerhard
Kremer published the first world map in 1569 using this technique, and ever since all sea
maps are generated by this method. These two projections, however, do not provide similar
maps of the same region, which shows that conformal mapping does not imply similarity
of figures. Lambert [1772] was the first mathematician who studied the mathematical
projection of maps. These and other similar considerations enabled Joseph-Louis Lagrange
in 1779 to obtain all conformal representations of a portion of the earth’s surface onto a
plane where all circles of longitudes and latitudes are represented by circular arcs.

Gauss [1822] was the first to state and completely solve the general problem of deter-
mining all conformal mappings that transform a very small neighborhood of a point on an
4 1 INTRODUCTION

arbitrary analytic surface onto a plane area. However, Gauss’ work did open the harder
problem of finding the way whereby a given finite portion of a surface can be mapped onto
a portion of the plane. A breakthrough came in 1851 when Riemann gave the fundamental
result, known as the Riemann mapping theorem, which has since been a turning point for all
subsequent developments in the theory of conformal mapping. In the proof of this theorem
he assumed that a variational problem, now known as the Dirichlet problem, possesses a
solution. It was fifty years later that Hilbert [1901] proved the existence of the solution of
the Dirichlet problem. In the mean time the validity of Riemann’s result was established
rigorously by Schwarz [1890] by using a number of theorems from the theory of logarithmic
potential. A detailed proof of the Riemann mapping theorem and the Riemann-Hilbert
problem is available in Appendix C.

After the basic theoretical aspects of the theory of functions of a complex variable and
conformal mapping were established by Cauchy, Riemann, Schwarz, Christoffel, Bieber-
bach, Carathéodory, Goursat, Koebe, and others in the nineteenth and early decades of the
twentieth century, the first numerical research into developing a method for mapping a re-
gion bounded by finitely many Jordan curves Γi onto an n-sheeted Riemann surface where
the curves Γi correspond to rectilinear slits was done by Burnside [1891]. A minimizing
principle was established by Bieberbach [1914], namely, that among all suitably normed
conformal maps of a given simply connected region the one with the least area is the con-
formal map
RR onto a circle. In particular, this principle evolved as a result of minimizing the
integral D kf ′ (z)k2 dx dy, where f is regular in D and normalized by f (0) = 0, f ′ (0) = 1,
and the area theorem. Bieberbach used the Ritz method to find an approximate solution
in the form of a polynomial for the above integral and used it to construct the conformal
map of a simply connected region onto a circle. An exposition of the Ritz method can
be found in Kantorovich and Krylov [1936]. The estimates obtained by this method were
later improved by Höhndorf [1926] and Müller [1938] in the problem of a conformal map
of a nearly circular region onto a circle. Other improvements on the Bieberbach method
were produced by Landau [1926], Julia [1926] and Kantorovich and Krylov [1936] who also
developed a graphical method of conformal mapping due to Melent’ev [1937].

The first integral equation method was developed by Lichtenstein [1917] who solved the
problem of conformally mapping a simply connected region bounded by a Jordan contour
onto a circle by reducing it to the solution of an integral equation. Other attempts in this
direction were made by Krylov and Bogolyubov [1929] who reduced the Dirichlet problem
to an integral equation which is approximately solved by the Fredholm method with error
estimates. Nyström [1930] gave a method for an approximate solution of integral equations,
which is useful in conformal mapping. For conformal mappings of nearly circular regions
the first numerical work was done by Fock [1929] who determined numerically the mapping
function for a circular quadrilateral with angles π/2, π/2, π/2, απ (0 < α < 1). An important
result, now known as Theodorsen’s integral equation, was developed by Theodorsen [1931]
and improved upon by Theodorsen and Garrick [1933] for conformally mapping nearly
circular regions onto a circle. Another integral equation, known as Gershgorin’s equation,
was developed by Gershgorin [1933] as a result of conformally mapping a simply connected
region bounded by a Jordan contour onto a circle, which is solved by the Nyström method.
An exposition on Gershgorin’s integral equation and its application to the mapping of a
simply connected region onto a circle, of a doubly connected region onto an annulus, and
of a multiply connected region, in general, onto slit planes is available in Kantorovich and
Krylov [1936]. Various applications of conformal mapping are available in the monograph
by Kantorovich and Krylov [1936], where both harmonic and biharmonic functions are
studied. The Dirichlet and Neumann problems in R2 are solved by conformal mapping for
 1.1 HISTORICAL BACKGROUND 5

different boundary conditions, and the general Hilbert problem is also investigated. Later
Banin [1943] developed a method of approximately replacing Gershgorin’s integral equation
by a system of linear differential equations. Krylov [1938] also reduced the problem of
conformally mapping an n-connected region bounded by n Jordan contours onto various
canonical regions to the problem of solving a system of simultaneous integral equations.
Successive approximations in the integral equation method for simply and multiply con-
nected regions were used by Kantorovich [1933; 1937]. Following Theodorsen’s integral
equation method, Warschawski [1945] reduced the problem of conformal mapping of a sim-
ply connected region bounded by a Jordan contour onto the unit circle to that of solving
a nonlinear integral equation which is then solved by the method of successive approxi-
mations where the precise estimates for the convergence are also provided. Goluzin [1934]
investigated the region exterior to the circles C1 , . . . , Cn and determined a harmonic func-
tion u(x, y) for this region such that it takes preassigned values on Ci , i = 1, . . . , n, and
u(∞) < ∞. The problem is then reduced to that of solving a finite system of functional
equations which are solved by successive approximations. He applied this method to solve
the Neumann problem for Laplace’s equation for such regions and determined the Green’s
function for these regions and the conformal maps that carry these regions onto slit planes.
The Schwarz method is used to develop an integral equation which is solved by successive
approximations in Nevanlinna [1939] and Epstein [1948].
Julia [1927] determined a sequence of polynomials which converges to a suitably normed
mapping of a simply connected region. An application of orthogonal polynomials to con-
formal mapping of simply connected regions was first developed by Szegö [1921]. He has
defined a set of polynomials σ0 (z), σ1 (z), . . . , σn (z), . . . (subsequently known as the Szegö
polynomials) for a closed Jordan contour Γ in the z-plane, satisfying the following two prop-
erties: (i) σn (z) is a polynomial of degree n, i.e., σn (z) = an z n + an−1 z n−1 + · · · + a1 z + a0 ,
1R
such that an > 0, and (ii) σm (z)σn (z) ds = δm,n , where l is the length of Γ, s its
l γ ∞
P
arc length, and δm,n the Kronecker delta. Then the series S(z, a) = σn (z) σn (a) con-
n=0
verges uniformly and absolutely in every closed subregion of the interior of Γ. A formula
is then obtained which defines the mapping function of the interior of Γ onto the unit disk
in terms of S(z, a). Szegö also gave a mapping function for the exterior of Γ by the poly-
nomials σn (z). Further developments in the Szegö polynomial method were produced by
Smirnov [1928] and later by Kantorovich and Krylov [1936] who investigated the Szegö and
Bochner-Bergman type polynomials and applied them to the minimizing problem. Some
results about approximate mapping functions for a simply connected region by means of
certain polynomials were given by Schaginyan [1944].
The problem of minimizing a functional was first solved by Hadamard [1908] which
later became known as the Hadamard variational method. Löwner [1923] also developed an
important variational method, whereas Julia [1926] provided another characterization of the
mapping function by a minimum principle. The problem of reducing the mapping problem
to that of minimizing of a functional was solved by Douglas [1931] who used the Riemann
mapping theorem and the Osgood-Carathéodory theorem. Kufarev [1935-1937] investigated
a minimal problem for a single-valued analytic function in an annulus and discussed the
mapping of the minimizing function. Later, in 1947 he used the Löwner method to study a
polygonal problem region which consists of the whole plane cut by a broken polygonal line
with finitely many sides, one of which extends to infinity.
The problem of mapping a doubly connected region onto an annulus was reduced to
that of minimizing an area integral by Khajalia [1940], who also showed that if the region
6 1 INTRODUCTION

is accessible from without, then there exists a sequence of minimal rational functions that
converges uniformly to the desired mapping function. The problem of mapping a simply
connected region bounded by a Jordan contour is reduced by Shiffman [1939] to that of
minimizing a functional, almost similar to that of Douglas. This problem deals with the
Plateau problem, and the electrostatic characterization of the resulting functional provides
an effective method for determining the conformal maps. The Hadamard formula and
the variation of domain functions were used by Schiffer [1946] to derive a new variational
method.
In 1931, Grötsch solved the problem of conformally mapping a multiply connected re-
gion onto some canonical regions based on the assumption that the solution of a similar
problem for a simply connected region is known. Iterative methods were established by
Goluzin [1939] who used the mapping of a multiply connected region conformally onto
some canonical regions, thereby reducing the problem to a sequence of conformal maps of
simply connected regions. Heinhold [1954] investigated the problem of conformally mapping
the simply connected region lying in the exterior of the unit circle onto the exterior of the
unit circle.
Green’s function method for an arbitrary region was established by Leja [1934; 1936]
where the approximating functions were found closely related to Lagrange polynomials. A
set of polynomials was also obtained which were used as mapping function for a region D,
containing the point at infinity, onto the exterior of the unit circle. It was determined that
the map is univalent if D is simply connected.
The Schwarz-Christoffel formula was used by Bergman [1923-24] to map a half-plane onto
a particular polygon where a method for determining the parameters in the formula from the
lengths of the sides of the polygon is given. In 1925 he investigated the conformal map of a
special polygon onto a rectangle and computed level curves and their orthogonal trajectories
which were presented in tabular and graphical forms. Bergman also gave the first punch-
card machine method in 1947 to solve the torsion problem where the orthogonal polynomials
were applied to solve Laplace’s equation numerically. The notion of the kernel functions was
developed by Bergman [1922] where the existence of a complete orthonormal system with
respect to a region is established and the kernel of the system is related to the conformal
map of the region. Based on Bergman’s kernel function and complete orthonormal sets of
functions, Zarankiewicz [1934] found a method for effectively constructing the conformal
map of a doubly connected region onto an annulus; in 1934 he published details of this
method. Schiffer [1946] found an expression for Bergman’s kernel function K(z, a) of a
region in terms of Green’s function for the region and gave formulas for the variation of
K(z, a). In 1948 he extended the concept of kernel functions and orthonormal sets of
functions to a wider class of functions. Further study of the relationship between the kernel
function and conformal mappings of regions was done by Bergman and Schiffer [1948-1951].
Hodgkinson and Poole [1924] used elliptic functions to map doubly connected regions
of certain types onto the whole plane with two slits on the real axis. Using hyperelliptic
integrals, a generalization of the solution by Hodgkinson and Poole was given by Vladimirsky
[1941] for the problem of conformal mapping of a doubly connected region bounded by
rectangular segments or circular arcs, who also extended the solution to n-tuply connected
regions (n > 2). Hodgkinson [1930] also established the relationship between the theory
of Lamé differential equations and the Schwarz theory of conformal mapping. An up-to-
date survey of conformal mapping of multiply connected regions onto canonical domains
was published by Keldyš [1939]. Important formulas for various conformal maps of n-tuply
connected regions in terms of the kernel function of the region were established by Nehari
in 1949. These formulas served as tools for numerical computation of conformal maps since
 1.1 HISTORICAL BACKGROUND 7

the kernel functions are constructed more easily than the mapping function. Gerabedian
and Schiffer [1949] obtained many significant relations between various domain functions of
an n-tuply connected region and solved some minimal problems.
The first systematic construction of conformal maps by the method of networks was done
by Liebmann [1918]. The Dirichlet problem in R2 and R3 was first solved by this method
by Phillips and Wiener [1923]. The boundary problems in R2 with Laplace’s equation were
solved numerically by this method by Luysternik [1947].
Relaxation methods were first applied to the problems of conformal mapping by Gandy
and Southwell [1940] and Southwell [1946]. Several examples of technical interest were
given, in which regions of arbitrary shape are mapped onto the interior and exterior of
circles and onto rectangles.
The small parameters method developed by Kantorovich [1933] was later used by Rosen-
blatt and Turski [1936] for conformal mapping of a special type of region. Rosenblatt [1943]
constructed the conformal maps of regions onto the unit disk by the Kantorovich method
of small parameters and applied it to the dynamic problems of airfoils.
Special conformal mappings were studied by Rothe [1908] who constructed√ the mapping
function for a circular quadrilateral with angles π/2, π/2, π/2, ρπ (ρ = 1/ 20). Hodgkin-
son’s work [1924] on a similar problem has been mentioned above. Wirtinger [1927] derived
an explicit formula for computing the conformal map of a triangle with circular arcs and
arbitrary angles. The mapping of an ellipse onto a circle and of a region bounded by two
symmetrically placed ellipses onto an annulus were investigated by Zmorovich [1935] who
also gave an approximate solution in the latter problem. Catalogs of various types of ex-
plicit mappings are available in von Koppenfels’ papers [1937; 1939]. Other authors on
special conformal mappings during this period were Muratov [1937], Krylov [1937], Me-
lent’ev [1937], and Goluzin [1937]. Later Jeffreys and Jeffreys [1946] and Wittich [1947]
produced special conformal maps. A very useful dictionary of conformal mappings, which
is still a source work in this area, was produced by Kober [1945-1948].
The theory of homogeneous boundary problems for analytic functions was presented
by Hilbert [1924] for a boundary that is a single Jordan contour. This problem was then
transformed into a Fredholm integral equation, for which Green’s functions of the Neumann
problem must be determined. Hilbert did not give a complete solution of this integral
equation. A complete solution by means of Cauchy integrals for a particular case had
already been given by Plemelj [1908]. The solution for the general case, based on the Plemelj
method, was later provided by Khvedelidze [1941]. Earlier, Picard [1927] had studied the
homogeneous Hilbert problem.
The nonhomogeneous Hilbert problem which is solved to determine a sectionally analytic
function Φ(z) of finite degree at infinity such that Φ+ (ζ) = G(ζ)Φ− (ζ) + g(ζ) on the bound-
ary Γ, where G(ζ) and g(ζ) are defined on the boundary Γ and satisfy the Hölder condition
there, was first considered by Carleman [1922]. Later Privalov [1934] investigated it for the
case when the boundary Γ is a rectilinear contour, G(ζ) and g(ζ) are Lebesgue-integrable,
G(ζ) is bounded, and the limiting value of the solution is taken along a nontangential path.
He used Picard’s method but did not find a complete solution. A complete solution was
first given by Gakhov [1937] for the case when Γ is a single contour. Later Khvedilidze
[1941] gave a complete solution of the nonhomogeneous Hilbert problem. Carleman’s and
Gakhov’s methods are essentially alike. In 1851 Riemann considered a very general bound-
ary problem which is now known as the Riemann boundary problem. This problem was also
studied and solved by Hilbert in 1904, and therefore it is also called the Riemann-Hilbert
problem. It deals with determining an analytic function in a given region with boundary
8 1 INTRODUCTION

values involving a relation between its real and imaginary parts. Hilbert reduced this prob-
lem to a singular equation and then applied it to the solution of two Dirichlet problems.
Later, Noether [1921] used this solution to study the subject of singular integral equations.
One of the widely investigated practical aspects of conformal mapping was the devel-
opment of the airfoil theory which started with the pioneering work by Joukowski [1890].
He studied the flows around a variety of so-called Joukowski airfoils. The developments in
this area are very pertinent for computational aerodynamic flows. Extensive research to
develop computational methods for solving the direct and inverse problems of airfoil theory
has been done by Theodorsen [1931], Glauert [1948], Andersen, Christiansen, Møller and
Tornehave [1962], Timman [1951], James [1971], Ives [1976], and Halsey [1979; 1982]. In
single and multi-element airfoils, Theodorsen’s integral equation has been solved with the
von Karman-Trefftz transformation and the FFT by Garrick’s method of conjugate func-
tions (Garrick [1949]) by Ives [1976]. James’s method (James [1971]) is another approach
in the conformal mapping of single and multiple-element airfoils (Halsey 1979; 1982]).

1.2 Modern Developments

During the past decades several methods have evolved for numerical and computational
evaluation of mapping functions. The results of some of these methods provide us with
an explicit form of a function which approximately evaluates the mapping function for a
certain source region. This is possible because of an important result which states that an
analytic function defined on a simply connected and bounded region D ⊂ C can always be
uniformly approximated on every compact subset of D with any preassigned accuracy by
means of a polynomial. In most applications the mapping function is continuous in D̄, and
it can be uniformly approximated in D by a polynomial.
One major approach in developing methods for numerical conformal mapping is based
on the following interpretation of the Riemann mapping theorem: there exists a conformal
mapping f : D 7→ U with f (z0 ) = 0 and f ′ (z0 ) nonzero real, where z0 ∈ D, and this
∞
P n
function has a power series expansion f (z) = c1 (z − z0 ) + cn (z − z0 ) , with c1 nonzero
n=2
real and z0 ∈ D, which converges uniformly in every closed disk with center z0 and contained
in D. However, a polynomial which is a good approximation of f in D is not the same as a
N
P n
truncated power series. If a polynomial p(z) = c′1 (z − z0 ) + c′n (z − z0 ) approximates
n=2
f with accuracy ε > 0, then it is necessary that every term of p(z) must approximate the
corresponding term of the power series with accuracy ε > 0 on the set D ∩ B(z0 , R), where
R = |z − z0 | is the radius of convergence of the power series. All this means is that a
polynomial p which is a good approximation of the power series starts in the same way as
the power series, but the relative error in the coefficients increases with increasing n.
Another direction for developing numerical methods for conformal mapping is based
on computing a table of values for the mapping function f at several points of D. The
mapping function f always maps the boundary of the source region D in a simple way
onto the boundary of the unit disk U . Once the mapping of the boundary is known, the
mapping of D itself is determined by the Cauchy formula with positive orientation of the
boundary curve. Thus, it is sufficient to determine the mapping of the boundary of D onto
the boundary of U , and once we obtain a parametric representation of the boundary of D,
we determine only one real-valued function of a real variable t. But in this approach it
so happens that this unknown real-valued function satisfies an integral equation. Hence,
solving the problem of conformal mapping reduces to that of solving an integral equation.
 1.2 MODERN DEVELOPMENTS 9

The widely used current computational techniques are based on the integral equation
methods where an integral equation is developed to relate the boundaries of the problem
region and the standard region like the unit disk. Once the boundaries are discretized at
n points, the integral equation reduces to an algebraic system of equations. The major-
ity of ongoing research in computational conformal mapping is divided basically into two
groups: one where the maps are constructed from a standard region such as the unit disk
onto the problem region, and the other where the maps are constructed the other way
around. In the first group the integral equation is nonlinear and involves the conjugation
operator, which can be solved by FFT on a discrete mesh in O(n log n) operations. This
method evolves with the numerical solution of Theodorsen’s integral equation, or a related
equation, which is solved by using the fixed-point iteration method. The recent develop-
ment of Newton’s method is faster for sufficiently smooth boundaries and the choice of a
good initial guess. The basic work in this group has been produced by Wegmann [1978;
1986], Hübner [1986], and Gutknecht [1986]. The first quadratically convergent algorithm
for Theodorsen’s equation was presented by Wegmann [1978] based on the following two
ideas: an induction scheme along tangents to the boundary of the problem region, and a
computation scheme similar in formulation to the Riemann-Hilbert problem for the unit
disk at each iteration. This method is efficient because the solution of the Riemann-Hilbert
problem can be represented by Cauchy integrals. A generalization of this algorithm to the
conformal mapping of an annulus onto a doubly connected region was published by Weg-
mann in 1986. This algorithm is also based on the Riemann-Hilbert problem and is so
far the fastest known for this problem. Hübner [1979; 1986] studied Newton’s method for
the solution of Theodorsen’s integral equation. His method is also based on the solution
of the Riemann-Hilbert problem. He established the quadratic convergence of Newton’s
method and obtained a quadratically convergent conformal mapping. An extensive sur-
vey of almost all known methods for numerical conformal mapping of the unit disk onto
a simply connected region is available in Gutknecht’s work [1986]. He has derived inte-
gral and integro-differential equations involving the conjugation operator for the boundary
correspondence function. Then various iterative schemes for solving these equations are
presented in this work. The general theory is described by specific methods, especially the
successive conjugation methods of Theodorsen [1931], Timman [1951], Freiberg [1951], the
projection method of Bergström [1958], Newton’s method of Vertgeim [1958], Wegmann
[1978], and Hübner [1979].

In the other group where the maps are constructed from the problem region onto the
unit disk, the integral equations, mostly derived from the Dirichlet problem, are generally
linear, and require O(n2 log n) operations. In cases where the geometry is simpler, they
may require a smaller number of operations. The methods in this group are based on
Symm’s equation which is a singular integral equation of the first kind derived by using a
single-layer potential as the basis of conformal mapping. Symm [1966; 1969] investigated
an integral equation method, like the one he developed for the boundary integral equation
method, for computing the conformal mapping of a simply connected region onto the unit
disk. Berrut [1976; 1985; 1986] solved Symm’s equation numerically by a Fourier method.
This equation is a Fredholm integral equation of the second kind for the derivative of the
boundary correspondence function for the conformal mapping of a Jordan region with a
piecewise twice differentiable boundary onto the unit disk. Kerzman and Trummer [1986]
presented a new method to compute the Riemann mapping function numerically. The
solution of the integral equation of the second kind is expressed in terms of the Szegö kernel
and is based on an earlier work of Kerzman and Stein [1978] on the Cauchy kernel, Szegö
kernel and Riemann mapping function, and of Kerzman and Trummer [1986] on a method
for the numerical solution of the conformal mapping problem.
10 1 INTRODUCTION

A variant of Symm’s integral equation which is suitable for conformal mapping of both
simply and multiply connected regions was presented by Reichel [1985]. It uses a Fourier-
Galerkin technique to produce an extremely fast iterative solution of O(n2 log n) which is due
to the singularity of the kernel so that the linear algebraic system becomes block diagonally
dominant. Another fast method for solving Symm’s equation for multiply connected regions
was presented by Mayo [1986]. This integral equation formulation is based on a similar
formulation in Mikhlin [1957] and has the advantage of reducing the problems to integral
equations of the second kind with unique solutions and boundary kernels. Because the
solutions are periodic, the trapezoidal rule can be applied effectively. Once the integral
equation is solved, a rapid method is available to determine the mapping function in the
interior of the region. This method uses a fast Poisson solver for the Laplacian, thus avoiding
the time-consuming computation of integrals at singular points near the boundary.
Other significant modern research includes work by Hoidn [1982] which deals with con-
formal mapping of simply connected regions where the singularity problem near and on
the boundary is solved by reparameterization of the boundary curve. Then this method
is applied to Symm’s equations which are solved by using spline functions. The singular-
ity problem has been solved by Levin, Papamichael and Sideridis [1978], Hough and Pa-
pamichael [1981; 1983], Papamichael and Kokkinos [1981; 1982], Papamichael and Warby
[1984], and Papamichael, Warby and Hough [1983; 1986] by integral equation methods as
well as expansion methods based on the Bergman kernel or on the Ritz approximation.
No research is available in this area for multiply connected regions of higher connectivity.
The Chebyshev approximation in conjunction with linear programming has been used by
Hartman and Opfer [1986] for conformal mapping of simply connected regions onto the unit
disk. A simple approximation formula has been derived by Zemach [1986] for the boundary
mapping function which gives a remarkably good fit for mappings of regions with highly
distorted boundaries. This method is based on reducing the nonlocal integral equation for
the mapping function to a local equation depending on the nature of the distorted regions.
The Schwarz-Christoffel formula has always been used in mappings of polygons and related
regions, but the treatment of the singularity problem in these cases has been only recently
investigated by Barnard and Pearce [1986], Elcrat and Trefethen [1986], and Trefethen and
Williams [1986]. Boundary problems for analytic functions and integral equations with
transformations have been discussed by Lu [1994], and a comprehensive theoretical account
on conformal mapping and boundary problems can be found in Wen [1992].
The advantages of integral equation formulation in conformal mapping can be summa-
rized as follows: All integral equations obtained in any conformal mapping problem (except
Arbenz’s integral equation, see §13.3) are Fredholm integral equations of the second kind
with bounded kernel, except for Symm’s integral equation which is of the first kind with a
kernel that has a logarithmic singularity. The Fredholm integral equations of second kind
are never ill-conditioned, and there are reliable error estimates available for them. However,
the drawback with the equations of second kind is that the kernel has singularity at points
in the neighborhood of the boundary (but not on the boundary itself unless it has a corner
singularity) where computational difficulties often arise. This situation, on the other hand,
does not occur with the equations of the first kind.
The best strategy for developing a computational method based on an integral equation
formulation is to make sure that the solution is periodic and unique. This permits an
effective use of the trapezoid rule which is highly accurate on smooth contours. Another
feature to look for is that the mapping onto canonical regions (unit disk, annulus, or slit
disks) produces systems of linear equations and avoids solving systems of nonlinear equations
as in Fornberg’s, Guteknecht’s, or Wegman’s methods.
 1.2 MODERN DEVELOPMENTS 11

Some classical applications of conformal mappings to steady-state problems of mathe-

matical physics and especially for the solution of Laplace’s equation can be traced to the
beginning of the twentieth century. A noteworthy contribution to the theory of elasticity is
by Muskhelishvili [1963]. Modern contributions can be found in areas of fluid flow, heat con-
duction, solidification, electromagnetics, ion optics, acoustics, vibrations, wave guides, and
grid generation, to name a few; a detailed review and biography of the applications through
1972 is available in Laura [1975]. The problem of flow and heat transfer in conduits of
arbitrary shape in space vehicles was investigated by Sparrow and Haji-Sheikh [1966]. This
study was extended to noncircular conduits with uniform wall temperature by Casarella
et al. [1971]. Unsteady heat conduction problems in bars of arbitrary cross section were
investigated by Laura et al. [1964; 1965; 1968]. Ives [1976] analyzed the incompressible flow
between two concentric circles and computed the streamlines by using Garrick’s method
of conjugate functions. The problem of solidification of steady-state and transient frozen
layers in rectangular channels has been solved by Siegel, Goldstein and Savino [1970]. In
transient solidification the shape of a frozen region is determined by mapping it onto a po-
tential plane and then computing the time-dependent conformal map between the potential
and the physical plane. The thermoelastic problem of uniform heat flow distributed by an
isolated hole of ovaloid form was investigated by Florence and Goodier [1960] and extended
by Deresiewicz [1961] to holes which are mapped onto the unit circle and approximated by
polynomials.
Wilson [1963] and Richardson [1965] used conformal mapping to determine the stresses
in solid propellant rocket grains by solving an integral equation of the Fredholm type and
a system of coupled integral equations. The method of computing the conformal mapping
function and the related eigenvalue problem for plane regions with irregular boundaries was
published by Laura [1968]. The ion problem connected with the trajectory of a charged par-
ticle in a plane electric field and a normal magnetic field was solved by Naidu and Westphal
[1966] by using the Schwarz-Christoffel transformation. Conformal mapping techniques of
simply and doubly connected regions have been used, among others, by Kasin and Merkulov
[1966], Laura [1967], Laura et al. [1972], and Schinzinger and Laura [2003].
Conformal mapping has been applied to acoustic waveguides of complicated cross section
where the Galerkin method is applied to obtain a functional approximation for the solution
of the boundary value problem. The grain of a solid propellant rocket motor with a starlike
internal propagation is in the form of a circular cylinder bounded by a thin case. To solve
any boundary value or eigenvalue problem, the grain cross section is conformally mapped
onto a circle or an annulus. Studies on the shear vibrations of such rocket motors were
done by Baltrukonis et al. [1965] and Laura and Shahady [1966], and Schinzinger and
Laura [2003]. Conformal mapping techniques are used in a study on the Rayleigh-Taylor
instability for ideal fluid by Menikoff and Zemach [1980; 1983]. Grid generation for cascades
of blades and inlet flows has been investigated by Inoue [1983; 1985]. The Kirchhoff flow
problem past a polygonal obstacle was solved by Trefethen [1986]. Other contemporary
applications can be found in the book on numerical conformal mapping edited by Trefethen
[1986].
Computational conformal mapping in the present decade is still progressing steadily.
Fast algorithms are being developed. Computational conformal mapping is being used
in engineering problems that require grid generation and related domain simplification.
Although the use of conformal mapping in reducing or eliminating singularities in solutions
of integral and integro-differential equations is one important issue, the choice of an initial
good guess in Newton’s method is another. Much has developed since the evolution of
computer technology around 1955, and this subject has reached maturity.
12 1 INTRODUCTION

1.3 In Retrospect
Finally, the following quote from Bernhard Riemann’s Inaugural Dissertation, Göttingen,
1851, is worthy of presentation.
“Die Ausführung dieser Theorie, welche, wie bemerkt, einfache durch Grössenopera-
tionen bedingte Abhängigkeitsgesetze ins Licht zur setzen bestimmt ist, unterlassen wir
indess jetzt, da wir die Betrachtung des Ausdrucken einer Function gegenwärtig auss-
chliessen.
Aus demselben Grunde befassen wir uns hier auch nicht damit, die Brauchbarkeit
unserer Sätze als Grundlagen einer allgemeinen Theorie dieser Abhängigkeits-gesetze
darzuthun, wozu der Beweis erfordert wird, dass der hier zu Grunde gelegte Begriff einer
Function einer veränderlichen complexen Grösse mit dem einer durch Grs̈senoperationen
ausdrückbaren Abhängigkeit vollig zusammenfällt.”
This book starts with the Riemann mapping theorem and its implications developed since
its acceptance as “one of the most important theorems of complex analysis” (Ahlfors [1953:
172]).

References used: Ahlfors [1953], Andersen et al. [1962], Barnard and Pearce [1986], Berrut [1986],
Elcrat and Trefethen [1986], Freiberg [1951], Gaier [1964; 1983], Goluzin [1969], Gutknecht [1986], Hartman
and Opfer [1986], Hoidn [1986], Hübner [1979; 1986], Ives [1982], James [1971], Jawson [1963], Jawson and
Symm [1977], Kantorovich and Krylov [1958], Kerzman and Stein [1978], Kerzman and Trummer [1986],
Kober [1957], Laura [1975], Lawrentjew and Schabat [1967], Lu [1994], Mayo [1986], Mikhlin [1957], Nehari
[1949; 1952], Papamichael et al. [1981; 1983; 1984; 1986], Schinzinger and Laura [2003], Seidel [1952], Symm
[1966], Trefethen [1980], Trefethen and Williams [1986], Wegmann [1979; 1986], Wen [1992], Zemach [1986].
2
Conformal Mapping

Some basic concepts and results from complex analysis are presented. They include har-
monic functions, Cauchy’s theorem, Cauchy kernel, Riemann mapping theorem, analytic
continuation, and the Schwarz reflection principle. Proofs for most of the results can be
found in textbooks.

2.1 Definitions
Let Rn denote the Euclidean n-space, and R+ the set of nonnegative real numbers. The
complement of a set B with respect to a set A is denoted by A\B (or compl(B) if the
reference to set A is obvious), the product of the sets A and B by A × B, and the closure
of a set A by Ā.

A complex-valued function f is said to belong to the class C k (D) if it is continuous

together with its kth derivatives, in a domain D, 0 ≤ k < ∞. In this case we often say
that f is a C k (D)-function, or that f is a C k -function on D, where a C 0 -function is written
simply as a C-function. The function f in the class C k (D), for which all kth derivatives
admit continuous continuations in the closure D̄, form the class of functions C k (D̄). The
class C ∞ (D) consists of functions f which are infinitely differentiable on D, i.e., continuous
partial derivative of all orders exist. These classes are linear sets. Thus, every linear
combination λf + µg, where λ and µ are arbitrary complex numbers, also belongs to the
respective class.

Let C denote the complex plane. If a ∈ C and r > 0, then

B(a, r) = {z ∈ C : |z − a| < r},

B̄(a, r) = {z ∈ C : |z − a| ≤ r},
∂B(a, r) = {z ∈ C : |z − a| = r}, (2.1.1)

denotes, respectively, an open disk, a closed disk, and a circle, each of radius r and centered
at a. The open unit disk B(0, 1) is sometimes denoted by U . A connected open set A ⊆ C
is called a region (or domain). The extended complex plane is denoted by C∞ . Then ∂∞ D
14 2 CONFORMAL MAPPING

is the boundary of a set D in C∞ , i.e.,


∂D if D is bounded,
∂∞ D =
∂D ∪ {∞} if D is unbounded.

If D is a region in C∞ , then the following statements are equivalent: (a) D is simply

connected, (b) C∞ \D is connected, and (c) ∂∞ D is connected. Regions that have more
than one layer over the complex plane are called Riemann surfaces.
Let z = x + iy be the complex variable in the z-plane, where x and y are arbitrary real
numbers. Similarly, let w = u + iv be the complex variable in the w-plane, where u and v
are arbitrary real numbers. Then a function w = f (z) defined on a domain D in the z-plane
and taking values in the w-plane is called a (complex) function of a complex variable. Let
z0 ∈ D be a nonisolated point of D, so that every neighborhood of z0 contains a point of D
other than z0 itself. Then a complex number A is said to be the derivative of the function
′
w = f (z) at a point z = z0 relative to the domain D, denoted by fD (z0 ), if, given any
ε > 0, there exists a δ > 0 such that 0 < |z − z0 | < δ, z ∈ D, implies

f (z) − f (z0 )
A− < ε. (2.1.2)
z − z0
′
In this case we say that w = f (z) is differentiable at z = z0 with derivative A = fD (z0 ),
f (z) − f (z0 )
where A is the limit of the differential quotient in the direction z → z0 in the
z − z0
deleted neighborhood 0 < |z − z0 | < δ. Note that above differential quotient is bounded by
some constant C, and thus, |f (z) − f (z0 )| ≤ C|z − z0 | for sufficiently small |z − z0 |, z ∈ D.
Hence,
lim f (z) = f (z0 ).
z→z0

Thus, f (z) is continuous at z = z0 relative to the domain D.

2.1.1 Analytic Functions. A function is said to be analytic (synonymously, holomorphic

or regular) on a domain D in the z-plane if f (z) is differentiable on D, i.e., it is differentiable
at every point of D. The derivative of f (z) is denoted by f ′ (z), without explicit reference
to the domain D. Thus, a function f (z) is said to be analytic on a domain D if f (z) is
analytic at a point z = z0 , where z0 ∈ D.
The increment of a complex function w = f (z) differentiable relative to a domain D can
be written as
′
∆w = f (z0 + h) − f (z) = fD (z0 )h + ε(h)h, h = z − z0 , (2.1.3)

′
where ε(h) → 0 as h → 0. Suppose we denote the quantity fD (z0 )h, called the principal
linear part of the increment ∆w, by dw(z0 ), or briefly by dw or df , while writing the
increment h as an independent variable dD z or simply dz. Then the quantities dw, df, dz
are called the differentials, and the derivative can be written as the ratio of differentials

dw df
f ′ (z0 ) = = . (2.1.4)
dz dz
 2.1 DEFINITIONS 15

Some of the properties of the differential are:

(i) d(kf ) = kdf ;
(ii) d(f ± g) = df ± dg;
(iii) d(f g) = f dg + g df ;
 f  g df − f dg
(iv) d = , g(z0 ) 6= 0.
g g 2 (z0 )
z + z̄ z − z̄
Let z = x + i y be a complex number. Then z̄ = x − i y, x = , and y = . Also
2 2i

∂f 1 ¯ = ∂f = 1 (fx + i fy ) .
∂f = = (fx − i fy ) , ∂f (2.1.5)
∂z 2 ∂ z̄ 2

A function f : D 7→ C is analytic on D iff ∂f¯ = 0, which is equivalent to the Cauchy-

Riemann equations for the function w = f (z) = u(x, y) + iv(x, y):

ux = vy , uy = −vx , (2.1.6)

or, in polar form (z = reiθ ),

1 1
ur = vθ , vr = − uθ . (2.1.7)
r r
Thus,
f ′ (z) = ux + i vx = vy − i uy . (2.1.8)

The Cauchy-Riemann equations are necessary conditions for f (z) to be analytic on D.

However, merely satisfying the Cauchy-Riemann equations alone is not sufficient to ensure
x4 − y 4
the differentiability of f (z) at a point in D. For example, the function f (z) = 3 +
x + y3
4 4
x +y
i 3 , f (0) = 0, z ∈ C, is not differentiable at the origin, although it satisfies the
x + y3
Cauchy-Riemann equations there: ux (0, 0) = 1 = vx (0, 0) = vy (0, 0), uy (0, 0) = −1, but by
limit definition, f ′ (0) = (1 + i)/2 along the line y = x.
1 ¯ 1
The following results are obvious: ∂ (log |z|) = , ∂ (log |z|) = , ∂f = ∂¯f¯, and the
2z 2z̄
Laplacian
∂2 ∂2
∇2 ≡ + = 4∂¯ ∂ = 4∂ ∂.
¯ (2.1.9)
∂x2 ∂y 2
The Cauchy-Riemann equations (2.1.6) for the function f (z) = u(x, y) + iv(x, y) satisfy the
partial differential equations
ux vx + uy vy = 0,
(2.1.10)
∇2 u = 0, ∇2 v = 0.

∂ ∂
Using the gradient vector ∇ ≡ i + j , the first equation in (2.1.10) can be written as
∂x ∂y
the inner (scalar) product:
∇u, ∇v = 0. (2.1.11)

Then the Cauchy-Riemann equations yield |∇u| = |∇v| = |f ′ (z)|. Eq (2.1.11) also signifies
the orthogonality condition for the families of level curves defined by u(x, y) = const and
v(x, y) = const.
16 2 CONFORMAL MAPPING

If w = u + iv, then
   
z 2 + |z|2 z 2 − |z|2
ℜ{z} · ℜ{w} = ℜ w , ℑ{z} · ℑ{w} = ℑ w . (2.1.12)
2z 2iz

Example 2.1. Let f (z) = z̄ = x − iy. Its real and imaginary parts do not satisfy the
Cauchy-Riemann equations, and hence z̄ does not have a complex derivative. In general,
the function f (z, z̄) that depends on z̄ is not complex-differentiable. 
Let E denote a closed bounded infinite set of points in the z-plane. For the points
z1 , z2 , . . . , zn ∈ E the Vandermonde determinant is defined by
n
Y
V (z1 , z2 , . . . , zn ) = (zi − zj ) , n ≥ 2. (2.1.13)
i,j=1
i6=j

Let us define the numbers

dn = Vn2/n(n−1) , (2.1.14)
where dn+1 ≤ dn . Since dn does not exceed the diameter1 of the set E for any n, it
follows that the sequence {dn } approaches a finite limit as n → ∞. This limit is called
the transfinite diameter of the set E and is denoted by diam(E), i.e., diam(E) = lim dn .
n→∞
When the set E has finitely many points, we take diam(E) = 0. 

Example 2.2. If f (z) = z z̄, then f ′ (z) exists only at z = 0. To prove, note that
∂u ∂u ∂v ∂v
f (z) = |z|2 = x2 +y 2 , so that u = x2 +y 2 and v = 0. Then = 2x, = 2y, =0= .
∂x ∂y ∂x ∂y
Hence, the Cauchy-Riemann equations are satisfied only when x = 0 = y, i.e., only when
z = 0. This function not analytic anywhere else. 

2.1.2 Integration. Let f be a C-function on an open set D ⊂ C, and let Γ be a piecewise

C 1 -continuous curve in D. If |f (z)| ≤ M for all points z ∈ Γ, i.e., for all z = γ(t) for
t ∈ [a, b], where M > 0 is a constant, then
Z
f dz ≤ M l(Γ), (2.1.15)
Γ

where Z Z
b b p
′
l(Γ) = |γ (t)| dt = x′ (t)2 + y ′ (t)2 dt (2.1.16)
a a
is the arc length of the path Γ. In general, by applying the triangle inequality, we get
Z Z Z b
f dz ≤ |f | |dz| = |f (γ(t)| |γ ′ (t)| dt. (2.1.17)
Γ Γ a

If γ : [a, b] →
7 C defines a piecewise smooth contour Γ and F is a function defined and
analytic on a region containing Γ, then
Z
F ′ (z) dz = F (γ(b)) − F (γ(a)). (2.1.18)
Γ

1 The diameter of the set E is defined as sup{|zi − zj | : zi , zj ∈ E}, i, j = 1, 2, . . . , n (i 6= j).

E
 2.2 JORDAN CONTOUR 17

If γ(a) = γ(b), then

Z
F ′ (z) dz = 0. (2.1.19)
Γ

This result is known as the fundamental theorem for line integrals (contour integration)
in the complex plane. Thus, if a function f is defined and analytic on a region D ⊂ C
and if f ′ (z) = 0 for all points z ∈ D, then f is a constant on D. If f is a C-function on
a region D, then the following three statements are equivalent:
(i) If Γ1 and ZΓ2 are two paths in D from a point z1 ∈ D to a point z2 ∈ D, then
Z
f (z) dz = f (z) dz, i.e., the integrals are path-independent.
Γ1 Γ2 Z
(ii) If Γ is a Jordan contour lying in D, then f (z) dz = 0, i.e., the integrals on a closed
Γ
contour are zero.
(iii) There exists a function F defined and analytic on D such that F ′ (z) = f (z) for all
z ∈ D, i.e., there exists a global antiderivative of f on D.
A function Φ(z), analytic inside a region with boundary Γ = ∪nk=1 Γk , is said to be
sectionally analytic on Γ if Φ(z) is continuous on each Γk from both left and right except at
C
the end points where it satisfies the condition |Φ(z)| ≤ , where c is the corresponding
|z − c|α
end point of Γk , and C and α are real constant with α < 1.
Let w = f (z) be an analytic function, regular in a simply connected region D, and α
be an interior point of D and a simple zero of f (z) such that f (α) = 0 and f ′ (α) 6= 0.
Moreover, let z0 ∈ D be a first approximation of the zero α, i.e., z0 is close to α. Then

∞
X  
f (z0 )n dn f −1 (w)
n
α= (−1)
n=0
n! dwn w=f (z0 )
(  −1  )
df (w)
= exp −f (z0 ) ,
dw w=f (z0 )

where z = f −1 (w) denotes the inverse function of f (z) and the exponential function operates
symbolically on the differential symbol (Blaskett and Scherdtfeger [1945-1946:266]).

2.1.3 Fatou’s Lemma. Let fn : I 7→ R be nonnegative, extended real-valued, measurable

functions defined in an interval ZI and such that the sequence {fn } converges pointwise to
the function f : I 7→ R. If lim fn < ∞, then f is integrable and
n→∞ Γ

Z Z
f ≤ lim fn . (2.1.20)
I n→∞ Γ

2.2 Jordan Contour

A simple closed curve Γ in C is a path γ : [a, b] 7→ C such that γ(t) = γ(s) iff t = s or
|t − s| = b − a. In what follows, a simple closed curve will be called a Jordan contour. The
Jordan curve theorem states that if Γ is a simple contour, then C\Γ has two components,
one called the interior of Γ, denoted by Int(Γ), and the other called the exterior of Γ,
18 2 CONFORMAL MAPPING

denoted by Ext(Γ), each of which has Γ as its boundary. Thus, if Γ is a Jordan contour,
then Int(Γ) and Ext(Γ) ∪ {∞} are simply connected regions.
Let a continuous curve Γ, defined by γ(t) = α(t) + iβ(t), be divided into n arcs σk =
⌢
zk−1 zk , k = 1, . . . , n, where zk = γ(tk ) for k = 0, 1, . . . , n, such that the end point of each
arc, except the last one, overlaps the initial point of the next arc. If we join each segment
[zk−1 , zk ], k = 1, . . . , n, by straight line segments (see Figure 2.1, where n = 5), we obtain
a polygonal line L inscribed in Γ. The segments of L are the chords joining the end points
of the arcs σk , and
Xn
l = length of L = |zk − zk−1 | . (2.2.1)
k=1

The curve Γ is said to be rectifiable if

n
X
sup |zk − zk−1 | = l < +∞,
P
k=1

where the least upper bound is taken over all partitions P = {a = t0 , t1 , · · · , tn = b} of the
interval [a, b], a ≤ t ≤ b. The nonnegative number l is called the length of the curve Γ. The
curve is said to be nonrectifiable if the sums (2.1.13) become arbitrarily large for suitably
chosen partitions.

z5
z2

z3

Γ z4
z0 L
z1
Figure 2.1 Rectifiable curve.

A piecewise smooth curve Γ,e defined by γ e = [ã, b̃] 7→ C, is called a reparameterization of

a curve Γ, defined by γ = [a, b] 7→ C if there exists a function α ∈ C 1 , α : [a, b] 7→ [ã, b̃] with
α′ (t) > 0, α(a) = ã and α(b) = b̃, such that γ(t) = γ e(α(t)), t ∈ [a, b]. Then
Z Z
f= f
Γ e
Γ

for any C-function f defined on an open set containing the image of γ (which is equal to
the image of γ
e ).

2.2.1 Hölder Condition. Let f (t) be defined on a Jordan curve Γ (open or closed). If
α
|f (t1 ) − f (t2 )| ≤ A |t1 − t2 | , 0 < α ≤ 1, (2.2.2)

for arbitrary points t1 , t2 ∈ Γ (t1 6= t2 ), where A > 0 and α are real constants, then f (t)
is said to satisfy the Hölder condition of order α, or simply f (t) satisfies the condition
H α , denoted by f (t) ∈ H α . The condition H 1 is known as the Lipschitz condition. If
f (t) ∈ C(Γ) and f (t) ∈ H α , then we say that f (t) is Hölder-continuous on Γ. If f ∈ C(Γ)
and f ∈ H 1 , then f (t) is said to be Lipschitz-continuous.
 2.3 METRIC SPACES 19

2.3 Metric Spaces

Let S denote the set of all real-valued sequences. Then S is a vector space if addition and
scalar multiplication of vectors si , ti ∈ S for i = 1, 2, . . . are defined coordinatewise, i.e.,
{si } + {ti } = {si + ti }, and λ {si } = {λ si } for a scalar λ. The Fréchet metric (distance)
d ({si }, {ti }) is defined for {si }, {ti } ∈ S by
∞
X |si − ti |
d ({si }, {ti }) = . (2.3.1)
i=1
(1 + |si − ti |) 2i

n ∞
X o
The space ℓp , 1 ≤ p < ∞, is defined by ℓp = {si } : |si |p < ∞ . Since the sum of any
i=1
two elements in ℓp is also in ℓp , then ℓp is a vector subspace of S. Define a norm k · kp on
ℓp by
X∞ 1/p
k{si }kp = |si |p . (2.3.2)
i=1
p
Then it can be shown that ℓ is closed underPvector additionP and k · kp satisfies the triangle
inequality. Let {si }, {ti } ∈ ℓp be such that |si |p = 1 and |ti |q = 1, where p and q are
1 1
called conjugate exponents such that p > 1 and + = 1. Then
p q
Hölder inequality:
∞
X X
∞ 1/p X
∞ 1/q
|si ti | ≤ |si |p |ti |q . (2.3.3)
i=1 i=1 i=1

Cauchy-Schwarz inequality:
v v
∞ u∞ u∞
X uX uX
|si ti | ≤ t |si | t
2 |ti |2 . (2.3.4)
i=1 i=1 i=1

Minkowsky’s inequality:
X
∞ 1/p X
∞ 1/p X
∞ 1/p
|si + ti |p ≤ |si |p + |ti |p , p ≥ 1. (2.3.5)
i=1 i=1 i=1

Note that p = 1 gives the triangle inequality.

Let L2 denote the Hilbert space of all square-integrable analytic functions f in a simply
connected region D with boundary Γ. A functionZ Zf (z) regular in D is said to belong to the
class L2 (D) (we say, f ∈ L2 (D) ) if the integral |f (z)|2 dSz < +∞, where dSz = dx dy
D
denotes an area element in D. The (surface)-norm kf k2,D of f (z) is defined by
ZZ
kf k22,D = |f (z)|2 dSz . (2.3.6)
D

If two functions f, g ∈ L2 (D), then their inner product is defined by

ZZ
f, g = f (z) g(z) dSz . (2.3.7)
D
20 2 CONFORMAL MAPPING

Let Γ be the rectifiable Jordan boundary of the region D, of length l, and let Γρ denote the
image of the circle |w| = ρ under the mapping z = g(w) = f −1 (w), 0 < ρ < R. If f (z) is
regular in D, then the integral
Z Z 2π p 2
2
|f (z)| dsz = ρ f (g(w)) g ′ (w) dφ, w = ρ eiφ , (2.3.8)
Γr φ=0

where dsz denotes a line element on Γ, is a monotone increasing function. We say that
f ∈ L2 (Γ) if this integral remains bounded as ρ → R, i.e.,
Z Z
lim |f (z)|2 dsz = |f (z)|2 dsz = kf k22,Γ ,
ρ→R Γρ Γ

where kf k22,Γ is the (line)-norm of f . For any two functions f, g ∈ L2 (Γ), we define their
inner product as Z
f, g = f (z) g(z) dsz . (2.3.9)
Γ

If the disk B(z0 , r) ⊂ D, then


 1 RR
 2 D
|f (z)|2 dSz , if f ∈ L2 (D),
2
|f (z0 )| = πr (2.3.10)
 1 R |f (z)|2 dsz , if f ∈ L2 (Γ).

2πr Γ

Let a region have a piecewise continuous boundary Γ, and let f (z), g(z) be regular in D,
and f ′ (z) and g ′ (z) continuous in D̄. Then
ZZ Z
′ 1
f, g = f (z) g ′ (z) dS z = f (z) g(z) dsz . (2.3.11)
D 2i Γ

This is known as Green’s formula. It is useful in converting a surface integral into a line
integral. This formula also holds for multiply connected regions. The integral along Γ is
taken in the positive sense, i.e., the region D remains to the left as one traverses the contour
Γ. The following inequality is also useful: If f ∈ L2 (D), then f ∈ L2 (Γ), and
ZZ Z
l
|f (z)|2 dSz ≤ |f (z)|2 dsz . (2.3.12)
D 2 Γ

We will denote by L∞ the Hilbert space of 2π-periodic and bounded functions f with
the norm
kf k∞ = max |f (x)|, (2.3.13)
[0,2π]

and by W the Sobolev space of 2π-periodic and absolutely continuous functions f , with
f ′ ∈ L2 [0, 2π]. Then
kf k = max (kf k∞ , kf ′ k2 ) ,

and (W, k · k) is a Banach space. Thus, if f, g ∈ (W, k · k), then (i) kf k ≥ 0; (ii) kf k = 0
implies that f = 0; (iii) kα f k = |α| kf k for a scalar α; and kf + gk ≤ kf k + kgk which is
known as the triangle inequality.
 2.4 BASIC THEOREMS 21

2.4 Basic Theorems

Some basic theorems from the theory of functions of a complex variable are presented
without proofs which can be found in standard textbooks on the subject.
Theorem 2.1. (Cauchy’s theorem) Let f be analyticZ on a region D, and let Γ be a
closed contour which is homotopic to a point in D. Then f = 0.
Γ
Note that a set is said to be simply connected if every closed contour Γ ⊂ D is homotopic
(as a closed curve) to a point in D, i.e., to some constant curve. Some local versions of
Cauchy’s theorem are as follows:
Theorem 2.2. (Cauchy-Goursat theorem for a disk) Let f : B 7→ C be analytic on a
disk B = B(z0 , r) ⊂ D. Then (i) there exists a function F : B 7→ C which is analytic on B
and is such that F ′ (z) = f (z) forZall z ∈ B (i.e., f has an antiderivative on B); and (ii) If
Γ is a closed contour in B, then f = 0.
Γ
This theorem also holds if f is continuous on B and analytic on D\{z1 } for some fixed
z1 ∈ D.
Theorem 2.3. (Cauchy-Goursat theorem for a rectangle) Let R denote a rectangle with
sides parallel to the coordinate
Z axes, and let f be a function defined and analytic on an open
set D containing R. Then f = 0.
Γ
Even if the function f is analytic on D except at some fixedZpoint z1 ∈ D which does not
lie on the contour R, and if lim (z − z1 )f (z) = 0, then also f = 0. The two theorems
z→z1 Γ
1.2.2 and 1.2.3 hold (a) if f is bounded on a deleted neighborhood of z1 , or (b) if f is
continuous on D, or (c) if lim f (z) exists.
z→z1
The index of a curve Γ with respect to a point z0 ∈ C is the integer n that expresses how
many times Γ winds around z0 . This index is denoted by I(Γ, z0 ) and is called the winding
number of Γ with respect to z0 . Thus,
Z
1 dz
I(Γ, z0 ) = . (2.4.1)
2πi Γ z − z0

In fact, 
±n if z0 ∈ Int(Γ),
I(Γ, z0 ) =
0 if z0 ∈ Ext(Γ).
Theorem 2.4. (Cauchy’s integral formula) Let f be analytic on a region D, and let Γ
be a simple closed contour in D that is homotopic to a point in D. Let z0 ∈ D be a point
not on Γ. Then Z
1 f (ζ)
f (z0 ) · I(Γ, z0 ) = dζ. (2.4.2)
2πi Γ ζ − z0
The integrand in (2.4.2) is known as the Cauchy kernel defined by

1 f (z)
H(z, z0 ) = . (2.4.3)
2πi z − z0

The formula (2.4.2) is a special case of integrals of the Cauchy type. If we set
Z
1 g(ζ)
F (z) = dζ, (2.4.4)
2πi Γ ζ −z
22 2 CONFORMAL MAPPING

where Γ : [a, b] 7→ C is a simple contour and g a C-function defined on the image Γ([a, b]),
then F is analytic on C\Γ([a, b]) and is infinitely differentiable, such that its kth derivative
is given by Z
k! g(ζ)
F (k) (z) = dζ, k = 1, 2, . . . . (2.4.5)
2πi Γ (ζ − z)k+1
Then Cauchy’s integral formula for the derivatives is
Z
(k) k! f (ζ)
f (z) · I(Γ, z0 ) = dζ, k = 1, 2, . . . . (2.4.6)
2πi Γ (ζ − z)k+1

Let f be analytic on a region D and let Γ = ∂B(z0 , R) be a circle lying in D. If |f | ≤ M

for all z ∈ Γ, then for k = 0, 1, . . . , we have

k!
|f (k) (z0 )| ≤ M. (2.4.7)
Rk

This result is known as Cauchy’s inequality. A corollary is the Liouville theorem which
states that the only bounded entire functions are constants. A partial converse of Cauchy’s
theoremZ is known as Morera’s theorem which states that if f is continuous on a region D
and if f dz = 0 for every closed contour Γ in D, then f is analytic on D, and f = F ′ for
Γ
some analytic function F on D.
Two very useful corollaries of Cauchy’s integral formula (2.4.2) are:
(i) The maximum modulus theorem which states that if f is a nonconstant analytic function
on a region D with a simple boundary Γ, then |f | cannot have a local maximum anywhere
in Int(Γ).
(ii) The mean value property of an analytic function f defined on the circle ∂B(z0 , r) states
that Z 2π
1

f (z0 ) = f z0 + reiθ dθ. (2.4.8)
2π 0
An application of the maximum modulus theorem is
Lemma 2.1. (Schwarz lemma) Let f be analytic on the open unit disk U , and suppose
that |f (z) ≤ 1 for all z ∈ U and f (0) = 0. Then |f (z)| ≤ |z| for all z ∈ U and |f ′ (0)| ≤ 1.
If |f (z0 )| = |z0 | for some z0 ∈ U , z0 6= 0, then f (z) = cz for all z ∈ U , where c is some
constant such that |c| = 1.
A consequence of the Schwarz lemma is: If f (z) is analytic on the disk |z| < R such that
M M
f (0) = 0, and |f (z)| ≤ M , where M > 0 is a constant, then |f (z)| ≤ |z|, |f ′ (0)| ≤
R R
M
on this disk, where the equality holds only for f (z) = eiα z, α real (Wen [1992:26-27]).
R

2.4.1 Singularities. Let f be analytic on a deleted neighborhood of z0 : {z : 0 < |z − z0 | <

r}. In such a case we say that z0 is an isolated singularity of f , and the Laurent series
expansion of f at z0 is

bn b1
f (z) = · · · + n
+ ··· + + a0 + a1 (z − z0 ) + · · · , 0 < |z − z0 | < r. (2.4.9)
(z − z0 ) z − z0

If z0 is an isolated singularity of f and if all but a finite number of bn in the expansion

(2.4.9) are zeros, then z0 is called a pole of f , and if k 6= 0 is the highest integer such that
 2.4 BASIC THEOREMS 23

g(z)
bk 6= 0, then z0 is called a pole of order k. In this case f (z) = n , where g(z) is
(z − z0 )
analytic at z = z0 and g(z0 ) 6= 0. If z0 is a pole of order 1, it is called a simple pole. If
infinitely many bn are nonzero, then z0 is called an essential singularity. A singularity is
essential if it is not a pole or a branch point; for example, e1/z at z0 = 0.
P
∞
n
If f has a removable singularity at z0 , then f (z) = an (z − z0 ) is a convergent power
n=0
series, where f (z0 ) = a0 which is analytic at z0 .
Cauchy’s Formula. The deleted neighborhood 0 < |z − a| < r is a multiply connected
1
domain, and the function , n = 1, 2, . . . , is analytic on this domain, but not on the
(z − a)n
whole disk |z − a| < r. Then we have

 2π
I Z 
 ei(1−n)θ
dz 2π  ir1−n = 0 if n 6= 1,
= ir1−n ei(1−n)θ dθ = i(1 − n) 0 (2.4.10)
C (z − a)n 0 
 2π
 iθ = 2πi if n = 1.
0

√
Branch Points. There are algebraic branch points of degree n as in f (z) = n z at
z = z0 ; and there are logarithmic branch points of degree ∞ such as log z at z = z0 . In
general, the power function z a = ea log z is analytic at z = z0 if a ∈ Z is an integer; it has
an algebraic branch point of degree q at the origin if a = p/q is rational, non-integral with
0 6= p ∈ Z and 2 ≤ q ∈ Z with no common factor, and is a logarithmic branch point of
degree ∞ at z = 0 for a not rational.

2.4.2 Residues. If f has an isolated singularity at z0 , then the Laurent series expansion of
f in a deleted neighborhood of z0 is given by (2.4.9). The coefficient b1 is called the residue
of f at z0 , written as b1 = Res (f, z0 ). If f is analytic in a region D ∈ C, and if Γ is any
circle around z0 whose interior lies in D, then
Z
f (z) dz = 2πi b1 . (2.4.11)
Γ

1 1 1
As an example, using the Laurent series expansion e1/z = 1 + + 2 +···+ +···,
z z n!z n
we have Res{e1/z } = 1 at z0 = 0.
Theorem 2.5. If f is analytic in a region D ∈ C and has an isolated singularity at
z0 ∈ D, then
(a) z0 is an isolated singularity if any one of the following conditions hold: (i) f is
bounded in a deleted neighborhood of z0 ; (ii) lim f (z) exists; or (iii) lim (z − z0 )f (z) = 0.
z→z0 z→z0

(b) z0 is a simple pole iff lim exists and is nonzero; this limit is equal to the residue of
z→z0
f at z0 .
(c) z0 is a pole of order ≤ k (or possibly a removable singularity) iff any one of the
following conditions hold: (i) There is a constant M > 0 and an integer k ≥ 1 such that
M k+1 k
|f (z)| ≤ k
in a deleted neighborhood of z0 ; (ii) lim f (z) = 0; or (iii) lim f (z)
|z − z0 | z→z0 z→z0
exists.
24 2 CONFORMAL MAPPING

(d) z0 is a pole of order k ≥ 1 iff there is an analytic function g defined on a neighborhood

g(z)
A of z0 defined by A\{z0 } ⊂ D, such that g(z0 ) 6= 0, and such that f (z) = for
(z − z0 )k
z ∈ A, z 6= z0 .

Let f be analytic in a region D and let z0 ∈ D. Then f has a zero of order k at z0

iff f (z0 ) = 0, . . . , f (k−1) (z0 ) = 0, f (k) (z0 ) 6= 0. It is obvious from Taylor’s series of f
at z0 that f can be written as f (z) = (z − z0 )k g(z), where g(z) is analytic at z0 , and
g(z0 ) = f (k) (z0 )/k! 6= 0.

It follows from Theorem 2.5(d) that if f (z) has a pole (of finite order k) at z0 , then
|f (z)| → ∞ as z → z0 . However, if f has an essential singularity at z0 , then |f | will not,
in general, approach ∞ as z → z0 . In fact, by Picard’s theorem (Picard [1879]), if f has
an essential singularity at z0 and if A is any arbitrary small deleted neighborhood of z0 ,
then for all ζ ∈ C, ζ 6= z0 , the equation f (z) = ζ has infinitely many solutions in A except
possibly for one value.

Theorem 2.6. (Casorati-Weierstrass theorem) Let f have an essential singularity a z0

and let w ∈ C. Then there exist z1 , z2 , . . . , zn → z0 , such that f (zn ) → w.

sin z
Example 2.2. (i) The function f (z) = has removable singularity at z = 0,
z
because lim z · (sin z)/z = lim sin z = 0. (ii) The function f (z) = ez /z has a simple pole
z→0 z→0
at z = 0, because lim z · ez /z = 1; this singularity is not removable. (iii) The function
z→0
f (z) = (ez − 1)2 /z has a removable singularity at z = 0, because lim z · (ez − 1)2 /z = 1.
z→0
(iv) The function f (z) = z/(ez − 1) has a removable singularity, because (ez − 1)/z =
1 + z/2! + z 2 /3! + · · · → 1 as z → 0. (v) If f (z) and g(z) are analytic, both having zeros of
f (z) f (k) (z0 )
order k at z0 , then f (z)/g(z) has a removable singularity at z0 and lim = .
z→z0 g(z) g(k)(z0 )
(vi) If f is analytic in a region containing a circle Γ and its interior and has a simple zero
1 R zf ′ (z)
at z0 inside or on Γ, then z0 = dz.
2πi Γ f (z)

ez (z − 3)
Also, f (z) = has simple pole at z = 1 and z = 5.
(z − 1)(z − 5)
cos z
f (z) = has simple pole at z = 1. 
1−z
Since it is not convenient to develop the Laurent series expansion of all functions f (z)
with all types of singularities, it is desirable to directly develop techniques to determine
residues of f .

Case 1. Since f has a removable singularity at z0 iff lim (z − z0 )f (z) = 0, we have

z→z0

Theorem 2.7. If g(z) and h(z) are analytic functions, both having zeros at z0 of the
g(z)
same order, then f (z) = has a removable singularity at z0 .
h(z

Some examples are: (i) ez /(z − 1)has no singularity at z0 = 0; (ii) (ez − 1)/z has a
removable singularity at 0 because both ez − 1 and z have zeros of order 1 (although each
 2.4 BASIC THEOREMS 25

of then vanishes at z = 0 but their derivatives do not); and (iii) z 2 / sin z has a removable
singularity at z0 = 0 because both numerator and denominator have zeros of order 2.

Case 2. Pole of order k.

Theorem 2.8. Let f have an isolated singularity at z0 and let k be the smallest non-
k
negative integer such that lim (z − z0 ) f (z) exists. Then f (z) has a pole of order k at z0 .
z→z0
k
Let φ(z) = (z − z0 ) f (z), such that φ is defined uniquely at z0 and analytic at z0 . Then

φ(k−1) (z0 )
Res (f, z0 ) = . (2.4.12)
(k − 1)!

Theorem 2.9. Let g and h be analytic at z0 , with g(z0 ) 6= 0, and let h(z0 ) = 0 = · · · =
h(k−1) (z0 ), h(k) (z0 ) 6= 0. Then the function g(z)/h(z) has a pole of order k and the residue
at z0 is given by

h k! ik
Res(g/h, z0 ) = ×
h(k) (z0 )
h(k) (z0 )
0 0 ··· 0 g(z0 )
k!
h(k+1) (z0 ) h (k)
(z0 )
0 ··· 0 g ′ (z0 )
(k + 1)! k!
h(k+2) (z0 ) h(k+1) (z0 ) h(k) (z0 ) g ′′ (z0 ) .
··· 0
(k + 2)! (k + 1)! k! 2! (2.4.13)
.. .. .. .. ..
. . . ··· . .
(2k−1) (2k−2) (2k−3) (k+1)
h (z0 ) h (z0 ) h (z0 ) h (z0 ) g (k−1) (z0 )
···
(2k − 1)! (2k − 2)! (2k − 3)! (k + 1)! (k − 1)!

ez
Example 2.3. Let f (z) = . Here g(z) = ez , h(z) = sin3 z, k = 3. Then by formula
sin3 z
(2.4.13),

3! 1 0 1 0 0 1
Res ez / sin3 z, 0 = 0 1 1 = −1 1 1 = 1.
6
− 21 0 1
2 −1 0 1
2

Case 3. (Essential singularity at z0 ) In the case of essential singularity at z0 there is no

simple formula except finding the Laurent series expansion for f (z).
Example 2.4. Since

 z2  1 1 
f (z) = ez+1/z = ez · e1/z = 1 + z + + ··· 1 + + + · · ·
2! z 2!z 2
1n 1 1 1 o
= 1+ + + + ··· ,
z 2! 2!3! 3!4!

which gives
1 1 1
Res(f, 0) = 1 + + + + ··· ,
2! 2!3! 3!4!
 26 2 CONFORMAL MAPPING

where the resulting series cannot be summed explicitly. 

A summary of methods to determine residues is given in Table 2.1.

Table 2.1: Summary of methods to determine residues.

Function Test Singularity Type Residue at z0
1. f (z) lim (z − z0 )f (z) = 0 removable 0
z→z0
g(z)
2. g and h have zeros removable 0
h(z)
of same order
3. f (z) lim (z − z0 )f (z) exists simple pole lim (z − z0 )f (z)
z→z0 z→z0
and is not zero
g(z) g(z0
4. g(z0 ) 6= 0, h(z0 ) = 0, simple pole
h(z) h′ (z0 )
h′ (z0 ) 6= 0
g(z) g (k) (z0 )
5. g has zero of order k, simple pole (k + 1)
h(z) h(k+1) (z0 )
h has zero of order k + 1
g(z) g ′ (z0 ) 2 g(z0 )h′′′ (z0 )
6. g(z0 ) 6= 0, h(z0 ) = 0 = pole of order 2 2 −
h(z) h′′ (z0 ) 3 [h′′ (z0 )]2
= h′ (z0 ), h′′ (z0 ) 6= 0
g(z)
7. g(z0 ) 6= 0 pole of order 2 g ′ (z0 )
(z − z0 )2
g(z) g ′′ (z0 ) 3 g ′ (z0 )h(iv) (z0 )
8. g(z0 ) = 0, g ′ (z0 ) 6= 0, pole of order 2 3 −
h(z) h′′′ (z0 ) 2 [h′′′ (z0 )]2
h(z0 ) = 0, h′ (z0 ) =
= h′′ (z0 ) = 0, h′′′ (z0 ) 6= 0
φ(k−1) (z)
9. f (z) k is the smallest integer pole of order k lim
z→z0 (k − 1)!
such that lim φ(z0 ) exists,
z→z0
where φ(z) = (z − z0 )k f (z)
g(z) φ(k−1) (z)
10. g has zero of order l; and pole of order k lim , where
h(z) z→z0 (k − 1)!
h has zero of order (k + l) φ(z) = (z − z0 )k (f (z)/h(z))
g(z)
11. g(z0 ) 6= 0, h(z0 ) = · · · =, pole of order k residue given by formula
h(z)
h(k−1) (z0 ) = 0, h(k) (z0 ) 6= 0 (2.4.13) in Theorem 2.9

2.4.3 Boundary Values for Cauchy Integral. If the boundary Γ of a simply connected
region D is rectifiable and if f (z) is regular in D and continuous on D̄, then Cauchy’s
integral formula (2.4.2) holds for every z0 ∈ D. For the boundary values we have the
following result: Let the boundary Γ of D be smooth, and let f (z) be regular in D and
continuous on D̄. Then for a point z0 ∈ Γ which is not a corner point

Z
1 f (ζ)
f (z0 ) = dζ. (2.4.14)
πi Γ ζ − z0

In the case when z0 ∈ Γ is a corner point with inner angle απ, 0 < α < 2, the boundary
 2.4 BASIC THEOREMS 27

value f (z0 ) is given by

Z
1 f (ζ)
f (z0 ) = − Γ dζ, (2.4.15)
απi ζ − z0
where the integral is taken as a Cauchy p.-v. integral. If D is the region exterior to the
Jordan curve Γ which is traversed in the positive sense and if f (z) is regular at z = ∞, then
the boundary value at a point z0 ∈ Γ which is not a corner point is given by
Z
1 f (ζ)
f (z0 ) = − − Γ dζ + 2 f (∞), (2.4.16)
πi ζ − z0

and at a corner point z0 ∈ Γ with the inner angle α, 0 < α < 2, by

Z
1 f (ζ)
f (z0 ) = − Γ dζ + 2 f (∞). (2.4.17)
(2 − α)πi ζ − z0

The integrals in (2.4.14)-(2.4.17) are taken as Cauchy principal-values (see Appendix B for
details on p.-v. integrals)

2.4.4 Argument Principle. (Cauchy’s argument principle) This principle relates to the
difference between the number of zeros and poles of a meromorphic function to a contour
integral of the function’s logarithmic derivative, and is defined by
I
f ′ (z)
dz = 2πi(N − P ), (2.4.18)
Γ f (z)

where N is the number of zeros and P the number of poles, each counted according to its
multiplicity. In other words, it is the number of windings around the point w = 0 made by
the point w = f (z) as z traverses Γ once in the counterclockwise direction equals N − P .

2.4.5 Plemelj Formulas. If Γ is a contour, then

Z
1 1 f (ζ)
F + (ζ0 ) = f (ζ0 ) + dζ,
2 2πi Γ ζ − ζ0
Z (2.4.19)
1 1 f (ζ)
F − (ζ0 ) = − f (ζ0 ) + dζ,
2 2πi Γ ζ − ζ0

where F + (ζ0 ) and F − (ζ0 ) are the limiting values from the right and left of Γ, respectively,
f (ζ) satisfies the Hölder condition on Γ, and ζ0 does not coincide with those end points
where f (ζ0 ) 6= 0. If ζ0 coincides with an end point where f (ζ0 ) = 0, then F + (ζ0 ) =
F − (ζ0 ) = f (ζ0 ). A proof for these formulas can be found in Muskhelishvili [1953/1992].
Another set of useful formulas is as follows:

Y∞  
z2
sin πz = πz 1− 2 , (2.4.20)
n=1
n
∞
X ∞  
1 1 X 1 1
π cot πz = = + + , (2.4.21)
n=−∞
z−n z n=1 z−n z+n

where the series converges in the Cauchy sense.

28 2 CONFORMAL MAPPING

2.5 Harmonic Functions

The functions whose Laplacian is zero are known as harmonic functions. Thus, a real-valued
function u(x, y) ∈ C 2 (D) is said to be harmonic in a region D if ∇2 u = 0. Some properties
of harmonic functions in R2 are as follows:
(i) The function
1 1
=p (2.5.1)
r (x − x0 ) + (y − y0 )2
2

is harmonic in a region that does not contain the point (x0 , y0 ).

(ii) If u(x, y) is a harmonic function in a simply connected region D, then there exists a
conjugate harmonic function v(x, y) in D such that u(x, y) + i v(x, y) is an analytic function
of z = x + iy = (x, y) in D. In view of the Cauchy-Riemann equations (2.1.6),
Z x,y
v(x, y) − v(x0 , y0 ) = (−uy dx + ux dy) , (2.5.2)
x0 ,y0

where (x0 , y0 ) = z0 is a given point in D. This property is also true if D is multiply

connected. However, in that case the conjugatep function, v(x, y) can be multiple-valued, as
we see by considering u(x, y) = log r = log x2 + y 2 defined on a region D containing the
origin which has been indented by a small circle centered at the origin. Then, in view of
(2.5.2),
y
v(x, y) − v(x0 , y0 ) = tan−1 ± 2nπ + const, n = 1, 2, . . . ,
x
which is multiple-valued.
(iii) Since derivatives of all orders of an analytic function exist and are themselves analytic,
any harmonic function will have continuous partial derivatives of all orders, i.e., a harmonic
function belongs to the class C ∞ (D), and a partial derivative of any order is again harmonic.
(iv) A harmonic function must satisfy the mean-value theorem, where the mean value at a
point is evaluated for the circumference or the area of the circle around that point. If u is
harmonic on a region containing the closed disk B̄(z0 , r), where z0 = x0 + iy0 , then

Z 2π
1

u(x0 , y0 ) = u z0 + r eiθ dθ. (2.5.3)
2π 0

(v) In view of the maximum modulus theorem (§1.2), the maximum (and also the minimum)
of a harmonic function u in a region D occurs only on the boundary of D. This result is
known as
Theorem 2.10. (Maximum Principle) A nonconstant function which is harmonic inside
a bounded region D with boundary Γ and continuous in the closed region D̄ = D ∪ Γ attains
its maximum and minimum values only on the boundary of the region.
Thus, u has a maximum (or minimum) at z0 ∈ D, i.e., if u(z) ≤ u(z0 ) (or u(z) ≥ u(z0 ))
for z in a neighborhood B(z0 , ε) of z0 , then u = const in B(z0 , ε).
(vi) The value of a harmonic function u at an interior point in terms of the boundary values
∂u
u and is given by Green’s third identity (A.8).
∂n
(vii) If u and U are continuous in D̄ and harmonic in D such that u ≤ U on Γ, then u ≤ U
also at all points inside D. In fact, the function U − u is continuous and harmonic in D.
 2.5 HARMONIC FUNCTIONS 29

Hence U − u ≥ 0 on Γ. Then, in view of the maximum principle (Theorem 2.10), we require

that U − u ≥ 0 at all points inside D.
(viii) If u and U are continuous in D̄ and harmonic in D for which |u| ≤ U on Γ, then
|u| ≤ U also at all points inside D. In fact, the three harmonic functions −U, u, and U
satisfy the relation −U ≤ u ≤ U on Γ. Then, by (vii), −U ≤ u ≤ U at all points inside D,
or |u| ≤ U inside D.
Theorem 2.11. (Harnack theorem) Suppose that {un (z)} is a monotone increasing
sequence of harmonic functions on a region D, which is convergent at a point z0 ∈ D. Then
{un (z)} is uniformly convergent on closed sets in D.
Let z0 6= ∞ be any point inside D, and let K denote the closed disk B̄(z0 , R) such that
K ⊂ D. Then, if r = |z − z0 | ≤ R, the Harnack inequality

R−r R+r
un (z0 ) ≤ un (z) ≤ un (z0 ) (2.5.4)
R+r R−r

holds for any annulus 0 < r < R with center at z0 , provided that un (z) are harmonic and
nonnegative on the disk B(z0 , R).
Theorem 2.12. (Identity theorem) If f (z) is analytic on a region D, z0 ∈ D, and {zk }∞ 1
is a sequence of distinct points in D such that zk → z0 , and f (zk ) = 0 for k = 1, 2, . . . ,
then f (z) ≡ 0 on D.
This theorem is useful in establishing certain identities, including the concept of analytic
continuation.
1 x y
Example 2.5. (i) The function f (z) = = 2 2
−i 2 y = 0 is harmonic
z x +y x + y2
everywhere except at the singularity at x = 0 = y.
(ii) The function

z−1 (z − 1)(z̄ + 1) |z|2 + z − z̄ − 1

f (z) = = =
z+1 (z + 1)(z̄ + 1) |z + 1|2
2 2
x +y −1 2y
= 2 2
=i
(x + 1) + y (x + 1)2 + y 2

is harmonic everywhere except at the singularity at x = −1, y = 0.

(iii) The function f (z) = log z = log r eiθ = log r +
iθ has real and imaginary parts
as follows: ℜ{log z} = log r = log |z| = 12 log x2 + y 2 , which is harmonic everywhere
except at x = 0 = y; and ℑ{log z} = θ = arg{z}, which is not defined at x = 0 = y and
is a multiple-valued harmonic function everywhere else; it is only specified up to integral
multiples of 2π. If z = x > 0 is real and positive, then log z = log x is the real logarithm
provided we choose arg{x} = 0. However, if z = x < 0, then log z = log |x| + (2k + 1)πi, k ∈
Z, is complex for all arg{x}. also, z = 0 is called the logarithmic branch point. 

∂v
2.5.1 Harmonic Conjugate. Write the Cauchy-Riemann equations (2.1.6) as =
∂x
∂u ∂v ∂u
− , = . These equations can be rewritten in vector form as an equation of grad v,
∂y ∂y ∂x
known as the skew gradient of u, i.e.,
 
−uy
∇v = ∇⊥ u, where ∇⊥ = . (2.5.5)
ux
30 2 CONFORMAL MAPPING

It is orthogonal to grad u everywhere and is of same length, i.e.,

∇u · ∇⊥ u = 0, k∇uk = k∇⊥ uk.

This means that the gradient of a harmonic function and that of its harmonic conjugate
are mutually orthogonal vector fields having the same Euclidean length:

∇u · ∇v = 0, k∇uk = k∇vk. (2.5.6)

Next, ∇⊥ u has a potential function v iff the corresponding line integral is independent
of path, i.e., for every closed curve C ⊂ D, where D is simply connected, and every
harmonic function u,
Z Z Z
0= ∇v · dx = ∇⊥ u · dx = ∇u · n ds
ZCZ C
ZZ C

= ∇ · ∇u dx dy = ∇2 u dx dy,
D D

by divergence theorem (Appendix A). This proves the existence of harmonic conjugate
functions.
The geometrical significance of Eq (2.5.5) is as follows: The gradient ∇u is normal to the
level curves of u(x, y), which are the sets {u(x, y) = c} where ∇u assumes a fixed constant
value. Also, ∇v is orthogonal to ∇u, which is tangent to the level curves of u. Similarly,
∇v is normal to its level curves. Since their tangent directions ∇u and ∇v are orthogonal,
the level curves of u and v form a orthogonal system of plane curves, except at a critical
point where ∇u = 0. Then ∇u = ∇⊥ u = 0. Thus, orthogonality of level curves does not
necessarily hold at critical points, although critical points of u are the same as those of v
and also the same as critical points of f (z) where f ′ (z) = 0.
Note that the harmonic conjugate does not exist only on the punctured plane Ω =
C\{0} because of the logarithmic potential. In fact, if u(x, y) is a harmonic function on
ΩR = {0 < |z| < R},pwhere 0 < R ≤ ∞, then there exists a constant c such that
ũ(x, y) = u(x, y) − c log x2 + y 2 is also harmonic and possesses a single-valued harmonic
conjugate ṽ(x, y). Thus, the function f˜ = ũ + ṽ is analytic on ΩR and the original function
u(x, y) is the real part of the multiple-valued analytic function f (z) = f˜(z) + c log z. This
fact is useful in the analysis of airfoils.

2.5.2 Capacity. Let D∗ denote the complement of the region D that includes the point
z = ∞. Then the region D∗ can be covered by regions D∗(n) with boundaries Γ∗(n) ,
n = 1, 2, . . . . The Green’s function Gn (z, ∞) of the regions D∗(n) is a harmonic function
in D∗(n) except at the point z = ∞ which assumes the value zero on Γ∗(n) and in a
neighborhood of ∞ behaves such that lim [Gn (z, ∞) − log |z|] = γn exists (and is finite).
z→∞
The quantity γn is called Robin’s constant for the regions D∗(n) . Hence, in a neighborhood
of z = ∞
Gn (z, ∞) = log |z| + un (z) + γn , (2.5.7)
where un (z) is a harmonic function in D∗(n) , including the point z = ∞, and un (z) → 0
as z → ∞. Since D∗(n) ⊂ D∗(n+1) , the function Gn+1 (z, ∞) − Gn (z, ∞) is harmonic in
D∗(n) , including the point ∞. In view of the maximum principle (Theorem 2.10), the last
statement is true everywhere in the region D∗(n) , i.e., for all z ∈ D∗(n)

Gn+1 (z, ∞) ≥ Gn (z, ∞), γn+1 ≥ γn . (2.5.8)

 2.6 UNIVALENT FUNCTIONS 31

In view of the Harnack theorem, the sequence of functions {un + γn }, where un (∞) = 0,
either converges to ∞ in D∗ or converges to a harmonic function u(z)+γ such that u(∞) = 0.
In the latter case, the quantity γ is called Robin’s constant for the region D∗ , the quantity
C = e−γ is called the capacity of the region D∗ (denoted by cap (D∗ )), and the function
G(z, ∞) is called Green’s function for the region D∗ , which assumes nonnegative values
everywhere in D∗ , but these values need not be zero. For example, at isolated boundary
points of D∗ the value of G(z, ∞) is positive. In the case when un (z) + γn → ∞ for z ∈ D∗ ,
we have γn → ∞ because un (∞) = 0. In this case the capacity of the region D is taken as
zero. The following results are useful:
Theorem 2.13. For the region D∗ , containing the point at infinity, to have a Green’s
function G(z, ∞), it is necessary and sufficient that the capacity of its boundary Γ be positive.
Theorem 2.14. The capacity of an arbitrary closed and bounded region D is equal to
its transfinite diameter, i.e., cap (D) = diam(D).

2.6 Univalent Functions

If we place a sphere such that the complex plane is tangent to it and the origin coincides
with the south pole, then we can transfer all points of C to the sphere by projection from
the north pole. This is called a stereographic projection which is a one-to-one map of C
onto the sphere, such that its image is the whole sphere except the north pole which then
corresponds to the point at infinity z = ∞.
A mapping f of a region D onto a region G is called analytic iff it is differentiable.
The mapping f is called conformal if it is bijective and analytic. The conformal mapping
theorem states that if a mapping f : D 7→ G is analytic and f ′ (z0 ) 6= 0 for each z ∈ D,
then f is conformal. Thus, f rotates tangent vectors to curves through z0 by a definite
angle θ and magnifies (or contracts) them by a factor r. The mapping f is conformal if it
is analytic with a nonzero derivative. Two important properties are the following:
(i) If f : D 7→ G is conformal and bijective (i.e., one-to-one and onto), then f −1 : G 7→ D
is also conformal and bijective.
(ii) If f : D 7→ G and g : G 7→ E are conformal, then the composition f ◦ g : D 7→ E is
conformal and bijective.
Property (i) is useful in solving boundary value problems (e.g., the Dirichlet problem) for
a region D. The method involves finding a map f : D 7→ G such that G is a simpler region
on which the problem can be first solved, and then the result for the original problem is
provided by f −1 . Since the Dirichlet problem involves harmonic functions (see §1.3), the
following result on the composition of a harmonic function with a conformal map is useful:
If u is harmonic on a region G and if f : D 7→ G is conformal, then u ◦ f is harmonic on D.
In fact, let z ∈ D and w = f (z) ∈ G. Then there is an analytic function g on the open disk
B(w, ρ) ⊂ G such that u = ℜ{g}. Thus, u ◦ g = ℜ{g ◦ f }, which is harmonic since g ◦ f is
analytic. A mapping in which both the magnitude and the sense of the angles between the
curves and their images are preserved is said to be a conformal mapping of the first kind,
but if the sense of the angles is reversed, then it is called a conformal mapping of the second
kind.
32 2 CONFORMAL MAPPING

D g G

h
f

0 1

Figure 2.2 Mappings.

Theorem 2.15. (Riemann mapping theorem) Let D ⊂ C be a simply connected region.

Then there exists a bijective conformal map f : D 7→ U , where U is the open unit disk.
Moreover, the map f is unique provided that f (z0 ) = 0 and f ′ (z0 ) > 0 for z0 ∈ D.
A proof of this theorem is available in Appendix C. This theorem implies that if D and
G, both contained in C, are any two simply connected regions, then there exists a bijective
conformal map g : D 7→ G. If f : D 7→ U and h : G 7→ U , then g = h−1 ◦ f is bijective
conformal (Figure 2.2). Thus, the two regions D and G are said to be conformal if there
exists a bijective conformal map between them.
A bijective conformal map is also called a univalent map. A function w = f (z) defining
a univalent mapping is called a univalent function on a domain D if it is one-to-one and
analytic on D. Its inverse image is also a univalent function defined on the image region.
In the study of univalent mappings the first question asked is whether a given region can
be mapped univalently onto another region. In the case of simply connected regions it is
necessary that the two regions have the same connectivity. Once this condition is met, we
can inquire about the possibility of univalent conformal mapping of various regions onto
a given simply connected region. To determine how a simply connected region is mapped
onto a simply connected region, we must know their mappings onto a standard region, such
as the unit disk. This enables us to obtain the required mapping first by mapping the given
region onto the unit disk and then mapping the unit disk onto the other region. Now the
question arises whether an arbitrary simply connected region can be mapped onto the unit
disk. It turns out that this is always possible except for two cases, namely, when the region
is the entire plane and when it has a single boundary point. Note that the requirement
that the boundary orientation be preserved even in the mapping of regions with non-Jordan
boundaries is important. Consider, for example, the map w = sin z which is analytic on the
strip −π/4 < x ≤ 3π/4 and maps bijectively the two boundaries of this strip onto the two
boundaries of the hyperbola u2 − v 2 = 1/2, which make the boundary of a simply connected
region (curved strip). But the boundary of this curved strip is not traversed in the positive
sense. Other simple examples of functions that are not univalent in the lower or the upper
half-plane are w = z 2 , and w = sinh z, although they are analytic in C and map bijectively
the real axis ℑ{z} = 0 onto the real axis ℑ{w} = 0. Thus, the function w = f (z), analytic
on the half-plane ℑ{z} > 0 and continuous on the closed region ℑ{z} ≥ 0, grows as |z| → ∞
f (z)
at most as fast as Cz 2 , i.e., the ratio 2 is bounded for 0 ≤ arg{z} ≤ π and a sufficiently
z
large |z|.
 2.6 UNIVALENT FUNCTIONS 33

The Riemann mapping theorem also implies that there exists a unique function w = F (z)
that is regular in D, that is normalized at a finite point z0 ∈ D by the conditions F (z0 ) = 0
and F ′ (z0 ) = 1, and that maps the region D univalently onto the disk |w| < 1. In fact, the
f (z)
function F (z) = is such a function, where f (z), with f (z0 ) = 0 and f ′ (z0 ) > 0, is the
f (z0 )
function mentioned in the Riemann mapping theorem, and the radius of the disk onto which
1
the function w = F (z) maps the region D is R = ′ . If there exists another function
f (z0 )
w = F1 (z), with F1 (z0 ) = 0 and F1′ (z0 ) = 1, that maps D onto a disk |w| < R1 , then, by
F1 (z) 1
the Riemann mapping theorem, we could have = f (z), and hence, = f ′ (z0 ), i.e.,
R R1
f (z)
F1 (z) = ′ = F (z), which proves the uniqueness of the mapping function w = F (z).
f (z0 )
1
The quantity R = ′ is called the conformal radius of the region D at the point z0 ∈ D.
f (z0 )
Since D∗ = Ext(Γ) is simply connected, Green’s function G(z, ∞) for D∗ coincides with
log |f (z)|, where the function w = f (z) maps D∗ univalently onto |w| > 1 such that
f (∞) = ∞. Then, Robin’s constant γ for the region D∗ is equal to log |f ′ (∞)|, and
1
∩(D∗ ) = ′ = R, where R is the conformal radius of the region D∗ (with respect to
|f (∞)|
∞), i.e., the number R is such that the region D∗ is mapped univalently onto |w| > R by a
normalized function w = F (z) with F (∞) = ∞ and F ′ (∞) = 1. Thus, in view of Theorems
2.13 and 2.14, we have the following theorem.
Theorem 2.16. The capacity, and hence the transfinite diameter of a bounded simply
connected region D, is equal to the conformal radius of the region D∗ which is the comple-
ment of the region D in C∞ and contains the point at infinity.

2.6.1 Conformality and Uniqueness. Conformality is a local phenomenon; it applies

to small neighborhoods D of a point z0 which is mapped from the z-plane onto the w-plane
by the function w = f (z) (see Theorem 2.17 below). Suppose that f (z) is analytic at the
point z0 and that f ′ (z0 ) 6= 0. Let f ′ (z0 ) = m eiα , and let z − z0 = ∆rz ei∆θz . Then f (z) =
f (z0 )+ f ′ (z0 )(z − z0 ), which in the w-plane yields to w − w0 = ∆rw ei∆θw . As z0 approaches
z, where z, z0 ∈ D, the point w0 approaches w, which gives w − w0 = f ′ (z0 )(z − z0 ), or

∆rw ei∆θw = f ′ (z0 ) ∆z ei∆θz = m∆rz E i(α+∆θz ) . (2.6.1)

Then

∆rw = m∆rz , m = mod f (z0 ),

∆θw = α + ∆θz , α = arg{f ′ (z0 )}. (2.6.2)

Note that α depends only on z0 , and not on z. Thus, the angle α that appears in ∆θw as a
rotation remains the same at every z ∈ D. Let us consider a curve Cz in terms of the points
zi , i = 1, 2, . . . , k, shown in Figure 2.3. If we map this curve Cz from the z-plane onto the
w-plane, it will undergo a small rotation by α and a magnification (compression) by a factor
shown in Figure 2.3. Hence, this limiting process with infinitesimally small increments of
34 2 CONFORMAL MAPPING

area elements ∆Sz and ∆Sw leads to

 2  2
∆Sw ∂u ∂u
lim = |f ′ (z)|2 = +
∆z→0 ∆Sz ∂x ∂y
∂u
∂u ∂v ∂u ∂v pduy
= − = ∂x
∂v ∂v = J, (2.6.3)
∂x ∂y ∂y ∂x
∂x ∂y

where J is the Jacobian of the transformation w = f (z). This transformation is one-to-one

when f ′ (z) 6= 0 or j 6= 0.
This transformation of incremental length and areas can be summarized, for later use,
by the following results:

Transformation of incremental length: |dw| = |f ′ (z)| |dz|; (2.6.4)

′
Transformation of incremental areas ∆Sz 7→ ∆Sw : dw dw̄ = f (z) f ′ (z) dz dz̄,
′ 2
du dv = |f (z)| , dx dy;
or (2.6.5)
ZZ
Area bounded = |f ′ (z)|2 dx dy; (2.6.6)
D
dw
Magnification factor : m= = f ′ (z). (2.6.7)
dz
where  2  2  2  2
∂u ∂v ∂u ∂v
|f ′ (z)|2 = + = + . (2.6.8)
∂x ∂x ∂y ∂y

wk
y v •
z1 z2
• zk w2 •
• •
w1
•
∆θ z
k
z 0• α + ∆θ z
k
∆θ z
k
x w0• u

z- plane w - plane
Figure 2.3 Limiting process.

The condition for a well-defined one-to-one mapping is that there must be no critical
points, i.e., there must be no point z0 at which f ′ (z0 ) = 0, or f ′ (z0 ) = ∞, because oth-
dz 1
erwise the inverse relationship = as well as α = arg{f ′ (z0 ) would become
dw dw/dz
indeterminate.
A domain of transformed points in the w-plane is called schlicht or simple if none of its
points originates from more than one point each in the z-plane.
However, the following example shows that the conformal map guaranteed by the Rie-
mann mapping theorem is not unique, in the sense that in certain cases one can get a choice
of more than one conformal map.
 2.6 UNIVALENT FUNCTIONS 35

Example 2.6. In order to construct a mapping that maps the half-disk C(0, 12 ) = {|z| <
1, ℑ{z} > 0} onto the entire unit disk C(0, 1) = {|z| < 1}, the map w = z 2 will not work
because the image of B(0, 21 ) omits the positive real axis, thus yielding a disk with a slit
{|w| < 1, 0 < arg{w} < 2π}. In order to get the entire unit disk, we may consider the
w−1
mapping z = (see Map 3.17) which maps the right half-plane {ℜ{w} > 0 onto the
w+1
unit disk. It also maps the upper right quadrant {0 < arg{w} < π/2} onto the half unit
z+1
disk C(0, 21 ). Then its inverse w = will then map the half-disk C(0, 21 ) onto the upper
z−1
right quadrant.
iz 2 + 1
However, the mapping (3.3.39), w = (see Map 3.44), maps the upper right
iz 2 − 1
quadrant onto the unit disk C(0, 1). Since
z + 1
2
iw + 1 i +1 (i + 1)(z 2 + 1) + 2(i − 1)z z 2 + 2iz + 1
w= = z−1 = = −i ,
 z+1 
iw2 − 1 (i − 1)(z 2 + 1) + 2(i + 1)z z 2 − 2iz + 1
i −1
z−1

we find that, omitting the factor −i which merely rotates the disk by −π/2, the mapping

z 2 + 2iz + 1
w= (2.6.9)
z 2 − 2iz + 1

is another choice for the solution of the problem. 

Theorem 2.17. (Local inverse theorem) If w = f (z) is conformal

  at z0 , there exists a
function f −1 such that z0 = f −1 (w0 ). Then w = f (z) = f f −1 (w) , where z = f −1 (w),
and  df (z) −1
df −1 (w) 1 df (z)
= = , provided 6= 0 or f is conformal.
dw df (z) dz dz
dz
Proof. Using z = x + iy and w = u + iv, the mapping w = f (z) corresponds to a
pair of simultaneous equations u = u(x, y), v = v(x, y) with du = ux dx + uy dy and =
vx dx + vy dy. Now, if the inverse mapping f −1 exists, then we have x = x(u, y), y = y(u, v)
with dx = xu ] du + xv dv and dy = yu du + uv dv. Hence,

dx = xu (ux dx + uy dy) + xv (vx dx + vy dy) .

Since dx and dy are independent, their coefficients must vanish, i.e.,

1 = xu ux + xv vx , 0 = xu uy + xv vy , (2.6.10)

These equations admit a solution only if

ux uy
6= 0.
vx vy

The determinant is known as the Jacobian defined by

∂(u, v) u uy
J= = x = ux vy − vx uy .
∂(x, y) vx vy
36 2 CONFORMAL MAPPING

Thus, f −1 exists if J 6= 0. Since f is analytic, the Cauchy-Riemann equations (2.1.6) give

∂f 2 df 2
J = u2x + vx2 = = 6= 0.
∂x dz

Returning to the solution of (2.6.10), we have

1 1 vx vy 1 ux 1 uy
xu = = , xv = =− .
J 0 vy J J uy 0 J

Similarly
vx ux
yu == , yv = .
J J
ux vx
Then since f is analytic, we have xu = = yv and xv = = −yu . Hence f −1 is
J J
analytic. 
Note that this theorem proves only the existence of a local inverse. Nothing global is
mentioned. Thus, if f is a many-to-one mapping, then f −1 exists only in a neighborhood
of one of the branches of the multiple valued function f −1 .

2.6.2 Conformal and Isogonal Mappings. Let C1 and C2 be two curves in the
z-plane that intersect at the point z0 , and let G1 and G2 be the images of C1 and C2 ,
respectively, under the mapping w = f (z). Then G1 and G2 intersect at w0 which is the
image of z0 . Assume that f (z) is analytic at all points of C1 and C2 and that z0 is not
a critical point. Let λk , k = 1, 2, be the parameters that define Ck and Gk . Then the
tangents to the two curves at the point of intersection are given by

dz
τ1 (w0 ) = f ′ (z0 ) = f ′ (z0 )t1 (z0 ), (2.6.11)
dλ1 z0

′ dz
τ2 (w0 ) = f (z0 ) = f ′ (z0 )t2 (z0 ). (2.6.12)
dλ2 z0

Thus, |τk (w0 )| = |f ′ (z0 )||tk (z0 )| for i = 1, 2 where the angles ψk (w0 ) = θk (z0 ) + φ(z0 ), and
thus,
∆ψ(w0 ) = ψ1 (w0 ) − ψ2 (w0 ) = θ1 (z0 ) − θ2 (z0 ) = ∆θ(z0 ). (2.6.13)

This result states (see Figure 2.4) that the magnitude and the sign of the angle subtended
by the tangents to the two curves in the z-plane is the same as the magnitude and sign
of the angle subtended by the tangents to the images of these two curves in the w-plane.
A mapping under which the magnitude and sign of the angle between the tangents to
two curves remains unchanged is called a conformal mapping. The sign of the difference
between the angles of Eq (2.6.13) is called the sense of the angle subtended by the tangents.
A transformation for which

|ψ1 (w0 ) − ψ2 (w0 )| = |θ1 (z0 ) − θ2 (z0 )|, (2.6.14)

but for which the sense of the angle may not be preserved is called an isogonal mapping.
Hence, a conformal mapping is isogonal but the converse may not be true. An application
 2.6 UNIVALENT FUNCTIONS 37

of the isogonal transformation is given in §21.6.

y v
t2 τ1
t1 G1
C2
C1 ∆ψ
∆θ G2

τ2

x u
0 0
z- plane w - plane
Figure 2.4 Conformal and isogonal mappings.

2.6.3 Conformal Mapping of an Area Element. A differential line element in a

region D in the z-plane from the point (x, y) to a point (x + dx, y + dy) is defined by
dz = dx + i dy. Similarly the differential line element in a region G in the w-plane from
(u, v) to (u + du, v + dv) is defined by dw = du + i dv. Consider a rectangular area element
A with sides dz1 = dx and dz2 = i dy. Then the images of dz1 and dz2 are differential
curves in the w-plane defined by dwk = duk + i dvk , k = 1, 2. The area of a rectangle with
sides z1 and z2 is given by A = |ℑ{z1∗ z2 )}|, and the area element in the z-plane is given by
dAz = dx dy and that in the w-plane by dAw = du1 dv2 − du2 dv1 , where dz1 is along a line
defined by y = const, and dz2 is along a line defined by x = const, the images of these two
lines in the w-plane are

df ∂f df 1 ∂f ∂f
dw1 = · dz1 = dx, dw2 = · dz2 = i dy = dy,
dz y=const ∂x dz x=const i ∂y ∂y

∂f ∂u ∂v ∂f ∂u ∂v
where w = f (z) = u(x, y) + i v(x, y). Since = +i and = +i , we have
∂x ∂x ∂x ∂y ∂y ∂y
 ∂u ∂v   ∂u ∂v 
dw1 = +i dx, dw2 = +i dy.
∂x ∂x ∂y ∂y

Hence, the differential area element in the w plane is given by

∂u ∂v ∂u ∂v
dAw = |ℑ{dw1∗ dw2 }| = − dx dy = J(u, v; x, y) Aw , (2.6.15)
∂x ∂y ∂y ∂x

where
∂u ∂u
∂u ∂v ∂u ∂v ∂x ∂y = ∂(u, v)
J(u, v; x, y) ≡ J(w; z) = − = ∂v ∂v
∂x ∂y ∂y ∂x ∂(x, y)
∂x ∂y
is the Jacobian of the transformation, which in view of the Cauchy-Riemann equations,
reduces to  ∂u 2 ∂v 2  ∂u 2  ∂u 2
J(w; z) = + = + . (2.6.16)
∂x ∂x ∂y ∂y
Note that J(w; z) is positive for all x and y. Since f is analytic in D, we get

dw 2
J(w; z) = |f ′ (z)|2 = . (2.6.17)
dz
38 2 CONFORMAL MAPPING

2.6.4 Analytic Continuation. Analytic continuation is an important aspect of conformal

mapping. Let a function f1 (z) be defined on a domain D1 and another function f2 (z) on
D2 . If D1 and D2 have a common subregion (i.e., if D1 ∩ D2 6= ∅) in which f1 (z) = f2 (z),
then f2 (z) is said to be the analytic continuation of f1 (z). This concept is closely related
to Taylor’s series. Suppose a function f (z) has a Taylor’s series expansion f1 (z) at z = z1 .
If there exists a singularity at zs , then the circle of convergence or a domain D1 within
which f1 (z) is analytic is given by the radius |zs − z1 | centered at z1 . Within D1 there
exists a point z2 for which the series expansion of f (z) is f2 (z) with a circle of convergence
or domain D2 which does not include the singular point zs . If D2 is close to the border
of D1 and the circle of convergence of f2 (z) extends beyond D1 , the f2 (z) is the analytic
continuation of f1 (z) into D2 , while f1 (z) = f2 (z) in D1 ∩ D2 .
The analytic continuation is unique. In fact, suppose that g1 and g2 are analytic continu-
ations of f from D1 into D2 . Then g1 (z) ≡ g2 (z) on D1 ∩ D2 , and thus, by identity theorem
(§1.3), g1 = g2 throughout D2 . Thus, in practice we will determine a single function F (z)
that is analytic on D1 ∪RD2 and is given by F (z) = f (z) on D1 , and F (z) = g(z) on D2 .
∞
For example, let f (z) = 0 e−zt dt. Notice that f (z) is analytic on ℜ{z} > 0 because after
evaluating the improper integral we find that f (z) = 1/z is analytic on ℜ{z} > 0. So we
take g(z) = 1/z. Since g(z) is analytic on C\{0}, g(z) becomes the analytic continuation
of f (z) from the right half-plane into the whole plane indented at the origin. Similarly, the
z
Laplace transform of cos at is analytic for ℜ{z} > 0; but the function 2 is its analytic
z + a2
continuation from the right half-plane into the whole plane indented at the points ±ia.

2.6.5 Chain Property. Let D0 , . . . , Dn be regions in C, and let fk : Dk−1 7→ Dk denote

conformal mappings for k = 1, . . . , n. Then the mapping g = fn ◦ · · · ◦ f1 , defined by

g(z) = fn (fn−1 (· · · f2 (f1 (z)) · · ·)) (2.6.18)

is a conformal mapping of D0 onto Dn . The mapping g is said to be composed of a chain

of mappings f1 , . . . , fn and is represented by the scheme

f1 f2 f2 fn−1 fn
D0 −→ D1 −→ D2 −→ · · · −→ Dn−1 −→ Dn . (2.6.19)

Thus, the set of regions on C can be divided into mapping classes such that two regions can
be mapped conformally onto each other iff they belong to the same mapping class. Figure
2.5, which represents an example of this chain property, is a composite of the following six
maps, in that order:
Map 2.1. w = −i z (rotation by −π), which maps the upper-half of the z-plane with a
vertical slit from z = 0 to z = i onto the right half-plane with a slit from w = 0 to w = 1.
Map 2.2. w = z 2 , which maps the right half-plane with a slit from z = 0 to z = 1 onto
the entire w-plane with a slit from −∞ < u < 1.
Map 2.3. w = z 2 − 1 (translation), which maps the entire z-plane with a slit from
−∞ < x < 1 onto the entire w-plane with the slit −∞ < u < 0 (negative real axis).
√
Map 2.4. w = z (see Map 4.26), which maps the entire z-plane with a slit −∞ < x < 0
(negative real axis) onto the right-half w-plane.
Map 2.5. w = iz (rotation by π), which maps the right-half z-plane onto the upper
half-plane ℑ{w} > 0.
 2.6 UNIVALENT FUNCTIONS 39

1−z
Map 2.6. w = (see Map 3.21), which maps the right-half z-plane onto the unit
1+z
disk |w| < 1.

y y y

z − iz z z2
x x x
0 0 1 1
0

z z 2− 1
y
y

z √z

x x
0 0

1− z
z
z iz 1+ z
y
y

x
0 1
x

Figure 2.5 Chain property of conformal mappings.

The practical applications of conformal mappings are related to the problem of construct-
ing a function which maps a given region onto a given region. Often we find an explicit
expression for the mapping function and determine it by applying the chain property.

Another example of the chain property is that the chain of mappings f1 : z 7→ z − 1,

f2 : z 7→ 2z, f3 : z 7→ z + 3i/2 maps the circle |z − 1| = 1 onto the circle |w − 3i/2| = 2,
being composite of the following maps, in that order:

Map 2.7. w(z) = z − 1 (translation); Map 2.8 w(z) = 2z (magnification); and Map 2.9.
3i
w(z) = z + (translation).
2

2.6.6 Schwarz Reflection Principle. If f (z) is analytic on a region containing a segment

of the real axis and is real-valued on this segment, then f (z) = f (z̄). This leads to the
concept of analytic continuation across the real axis when the function is known only on
one side. Let I denote a segment a < x < b, and let Γ be a Jordan arc joining a and b and
lying in ℜ{z} > 0. Then C = I ∪ Γ is a contour that encloses a region D lying entirely in
ℜ{z} > 0. If we reflect this region into the real axis, we get a region D′ that lies in the
lower half-plane and is bounded by I and Γ′ which is the reflection of Γ into the real axis.
40 2 CONFORMAL MAPPING

Then the region I ∪ D′ is symmetric about the real axis.

I
x
a b
D’

Γ’

Figure 2.6 Schwarz reflection principle.

If f (z) is continuous on D ∪ I, analytic on D, and real-valued on I, then the function

F (z) defined by

f (z), if z ∈ D ∪ I,
F (z) =
f (z), if z ∈ D′

is analytic on D ∪ I ∪ D′ (see Figure 2.6). If f is analytic on one side of a curve Γ and

cannot be continued analytically across Γ, then Γ is called a natural boundary for f . For
∞
X k
example, the unit circle |z| = 1 is a natural boundary for the function f (z) = z2 .
n=0
Let S + (S − ) denote the upper (lower) half-plane ℜ{z} > 0 (ℜ{z} < 0), respectively, or
vice-versa, with L as their common boundary (i.e., the real axis, Figure 2.7). Let f (z) be a
function defined at z ∈ S + , and let it be connected with the function f ∗ (z) defined in S −
by the relation
f ∗ (z) = f (z̄), (2.6.20)

i.e., f (z) and f ∗ (z) take conjugate complex values at points symmetric with respect to the
real axis, since the points z and z̄ are reflections of each other in L. We can rewrite the
relation (2.6.20) as f ∗ (z) = f¯(z), i.e., if f (z) = u(x, y) + iv(x, y), then f¯(z) = u(x, −y) −
iv(x, −y). If f (z) is regular (or meromorphic) in S + , then f ∗ (z) = f¯(z) is regular (or
meromorphic) in S − , and the relation (2.6.20) is symmetric as regards f and f ∗ , i.e.,

f (z) = f ∗ (z̄), (f ∗ (z))∗ = f (z).

If f (z) is a rational function

an z n + an−1 z n−1 + · · · + a0
f (z) = , (2.6.21)
bm z m + bm−1 z m−1 + · · · + b0

then f ∗ (z) = f¯(z) is obtained by simply replacing the coefficients by their conjugate complex
values. Let t be a real number, and assume that f (z) takes a definite limit value f + (t) as
z → t from S + . Then f ∗− (t) exists and

f ∗− (t) = f¯− (t) = f + (t), (2.6.22)

 2.6 UNIVALENT FUNCTIONS 41

because z̄ → t from S − as z → t from S + , and hence, f ∗ (z) = f (z̄) → f + (t).

S+ .z
x
0
S−
. _z

Figure 2.7 Reflections in the real axis.

We will assume that f (z) is regular on S + , except possibly at infinity, and continuous
on L from the left. Define a sectionally regular function F (z) by

f (z) for z ∈ S + ,
F (z) = (2.6.23)
f ∗ (z) for z ∈ S − .

Then, in view of (2.6.22)

F − (t) = F + (t), F + (t) = F − (t). (2.6.24)

These relations are useful when transforming the boundary conditions in any boundary
problem containing f + (t) and f + (t), or f − (t) and f − (t) into those involving F + (t) and
F − (t).
In view of the Schwarz reflection principle, another property is that of extending f (z).
If ℑ{f ∗ (t)} = 0 in any interval I of the real axis, then the function f ∗ (z) is the analytic
continuation of f (z) through the interval I because f ∗− (t) = f + (t) on this interval.

2.6.7 Conformal Equivalence. A conformal equivalence between two regions D and G

in the complex plane is a one-to-one analytic function f with f (D) = G. Thus, f ′ (z) 6= 0
for all z in D. Conversely, if f : D 7→ C is analytic such that f ′ never vanishes, then f is
not necessarily a conformal equivalence. As an example, consider f (z) = ez . However, if
f ′ (z) 6= 0 on D, then f is locally one-to-one and conformal. The Riemann mapping theorem
(Theorem 2.15) establishes the conformal equivalence of two regions. If f is a conformal
equivalence between the open sets D and G, then
ZZ
Area(G) = |f ′ |2 dz. (2.6.25)
D

Note that if f is an analytic function, then the Jacobian of f , regarded as a mapping from
R2 into R2 , X
is |f ′ |2 . Hence, if G is a simply connected region, g : D 7→ G is a Riemann map,
and g(z) = an z n in D, then from (2.6.25)
n

ZZ X
Area(G) = |g ′ |2 dz = π n|an |2 . (2.6.26)
D n
42 2 CONFORMAL MAPPING
X
In fact, since g ′ (z) = nan z n−1 , then, for r < 1,
n

! !

X X
|g ′ re iθ
|2 = nan rn−1 ei(n−1)θ mam rm−1 ei(m−1)θ
n m
X
= nman ām rn+m−2 ei(n−m)θ ,
n,m

Z 2π
which converges uniformly in θ. Since ei(n−m)θ dθ = 0 for n 6= m,
0

ZZ X Z 1
|g ′ |2 = n2 |an |2 2π r2n−1 dr
D n 0
X 1
= 2π n2 |an |2
n
2n
X
=π n|an |2 .
n

This relation is useful in solving the minimum area problem in conformal mapping.
If a function w = f (z) maps conformally a region D onto another region G, and if z0 is
an isolated boundary point of D, then z0 is a removable singularity or a simple pole of f (z).
That is the reason to assume the regions to be without isolated boundary points (Goluzin
[1969:205]; Wen [1992:95]).
2.6.8 Riemann Sphere. Riemann, using the stereographic projection from the North
Pole, assumed this Pole on the sphere to be mapped onto the point at infinity. If a is a
pole of f , then, as z → a, the function f (z) composed with the inverse of stereographic
projection tend to the North Pole, so that a meromorphic function in a domain D ∈ C
is regarded as a continuous image of D onto the sphere. The map at the North Pole is
continuous and behaves just like at any other point on the sphere. Thus, at a simple pole
where 1/(z − a) occurs, the mapping onto the sphere is conformal at a. If higher powers of
1/(z − a) occur, the same is true as at any point a where f is analytic but f ′ = 0. The unit
sphere in this sense as the extended complex plane via stereographic projection is called the
Riemann sphere. If a is a pole, we write f (a) = ∞. Thus, this mapping technique defined
the true mapping significance of the point at infinity.
Theorem 2.18. Let f (z) be a meromorphic function defined in the entire plane. If f (z)
maps the entire plane onto the Riemann sphere, the image of f covers the entire sphere
with at most two exceptions. Also, if f is not a rational function, then the same is true for
f (z) with |z| > M for M > 0.
Let f (z) be an analytic or meromorphic function in a domain D ∈ C. A value c of f (z)
is said to be totally ramified, or branched, if, whenever f (b) = c, we have f ′ (b) = 0. This
means that if f is a mapping from the z-plane onto the w-plane, then f does not define a
locally one-to-one conformal map at those points that map onto c. In this case f behaves
like the function z n , n > 1 in the neighborhood of the origin, and the image is ramified or
branched in a neighborhood of c.
Theorem 2.19. (Nevanlinna [1925]) An entire function in the z-plane can have at most
 2.6 UNIVALENT FUNCTIONS 43

two totally ramified values, whereas a meromorphic function in the z-plane can have at most
four totally ramified values.
Examples that both 2 and 4 numbers are sharp: (i) Complex sine and cosine functions are
entire functions defined by 2 cos z = eiz + e−iz , 2i sin z = eiz − e−iz ; thus, sin2 z + cos2 z = 1
d sin z
and cos z = . Thus, sin z = ±1 iff cos z = 0, which shows that the two values ±1 are
dz
totally ramified for f (z) = sin z. Similarly, as Nevanlinna [1925] has shown, Weierstrass’s
elliptic function ℘(z) has four totally ramified values.

Theorem 2.20. (Bloch [1925]) Let w = f (z) be analytic in the unit disk and be normal-
ized so that f ′ (0) = 0. Then there exists a constant B > 0 with the following property: For
every r < B there exists a disk of radius r in the w-plane that is the one-to-one conformal
image under f of a domain inside the unit disk in the z-plane.
The largest value of B is known as Bloch’s constant; its precise value is unknown.

Corollary 2.1. Let an arbitrary nonconstant entire function w = f (z) define the map-
ping of the z-plane onto the w-plane such that for every R > 0 there is a disk of radius R
in the w-plane that is the one-to-one image under f of some domain in the z-plane.

2.6.9 Bieberbach Conjecture. It was 99 years ago that Ludwig Bieberbach [1916] men-
tioned this conjecture in a footnote. This conjecture deals with the bound on the coefficients
of the class S of univalent (schlicht)
P∞ functions f : E 7→ f (E), where E is the unit disk, with
the series expansion f (z) = z + n=2 an z n , and normalized by f (0) = 0 and f ′ (0) = 1.
This normalization is a scaling that also implies that the boundary of f (E) cannot get close
to the origin. The Bieberbach conjecture states that |an | ≤ n for all n = 2, 3, . . . .
The historical development shows that there was a sustained and broad interest in the
Bieberbach conjecture and its impact on creative thinking of mathematicians of the last
century. This single phenomenon has been responsible for development of certain beau-
tiful aspects of complex analysis, especially in the geometric-function theory of univalent
functions. Although de Branges theorem is deep and meritorious, the work of Fitzgerald
[1985], Fitzgerald and Pommerenke [1985], Pommerenke [1985; 1992a, b], and all previous
researchers provided significant progress.
Let S denote the family of univalent functions analytic on the unit disk |z| < 1, which
∞
X
are of the form f (z) = z + an z n . The coefficients an satisfy the inequality an ≤ n
n=2
for n = 2, 3, . . . , and this bound, known as de Branges estimate (see de Branges [1985]), is
z
sharp for the Koebe function f (z) = . (Wen [1992:54], Kythe [2016]). This result
(1 − z)2
is true only in C, and there is no such conjecture for Cn , n ≥ 2.

2.6.10 Mercator’s Projection. In 1569 Mercator chose to abandon size in favor of shape
while constructing his famous map. He used the following definitions for a particular class
of maps known in cartography as cylindrical projections.
The equator is the great circle equidistant from North and South Poles.
The meridians are the circular arcs joining the North and South Poles. They are per-
pendicular to the equator, and are the curves one travels when traveling due north or south
from any point.
44 2 CONFORMAL MAPPING

The parallels of latitude, or parallels in short, are the circles to the meridians. They are
also the circles at fixed distance from the North or South Pole, and they are the curves one
traverses when traveling due east or west from any point other than the two Poles.
A cylindrical projection2 is a map constructed as follows: The equator is represented
by a horizontal line segment drawn in the center. The length of the segment determines
the scale of the map along the equator. In other words, if L is the length of the Earth’s
equator and w the width of the map (which is the length of the horizontal line-segment
representing the equator), then all distances along the equator are represented by a fixed
factor w/L. The meridians are represented by vertical lines of finite or infinite length,3 and
the parallels are represented by horizontal line segments of the same fixed length w as the
equator. Hence, all cylindrical projections have the following two properties which illustrate
the above Euler’s theorem (Euler [1775]):
(i) The map is in the form of a rectangle or infinite vertical strip representing all the
Earth except the Poles, with two vertical sides corresponding to a single meridian, such
that every other meridian corresponds to a unique vertical line.
(ii) The quarter circle along a meridian from the equator to the North or South Pole is
divided into 90 degrees, and the latitude of any point is the number of degrees along the
meridian north or south of the equator. Thus, for example, at latitude φ (radian) north or
south, the parallel is a circle of radius R cos φ, where R is the radius of the Earth so that
the length of the equator is L = 2πR. Thus, at latitude φ, the parallel is mapped with
w w
fixed scale = = s sec φ, where s = w/L is the scale of the map along the
2πR cos φ L cos φ
equator (see Figure 2.8).

R cos φ

φ f (φ)
R
w0

w - plane
z- plane
Figure 2.8 Cylindrical projection.

The mathematically true cylindrical projection is described as follows: Let S denote the
globe that is a sphere representing the surface of the Earth, and let C denote a cylinder
tangent to S along the equator. Now, project S onto C along rays from the center of S
(Figure 2.9). Then each meridian on the sphere will map onto a vertical line, and each

2 The word ‘projection’ used in map-making means any systematic representation in a broad sense; it

should not be confused with the narrow mathematical definition, or the colloquial word ‘projection’ or
‘projection’ using a slide projector.
3 The infinite version is a purely theoretical map; the actual finite map is cut off to represent the portion

of the Earth between two fixed parallels.

 2.6 UNIVALENT FUNCTIONS 45

parallel onto a circle on the cylinder parallel to the equator. Next, cut the cylinder along a
vertical line and unroll it onto a vertical strip of the plane, thus yielding the so-called true
cylindrical projection or central cylindrical projection.

φ
R
} R tan φ

z- plane
Figure 2.9 Central cylindrical projection.

Much later, Euler [1775] proved the following theorem:

Theorem 2.21. It is impossible to make an exact scale map of any part of a spherical
surface.
All maps in which the North is the vertical direction on the map use a fixed scale along
East-West line; they are the result of the cylindrical projection and cannot have a fixed scale
for the entire map. This is because the so-called scale is the factor sec φ in the expression
s sec φ for the scale, which will remain approximately the same over a small portion of the
earth’s surface and will make very negligible difference. Thus, each meridian on the sphere
is mapped onto a vertical line, and each parallel of latitude onto a circle on the cylinder
parallel to the equator. Once we cut the cylinder along a suitable vertical line, the resulting
flat map becomes a practical central cylindrical projection (Figure 2.9).
If x = a u and y = a f (v), where z = x + i y and w = u + i v, then the meridians and
parallels of the earth will be mapped onto the coordinate lines in the (x, y)-plane. The
equator will be mapped onto the x-axis if f (0) = 0. To make a rhumb line on the sphere,
which cuts all the meridians at the same angle α map onto a straight line in the z-plane
dv dy
cutting the lines x =const at the same angle α, we must have cot α = = =
cos v du dx
46 2 CONFORMAL MAPPING
Z v
f ′ (v) dv v
π
, which yields f (v) = sec v dv = log tan + .
du 0 2 4
z

a cosv du

v
a dv
0 y
u a

x
Figure 2.10 Mercator’s projection.

The resulting mapping is called Mercator’s projection, given by

h v π i
z = a u + log tan + . (2.6.27)
2 4
This mapping is conformal in the sense that angles are preserved and lengths are multiplied
by a factor depending
 on the latitude. Mercator’s projection can also be written as z =
a u + gd−1 (v) , where gd(u) denotes the Gudermannian of u (Franklin [1944:140-141]).
For definition and other results on Gudermannian, see Appendix D. For interested readers
the original work of Mercator is available in Mercator [1569], Lambert [1772], and Osserman
[2004].

2.7 Taylor Series Approximations

Let Γ denote the boundary of a domain D in the z-plane, and let C ≡ B(0, 1) be the unit
circle |w| = 1 (see Figure 2.11). To determine a mapping function z(w) that maps the
boundary C onto the boundary Γ, we will use the Cauchy integration formula (2.4.2) (with
I(γ, zj ) = 1) to translate any interior point zj of Γ to the w-plane. Thus, we have
Z
1 w(z)
w (zj ) = dw, (2.7.1)
2πi Γ z − zj
where z = r eiθ , so that Eq (2.7.1) reduces to
Z
1 w(r eiθ )
w (zj ) = r eiθ dθ. (2.7.2)
2π Γ r eiθ − wj
Thus, using the Cauchy integral formula to expand w(z) in a Taylor series about any zj ,
the nth derivative with respect to zj is given by
Z
(n) n! w(z)
w (zj ) = dz. (2.7.3)
2πi Γ (z − zj )n+1

This will give us the Taylor series expansion of w(z) about a point z = a ∈ Γ as
(z − a)2 ′′
w(z) = w(a) + (z − a)w′ (a) + w (a) + · · · , (2.7.4)
2!
 2.7 TAYLOR SERIES APPROXIMATIONS 47

or about w = 0 as
w(z) = c0 + c1 z + c2 z 2 + · · · , (2.7.5)

where cj = zw(j) (0), j = 0, 1, 2, . . . .

The inverse function z = f (w) can be approximated as a power series (or a Taylor series)
using the expansion (2.7.4) about the point w = 0 by reversing the role of w and z. Thus,
to map the boundary Γ and its interior Int(Γ), which must include the point z = 0, onto
the unit disk C ∪ Int(C), we can write the approximate series as

z ≡ pn (w) = a0 + a1 w + a2 w2 + · · · + an wn . (2.7.6)

Similarly, the mapping of the exterior region Ext(Γ) that does not include the point z = 0
can be approximated by the approximate power series as

z ≡ qm (w) = a0 + a−1 w−1 + a−2 w−2 + · · · + a−m w−m . (2.7.7)

Combining these two power series, we obtain the Laurent series approximation as
m
X
z= aj w m . (2.7.8)
j=−m

y v

Γ C

w ( z)
x u
0 0 1
z (w )

z− plane
w− plane

Figure 2.11 Boundary Γ in z -place and the boundary C in the w-plane.

2.7.1 Interior of the Unit Circle. Consider the inverse transformation z = z(w), where
w = eiΘ . Then in view of (2.7.3)

∞
X ∞
X
z = x + iy = c0 + c1 w + c2 w2 + · · · = (xj + iyj ) = cj eiΘ . (2.7.9)
j=0 j=0

Separating the real and imaginary parts in Eq (2.7.9) we have for the jth term

cj = aj + ibj ;
xj = aj cos jΘ − bj sin jΘ; (2.7.10)
yj = bj cos jΘ + aj sin jΘ.
48 2 CONFORMAL MAPPING

Map 2.10. The function w = f (z) that maps the unit disk U onto itself such that the
point z0 ∈ U goes into the origin of the w-plane is given by

z − z0
w= . (2.7.11)
1 − 1/z̄0

Accordingly, both f (z) and the associated Bergman kernel function K(z, z0 ) have a pole at
z0 = 1/z̄0, and the kernel K(z, z0 ) can be represented by the polynomial series
∞
1X k−1
K(z, z0) = k (z z̄0 ) , (2.7.12)
π
k=1

which converges rapidly when |z0 | is small; however, the convergence becomes considerably
slower the faster |z0 | → 1, i.e., the closer the pole 1/z̄0 gets to the boundary of U . For
Bergman kernel, see §8.4.1.

References used: Ahlfors [1966], Betz [1964], Bieberbach [1916], Blaskett and Schwerdtfeger
[1945-1946], Boas [1987], Carrier, Krook and Pearson [1966], de Branges [1985], Fitzgerald [1985], Franklin
[1944], Gaier [1964], Goluzin [1969], Jeffrey [1992], Kythe [1998; 2016], Lawrentjew and Schabat [1967],
Marsden and Hoffman [1987], Muskhelishvili [1953/1992], Nehari [1952], Osserman [2004], Schinzinger and
Laura [2003], Wen [1992].
3
Linear and Bilinear Transformations

The central problem in the theory of conformal mapping is to determine a function f which
maps a given region D ⊂ C conformally onto another region G ⊂ C. The function f does
not always exist, and it is not always uniquely determined. The Riemann mapping theorem
(§2.6, Theorem 2.15) guarantees the existence and uniqueness of a conformal map of D
onto the unit disk U under certain specific conditions. First, we will introduce definitions
of certain curves, and some elementary mappings, before we will study linear and bilinear
transformations.

3.1 Definition of Certain Curves

Some curves are defined as follows:

3.1.1 Line, or straight line, has the equation lx + my + p = 0, where l, m, p are real, and
l2 + m2 > 0. Then ℜ{λ̄z} = p, or ℑ{µz} = p, where λ = l + i m 6= 0, and µ = m + i l = i λ̄.

ℜ{λ̄z0 } − p
The distance of a point z0 from the line lx + my + p = 0 is given by .
λ

The angle between the x-axis and the line lx+my+p = 0 is given by arg{λ+ π2 +nπ}, n =
0, ±1, ±2, . . . .

3.1.2 Circle in the extended sense means a circle or a straight line. There is no distinction
between circles and lines in the theory of bilinear transformations. However, a circle in the
z-plan is defined by |z − z0 | = r with center at z0 and radius r; in the w-plane it is defined
by |w − w0 | = R with center at w0 and radius R.

3.1.3 Ellipse has the equation |z−z1 |+|z−z2| = k, k > |z1 −z2 |; its foci are z1 and z2 ; major
|z1 − z2 |
axis is k; eccentricity is ; exterior of the ellipse is defined as |z − z1 | + |z − z2 | > k,
k
and interior as |z − z1 | + |z − z2 | < k.

3.1.4 Hyperbola has the equation |z − z1 | + |z − z2 | = ±k, 0 < k < |z1 − z2 |, where the
plus or minus sign is used according to whether the branch is nearer to the focus z2 or it
|z1 − z2 |
is nearer to the focus z1 . The real axis is k; eccentricity ; equations of asymptotes
k
50 3 LINEAR AND BILINEAR TRANSFORMATIONS

are n  z1 + z2 o k
(z̄1 − z̄2 ) e±θ z − = 0, cos θ = ;
2 |z1 − z2 |
the exterior, not containing foci is defined by |z − z1 | − |z − z2 | < k.
|z1 − z2 |
3.1.5 Rectangular Hyperbola is the hyperbola of §3.1.4 if k = √ . Moreover, if
2
z2 = −z1 (i.e., the origin is the center of the curve), then the equation of the rectangular
hyperbola is
n z2 o 1
ℜ 2 = ,
z1 2
with foci ±z1 . The exterior of the hyperbola is defined by
n z2 o 1
−∞ ≤ ℜ < .
z12 2
Equations of asymptotes are (three forms):
n z2 o nzo nzo 1 n z(1 ± i) o
ℜ = 0; ℜ = ±ℑ = ; ℜ = 0.
z12 z1 z1 2 z1

3.1.6 Parabola has the equation |z − z0 | = |k − ℜ{λz}||λ|−1 , λ 6= 0, k ≷ ℜ{λz0 }. It

has focus at z = z0 ; directrix ℜ{λz} = k; latus rectum 2|k − ℜ{λz0 }||λ|−1 ; and vertex
k − ℜ{λz0 }
z = z0 + .
2λ|

3.1.7 Cassini’s ovals or Cassinians, presented in Figure 3.1, are defined by |z −z1 ||z −z2 | =
α, α > 0; its foci are z1 , z2 . For α = 41 |z1 − z2 |2 = 1, the curve is a lemniscate.

y
1 α= 0

α = .5

α = .9

α = .99
α= 1 x
-1 0 1

-1
Figure 3.1 Cassini’s ovals and lemniscate.

Cassini’s ovals are plotted using the definition with rectangular coordinates:
  
F (x, y, α) = (x + α)2 + y 2 (x − α)2 + y 2 = 1
 3.2 BILINEAR TRANSFORMATIONS 51

for values of α = 0, 0.5, 0.9, 0.99, and 1. For α = 0 the curve becomes the unit circle. The
region does not remain simply connected for α = 1; it is a doubly connected region and
its boundary curve is called the lemniscate.

3.1.8 Cardioid and Limaçons. The cardioid, defined by r = 2a(1 + cos θ), is the curve in
Figure 3.2(a) that is described by a point P of a circle of radius a as it rolls on the outside
of a fixed circle of radius a. It is a special case of the limaçon of Pascal, which has the
equation r = b + a cos θ. As described in Figure 3.2(b), the line 0Q joining the origin to
any point Q on a circle of diameter a passes through 0; then the limaçon is the locus of
all points P such that P Q = b. Figure 3.2(b) represents the case when 2a > b, and Figure
3.2(c) the case when 2a < b. If b ≥ 2a, the curve is convex. If b = a, the limaçon becomes
the cardioid.

y y y
P
•
a •P
•B Q b
•
a
• x • a
x x
0 A P• 0
0

(a) (b) (c)

Figure 3.2 Cardioid and limaçons.

3.2 Bilinear Transformations

The bilinear (linear-fractional, or Möbius) transformation is of the form

az + b
w = f (z) = , (3.2.1)
cz + d

where a, b, c, d are complex constants such that ad − bc 6= 0 (otherwise the function f (z)
would be identically constant). If c = 0 and d = 1, or if a = 0, d = 0 and b = c, then
1
the function (3.2.1) reduces to a linear transformation w = az + b, or an inversion w = ,
z
respectively. The transformation (3.2.1) is also written as

a bc − ad
w= + , (3.2.2)
c c(cz + d)

that can be viewed as composed of the following three successive functions:

1 a bc − ad
z1 = cz + d, z2 = , w= + z2 ,
z1 c c

which shows that the mapping (3.2.1) is a linear transformation, followed by an inversion
which is followed by another linear transformation. The bilinear transformation (3.2.1)
maps the extended z-plane conformally onto the extended w-plane such that the pole at
52 3 LINEAR AND BILINEAR TRANSFORMATIONS

z = −d/c is mapped into the point w = ∞. The inverse transformation

b − dw
z = f −1 (w) = (3.2.3)
−a + cw

is also bilinear defined on the extended w-plane, and maps it conformally onto the extended
z-plane such that the pole at w = a/c is mapped into the point z = ∞. Note that
ad − bc −ad + bc
f ′ (z) = 2
6= 0; also [f −1 (w)]′ = 6= 0. A bilinear transformation carries
(cz + d) (cw − a)2
circles into circles (in the extended sense), as explained in §3.1.

Example 3.1. The bilinear transformation that maps the square of side 2, centered at
az + b
the origin of the z-plane onto the parallelogram shown in Figure 3.3 is given by w =
cz + d
such that the points 1 + i, 1 − i, −1 − i, and −1 + i are mapped onto the points 1 − 2i,
1 + 2i 1 + 2i
1 + 2i, , and − , respectively, as shown in Figure 3.3. 
5 5

y v
• 1+2 i
_1+i
• • 1+i
1+2 i
5
•
x u
0 0
•
_ 1+2 i
5
_ 1 _•i • 1_ i
•1 _2 i
z- plane w - plane
Figure 3.3 Conformal and isogonal mappings.

Example 3.2. The transformation that maps the half-plane ℑ{z} > ℜ{z} onto the
interior of the circle |w − 1| = 3 is

(1 + 3i)z + 4i
w= .
z+i

To prove it, let us regard the given half-plane as the ‘interior’ of the ‘circle’ through ∞
defined by the line ℑ{z} = ℜ{z}. The three points in clockwise order are z1 = ∞, z2 = 0,
and z3 = −1−i. The three points on the circle |w−1| = 3 in clockwise order are w1 = 1+3i,
w2 = 4, and w3 = −2. The linear fractional transformation that maps three points in order
is defined by Eq (3.2.1), where from the images of ∞ and 0 we have a = 1 + 3i and b/c = 4,
i.e., b = 4i and c = i. Substituting these into Eq (3.2.1), we get the desired mapping.
Since z0 = i is in the half-plane ℑ{z} > ℜ{z}, its image√under the above map is w0 =
2.5 + 1.5 i; thus, as w0 − 1 = 1.5 + 1.5 i has a modulus 1.5 × 2 ≈ 2.12132 < 3, we find that
w0 is in the interior of |w − 1| = 3 (see Figure 3.4). 
 3.2 BILINEAR TRANSFORMATIONS 53

z1 • ∞
w1
•
1+ 3 i

w0 •
z0• i w3 w2
_ 2• 0
••
4
•z
2

•z
3

z- plane w - plane
(1 + 3i)z + 4i
Figure 3.4 w = .
z+i

3.2.1 Fixed Points. The fixed points of a mapping are those points at which w = z. For
example, the mapping w = z 3 has a fixed point z = w = 1. Let F1 and F2 be the fixed
points of the bilinear transformation (3.2.1), ad − bc 6= 0. Then F1 and F2 are the roots of
the equation
cF 2 + (d − a)F − b = 0.

We will ignore the identical transformation w = z, and consider the following cases:
(i) If F1 = F2 = ∞, we have w = z + b, b 6= 0, p, q real. Then (i) any line ℑ{b̄z} = p
is mapped onto itself, but onto no other ‘circle’ (in the extended sense); and (ii) the line
ℜ{b̄z} = q is mapped onto ℜ{b̄w} = q − |b|2 .
(ii) If F1 = F2 6= ∞, we have
1 1
= + k,
w−F z−F

where
a−d 2b 2c
c 6= 0, F = = , k= .
2c d−a a+d

The transformation is ‘parabolic’. The straight line ℑ{k(z − r)} = 0 and every circle
touching this straight line at F is mapped onto itself; no other circle has this property. The
set of ‘circles’ orthogonal to the above set is, as a whole, mapped onto itself.
(iii) If F1 6= F2 = ∞, we have w = F1 = α (z − F1 ), where α = a/d, α 6= 0, 1, c = 0, and
b
F1 = . Let D denote the set of concentric circles centered at F1 , and E denote the
d−a
set of straight lines through F1 . Then the entire set D is mapped onto itself; so is E. None
of the ‘circles’ other than those stated below is mapped onto itself:
(a) α real, but α 6= −1: then every line of E is mapped onto itself;
(b) α = −1: then every circle of D, and every line of E, is mapped onto itself;
(c) |α| = 1, but α 6= −1: then every circle of D is mapped onto itself;
(d) α not real, |α| 6= 1: then no circle or line is mapped onto itself (this is known as the
loxodromic transformation).
54 3 LINEAR AND BILINEAR TRANSFORMATIONS

(iv) If F1 6= F2 , F1 6= ∞, F2 6= ∞, we have

w − F1 z − F1
=α ,
w − F2 z − F2

where  2
p
cF2 + d a+d− (a − d)2 + 4bc
α= = .
cF1 + d 4(ad − bc)
Let E denote a pencil of ‘circles’ through F1 and F2 , and let D denote the set of ‘circles’
orthogonal to the circles of E (co-axial system). Then the results are the same as in (iii)
above, but replace circle or straight line there by ‘circle’.
The fixed points should, however, not be confused with the involutory transformation for
which the mapping w = f (z) has the same form as the mapping z = f −1 (w). An example
1 z+1
is the mapping w = , or the mapping w = .
z z−1

3.2.2 Linear Transformation. w = az + b, a 6= 0. The special cases are as follows:

(a) w = az: (i) if a > 0, then there is magnification by ratio a centered at 0; (ii) if
a = eiτ , τ real, then there is rotation by the angle τ about 0; and (iii) if a = m eiτ , m > 0,
and τ real, then there is rotation by the angle τ about 0, followed by a magnification of
ratio m centered at 0.
(b) w = z + b: There is a translation by the vector 0b.
b
(c) w = az + b, a 6= 1: Then F0 = , a = meiτ , m > 0, τ real. There is rotation
1−a
about F0 by the angle τ , followed by magnification by ratio m centered at F0 .
The correspondence of the above linear transformations between the z-plane and the
w-plane is as follows:
w − b
(i) The line x = p is mapped onto the line ℜ = p.
a
w − b
(ii) The line y = q is mapped onto the line ℑ = q.
a
 w−b
(iii) The line lx + my = p is mapped onto the line ℜ (l − im) = p.
a
(iv) The line ℜ{az + b} = p is mapped onto the line u = P .
(v) The line ℑ{az + b} = q is mapped onto the line v = Q.
(vi) The line ℜ{(l − im)(az + b) = p is mapped onto the line lu + mv = P .
(vii) The circle |z − z0 | = r is mapped onto the circle |w − (aw0 + b) | = |a|R.
w0 − b r
(vii) The circle z − = is mapped onto the circle |w − w0 | = R.
a |a|

3.2.3 Composition of Bilinear Transformations. We will consider the general bilinear

transformation (3.2.1) with ad − bc 6= 0. Note that if ad − bc = 0, then we have w =
const. The general bilinear transformation (3.2.1) consists of the following three successive
transformations:
 3.2 BILINEAR TRANSFORMATIONS 55

(i) translation of z: z1 = z + d/c;

(ii) inversion of z1 : z2 = 1/z1 ; and
a ad − bc
(iii) translation, rotation, and scale change of z2 : w =− z2 .
c c2
Map 3.1. If a = −d, the transformation is involutory, i.e., w and z may be interchanged.
dw ad − bc
The magnification is = , or
dz (cz + d)2

 ∂u 2  ∂v 2  ∂u 2  ∂v 2
|f ′ (z)|2 = + = + .
∂x ∂x ∂y ∂y

The scale or magnification factor m is then defined as m = |dw/dz| = |f ′ (z)|, where

m = |m|, and M = 1/m. The critical points are z = −d/c and z = ∞; at these points the
transformation is not conformal in the usual sense. The details of the transformation are
as follows:
(i) The points z = 0; −b/a; z∞ = −d/c are mapped onto the points w = b/d; 0; ∞.
(ii) The point at infinity z = ∞ is mapped onto the point w∞ = a/c.

Map 3.2. The bilinear transformation w = f (z) that transforms the three points zk
into the points wk , k = 1, 2, 3, can be expressed as (Saff and Snider [1976:329])

1 z w zw
1 z1 w1 z1 w1
= 0.
1 z2 w2 z2 w2
1 z3 w3 z3 w3

Map 3.3. Let z be fixed and let ℜ {z} ≥ 0. Define a sequence of bilinear transformations

a0 ak
T0 (w) = , Tk (w) = , k = 1, . . . , n − 1,
z + a0 + b 1 + w z + bk+1 + w

such that each aj > 0 is real, and each bj is zero or purely imaginary for j = 0, 1, 2, . . . , n −
1. We use induction to prove that the chain of transformations defined by ζ = S(w) =
(T0 ◦ · · · ◦ Tn−2 ◦ Tn−1 ) (w) maps the half-plane ℜ {w} > 0 onto a region contained in the
disk |ζ −1/2| < 1/2. Thus, using the Wallis criterion, if P (z) = z n +c1 z n−1 +c2 z n−2 +· · ·+cn
is a polynomial of degree n > 0 with complex coefficients ck = pk + i qk , k = 1, 2, . . . , n,
if Q(z) = p1 z n−1 + i q2 z n−2 + p3 z n−3 + i q4 z n−4 + · · · , and if Q(z)/P (z) can be written as
a continued fraction, then we have Q(z)/P (z) = (T0 ◦ Tn−2 · · · ◦ Tn−1 ) (z) (Saff and Snider
[1976:330]).

Theorem 3.1. (Schwarzian derivative) (i) The Schwarzian derivative (also called the
Schwarz differential operator), defined by

 ′  2  2
w′′ 1 w′′ w′′′ 3 w′′
{w, z} = − = − ,
w′ 2 w′ w ′ 2 w′

is invariant under bilinear transformations. (Nehari [1952:199]; Wen [1992:76]).

56 3 LINEAR AND BILINEAR TRANSFORMATIONS

(ii) The Schwarzian derivative of the function w = w(z) that maps the upper half-plane
ℑ {z} > 0 conformally onto a circular triangle with interior angles απ, βπ and γπ is given
by
1 − α2 1 − β2 1 − α2 − β 2 + γ 2
{w, z} = + + .
2z 2 2(1 − z)2 2z(1 − z)
(Nevanlinna and Paatero [1969:342]).

3.3 Cross-Ratio
A cross-ratio between four distinct finite points z1 , z2 , z3 , z4 is defined by
z1 − z2 z3 − z4
(z1 , z2 , z3 , z4 ) = · . (3.3.1)
z1 − z4 z3 − z2
If z2 , z3 , or z4 is a point at infinity, then (3.3.1) reduces to
z3 − z4 z1 − z2 z1 − z2
, , or ,
z1 − z4 z1 − z4 z3 − z2
respectively. The cross-ratio (z, z1 , z2 , z3 ) is invariant under bilinear transformations.
Theorem 3.2. A bilinear transformation is uniquely defined by a correspondence of the
cross-ratios, i.e.,
(w, w1 , w2 , w3 ) = (z, z1 , z2 , z3 ) , (3.3.2)
which maps any three distinct points z1 , z2 , z3 in the extended z-plane into three prescribed
points w1 , w2 , w3 in the extended w-plane. The cross-ratio (z, z1 , z2 , z3 ) is the image of z
under a bilinear transformation that maps three distinct points z1 , z2 , z3 into 0, 1, ∞.

3.3.1 Symmetric Points. The points z and z ∗ are said to be symmetric with respect to
a circle C (in the extended sense) through three distinct points z1 , z2 , z3 iff

(z ∗ , z1 , z2 , z3 ) = (z, z1 , z2 , z3 ). (3.3.3)
The mapping that carries z into z ∗ is called a reflection with respect to C. Two reflections
obviously yield a bilinear transformation.
If C is a straight line, then we choose z3 = ∞, and the condition for symmetry (3.3.3)
gives
z ∗ − z1 z̄ − z̄1
= . (3.3.4)
z1 − z2 z̄1 − z̄2
Let z2 be any finite point on the line C. Then, since |z ∗ − z1 | = |z − z1 |, the points z
 z ∗ − z1  z − z1
and z ∗ are equidistant from the line C. Moreover, since ℑ = −ℑ , the
z1 − z2 z1 − z2
∗
line C is the perpendicular bisector of the line segment joining z and z . If C is the circle
|z − a| = R, then

(z, z1 , z2 , z3 ) = (z − a, z1 − a, z2 − a, z3 − a)
 
R2 R2 R2
= z̄ − ā, , ,
z1 − a z2 − a z3 − a
 2 
R
= , z1 − a, z2 − a, z3 − a
z̄ − ā
 2 
R
= + a, z1 , z2 , z3 .
z̄ − ā
 3.3 CROSS-RATIO 57

R2
Hence, in view of (3.3.3), we find that the points z and z ∗ = + a are symmetric, i.e.,
z̄ − ā

(z ∗ − a)(z̄ − ā) = R2 . (3.3.5)

z∗ − a
Note that |z ∗ − a||z − a| = R2 ; also, since > 0, the points z and z ∗ are on the same
z−a
ray from the point a (Figure 3.5). Also, the point symmetric to a is ∞.

z*
•

•
z
a.
R

Figure 3.5 Symmetry with respect to a circle.

A generalization of this result is as follows: If Γ denotes an analytic Jordan curve

with parametric equation z = γ(s), s1 < s < s2 , then for any point z sufficiently close to
Γ, the point
z ∗ = γ (γ −1 (z)) (3.3.6)

defines a symmetric point of z with respect to Γ (Sansone and Gerretsen, [1960: 103];
Papamichael, Warby and Hough [1986]). Some examples are as follows:
(i) If Γ is the circle x2 + y 2 = a2 /9, then z ∗ = a2 /9z̄.
(x + a/2)2
(ii) If Γ is the ellipse + y 2 = 1, then
a2
p
∗ a (a2 + 1)(z̄ + a/2) + 2ia a1 − 1 − (z̄ + a/2)
z =− + .
2 a2 − a
 
1 s
(iii) If Γ1 is a cardioid defined by z = γ(s) = + cos eis , −π < s ≤ π, then from
2 2
(3.3.6) we cannot write an explicit expression for symmetric points with respect to Γ1 .
However, for any real t,
 
1 t
γ (± it) = + cosh e∓t
2 2

defines two real symmetric points with respect to Γ1 , provided the parameter t satisfies the
1 t
equation γ(it) γ(−it) = a2 , i.e., + cosh = a which has the roots
2 2

t = 2 cosh−1 (a − 1/2) = ±2 log ρ, (3.3.7)

58 3 LINEAR AND BILINEAR TRANSFORMATIONS
s 2
1 1
where ρ = a − + a− − 1.
2 2

y y
1.5 1.5

1 1

x x
−1.5 −1 0 1 1.5 −1.5 −1 0 1 1.5

−1 −1

−1.5 −1.5
a = 1.55 a = 1.8
Figure 3.6 Cardioid inside a circle.

(iv) If a doubly connected region Ω is bounded outside by the circle Γ2 = {z : |z| = a, a >
1.5} and inside by the cardioid Γ1 defined above in (iii) (see Figure 3.6), then it follows
from (3.3.7) that there is one pair of real common symmetric points ζ1 ∈ Int (Γ1 ) and
ζ2 ∈ Ext (Γ2 ) such that ζ1 = a/ρ2 and ζ2 = aρ2 , where ρ is defined in (3.3.7).

3.3.2 Symmetry Principle. The symmetry principle states that if a bilinear transfor-
mation maps a circle C1 onto a circle C2 , then it maps any pair of symmetric points with
respect to C1 into a pair of symmetric points with respect to C2 . This means that bilinear
transformations preserve symmetry.
A practical application of the symmetry principle is to find bilinear transformations
which map a circle C1 onto a circle C2 . We already know that the transformation (3.3.2)
can always be determined by requiring that the three points z1 , z2 , z3 ∈ C1 map onto three
points w1 , w2 , w3 ∈ C2 . But a bilinear transformation is also determined if a point z1 ∈ C1
should map into a point w1 ∈ C2 and a point z2 6∈ C1 should map into a point w2 6∈ C2 .
Then, by the symmetry principle, the point z2∗ which is symmetric to z2 with respect to C1
is mapped into the point w2∗ which is symmetric to w2 with respect to C2 , and then the
desired bilinear transformation is given by
(w, w1 , w2 , w2∗ ) = (z, z1 , z2 , z2∗ ) . (3.3.8)
+ −
Let U denote the region |z| < 1, U the region |z| > 1, and let C = {|z| = 1} be their
common boundary (Figure 3.7). Let f (z) be a function defined on U + . Then this function
can be related to the function f ∗ (z) defined in U − in the same manner as in (2.6.3) for
half-planes, except that now the conjugate complex points are replaced by points inverse
with respect to the circle C according to the relation (3.3.5). Thus,
   
∗ 1 ¯ 1
f (z) = f =f . (3.3.9)
z̄ z
This relation is symmetrical, i.e.,
 
1
f (z) = f ∗ , (f ∗ (z))∗ = f (z). (3.3.10)
z̄
 3.3 CROSS-RATIO 59

U−

U+
x
0 1

Figure 3.7 Unit disk.

If f (z) is regular or meromorphic in U + , then f ∗ (z) is regular or meromorphic in U − .

Also, if f (z) is a rational function defined by (2.6.4), then

ān z −n + ān−1 z −n+1 + · · · + ā0

f ∗ (z) = . (3.3.11)
b̄m z −m + b̄−m+1 z m−1 + · · · + b̄0

Moreover, if f (z) has the power series expansion

∞
X
f (z) = ak z k z ∈ U +,
k=−∞

then ∞
X
f ∗ (z) = āk z −k , z ∈ U −. (3.3.12)
k=−∞

If f (z) has a zero (pole) of order k at z = ∞ (z = 0), so does f ∗ (z). Let us assume that
f (z) approaches a definite limit value f + (t) as z → t ∈ C from U + . Then f ∗− (t) exists and
 
1
f ∗− (t) = f¯− = f + (t), (3.3.13)
t
   
+ − ¯ 1
∗ 1
because 1/z̄ → t from U as z → t from U , and hence f (z) = f =f → f + (t).
z z̄
If f (z) is regular in U + except possibly at infinity and continuous on C from the left, then
let F (z) be sectionally regular and be defined by

f (z) for z ∈ U + ,
F (z) = (3.3.14)
f ∗ (z) for z ∈ U − .

Then, F ∗ (z) = F (z), and, as in (2.6.7),

F − (t) = F + (t), F + (t) = F − (t). (3.3.15)

Moreover, in view of the Schwarz reflection principle, if ℑ{f + (t)} = 0 on some part of the
circle C, then f ∗ (z) is the analytic continuation of f (z) through this part of C.
60 3 LINEAR AND BILINEAR TRANSFORMATIONS

3.3.3 Special Cases. We will discuss the following special cases of the transformations
(3.2.1) and (3.2.3).
Map 3.4. (Linear transformation w = az + b, where a = a1 + ia2 and b = b1 + ib2 . Then
w = u + iv = (α1 + ia2 ) (x + iy) + (b1 + b2 ) = (a1 x − a2 y + b1 ) + i (a1 y + a2 x + b2 ). The
magnification factor and the clockwise rotation are

q
|dw|
m= = |a| = a21 + a22 , (3.3.16)
|dx|
n dw o a 
2
α = arg = arg{m} = arctan . (3.3.17)
dz a1
√
Let a = 1 + i and b = − 12 − i 23 . Then m = 2 and α = π/4. The rectangular lines

u = ku and v = vk are
represented in the z-plane by the rectangular lines y = x − 12 + ku
and y = −x + 32 + kv , respectively. The transformation is presented in Figure 3.8.

y v
2
3
1

−1 0 u
−5 −4 −3 −2 1

x
−3
−3 −2 −1 0 1 2
−1 −4
z- plane w - plane

Figure 3.8 Linear transformation w = az + b.

In general, the mapping w = az + b translates by b, rotates by arg{a} and magnifies (or

contracts) by |a|.

√
Example 3.3. Consider the transformation w = (1+i)z +(1+2i) = 2 eiπ/4 z +1+2i in
the z-plane. It maps the rectangle bounded by the lines AB: x = 0; BC: y = 0; CD: x = 2;
and DA: y = 1 in the z-plane onto the rectangle bounded by the lines A’B’: u + v = 3;
B’C’: u − v = −1; C’D’: u + v = 7; and D’A’: u − v = −3, respectively, such that the points
z = (0, 1), (0, 0), (2, 0), (2, 2) are mapped onto the points w = (0, 3), (1, 2), (3, 4), (2, 5), re-
spectively. The rectangle ABCD is translated √ by (1 + 2i), rotated by an angle π/4 in the
counterclockwise direction, and contracted by 2. 

Map 3.5. The transformation w = 2z − 2i maps the circle |z − i| = 1 onto the circle
|w| = 2. The transformation that maps the disk |z − i| = 1 onto the exterior of the circle
2 az + b az + b
|w| = 2 is w = . In fact, let w = g(z) = . Choose g(i) = ∞, so g(z) =
z−i cz + d z−i
without loss of generality. Take three points on the circle |z − i| = 1 as 0, 1 + i, and 2i; then
g(0) = ib, g(1 + i) = a(1 + i), and g(2i) = 2a − ib. Since all these three points must lie on
2
|w| = 2, the simplest choice is a = 0 and b = 2. Then g(z) = .
z−i
 3.3 CROSS-RATIO 61

1
Map 3.6. The inversion w = is an involutory transformation with fixed points F1 = 1
z
and F2 = −1. The mapping from z-plane to w-plane, or inversely, is presented in Figure 3.9,
where the radius 0A is 1; the angle ∠ z0z̄ is bisected by the real axis; az̄ : z̄B = Aw : Bw;
p, q and r are real; and the points z̄ and w are inverse with respect to the unit circle.

u= 0
x=0
z- plane 0
_ z} =
{λ
ℜ
A
• z
• y= 0
v=0
0 •_
z B
w•
ℜ{
λw
w - plane }=
0
1
Figure 3.9 Transformation w = .
z
1
There are five special cases under the inversion w = . They are:
z
(a) The interior (exterior) of the circle of D in the z-plane is mapped onto the interior
(exterior) of the same circle, with points z∞ = 0; ∞; i; −i in the z-plane mapped into the
points ∞; w∞ − 0; −i; i, respectively, in the w-plane.
(b) The line ℜ{λ̄z} = 0 in the z-plane is mapped onto the line ℜ{λw} = 0 in the w-plane;
and the circle |z| = r in the z-plane is mapped onto the circle |w| = 1/|z| in the w-plane.
These two cases are geometrically obvious and no figures are needed for them.
The remaining three cases are presented in Figure 3.10.; details, with z = p, q, r, rp , rq
real, and w = P, Q, R, Rp , Rq real, are as follows:
(c) The line ℜ{λ̄z} = 0 is mapped onto the circle

λ̄ λ
w− = .
2p 2p

See Figure 3.10(c).

6 0 is mapped onto the line ℜ{z0 } = 12 .
(d) The circle |z − z0 | = |z0 | =
See Figure 3.10(d).
(e) The circle |z − z0 | = r 6= |z0 | is mapped onto the circle

z̄0 r
w− = .
|z0 |2 − r2 |z0 |2 − r2

See Figure 3.10(e).

62 3 LINEAR AND BILINEAR TRANSFORMATIONS

x u

(c) R = | λ / 2 p|

ℜ
_

_ z)
(λ
λ /2 p

•
=
p
y v
| z_ z0 | = | z0 |
(d)
1/
2
}=
z0
z0 {w
ℜ
•

x u

y
v

(e)

z0 r w0 R
•
•

x
u

z- plane w - plane
1
Figure 3.10 Transformation w = .
z

1 1
Map 3.7. The transformation w = , or z = , which maps the interior of a circle in
z w
the z-plane onto the exterior of the circle in the w-plane and conversely, is shown in Figure
3.11.
 3.3 CROSS-RATIO 63

y v
A i
•

x
u
0 1 0 1

A’•
_i
z - plane w - plane
Figure 3.11 Circle in the z -plane onto the exterior of a circle.

Since
x y u v
w = u + iv = − 2 i, z = x + iy = − 2 i,
x2 + y 2 x + y2 u2 + v 2 u + v2

we get
x y
u= , v=− .
x2 + y 2 x2 + y 2
A line through the origin in the z-plane is mapped onto a line through the origin in the
w-plane. However, a line not passing through the origin in the z-plane is mapped onto a
circle in the w-plane which passes through the origin, as the following example shows.
Example 3.4. The equation ax + by + c, c 6= 0 represents a straight line in the z-plane.
Under the inversion map w = 1/z, this line is mapped onto a circle in the w-plane which
passes through the origin. The details are as follows: The mapped curve is

au bu
− 2 + c = 0.
u2 + v 2 u + v2


Thus, au − bv + c u2 + v 2 = 0. Dividing by c, we obtain

a b
u2 + v 2 + u = v = 0,
c c
which is the equation of the required circle. 
1
Map 3.8. The transformation w = , which maps the interior of the circle |z − 1| = 1
z
1
in the z-plane onto the right plane u ≥ 2 , −∞ < v < ∞ in the w-plane, is shown in Figure
3.12.
64 3 LINEAR AND BILINEAR TRANSFORMATIONS

y v

A’

C B Bʼ
• 2
x 1 /2 •
u
A 0

Cʼ

z- plane w - plane
Figure 3.12 Circle in the z -plane onto a rectangle.

Map 3.9. The transformation that maps the exterior of the unit circle in the z-plane
onto the interior of the unit circle in the w-plane is defined by

w = 1/z,

and is presented in Figure 3.13.

y
v
B Bʼ

C A Cʼ A’
x u
1 1

D Dʼ

z- plane w - plane
Figure 3.13 Exterior of the unit circle onto the interior of the unit circle.

Map 3.10. The transformation w = k/z is known as the reciprocal or the inverse
 −1 k
transformation for real k. We have w = R eiΘ = k r eiθ = e−iθ , which gives R = k/r,
√ r
and Θ = −θ. The fixed points are: F1,2 = ± k, and the critical points are z = 0, ∞. It is
a useful transformation in electric transmission through a single wire, discussed in Example
22.4 with k = 3600. Two particular cases for k = −α, α > 0, and k = 1 are given in Maps
3.6, 3.7, 3.8, and 3.9, respectively.

Map 3.11. The transformation w = a/z maps the exterior of a circle of radius a:
x2 + y 2 ≥ a2 , in the z-plane onto the unit disk |w| ≤ 1 in the w-plane.
1
Map 3.12. The transformation w = z + , which maps the exterior of the upper
z
 3.3 CROSS-RATIO 65

semi-circle in the z-plane onto the upper-half of the w-plane, is presented in Figure 3.14.

y
v

C i .
A. .B x
−1 0 1 .A’
−2 0
.B’ .C’ u
2
z - plane w - plane
Figure 3.14 Exterior of a circle in the z -plane onto the upper-half of the w-plane.

√
1 w + w2 − 1
Map 3.13. The transformation w = z+ , or z = , which maps the interior
z 2
of the upper semi-circle in the z-plane onto the lower-half of the w-plane, is presented in
Figure 3.15.

y v

C i Dʼ Cʼ Bʼ A’
• u
_•2 0• •
2

D A
_•1 0• •B x
1
z- plane
w - plane
Figure 3.15 Interior of the upper half circle onto the lower-half of the w-plane.

1
Map 3.14. The transformation w = z + , which maps the annular region between two
z
upper semi-circles in the z-plane onto the upper-half of the ellipse in the w-plane, where
the ellipse (B’C’D’) is defined by

 ku 2  kv 2
+ 2 = 1,
k2 + 1 k −1

is presented in Figure 3.16.

y v
C 2i Cʼ 3 i /2
• •

F
•i
Dʼ Eʼ Fʼ A’ u
• ʼ
D A
_•
E
_•1 • •B x •
B
2 0 1 2 _•2 0•
•2 5 /2

z- plane
Figure 3.16 Annulus between two semi-circles onto the upper-half of the ellipse.

z−α
Map 3.15. If a = c = 1, d = −b = α, then w = . For this bilinear transformation
z+α
66 3 LINEAR AND BILINEAR TRANSFORMATIONS

the above three successive cases are presented in Figure 3.17; these three cases may be
treated as separate transformations (see cases 3.11 and 3.44 also).

x
0 0

z- plane ξ - plane

u
0 0

w - plane ζ - plane
z−α
Figure 3.17 w = .
z+α

In Figure 3.17, we start in the z-plane and translate the right half-plane by α in the
ξ-plane so that ξ = z + α; the right half-plane in the ξ-plane is mapped onto the circle in
the ζ-plane by ζ = 1/ξ = 1/(z + α); finally, the circle in the ζ-plane is mapped onto the
2α z−α
circle in the w-plane so that w = 1 + 2αζ = 1 − = .
z+α zα
We can also select suitable parameters for this transformation; for example, given two
circles, marked I with radius r′ and marked II with radius r′′ , such that the distance
between their centers is h, and the distance of their centers as c1 and c2 from the origin of
the coordinates (see Figure 3.18), we have the case of translation along the real axis, since

z−α x + iy − α
w= = = ReiΘ , (3.3.18)
z+α x + iy + α

where
z−α (x − α)2 + y 2 x2 + y 2 + α2 − 2αx
R= , R2 = = . (3.3.19)
z+α (x + α)2 + y 2 x2 + y 2 + α2 + 2αx

The equation of circle I from Figure 3.18 is (x − c1 )2 + (y 2 = (r′ )2 , or x2 + y 2 =

(r ) − c21 + 2xc1 . Then the radius R′ of the map of circle I is
′ 2

2 2
2 r′ − c21 + 2xc1 + α2 − 2αx r′ − c21 + α2 + 2x(c1 − α)
R′ = = . (3.3.20)
r′ 2 − c21 + 2xc1 + α2 + 2αx r′ 2 − c21 + α2 + 2x(c1 + α)
 3.3 CROSS-RATIO 67

I r"
r’ v
x

II
I R"

u
c1 h R’
c2
II
y

I r"
w - plane
r’
x

c1 II
h

c2

z- plane
w−α
Figure 3.18 w = , Two circles.
w+α

2
If we select α and c1 such that the relation α2 = c21 − r′ is satisfied, then R′ becomes
independent of x, i.e.,
 c − α 1/2 r′
1
R′ = = , r′ = {(c1 − α)(c1 + α)}1/2 . (3.3.21)
c1 + α c1 + α

2
The circle II can be treated similarly by selecting α22 = c22 − r′′ , thus finally giving

r′′
R′′ = . (3.3.22)
c2 + α

If we substitute h = c2 − c1 , then this transformation can be written as

z−α 2
w= where α2 = c21 − r′ , (3.3.23)
z+α

and
2 2 2 2
r′′ − r′ − h2 r′′ − r′ + h2 r′ r′′
c1 = , c2 = = c1 + h, R′ = , R′′ = . 
2h 2h c1 + α c2 + α
68 3 LINEAR AND BILINEAR TRANSFORMATIONS

A critical point for this transformation is z = −α, and the inverse of this transformation
1+w
is of the same type, i.e., z = α .
1−w

The general form of the bilinear transformation (3.2.1) includes as special cases all the
intermediate transformations which are discussed below.
z+1 w+1
Map 3.16. The bilinear transformations w = ,z = , are involutory, with
√ z − 1 w−1
p, q real, and the fixed-points F1,2 = 1 ± 2. The interior of the circle of D is mapped onto
the interior of the same circle; however, the exterior of the circle of E is mapped onto the
interior of the same circle (see Figure 3.19).

u =1
x=0

u =0
x =1

x=p

y =q

y=0 v =0
0 0

z- plane w - plane
z+1
Figure 3.19 Transformation w = .
z−1
Other details for some particular cases, with z = p, q real and w = P, Q real, are as
follows:

(a) The points z = 0; z∞ = 1; ∞ are mapped onto the points w = −1; ∞; w∞ = 1.

(b) The half-plane x ≥ 0 is mapped onto the region |w| ≥ 1.

(c) The half-plane y ≥ 0 is mapped onto the half-plane v ≤ 0.

(d) The region |z| ≤ 1 is mapped onto the half-plane u ≤ 0.

(e) The line x = 1 in D is mapped onto the line u = 1.

p 1
(f) The line x = p, p 6= 1 is mapped onto the circle w − = .
p−1 |p − 1|

q−1 1
(g) The line y = q, q 6= 0 is mapped onto the circle w − = .
q |q|
1+z z+1
Map 3.17. The transformation w = = eiπ , is the inverse of the Map 3.16.
1−z z−1
It maps the upper half-plane ℑ{z} > 0 onto the unit disk B(0, 1).
1+z 1−w
Map 3.18. The transformation w = , or z = − maps the unit upper semi-
1−z 1+w
circle in the z-plane onto the first quadrant of the w-plane, such that the points z = −1, 0, 1
 3.3 CROSS-RATIO 69

map into the points w = 0, 1, −1, respectively, as shown in Figure 3.20.

D .• i .i
D’ •

A
_•1
. B
0
•. .•C .
B’
1 A’ • 1•
0
z- plane w - plane
Figure 3.20 Upper semi-circle in the z -plane onto the first quadrant of the w-plane.

z−1 1+w
Map 3.19. The transformation w = , or z = maps the right-half of the z-
z+1 1−w
plane onto the unit circle, such that the points z = 0, i, −i map into the points w = −1, i, −i,
respectively. This map is shown in Figure 3.21(a).

y
v
C’ .i
A •i
(a)
B
.• x B’
_1• . . • u
1
C. _i

A’
. _i
z - plane w - plane
y v
A’ .i
A •i
(b)
B
.• x
_1• . . B’
• u
1
C. _i

C’
. _i
z - plane w - plane
Figure 3.21 Right-half z -plane onto the unit circle.

Example 3.5. To find the linear fractional transformation that maps the interior of the
circle |z − i| = 2 onto the exterior of the circle |w − 1| = 3, we need only three points on
the first circle in clockwise order and three on the second circle in counterclockwise order.
Let z1 = −i, z2 = −2 + i, and z3 = 3i and w1 = 4, w2 = 1 + 3i, and w3 = −2. Then we get

(w − 4)(3 + 3i) (z + i)(−2 − 2i)

= ,
(w + 2)(−3 + 3i) (z − 3i)(−2 + 2i)

or
z − 7i
w= .
z−i
The center of the first circle is z = i, which, under this transformation, is mapped onto the
70 3 LINEAR AND BILINEAR TRANSFORMATIONS

point w = ∞, and thus it lies outside the second circle. 

1−z z−1
Map 3.20. The transformation w = = eiπ , is the inverse of the Map 3.18.
1+z z+1
1−w
Thus, this transformation, or its inverse z = , also maps the right-half of the z-plane
1+w
onto the unit circle such that the points z = 0, i, −i map into the points w = 1, −i, i,
respectively, as in Figure 3.21(b).
1−z
Map 3.21. The transformation w = maps the exterior of the unit circle D : |z| > 1
1+z
onto the region G : ℜ{w} < 0, which is the left-half of the w-plane. To see this, first consider
the left of the regions D and G, and choose any three points on the unit circle that give
negative (clockwise) orientation, say, z1 = 1, z2 = −i, z3 = −1. Similarly the three points
w1 = 0, w2 = i, w3 = ∞ in the left region of G. Then the bilinear transformation is given
by
w−0 (z − 1)(−i + 1)
= ,
i−0 (z + 1)(−i − 1)

which simplifies to the above transformation.

z−i 1+w
Map 3.22. The bilinear transformation w = ,z =i , has the fixed-points
√
z + i 1−w
F1,2 = 21 (1 − i) 1 ± 3 , and p, q, P, Q real. Two particular cases (A) and (B) are presented
in Figure 3.22 and Figure 3.23, respectively.
x = p1
x = p2

x=0

u=1

y = q1
u= 0

VIII VII VIII V

y=0 IV I v=0
0
VIII VII y = −1 III II
VII
IV
V VI
y = q2
IV I II III

z- plane w - plane
z−1
Figure 3.22 Transformation w = (Case A).
z+1

The details of the case A, with z = p, q real and w = P, Q real, are as follows:
(a) The points z = 0, i, −i; z∞ = ∞ are mapped onto the points w = −1, 0, ∞; w∞ = 1.
(b) The half-plane x > 0 is mapped onto the half-plane v < 0.
(c) The half-plane y > 0 is mapped onto the region |w| < 1.
(d) The region |z| < 1 is mapped onto the half-plane u < 0.
(e) The line x − y = 1 is mapped onto the line u − v = 1.
 3.3 CROSS-RATIO 71

 1 1
(f) The line x = p, p 6= 0 in D is mapped onto the circle w − 1 − = .
p |p|
(g) The line y = −1 is mapped onto the line u = 1.
q 1
(h) The line y = q, q 6= −1 is mapped onto the circle w − = .
q+1 |q + 1|

x=0

u=p
u =1
u= 0
VII IV IX XII III
X
V y= 0

IX IV VI VII y = −1 V X XI II
v=0

XII III
XI I VIII VI VII VIII I
II

z- plane w - plane
z−1
Figure 3.23 Transformation w = (Case B).
z+1

The details of the case B, with z = p, q real and w = P, Q real, are as follows:
(a) The line y = −1 is mapped onto the line u = 1.
ip 1
(b) The circle z − = is mapped onto the line u = P, P 6= 1.
1−p |1 − p|
 1 1
(c) The circle z − − i − = is mapped onto the line v = Q, Q 6= 0.
q |q|
z−i 1+w
Map 3.23. The transformation w = , or z = i , which maps the upper-half
z+i 1−w
z-plane onto the circle, is presented in Figure 3.24.

v
y
A’ i
•

B’
• 0 1
u
A B C
_•1 • • x
0 1
C’
•_i
z - plane w - plane
Figure 3.24 Upper-half z -plane onto a circle.

i+z
Map 3.24. The bilinear transformation w = is a composition of the following
i−z
1 ζ −i
three transformations: (i) w = − (Map 3.6); (ii) s = (Map 3.23); and (iii) ζ = z
s ζ +i
72 3 LINEAR AND BILINEAR TRANSFORMATIONS

(translation). It maps the upper half-plane ℑ{z} >: 0 in the z-plane onto the unit disk
|w < 1 in the w-plane (see Figure 3.25).

y v
Dʼ

Eʼ Cʼ
u
A’ 1
A B C D E
• x
1
Bʼ
z- plane w - plane
Figure 3.25 Upper half-plane onto the unit disk.

Map 3.25. The transformation

1−z
w(z) = i
1+z

maps the unit disk onto the upper half-plane ℑ{w} > 0.
y v

(a) _
1• • x
0 1
u
0
Bʼ

y v

(b)
•
_ 0
•1 x
0
u
1
z- plane w - plane
1−z
Figure 3.26 w = i .
1+z

Since the lower boundary of the semi-disk, i.e., the interval [−1, 1], is perpendicular to
the upper semi-circle at the point 1, and since w is conformal at z = 1, the images of the
interval [−1, 1] and the semi-circle intersect at right angle. Since they both pass through
the point −1, which is mapped onto ∞, we conclude that these images are perpendicular
lines. Thus, using w(0) = i and w(i) = 1, the interval [−1, 1] in the z-plane is mapped
onto the upper half of the imaginary v-axis, and the semi-circle is mapped on the right
half of the real u-axis. Finally, testing the image of an interior point, say i/2, we find that
w(i/2) = 4/5 + 3i/5, which is a point in the first quadrant. Hence, the upper semi-disk
in the z-plane is mapped onto the first quadrant {u > 0, v > 0} of the w-plane, since the
 3.3 CROSS-RATIO 73

boundary is mapped onto boundary and interior points onto interior points (Figure 3.26).

Map 3.26. The transformation

z+i w−i
w = −i , or z = i ,
z−i w+i

maps the points z = i, −i, 0, respectively, onto the points w = ∞, 0, and a point with v > 0.
Thus, this map guarantees that the circle in the z-plane transforms into a straight line,
which passes through the origin w = 0 and the interior of the circle is mapped onto the
upper half of the w-plane.

z
Map 3.27. The bilinear transformation w = f (z) = maps the region Int (Γ),
2z − 8
where Γ = {|z − 2| = 2}, conformally onto the region ℜ {w} < 0, such that the point z = 2
goes into w = −1/2 (Saff and Snider [1976:317]).

z w
Map 3.28. The bilinear transformations w = ,z = are involutory, with
z−1 w−1
z∞ = 1, w∞ = 1, the fixed-points F1 = 0, F2 = 2, and p, q real. The interior (exterior) of
circles of D and E map onto exterior (interior) of circles. The details of different particular
cases, with z = p, q real and w = P, Q real, are as follows:
(a) The half-plane y ≥ 0 is mapped onto the half-plane v ≤ 0.
(b) The half-plane x ≥ 0 is mapped onto the region w − 21 ≥ 12 .
(c) The region |x| ≤ 1 is mapped onto the half-plane u ≤ 21 .
(d) The half-plane x ≤ 21 is mapped onto the region |w| ≤ 1.
(e) The line x = 1 is mapped onto the line u = 1, passing through w = 1.
2p − 1 1
(f) The line x = p, p 6= 1 is mapped onto the circle w − = passing
2(p − 1) |2p − 2|
through w = 1.
1 1
(g) The line y = q is mapped onto the circle w − (1 − ) = passing through w = 1.
2q 2|q|

z
Map 3.29. The function w = f (z) = maps the lens-shaped region bounded
z − (1 + i)
by the circles |z − 1| = 1 and |z − i| = 1 onto the region bounded by the rays arg{w} = 3π/4
and arg{w} = 5π/4 such that f (0) = 0 and f (1 + i) = ∞.

z
Map 3.30. The transformation w = maps the disk |z − i| = 1 onto the real line.
iz + 2
To see this, since the points z = 0, 1 + i, 2i lie on the given circle in the z-plane and since
the real line in the w-plane passes through the points w = 0, 1, ∞, so we choose h(z) such
z
that h(0) = 0, h(1 + i) = 1, and h(2i) = ∞. Then h(z) = . Since h(i) = i, so h maps
iz + 2
the disk |z − i| < 1 onto the upper half-plane.
74 3 LINEAR AND BILINEAR TRANSFORMATIONS

Map 3.31. Circle onto circle. The transformation is

n z − z0 − rα o
w − w0 = ℜ eiτ , (3.3.24)
ᾱz − αz0 − r

where τ is real, |α| =

6 1, and is presented in Figure 3.27.

|α | > 1
|α | < 1

r •w∞ R OR R
z• • •
0 w0 w0

•w∞
z- plane w - plane
Figure 3.27 Circle onto circle.

Map 3.32. Mapping of the unit circle onto itself:

z−α
w = eiτ , τ real and |τ | 6= 1. (3.3.25)
ᾱz − 1

z − z0
Map 3.33. The transformation w = eiθ , which maps a circle onto the circle in
1 − z̄0 z
the w-plane such that the point z0 maps into the point w = 0, is shown in Figure 3.28.

y v

zo•

0•
x u

z - plane w - plane
Figure 3.28 Circle onto a circle.

z − z1
Map 3.34. The function f (z) = ρ eiα maps the region enclosed by two arcs onto
z − z2
the region enclosed by the sector shown in Figure 3.29, such that a fixed point ζ 6= z1,2 on
nζ − z o ζ − z1
1
Γ1 goes into a point ω on the u-axis, where α = arg and ρ = ω (Pennisi
ζ − z2 ζ − z2
[1963:321]).
 3.3 CROSS-RATIO 75

y
v
Γ2

. Γ1 z2
ζ L2
α

z1
x 0
α .ω L1
u
0
z− plane w − plane
Figure 3.29 Crescent-shaped region.

1 w−1
Map 3.35. The transformation w = ,z= , with z∞ = 1; w∞ = 0; the fixed
1−z w
√ 1
points F1 = 12 + 2i 3, and F2 = , and p, q, P, Q are real. The interior of the circle in
F1
the z-plane is mapped onto the interior of the circle in the w-plane. The details of the
transformation, with z = p, q real and w = P, Q real, are as follows:

(a) The half-plane y ≥ 0 is mapped onto the half-plane v ≥ 0.

1
(b) The half-plane x ≥ 0 is mapped onto the region w − 2 ≥ 12 .

(c) The region |z| ≤ 1 is mapped onto the half-plane u ≥ 21 .

(d) The region |z − 1| ≤ 1 is mapped onto the region |w| ≥ 1.

I
I

II
II
II
III
III

z- plane w - plane
1
Figure 3.30 Transformation w = .
1−z

There are two special cases, one presented in Figure 3.30, and the other in Figure 3.31;
their respective details, with z = p, q real and w = P, Q real, are as follows:

For Figure 3.30:

(a) The line x = 1 is mapped onto the line u = 0.

1 1
(b) The line x = p 6= 1 is mapped onto the circle w − = .
2(1 − p) 2|1 − p|
76 3 LINEAR AND BILINEAR TRANSFORMATIONS

1 1
(c) The line y = q 6= 0 is mapped onto the circle w − = .
2q 2|q|

z- plane w - plane
y v

u= p
x =1
v=q

u= p
v=q

x u
0 1

z- plane w - plane
1
Figure 3.31 Transformation w = .
1−z

For Figure 3.31:

 1 1
(a) The circle z − 1 − = is mapped onto the line u = P 6= 0.
2p 2|p|
 1 1
(ib) The circle z − 1 + = is mapped onto the line v = Q 6= 0.
2q 2|q|
1
Map 3.36. The transformation w = − a, a real, maps the line y = 0 and the circle
z
z + 12 i = 12 onto the lines v = 0 and v = 1, respectively.
2i r
Map 3.37. The transformation w = − a, a real, maps the line x = 0 and the circle
z
|z − r| = r > 0 onto the lines v = 1 and v = 1, respectively. 

Map 3.38. The transformation is

r2  2r1 
w= +i . (3.3.26)
r2 − r1 z

It is presented in Figure 3.32.

The details of the transformation for this case with z = p, q real and w = P, Q real, are
as follows:
ir2
(a) The points z = 0; ∞; 2ir1 are mapped onto the points w = ∞; ; 0.
r2 − r1
(b) The circle |z − ir1 | = r1 is mapped onto the line v = 0.
(c) The circle |z − ir2 | = r2 is mapped onto the line v = 1.
 3.3 CROSS-RATIO 77

(d) The line x = 0 is mapped onto the line u = 0.

r2
(e) The line y = 0 is mapped onto the line v = .
r2 − r1

r2 θ
(f) The point z3 = ir1 1 − eiθ is mapped onto the point w3 = cot .
r2 − r1 2
(g) The small circle touching both circles and passing through z3 is mapped onto the circle
w + w3 − 12 i = 21 .

r1
i r1
x=0

u= 0
v =1
2
i r2 • r
2
•
w v=0
3
y= 0
z- plane w - plane
Figure 3.32 Two circles in outer contact.

Map 3.39. The transformation

i r2  2r1 
w= 1− (3.3.27)
r1 + r2 z

is presented in Figure 3.33.

x=0

|z _ i ρ | = ρ
u= 0
u=τ

r2 v =1
y= 0 2
• •
− r2 r1
v=0

z- plane w - plane
Figure 3.33 Two circles in outer contact.

The details of the transformation for this case with z = p, q real and w = P, Q real, are
as follows:
ir2
(a) The points z = 0; ∞; 2r1 are mapped onto the points w = ∞; ; 0.
r1 + r2
(b) The circle |z − r1 | = r1 is mapped onto the line v = 0.
(c) The circle |z + r2 | = r2 is mapped onto the line v = 1.
78 3 LINEAR AND BILINEAR TRANSFORMATIONS

r1 r2
(d) The circle |z − iρ| = r2 is mapped onto the line u = τ , where τ = − .
ρ(r1 + r2 )
r2
(e) The lines x = 0; y = 0 are mapped onto the lines v = ; u = 0.
r2 − r1
Map 3.40. The transformation that maps the upper-half of the unit circle in the z-plane
onto the upper half-plane ℑ{w} > 0 is defined by

 1 + z 2
w= ,
1−z

and is presented in Figure 3.34.

y
v
B
•

A’ Bʼ Cʼ Dʼ A’
C D A
• _•1 • • u
_•1 0
• x 0• 1
1
z- plane
w - plane
Figure 3.34 Upper-half of the unit circle onto the upper half-plane.

Map 3.41. The transformation that maps the upper half plane ℑ{z} > 0 onto a
round corner in the w-plane is w = (z + 1)α + (z − 1)α , 1 < α < 2; it is presented in
Figure 3.35. The transformation maps the line segment y = 0, −1 ≤ x ≤ 1 in the z-plane
onto the part −2α cos(α1)π ≤ u ≤ 2α , −2α sin(α − 1)π ≤ v ≤ 0, i.e., the part DCB, of
1/α 1/α
(v cos(απ) − u sin(απ)) + (−v)1/α = 2 (− sin(απ)) . Note that for α = 3π/2, the curve
is the asteroid u2/3 + (−v)2/3 = 2.

G I
G y arg{w} = α2π
B v= 0 A
w = 0 • w =2
F•
α
II I
C •
II w = 1+ e π
i α
π
F • z = i cot 2α D
• w = 2 α e iα π
E D C B A
• • z •= 1 x
z = _1 z= 0 arg{w} = α π ; | w | ≥ 2 α

E
z- plane w - plane
Figure 3.35 ℑ{z} > 0 onto a round corner.

Map 3.42. The transformation that maps the sector of angle π/m of a circle in the
z-plane onto the upper half-plane ℑ{w} > 0 is defined by

 1 + z m 2
w= ,
1 − zm
 3.3 CROSS-RATIO 79

and is presented in Figure 3.36.

y
C
v
•
B
•
D π/m A’ Bʼ Cʼ Dʼ A’
A
x • _•1 • • u
0
• • 0• 1
1
z- plane w - plane
Figure 3.36 Sector of angle π/m of a circle onto the upper half-plane.

Map 3.43. The transformation

iz 2 + 1
w= , (3.3.28)
iz 2 − 1

conformally maps the upper half-plane U = ℑ{z > 0} onto the unit disk C(0, 1). To
w−1
prove it, first note that the transformation z = g(w) = (Map 3.17) maps the right
w+1
half-plane ℜ{w} > 0 onto B(0, 1). Also, multiplication by i = eiπ/2 , with z = h(w) = iw
rotates the complex plane by π/2 and thus maps the right half-plane C(0, 21 ) onto the upper
half-plane U , while its inverse w = h−1 (z) = −iz will map U to the right half-plane. Hence,
to map the upper half-plane U onto the unit disk, the composition of these two mappings
gives the required map:

−iz − 1 iz + 1
w = g ◦ h−1 (z) = = . (3.3.29)
−iz + 1 iz − 1

Similarly, we already know (see Maps 4.6) that the square map w = z 2 maps the upper
right quadrant {0 < arg{z} < π/2} onto the upper half-plane U . Thus, composition of this
map with the previously constructed map, where we replace z by w in (3.3.29), we obtain
the final required mapping (3.3.28).

Map 3.44. The transformation that maps the lens-shaped region of angle π/m, where
this region is bounded by two circular arcs, in the z-plane onto the upper half-plane ℑ{w} >
0 is defined by
 z + 1 m
w = e2mi arccot(p) , (3.3.30)
z−1
and is presented in Figure 3.37.
80 3 LINEAR AND BILINEAR TRANSFORMATIONS

y
B
• v
D

}
π/m •
p
C A
_•1 • x
0 1 A’ Cʼ Dʼ A’
Bʼ
• _•1 • • u
0• 1
z- plane
w - plane
Figure 3.37 Lens-shaped region of angle π/m onto the upper half-plane.

z−a
Map 3.45. The transformation w = , where a > 1, −1 < x2 < x1 < 1, R0 > 1,
az − 1
and
p
(1 − x21 ) (1 − x22 )
1 + x1 x2 +
a= ,
x1 + x2
p
1 − x1 x2 + (1 − x21 ) (1 − x22 )
R0 = , (3.3.31)
x1 + x2

maps the region between the two circles in the z-plane onto the annular region in the
w-plane, as shown in Figure 3.38.

y v
Fʼ
B

Bʼ
F

A Eʼ
C E G Gʼ A’ Cʼ
•x x1 • x • u
2 1 1• R0

Dʼ
D

z- plane

w - plane
Figure 3.38 Map 3.45.

z−a
Map 3.46. The transformation w = , where a and R0 are the same as in (3.3.31),
az − 1
with x2 < a < x1 , and 0 < R0 < 1 when 1 < x2 < x1 , maps the region exterior to the two
circles in the z-plane onto the annular region in the w-plane, as shown in Figure 3.39.
 3.3 CROSS-RATIO 81

v
y
Bʼ

B Eʼ

E
A C D F Cʼ Fʼ A’
Dʼ
• • •x x • u
1 2 1 R0 • 1

z- plane
w - plane
Figure 3.39 Map 3.46.

z − z0
Map 3.47. The transformation w = eiλ , where λ is a real number, maps the
z + z̄0
upper half-plane −∞ < x < ∞, 0 ≤ y < ∞, in the z-plane onto the unit disk |w| ≤ 1 in the
w-plane.
z − z0
Map 3.48. The transformation w = eiλ , where λ is a real number, maps the
1 − z̄0 z
2 2
unit disk x + y ≤ 1, in the z-plane onto the unit disk |w| ≤ 1 in the w-plane.

z−α
Map 3.49. The transformation w = eiβ for some |α| < 1, −π < β < π, maps
ᾱz − 1
the unit disk onto itself.

Map 3.50. Cassini’s ovals. There are four cases:

Map 3.50a. Either part of the interior of Cassini’s ovals |z − z1 ||z − z2 | = C, with foci
√
z1 = ± w1 , is mapped onto the interior of the circle |w − w1 | = C, C ≤ |w1 |. This case is
presented in Figure 3.40, where w1 is taken as a real and positive number.

w = 4 z 02

z = z0
2β
β
x u
0 0

z- plane
w - plane
Figure 3.40 Cassini’s ovals, Map 3.50a.
82 3 LINEAR AND BILINEAR TRANSFORMATIONS

√
Map 3.50b. Cassini’s ovals |z − z1 ||z − z2 | = C, with foci z1 = ± w1 , is mapped onto
the circle |w − w1 | = C, C > |w1 |, counted twice.

Map 3.50c. The part x > 0 of the interior of Cassini’s ovals, and the part x < 0 of the
interior of Cassini’s ovals, both are mapped onto the interior of the circle cut from w = 0

1/2
to w′ = ℜ{w1 } = C 2 − ℑ{w1 }2 , i.e., point a. This case is presented in Figure 3.41.

y
a

a
•z •z b c 0 •w b
1 1 1

z- plane w - plane
Figure 3.41 Cassini’s ovals, Map 3.50c.

Map 3.50d. (Generalized Cassini’s Ovals) The details of the transformation are as
follows:
√
(a) Each part of |z − z1 ||z − z2 | · · · |z − zn | = C, with foci zj = e2iπj/n n w , j = 1, 2, . . . , n,
0
is mapped onto the circle |w − w0 | = C, 0 < C ≤ |w0 |.

(b) Closed curve |z − z1 ||z − z2 | · · · |z − zn | = C (which is approximately circle for large C)

is mapped onto the circle |w − w0 | = C, counted n times, 0 < |w0 | < C.

(c) Region bounded by this curve and the lines z = r eiθ , z = r ei(θ+2θ/n , θ fixed, is mapped
onto the interior of |w − w0 | = C, C > |w0 |, cut from 0 to the point at which the line
w = rn einθ meets the circle.

This transformation for n = 4 is presented in Figure 3.42.

•

•
•
•

Figure 3.42 Cassini’s ovals.

Map 3.51. Cardioid and Limaçon. The mapping from z-plane onto the w-plane is
 3.3 CROSS-RATIO 83

presented in Figure 3.43.

w = 4 z 02

z = z0
2β
β
x u
0 0

z- plane
w - plane
Figure 3.43 Circle onto cardioid.

The details of this transformation are as follows:

 
|z − z0 | = |z0 |
(a) The circles are mapped onto the cardioid w = 2z02 (1 + cos θ) eiθ ,
|z + z0 | = |z0 |
−π ≤ θ < π.
 
|z − z0 | = c
(b) The circles , c > 0, z0 6= 0, are mapped onto the limaçon w − w1 =
|z + z0 | = c
2c(z0 + c cos θ) eiθ , w1 = z02 − c2 , −π ≤ θ < π.
Map 3.52. Cardioid and Generalized Cardioids (α > 1), and Lemniscates
(0 < α < 1) (Figure 3.44).

y
x = p ≠ ℜ (- d/c)
x = ℜ (- d/c)

II l2
I
y = q ≠ ℑ (- d/c)
Rp
y = ℑ (- d/c) Rq
•z •w
•
∞ p •• wq
II
x=0

III I
III

x
0 y=0
l1

z- plane w - plane
Figure 3.44 Generalized cardioid.

The details of this transformation are as follows:

The line ℜ{e−iθ z} = s, s > 0 is mapped onto each part of Rβ = s−1 cos(βθ + φ), |θ −
α(2kπ − φ| ≤ απ/2, k = 0, ±1, ±2, . . . ; the curves are closed, with a cusp at 0, with
π
tangents w = R eiα(kπ+ 2 −φ) , k = 0, ±1, ±2, . . . ; there are n parts if α−1 = n ∈ Z.
84 3 LINEAR AND BILINEAR TRANSFORMATIONS

3.4 Straight Lines and Circles

We will consider different cases of linear and bilinear transformations that map given ele-
ments, like points, lines, circles, onto prescribed points, lines, and circles, using the cross-
ratio. This classification of linear and bilinear transformations is based on Kober [1957:2-32].
A consequence of the Riemann mapping theorem is that simply connected domains Dz and
Dw can always be mapped conformally onto each other. Three parameters may be chosen
at will, based on the elements in w corresponding to similar elements in z, such as points,
circles, rectangles, and so on. It is often convenient to start with a line, or a circle, or a
rectangle (or square) in the w plane and create an image in the z-plane by applying various
mapping functions z = g(w), where g(w) = f −1 (w) are the inverse of the ‘forward’ mapping
function w = f (z). Often a unit circle is used as an intermediate image in constructing
sequential mappings. Some examples are as follows.

Map 3.53. Lines parallel to the axes. z∞ = −d/c, w∞ = a/c (see Figure 3.45).

y
x = p ≠ ℜ (- d/c)
x = ℜ (- d/c)

II l2
I
y = q ≠ ℑ (- d/c)
Rp
y = ℑ (- d/c) Rq
•z •w
•
∞ p •• wq
II
x=0

III I
III

x
0 y=0
l1

z- plane w - plane
Figure 3.45 Lines parallel to axes (direct map).

Different cases of this transformation, with z = p, q, r, rp , rq real and w = P, Q, R, Rp , Rq

real, are as follows:



(a) The line x = −ℜ{d/c} is mapped onto the line l1 : ℜ c ād¯ − b̄c̄ (cw − a) = 0.

(b) The line x = p,
p 6= −ℜ{d/c} is mapped onto the circle |w − wp | − Rp , where wp =
ac̄p + 12 ad¯ + bc̄ ad − bc
p|c|2 + ℜ{cd}¯ , and Rp = 2p|c|2 + 2ℜ{c̄d} .

(c) The line y = −ℑ{d/c} is mapped onto the line l2 : ℑ{c ād¯ − b̄c̄ (cw − a)} = 0.

(d) The line y = q,
q 6= −ℑ{d/c} is mapped onto the circle |w − wq | = Rq , where wq =

ac̄p + 21 i ad¯ − bc̄ ad − bc
, and Rq = .
q|c|2 + ℑ{c̄d} 2q|c|2 + 2ℑ{c̄d}
 3.4 STRAIGHT LINES AND CIRCLES 85

The inverse mapping is presented in Figure 3.46.

v=

v = q =/ ℑ (a/c)
ℑ(

v = ℑ (a/c)
a/c
a/c

u=0
)

ℜ(
II III

u=
III
• z∞ u = p =/ ℜ (a/c)
rp
rq •z•
II p
x u =ℜ (a/c)
•
zq •• w
∞

I Ip

z- plane w - plane
Figure 3.46 Lines parallel to axes (inverse map).

The details of different cases with z = p, q, r, rp , rq real and w = P, Q, R, Rp , Rq real, are as

follows:


(a) The line ℜ{c ād¯ − b̄c̄ (cz + d)} = 0 is mapped onto the line u = ℜ{a/c}.
1
(ād + bc̄) − c̄dp ad − bc
(b) The circle with center zp = 2 2
and radius rp = , is
p|c| − ℜ{ac̄} 2P |c|2 − 2ℜ{ac̄}
mapped onto the line u = P, P 6= ℜ{a/c}.


(c) The line ℑ{c ād¯ − b̄c̄ (cz + d)} = 0 is mapped onto the line v = ℑ{a/c}.
1
i (ād − bc̄) − c̄dq ad − bc
(d) The circle with center zq = 2 and radius rq = , is
q|c|2 − 2ℑ{ac̄} 2q|c|2 − 2ℑ{ac̄}
mapped onto the line v = Q, Q 6= ℑ{a/c}.

Map 3.54. Other lines and circles. z∞ = −d/c, w∞ = a/c (see Figure 3.47.)
The details of the transformation with z = p, q, r, rp , rq real and w = P, Q, R, Rp , Rq real,
are as follows:
(1a, b.) The line ℜ{λ̄z} = p passing through z∞ is mapped onto the line ℜ{Λ̄w} = P
passing through w∞ .
(2.) The line ℜ{λ̄z} = p not passing through z∞ is mapped onto the circle |w − w0 | = R
passing through w∞ .
(3.) The circle |z − z0 | = r passing through z∞ is mapped onto the line ℜ{Λ̄w} = P not
passing through w∞ .
86 3 LINEAR AND BILINEAR TRANSFORMATIONS

_
(1.a) _ )=p ℜ (Λ
w) =
ℜ (λz P •
• w∞
z∞

_ z) = p

ℜ
_ w) =
(λ

(Λ
ℜ
z∞
•

P
(1.b) w∞•

|w _ w0| = R
z∞
•
(2)
_ =p
z)
ℜ(λ •w
∞

|z _ z0| = r w∞ •
ℜ (Λ_
w)
=P
(3)
z ∞•

z- plane w - plane
Figure 3.47 Other lines and circles (direct map).

Map 3.55. The circle |z0 + d/c| = r not passing through z∞ is mapped onto the circle
|w − w0 | = R not passing through w∞ (see Figure 3.48).
 3.4 STRAIGHT LINES AND CIRCLES 87

|z _ z0| = r
|w _ w0’| = R
•w
(4a) r R ∞
z 0• w0’•

z∞ •

|z _ z0| = r
|w _ w0’| = R
• w∞
r R
(4b) z 0• w0’•
• z∞

|z _ z0| = r |w _ w0| = R

r
z ∞• w∞•
(4c)

z- plane w - plane
Figure 3.48 Circles not passing through z∞ .

The details of the transformation with z = p, q, r, rp , rq real and w = P, Q, R, Rp , Rq real,

are as follows, where

¯ − ac̄r2
(az0 + b)(āz̄0 + d) r|ad − bd|
w0′ = , R= .
|cz0 + d|2 − |c|2 r2 |cz0 + d|2 − |c|2 r2

(a) The circle |z − z0 | = r not passing through z∞ is mapped onto the circle |w − w0′ | = R
not passing through w∞ .
(b) The circle |cz0 + d| > |c|r is mapped onto the circle |w − w0 | = R, where w0′ =
az0 + b − c̄R2 s ad − bc
, R = r|s|, and s = .
cz0 + d |cz0 + d|2 − |cr|2
(c) The circle 0 < |cz0 + d| < |c|r is mapped onto the circle |w − w0 | = R, where w0′ , and
R, as in (4a).
ad − bc
(d) The point z0 − d/c = z∞ is mapped onto the point w0 = a/c = w∞ ; R = .
c2 r
88 3 LINEAR AND BILINEAR TRANSFORMATIONS

Map 3.56. Three points onto three points. There are five cases (a)-(e) discussed
below. Using the cross-ratio (3.3.1), the transformation is defined by (3.3.2). Then

Map 56a. This is defined by

w − w1 w3 − w2 z − z1 z3 − z2
= · , (3.4.1)
w − w2 w3 − w1 z − z2 z3 − z1

where z1 , z2 , z3 are given and finite, and w1 , w2 , w3 are finite. This is presented in Figure
3.49(a).

Map 3.56b. The transformation is of the form {w, w1 , w2 , w3 } = {z, z1, z2 , ∞}, i.e.,

w − w1 w3 − w2 z − z1
= , (3.4.2)
w − w2 w3 − w1 z − z2

where the three given points are z1 , z2 , ∞ and w1 , w2 , w3 . This case is presented in Figure
3.49(b).

Map 3.56c. The transformation is of the form

w − w3 z2 − z1
= , (3.4.3)
w3 − w1 z − z2

where the three given points are z1 , z2 , ∞ and w1 , ∞, w3 . This case is presented in Figure
3.49(c).

Map 3.56d. The transformation is of the form

w − w1 z − z1
= , (3.4.4)
w1 − w2 z1 − z2

where the three given points are z1 , z2 , ∞ and w1 , w2 , ∞. This case is presented in Figure
3.49(d).

Map 3.56e. The transformation is of the form

w − w1 z − z1 z3 − z2
= , (3.4.5)
w − w2 z − z2 z3 − z1

where the three given points are z1 , z2 , z3 and w1 , w2 , ∞. This case is presented in Figure
3.49(e).
 3.4 STRAIGHT LINES AND CIRCLES 89

z3 w w3
• • 2 •

• z2 OR
• • •

w•3 •w w2 • •
w1
z•1 1

•∞
w3 w w2
• • 2 • • w3
• z2 OR
• •
• z1
w 1• •
w1

•∞ •∞
w
• 1
• z2

• w3
• z1

•∞
• w1
• z2
w
• z1 • 2

•∞
w3 w w2 •∞
• • 2 • w
• 3
OR • w2
• •
•w
1
w 1• •
w1
z- plane w - plane
Figure 3.49 Three points onto three points.

Map 3.57. Straight line onto straight line. The transformation is

a λ̄z − p − i b
λ̄w = P +
, (3.4.6)
i c λ̄z − p + d

where λ, p, Λ and P are preassigned. This transformation is presented in Figure 3.50(a). In

the case of the mapping of a line onto itself, the above holds except that λ = Λ and p = P ,
i.e., ℜ{λ̄z} = p is the same as ℜ{Λ̄w} = P (Figure 50(b)).
The details for the case 12a, with z = p, q real and w = P, Q real, are as follows:
90 3 LINEAR AND BILINEAR TRANSFORMATIONS

If ad − bd > 0, then
(a) the half-plane I is mapped onto the half-plane I; and
(b) the half-plane II is mapped onto the region II.
If ad − bc < 0, then
(c) the half-plane I is mapped onto the half-plane II.

ℜ{ _
p Λ
w}
= =
_ z} P
{λ
ℜ OR

ℜ{ _
Λ
(a)
w}
p =
P
=
_ z}
{λ
ℜ

z- plane w - plane
ℜ
_ w}
{Λ
ℜ
_ z}
{λ

(b)
P
=
p

z- plane w - plane
Figure 3.50 Straight line onto straight line.

Map 3.58. Angle onto itself, with arms interchanged. Given, z0 , α 6= 0

(−π < α < π), and τ , where α and tau are real, the case is presented in Figure 3.51. For
involutory transformation (w − w0 )(z − z0 ) = b ei(α+2τ ) , b > 0, the regions I and II are
mapped onto the regions I and II, respectively; but for b < 0, the region I is mapped onto
the region II. Other details for this case, with z = p, q real and w = P, Q real, are as follows:

The points z0 ; z1 = ∞; z2 = z0 + aeiτ , where a is real, a > 0 in Figure 3.51, are mapped
b
onto the points w0 = ∞; w1 = z0 ; w2 = z0 + ei(α+τ ) .
a
 3.4 STRAIGHT LINES AND CIRCLES 91

e w2
plan
w- •
w1 I
II • α ℑ {e −
z1 iτ
(z _
z- p z )
0 }=
lan 0
e z•2
Figure 3.51 Angle onto itself.

Map 3.59. Straight line onto circle. The transformation is

n λ̄z − p + β o
w − w0 = ℜ eiτ , τ real; ℜ{β} =
6 0, (3.4.7)
λ̄z − p − β

given in Figure 3.52.

z∞
• p R
_ z }= w0 •
{λ
ℜ

z- plane w - plane
Figure 3.52 Straight line onto circle.

Map 3.60. Circle onto straight line. The transformation is

z − z0 + r eiτ
Λ̄w = P + i a + b , (3.4.8)
z − z0 − r eiτ

where a, b, τ are real, b 6= 0, given in Figure 3.53.

ℜ{ _ • w∞
r Λ
w}
z 0• =
P

z- plane w - plane
Figure 3.53 Circle onto straight line.
92 3 LINEAR AND BILINEAR TRANSFORMATIONS

Map 3.61. Circle and line in-contact mapped onto two parallel lines.
Given z0 , z2 , Λ, P1 , P2 , the transformation is

2 (z2 − z0 ) (P2 − P1 )
Λ̄w = i a + P1 + , (3.4.9)
z − z0

where a is real, and r = |z2 − z0 |, λ = z2 − z0 , and is presented in Figure 3.54.

I
II

P1
r’

P’
}=
z’

}=
•

z2

Λw

2
P
ℜ{ _
•

}=
III

Λw
_

Λw
ℜ{

ℜ{ _
z0
•

ℜ I
{λ _
(z _ I
II
III
z
0 )}
=
0
z- plane w - plane
Figure 3.54 Circle onto circle.

The details of the transformation with z = p, q real and w = P, Q real, are as follows:
(a) The line ℜ{λ̄z} = ℜ{λ̄z0 } is mapped onto the line ℜ{Λ̄w} = P1 .
(b) The circle |z − z2 | = r is mapped onto the line ℜ{Λ̄w} = P2 .
r
(c) The circle |z − z ′ | = r′ is mapped onto the line ℜ{Λ̄w} = P ′ = P1 + ′ (p2 − p1 ).
r
Map 3.62. Two circles in-contact mapped onto two parallel lines. (Inner
Contact) Given r1 > 0, r2 > 0, z1 , z2 , and a real, the transformation is

z + z0 − 2z1
Λ̄w = P1 + i a + γ , (3.4.10)
z0 − z

P2 − P1 r1 z2 − r2 z1
where γ = r2 . The details are provided in Figure 3.55 and where z0 = .
r1 − r2 r1 − r2
The details of the transformation with z = p, q real and w = P, Q real, are as follows:
(a) The circle |z − z1 | = r1 is mapped onto the line ℜ{Λ̄w} = P1 .
(b) The circle |z − z2 | = r2 is mapped onto the line ℜ{Λ̄w} = P2 .
(c) The circle |z − z ′ | = r′ touching at z0 is mapped onto the line ℜ{Λ̄w} = P ′ , where
r2 r′ − r1
P ′ = P1 + (P2 − P1 ) .
r1 r2 − r1
 3.4 STRAIGHT LINES AND CIRCLES 93

(d) The line ℜ{λ̄ (z − z0 )} = 0 touching at z0 , where λ = z1 − z2 , is mapped onto the

P1 r1 − P2 r2
line ℜ{Λ̄w} = P0 , where P0 = .
r1 − r2

|z _ z1| = r1 IV
IV

0
=
)}
| z _ z’| = r’ ℜ{ _

0
z
Λw

_
I IV }=

(z
| z _ z2 | = r2

{λ _
ℜ{ _ p
I Λw 0

ℜ
II z }=
•1 z’ ℜ{ _ p
• z
• 2 II Λw 1
}=
III • p’
z0
ℜ{ _
IV III Λw
}=
p
2
z- plane w - plane
Figure 3.55 Two circles in contact mapped onto two parallel lines (inner contact).

Map 3.63. Two circles in outer contact mapped onto parallel lines. (Outer
Contact) Given |z1 − z2 | = r1 + r2 , transformation is

z + z0 − 2z1
Λ̄w = P1 + i a + γ , (3.4.11)
z0 − z

P1 − P2
where a is real, and γ = r2 . This case is presented in Figure 3.56, where z0 =
r1 + r2
r1 z2 + r2 z1
.
r1 + r2
| z _ z’| = r’
III

II ℜ{ _
|z _ z1| = r1
|z _ z’’|= r ’’ }=
Λw
• I ℜ{ _ p
II z’ z• Λw 1
1 ℜ{ _ } =p
I III • VI IV
z0 z22 Λw ’
•• z }=
• ’’ V ℜ{ _ p
z _z =r Λw 0
| 2| 2 VI }=
V p’
’
ℜ{ _
Λw
}=
IV p
2
z- plane w - plane
Figure 3.56 Two circles in outer contact mapped onto two parallel lines (outer contact).

The details of the transformation with z = p, q real and w = P, Q real, are as follows:
(a) The circle |z − z1 | = r1 is mapped onto the line ℜ{Λ̄w} = P1 .
(b) The circle |z − z2 | = r2 is mapped onto the line ℜ{Λ̄w} = P2 .
(c) circle |z − z ′ | = r′ touching at z0 is mapped onto the line ℜ{Λ̄w} = P ′ , where P ′ =
94 3 LINEAR AND BILINEAR TRANSFORMATIONS

r1 r′ + r2
P2 + (P1 − P2 ) .
r′ r1 + r2
(d) The circle |z − z | = r′′ touching at z0 , where λ = z1 − z2 , is mapped onto the
′′

r2 r′′ + r1
line ℜ{Λ̄w} + P ′′ , where P ′′ = P1 + (P2 − p1 ) ′′ .
r r1 + r2
(e) The line ℜ{λ̄(z − z0 )} = 0 touching at z0 , where λ = z1 − z2 , is mapped onto the
P1 r1 + P2 r2
line ℜ{Λ̄w} = P0 , where P0′ = .
r1 + r2

Map 3.64. Two ‘circles’, intersecting at two points, mapped onto two
Λ̄1 z0 − z1
intersecting straight lines. Given z1 ; r1 > 0; z2 ; r2 > 0 and α = β, i.e.,
Λ̄2 z0 − z)2
is real, the transformation is presented in Figure 3.57, where |r1 − r2 | < |z1 − z2 | < r1 + r2 ,
and z0 , w0 are the points of intersection of the z- and w-plane, respectively.

III II P1
_ w }=
1
• z0 {Λ
IV II r2 ℜ
r1 w•∞ • β I
• • w0 ℜ { _
z1 I z2
III Λ
2w
z∞ }=
IV p
2
III

z- plane w - plane
Figure 3.57 Two intersecting ‘circles’.

II
w} = 2
p

IV
w∞ • II P1
_ w} =
z0 • α I
ℜ Λ2

Λ 1
I ℜ{
_

w0 • β
{

r1 OR
III •
• w0 β
ℜ
_ w}
P1

I
{Λ

III z1
=

III
2
1w
}
ℜ{ _

z ∞• ζ 0
=

IV
Λ

II
p2

• w0
ℜ {λ z } = p1

_
| ℜ {Λ z1} _ p |< r1 |λ |
_

z- plane w - plane
Figure 3.58 Two intersecting ‘circles’, alternative case.

An alternative situation is considered in Figure 3.58, where z0 and ζ0 are the points of
intersection of the two ‘circles’ in the z-plane; w0 is the point of intersection of ℜ{Λ1 w} = P1
and ℜ{Λ1 w} = P2 . The required transformation is

(z − z0 )(z1 − ζ0 )
w = w0 + KΛ1 , K 6= 0 real. (3.4.12)
(z − ζ0 )(z0 − ζ0 )
 3.4 STRAIGHT LINES AND CIRCLES 95

The details of the alternative case with z = p, q real and w = P, Q real, are as follows:
ir2
(a) The points z = 0; ∞; 2r1 is mapped onto the points w = ∞; ; 0.
r1 + r2
(b) The circle |z − z1 | = r1 is mapped onto the line ℜ{Λ̄1 w} = P1 .
(c) The circle |z − z2 | = r2 is mapped onto the line ℜ{Λ̄2 w} = P2 .
(d) The circle |z + r2 | = r2 is mapped onto the line ℜ{Λ̄2 w} = P2 , or line ℜ{λ̄z} = p.
(e) The points z = z0 ; ζ0 ; z = ∞ are mapped onto the points w = w0 ; ∞; w∞ = w0 +
z1 − ζ0
KΛ1 .
z0 − ζ0
(f) The circle passing through z0 , ζ0 is mapped onto the lines passing through w0 .
(g) The circle orthogonal to |z − z0 | = r1 , and to |z − z2 | = r2 or to ℜ{λ̄z} = p is mapped
onto the circle with center w0 .
Map 3.65. The transformation presented in Figure 3.59 is

K z(i σ − z1 )
w= , σ > 0, K > 0. (3.4.13)
σ z −iσ

p2
x=0

=
_ w}
{Λ
• w∞
ℜ

w0 = 0 σ v=0
z ʼʼʼ z’ •
z ʼʼ •z γ
• 1
z2
δ γ
ℑ
{w

y= 0
z }1

z0
=0

z- plane w - plane
Figure 3.59 Two intersecting ‘circles’.

The details of the transformation, with z = p, q real and w = P, Q real, are as follows:
(a) The points ζ0 = iσ; z0 = 0; z ′ ; z ′′ ; z ′′′ are mapped onto the points w = ∞; w0 =
0; w′ ; w′′ ; w′′′ .
K K
(b) The point z = ∞ is mapped onto the w∞ = (i σ − z1 ) = − z̄1 .
σ σ
(c) The circle |z − z1 | = r1 , ℑ{z1 } = 12 σ is mapped onto the line v = 0.
(d) The circle |z − z2 | = r2 , ℑ{z2 } = 12 σ is mapped onto the line ℜ{Λ̄2 w} = P2 .
(e) The line x = 0 is mapped onto the line ℑ{wz1 } = 0.
(f) The circle (z ′ , z ′′ , z ′′′ , ζ0 ) is mapped onto the line (w′ , w′′ , w′′′ ).
(g) The curvilinear triangle {z0 , z ′ , z ′′ } is mapped onto the right triangle {w, w′ , w′′ }.
(h) The curvilinear triangle {z0 , z ′′ , z ′′′ }, each with sum of angles, is mapped onto the right
triangle {w0 , w′′ , w′′′ }.
96 3 LINEAR AND BILINEAR TRANSFORMATIONS

Map 3.66. circles and straight line, without common point, onto two
concentric circles. The transformation, presented in Figure 3.60, is

(z − z0 )|λ| − λ(A + σ)
w − w1 = R1 eiτ , (3.4.14)
(z − z0 )|λ| − λ(A − σ)

p − ℜ{λ̄z0 } p p
where τ is real, A = , and σ = A2 − ρ2 > 0 or σ = − A2 − ρ2 .
|λ|

OR
R
ρ R2
•z R1
0 •w1
•w
1

0
0 =
=0

w )}
ℜ{ _ w1 − w2 | =| R

0
0 =
λz 2
)}

w )}
(w _

}
0

=p
z

| A+ σ | > ρ | A+ σ | < ρ
z_

iτ

(w _
ℑ {e −
λ(
ℑ{ _

iτ
ℑ {e −
z- plane w - plane

Figure 3.60 Circles and straight lines.

The details of the transformation, with z = p, q real and w = P, Q real, are as follows:
(a) The line ℜ{λ̄z} = p is mapped onto the circle |w − w0 | = R1 .
(b) The circle |z − z0 | = ρ is mapped onto the circle |w − w1 | = R2 .
(c) The line ℑ{λ̄(z − z0 )} = 0 is mapped onto the line ℑ{e−iτ (w − w1 )} = 0.

Map 3.67. Two circles, without common point, onto two concentric cir-
R2 r2 t
cles. Given z1 , z2 , r1 > 0, r2 > 0, z1 6= z2 , and w0 , R1 > 0, R2 > 0, and = ,
R1 r1 s − t
2 2
where s, t are the real roots of the equations st = r1 , and (d−s)(d−t) = r2 , d = |z2 −z1 | > 0,
the transformation is

R1 iθ d(z − z1 ) − s(z2 − z1 )
w − w0 = t e , θ real. (3.4.15)
r1 d(z − z1 ) − t(z2 − z1 )

This transformation is presented Figure 3.61.

 3.4 STRAIGHT LINES AND CIRCLES 97

III II
Ir1
z2 •z • | w _ w0 | = R 1
1
r2

II R2
II III r w0•
I I III
z1• z• 2
2
r1
I

w - plane
I r1 II III r
z1• • 2
z2

z- plane
Figure 3.61 Transformation (3.2.35).

The details of this transformation, with z = p, q real and w = P, Q real, are as follows:
(a) The circle |z − z1 | = r1 is mapped onto the circle |w − w0 | = R1 .
(b) The circle |z − z2 | = r2 is mapped onto the circle |w − w0 | = R2 .
(c) The radical axis of these circles is mapped onto the circle |w − w0 | = R1 |t|/r1 .
(d) The point z∞ = z1 + (t/d)(z2 − z1 ) is mapped onto the point w = ∞.
(e) The point z0 = z1 + (s/d)(z2 − z1 ) is mapped onto the point w = w0 .
(f) Any ‘circle’ passing through z∞ and z0 is mapped onto the line passing through w0 .

Map 3.68. The transformation, presented in Figure 3.62, is

z − iσ
w = R1 , (3.4.16)
z + iσ
p
where σ = k 2 − ρ2 , 0 < ρ < k.
98 3 LINEAR AND BILINEAR TRANSFORMATIONS

u= 0
=
_ w}

x=0
w = R1
ρ {Λ
ℜ
•
i σ • z0 w = R2
R2 v=0
•
| z _ z’0 |= ρ

y= 0

1z- plane
2 w - plane
Figure 3.62 Transformation (3.2.33).

The details of the transformation, with z = p, q real and w = P, Q real, are as follows:
(a) The points z = 0; ∞; iσ; −iσ are mapped onto the points w = −R1 ; R1 ; 0; ∞, respec-
tively.
(b) The line x = 0 is mapped onto the line v = 0.
(c) The line y = 0 is mapped onto the circle |w| = R1 .
R2 + R2 ′ 2σR1 R
(d) The circle |z − ik| = ρ′ , where z0′ = iσ 12 2
,ρ = 2 , and R1 6= R, is mapped
R1 − R |R1 − R2 |
R1 ρ
onto the circle |w| = R2 = .
|k + σ|
(e) The circle |z| = σ is mapped onto the line u = 0.
ℑ{Λ} Λ
(f) The circle z − σ = σ , where ℜ{Λ} 6= 0, intersecting x = 0 at ±iσ, is
ℜ{Λ} ℜ{λ}
mapped onto the line ℜ{Λ̄w} = 0.

Map 3.69. The transformation

tR1 z − s
w= , (3.4.17)
r1 z − t

where s and t are roots of the equations st = r12 and (z2 − s)(z2 − t) = r22 , is presented in
Figure 3.63.
 3.5 ELLIPSES AND HYPERBOLAS 99

x= (s+t )/2
0

x=0
| z _ z4 | = r {Λ
w}
| w | = R2
_ w}
=
= { Λ
0 ℜ
| w | = R1
r1 | z _ z5 |=ρ
r1
w =0
z1 •= 0 •s •
t
•z
w• 3 • •
w∞
2 r1
| z _ z5 |=ρ
| z | = r1

z- plane w - plane
Figure 3.63 Transformation (3.4.17).

The details of this transformation, with z = p, q real and w = P, Q real, are as follows:
(a) The circles |z − z1,2 | = r1,2 , z1 = 0, z2 > 0 are mapped onto the circles |w| = R1,2 ;
R2 r2 t
= .
R1 r1 r2 − t
s+t
(b) The points z0 = s; z∞ = t; z = ∞; and z3 = are mapped onto the points
2
tR1 tR1
w0 = 0, ∞; w∞ = ; and w3 = − .
r1 r1
R12 − R2 r1 R1 R|t − s|
(c) The circle |z − z0 | = r, where z4 = r12 and r = , is mapped onto
tR12 − sR12 |sR12 − tR12 |
the circle |w| = R 6= ∞.
s+t R1 t
(d) The line x = is mapped onto the circle |w| = = w∞ .
2 r1
tΛ + sΛ̄ Λ(s − t)
(e) The circle |z − z5 | = ρ, where z5 = and ρ = , ℜ{Λ} 6= 0 is mapped
2ℜ{Λ} 2ℜ{Λ}
onto the line ℜ{Λ̄w} = 0.
(f) The circle |z − z̄5 | = ρ is mapped onto the line ℜ{Λw} = 0.
(g) The circle y = 0 is mapped onto the line v = 0.
(h) The curvilinear rectangular quadrilateral formed by |z| = r1 , |z − z2 | = r2 between
|w| = R1 , |w| = R and |z − z5 | ≤ ρ, is mapped onto the half-ring left of ℜ{Λ̄} = 0.
(i) The region |z − z2 | ≤ r2 is mapped onto the region |w| ≥ R2 .

3.5 Ellipses and Hyperbolas

For ellipses and hyperbolas, we will set t, t′ , and τ fixed, 0 < t < t′ < 1, and 0 < τ < π/2;
also l = t + 1/t, l′ = t′ + 1/t′ , and σ = arg{k/α}. The ellipse has been defined in §3.1.3,
and the hyperbolas in §3.1.4.
Map 3.70. In the case of ellipses, we find that (i) the regions |z| < |k/α|t and |z| >
|k/α|t−1 are both mapped onto the region |w + 2k| + |w − 2k| > 2l|k| which is the exterior
100 3 LINEAR AND BILINEAR TRANSFORMATIONS

of the ellipses; (ii) the annular regions t|k/α| < |z| < |k/α| and t−1 |k/α| > |z| > |k/α|
are both mapped onto the region 2l|k| > |w + 2k| + |w − 2k| > 4|k| which is the exterior
of the same ellipses, excluding the segment joining the foci; and (iii) the annular regions
t|k/α| < |z| < t′ |k/α| and t−1 |k/α| > |z| > (1/t′ )|k/α| are both mapped onto the region
2l|k| > |w + 2k| + |w − 2k| > 2l′ |k| which is the annular region bounded by two confocal
ellipses.

a + bi h
1
Map 3.71. The transformation z = (a − b)w +
maps the exterior of an ellipse
2
w
2 2
with semi-axes a and b: (x/a) + (y/b) ≥ 1, in the z-plane onto the unit disk |w| ≤ 1 in
the w-plane.

Map 3.72. In the case of hyperbolas, we find that (i) the half-lines arg{z} = σ + τ and
arg{z} = σ − τ are both mapped onto the line |w + 2k| − |w − 2k| = 4|k| cos τ which is one
branch of the hyperbola, with asymptotes arg{w} = arg{k ± τ }; (ii) the half-lines arg{z} =
σ+τ +π and arg{z} = σ−τ +π are both mapped onto the line |w+2k|−|w−2k| = −4|k| cos τ
which is the other branch of the hyperbola; (iii) the half-lines arg{z} = σ + π/2 and
arg{z} = σ − π/2 are both mapped onto the line ℜ{k̄w} = 0; (iv) the half-line arg{z} = σ
is mapped onto the half-line |w| > 2|k|, arg{w/k} = 0, counted twice; and (v) the half-line
arg{z} = σ + π is mapped onto the half-line |w| > 2|k|, arg{w/k} = π, counted twice.
These properties are presented in Figure 3.64.

C J
arg{ z } = σ _ τ + π
J arg{ z } = σ + τ
J G• M
P C
• M
•
J A
2•k
D P
• C R• F
C
•
B
• •N L• •0
• E D
R
• C •A B K•
L
E
• •G _•2 k J
•F C
S
• arg{ z } = σ _ τ S •N
•K
J arg{ z } = σ + τ + π J
J C

z- plane w - plane
Figure 3.64 Mapping of different regions onto different regions of a hyperbola.

References used: Ahlfors [1966], Boas [1987], Carrier, Krook and Pearson [1966], Ivanov and
Trubetskov [1995], Kantorovich and Krylov [1958], Kober [1957], Kythe [1996], Nehari [1952], Nevanlinna
and Paatero [1969], Pennisi et al. [1963], Papamichael, Warby and Hough [1986], Saff and Snider [1976],
Schinzinger and Laura [2003], Silverman [1967], Wen [1992].
4
Algebraic Functions

The transformations using the polynomials, and particularly the monomials of the form
f (z) = (z − a)n , provide another important aspect of conformal mapping of a given domain
D ⊂ C in the z-plane onto a domain G ⊂ C in the w-plane. As mentioned in Chapter
3, the function w = f (z) does not always exist, and it may not be uniquely defined, since
the Riemann mapping theorem guarantees the existence and uniqueness only under certain
specific conditions. We will also discuss other transformations, like hyperbolas and Cassini’s
ovals, mappings by exponential and logarithmic functions, trigonometric and hyperbolic
functions, and certain cases of composite transformations.

4.1 Polynomials
The general complex polynomial Pn (z) of degree n is an entire function for all z ∈ C and has
(k)
derivatives of all orders such that Pn (z) = 0 for k > n. If Pn (z) has a zero of multiplicity p
p
at z0 , then Pn (z) = (z −z0 ) g(z), where g(z) is a polynomial of degree n−p, g(z0 ) 6= 0. The
special cases P1 (z) = az + b, where a and b are complex constants, represent a magnification
(or dilatation) by |a| and a rotation by arg{a}, followed by a translation by b. A rational
function, defined as the quotient of two complex polynomials Pn (z) and Qm (z) of degree n
and m, respectively, n ≤ m − 1, with no common factors, is analytic for all z which is not
a zero of Qm (z). If the polynomial Qm (z) has a zero z0 of multiplicity p, then the partial
fraction development of the rational function corresponding to this zero has the form

A1 A2 Ap
+ 2
+ ···+ . (4.1.1)
z − z0 (z − z0 ) (z − z0 )p

Under the mapping w = Pn (z), n > 1, there are at most n points w0 in the extended
w-plane with fewer than n distinct inverse images. In fact, the point w = ∞ has just one
inverse image. If w0 6= ∞ has fewer than n distinct inverse images, then the equation

Pn (z) = w0 = Pn (z0 ) (4.1.2)

must have multiple roots which satisfy the equation P ′ (z) = 0. But since the polynomial
P ′ (z) is of degree at most (n − 1), it has at most n − 1 distinct zeros zν′ , 1 ≤ ν ≤ n − 1.
102 4 ALGEBRAIC FUNCTIONS

Hence, Eq (4.1.2) can have a multiple root only at the numbers Pn (z1′ ), Pn (z2′ ), . . . , Pn (∞),
at most n of which are distinct.
Let z0 be a root of multiplicity k > 1 of Eq (4.1.2). Then under the mapping w = Pn (z),
every angle with its vertex at z0 is enlarged k-times, whereas every angle with vertex at
z = ∞ is enlarged n-times.
A complex polynomial P of degree n defines a mapping of the z-plane onto the w-plane
such that for every point in the w-plane, its inverse image consists of exactly n pints with
the exception of at most n − 1 points where the inverse image consists of fewer than n
points.

Map 4.1. Consider the mapping

w = (z − a)n , n > 1. (4.1.3)

This function maps the extended z-plane into the extended w-plane such that every point
w has n distinct inverse images, except at the two points w = 0 and w = ∞, for which the
n inverse images coalesce into a single point z = a and z = ∞, respectively. For w 6= 0 and
w 6= ∞, the n inverse images of w are obtained by solving (4.1.3) for z, which yields
 
√ p arg{w} arg{w}
z =a+ n
w = a + n |w| cos + i sin . (4.1.4)
n n

v
y

D G

z (z − a) n

x u
0 0
Figure 4.1 Mapping w = (z − a)n .

Thus, the n distinct points z, defined by (4.1.4), are situated at the vertices of a regular
n-gon with center at z = a. The mapping (4.1.3) is conformal at all points except z = a
and z = ∞, and every angle with the vertex at one of these two points is enlarged n-times.
In fact, since |w| = |z − a|n , arg{w} = n arg{z − a}, the circle |z − a| = r is mapped onto
the circle |w| = rn . Also, as the point z traverses once around the circle |z − a| = r, the
image point w traverses n-times the circle |w| = rn in the same direction, since arg{w}
increases continuously by 2nπ. Moreover, the ray arg{z − a} = θ0 + 2kπ (k an integer) in
the z-plane going from a to ∞ is mapped onto the ray arg{w} = nθ0 + 2mπ (m an integer)
in the w-plane going from 0 to ∞.
Let D denote the region {z : θ0 + 2kπ < arg{z − a} < θ1 + 2kπ}, where k is an integer
and 0 < θ1 − θ0 ≤ 2π/n. This region D is called the interior of the angle (θ1 − θ0 ) which is
 4.1 POLYNOMIALS 103

bounded by the two rays arg{z −a} = θ0 +2kπ and arg{z −a} = θ1 +2kπ, k = 0, ±1, ±2, . . . .
Then the function (4.1.3) maps the region D onto the region G = {nθ0 + 2mπ < arg{w} <
nθ1 + 2mπ}, m = 0, ±1, ±2, . . . , which is the interior of the angle n(θ1 − θ0 ) with vertex at
w = 0 (Figure 4.1).
The mapping function (4.1.3) produces a conformal and one-to-one map of the interior of
an angle onto the interior of another angle which is n-times wider. However, it does not map
every circle onto a circle (in the extended sense). For example, for n = 2, a = 0, the map
w = z 2 maps every vertical straight
line z = b + it, where b 6= 0 is real and −∞ < t < ∞,
onto the parabola v 2 = 4b2 b2 − u which opens to the left, and every horizontal line

z = t + ic, where c 6= 0 is real and −∞ < t < ∞, onto the parabola v 2 = 4c2 c2 + u
which opens to the right (Figure 4.2). This mapping is conformal except at z = 0, but it is
not one-to-one, since every point in the w-plane except w = 0 and w = ∞ has two inverse
images.
v
y

z z2 u

x
0

z − plane
w − plane
2
Figure 4.2 Mapping w = z .

Map 4.2. A particular case of the transformation (4.1.3) is the power transformation
w = z n , n > 0. Let z = r eiθ . Then w = rn einθ = R einΘ . Thus, R = rn and Θ = nθ; the
dw n dw o
magnification m = = nrn−1 , and the rotation α = arg = (n − 1)θ. For n = 2,
dz dz
the polar coordinates are shown in Figure 4.3, in which the region between the rays θ = π/6
and π/3 is mapped onto the region between the rays Θ = π/3 and 2π/3, respectively.
v
π/3
y 2π/3

π/3

π/6 z z2

Θ u
θ x 0
0
z- plane w - plane
2
Figure 4.3 Mapping w = z .
104 4 ALGEBRAIC FUNCTIONS

Map 4.3. The transformation that maps an infinite sector of angle π/m, where m ≥ 12 ,
in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by

1
w = zm, m≥ , (4.1.5)
2

and is presented in Figure 4.4.

y
A v
•
B
•

C π/ m D E
A’ Bʼ Cʼ Dʼ Eʼ
• x u
0• •
1
• • 0•
•
1
•
z- plane
w - plane
Figure 4.4 Infinite sector of angle π/m onto the upper half-plane.

Map 4.4. The general transformation

(z − a1 ) (z − a2 ) · · · (z − an )
w= , (4.1.6)
(1 − ā1 z) (1 − ā2 z) · · · (1 − ān z)

maps as follows:
(i) for |aj | < 1, j = 1, 2, . . . , n, the interior of the circle |z| = 1 in the z-plane is mapped
onto the unit disk |w| < 1, counted n-times.
(ii) for |aj | > 1, j = 1, 2, . . . , n, the region |z| > 1 in the z-plane is mapped onto the unit
disk |w| < 1, counted n-times.
Recall that a complex analytic function w = f (z) maps a point z ∈ D ⊂ C to a point
w ∈ G in the w-plane. In order to require that this mapping be univalent, the inverse
function z = f −1 (w) must be a well-defined map back from G to D so that it is also
analytic on all of G. Using the formula for the derivative of an inverse function, we get

d −1 1
f (w) = ′′ at w = f (z).
dw f (z)

This means that the derivative f ′ (z) 6= 0 at very point z ∈ D. This is known as the
invertibility condition.

2
Map 4.5. The function √ w = f (z) = z is analytic on all of C except at z = 0, and its
square root function z = w is double-valued except at the origin z = 0. Also, its derivative,
f ′ (z) = 2z vanishes at z = 0, which violates the above invertibility condition. However, by
restricting f (z) to a simply connected
√ subdomain G\{0}, the function w = f (z) is univalent
and its inverse z = f −1 (w) = z is a well-defined analytic and single-valued branch of the
square root function. Since |w| = |z 2 | doubles the modules, and arg{w} = 2 arg{z}, Figure
4.5 illustrates maps of a quarter disk {x > 0, y > 0} = {0 < arg{z} < π/2}, upper half-disk
{y > 0} = {0 < arg{z} < π}, and the square {0 < x, y < 1} under the function w = z 2 .
 4.1 POLYNOMIALS 105

Note that in the last map, the square is mapped onto a curvilinear triangle such that the
edges of the square on the real and imaginary axes map onto the two halves of the straight
base of the curvilinear triangle while the other two edges map onto its curved edges.

z- plane w - plane
Figure 4.5 Maps under w = z 2 .

Also note that the case of one-to-one mapping becomes doubtful when the angular rota-
tion exceeds 2π while going from z to w. Again, consider the mapping w = z 2 . The upper
half of the z-plane shown in Figure 4.6(a) is defined by ℑ{z} > 0 or 0 < θ < π. After
the mapping, this half-plane, except for θ = 0 or θ = π, becomes the entire w-plane as in
Figure 4.6(b), with w = R2 eiΘ or 0 < Θ(= 2θ) < 2π, except for Θ = 0 and Θ = 2π. But
the lower half of the z-plane (ℑ{z} < 0, or π < θ < 2π) sould similarly be mapped onto
the whole w-plane, except Θ = 2π, 4π, as did the upper part of the z-plane. This is shown
in Figure 4.6(c). This situation led Riemann to introduce the connected surfaces, known as
the Riemann surfaces, shown in Figure 4.6(d).
106 4 ALGEBRAIC FUNCTIONS

(b)

•0
(a)

(d)
z- plane Riemann Surface
(c)

w - plane
Figure 4.6 Mapping w = z 2 .

A domain of transformed points in the w-plane is called schlicht, or simple, if none of its
points originates from more than one point each in the z-plane.
Map 4.6. The transformation w = z 2 has critical points z√= 0, z = ∞, and the fixed
points F1 = 0, F2 = 1. The inverse transformation is z = w. The transformation is
presented in Figure 4.7(a)-(b).

B . z z2

√z z

A
. .
C B’
. .
A’
.
C’
Figure 4.7 First quadrant of the z -plane onto the upper-half of the w-plane.

The details of the transformation when θ < π are as follows:

 
y = 0, 0 ≤ x < ∞
(a) The half-lines are mapped onto the half-line v = 0, 0 ≥ u > ∞.
y = 0, 0 ≥ x > −∞
 
x = 0, 0 ≤ y < ∞
(b) The half-lines are mapped onto the half-line v = 0, 0 ≤ u < ∞.
x = 0, 0 ≥ y > −∞
 
z = r eiθ
(c) The half-lines , with θ fixed and 0 ≤ r < ∞, are mapped onto the
z = r ei(θ+π)
half-line w = R eiΘ , 0 ≤ R = r2 < ∞, and Θ = 2θ. .
Moreover, the details of the transformation when θ = π are as follows:
 
y>0
(d) The half-planes are mapped onto the cut w-plane.
y<0
 
|z| = c, y ≥ 0
(e) The semicircles , c > 0, are mapped onto the circle |w| = c2 , where the
|z| = c, y ≤ 0
point w = c2 is counted twice.
 4.1 POLYNOMIALS 107

First, we will consider the following cases:

Map 4.7. The transformation w = z 2 , which maps the first quadrant of the z-plane
onto the upper-half of the w-plane, is presented in Figure 4.8.

B . z z2

√z z

A
. .
C
.
B’
.
A’
.
C’
Figure 4.8 First quadrant of the z -plane onto the upper-half of the w-plane.

Map 4.8. The transformation w = z 2 , which maps the obtuse circle in the upper half
z-plane onto the partially complete circle in the w-plane, is presented in Figure 4.9.

y v
B Bʼ

C
A A’
x u
D Cʼ Dʼ

z- plane

w - plane
Figure 4.9 Obtuse half-circle onto the partially complete circle.

Map 4.9. The transformation w = z 2 , which maps the region between two arcs in the
first quadrant of the z-plane onto a rectangle in the w-plane, is presented in Figure 4.10.

B
Bʼ A’
A

C
D
Cʼ Dʼ

x 0 u
0
z- plane w - plane
Figure 4.10 Region between two arcs onto a square.
108 4 ALGEBRAIC FUNCTIONS

Map 4.10. The transformation w = z 2 , which maps the rectangle in the first quadrant
in the z-plane onto an elliptic region in the upper-half of the w-plane, is presented in Figure
4.11.

y v

A’
B A

C D
x u
Dʼ Cʼ Bʼ
z- plane w - plane
Figure 4.11 Rectangle in the first quadrant onto an elliptic region in the upper half-plane.

Note that in rectangular coordinates, the transformation w = z 2 is equivalent to u =

x −y 2 , v = 2xy; see Figure 4.12 where the w-plane grid is shown in rectangular coordinates.
2

iθ
re
z=
|z|=c iθ
2 e2
(a) r
|w|=c2 w=
0
x
and
0
x 0 u

|z|=c
z- plane w - plane

|z|=c
|w|=c2

(b)
• x
and 0
0 0• u
x
•

|z|=c
z- plane w - plane
2
Figure 4.12 Mapping w = z .
 4.1 POLYNOMIALS 109

y π/2
2π/3 π/3

z z 2/3

u
x
0 π 0 0, 2π

z- plane w - plane

4π/3
Figure 4.13 Mapping w = z 2 in rectangular coordinates.

Map 4.11. Consider the transformation w = z 2 , and translate the origin of the coor-
dinates in the z-plane from z = 0 to z = 1 in the transformation w = z 1/2 . Then we find
that the images under this transformation become different, as shown in Figure 4.14. The
details are as follows:
(a) The√ circle with radius 1 centered at z = 1 has r = 2 cos θ in the z-plane, which becomes
R = 2 cos 2θ (i.e., Θ = 2θ), which is a lemniscate (see Figure 3.1).
(b) The y-axis θ = π/2 is transformed into Θ = ±π/4, and the rays passing through w = 0
are inclined at angles of ±π/4.
(c) The vertical√ray passing through x = 1 is transformed into a hyperbola, since z = 1 + iy
yieldss w = 1 + iy, or (u + iv)2 = 1 + iy, which gives the equation of the rectangular
hyperbola u2 − v 2 = 1
(d) A circle of radius α > 1 is transformed into a Cassini’s oval, since |z − 1| = α becomes
|w − 1||w + 1| = α.
The translation of the center
√ results in transforming a ‘single field’ into a double source
field if both values of w = ± z are considered. 

III y
IV
v
II
z z 1/2
II
I
r

θ −•1 •1 u
•1 x 0
0 2

III
IV
w - plane
z- plane
Figure 4.14 Mapping w = z 1/2 .
110 4 ALGEBRAIC FUNCTIONS

Map 4.12. (Parabolas) We will discuss the transformation w = z 2 that maps lines in
the z-plane onto parabolas in the w-plane, as presented in Figure 4.15.

x = p1

x = p2
x
u
x = p1
y = q1

y =q
2
z- plane
x = p2
w - plane
Figure 4.15 Lines onto parabolas.

The details of the transformation are as follows:

 
ℜ{λ̄z} = s,
(a) The lines are mapped onto parabolas |w| = |2s2 −ℜ{λ̄2 w}||λ|−2 ,
ℜ{λ̄z} = −s, s ≷ 0
with focus w = 0 and directrix ℜ{λ̄2 w} = 2s2 .
(b) The half-plane ℜ{λ̄z} > 1 is mapped onto the exterior of this parabola in the w-plane.
(c) The strip 0 < ℜ{λ̄z/s} < 1 is mapped onto the interior of the parabola, cut along the
axis of the parabola from focus to infinity.
 
x=p

(d) The lines are mapped onto the parabola v 2 = −4p2 u − p2 .
x = −p, p ≷ 0
 
y=q

(e) The lines are mapped onto the parabola v 2 = 4q 2 u + q 2 .
y = −q, q ≷ 0
(f) The strip bounded
by x = p1 and x =
p2 , p1,2 > 0 is mapped onto the region between
v 2 = 4p21 p21 − u and v 2 = 4p22 p22 − u .

Map 4.13. We discuss two cases of the transformation w = z 2 thatrmaps of exte-

K
rior of parabola (a) onto a circle, where the mapping is defined by w = 2 − 1, K >
z
4K
0; z = 2
; and (b) onto the upper half-plane, where the mapping is defined by
n + 1)
(w o
w = ia p−1/2 (iz + h + p)1/2 − 1 , p > 0, a > 0, and z = lw2 + mw + n, l = ipa−2 , m =
−2pa−1 , n = ih.
The results in the case (a) are as follows:
θ
(i) The parabola y 2 = 4K(K − x), or r cos2 = K, is mapped onto the circle |w| = 1.
2
(ii) The region outside the circle in (i) and not containing the focus z = 0 is mapped onto
the region |w| < 1.
√
(iii) The points z = K; 4K; ±2iK; 2k; ∞ are mapped onto the points w = 1; 0; ∓i; 2−1; −1.
 4.1 POLYNOMIALS 111

The results in the case (b) are as follows:

(i) The parabola x2 = 4p(y − h) is mapped onto the line v = 0.
(ii) The region outside the parabola in (i) and not containing the focus z = i(h + p) is
mapped onto the half-plane v > 0.
√

(iii) The points z = i(h+ p); ih; i(h− p) are mapped onto the points w = −ia; 0; ia 2 − 1 .
(iv) The half-line x = 0, −∞ < y < h is mapped onto the half-line u = 0, 0 < v < ∞.

Map 4.14. We will consider the transformation w = z 2 onto a rectangular hyperbola

which is defined by ℜ{c−2 z 2 } = 21 , with foci at ±c and the asymptotes ℜ{c−2 z 2 } = 0. The
graph for the hyperbolas mapped onto u = P or v = Q are presented in Figure 4.1, and the
details of the transformation are as follows:
(a) Either branch of the hyperbola is mapped onto the line ℜ{c−2 w} = 21 .
(b) The interior of either branch is mapped onto the half-plane ℜ{c−2 w} > 12 .
(c) The region bounded by a branch of the hyperbola and adjacent parts of the asymptotes
is mapped onto the strip 0 < ℜ{c−2 w} < 21 .
(d) The region bounded by adjacent branches of ℜ{c−2 2 1 −2 2 1
1 z } = 2 and ℜ{c1 z } = 2 , but
−2 1
real, and c2 /c1 6= ±1, is mapped onto the strip bounded by ℜ{c1 w) = 2 .
√
(e) Either branch x2 − y 2 = P, P ≷ 0, is mapped onto the line u = P , i.e., c = 2P .
√
(f) Either branch 2xy = Q, Q ≷ 0, is mapped onto the line v = Q, i.e., c = 2iQ.

P< 0
0
P

P>
>0

Q< 0 Q> 0

Q> 0 Q< 0

P< 0

Figure 4.16 Rectangular hyperbolas.

Map 4.15. We will consider the transformation w = z 2 onto generalized parabolas and
hyperbolas. The graph for the case w = z 2/3 is presented in Figure 4.17. The details of the
transformation are as follows:
(a) The line ℜ{z
e−iψ } = s, s ≷ 0 is mapped

onto the curve Rα = s/ cos(αθ − ψ), where
α πk − π2 + ψ < θ < α πk + π2 + ψ .
(b) The line x = p, p ≷ 0 is mapped onto the curve Rβ = p/ cos(αθ).
(c) The line y = q, q ≷ 0 is mapped onto the curve Rβ = q/ sin(αθ).



(d) The curve rα = S/ cos(αθ − φ), where α πk − π2 + φ < θ < α πk + π
2 + φ , is mapped
112 4 ALGEBRAIC FUNCTIONS

onto the line ℜ{w e−iφ } = S, S ≷ 0.

(e) The curve rα = P/ cos(αθ) is mapped onto the line u = P, P ≷ 0.
(f) The curve rα = Q/ sin(αθ) is mapped onto the line v = Q, Q ≷ 0.

)
VIII θ /3
i n (2π
2/ Q /
3 s
VII r
arg
{z

V VI VII VIII
}=

IV
v = Q> 0
5π

VI
/4

III

u =P > 0
u= 0
u =-P
II 0 y= 0 I II III IV
v = Q> 0
V v=0 v=0
I 0
z- plane w - plane
x=0

Figure 4.17 Transformation w = z 2/3 .

In the case when α = n, where n is an integer, the generalized hyperbola rα = S/ cos(αθ−

φ) consists of exactly n branches, each one of which is mapped onto ℜ{Λ̄w} = S, where
Λ = eiφ .

The details of the transformation are as follows:

(i) For the curve rα = S/ cos(αθ − φ), k = 0, ±1, . . . , there are no asymptotes for 0 < α < 1,
π
but for α > 1, the curve is mapped onto the line z = r eiα(kπ+ 2 +φ) .
π
(ii) The curve Rα = s/ cos(αΘ−θ), k = 0, ±1, . . . , is mapped onto the line w = R eiα(kπ+ 2 +φ)
for 0 < α < 1; but for α > 1, there are no asymptotes.

y v
Dʼ
D

A C A’ Cʼ
• x • • 2a u
4a 2

B
Bʼ

z- plane w - plane
Figure 4.18 Interior of a cardioid onto the interior of the unit circle.
 4.1 POLYNOMIALS 113

Map 4.16. The transformation that maps the interior of a cardioid in the z-plane onto
the interior of a circle of radius a, |z − a| = a, in w-plane is defined by

w = z 2, (4.1.7)

and is presented in Figure 4.18.

Map 4.17. The transformation that maps the triangle bounded by x = 1, y = 1 and
v2
x + y = 1 in the z-plane onto the region bounded on the left by the ellipse u = − 1,
4
2

v
on the right by the ellipse u = 1 − , and at the bottom by the ellipse v = 21 1 − u2 , is
4
defined by w = z 2 . Notice that the angles of the triangle ABC are equal, respectively, to
the angles of the curvilinear triangle A’B’C’, as shown in Figure 4.19.

y v
A
C Cʼ
i
π /4 π /2 π /2

π /4 π /4
A’ Bʼ
π /4 u
B
x
0 1

z- plane

w - plane
Figure 4.19 Triangle onto the curvilinear triangle.

Map 4.18. The transformation w = az 2 +bz+c, a 6= 0, or the inverse transformation z =

1/2
−b ± 4aw + b2 − 4ac
, is a composite of ξ = ζ 2 and of the two linear transformations
2a p
b 4ac − b2 1 − b ± (1 − b)2 − 4ac
ζ = z + , and w = aξ + , with the fixed points F1,2 = .
2a 4a 2a

The following example shows that the conformal map guaranteed by the Riemann map-
ping theorem is not unique.
Example 4.1. In order to construct a mapping that maps the half-disk {|z| < 1/2, ℑ{z}
> 0} onto the entire unit disk {|z| < 1}, the map w = z 2 will not work because the
image of the disk |z| < 1/2 omits the positive real axis, thus yielding a disk with a slit
{|w| < 1, 0 < arg{w} < 2π}. In order to get the entire unit disk, we may consider the
w−1
mapping z = (see Map 3.16) which maps the right half-plane {ℜ{w} > 0 onto the
w+1
unit disk. It also maps the upper right quadrant {0 < arg{w} < π/2} onto the half unit
114 4 ALGEBRAIC FUNCTIONS

z+1
disk |z| < 1/2. Then its inverse w = (see Map 3.15) will map the half-disk |z| < 1/2
z−1
onto the upper right quadrant.
iz 2 + 1
However, the mapping w = maps the upper right quadrant onto the unit disk
iz 2 − 1
|z| < 1. Since
z + 1
iw + 12 i +1 (i + 1)(z 2 + 1) + 2(i − 1)z z 2 + 2iz + 1
w= = z−1 = = −i ,
 z+1 
iw2 − 1 (i − 1)(z 2 + 1) + 2(i + 1)z z 2 − 2iz + 1
i −1
z−1

we find that, omitting the factor −i which merely rotates the disk by −π/2, the mapping

z 2 + 2iz + 1
w=
z 2 − 2iz + 1

is another choice for the solution of the problem. 

Example 4.2. Consider the Map w = z 2 . The point z = 2 + i maps to w = (2 + i)2 =

3 + 4i. The point z = 2 + i lies at the intersection of the two lines x = 2 and y = 1. To
what curves do these lines map? Note that a point on the line y = 1 can be written as
z = x + i. Then w = (x + i)2 = x2 − 1 + 2xi. Then u = x2 − 1, v = 2x, and eliminating x
we get v 2 = 4u + 4. Similarly, to find on what curve the line x = 2 maps, note that a point
on this line is z = 2 + i. Then w = (2 + yi)2 = 4 − y 2 + 4yi, so that u = 4 − y 2 , v = 4y,
and eliminating y we get v 2 = 64 − 16u. These maps are shown in Figure 4.20. Since the
angle between the lines x = 2 and y = 1 is 90◦ , we will now determine the angle between
their respective image curves in the w-plane, which intersect at the point (3, 4).

v
y

x=2 v2 = 4 u + 4

(3,4)

v 2 = 64 _ 16 u
y=1
(2,1)
x u
0 0
z- plane w - plane
Figure 4.20 w = z 2 .

∂v
The curve v 2 = 4u + 4 has a gradient , so that differentiating this equation implicitly
∂u
∂v 2 ∂v
we get = , and at the point (3, 4) we have = 12 . Similarly, from the other curve
∂u v ∂u
∂v 8 ∂v
v 2 = 64 − 16u we get = − , which at the point (3, 4) gives = −2. Hence the angles
∂u ◦ v ∂u
between image curves is 90 . 
 4.1 POLYNOMIALS 115

Example 4.3. Consider the transformation w = z 2 . By sketching the curves in the z-

plane which map onto lines in the w-plane parallel to the real and imaginary axes, we show
that every straight line in the w-plane is the image of a hyperbola (or a pair of straight lines)
in the z-plane. Since z = x + iy, w = u + iv, so w = z 2 gives u = x2 − y 2 , v = 2xy. Now v =
const ⇐⇒ 2xy = const. and u const ⇐⇒ x2 − y 2 = const, as shown in Figure 4.21. Also,
v = mu + c (c const) in the w-plane ⇐⇒ 2xy = m(x2 − y 2 ) + c, or mx2 − my 2 − 2xy + c = 0,
which has the discriminant 4 + 4m2 > 0. Thus, we get a hyperbola or a pair of straight
lines. 

v
y

z- plane w - plane
2
Figure 4.21 Map w = z

Map 4.19. The transformation w = a2 z 2 + b maps the first quadrant 0 ≤ x < ∞, 0 ≤

y < ∞ in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the w-plane.

Example 4.4. Consider the map w = az N + b. There are N different sources of the
form

z = r eiθ/N e2πik/N , k = 0, 1, . . . , N − 1,

that will map to one value of w which can be expressed as w = arN eiθ + b. For example, let
z1 = r eiθ/N and z2 = r eiθ/N e2πi/N 6= z1 . Then w1 = arN eiθ +b and w2 = arN eiθ e2πi +b =
arN eiθ + b = w1 . Thus, both z1 and z2 map into one point, i.e., z1 = z2 ⇒ w1 = w2 , but
w1 = w2 ; z1 = z2 . Thus, N different values of z have the same image, so the mapping
is an N -to-1 mapping. On the other hand, in the case of the mapping w = az 1/N + b, let
z1 = r eiθ and z2 = r eiθ e2πi = z1 . Then w1 = r1/N eiθ/N and w2 = r1/N eiθ/N e2πi/N 6= w1 .
Thus, w1 = w2 ⇒ z1 = z2 but z1 = z2 ; w1 = w2 . Since there are N different images of
each source point z, the mapping is 1-to-N . 

Map 4.20. We will consider the transformation w = az α + bz β , where β < 0 < α

α
and ab 6= 0. If β = −α, we refer to Map 4.22(i), given below. Let σ = , φ =
α−1
σ
(1 − σ) arg{a} + σ arg{−b}, θ = arg{−b/a}; thus, φ = θ − 0 if a > 0 > b. Also, let
 α  b σ
b 1−σ σ/α a 1−σ
c= , and d = . Then under this transformation, the points
a σ 1−σ a
 b σ/α
z0 = − ; z1 = c ei(θ+σπ/α) ; and z2 = c ei(θ−σπ/α) in the z-plane are mapped onto
a
the points w0 = 0; w1 = d ei(φ+σπ) ; and w2 = d ei(φ−σπ) , respectively, in the w-plane.
116 4 ALGEBRAIC FUNCTIONS

This mapping is presented in Figure 4.22.

B
0 z1 A
A
B • σπ
B I +
} =φ
w1• arg{w
σ π /β

− σ π /β w0 •

arg{
z 0• I

z} =
w2 •
z2 •

σ ar
II

arg{w} = φ − σ π
β
II

g
{−
D

/ a}
C
C

z- plane b B D w - plane
Figure 4.22 Map 4.20.

We will combine different types of transformations that are presented in the previous
chapter and above, and study them for mappings of various regions.

Map 4.21. The transformation w = az α + bz β , where ab 6= 0, and β > α > 0, is a

composite of the following mappings:
 b α/γ  a 1/γ
w=a − ζ, z = − ζ; and ξ = ζ α − ζ β , (4.1.8)
a b
where γ = β − α. This mapping differs from Map 4.20 in that here β > α > 0, while
β < 0 < α in Map 4.20. Compare it with Map 4.22.

Map 4.22. The transformation w = az α + bz −α , where α > 0, and ab 6= 0, is a sum of

the mappings considered in Map 4.24 and Map 4.28 or 4.29. This transformation can also
be regarded as a combination of the following mappings:
√ ξ+1  b α/2  ζ α + 1 2
w = 2 ab , z=ζ , and ξ = α . (4.1.10)
ξ−1 a ζ −1
The details of different cases under this transformation for k = 0, ±1, ±2, . . . , are as follows:
b α/2 2kπ arg{b/a} arg{b/a}
(i) The sector area |z| < in the z-plane for + < arg{z} < +
a α n 2α
 2α
(2k + 1)π w
, is mapped onto one of the half-planes ℑ √ ≷ 0 in the w-plane.
α ab
b α/2 2kπ arg{b/a} arg{b/a}
(ii) The area |z| > in the z-plane for + < arg{z} < +
a α 2α 2α
(2k + 1)π
, is mapped onto the other half of the half-planes mentioned in (i) above.
α
(iii) The area lying between the above two regions (areas), mentioned in (i) and (ii) above,
b α/2 √ √
of the circle |z| = is mapped onto the line segment joining −2 ab and 2 ab.
a
For α = 1, see Map 4.37 with a = b = 1.
√
Map 4.23. The multiple-valued function w = n z has the inverse z = wn which has
been discussed above with reverse roles of w and z. Under the mapping z = wn , the
 4.1 POLYNOMIALS 117

interiors G1 , . . . , Gn of the n angles, each equal to 2π/n radians and formed

√
by the n√rays


emanating from the point w = 0 leads to the n single-valued branches n z 1 , · · · , n z n
√
of the function w = n z, all defined in the region D. These branches, which have nonzero
derivatives on D, map D one-to-one and continuously onto Gk , k = 1, . . . , n (Figure 4.23).

v
y

n
L D
z √z
n=6 G2
n φ0 . z0 G1
G6
x u
0 G3 0

G4 G5

√
Figure 4.23 The map w = n
z.

The inverse image in the z-plane of the regions Gk , whose boundaries are marked by solid
lines, is the single√ray
L emanating from z = 0 and inclined
√
at an angle nφ0 . The manner in
which a branch n z k changes into the next branch n z k+1 can be explained by letting a
√
point z0 6= 0 in D make a complete circle with center at z = 0. We choose the p value of n z
√

that is associated with the branch n z k and represented by the value w0 = n |z0 | eiθ0 /n ∈
Gk . Then, as the point z0 movesp continuously along the circle |z| = |z0 | in the positive
direction, the value of w = n |z0 | eiθ/n varies continuously with θ such that
p as the point
z returns to its original value z0 , the value of w goes√to
the value w1 = n |z0 | ei(θ0 +2π)/n ,
where w1 is the value associated with the branch n z k+1 on the adjacent region Gk+1 ,
where Gk ∩ Gk+1 = ∅ for k = √1, .
. . , n. Proceeding in this manner through n windings
around z = 0, the n branches n z k undergo the following chain of transformations:
√
n

√

z k → n z k+1 ,
√
n

√

z k+1 → n z k+2 ,
(4.1.11)
··· ··· ··· ,
√n

√
√
√
√
√

z n → n z 1, nz 1 → n
z 2 , · · · n z k−1 → n
z k.

√
n

√
√
√

z k → n
z k+1 , n z k+1 → n z k+2 , · · · ,
√n

√
√
√
√
√

z n → n z 1, nz 1 → n
z 2 , · · · n z k−1 → n
z k.
√
The points z = 0 and z = ∞ are the algebraic branch points for the mapping w = n
z.

Map 4.24. The transformation w = z α has the inverse transformation z = wβ , where

β = 1/α, α > 0, is known as the angle on the half-plane. The critical points are z = 0, ∞.
These transformations are presented in Figures 4.24, and 4.25, and the details for Figure
4.23 are as follows:
(a) The half-line y = 0, 0 ≤ x < ∞ is mapped onto the half-line v = 0, 0 ≤ u < ∞.
118 4 ALGEBRAIC FUNCTIONS
 
z = r eiθ
(b) The half-lines , k = ±1, ±2, . . . , are mapped onto the half-line w =
z = r ei(θ+2kπβ)
R eiΘ , 0 < R < ∞, Θ = αθ.

re i θ
z=

w=
z=
re 2

Re
iπ

iα
β

θ
B
D
C
B
θ
πβ ) θ x
i (θ +2 0 A
0 A C
u
z = re
D

|z |= c |w | = c α

z- plane w - plane
Figure 4.24 Mapping w = z α , α > 0.

The details for Figure 4.25 are as follows:

(a) The angle 0 < θ < βπ is mapped onto the half-plane u > 0.
(b) The angle βπ < θ < 2βπ is mapped onto the half-plane u < 0.

)
VIII 2π
θ /3
2/3 Q /
sin (
VII r
arg
{z

V VI VII VIII
}=

IV
v = Q> 0
5π

VI
/4

III u =P > 0
u= 0
u =-P

II 0 y= 0 I II III IV
v = Q> 0
V v=0 v=0
I 0
z- plane w - plane
x=0

Figure 4.25 Mapping w = z 2/3 .

Map 4.25. The transformation w = z 1/2 is presented in Figure 4.26, which is, in fact, the
inverse of Figure 4.2. The inverse transformation w2 = z can be written as (u+iv)2 = x+iy,
i.e., x = u2 − v 2 and y = 2uv, i.e.,

1 2
For v = kv : x= y − kv2 , (4.1.12)
4kv2

which means that the parabolas are symmetric about x-axis open to the right. Similarly,

1 2
For u = ku : −x = y − ku2 , (4.1.13)
4ku2
 4.1 POLYNOMIALS 119

which means that parabolas are symmetric about the x-axis open to the left (Figure 4.27).
y π/2
2π/3 π/3

z z 2/3

u
x
0 π 0 0, 2π

z- plane w - plane

4π/3
Figure 4.26 Mapping w = z 2/3 .

y v

z z 1/2
x
w2 z

u
0

z − plane w − plane
1/2
Figure 4.27 Mapping w = z .

Definition. The function z = g(w) = w1/2 = |w|1/2 ei arg g(w)/2 is called the principal
square root function. Fig 4.28 explains this definition by presenting this transformation
from the z-pane onto the w-plane.

y v

x u
0 a 0
w - plane
z- plane
Figure 4.28 Map z = w1/2 .
120 4 ALGEBRAIC FUNCTIONS

√
Map 4.26. The transformation w = z maps the z-plane with the cut along the x-axis
onto the upper half-plane ℑ{w} ≥ 0 in the w-plane.

Map 4.27. The transformation w = z 2/3 is presented in Figure 4.29, where the rays
θ = π/3, 2π/3, and 4π/3 are mapped into the rays Θ = π/2, π, and 2π, respectively.

y
v
w = z 2 /3

x u
u 8 0 4
w - plane

z- plane
Figure 4.29 Mapping w = z 2/3 in rectangular coordinates.

 The transformation
 w = z 2/3 = (x + iy)2/3 in rectangular coordinates, and w = z 2/3 =
2/3
r eiθ in polar coordinates, are plotted in Figure 4.30 and 4.31, respectively. In Figure
4.31, the lower half of the z-plane (π < θ < 2π) can be mapped by filling the entire w-plane
(2π < Θ < 4π), but on a different Riemann surface.

y v

w = z 2 /3

x
0
u
0
Polar coordinates
z- plane w - plane
2/3
Figure 4.30 Mapping w = z in polar coordinates.
 4.1 POLYNOMIALS 121

y π/2
2π/3 π/3

z z 2/3

u
x
0 π 0 0, 2π

z- plane w - plane

4π/3
Figure 4.31 Mapping w = z 2/3 .

Map 4.28. The transformation w = z −α , α > 0, has the inverse transformation z =

β
w , β = 1/α, which is the angle of the half-plane. The transformation is presented in Figure
4.32, and the details are as follows:

(a) The point z = 0 is mapped onto the point w = ∞.

(b) The point z = ∞ is mapped onto the point w = 0.

(c) The half-line y = 0, 0 < x < ∞ is mapped onto the half-line v = 0, 0 < u < ∞.
 
z = r eiθ , 0 < r < ∞
(d) The half-lines , where θ fixed, and k = ±1, ±2, . . . , are mapped
z = r ei(θ+2k+β) ,
onto the half-line w = R e−αθ , 0 < R = r−α < ∞.

−α
|w | = c
a
| z |= c •g
g•
αθ • •e u
b
• •
θ x
e• •a g• b

•e

g
•
g• Case α > 1
c•

| z |= c b
• b g e u
e• •
πβ
• 0 ••a •e
0 •e
πβ x
•a g•
−α
|w | = c
z- plane w - plane
Figure 4.32 Mapping w = z −α .
122 4 ALGEBRAIC FUNCTIONS

Map 4.29. The transformation w = z −α , α > 1 is a generalization of the transformation

w = 1/z and w = k/z. Its inverse transformation is z = wβ , β = 1/α, which is the angle
of the half-plane, and the transformation is presented in Figure 4.32. The details of this
transformation are as follows:
(a) The point z = 0 is mapped to the point w = ∞.
(b) The point z = ∞ is mapped to the point w = 0.
(c) The half-line y = 0, 0 < x < ∞ is mapped to the half-line v = 0, 0 < u < ∞.
 
z = r eiθ , 0 < r < ∞
(d) The half-lines , where θ is fixed, and k = ±1, ±2, . . . , are
z = r ei(θ+2k+β)
mapped onto the half-line w = R e−αθ , 0 < R < r−α < ∞.
(e) The angle 0 < θ < βπ is mapped onto the half-plane y < 0.
(f) The angle βπ < θ < 2βπ is mapped onto the half-plane y > 0.

Map 4.30. The transformation w = z π/α maps the interior of an infinite sector with
angle α: 0 ≤ arg{z} ≤ α, 0 ≤ |z| < ∞, (0 < α ≤ 2π), in the z-plane onto the upper
half-plane ℑ{w} ≥ 0 in the w-plane.

Map 4.31. We will consider the transformation w = z α − z β , where β > α > 0. Let
γ = β − α, z = r eiθ , r > 0 and θ real. The details of this transformation are as follows:
(a) The points z = 0; 1; and z0 = (α/β)1/γ in the z-plane are mapped onto the points
γ  α α/γ
w = 0; 0; and w0 = , respectively, in the w-plane.
β β
(b) The half-line z0 ≤ x < ∞, y = 0 is mapped onto the half-line w0 ≥ u > −∞, v = 0 in
the w-plane.
(c) Either of the two halves of the curve ABCDE in the z-plane is mapped onto the half-line
w0 < u < ∞, v = 0 in the w-plane.
The mapping is presented in Figure 4.33.
π

D
β

π
}=
−ρ
β
}=

ρ
{z
arg
z−

C
g{
ar

G A B E
B A
0• w•0
D
0 z•0
D
C
ar

E
g{

w - plane
−z
ρ}
=−
πβ

D
z- plane
Figure 4.33 Map 4.31.

Map 4.32. The mapping w = z ia , a > 0, or z = w−ib , where b = 1/a, has critical
points z = 0; ∞. Let r0 = e2bπ , R0 = e−2aπ , z = reiθ , w = ReiΘ , and k, m = 0, ±1, ±2, . . . .
 4.1 POLYNOMIALS 123

Then the details of this mapping are as follows:

(a) The points z = z1 e2kbπ in the z-plane are mapped onto the points w = z1ia e2maπ in the
w-plane.
(b) The circle |z| = c, 0 ≤ θ < 2π, 1 ≤ c ≤ r0 , in the z-plane is mapped onto the line-segment
arg{w} = a log c, R0 ≤ |w| ≤ 1, in the w-plane.
(c) The line-segment arg{z} = θ, 1 ≤ |z| < r0 , where θ is fixed, 0 ≤ θ ≤ 2π, in the z-plane
is mapped onto the circle |w| = ae−aΘ , 0 ≤ Θ < 2π, in the w-plane.
These details are presented in Figure 4.34.

I II
| z | = √r0 |w | = √R0
II III

F G K A F G
J K J D E
B
• •1 •r
C 0 w •= 0 R
C• 0 •1
z=0 E D B A

III IV
IV
I
z- plane w - plane
ia
Figure 4.34 w = z , a > 0.

This mapping also has other properties, when it is used to map a sector of a circle onto
an annulus, as shown in Figure 4.35. The details are as follows:
√ √ √
(d) The points z = eiπ (at F); r0 (at A); r0 eiπ (at B);√eiπ r0 (at F);√ r0 (at√
K); e2iπ r0 (at
D) in the z-plane are mapped onto the points w = R0 ; e2iπ ; e2iπ R0 ; eiπ R0 ; eiπ ; R0 eiπ ,
respectively, in the w-plane.
(e) The sector 0 < arg{z} < θ of the annulus 1 < |z| < r0 , θ < 2π, in the z-plane is mapped
onto the annulus e−aΘ < |w| < 1, cut along the positive real axis, in the w-plane.
(f) The sector 0 < arg{z} < θ of the annulus c1 < |z| < c2 , θ < 2π, 1 ≤ c1 < c2 < r0 ,
in the z-plane is mapped onto the sector a log c1 < arg{w} < a log c2 of the annulus
e−aΘ < |w| < 1 in the w-plane.
These details are shown in Figure 4.35.
124 4 ALGEBRAIC FUNCTIONS

w=1
r0 e i θ
•B II

|w | = e _ a Θ

_ F C_ _aΘ _aΘ
D E
• e
C
1• •
I w •= 0 e A
•1
|z
B
e iθ
|= √
•D II
r0

E F A
z =•0 z•= 1 •
z = r0
z- plane I

w - plane
ia
Figure 4.35 w = z , a > 0, sector onto an annulus.

w + 2k  z + k/a 2
Map 4.33. We will discuss the transformation w = az + b/z, or = ,
√ w − 2k z − k/a
where k = √ab 6= 0, −π/2 ≤ arg{k} ≤ π/2. This transformation can also be written as
2az = w + w2 − 4k 2 , with k 2 = ab. For k = 1, both of these transformations reduce to
b p
w = az + . The critical points of this transformation are z = 0, z = ∞, and z = ± b/a =
z
±k/a.

The details of different cases under this case are as follows:

b b
(a) The points z and in the z-plane are mapped onto the point w = az + .
az z
(b) The points z = 0; ∞ are mapped onto the points w = ∞.
ik ik
(c) The points z = ; − are mapped onto the point w = 0.
a a
k iθ k −iθ
(d) The points z = e ; e are mapped onto the point w = 2k cos θ.
a a
k k
(e) The points z = i tan θ; −i cot θ are mapped onto the point w = −2ik cot 2θ.
a a
The mapping of the lower or upper half z-plane onto the half w-plane cut plane is shown
in Figure 4.36(a); also, the mapping of the interior of the circle in the z-plane onto the cut
w-plane is shown in Figure 4.36(b), and that of the exterior of the circle in Figure 4.36(c).
For example, the details of the mapping in the case of Figure 4.36(c) are as follows:
p
(a) The points z = z1 ± z12 − b/a (marked E, F) in the z-plane are mapped onto the point
w = 2az1 .
p
(b) The points z = z2 ± z22 − b/a (marked C, D) in the z-plane are mapped onto the point
w = 2az2 = 2b/z1.

(c) The circular crescent ADBEA, i.e., the region exterior to both circles in the z-plane is
 4.1 POLYNOMIALS 125

mapped onto the exterior of the circle ADBEA in the w-plane.

ℜ{k z / a} = 0
y v

III II
_ _

_
G z = −k /a ℜ{ik z / a }= 0 G E E A E
E A
x • • u
E G −2k D 2k G
III II
(a) IV I
IV I
D
G
y
•B /
ik a
v

λ IV I _ _ _ III II
ℜ{ik z / a }= 0 ℜ{i k w}= 0 E A
(b) _k/a• E E •
A k /a
x E •
D
• u
− 2k 2k
III

ℜ{k w}= 0
II

_
D IV I
_ ik/a • _
_
ℜ{k z / a} = 0
E

G
y
•B /
ik a v
G

II
λ IV I _ _ _ III
G E A ℜ{ik z / a }= 0 ℜ{i k w}= 0 C B A G u
(c) _ k /a • •k a G x G • •
/ −2k D 2k
III
ℜ{k w}= 0
II
_
IV I
_ ik/a •
_ _
ℜ{k z / a} = 0 G
G
z- plane w - plane
Figure 4.36 (a)-(c) Maps 4.33-4.35.

a2
Map 4.34. The conformal transformation w = z eiα − maps the interior of a circle
z eiα
in the z-plane onto the interior of a slanted slit (inclined at an angle α to the x-axis), and
exterior of the circle onto the exterior of this slanted slit in the w-plane (Figure 4.36(e)).
126 4 ALGEBRAIC FUNCTIONS

G
y
•B /
ik a v
G

II
λ IV I _ _ _ III
G E A ℜ{ik z / a }= 0 ℜ k w}= 0
{i C B A G u
(d) • •k a G x G • •
/ −2k D 2k
III

ℜ{k w}= 0
II

_
IV I
_ ik/a •
_ _ G
ℜ{k z / a} = 0
G
z- plane w - plane

G
y
•B /
ik a v
G

II
IV I _ _ _ III
G A ℜ{ik z / a }= 0 ℜ{i k w}= 0 C B A G u
(e) • •k a G x G • •
/ −2k D 2k
III

ℜ{k w}= 0
II

_
IV I
_ ik/a •
_ _ G
ℜ{k z / a} = 0
G
z- plane w - plane
Figure 4.36 (d)-(e) Map 4.35.

y v

x
0 u
0

z- plane w - plane
2
Figure 4.37 w = z − a /z .

a2
Map 4.35. The conformal transformation w = z − maps the interior of a circle in
z
the z-plane onto the interior of vertical slit, and exterior of the circle onto the exterior of
the vertical slit in the w-plane (Figure 4.36(d)).

The transformation 4.35, with a 6= −1, 0, 1, also maps circles which contain z = 1 as an
interior point and which passes through z = −1 onto shapes resembling airfoils, as seen in
Figure 4.37. This map creates a cusp at which the associated fluid (air) velocity can be
infinite. However, it can be avoided by adjusting the fluid flow in the z-plane, and create
 4.1 POLYNOMIALS 127

lift generated by such an airflow depending on the airfoil shape and air density and speed.
See Chapter 6 for more information.

β
Map 4.36. The transformation w = 12 z + , β 6= 0, has fixed points F1 = 2k = k/α =
√ z
2β = −F2 . This mapping has the following properties:
√ √
(a) The exterior of |z| = 2β and the interior of |z| = 2β in the z-plane are mapped
√ √
onto the entire plane cut from − 2β to 2β.
(b) The set D of ‘circles’ orthogonal to the circles through F1 and F2 (coaxial system) in
the z-plane is mapped entirely onto the similar set D, as a whole, but counted twice in
the w-plane.
(c) The set E of circles through F1 and F2 , as a whole, in the z-plane is mapped onto the
similar set E, counted twice, in the w-plane. 

z a
Map 4.37. The transformation w = − − maps the upper half of a circle of radius
a z
a: x2 + y 2 ≤ a2 , x ≥ 0, y ≥ 0, in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the
w-plane.

z a
Map 4.38. The transformation w = + maps the upper half-plane with a circular
a z
domain of radius a removed: y ≥ 0, x2 + y 2 ≥ a2 , in the z-plane onto the upper half-plane
ℑ{w} ≥ 0 in the w-plane.

z2 a2
Map 4.39. The transformation w = − 2
− 2 maps the quadrant of a circle of radius
a z
a: x2 + y 2 ≤ a2 , x ≥ 0, y ≥ 0, in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the
w-plane.

Map 4.40. The transformation w = z + i/z maps √ √ interior of |z| = 1 in

the exterior and
the z-plane onto the entire w-plane cut from −(1 + i) 2 to (1 + i) 2. 

Map 4.41. The transformation that maps the exterior of the parabola y 2 = 4p(p − x)
in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by
√ √
w = i ( z − p) , (4.1.14)

and is presented in Figure 4.38.

128 4 ALGEBRAIC FUNCTIONS

y v
A
•
•B

C
• x A’ Bʼ Cʼ Dʼ Eʼ
4p 0 • • • u
_ √• p 0•
}
p
√p
w - plane
•D
•E

z- plane
Figure 4.38 Exterior of a parabola onto the upper half-plane.

Map 4.42. The transformation that maps the exterior of the parabola y 2 = 4p(p − x)
in the z-plane onto the interior of the unit circle in the w-plane is defined by
r
p
w=2 − 1, (4.1.15)
z

and is presented in Figure 4.39.

y v
A
• Dʼ
•B

Eʼ Cʼ
•
C
x u
0 A’ 1
4p
}

•D
•E Bʼ

z- plane w - plane

Figure 4.39 Exterior of a parabola onto the interior of the unit circle.

q q
Map 4.43. The transformation w = z − 21 p − i 12 p maps the exterior of a parabola:
y 2 − 2px ≥ 0, in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the w-plane.

Next, we consider two cases of the transformation w = z α , 0 < α < 1. They are:

 z π/β  a π/β
Map 4.44. The transformation w = − −
maps the sector of a circle
a z
2 2 2
of radius a with angle β: x + y ≤ a , 0 ≤ arg{z} ≤ β, in the z-plane onto the upper
half-plane ℑ{w} ≥ 0 in the w-plane.
 4.1 POLYNOMIALS 129

az 2 + bz + c
Map 4.45. (a) The transformation w = , a 6= 0, ad2 − bd + c = β 6= 0, is a
z+d
composite of w = ξ + b − 2ad, z = ζ − d, ξ = aζ + β/ζ.

az 2 + bz + c
(b) The transformation w = , a 6= 0, does not reduce to a linear or bilinear
z 2 + dz + f
w az 2 + bz + c
transformation; it is equivalent to = .
a−w (ad − b)z + (af − c)

i{b(1 + z)2 + 2(1 − z)}

(c) The transformation w = is a composite of w = ξ − i, z =
2(1 + z)
2i
− 1, ξ = ζ − b/ζ. If b is real, 0 < b < 1, then it maps the line ζ = 1 (CG) in the ζ-
ζ
plane onto the circle |z| = 1 in the z-plane and onto the curve CAGBE which is symmetric
with respect to u = 0 with a cusp at G for b = 1, in the w-plane. It also maps the circle
ζ − ib/2| = b/2 in the ζ-plane onto the line ℜ{z} = 2/b − 1 in the z-plane onto the same
curve CAGBE in the w-plane. These properties are presented in Figure 4.40 for b = 3/4
and b = −2i (β = 1). 

G
I II
A B
II b = 3/4 E
C

_1• • •1 w= 0
z= 0

G
I
I II
B
A
z- plane b = _ 2 i ( β =1) E

C
w - plane
Figure 4.40 Map 4.43 (c).

z 2 + 2az − a2
Map 4.46. The transformation w = i maps the semi-circle of radius a:
z 2 − 2az − a2
2 2 2
x + y ≥ a , x ≥ 0, in the z-plane onto the unit disk |w| ≤ 1 in the w-plane.

z 2 + 2cz − c2
Map 4.47. The transformation w = 2 , which is a composite of the maps
 ζ + c 2 z − 2cz − c2
ξ−i
ζ = iz, ξ = , and w = i , maps the area of the semicircle |z| < c, x > 0, in the
ζ −c ξ+i
z-plane onto the unit disk |w| < 1 in the w-plane.
 130 4 ALGEBRAIC FUNCTIONS

2
2
1 + z π/β − i 1 − z π/β
Map 4.48. The transformation w =
2
2 maps the sector of a
1 + z π/β + i 1 − z π/β
unit circle of angle β, |z| ≤ 1, 0 ≤ arg{z} ≤ β, in the z-plane onto the unit disk |w| ≤ 1 in
the w-plane.

Map 4.49. We will consider the transformation wb = 1 − z a , a > 0, b > 0, a 6= 1, b 6= 1,

where | arg{z}| ≤ π/a, and | arg{w}| ≤ π/b. The critical points are z = 0; 1; ∞. We will
aθ π
set σ = − , where θ = arg{z} and Θ = arg{w} are real, and |w| = R. The details of
b 2b
different cases under this transformation are as follows:
(a) The points z = 0; 1; ∞; 21/σ ; e±iπa ; eiθ , (0 ≤ θ ≤ π/a; and eiθ , −π/a ≤ θ ≤ 0 in the
z-plane are mapped onto the points w = 1; 0; ∞; e±iπb ; 21/b ; eiΘ , 0 ≤ Θ ≤ π/b; and
eiΘ , −π/b ≤ Θ ≤ 0 in the w-plane.
(b) The segment 0 < x < 1, y = 0 in the z-plane is mapped onto the segment 0 < u, 1, v = 0
in the w-plane.
(c) The half-line 1 < x < ∞, y = 0 in the z-plane is mapped onto the half-lines
 
arg{w} = π/b
arg{w} = −π/b

in the w-plane.
 
arg{z} = π/a
(d) The half-lines in the z-plane are mapped onto the half-line 1 < u <
arg{z} = −π/a
∞, v = 0 in the w-plane.
These mappings are presented in Figure 4.41.

G G

e iπ /a
D
e iπ /b
E

A
0 •B •
E G
x 0 •A •
D
u
z= 1 z = 21/ a w= 1 w = 21 /b
E
D

e − iπ /a e − iπ /b

G G

z- plane w - plane
Figure 4.41 Map 4.49.

(e) The half-line arg{z} = θ, θ real and fixed, 0 < θ < π/a in the z-plane is mapped on
the part 0 > Θ > σ − π/(2b) of the curve Rb cos b(θ − a) = sin aΘ, with asymptotes
π
Θ − σ = ± , and axis of symmetry Θ = σ.
2b
(f) The half-line arg{z} = θ−π/a in the z-plane is mapped onto the part 0 < Θ < σ+π/(2b)
 4.1 POLYNOMIALS 131

of the same curve in the w-plane.

(g) The unit circle |z| = 1 in the domain −π/a ≤ arg{z} ≤ π/a in the z-plane is mapped
onto the curve Rb = 2 cos bΘ, where |Θ| ≤ π/(2b).

Note that when b = 2, the above curve in the w-plane is one-half of the lemniscate
|w +1||w −1| = 1, and the curve Rb cos bΘ = sin aΘ reduces to one branch of the rectangular
n w2 o
hyperbola ℜ 2iaΘ
= 21 .
1−e

√
 z + c 2w+1
Map 4.50. The transformation w = or z = c √ , maps the area of the
z−c w−1
semicircle onto the upper half-plane. The details are: The point z = c eiθ , 0 < θ < α = π, in
the z-plane is mapped onto the point w = − cot2 (θ/2) in the w-plane. They are presented
in Figure 4.42.

z =i c F
•E
K
D

A z= c D
•C K G A B
G
•0 B
• x • •1 G u
−•1
B
1 −1 0
z- plane w - plane

Figure 4.42 Map 4.50 (a).

 1 + √1 + z 2 2
√
2i w
Map 4.51. Consider the transformation w = − . This or z =
z w+1
transformation deals with cut half-planes, cut circles and cut planes on half-planes. The
following four cases are analyzed:

Map 4.51a. Upper half-plane, cut from z = 0 to z = 1, with critical points z = 0; ∞; 1,

onto the upper half-plane. The details are as follows.

(a) The point z = 0 in the z-plane is mapped onto the points w = 0; ∞ in the w-plane.

(b) The points z = ∞; 1 in the z-plane is mapped onto the points w = −1; 1, respectively,
in the w-plane.

(c) The half-plane y = 0, 0 < x < ∞, in the z-plane is mapped onto the half-plane v = 0,
−∞ < u < −1 in the w-plane.

(d) The line segment x = 0+, 0 < y < 1 (AKF) in the z-plane is mapped onto the half-line
v = 0, 1 ≤ u < ∞ in the w-plane.

(e) The line segment x = 0−, 0 < y < 1 (FGE) in the z-plane is mapped onto the half-line
v = 0, 0 ≤ u ≤ 1 in the w-plane.

(f) The half-line y = 0, −∞ < x < 0, in the z-plane is mapped onto the line segment v = 0,
−1 < u < 0, in the w-plane.

(g) The half-line x = 0, 1 < y < ∞, in the z-plane is mapped onto the semi-circle |w| = 1,
v ≥ 0, in the w-plane.
132 4 ALGEBRAIC FUNCTIONS

These mappings are presented in Figure 4.43.

D
F• z= 1 •
II I II
G K

C A E E B C G F A
E B • K x A K • •0 • K u
0 _1 1
z- plane w - plane
Figure 4.43 Map 4.51a.

Map 4.51b. Upper half-plane, cut from z = 1 to z = ∞, along the imaginary axis on
z w
the upper half-plane. The transformation is w = √ or z = √ , and the critical
1 + z2 1 − w2
points are z = 1; ∞. The analysis is similar to the previous one and is presented in Figure
4.44.

J G
C

E F

C
• z= i D
D
z
A J C E G B A G F C
B •_ x _ 1• 1−• 2 0 •1 • u
z• 1
J
z= 1 = √ 1+ √2

z- plane w - plane
Figure 4.44 Map 4.51b.

Map 4.51c.pThe interior of the circle |z| = c, cut from 0 to c, onto the half-plane is
 z/c + 1 2 z  √w + 1 2
given by w = p or = √ . This is a particular case of the Map 4.53
z/c − 1 c w−1
for α = π.

Map 4.51d. Two cases of cut planes onto half-planes are considered. They are:
z−1 1 + w2
(a) The transformation is w2 = or z = , with critical points z = 1; −1; ∞.
z+1 1 − w2
ξ−1 ξ+1
This transformation is a composite of w = and z = 12 (ξ + 1/ξ), or of w = i and
ξ+1 ξ−1
−1/z = 12 (ξ + 1/ξ). The details of this mapping are as follows.
(i) The points z = 1; −1; 0; i; −i; ∞ in the z-plane are mapped onto the points w =
0; ∞; i; eiπ/4 ; e3iπ/4 ; 1, respectively, in the w-plane.
(ii) The segment −1 < x < 1, y = 0, in the z-plane is mapped onto the half-line 0 < v < ∞,
u = 0, in the w-plane.
(iii) The semi-circle |z| = 1, y > 0, in the z-plane is mapped onto the half-line arg w = π/4
in the w-plane.
 4.1 POLYNOMIALS 133

(iv) The semi-circle |z| = 1, y < 0, in the z-plane is mapped onto the half-line arg w = 3π/4
in the w-plane.
(v)The slit 1 < x < ∞,y = 0, in the z-plane, is mapped onto the segments
0 < u < 1, v = 0
in the w-plane.
−1 < u < 0, v = 0
(vi)The slit −∞ < x < −1,
 y = 0, in the z-plane, is mapped onto the segments
1 < u < ∞, v = 0
in the w-plane.
−∞ < u < −1, v = 0
These details are shown in Figure 4.45.

D
G
IV I w = i •E
B

D E z =1 A G D
G • • • x 0•
A G u
z =_ 1 0

C
III II w= _i •
F

D
z- plane w - plane
Figure 4.45 Map 4.51d(i).

(b)
√ Plane, cut along the negative part of the real axis, onto the half-plane is given by
w = z; see Map 4.25.

√
Map 4.52. Consider the transformation w = 1 − z 2 , which is involutory. It is pre-
sented in Figure 4.46, and the details of different aspects of this mapping with ℜ{z} ≥ 0
and ℜ{w} ≥ 0 are as follows.
√
√ z = 0; 1; ∞; ±i ; and 2 in the z-plane are mapped onto the points w =
(i) The points
1; 0; ∞; 2; and ±i, respectively, in the w-plane.
(ii) The first quadrant x > 0, y > 0 in the z-plane is mapped onto the fourth quadrant
u > 0, v < 0 in the w-plane.
(iii) The fourth quadrant x > 0, y < 0 in the z-plane is mapped onto the first quadrant
u > 0, v > 0 in the w-plane.
(iv) The half-line arg{z} = θ, where θ is fixed, 0 < θ < π/2, in thenz-plane is mapped onto
w
the part in the fourth quadrant of the rectangular hyperbola ℜ = 12 through
1 − e4iθ
A, with asymptotes arg{w} = θ − π/2, θ.
(v) The half-line arg{z} = θ − π/2 in the z-plane is mapped onto the part in the first
quadrant of the same hyperbola.
(vi) The half-plane x > 0, cut along BEG in the z-plane, is mapped onto the half-plane
u > 0 cut along ADB.
134 4 ALGEBRAIC FUNCTIONS


x < 0, y > 0
(vii) Either the second or fourth quadrant in the z-plane is mapped onto
 x > 0,y < 0
u > 0, v > 0
either the first or third quadrant in the w-plane.
u < 0, v < 0
 
x < 0, y < 0
(viii) Either the third or first quadrant in the z-plane is mapped onto either
 x > 0,y > 0
u > 0, v < 0
the fourth or third quadrant in the w-plane.
u < 0, v > 0
These different aspects are presented in Figure 4.46.

G G

D F
z= i • arg{z} =θ arg{w =
} θ
u
B A D
A • •E Gx B
w• = 1 w•=√2 Gu
z =1 z =√2 •w
0
arg{z} =

D E
θ π
_ /2

G G E
z- plane w - plane
Figure 4.46 Map 4.52.

Note that in the above analysis we can get one-to-one correspondence by considering the
above quadrants; otherwise each curve must be counted twice; the details are as follows.
(ix) The curve ℜ{z 2 /z02 } = 21 , where z0 6= 0, z02 6= 1 + e4iθ0 , and θ0 = arg{z0 }, i.e., a
rectangular hyperbola with asymptotes arg{z} = θ0 ± nπ/4, n = 1, 5, in the z-plane is
mapped onto the curve ℜ{w2 /w02 } = 12 , where w02 + z02 = 1 + e4iΘ0 , i.e., a rectangular
hyperbola with asymptotes arg{w} = Θ0 + ±nπ/4, n = 1, 5, in the w-plane.
n z2 o
(x) The curve ℜ = 21 , where |θ0 − kπ| < π/4, k = 1, 2, in the z-plane is mapped
1 + e4iθ0
onto the lines ℜ{w ei(±π/4−Θ0 ) } = 0 in the w-plane.
(xi) The hyperbola |z + 1| − |z − 1| = ±2 cos ν, where ν is fixed, with asymptotes arg{z} =
±(ν +kπ), k = 0, 1, in the z-plane is mapped onto the hyperbola |w +1||w −1| = ±2 sin ν,
with asymptotes arg{w} = ± (π/2 − ν + kπ), k = 0, 1, in the w-plane (dotted).
(xii) The ellipse |z +1||z −1| = h, h > 2, in the z-plane is mapped onto ellipse |w+1||w−1| =
h in the w-plane.
(xiii) Cassini’s oval |z − z0 ||z + z0 | = c, z0 6= 0, ±1, and c > 0, in the z-plane is mapped
onto Cassini’s oval |w + w0 ||w − w0 | = c, where w0 = 1 − z02 , in the w-plane.
√ √
(xiv) The circle |z| = c, c > 0, in the z-plane is mapped onto Cassini’s oval |w−1||w+1| =
c in the w-plane.
√
(xv) Cassini’s oval |z − 1||z + 1| = c, c > 0, in the z-plane is mapped onto the circle |w| = c
in the w-plane.
 4.1 POLYNOMIALS 135

Map 4.53. We will consider the mapping of a sector on the upper half-plane. The
 (z/c)π/α + 1 2
transformation is given by w = , c > 0, and 0 < α ≤ 2π; the inverse
√ (z/c)π/α − 1
 w + 1 α/π
transformation is z = c √ , and the critical points are z = 0; c; c eiα . The details
w−1
of the this mapping are as follows:
(a) The points z = 0; c eiθ (0 < θ < α); c; c eiα/2 ; c eiα in the z-plane is mapped onto the
πθ
points w = 1; − cot2 ; ∞; −1; 0, respectively, in the w-plane.
2α
(b) The line segment y = 0, 0 ≤ x < c, in the z-plane is mapped onto the half-line v =
0, 1 ≤ u < ∞.
(c) The arc z = c eiθ , 0 < θ ≤ α/2, in the z-plane is mapped onto the half-line v − 0, −∞ <
u ≤ −1 in the w-plane.
(d) The arc z = c eiθ , α/2 < θ ≤ α, in the z-plane is mapped onto the half-line v − 0, −1 ≤
u ≤ 0 in the w-plane.
(e) The line segment z = r eiα , 0 ≤ r ≤ c, in the z-plane is mapped onto the line segment
v = 0, 0 ≤ u ≤ 1 in the w-plane.
(f) The line segment z = r eiα/2 , 0 ≤ r ≤ c, in the z-plane is mapped onto the semi-circle
|w| < 1, y ≥ 0 in the w-plane.
These details are presented in Figure 4.47.

D• z= c eiα F

i α/ 2
C
• z= c e
F K
D
A B
z •= c x B •C • A
•1 G B
u
0 G K −1 0
z- plane w - plane
Figure 4.47 Map 4.53.

(1 + z 3 )2 − i(1 − z 3 )2
Map 4.54. The transformation w = , which is a composite of the
(1 + z 3 )2 + i(1 − z 3 )2
ξ−1  
z3 + 1 2
mappings w = and ξ = , maps (i) the points z = 0; 1; eiπ/3 ; eiπ/6 onto the
ξ+1 z3−
points w = −1; 1; −1; 1, respectively, in the w-plane; and (ii) maps the sector area |z| < 1,
0 < arg{z} < π/3, in the z-plane onto the unit disk |w| < 1 in the w-plane.

4.1.1 Regions Bounded by Two Circular Arcs. The following cases are considered.
 z − z π/α
0
Map 4.55. The transformation w = k , k 6= 0, maps the circular crescent
z − ζ0
and its vertices at z = z0 and ζ0 , and the angle α in the z-plane onto some half-plane
ℑ{w} > 0, as follows:
(z − z0 )(z1 − ζ0 )
Map 4.56. The transformation w = ξ π/α , where ξ = εiK , 0 < α < 2π,
(z − ζ0 )(z0 − ζ0 )
K ≷ 0, ε = ±1, and ε is chosen so that ξ maps the arc with center z1 on the positive part
of the real x-axis. Such mappings are presented in Figure 4.48, where (i) the arc (z − z0 ) of
the circle |z − z1 | = |z0 − z1 | is mapped onto the half-plane v = 0, 0 < u < ∞; (ii) the arc
136 4 ALGEBRAIC FUNCTIONS

(z − ζ0 ) of the circle |z − z2 | = |z0 − z2 | is mapped onto the half-plane v = 0, −∞ < u < 0;

and the points z0 , ζ0 are mapped onto the points w = 0; ∞.

z0
• z0 • • z0
OR OR
α α α

• • • • •
z1 z2 z2 z1 z1

•ζ • •
0
ζ0 ζ0
z0 z 0•
OR • OR α
α
• • • •
z1 z2 z1 z2
All these fifures are in z-plane

•
ζ0 ζ 0•
α
α OR •
OR •z zz00
0

• • • •
z2 z1 z1 z2
•
ζ0 •
ζ0

α
• z
OR zz00 OR α 0••

• • • •
z2 z1 z2 z1

• •
ζ0 ζ0

u
0
w - plane
Figure 4.48 Nine regions bounded by circular arcs onto the upper half plane.

 z z̄ π/α
1
Map 4.57. The transformation w = c , c > 0, σ > 0, ℑ{z1 } = 21 σ, and
iσ − z
0 < α < π − arg{z1 }, maps the upper and lower halves of the crescent region in the z
plane onto the upper half-plane ℑ{w} > 0 as shown in Figure 4.49. This transformation
(i) maps the points z0 ; ζ0 − iσ; z3 = z1 − |z1 |; z4 = z2 − |z2 | in the z-plane onto the points
w = 0; ∞; w3 = c|z1 |π/α ; w4 = −c|z1 |π/α , respectively; (ii) maps the (right) arc (z0 z3 ζ0 )
of the circle C1 with center z1 in the z-plane onto the half-line v = 0, 0 ≤ u ≤ ∞; (iii)
maps the (left) arc (z0 z4 ζ0 ) of the circle C2 with center z2 in the z-plane onto the half-line
v = 0, ∞ ≤ u ≤ 0; and (iv) maps the arc of an arbitrary circle forming angle β, 0 < β < α,
 4.1 POLYNOMIALS 137

with the circle C1 at z0 and with endpoints z0 , ζ0 onto the half-line w = ρ eiπβ , 0 ≤ ρ ≤ ∞.
In the case of the set of coaxial circles with limiting points
√ z0 , ζ0 , the above transformation
maps the arc, lying in the crescent, of the circle |τ zi | = 1 + στ , with center −i/τ , where
z1 π/α
στ > −, in the z-plane onto the semi-circle |w| = c √ , v > 0.
1 + στ

y
C1
C
ζ0 C2
• iσ

D B

F
z 4•
• • •
z3 z2 z1 F
•

z3’
z 4’ •
•
α D C
A A B
• x C • • • • u
z0= 0 w4 w0 = 0 w3

w - plane
• _1/ τ

z- plane
Figure 4.49 Crescent circular arc onto the upper half plane.

 c + z π/α
Map 4.58. The transformation w = c e−iβπ/α , c > 0, β > 0, 0 < α < α+β <
c−z
wα/π − cα/π eiβ
π, or z = c , maps the interior of an airfoil in the z-plane onto the upper
wα/π + cα/π e−iβ
half-plane ℑ{w} > 0, as shown in Figure 4.50.
This transformation (i) maps the points z = −c; c onto the points w = 0; ∞, respectively;
(ii) maps the arc ABD in the z-plane onto the half-line v = 0, 0 ≤ u ≤ ∞; (iii) maps the arc
ACD in the z-plane onto the half-line v = 0, −∞ ≤ u ≤ 0; (iv) maps the region bounded
by these two arcs in the z-plane onto the half plane ℑ{w} > 0; (v) maps the airfoil DED,
with angle α at D in the z-plane onto the line parallel to v = 0 in the upper half plane; and
(vi) maps the curve G in the z-plane onto the circle G in the w-plane.
138 4 ALGEBRAIC FUNCTIONS

y
D v

E
•G •G
•

C • D
•E D
•B
• • x D •C •B
D
u
A 0 D 0 A

z- plane w - plane
Figure 4.50 Interior of an airfoil onto the upper half plane.

In the particular case when β = −π/2, the airfoil DED is symmetrical with respect to
the x-axis, as shown in Figure 4.51.

C
•
E
A
• D
• • x
z = _c α
β
0
z= c
B•

z- plane
Figure 4.51 Airfoil symmetrical with the x-axis.

References used: Ahlfors [1966], Boas [1987], Carrier, Krook and Pearson [1966], Gaier [1964],
Ivanov and Trubetskov [1995], Kantorovich and Krylov [1958], Kober [1957], Kythe [1996], Nehari [1952],
Phillips [1943], Polyanin and Nazaikinskiii [2016], Schinzinger and Laura [2003], Silverman [1967], Wen
[1992], Wolfram [1996].
5
Exponential Family of Functions

We will introduce the exponential and logarithmic functions, describe their properties, and
present different types of conformal mappings that have been developed around these two
functions.

5.1 Exponentials
In R2 , the continuous increasing function loga x and its inverse function ax , called the
exponential to the base a, satisfy the identities aloga x = x, and loga ax = x. In this sense
these two functions are sometimes called the exponentials. Using the formula

| ·{z
loga a · · a} = loga a + · · · + loga a = n,
| {z }
n-times

the function ax reduces to an = a| ·{z

· · a} for n = 1, 2, . . . . Taking x = 1/n reduces the above
n-times

second identity to loga a1/n = 1/n, which implies that n loga a1/n = loga a1/n = 1, so that

n
a1/n = a, i.e., a1/n is the nth root of a.
The exponential y = ex is increasing and continuous for all x, and satisfies the identities
x+y y
a = ax ay , and (ax ) = axy for arbitrary real x and y. By exchanging the roles of a
and x in the exponential y = ax , we get the related relation y = xa , x > 0. In terms of
exponentials and logarithms we have the formula

a
y = xa = blogb x = ba logb x , b > 1,

and in general, replacing x by pq for pq > 0,

a
a
blogb pq = blogb p+logb q = ba logb p+a logb q



a log q
a
= ba logb p ba logb q = blogb p b b ,

a
which gives (pq) = pa q a .
140 5 EXPONENTIAL FAMILY OF FUNCTIONS

The exponential function exp(z) ≡ ez , defined by

z2 z3 zn
exp(z) = 1 + z + + + ···+ + ··· , (5.1.1)
2! 3! n!

has the following properties: (i) The series (5.1.1) converges for all z, so that ez is an entire
function; (ii) exp(1) = e; (iii) exp(x) = ex for x real; (iv) exp(iy) = cos y + i sin y for y real;
(v) exp(a + b) = exp(a) exp(b); (vi) exp(z + 2nπi) = exp(z) for every integer n; and (vii)
| exp(z)| = ex 6= 0 for all z, and, by Euler’s formula, ez = ex (cos y + i sin y).
In view of the above property (vii), the equation ez = c, c 6= 0 and complex, has infinitely
many solutions for every c 6= 0 but no solution for c = 0.
 n
5.1.1 de Moivre’s Theorem. The identity eiθ = einθ in trigonometric form yields

(cos θ + i sin θ)n = cos(nθ) + i sin(nθ). (5.1.2)

Expanding the left-side of Eq (5.1.2), we obtain de Moivre’s theorem:

n
X n!

(i)m cosn−m θ (sinm θ) = cos(nθ) + i sin(nθ). (5.1.3)
m=0
m! (n − m)!

Then
nX
n
n!
o
cos(nθ) = ℜ (i)m cosn−m θ (sinm θ) , (5.1.4a)
m=0
m! (n − m)!
nXn
n!
o
sin(nθ) = ℑ (i)m cosn−m θ (sinm θ) . (5.1.4b)
m=0
m! (n − m)!


(−1)m/2 when m is even,
Since (i)m = (m−1)/2
, we obtain
i(−1) when m is odd,
X n!

cos(nθ) = (−1)m/2 cosn−m θ (sinm θ) , (5.1.5a)
m=0
m! (n − m)!
meven
X n!

sin(nθ) = (−1)(m−1)/2 cosn−m θ (sinm θ) ,
m! (n − m)!
m=0 (5.1.5b)
modd

For example, for n = 2, Eq (5.1.2) becomes

(cos θ + i sin θ)2 = cos2 θ − sin2 θ + 2i sin θ cos θ.

Thus,
cos(2θ) = cos2 θ − sin2 θ, sin(2θ) = 2 sin θ cos θ.
Next, we will discuss conformal maps involving the complex exponential family.

Map 5.1. The map w = ez is shown in Figure 5.1. Notice that the region 0 ≤ y < 2π is
mapped onto the whole w-plane except the origin (w = 0); so are mapped similar regions
of height 2π, like 2π ≤ z < 4π and so on, such that as the horizontal lines in the z-plane
 5.1 EXPONENTIALS 141

sweep out this plane, while their image rays rotate around and around infinite times in the
w-plane; the y axis is mapped onto the unit circle |w| = 1; and the left-half z-plane maps
onto the interior of the unit circle except the origin w = 0, while the right-half is mapped
onto the exterior of the unit circle |w| > 1.

v
y

2π

u
0

x
0
z- plane w - plane
Figure 5.1 w = ez .

Map 5.2. The map z = log w, which is the inverse of the map ez , defines a mapping of the
whole w-plane minus the origin w = 0 onto the horizontal strip 0 ≤ y < 2π in the z-plane.1
In polar coordinates the map z = log w, w = R eiΘ , is defined by x = log R, y = Θ. The map
z = log w has the following application to geographical maps. If the Earth is mapped by
stereographic projection from the North Pole onto the plane, the South Pole is mapped onto
the origin, the meridians onto rays emanating from the origin, and the latitudes onto circles
centered at the origin. However, if this mapping is in polar coordinates, the meridians map
onto horizontal lines and the parallels onto vertical line-segments. Just as both stereographic
projection and the complex logarithm preserve angles, so does their composition. Thus, a
rotation by 90◦ in the positive (counterclockwise) direction will result in a mapping of the
meridians onto vertical lines, and of parallels onto horizontal line-segments, thus yielding
a cylindrical projection and a conformal map, which is the same as Mercator’s projection.
Hence, the Mercator’s projection is obtained from a stereographic projection followed by
the complex logarithm mapping and a rotation through 90◦ in the positive direction. The
following three results hold for entire functions:
Theorem 5.1. (Picard’s theorem) Let f (z) be a nonconstant entire function. Then the
equation f (z) = c has a solution for every complex number c with at most one exception.

Theorem 5.2. (Picard’s ‘big’ theorem) Let f (z) be an entire function which is not
a polynomial. Let M be a positive real number. Then for every complex number c, the
equation f (z) = c has a solution for |z| > M with at most one exception.

Corollary 5.1. For an entire function f (z) which is not a polynomial, the equation
f (z) = c has an infinite number of solutions for all values of c with at most one exception.
Riemann [1851], using the stereographic projection from the North Pole, assumed this
Pole on the sphere to be mapped onto the point at infinity. If a is a pole of f , then, as
z → a, the function f (z) composed with the inverse of stereographic projection tends to the
North Pole, so that a meromorphic function in a domain D ∈ C is regarded as a continuous

1 This is one of the branches of the logarithm function, and the following conclusions are restricted to
this branch only.
142 5 EXPONENTIAL FAMILY OF FUNCTIONS

image of D onto the sphere. The map at the North Pole is continuous and behaves just
like at any other point on the sphere. Thus, at a simple pole where 1/(z − a) occurs, the
mapping onto the sphere is conformal at a. If higher powers of 1/(z − a) occur, the same
is true as at any point a where f is analytic but f ′ = 0. The unit sphere in this sense as
the extended complex plane via stereographic projection is called the Riemann sphere. If
a is a pole, we write f (a) = ∞. Thus, this mapping technique defines the true mapping
significance of the point at infinity.
Theorem 5.3. Let f (z) be a meromorphic function defined in the entire plane. If f (z)
maps the entire plane onto the Riemann sphere, the image of f covers the entire sphere
with at most two exceptions. Also, if f is not a rational function, then the same is true for
f (z) with |z| > M for M > 0.
Let f (z) be an analytic or meromorphic function in a domain D ∈ C. A value c of f (z)
is said to be totally ramified, or branched, if, whenever f (b) = c, we have f ′ (b) = 0. This
means that if f is a mapping from the z-plane onto the w-plane, then f does not define a
locally one-to-one conformal map at those points that map onto c. In this case f behaves
like the function z n , n > 1 in the neighborhood of the origin, and the image is ‘ramified’ or
‘branched’ in a neighborhood of c.
Theorem 5.4. (Nevanlinna [1925]) An entire function in the z-plane can have at most
two totally ramified values, whereas a meromorphic function in the z-plane can have at most
four totally ramified values.
Examples that both 2 and 4 numbers are sharp are: (i) Complex sine and cosine functions
are entire functions defined by 2 cos z = eiz + e−iz , 2i sin z = eiz − e−iz , respectively; thus,
d sin z
sin2 z + cos2 z = 1 and cos z = . Thus, sin z = ±1 iff cos z = 0, which shows that
dz
the two values ±1 are totally ramified for f (z) = sin z. Similarly, as Nevanlinna [1925] has
shown, Weierstrass’s elliptic function ℘(z) has four totally ramified values.
Theorem 5.5. (Bloch [1925]) Let w = f (z) be analytic in the unit disk and be normalized
so that f ′ (0) = 0. Then there exists a constant B > 0 with the following property: For every
r < B there exists a disk of radius r in the w-plane that is the one-to-one conformal image
under f of a domain inside the unit disk in the z-plane.
The largest value of B is known as Bloch’s constant; its precise value is unknown.
Corollary 5.2. Let an arbitrary nonconstant entire function w = f (z) define the map-
ping of the z-plane onto the w-plane such that for every R > 0 there is a disk of radius R
in the w-plane that is the one-to-one image under f of some domain in the z-plane.

5.2 Specific Cases of Mappings

Map 5.3. In C, the exponentials are defined by w = ez , or its inverse z = log w. The
critical point for w = ez is at z = ∞, and for z = log w at w = 0; ∞. Assuming that
p, q, c, R, and θ are real, R > 0, and k = 0, ±1, ±2, . . . , we have the following different cases
of conformal mappings under the exponentials:
(i) The line segment x = p, c ≤ y < c + 2π, in the z-plane is mapped onto the circle |w| = ep
in the w-plane.
(ii) The lines y = 2kπ and y = (2k + 1)π in the z-plane is mapped onto the half-lines v = 0,
0 < u < ∞ and v = 0, −∞ < u < 0, respectively, in the w-plane.
(iii) The line y = q + 2kπ, −∞ < x < ∞, in the z-plane is mapped onto the half-line
 5.2 SPECIFIC CASES OF MAPPINGS 143

arg{w} = q, 0 < |w| < ∞.

(iv) The infinite strip 2kπ < y < 2(k + 1)π in the z-plane is mapped onto the plane cut
along the positive real axis in the w-plane.
(v) The infinite strip (2k − 1)π < y < (2k + 1)π in the z-plane is mapped onto the plane
cut along the negative real axis in the w-plane.
(vi) The infinite strip c < y < c + 2π in the z-plane is mapped onto the plane cut along the
half-line arg{w} = c in the w-plane.
These mappings are shown in Figure 5.2.

v
G y=(2 k + 2) π E1
G E4
y w=1
VIII IV C
D y=(2 k+ 3/2 ) π
G E3 II VI V I
VII III E2 B A E0
B y=(2 k+ 1) π E2 _
G u
G 1 0 G E4
VI II VII VIII
C y=(2 k +1/2) π E1
G III
D IV
V I
A y=2 k π E0
G x E3
0

z- plane w - plane
Figure 5.2 Exponential mappings.

Further cases of mappings under this transformation are as follows:

(vii) The curve cos(y − c) = p e−x , where log |p| ≷ x < ∞, and


(2k − 12 )π < y − c < (2k + 12 )π, for p > 0,
(2k + 21 )π < y − c < (2k + 1 + 12 )π, for p < 0,

which are the asymptotes


y = c + (2k ± 12 ) for p > 0,
y = c + (2k + 1 ± 12 )π for p < 0,

in the z-plane, is mapped onto the line ℜ{w e−ic } = p, p ≥ 0, in the w-plane.
(viii) The line x + my = p, m ≷ 0, in the z-plane is mapped onto the spiral R = e−p e−mΘ ,
w = ReiΘ in the w-plane.
(ix) The rectangle bounded by y = q1 , q1 and x = p1 , p2 , 0 < q2 − q1 < 2π, in the z-plane is
mapped onto the part bounded by arg{w} = q1 and arg{w} = q2 , of the annular region
bounded by |w| = ep1 and |w| = ep2 in the w-plane.
(x) The rectangle in (ix) but with q2 − q1 = 2π in the z-plane is mapped onto the annular
region bounded by |w| = ep1 and |w| = ep2 cut along arg{w} = q1 in the w-plane.
144 5 EXPONENTIAL FAMILY OF FUNCTIONS

The above details from (vii-x) are presented in Figure 5.3.

C
B_
y = q1+ 2 π
|w | = e p2
D C

A
D
|w | = e p 1

arg
•
x = p1

{w
x = p2
0

}=
q1
A
y = q1 B

z- plane w - plane
Figure 5.3 Maps (vii)-(x).

Map 5.4. For exponential transformation, note that w = R eiΘ ; z = x + iy; thus,
e = ex+iy = ex eiy , so that R = ex , or x = ln R, and Θ = y. The magnification is
z

m = |dw/dz| = |ez | = ex ; rotation α = arg{dw/dz} = arg{ez } = y; and the critical point

is z = ∞. The grid representing the functions u = ex cos y and v = ex sin y in the z-plane,
shown in Figure 5.4, is mapped onto the rectangle in the w-plane.

y
π v
2

π/ 2 1

u
-1 0 1

0 x w - plane
z- plane
Figure 5.4 w = ez .

2i π
z ez
log z 0
z
0

Figure 5.5 w = ez and z = log w.

 5.2 SPECIFIC CASES OF MAPPINGS 145

The transformation w = ez and its inverse z = log w map the upper half-plane 0 ≤ y < 2π
in the z-plane onto the entire w-plane, as shown in Figure 5.5.

Map 5.5. The transformation w = ez maps the infinite strip in the z-plane onto the
upper half-plane ℑ{w} > 0, as shown in Figure 5.6.

y v
iπ E F
D •

Fʼ Eʼ Dʼ Cʼ Bʼ A’
C A x • • • u
0 B 0 1

w - plane
z- plane
Figure 5.6 Infinite strip under w = ez .

Map 5.6. The transformation w = ez maps the half-strip −∞ < x < 0 in the z-plane
onto the unit semi-circle in the w-plane, as shown in Figure 5.7.

y v
E D Cʼ
iπ

x u
A B
Dʼ Eʼ A’ Bʼ

z- plane w - plane
z
Figure 5.7 Half-strip under w = e .

Map 5.7. The transformation w = ez maps the vertical half-strip 0 < y < ∞ in the
z-plane onto the annulus in the upper half of the w-plane, as shown in Figure 5.8.
146 5 EXPONENTIAL FAMILY OF FUNCTIONS

y
v
E D
iπ Cʼ

F C

x u
A B Dʼ Eʼ A’ Bʼ

z- plane w - plane
z
Figure 5.8 Vertical half-strip under w = e .

Map 5.8. Consider three mappings w = log z, w = ez , and w = cosh z, subjected

to a simultaneous rotation θ 7→ nθ and magnification r 7→ nrn (n > 1) of one of both
boundaries (or compression if n < 1), where θ = arg{z}. These three mappings are shown
in Figure 5.9(a)-(c), where the curvilinear grids are transformed into rectangular grids, and
the arrows indicate the direction of the simultaneous rotation and magnification.

II

II

z- plane w - plane
Figure 5.9(a) w = log z .

I II

II w - plane

z- plane
Figure 5.9(b) w = ez .
 5.2 SPECIFIC CASES OF MAPPINGS 147

I II
I II

III IV
III IV

z- plane w - plane

Figure 5.9(c) w = cosh z .

Map 5.9. We will consider functions related to ez and eiz .

(i) The function ζ = ez maps the left-half and the right-half of the z-plane onto the
interior and the exterior, respectively, of the unit circle in the ζ-plane (see Figure 5.10(a)).
ζ + ζ −1
(ii) The function w = = cosh z maps the first and the fourth quadrant of the
2
z-plane onto the upper and lower half, respectively, of the w-plane slit from −1 to 1 on the
real axis (see Figure 5.10(b)).
ζ − ζ −1
(iii) The mapping by the function w = = sinh z is shown in Figure 5.10(c).
2
ξ + ξ −1
(iv) Let ξ = eiz . Then the mapping by the function w = = cos z is shown in
2
Figure 5.10(d).
ξ − ξ −1
(v) The mapping of the function w = = sin z is shown in Figure 5.10(e). 
2i

Map 5.10. The transformation that maps an infinite strip of width a in the z-plane
onto the upper half-plane ℑ{w} > 0 is defined by

w = eπz/a , (5.2.1)

and is presented in Figure 5.10.

y v
C B a A
• • ••

A’ Bʼ C ʼ Dʼ Eʼ Fʼ
•
E E
•
F
• x • • • • • u
D z= 0 w= 0 1
z- plane w - plane
Figure 5.10 Infinite strip of width a onto the upper half-plane.
148 5 EXPONENTIAL FAMILY OF FUNCTIONS

z- plane y
π

ξ =e z
(a) x
0 0

_π
ξ - plane
y v
π
_ w - plane
(b) w= ξ +ξ 1
2 = cosh z
x _1 u
0 0 1

_π
y
v
π xxxxx
_ xxxxxxxx
_ 1
π /2
xxxxxxxxxxxxxxxx w = ξ 2ξ = sinh z i
xxxxxxxxxx
xxxxxxxxxx
(c) xxxxxxxxxxxxxxxx
0 xxxxxxxxxxxxxxxx x xxxxxxxxxx
xxxxxxxxxx u
_ π /2 xxxxxxxxxxxxxxxx 0 xxxxxxxxxx
_i xxxxxxxxx
_π xxxxxxxx
xxxxxx
xxxx

y v

1 _
w = ζ +2 ζ = cos z
(d) x u
_ π /2 0 π /2 _1 0 1
ζ = eiz

y v
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxxxxxxxxxxxxxxxxxxx
xxxxxxxxxx _ xxxxxxxxxxxxxxxxxxxxxxxxxxx
_ 1
xxxxxxxxxx w = ζ 2 ζ = sin z xxxxxxxxxxxxxxxxxxxxxxxxxxx
(e) xxxxxxxxxx i xxxxxxxxxxxxxxxxxxxxxxxxxxx
_ π /2 x _1 0
u
0 π /2 1

Figure 5.11 (a)-(e) Mappings related to ez and eiz .

 5.2 SPECIFIC CASES OF MAPPINGS 149

Map 5.11. Mappings composed of the transformation w = eaz are presented in Figure
5.11(a)-(e) for different mapping functions: (a) w = ez ; (b) w = cosh z; (c) w = sinh z; (d)
w = cos z; and (e) w = sin z.

Map 5.12. The transformation w = eπz/a maps the infinite strip of width a: −∞ <
x < ∞, 0 ≤ y ≤ a, in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the w-plane.

Maps 5.13. The transformation w = eaz − cebz , where a, b, c are real and a > b > 0, c >
log bc − log a + 2kπi
0, has critical points z = ∞; , k = 0, ±1, ±2, . . . .
a−b

y = π/2
A
B

I
I
A B C
C
z0 •
G
x •
F G u
F D
E w = w0

II II
D
E
w - plane
y = - π/2
z- plane
Figure 5.12 Map 5.13.

For −π/a < y < π/a, the details of this transformation are as follows:
log(bc/a) a − b  bc a/(a−b)
(a) The point z0 = in the z-plane is mapped onto the point w = −
a−b b a
in the w-plane.
(b) The half-line z0 ≤ x < ∞ in the z-plane is mapped onto the half-line w0 ≤ u < ∞,
v = 0, in the w-plane.
sin ay
(c) The curve = c e(b−a)x (ABCDE) for −π/a < y < π/a with asymptotes y = ±π/a
sin by
in the z-plane is mapped onto the half-line −∞ < u ≤ w0 in the w-plane. In particular,
if a = 2b = c = 2, then the curve becomes cos y = e−x , and in this case it is mapped
onto the same half-line −∞ < u ≤ w0 but counted twice.
These details are presented in Figure 5.12.

Map 5.14. The mapping w = eαz − e(α−1)z , 0 < α < 1, is a special case of the mapping
1−α
in Map 5.15. It has critical points z = ∞; log + (2k + 1)iπ, where k = 0, ±1, ±2, . . . .
α
α α−1
Setting b = e (1 − α) , the details are as follows:
1−α 1−α
(a) The points z = 0; log + iπ; log − iπ in the z-plane are mapped onto the
α α
iπα −iπα
points w = 0; be ; be , respectively, in the w-plane.
150 5 EXPONENTIAL FAMILY OF FUNCTIONS

 1−α 
 y = π, log ≤x<∞ 
(b) The half-lines α in the z-plane are mapped onto the line
 y = π, −∞ < x ≤ log 1 − α 
α
segment arg{w} = απ, v ≤ |w| < ∞, in the w-plane.
A
C
ar
g{
B w}
C
•_ • A = I
log 1 α i π α
α π
I •B
b e iα π
E D E v= 0 F
D • F
z=0 0
_
b e iα π
II •K
K π
_• _•i π
G J _α
log 1 αα =
w} II
g{
ar G
z- plane J
w - plane
αz (α−1)z
Figure 5.13 w = e −e , 0 < α < 1.

 1−α 
 y = −π, log ≤x<∞ 
(c) The half-lines α in the z-plane are mapped onto the
 y = −π, −∞ < x ≤ log 1 − α 
α
line segment arg{w} = −απ, v ≤ |w| < ∞, in the w-plane.

(d) The line y = 0, −∞ < x < ∞ in the z-plane is mapped onto the line v −0, −∞ < x < ∞,
in the w-plane. These details are shown in Figure 5.13.

Map 5.15. The mapping w = aef z + begz , f /g < 0 real, and ab 6= 0, is a composite of
ζ log(−b/a) f
w = ae−f c ξ, z = , ξ = eαζ − e(α−1)ζ , where c = ,α = , 0 < α < 1.
f −g g−f f −g
y v
A’ Bʼ Cʼ
A • • •
• •H
π
C
π
• x u
_•1 0 0
π
E π
• •D
• • •
Fʼ Dʼ Cʼ

z- plane
w - plane
Figure 5.15 Plane with two semi-infinite cuts onto the interior of the infinite strip.

Map 5.16. The transformation that maps the z-plane with two semi-infinite cuts in the
 5.2 SPECIFIC CASES OF MAPPINGS 151

z-plane onto the interior of the infinite strip in w-plane is defined by

w = z + ez , (5.2.2)

and is presented in Figure 5.15.

Map 5.17. The transformation w = α eaz +β ebz , where a/b is real, and a/b > 1, αβ 6= 0,
is a composite of the following mappings: w = α eaλ ξ, z = e−i arg{α} ζ + λ, and ξ = e|α|ζ −
log (−β/α)
e|b|ζ , where λ = . These different mappings are discussed in previous cases.
a−b

Map 5.18. The transformation that maps the interior of the parabola y 2 = 4p(p − x)
in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by
√
w = eiπ z/p
, (5.2.3)

and is presented in Figure 5.16.

y v
•C

D B
• x A’ Bʼ Cʼ Dʼ Eʼ
4p 0 • • • u
_•1 0•
}

p
1
w - plane

•
A
z- plane
Figure 5.16 Interior of a parabola onto the upper half-plane.

√
Map 5.19. The transformation w = 1 + ez or z = log(w + 1)(w − 1) has the critical
points z = (2k + 1)πi; ∞, where k = 0, ±1, ±2, . . . . The details under this mapping are as
follows:
√
(i) The points z0 + 2kπi in the z-plane are mapped onto the points w0 = ± 1 + ez0 .
If 0 ≤ y ≤ 2π, then v ≥ 0, and the details are as follows:
(ii) The strip 0 < y < 2π cut along y = π, x ≤ 0, in the z-plane is mapped onto the
half-plane v > 0.
(ii) The line y = 0 or y = 2π, respectively, where −∞ < x < ∞, in the z-plane is mapped
onto half-line v = 0, 1 < u < ∞ or −∞ < u ≤ −1, respectively, in the w-plane.
(iii) The half-line y = x, −∞ < x ≤ 0, in the z-plane is mapped onto the segments
v = 0, 0 ≤ u < 1
in the w-plane.
v = 0, 1 < u ≤ 0
(iv) The half-line y = x, 0 ≤ x < ∞ in the z-plane is mapped onto the half-line u = 0, 0 ≤
v < ∞ in the w-plane.
152 5 EXPONENTIAL FAMILY OF FUNCTIONS

(v) The line segment x = p, 0 < y < 2π, p > 0, in the z-plane is mapped onto the part
v > 0 of Cassini’s oval |w + 1||w − 1| = ep in the w-plane.
(vi) The line segment x = p, 0 < y < π, p ≤ 0, in the z-plane is mapped onto the part
u > 0, v > 0 of Cassini’s oval |w + 1||w − 1| = ep in the w-plane.
(vii) The line segment x = p, π < y < 2π, p ≤ 0, in the z-plane is mapped onto the part
u < 0, v > 0 of Cassini’s oval |w + 1||w − 1| = ep in the w-plane.
(viii) The line y = q, −∞ < z < ∞, q 6=
 π, 0 < q < 2π,

in 1the z-plane is mapped onto the
part of the rectangular hyperbola ℜ w2 / 1 − e2iq = 2 in the w-plane.
(ix) The line y = q, 0 < q < π, in the z-plane is mapped onto the part u > 0, v > 0 of the
hyperbola in the w-plane.
(x) The line y = q, π < q < 2π, in the z-plane is mapped onto the part u < 0, v > 0 of the
hyperbola in the w-plane.
These details are presented in Figure 5.17. For the general case, see Map 5.26.
K
B A
y =2 π F
II

B
F
D C y=π I
II

I
B C D G
K E u
_ √•2 _• • • •
D E A
x 1 0 1 √2
y=0

z- plane w - plane
√
Figure 5.17 w = 1 + ez .
v
2π
y

0
10
x π

0 u
π/2
z- plane w - plane
Figure 5.18 w = log z in polar coordinates.

Map 5.20a. The logarithmic transformation w = log(az + b), a > 0, b ≥ 0, represents

 5.2 SPECIFIC CASES OF MAPPINGS 153

a single-valued complex velocity function with a nonzero circulation integral, discussed in

a
the case of the Blasius theorem (see §18.10.1). Notice that the derivative w′ (z) = is
az + b
a single-valued function away from the singularity at z = −b/a.

Map 5.20b. The previous logarithmic transformation for a
= 1 and b = 0 gives w =

log z, where w = u + iv. Since z = r eiθ , we have log z = log r eiθ , so that log z = ln r + iθ,
u = ln r, and v = θ. The magnification is m = |dw/dz| = |1/z| = 1/r; rotation is
α = arg{dw/dz} = −θ. The critical points are z = 0; ∞. This transformation is shown in
Figure 5.18 in polar coordinates.

Map 5.20c. The logarithmic transformation w = log z a = a log z, a ≥ 1, or a < 0,

produces the mapping properties of the transformation w = log z, namely, the magnification
or contraction depending on whether a is positive or negative. For an application, see §22.3.4
(Figure 22.6).

√ 2
Map 5.21. The mapping w = sec2 z, or z = arccos(1/ w), or w = (see Map
1 + cos 2z
5.48 for a general case), has the same critical points as in Map 5.52 (i.e., at w = sec z). The
details of this mapping are obvious and are presented in Figure 5.19.

A A
I
I

B E C A B E C
• • • C • • •
z=0 π /4 π /2 w=0 w =1 w=2
D

II II
D D
z- plane w - plane
2
Figure 5.19 w = sec z .

A w= 2 i π
B •
G
A

III
III B
B
A IV
B C
E A
E • v= π
• e i π/α D iπ
IV I
II D
π/α
I II
π/α D F A
x D
F
0 • • • A
C
1 2 1/α w= 0
Figure 5.20 w = log (z α − 1) , α > 1.
154 5 EXPONENTIAL FAMILY OF FUNCTIONS

Map 5.22. The mapping w = log (z α − 1), α > 1, or z = (ew + 1)1/α , has critical points
z = 0; ∞; e2kiπ/α . For α = 2, see Map 5.20. Let k, m = 0, ±1, ±2, . . . . Then the details of
this mapping are as follows:
(i) The point z = z0 e2kiπ/α in the z-plane is mapped onto the point w = w0 + 2miπ in the
w-plane.
(ii) If 0 ≤ arg{z} ≤ 2π/α, then 0 ≤ v ≤ 2π. Then
(a) The points z = 0; 1; eiπ/α ; e1+iπ/α ; 21/α ; 21/α e2iπ/α (marked G) in the z-plane are
mapped onto the points w = iπ; ∞; log 2 + iπ; ∞; 0; 2iπ, respectively, in the w-plane.
(b) The arc 0 < θ < 2π/α of the circle z = eiθ in the z-plane is mapped onto the curve
2 cos v = −e−u , u ≤ log 2, |v − π| < π/2, in the w-plane.
(c) The half-line arg{z} = π/α in the z-plane is mapped onto the half-line v = π, u ≥ 0.
These details are shown in Figure 5.20.

Map 5.23. The mapping w = log (z α + a), α > 1, and a 6= 0, is a composite of

z = (−a)1/α ζ, w = ξ + log(−a), and ξ = log (ζ α − 1).

w=0 v=0
iπ α / E •A C
•z= e
J F B
I v = _ π /2
E C
D
K• z= e 2iπ α / II w=_i π v=_π
IV III II E E
J •F
G
C

K G III K v = _ 3 π /2 C
J
D
L
c c I IV K L v = _2π
J • C
c B
• z= 1 w = _2i π
0 C A
z- plane w - plane
Figure 5.21 w = log (z α + a) , α > 1.

z α + z −α √
1/α
Map 5.24. The mapping w = log , α > 0, or z = ew ± e2w − 1 , has
2
kiπ/α
critical points z = 0; ∞; e , where k = 0, ±1, ±2, . . . . Let c = π/(2α). Then the details
of this mapping are as follows:
(i) The sector area 0 < arg{z} < c/2, |z| < 1, in the z-plane is mapped onto the strip
(2k − 1)π < v < 2kπ in the w-plane.
(ii) The sector area c/2 < arg{z} < c, |z| < 1, in the z-plane is mapped onto the strip
(2k − 2)π < v < (2k − 1)π in the w-plane.


(iii) The region 0 < arg{z} < c, |z| < 1, in the z-plane is mapped onto the strip 2k + 12 π <
v < 2kπ in the w-plane.
(iv) The sector area 0 < arg{z} < mc/2, |z| < 1, m = 1, 2, . . . , in the z-plane is mapped
onto the strip (2k − m)π < v < 2kπ in the w-plane.
(v) The points z0 e2kiπ/α and z0 e2kiπ/α in the z-plane is mapped onto the point w0 + 2kiπ
in the w-plane.
 √5 − 1 1/α
iπ/(3α) 2iπ/(3α) iπ/a 4iπ/(3α) 5iπ/(3α) iπ/(2c)
(vi) Also, the isolated points e ;e ;e ;e ;e ;e ;
2
 5.2 SPECIFIC CASES OF MAPPINGS 155

 √5 − 1 1/α √
1/α 3iπ/(2α) √
1/α

3iπ/(2c)
e ; eiπ/(2α) 2 − 1 ;e 2−1 in the z-plane map onto
2
the points − log 2; − log 2 − iπ; iπ; − log 2 − iπ; − log 2; − log 2 − iπ/2; − log 2 − 3iπ/2;
−iπ/2; −3iπ/2, respectively, in the w-plane.
These details are presented in Figure 5.21.
In the case when 2α is a positive integer m, then, setting b = eiπ/α in the z-plane so that
−mπ ≤ v ≤ 0 in the w-plane,
(vii) the cut interior of the circle in Figure 5.22 in the z-plane is mapped onto the strip with
m − 1 slits in the w-plane.

b
•JJ •F
F
w=0 v=0
b2 E •A C
•K E•
E
I
K II E v=_π
I • C
J II F B
J v = _2π C
C L K D
•LL III III w=_i π v = _3π
A
• z= 1 L
•M
G
C
bm B N
N
IV L K v = _4π C
D
V V B L v = _m π
IV DD •
D • C
•M
b3 w - plane
N O
• •
b4
z- plane
Figure 5.22 Map 5.24, 2α = m.

C
•
(1+√2) i
I II I
i
•E
A
A
x w=iπ v= π
z = _1
B D
z =1
E •B A

OR w = i π /2
II •C I
•z = 1
D v= 0
E • A
w= 0
z=0
B • D
w - plane
I A
C
II
E
••z _
= 1
z- plane
z2 + 1
Figure 5.23 w = log .
2z
156 5 EXPONENTIAL FAMILY OF FUNCTIONS

z2 + 1 p
Map 5.25. The mapping w = log , or z = ew ± (e2w − 1), is a special case of
2z
the mapping 5.22 for m = 2α = 2 with one-slit strip (Figure 5.22). An alternative method
is as follows: Let 0 ≤ v ≤ π. Then,
√

(a) The points z = 1; i 1 ± 2 (marked C); −1 in the z-plane are mapped onto the points
w = 0; iπ/2; iπ, respectively, in the w-plane.
√
(b) The arc DCB of the circle |z − 1| = 2 in the z-plane is mapped onto the line-segment
u = 0, 0 ≤ v ≤ π in the w-plane.
 
x − 0, 1 < y < ∞
(c) The line-segments in the z-plane are mapped onto the line v =
x = 0, −1 < y < 0
π/2, −∞ < u < ∞ in the w-plane. These details are shown in Figure 5.23.

z+1 1 √
2
Map 5.26. The details of the mapping w = log − 2 log z, or z = ew ± e2w − 1 ,
z
are obvious; they are presented in Figure 5.24.

E
• I
z= i

D
A
• C • C z =1• A
z = _1 B
F B v= π
C • w• i π A
=
II
•F II
v = π /2
C A
F
• I
II E D v= 0
C • • A
w= 0
A B _1 log 2
C • D 2
z=0
w - plane
I

•
E

z- plane
z+1 1
Figure 5.24 w = log − 2 log z .
z

5.3 Other Related Functions

Since ez = ex+iy = ex (cos y + i sin y), the trigonometric functions are related, and so are
the hyperbolic and their inverse functions. We will consider conformal transformations that
involve such functions and their compositions.
 √
Map 5.27. The mapping w
= sin z, or z = arcsin w = −i log iw + 1 − w2 , has
critical points z = ∞; 2k + 21 π, where = 0, ±1, ±2, . . . and p, q are real. The details
under this mapping are as follows:




(i) The points z = kπ; k + 12 π; k + 12 ± 13 π; k + 21 ± 16 π in the z-plane are mapped
 5.3 OTHER RELATED FUNCTIONS 157
p 
onto the points w = 0; (−1)k ; (−1)k /2; (−1)k (3)/2 , respectively, in the w-plane.

(ii) The line x = kπ, −∞ < y < ∞, in the z-plane is mapped onto the line u = 0,
−∞ < v < ∞, for even or odd k.


x = k + 21
π, 0 ≤ y < ∞
(iii) The half-lines in the z-plane are mapped onto the half-
x = k + 21 π, −∞ < y ≤ 0
line v = 0 for 1 ≤ u < ∞ if k is even, and for −∞ < u ≤ −1 if k is odd, in the
w-plane.


2kπ <
x < 2k + 12 π
(iv) The strips in the z-plane are mapped onto the half-
2k + 12 π < x < (2k + 1)π
plane u > 0 cut along DG.
 3


(2k + 1)π
< x < 2k + 2 π
(v) The strips 3 in the z-plane are mapped onto the half-plane
2k + 2 π < x < (2k + 2)π
u < 0 cut along BG.
These details are presented in Figure 5.25.

F G K J K
K

II III
I II III IV
G B C D J
• • u
w = _1 A E
w =1
A B C D E
_π _ π /2 x I
0 π /2 π IV
F

_π _ π /2 0 π /2 π F K

B C D E
x V VIII
A

B C E D J
G
• • u
V VI VII VIII w = _1 w =1

VI VII
F G K J K
z- plane w - plane
Figure 5.25 w = sin z .

Other details for this mapping function onto an ellipse are as follows:
(vi) The line segment y = q, q 6= 0 for 2kπ ≤ x < (2k + 2)π, in the z-plane is mapped onto
the ellipse |w + 1||w − 1| = 2 cosh q in the w-plane.
(vii) The interiors of the rectangles bounded by z = ±π, ±π + iq, q > 0, in the z-plane are
mapped onto the interior of the ellipse, except for a slit from −1 to 1 and for a slit along
the negative part of v = 0 in the w-plane.
(viii) The line x = p + 2kπ, where 2p/π is not an integer, in the z-plane is mapped onto the
branch |w + 1||w − 1| = 2 sin p of the hyperbola.
These details are presented in Figure 5.26, in which p′ = π − p is set for 0 < p < π/2,
158 5 EXPONENTIAL FAMILY OF FUNCTIONS

and we have used p = π/4 in this figure.

D E F
I II

x =p
p E
A B C x= ʼ
I p
z=0 • p• π /2 x=
II
IV III
A B C F
G K • •
J

J G
K
III
IV
x =p

III IV
E B A
• K
z = π /2 • pʼ w - plane
x =pʼ

II I
F E D

z- plane
Figure 5.26 w = sin z onto ellipse.

Next, the mapping w = sin z has another detail, as follows:

(ix) The interior of the rectangle bounded

by x = p1
, p2 , y = q1 , q1 , where q1 q2 > 0 and,
for some k, kπ < p1 < p2 < k + 12 π or k − 21 π < p1 < p2 < kπ, in the z-plane
is mapped onto the curvilinear quadrilateral in the ABCD with four right angles in the
w-plane.
This property is presented in Figure 5.27, in which 0 < p1 < p2 < π/2 and q1 > q2 > 0.

y = q2
B

C A
D
x = p1

x = p2

y = qJ
z- plane w - plane
Figure 5.27 Interior of rectangle under w = sin z .
 5.3 OTHER RELATED FUNCTIONS 159

Further, the function w = sin z maps the trigonal region −i/2 ≤ x ≤ π/2, 0 ≤ y < ∞ in
the z-plane onto the upper-half w-plane, as shown in Figure 5.28.

z sin z
sin− 1 z z

A
− π /2
B C
π /2
.
A’
−1
B’ .1
C’

Figure 5.28 Trigonal region under w = sin z .

Note that for the curves in the z-plane, which are mapped onto R = const or Θ = const
(i.e., w = R eiΘ ), we have log sin z = log R + iΘ.

Map 5.28. The transformation w = sin z maps the infinite strip 0 < y < ∞ (trigonal
region) in the first quadrant of the z-plane onto the first quadrant of the w-plane, as shown
in Figure 5.29.

y
v

D A
Dʼ

B Cʼ Bʼ A’
C
x • u
1

z- plane w - plane
Figure 5.29 Trigonal region in the first quadrant under w = sin z .

y
v
C y=k
D
B Cʼ

E F A Dʼ Eʼ Fʼ A’ Bʼ
x • u
_ π /2 π /2 1

z- plane w - plane
Figure 5.30 Finite rectangle under w = sin z .
160 5 EXPONENTIAL FAMILY OF FUNCTIONS

Map 5.29. The transformation w = sin z maps the rectangle −π/2 ≤ x ≤ π/2 in the
z-plane onto the semi-circle in the w-plane, as shown in Figure 5.30.

Map 5.30. We  will consider

√ functions related to w = cos z = sin(z + π/2), or z =
arccos w = −i log w + i 1 − w2 . Other functions in this group are: w = sinh z; w =
√ √
a+b a−b w−a+ w−b
cosh z; and w = + cosh 2z, or z = log √ , where a 6= b. The
2 2 a−b
details of the mapping for −π/2 ≤ y ≤ 0 in the z-plane are as follows:
(a) The points z = 0; −iπ/2; ∞ in the z-plane are mapped onto the points w = a; b; ∞,
respectively, in the w-plane.
(b) The semi-strip 0 ≤ x < ∞, −π/2 < y < 0, in the z-plane is mapped onto the half-plane
bounded by the line through a and b in the w-plane.
(c) The semi-strip −∞ < x < 0, −π/2 < y < 0, in the z-plane is mapped onto the other
half-plane bounded by the line through a and b in the w-plane.

√  2k + 1 2
Map 5.31. The mapping w = sin (a z) , a > 0, has critical points z = 0; ∞; π .
2a
The details of the mapping, which are presented in Figure 5.31, are as follows:
 2k + 1 2
(a) The points z = 0; c; π ; 2ic; −2ic in the z-plane are mapped onto the points
2a
w = 0; ±1; ±1; cosh π/2; ± cosh π/2, respectively, in the w-plane.
2 2
(b) The interior, cut from z − 0 to z = c 
= (π/2a)
 , of the parabola = 4c(c − x) in the
v>0
z-plane is mapped onto the half-panes in the w-plane.
v<0

D
D

F
• z= 2ic
I
II I
G B G
D A
•
z= 0 c A’

II
E A E A’ B A F
•z = _ 2 i c • _•1 w•= 0 • • D
D_
i cosh π /2 1 i cosh π /2
D
z- plane w - plane
√
Figure 5.31 w = sin (a z) , a > 0.

eπz/a − eπz0 /a
Map 5.32. The transformation w = maps the infinite strip of width a:
eπz/a + eπz̄0 /a
−∞ < x < ∞, 0 ≤ y < ∞, in the z-plane onto the unit disk |w| ≤ 1 in the w-plane.

Map 5.33. The transformation that maps the interior of the annulus A(a, b) in the
z-plane onto the interior of the rectangle ln a ≤ u ≤ ln b, in the w-plane is defined by

w = ln z, (5.3.1)
 5.3 OTHER RELATED FUNCTIONS 161

and is presented in Figure 5.32.

y v
D

Eʼ
Fʼ
b
Dʼ
a

ln a

ln b
E F G Gʼ Cʼ
x u
A H 0 C 0
Bʼ

Hʼ A’

w - plane
B

z- plane
Figure 5.32 Interior of an annulus onto the interior of a rectangle.

Map 5.34. The transformation that maps a semi-infinite strip in the z-plane onto the
interior of the infinite strip in w-plane is defined by

w = ln z, (5.3.2)

and is presented in Figure 5.33.

y v
A
B • • Gʼ Fʼ Eʼ
• • •
C • π π /2
D Gʼ Hʼ u
E• x • •
Bʼ A’

F • π π /2
• • •
G• • Bʼ Cʼ Dʼ
H

z- plane w - plane
Figure 5.33 Semi-infinite strip onto the interior of the infinite strip.

z−1
Map 5.35a. The transformation w = log maps the upper half-plane −∞ < x <
z+1
∞, 0 < y < ∞, onto the infinite strip 0 < w < iπ, as shown in Figure 5.34.
162 5 EXPONENTIAL FAMILY OF FUNCTIONS

y v
Dʼ iπ Cʼ Bʼ
•

• x u
C D Dʼ E ʼ A’
A B E Bʼ

z- plane w - plane
Figure 5.34 Map 5.35a.

z−1
Map 5.35b. The transformation w = log maps the unit circle x2 +y 2 −2y cot k = 1
z+1
in the z-plane onto the infinite strip 0 < u < ∞, as shown in Figure 5.35.

y
B
v
Fʼ iπ Dʼ
• ʼ
E

C A
• x
0 1
•B Cʼ
A’ ik ʼ
F
D u
0
E

z- plane w - plane
z−1
Figure 5.35 Unit circle under w = log .
z+1

y v
A’
iπ • Fʼ

C D E B
x Bʼ Eʼ
A • C 1• • •C u
0 F 1 0
1 2

Cʼ Dʼ
z- plane w - plane
z+1
Figure 5.37 Annular region under w = log .
z−1
 5.3 OTHER RELATED FUNCTIONS 163

z+1
Map 5.36. The transformation w = log maps the annulus region in the z-plane,
z−1
with centers of the circles at zn = coth cn , and radii csch cn , n = 1, 2, onto the finite
rectangle −iπ ≤ v ≤ iπ in the right-half of the w-plane, as shown in Figure 5.37.

Map 5.37. The transformation that maps the first quadrant in the z-plane onto the
horizontal strip bounded by the semi-lines 0 < x < ∞ and z = iy, 0 < x < ∞, in the
z-plane (see Figure 5.36) is
h 1 − zi
w = log i ,
1+z
such that the semi-line 0 < x < ∞ is mapped onto the line −∞ < u < ∞ and the semi-line
z = iy, 0 < y < ∞ onto the horizontal line log(i u) = ln u + i π/2 in the w-plane. The
1−z
mapping w = i is defined as Map 3.25.
1+z

y v

i π /2
i • •

x u
0 0
z- plane w - plane
h 1 − zi
Figure 5.36 w = log i .
1+z

aez + b ad ad
Map 5.38. The mapping w = log , where is real and 1 < < ∞, is a
cez + d bc bc
b z  d  sinh(ζ + β) ad
composite of w = β + log + ξ, ζ = − 12 log − , and ξ = log , β = 12 log .
d 2 c sinh ζ bc

z−m mz − 1 z 2 + 1 − 2jz
Map 5.39. The mapping w = log + log = log 2 ,0 < m <
z+m mz + 1 z + 1 + 2jz
ξ−j
1, j = 12 (m + 1/m), is a composite of ξ = 21 (z + 1/z) and w = log . It has critical
ξ+j
1+m
points at z = m; 1/m; −m; −1/m; ∞. Let c = log , and k = 0, ±1, ±2, . . . , and this
1−m
mapping has the following properties:
(i) The points z; 1/z in the z-plane are mapped onto the point w = w(z) + 2ikπ in the
w-plane.
(ii) The points z = iy, −1 < y < 1 in the z-plane are mapped onto the point w = 2ikπ −
2jy
2i arctan in the w-plane.
1 − y2
(iii) The line-segment y = 0, −m < x < m, in the z-plane is mapped onto the line v =
2kπ, −∞ < u < ∞, in the w-plane.
164 5 EXPONENTIAL FAMILY OF FUNCTIONS

(iv) The line-segment y = 0, m < x ≤ 1, in the z-plane is mapped onto the half-line
v = (2k − 1)π, −∞ < u < −2c, in the w-plane.
(v) The line-segment y = 0, −1 ≤ x < −m, in the z-plane is mapped onto the line v =
(2k − 1)π, 2c ≤ u < ∞, in the w-plane.
(vi) The line-segment x = 0, 0 ≤ y ≤ 1, in the z-plane is mapped onto the line-segment
u = 0, (2k − 1)π ≤ v ≤ 2kπ, in the w-plane.
(vii) The semi-circle z = eiθ , 0 ≤ θ ≤ π and also π ≤ θ ≤ 2π, in the z-plane is mapped onto
the line-segment v = (2k − 1)π, −2c ≤ u ≤ 2c, in the w-plane.
These properties are shown in Figure 5.38, in which E is at −2c + (2k − 1)π and G is at
2c + (2k − 1)iπ.

F v
B v =2kπ
A E

I
II I II
E A
G B
E
E F G v = (2 k _1) π
z= 0 • • •
_ 1•
A
_• 0• •1 E
m D m

III IV IV III
D v = 2(k _1) π
A E
H
z- plane w - plane
2
z + 1 − 2jz
Figure 5.38 w = log .
z 2 + 1 + 2jz

Other properties are as follows:

(viii) The circle |z| = 1 in the z-plane is mapped onto each of the slit EG in Figure 5.39.
2m cos θ
(ix) The point z = eiθ in the z-plane is mapped onto w = −2 tanh−1 + (2k − 1)iπ
1 + m2
in the w-plane.
(x) The circle |z − ρ| = 1 − ρ, 0 < ρ < (1 − m)/2, touching the circle |z| = 1 at E, counted
infinitely many times, in the z-plane is mapped onto the set of airfoils surrounding the
slits and exterior to one another, touching EG at E on both sides in the w-plane, as
shown in Figure 5.39.
(xi) The region formed by the interiors of this circle, which is counted infinitely many times,
where the interiors are connected through the slit ABCD, is mapped onto the set of the
above airfoils in the w-plane.
(xii) The region bounded by |z| = 1 and |z − ρ| = 1 − ρ in the z-plane is mapped onto the
interior cut from E to G, of an airfoil in the w-plane.
These properties are presented in Figure 5.39.
 5.3 OTHER RELATED FUNCTIONS 165

F F
5 v=5 π
E
5 •
H5
G5

F
E 4 v = 3π
4 • G
4
H4
G C B A
E
F3
v= π
_ 1• • 0• • •1
E3 •
H3
G3
D
F2
v=_ π
E2
H
• G2
2
F1
E1
v = _ 3π
•
H
G1
H 1
z- plane w - plane
Figure 5.39 Circle onto slits of an airfoil.
n
1/2 o
Map 5.40. The mapping w = log ez + e2z − 1 , or z = log cosh w, is a composite
ζ2 + 1
of w = log ζ and z = log . The details of this mapping are obvious from Figure 5.40.
2ζ

B w=iπ v= π
C • A B • A
z= i π
II II
E v = i π /2
C • A C A

D
I I
v= 0
z•= 0 •
C A D A
w= 0

z- plane w - plane
n
1/2 o
Figure 5.40 w = log ez + e2z − 1 .

Map 5.41. The mapping w = log sin z = log cosh (iz − iπ/2), or z = arcsin ew , has
critical points z = ∞; kπ/2, where k = 0, ±1, ±2, . . . . The details presented in Figure 5.41
are as follows:

strip −mπ < x
< nπ, y > 0, where m, n > 0 are integers, is mapped on
The semi-infinite
the strip −n + 21 π < v < m + 12 π with (m + n) slits in the w-plane.
166 5 EXPONENTIAL FAMILY OF FUNCTIONS

P P P
v = 3 π /2
P P P P A P

A B
C
I v= π
P
E D
II v = π /2
I II III IV V VI E P

E
F
G
III v= 0
P
J
H
IV v =_π /2
J P
A B C D E F G H J K M
_ •π • • • • • • • • • •L • • N V v =_ π
π_π /2 z = 0 π /2 π 3π /2 2π J K L P
N
M
z- plane VI
N
v = _3π /2 P
w - plane
Figure 5.41 w = log sin z = log cosh (iz − iπ/2).

w
√
p+ iπ/2) − iπ/2, or z = arctan e
Map 5.42. The mapping w = log tan z = log coth (iz
i i
maps the points z = π/4 − 2 log 2 + 1 ; π/4 + 2 log (2) + 1 in the z-plane onto the
√

points w = ∞; log 1 + 2 ; −iπ/2; iπ/2, respectively, in the w-plane. This mapping is
presented in Figure 5.42.

P v = (2 k +7 /2 ) π
N K

VIII v (2 k + 3)π
N
M = K
B B B B L L L L L L

N L VII v = (2 k +5 /2 ) π
K
G
II III VI VII VI
G
J v = (2 k + 2) π
K

A E C F G J K M N v = (2 k +3/2 ) π V
H
z = 0• • K
π•/2 •π • G
3π /2 2π C
IV v 2 k + 1 π
G
F =( ) C
I IV V VIII
III v = (2 k + 1 2 ) π
G B / C
A

D D D H H H H H P P P E
II v = 2k π
A C
z- plane I
D
A C

w - plane
Figure 5.42 w = log tan z .

Map 5.43. The transformation that maps a semi-infinite strip of width a, 0 ≤ y <
∞, −a/2 ≤ x ≤ a/2, in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by
πz
w = sin , (5.3.4)
a
 5.3 OTHER RELATED FUNCTIONS 167

and is presented in Figure 5.43.

y
v
A• •E

B C D A’ Bʼ Cʼ Dʼ Eʼ
_ a•/ 2 • x • _•1 • • u
0 a/ 2 0• 1
z- plane
w - plane
Figure 5.43 Semi-infinite strip of width a onto the upper half-plane.

Map 5.44. The transformation that maps a semi-infinite strip of width a, 0 ≤ x ≤

a, 0 ≤ y < ∞, in the z-plane onto the first quarter of the w-plane is defined by
πz
w = sin , (5.3.5)
2a
and is presented in Figure 5.44.

y
v
A• •D

A’ •

B C Bʼ Cʼ Dʼ
• • x • • • u
0 a 0 1
z- plane w - plane
Figure 5.44 Semi-infinite strip of width a onto the first quarter.

Map 5.45. The transformation that maps a semi-infinite strip of width a, 0 ≤ y <
∞, 0 ≤ x ≤ a, in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by
πz
w = cos , (5.3.6)
a
and is presented in Figure 5.45.
168 5 EXPONENTIAL FAMILY OF FUNCTIONS

y
D• •A v

C B A’ Bʼ Cʼ Dʼ
• a• x • _•1 • • u
0 0• 1
z- plane
w - plane
Figure 5.45 Semi-infinite strip of width a onto the upper half-plane.

Map 5.46. The transformation that maps a semi-infinite strip of width a, 0 ≤ x <
∞, 0 ≤ y ≤ a, in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by

πz
w = cos , (5.3.7)
a

and is presented in Figure 5.46.

B A v
a• •

C A’ Bʼ Cʼ Dʼ
• •D x • _•1 • • u
0 0• 1
z- plane
w - plane
Figure 5.46 Semi-infinite strip of width a onto the upper half-plane.

Map 5.47. The mapping w = cos (a log z) , a > 0, or z = e(arccos w)/a , has critical points
j/2
z = 0; ∞; ejπ/a = r0 , where j, k are integers, and r0 = e2π/a . This mapping has the
following properties:
(i) The points z = βr0j , β 6= 0; β −1 r0j in the z-plane are mapped onto the points w =
1/4 √
cos (a log β + 2iakπ) in the w-plane. (ii) The points z = 1 (A); r0 (B); r0 (C) in the
z-plane are mapped onto the points w = 1; 0; −1, respectively, in the w-plane.
3/4
(iii) The points z = r0 (D); r0 (E); r0 eiπ (F) in the z-plane are mapped onto the points
w = 0; 1; cosh(aπ), respectively, in the w-plane.
3/4 1/2
(iv) The points z = r0 e2iπ (G); r0 e2iπ (H); r0 e2iπ (I) in the z-plane are mapped onto
the points w = cosh(2aπ); i sinh(2aπ); − cosh(2aπ), respectively, in the w-plane.
1/4
(v) The points z = r0 e2iπ (J); e2iπ (K); eiπ (L) in the z-plane are mapped onto the points
w = − sinh(2aπ); cosh(2aπ); coth(aπ), respectively, in the w-plane.
(vi) The line segment GHI in the z-plane is mapped onto the part v > 0 of the ellipse
|w − 1| + |w + 1| = 2 cosh(2aπ) in the w-plane.
 5.3 OTHER RELATED FUNCTIONS 169

(vii) The line segment IJK in the z-plane is mapped onto the part v < 0 of the same ellipse
|w − 1| + |w + 1| = 2 cosh(2aπ) in the w-plane.
1/2
(viii) The circle |z| = r0 , 0 ≤ arg{z} < 2π, in the z-plane is mapped onto the line-segment
u = 0, − cosh(2aπ) < v ≤ −1, in the w-plane.
3/4
(ix) The circle |z| = r0 , 0 ≤ arg{z} < 2π, in the z-plane is mapped onto the line-segment
u = 0, 0 ≤ v < sinh(2aπ), in the w-plane.
(x) The circle |z| = r0α , 0 ≤ arg{z} < 2π, where 0 < α < 1, α 6= 1/4, 1/2, 3/4, in the z-plane
is mapped onto the part − sin(2απ) < v ≤ 0 or 0 ≤ v < − sin(2απ) (for sin(2απ) > 0 or
< 0, respectively) of the hyperbola branch |w + 1| − |w − 1| = 2 cos(2απ) in the w-plane.
These properties are shown in Figure 5.47.

u= 0
H

II
C D C D E F
A B E G
J
F• II I 0• K • r0 • • • • •
M _1
| z| = 1 I J H G B A L K

| z | = r0
z- plane w - plane
Figure 5.47 w = cos (a log z) , a > 0.

1
Map 5.48. The mapping w = , a real, a 6= ±1, or z = arccos (a − 1/w), has
a − cos z
critical points z = ± arccos a + 2kπ; kπ; ∞ for k = 0, ±1, ±2, . . . . The details for different
values of a are as follows:
(a) Case a > 1: Let z0 = iζ0 where ζ0 = a, ζ0 > 0. Then the mapping is shown in Figure
5.48.
1
(b) Case a < −1: Then the mapping becomes w = − , where |a| > 1. It
|a| − cos(z + π)
is similar to part (a) above.
(c) Case −1 < a < 1: The mapping is shown in Figure 5.49.
170 5 EXPONENTIAL FAMILY OF FUNCTIONS

B B

I G
I
A

A B C E D A
D
C
_ π•
E
_ •π /2 • • • •1 ••
z= 0 A wF= 0 1 1 A
a +1 a a _1

II
II
F F
w - plane
z- plane
1
Figure 5.48 w = , a > 1.
a − cos z

B B

I
I

D B E A
C A D A
_ π• • • • • •
z = arccosa z= 0 1 w=0 1
a _1 F a +1

II
II
F F
w - plane
z- plane
1
Figure 5.49 w = , −1 < a < 1.
a − cos z

1/2
 arccos z 2 
w4 − 6w2 + 1
Map 5.49. The transformation w = tan , or z = , maps
4 1 + w2
the region exterior to the slits in the z-plane onto the√upper half-plane ℑ{w} > 0. The
mapping is shown in Figure 5.50, where b = tan π/8 = 2 − 1.
 5.3 OTHER RELATED FUNCTIONS 171

G
• z=i

F H A
E • •
z = _1 D B z =1 E F G H A B C D E
_ 1•/ b _•1 _•b w•= 0 •b • •
1/ b
1
_
w - plane

•
C

z- plane
Figure 5.50 Region exterior to slits onto ℑ{w} > 0

Map 5.50. The transformation w = tan2 (z/2) maps the open strip 0 < y < π in the
second quadrant of the z-plane onto the unit semi-circle in the w-plan, as shown in Figure
5.51.

y v
iπ Cʼ
E
•D
C

• ʼ
A B B
x u
Dʼ Eʼ A’ 1

z- plane w - plane
a√ 
2
Figure 5.51 w = tan z .
2
a√  √
Map 5.51. The mappings w = tan2 z , and ξ = cos (a z), where a ≷ 0, has the
2
critical points z = ∞; (kπ/a)2 , k = 0, ±1, ±2, . . . . It maps the interior of parabola onto the
interior of a circle or half-plane. We will consider the three planes: z-plane, w-plane, and
ξ-plane for the details.
(i) The points z = 0; c; 2ic; −2ic in the z-plane are mapped onto the points w = 0; 1; w1 ≡
1+i sinh π/2 π π
1−i sinh π/2 ; w̄1 , respectively, in the w-plane, and onto points ξ = 1; 0; −i sinh 2 ; i sinh 2 ,
respectively, in the ξ-plane.
(ii) The half-line y = 0, −∞ < c ≤ c in the z-plane is mapped onto the line-segment
v = 0, −1 < u ≤ 1 in the w-plane, and onto the half-line ℑ{ξ} = 0, 0 ≤ ξ < ∞ in the
ξ-plane.
(iii) The interior of the parabola y 2 = 4c(c − x) (focus z = 0, vertex z = c) in the z-plane
is mapped onto the interior of the circle |w| = 1 in the w-plane, and onto the half-plane
ℜ{ξ} > 0 in the ξ-plane.
172 5 EXPONENTIAL FAMILY OF FUNCTIONS

These details are presented in Figure 5.52.

D D
w1
• z= 2ic •F E • i sinh π /2
I II
I
y= 0 B A B A A B
D • •c • w = 1• • • D
z= 0 w= 0 ξ=0 ξ =1
I
II II
• z = _2 i c _ E F • _ i sinh π /2
w1 •
D

z- plane w - plane ξ - plane

a√ 
2
Figure 5.52 w = tan z .
2

√
1 − w2 1+
Map 5.52. The mapping w = sec z, or z = arccos(1/w) = −i log , has

w
1 iΘ
critical points z = kπ; k + 2 π; ∞, where k = 0, ±1, ±2, . . . , and w = R e , q > 0. The
details of the mapping are as follows:

1


(a) The points z = 2kπ; (2k + 1)π; k + 2 π in the z-plane are mapped onto the points
w = 1; −1; ∞ in the w-plane.

(b) The line x = p, 0 < p < π/2 in the z-plane is mapped onto the part −p < Θ < p of the
cos 2Θ − cos 2p
curve 2R2 = in the w-plane.
sin2 2p

(c) The line x = p, π/2 < p < π in the z-plane is mapped onto the part p < Θ < 2π − p of
cos 2Θ − cos 2p
the curve 2R2 = in the w-plane.
sin2 2p

(d) The line x = π/4 in the z-plane is mapped onto the part u > 0 of the lemniscate
|w + 1||w − 1| = 1 in the w-plane.

(e) The line x = 3π/4 in the z-plane is mapped onto the part u < 0 of the same lemniscate
|w + 1||w − 1| = 1 in the w-plane.

(f) The segment y = q, 0 < x < π, in the z-plane is mapped onto the part 0 < Θ < π of the
cosh 2q − cos 2Θ
curve 2R2 = in the w-plane.
sin2 2q

(g) The segment y = −q, 0 < x < π, in the z-plane is mapped onto the part π < Θ < 2π of
cosh 2q − cos 2Θ
the same curve 2R2 = in the w-plane.
sin2 2q
 5.3 OTHER RELATED FUNCTIONS 173

This mapping is presented in Figure 5.53.

C C C E

B I D II G II D
I

F G C B A
A E F
• •
z = 0• •
π /2
•
π w = -1 L J K w =1

III IV IV III

J J
J
z- plane w - plane
Figure 5.53 w = sec z .

Map 5.53. The mapping function w = cosh z has magnification m = |dw/dz| = | sinh z|,
which for x = 0 becomes m = 21 | sin y|. For small x and y, we have m ≈ |y/2|. The rotation
is α = arg{dw/dz} = arg{sinh z} = arg{iy}; for example, α = π/2 for y > 0. The equations
for u and v are
u2 v2 u2 v2
2 + 2 = 1, + = 1.
cosh x sinh x cos y sin2 y
2

The gridlines x = k1 are mapped onto ellipses u2 /a2 + v 2 /b2 = 1 with half axes a =
cosh k1 , b = sinh k1 , and foci at ±1. The gridlines y = k2 are mapped onto hyperbolas
u2 /c2 − v 2 /d2 = 1 with half axes c = cos k2 , d = sin k2 , and foci at ±1. The details of this
transformation are as follows:
(a) The horizontal gridlines y = c, where c > 0 is a constant, in the z-plane are mapped
onto the lines which intersect the u-axis at right angles and parallel to the u-axis, except
for y = 0 and y = π in the w-plane.
(b) The horizontal gridlines in the upper-half of the z-plane are mapped onto the horizontal
gridlines bent upward in the upper-half of the w-plane.
(c) The horizontal lines in the lower-half of the z-plane are mapped onto the bent gridlines
that are mirror images of those in the upper-half of the w-plane.
(d) The inverse transformation can be viewed as splitting the u-axis from −∞ to −1 and
then rotating the upper part y = π clockwise by π/2 while a mirrored set of operations
continue in the lower half part y = −π and the right half y = 0 in the z-plane.
The mapping is presented in Figure 5.54.
174 5 EXPONENTIAL FAMILY OF FUNCTIONS

y
A
• y= π v
y = 3 π /4
y = π /2
y = π /4 A B
•B x u
−1 0 1
C
y = _π /4
y = _ π /2
y = _3π /4
•C y=_π
Figure 5.54 w = cosh z .

This transformation is used in the study of fluid flow through a parallel slit in a plane,
or the electric field between two horizontal plates separated by a gap. The slit or gap lies
in the plane v = 0 and extends over −∞ < u < ∞ in directions normal to the w-plane.

Map 5.54. The transformation w = cosh(πz/a) maps the semi-infinite strip of width a:
0 ≤ x < ∞, 0 ≤ y ≤ a, in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the w-plane.
 q 
Map 5.55. The transformation w = i cosh π 12 z/p − 41 maps the interior of the
parabola y 2 − 2px ≤ 0 in the z-plane onto the upper half-plane ℑ{w} ≥ 0 in the w-plane.

e2z − 1 1+w
Map 5.56. The mapping w = tanh z = , or z = 12 log − tanh−1 w, has
e2z + 1 1−w
critical points z = ±iπ/2; ±3iπ/2, . . . ; ∞. There are six cases:
Case (a). Infinite strip and semi-infinite strip: The details are as follows.


(i) The infinite strip kπ < y < k + 21 π in the z-plane is mapped onto the half-plane v > 0
in the w-plane.
(ii) The infinite strip kπ < y < (k + 1) π in the z-plane is mapped onto the cut plane in the
w-plane.


(iii) The infinite half-strip kπ < y < k + 21 π, x > 0 in the z-plane is mapped onto the
first quadrant u > 0, v > 0.
(iv) The infinite half-strip kπ < y < (k + 1) π, x > 0 in the z-plane is mapped onto the
half-plane u > 0 cut from w = 1 to w = 0 in the w-plane.
 5.3 OTHER RELATED FUNCTIONS 175

These details are shown in Figure 5.56.

y = kπ+π E F
E
K

VIII IV VI B
y= k π +3 π /4
D F II
K
VII V I
III
y = k π + π /2 E K
A F
K
C F
_1• •
F 1
VI II π /2
y = k π + π /4 F
VIII IV
B
K D
w - plane
V I
y = kπ B
III
K
A F VII
x=0

w - plane
z- plane
Figure 5.56 w = tanh z , Case (a).

Case (b). Set of coaxial circles passing through w = −1 and w = 1: The details are as
follows.


(i) The points z = iφ + ikπ; ikπ; k + 12 iπ in the z-plane are mapped onto the points
w = i tan φ; 0; ∞ in the w-plane.
(ii) The line segment x = 0, φ ≤ y < φ + π, in the z-plane is mapped onto
the line
u = 0, −∞ < y < ∞, where the point v = ±∞ corresponds to y1 = k1 + 21 π, k1 being
an integer.
(iii) The line y = kπ, −∞ < x < ∞ in the z-plane is mapped onto the line segment
v = 0, −1 < u < 1 in the w-plane.


(iv) The line y = k + 12 π, −∞ < x < ∞ in the z-plane is mapped onto the line v = 0 in
the w-plane, excluding the segment −1 < u < 1, where u = ∞ corresponds to x = 0.


(v) The line y = φ + k ± 12 π in the z-plane is mapped onto the arc (−1, −i cot φ, 1) of the
same circle in the w-plane.
These details are presented in Figure 5.57, which is plotted for 0 < φ < π/2c and k = 0.

G
y = k π + π /2 G F
K
F E
II II I
y = kπ A
I
K F G F K F E G
III • • E
IV E D _1 A
1 B
K
y = k π _ π /2 C F
D B III IV
C
z- plane w - plane
Figure 5.57 w = tanh z , Case (b).

Case (c). Set of coaxial circles |w − coth 2p| = | sinh 2p|−1 with limit points −1, 1. The
176 5 EXPONENTIAL FAMILY OF FUNCTIONS

details are as follows.

(i) The lines y = k + 12 π and y = k + 3π 4 in the z-plane are mapped onto the semicircle
|w| + 1, v > 0, or |w| = 1, v < 0, respectively, in the w-plane.

(ii) The line y = φ + kπ, where 2φ/π is not an integer, and φ is constant, in the z-plane is
mapped onto the arc (−1, i tan φ, 1) of the circle |w + i cot 2φ| = | csc 2φ| in the w-plane.

These details are presented in Figure 5.58.

K
y = π /2 B B
F

VII VII
VIII III IV
III
y=0 A VIII
K F
A
IV B
B K F
II C _• •
VI V I 1 1 C
II
_
y = π /2 C VI
K F
V [x = p1] I
[x = p2]
x=0

x = p1
x = p2

z- plane w - plane

Figure 5.58 w = tanh z , Case (c).

Case (d). φ = 0: The details are (see Figure 5.59):

(i) The rectangle (I+III+V+VII) in the z-plane is mapped onto the exterior of two circles
with one slit in the w-plane.

K
y =π B
C
F
VII
VI V I II
III
y = π /2 C VIII
K F
K A
IV
F
C _ 1• •1 C

VIII VII III IV B

II
y=0 A VI
K F
V [x = p1] I
[x = p2]
x=0

x = p1
x = p2

z- plane w - plane

Figure 5.59 w = tanh z , Case (d).

 5.3 OTHER RELATED FUNCTIONS 177

Case (e). φ = π/2: See Figure 5.60.

y = φ +π /2 B A
K G

VI V I II V I
VII III
y=φ A
K G

VIII VII III IV VIII IV

y = φ _ π /2 C G
VI II
K x=0 K C G

x = p1
x = p2

B
[x = p1]
[x = p2]
z- plane
w - plane
Figure 5.60 w = tanh z , Case (e).

Case (f ). φ 6= kπ/2: The details are as follows:

(i) The rectangle (I+III+V+VII) in the z-plane is mapped onto the exterior of two smaller
circles with a slit along the arc of |w + i cot 2φ| = | csc 2φ| (see Figure 5.60).
Note: Functions related to w = tanh z are:
1 w+1
(i) w = coth z = tanh(z + iπ/2), or z = 2 log ;
w−1
1 1 + iw
(ii) w = tan z = −i tanh z, or z = arctan w = log ;
2i 1 − iw

1 iw + 1
(iii) w = cot z = i tanh(izi π/2), or z = arccot w = 2 log .
iw − 1

tanh z
Map 5.57. The mapping w = has critical points z = ∞ and at the zeros
z
of the equation sinh 2z = 2π, namely at z = 0; 1.384 ± 3.7488 i; 1.6761 ± 6.95 i; 1.854 ±
10.12 i; 1.9916 ± 13.277 i, and so on. Let k = 1, 2, . . . , and a be real. Then the details of
this mapping are as follows.

(a) The points z = 0; ±1; a i ± ∞; ±iπ/2, in the z-plane are mapped onto the points w =
1; tanh 1; 0; ∞, respectively, in the w-plane.


(b) The line segment x = 0, kπ ≤ y < k + 12 π, in the z-plane is mapped onto the half-line
0 ≤ u < ∞, v = 0 in the w-plane.


(c) The line segment x = 0, k + 21 π < y ≤ (k + 1)π in the z-plane is mapped onto the
half-line −∞ < u ≤ 0, v = 0 in the w-plane.
 
x = 0, 0 ≤ y < π/2
(d) The line segments in the z-plane are mapped onto the half-line
x = 0, −π/2 < y ≤ 0
1 ≤ u < ∞, v = 0 in the w-plane.

(e) The strip 0 < y < π/, −∞ < x < ∞ in the z-plane is mapped onto the same region as
above but cut from w = 0 to w =, where the asymptote to the above curve is u = 4/π 2 .
178 5 EXPONENTIAL FAMILY OF FUNCTIONS

This mapping is shown in Figure 5.61.

F
F y = π /2 E’
C

D I F’ II

C D’ E’
z = 0•A B C
w=0 • B A
• E
w =1 D

D’ II I
F
C G J
E’
F’ y = _ π /2 E
z- plane w - plane
tanh z
Figure 5.61 w = .
z

Map 5.58. The transformation that maps the interior of the parabola y 2 = 4p(p − x)
in the z-plane onto the interior of the unit circle in the w-plane is defined by
r
π z
w = tanh2 , (5.3.8)
4 p

and is presented in Figure 5.62.

A y v
•
Bʼ
B

F A’ F ʼ Cʼ
• •
C
x • u
0 Eʼ 1
4p
}

D Dʼ

•E
w - plane
z- plane
Figure 5.62 Interior of a parabola onto the interior of the unit circle.

Map 5.59. The transformation w = coth(z/2) maps the infinite rectangle in the right-
half of the z-plane, open to the right, onto the right-half of the w-plane, and is presented
in Figure 5.63.
 5.3 OTHER RELATED FUNCTIONS 179

y v
A’
F E

G•
H•
Bʼ Cʼ Dʼ
x • u
Gʼ Fʼ Eʼ
A•
B
•
C D
Hʼ

z- plane w - plane
Figure 5.63 w = coth(z/2).

Map 5.60. The transformation that maps the upper half-plane ℑ{z} > 0 with the unit
circle removed, in the z-plane, onto the upper half-plane ℑ{w} > 0 is defined by

w = coth(π/z), (5.3.9)

and is presented in Figure 5.64.

y
v
D
•

C • 11 •E
A’ Bʼ Cʼ Dʼ E ʼ Fʼ Gʼ
•
A B •F
• x • _•1 • 0• • •1 • u
G

z- plane w - plane
Figure 5.64 Upper half-plane with circle removed onto the upper half-plane.

√ z = ∞; ikπ; ikπ ±
Map√ 5.61. The mapping w = z + c coth z, c > 0, has critical points
sinh−1 c, where k = 0, ±1, ±2, . . . . It maps the points z = sinh−1 c ≡ z0 ; −z0 ; − 12 iπ in
√ √
the z-plane onto the points w = sinh−1 c + (c + 1) c ≡ w0 ; −w0 ; − 12 iπ in the w-plane.
This mapping is shown in Figure 5.55.

B A F y= 0 w0
_w
z =•0
C E
A 0 A
• • C
C
B F v= 0

z = _i π /2
C •D E D
y = _i π /2 C
w =•_i π /2
E
v = _π /2
z- plane w - plane
Figure 5.55 w = z + c coth z, c > 0.
180 5 EXPONENTIAL FAMILY OF FUNCTIONS

coth z
Map 5.62. The mapping w = has critical points at z = ∞ and at the zeros
z
of the equation sinh z = −2π, namely, z ≈ 0; 1.1254 ± 2.1062 u; 1.5516 ± 5.3561 i; 1.7775 ±
8.5367 i; 1.9294 ± 11.6692 i and so on. Let k = 0, 1, 2, . . . . Then the details of the mapping
are as follows:

(a) The points z = 0; ±1; a i ± ∞; ±iπ/2 in the z-plane are mapped onto the points w =
∞; coth 1; 0; 0 in the w-plane.

1


(b) The line segment x = 0, kπ < y ≤ k + 2 π, in the z-plane is mapped onto the half-line
−∞ < u ≤ 0, v = 0 in the w-plane.

(c) The line segment x = 0, k + 21 π < y ≤ (k + 1) π, in the z-plane is mapped onto the
half-line 0 ≤ u < ∞, v = 0 in the w-plane.

The mapping is presented in Figure 5.65.

F’

E
F y = π /2
C

D’ JK
A B y=0 C
C A
u
A
D
0 •E
D’

C
E’ F’ y = _ π /2

F
z- plane
w - plane
coth z
Figure 5.65 w = .
z

Map 5.63. To map the region exterior to two disjoint circles, with a cut annular region,
we will use the mapping w = −2 arccot(z/c), where 0 < c < a, c < b. Set r12 = a2 − c2 and
r22 = b2 − c2 . The circles have the x-axis (y = 0) as the radical axis. Then the details of
this mapping are as follows.

(a) The cut region exterior to |z − ia| = r1 and |z + ib| = r2 in the z-plane is mapped onto
the interior of rectangle with vertices iα ± π, −iβ ± π in the w-plane.

(b) The annular region between |z − ia| = r1 and |z − ib| = r2 , cut along x = 0, a − r1 ≤
y ≤ b − r2 (AG), where a 6= b, in the z-plane is mapped onto the interior of rectangle
with vertices iα ± π, iβ ± π.
 5.3 OTHER RELATED FUNCTIONS 181

These details are presented in Figure 5.66.

E
i β _π iβ i β+ π
| z _ i a| = r1 G• • • G’

E A’
i•α
A
•ia iα _ π • • iα + π
• ib
| z _ Gi b |G= r2
’
A’ A
F
• π’
F E
E’ E x F E u
_ π• w =• 0
B’ B

_
• ib
| z + i b | = r2
D
D
B
•_ i B’
w = _i β _π β
_i β+ π
z- plane
w - plane
Figure 5.66 w = −2 arccot(z/c).

Map 5.64. The transformation w = iπ + z − log z maps the upper half-plane ℑ{z} > 0
onto the upper half-plane of finite width 0 < v < 1 + iπ with a slit in the w-plane, as shown
in Figure 5.67.

y v
1+ i π Eʼ
•

Dʼ Cʼ

• x u
A B C D E
A’ Bʼ

z- plane w - plane
Figure 5.67 Upper half-plane under w = iπ + z − log z .

Map 5.65. The transformation that maps the z-plane with two semi-infinite parallel
cuts onto the upper half-plane ℑ{w} > 0 is defined by

w = −iπ + 2 log z − z 2 , (5.3.10)

and is presented in Figure 5.68.

182 5 EXPONENTIAL FAMILY OF FUNCTIONS

y v

A
• •B
π
C
• _ 1• x A’ Bʼ Cʼ Dʼ Eʼ
0 • • • u
π _•1 0• 1
D• •E
w - plane

z- plane
Figure 5.68 Plane with two semi-infinite parallel cuts onto the upper half-plane.

(z + 1)1/2 − 1
Map 5.66. The transformation w = z(z + 1)1/2 + log maps the upper
(z + 1)1/2 + 1
half-plane ℑ{z} > 0 onto the upper half first quadrant and finite strip 0 < v ≤ iπ in the
w-plane, as shown in Figure 5.69.

y v
A’

Cʼ iπ
• BB ʼ
Dʼ
B E
A C D Eʼ
_• 1 x Dʼ u

z- plane w - plane
Figure 5.69 Upper half-plane Map 5.66.

y v

Eʼ iπ
• Dʼ

D E F A B C
• x
_•2 1 π /2 Bʼ Cʼ
u

Fʼ A’
z- plane w - plane
Figure 5.70 Upper half-plane in Map 5.67.

i 1 + ikt 1+t  z − 1 1/2

Map 5.67. The transformation w = log + log , where t = ,
k 1 − ikt 1−t z + k2
maps the upper half-plane ℑ{z} > 0 onto the strip −∞ < v ≤ iπ in the left-half and the
strip 0 < v ≤ iπ in the right-half of the w-plane, as shown in Figure 5.70.
 5.3 OTHER RELATED FUNCTIONS 183

1
Map 5.68. The mapping w = z − + 2c log z, c > 0, has critical points z = 0; ∞; −c +
√ √ z
c2 − 1; −c − c2 − 1. Set f = i(2 + cπ). This mapping has the following properties:
(i) The points z = i; −i; 1 in the z-plane are mapped onto the points w = f ; −f ; 0 in the
w-plane.
(ii) The half-line y = 0, 0 < x < ∞, in the z-plane is mapped onto the line v = 0, −∞ <
u < ∞ in the w-plane.
(iii) The half-line x = 0, 0 < y < ∞, in the z-plane is mapped onto the curve v = cπ +
u
2 cosh , −∞ < u < ∞ in the w-plane.
2c
(iv) The half-line x = 0, −∞ < y < 0, in the z-plane is mapped onto the curve v =
u
−cπ − 2 cosh , −∞ < u < ∞ in the w-plane.
2c
These properties are presented in Figure 5.71.

) c
/ (2
A C
C

hu
cos
I II
II

+2
i
D •

cπ
i•D

v=
I v= 0
z =1 C B
z= 0 • •B x A •w= C
A 0
III _i F
•
F • _i
IV III IV

C z- plane A C
w - plane
1
Figure 5.71 w = z − + 2c log z, c > 0.
z

Other properties for the case c = 1 are as follows:

(v) The circle z = eiθ , −π < θ < π, in the z-plane is mapped onto the line-segment
u = 0, −2π < v < 2π in the w-plane.
(vi) The part 1 ≤ r < ∞ of the curve CKGLA (Figure 5.72), defined by cos(π − θ) =
2 log r
, π/2 < θ ≤ π, and also the part 0 < r ≤ 1 of the same curve, in the z-plane are
r − 1/r
mapped onto the half-line u = 0, 2π ≤ v < ∞ in the w-plane.
184 5 EXPONENTIAL FAMILY OF FUNCTIONS

A C

C L H
VI
cos θ = _ (2 log r) /(r _ 1 / r ) , r > 1 V VI
G • 2 iπ
D i
• D • i (π + 2)
H

L
V
y= 0 w= 0 v= 0
•G • •B C • C
B
z = _1 A
z= 1
A
w - plane
z- plane
1
Figure 5.72 w = z − + 2c log z, c = 1.
z
Let λ = π − θ0 + tan θ0 , where 2cλ > 2 + cπ = −if . The properties for the case 0 < c < 1,
where c = cos θ0 , 0 < θ0 < π/2, are as follows:

(vii) The arc θ0 − π ≤ θ ≤ π − θ0 of the circle z = eiθ in the z-plane is mapped onto the
line-segment u = 0, −2cλ ≤ v ≤ 2cλ.

2c log r
(viii) The part 1 < r < ∞ of the curve cos(π − θ) = , π/2 < θ < π − θ0 , and
r − 1/r
also the part 0 < r < 1 of the same curve, in the z-plane are mapped onto the half-line
u = 0, 2cλ < v < ∞, in the w-plane.

The properties for the case c > 1 are as follows:

(ix) The circle z = retθ , −π < θ < π in the z-plane is mapped onto the line-segment
u − 0, −2cπ < v < 2cπ in the w-plane.

2c log r
(x) The part r0 < r < ∞ of the curve cos(π − θ) = , π/2 < θ < π, as well as
r − 1/r
the part 0 < r < 1/r0 of the same curve, in the z-plane are mapped onto the half-line
u = 0, 2cπ < v < ∞ in the w-plane.

(xi) The segment −1 < x < −e−α of y = 0, as well as the segment −e−α < x < −1/r0 of
y = 0, in the z-plane are mapped onto the segment −2(α cosh α − sinh α) < u < 0 of
v = 2cπ in the w-plane.

(xii) The segment −e−α < x < −1 of y = 0, as well as the segment −e−α < x < −r0
of y = 0, in the z-plane are mapped onto the segment 0 < u < 2(α cosh α − sinh α) of
v = 2cπ in the w-plane.

(xiii) The points z = −eα ; −e−α in the z-plane are mapped onto the points w = 2(α cosh α−
sinh α) ± 2icπ; 2(sinh α − α cosh α) ± 2ciπ.

These results are presented in Figure 5.73. Note that in the case of 0 < c < 1, the point

1/2
z0 = −e−iθ = −c + i 1 − c2 and z̄0 − = −e−iθ ; in the case c > 1, the circle |z| = 1 (i.e.,
u = 0) is counted infinitely many times; so is circle u = p1 , where 0 < p1 < p2 < · · · < · · · ,
 5.3 OTHER RELATED FUNCTIONS 185

and z = −1/z + 2c log z = w.

|z | = 1
z= 0 z = _1 •
•

0<c <1 c =1 c >1

z- plane
1
Figure 5.73 w = z − + 2c log z, c > 1.
z
z w
Map 5.69. The mapping w = log coth , or z = log coth , has critical points z =
2 2
∞; kiπ, where k = 0, ±1,
√ ±2,

. . . . This mapping is involutory. Under this mapping, the
points z = kiπ; log 1 + 2 ; iπ/2; −iπ/2 in the z-plane are mapped onto the points w =
√

∞; log 1 + 2 ; −iπ/2; iπ/2, respectively, in the w-plane. The mapping is presented in
Figure 5.74.

B K y = iπ
iπ A

IV w = i π /2 v = π /2
C H A
F •E D
i π /2
I J
III y = 0 L A II v= 0
z=0
D G A F
B • D
w= 0
•

K
II IV III
_ i π /2 E J A C v =_π /2
B • D
I y = _ iπ w = _i π /2
_ iπ F L A
w - plane
z- plane
z
Figure 5.74 w = log coth .
2

The transformation w = log coth(z/2) maps the infinite strip in the right half z-plane
onto the infinite strip −∞ < u < ∞, iπ/2 ≤ v ≤ iπ/2 in the w-plane, as shown in Figure
5.75.
186 5 EXPONENTIAL FAMILY OF FUNCTIONS

y v
i π /2
Bʼ • A’
F E

G•
H•
Cʼ Dʼ
x u
Fʼ Eʼ
A•
B
•
C D
Gʼ Hʼ

z- plane w - plane
Figure 5.75 Infinite strip under w = log coth(z/2).

Map 5.70. The transformation w = ± sinh z maps the horizontal region −π/2 < y <
π/2, x ≥ 0 in the z-plane onto the upper (lower) half-plane ℑ{w} ≷ 0 of the w-plane.

sinh(z + β) p
Map 5.71. The mapping w = log = log (a + coth z) − log (a2 − 1), β >
sinh z
sinh 21 (w + β) 1
0, a = coth β > 1, or z = 12 log − β, has critical points z = ikπ; −β + ikπ; ∞,
sinh 12 (w − β) 2
where k = 0, ±1, ±2, . . . . The details of this transformation are as follows:
β
(a) The points z = − ± iπ/2; −β ± iπ/2; ±iπ/2; − 21 β; −β/2 + iπ/4; − 21 β − iπ/4; − 21 β −
i 1 i
2 arcsin 1/a; − 2 β + 2 arcsin(1/a) in the z-plane, −π/2 ≤ y ≤ π/2, are mapped onto
the points w = 0; − log coth β; log cosh β; ±iπ; −i arcsin(1/a); i arcsin(1/a); iπ/2; −iπ/2,
respectively, in the w-plane, −π ≤ v ≤ π.
 
y = π/2, −∞ < x < ∞
(b) The lines in the z-plane are mapped onto the line-segment
y = −π/2. − ∞ < x < ∞
v = 0, = β < u < β in the w-plane.
(c) The line y = π/4, −∞ < x < ∞, in the z-plane is mapped onto the part v < 0 of the
curve cosh u = cosh β cos v in the w-plane.
(d) The line y = −π/4, −∞ < x < ∞, in the z-plane is mapped onto the part v > 0 of the
curve cosh u = cosh β cos v in the w-plane.
(e)The line-segment y = 0, = β < x < β in the z-plane is mapped onto the lines
v = π, −∞ < u < ∞
in the w-plane.
v = −π, −∞ < u < ∞
(f) The line-segment x = −β/2, 0 < y < π/2, in the z-plane is mapped onto the half-line
u = 0, −π < v < 0 in the w-plane.
(g) The line-segment x = −β/2, −π/2 < y < 0, in the z-plane is mapped onto the half-line
u = 0, 0 < v < π in the w-plane.
This mapping is presented in Figure 5.76.
 5.3 OTHER RELATED FUNCTIONS 187

H v= π
w =• i π
G J
_ β+i π /2
A •P •N •M E
III IV
VII VIII
L F
A E
_β V VI
K z=0
A •G H
•J E I II
III IV A B C D
• •• •• E v= 0
A E
G _ β• •P N M •β J
F
I II VII VIII
B C D
• _ β• •
A E
_ i π /2
L
z- plane w= 0
V VI
K v = _π
w =•_ i π
G J

w - plane
sinh(z + β)
Figure 5.76 w = log .
sinh z

k
Map 5.72. The transformation w = k log + log 2(1 − k) + iπ − k log(z + 1)−(1−k)
1−k
× log(z − 1), x1 = 2k − 1, maps the open rectangle in the upper half-plane −∞ < x <
∞, y > 0, onto the infinite strip 0 < u < ∞, 0 < v ≤ iπ, with a slit at z = kiπ in the first
quadrant in the w-plane, as shown in Figure 5.77.

y v
Dʼ iπ Cʼ
•
A’ Bʼ
ki π •
Cʼ
•B x u
E F A C D Eʼ 0 Fʼ

z- plane w - plane
Figure 5.77 Map 5.72.

1   −2/n
Map 5.73. The transformation w = tan arccos z n/2
, , z = cos (n arctan w)
n
n ∈ N, maps the z-plane with n equally spaced slits onto the upper half plane ℑ{w} > 0.
The mapping is shown in Figure 5.78.

This mapping has the following properties:

(a) The critical points are z = 0; ∞; e2πki/n , k = 1, 2, . . . , n.

(2k − 1)π
(b) The point z = 0 is mapped onto the points w = tan , k = 1, 2, . . . , n.
2n
kπ
(c) The points z = e−2πki/n , k = 1, 2, . . . , n, are mapped onto the points w = tan .
n
188 5 EXPONENTIAL FAMILY OF FUNCTIONS

2πki
(d) The plane with n slits defined by arg{z} = , 0 < |z| ≤ 1, is mapped onto the
n
half-plane v > 0.
If there are n infinitely long slits, starting from points of the unit circle, along arg{z} =
n o−2/n
2πki/n
e , |z| ≥ 1, k = 0, 1, 2, . . . , n − 1 (n ∈ N), the mapping is z = cos (n arctan w) .
kπ (2k + 1)π
It maps the points z = e2πki/n ; ∞ onto the points w = tan ; tan .
n 2n

• 2 iπ
e
• e 4iπ y= 0
z =1 •
_
e 6 i π e 2 i π / n +2 i π
• •

Figure 5.78 Infinitely long slits onto ℑ{w} > 0.

Map 5.74. The mapping w = tanh−1 z − b arctan(z/b), b > 0, has the critical points
z = 0; 1; −1; ib; −ib; ∞. Its properties are obvious and presented in Figure 5.79.

A w∞ A E v = π /2 D

w= 0
•C D
F
v= 0
u = _ b π /2

B
u=0

ib •
C • •
1D A
z= 0 E
B B
z- plane w - plane
−1
Figure 5.79 w = tanh z − b arctan(z/b), b > 0.
 5.3 OTHER RELATED FUNCTIONS 189

Map 5.75. The transformation that maps a right-angled channel with right angle bend
in the z-plane onto the upper half-plane ℑ{w} > 0 is defined by

2 √ √
w= tanh−1 p z − p arctan z , (5.3.11)
π
and is presented in Figure 5.80.

y v
A
B
E• •

0 •C • x A’ Bʼ Cʼ Dʼ Eʼ
• • • u
_•1 0•
B
1/a 2
a
w - plane
D• •D
z- plane
Figure 5.80 Channel with right angle bend onto the upper half-plane.

y v

A’
• ih
Bʼ
A B C D
x Cʼ Dʼ
_• 1 • u
1

z- plane w - plane
Figure 5.81 Upper half-plane in Map 5.76.

y v
Fʼ Eʼ

π /k
Bʼ
• ih
A’
E F B C D
• x Cʼ Dʼ
_•1 A 1
•
k
u

z- plane w - plane
Figure 5.82 Upper half-plane in Map 5.77.
190 5 EXPONENTIAL FAMILY OF FUNCTIONS

h 2
1/2 
Map 5.76. The transformation w = z −1 + cosh−1 z maps the upper half-
π
plane ℑ{z} > 0 onto the strip h ≤ v < ∞ in the left-half and the strip 0 < v < ∞ in the
right-half of the w-plane, as shown in Figure 5.81.

 2z − k − 1 
1  (k + 1)z − 2k 
Map 5.77. The transformation w = cosh−1 cosh−1
−
k−1 k (k − 1)z
maps the upper half-plane ℑ{z} > 0 onto the strip AF of finite width π/k in the left-half
and the strip 0 < u < ∞ in the right-half of the w-plane, as shown in Figure 5.82.

 1 + z a/(iπ) π 
Map 5.78. The mapping w = , a > 0, or z = i tan log w , has critical
1−z 2a
points z = −1; 1; ∞. Let k, m = 0, ±1, ±2, . . . . Then this mapping has the following
properties:
kπ 2 kπ 2
(i) The points z = coth ; tanh in the z-plane are mapped onto the points w =
a a
e(2m+1)a ; e2ma , respectively, in the w-plane.
(ii) The area of the curvilinear quadrilateral, bounded by two arcs of |z| = 1 and by
2kπ 2
two neighboring ‘circles’ of the set, belonging to a coaxial set, Γk : z − coth =
 a
2 −1
2|k|π
sinh , (where for k = 0 we take the line x = 0), with limiting points z = ±i,
a
in the z-plane is mapped onto the ring (annulus) e−a/2+2ma < |w| < ea/2+2ma , cut along
the positive real axis, in the w-plane.
(iii) The line-segment −1 ≤ y ≤ 0, x = 0, in the z-plane is mapped onto the line-segment
e−a/2 ≤ u ≤ 1, v = 0, in the w-plane.
(iv) The line-segment 0 ≤ y ≤ 1, x = 0, in the z-plane is mapped onto the line-segment
1 ≤ u ≤ ea/2 , v = 0, in the w-plane.
(v) The semi-circle |z| = 1, 0 ≤ arg{z} < π, in the z-plane is mapped onto the circle
|w| = ea/2 in the w-plane.
(vi) The semi-circle |z| = 1, π ≤ arg{z} < 2π, in the z-plane is mapped onto the circle
|w| = e−a/2 in the w-plane.
(vii) The line segment −1 < x < 1, y = 0, in the z-plane is mapped onto the circle |w| = 1
in the w-plane, where each of these circles is covered infinitely many times.
(viii) The line segment 0 ≤ x < z1 = tanh(π 2 /2), y = 0, in the z-plane is mapped onto the
circle |w| = 1, 0 < arg{w} ≤ 2π, in the w-plane.
These properties are presented in Figure 5.83.
 5.4 COMPLEX EXPONENTIAL FUNCTION 191

A
H
G
II |w| = 1
Γ0
z= 0 F E

arc of Γ1
F G a/2
• z = _1 B• z • • z =1 H• II I D • •e
1 w= 0 C B A

I
E

C D
w - plane
z- plane
 1 + z a/(iπ)
Figure 5.83 w = , a > 0.
1−z

5.4 Complex Exponential Function

A final comment about the map w = ez (Map 5.1) is appended here. The complex exponen-
tial w = f (z) = ez , or u = ex cos y, v = ex sin y, satisfies the condition f ′ (z) = ez 6= 0 every-
where. However, it is not one-to-one because ez+2πi = ez , and thus, the points which differ
by an integer multiple of 2πi are all mapped into the same point. Under the exponential
map, the horizontal line ℑ{z} = b is mapped onto the curve w = ex+ib = ex (cos b + i sin b),
which, for −∞ < x < ∞, traces out the ray emanating from the origin making an angle
arg{w} = b with the real axis (see Figure 5.1). Hence, the exponential map will map a
horizontal strip
Sa,b = {a < ℑ{z} < b}

onto a wedge-shaped region Ga,b = {a < arg{w} < b} and is one-to-one provided |b − a| <
2π. In particular, the horizontal strip

S−π/2,π/2 = {−π/2 < ℑ{z} < π/2}

of width π and centered around the real axis is mapped one-to-one to the right half-plane
G−π/2,π/2 = {−π/2 < arg{w} < π/2} = ℑ{w} > 0, while the horizontal strip

S−π,π = {π < ℑ{z} < π}

of width 2π is mapped onto the region

G−π,π = {−π < arg{w} < π} = C\{ℑ{z} = 0, ℜ{z} ≤ 0},

with a slit in the complex plane C along the negative real axis.
The vertical lines ℜ{z} = a are mapped to the circles |w| = ea . Thus, a vertical strip
a < ℜ{z} < b is mapped onto the annulus ea < |w| < eb , though many-to-one, since the strip
is continuously wrapped around the annulus. The rectangle R = {a < x < b, π < y < π} of
height 2π is mapped one-to-one on a annulus cut along the negative real axis (see Figure
5.84). Finally, no domain is mapped onto the unit disk U = {|w| < 1}, or any other region
192 5 EXPONENTIAL FAMILY OF FUNCTIONS

containing the origin, since the exponential function is never zero.

z- plane
w - plane
z
Figure 5.84 w = e .

Also note that the curve z(t) = eit = cos t + i sin t, 0 ≤ t ≤ 2π, parameterizes the unit
circle |z| = 1 in the complex plane. Its complex tangent ż(t) = i eit = i z(t) is obtained by
rotating z(t) through 90◦ . The physical interpretation is as follows: if the curve is regarded
as the trajectory of a particle in the complex plane, the function z(t) defines the position
of the particle at time
pt, and the tangent ż(t) represents its instantaneous velocity, whereas
its modulus |ż(t)| = ẋ2 + ẏ 2 gives the particle’s speed, and its phase arg{ż} measures the
direction of motion.

References used: Ahlfors [1966], Boas [1987], Carrier, Krook and Pearson [1966], Kantorovich
and Krylov [1958], Kober [1957], Kythe [1998], Nehari [1952], Nevanlinna [1925], Schinzinger and Laura
[2003].
6
Joukowski Airfoils

The research developed by the Russian hydro- and aero-dynamics scientist Nikolai Joukowski
(Nikolai Жykovcki i) to determine the exact force exerted by a flow on a body around
which it is flowing eventually led to the theoretical foundation for practical aircraft con-
struction, and the methods of conformal mapping played an important role in modern
aviation.

In practical applications of airfoils, nearly circular approximations are used. This topic
is discussed in §13.1. The single-, two-, and multi-element airfoils are discussed in §13.2.1,
§13.2.3, and §13.2.4.

6.1 Joukowski Maps

The Joukowski transformation is discussed in the following cases.

1 1

Map 6.1. The mapping w = 2 z+
, known as the Joukowski transformation, leads
z

to the mapping w = cosh ξ, where e = z or ξ = log z. Since ξ = 12 eξ + e−ξ , we get
ξ

w = 21 (z + 1/z) = cosh ξ. For w = cosh z, see Maps 5.10(b) and 5.53. The properties of
this mapping are shown in Figure 6.1.

A 2π
I’
I’
A B A B
B 0 _1• •1
C 0 1 C 0
I’’
I C
I’’ III
_2 π
z- plane ξ - plane w - plane
1
Figure 6.1 w = cos(log z) = 2 (z + 1/z).
194 6 JOUKOWSKI AIRFOILS

1/2
The inverse mapping is z = w ± w2 − 1 ; the two roots of this inverse mapping
suggest two Riemann surfaces for w with transitions at w = ±1. The unit circle |z| = 1
(marked by I in Figure 6.1) is mapped onto the line segments I’ and I” in the ξ-plane, and
onto the line segment v = 0, −1 ≤ u ≤ 1 in the w-plane (the slit AB, CD); the region
exterior to this unit circle is mapped onto the w-plane minus the slit AB, CD.

Map 6.2. The Joukowski function

 
1 1
w = f (z) = z+ (6.1.1)
2 z

is a second order rational function which satisfies the condition f (z) = f (1/z). It means
that every point of the w-plane except w = ±1 has only two distinct inverse images z1 and
z2 such that
z1 z2 = 1, (6.1.2)
since the two points z + 1 6= z2 are transformed by (6.1.1) into one and the same point in
1 1 z1 − z2
the w-plane, i.e., z1 + = z2 + , and then z1 − z2 = only if z1 z2 = 1. The
z1 z2 z1 z2
function (6.1.1) is analytic in C∞ except at z = 0 which is a simple pole for this function.
The derivative  
dw 1 1
= 1− 2
dz 2 z
is nonzero at all points except z = ±1. Thus, the mapping by this function is conformal
everywhere except at z = ±1. The regions of univalence for the Joukowski function are
U = {|z| < 1} and U ∗ = {|z| > 1}, both of which are mapped conformally by this function
onto one and the same region in the w-plane which is determined as follows: Consider the
mapping of the circle |z| = r by the function (6.1.1). With z = r eiθ 0 ≤ θ < 2π, we find
that
1
1

u(r, θ) = r + r−1 cos θ, v(r, θ) = r − r−1 sin θ. (6.1.3)
2 2
If we eliminate θ in (6.1.3), we get

4u2 4v 2
2 + 2 = 1. (6.1.4)
(r + r−1 ) (r − r−1 )

maps concentric circles |z| = r conformally onto confocal ellipses

Hence, the function (6.1.1)
with semi-axes r ± r−1 /2 and foci at ±1 on the u-axis (Figure 6.2).

y v

x u
− 1• 0
•1
0

z- plane
w - plane
Figure 6.2 Concentric circles onto confocal ellipses.
 6.1 JOUKOWSKI MAPS 195

Moreover, as r → 1, the ellipse (6.1.4) reduces to the segment [−1, 1] of the u-axis
traversed twice. As r → 0, the ellipse is transformed into a circle of infinitely large radius.
Hence, the Joukowski function (6.1.1) maps the region U in the z-plane conformally onto
the w-plane slit along the segment [−1, 1] of the u-axis. The boundary |z| = 1 is mapped
onto this segment such that the upper semicircle is mapped onto the lower edge of the slit
and the lower semicircle onto the upper edge of the slit. The region U ∗ in the z-plane is
mapped onto the second sheet of the w-plane slit along the segment [−1, 1] of the u-axis,
the upper semicircle |z| = 1, ℑ{z} > 0 onto the upper edge, and the lower semicircle
|z| = 1, ℑ{z} < 0 onto the lower edge of the slit. Thus, the Joukowski function (6.1.1)
maps the extended√z-plane conformally onto the Riemann surface of the inverse function
z = g(w) = w + w2 − 1, which is a two-sheeted surface made up of two sheets of the
w-plane slit along the segment [−1, 1] of the real axis.
To determine the image of a rays arg{z} = θ0 , we eliminate r from Eqs (6.1.3) and
replace θ by θ0 . This gives
u2 v2
− = 1, (6.1.5)
2
cos θ0 sin2 θ0
which shows that the rays arg{z} = θ0 are transformed into branches of the hyperbola
(6.1.5) with foci at ±1 (Figure 6.2). The Joukowski function defines the orthogonal system
of polar coordinates in the z-plane in terms of an orthogonal system in the w-plane such
that the confocal families of ellipses and hyperbolas

in the w-plane are orthogonal. For
θ = 0, we find from (6.1.3) that u = r + r−1 /2, v = 0, 0 ≤ r < 1, which represents the
interval 1 < u ≤ +∞. The infinite interval
−∞ ≤ u < 1 is the image of the ray θ = π.
For θ = π/2, we have u = 0, v = − r − r−1 /2, 0 ≤ r < 1, which represents the negative
imaginary axis −∞ ≤ v < 0. The positive imaginary axis 0 < v ≤ +∞ is the image of
the ray θ = −π/2. Thus, the horizontal diameter of the unit disk U is mapped onto the
real axis going from −1 to +1 through the point at infinity and excluding the points ±1.
The vertical diameter of U is mapped onto the entire imaginary axis including the point at
infinity but excluding the origin.

−1 0 1 x

Figure 6.3 Joukowski profile.

The geometrical interpretation of the mapping

1
w=z+ (6.1.6)
z
is as follows: If Γ is a circle in the z-plane passing through the point z = −1, such that the
point z = 1 lies inside Γ, then the function (6.1.6) conformally maps the region exterior to
196 6 JOUKOWSKI AIRFOILS

Γ onto the region exterior to the Joukowski profile C (Figure 6.3). The shape of the curve
C is obtained from the circle Γ by making the point z trace out the circle Γ and adding the
vectors z and 1/z.

Map 6.3. We reconsider the Joukowski Map 6.2. Since

dw 1 1
= 1 − 2 = 0 iff z = ±1,
dz 2 z
the Map 6.2 is conformal except at the points z = ±1 and also at the singularity
z = 0
where it is not defined. If z = eiθ lies on the unit circle, then w = 12 eiθ + e−iθ = cos θ lies
on the real axis with −1 ≤ w ≤ 1. Thus, this map reduces the unit circle down to the real
line segment [−1, 1]. The exterior of the unit circle is mapped onto the rest of the w-plane,
as do the√nonzero points inside the unit circle. In the case of the inverse transformation
z = w ± w2 − 1, we find that every w except w = ±1 is an image of two different points
z, while for w not on the line segment [−1, 1], one point (with the minus sign) lies inside
and one (with the plus sign) lies outside the unit circle, but for the case −1 < w < 1, both
points lie on the unit circle and a common vertical line. Thus, this inverse transformation
maps the exterior of the unit circle |z| > 1 conformally onto the exterior of the line segment
[−1, 1], i.e., onto the domain C\[−1, 1] (see Figure 6.4).

Figure 6.4 Inverse of the Joukowski Map 6.2.

This Joukowski transformation maps concentric circles |z| = r 6= 1 onto ellipses with foci
at ±1 in the w-plane, as presented in Figure 6.2. However, the case of circles not centered
at the origin is interesting in that the image curves take a wide variety of shapes, some
of which are presented in Figure 6.5, in which the image of a circle passing through the
singular point z = 1 is no longer smooth, but has a cusp at w = 1, and some image curves
take the shape of the cross-section of an airfoil.
If the circle passes through the singular point z = −1, then its image is not smooth and
has a cusp at w = 1, and some of the images in Figure 6.5 are shaped like the cross-section
through an idealized airfoil (plane wing).
 6.1 JOUKOWSKI MAPS 197
 
1 1
A few specific details for the Joukowski transformation (6.1.1), w = 2 z + or z =
√ z
w + w2 − 1, for a circle in the z-plane are presented in Figures 6.6 (a)–(e):

( 0.1, 0.5 ) (1+ i , 1) (-2+2.5 i , 4.2 )

( 0.2+ i , 1.26 ) ( 0.1+0.1 i , 1.108 ) ( -0.2+0.1 i, 1.2 )

Figure 6.5 Airfoils obtained by Joukowski Map from circles (center, radius).

Map 6.4a. Figure 6.6 (a) shows the mapping from the exterior of the unit disk in the
z-plane onto the entire w-plane√with a slit from w = −1 to w = 1. The mapping function
is the inverse function z = w + w2 − 1.
Map 6.4b. Figure 6.6 (b) shows the mapping from the exterior of the circle of radius c
in the z-plane onto the exterior of an ellipse w-plane with major and minor axis √ (c + 1/c)
and (c − 1/c) respectively. The mapping function is the inverse function z = w + w2 − 1.
Map 6.4c. Figure 6.6 (c) shows the mapping from the exterior of the circle in the
z-plane passing through the points (0, a) and (0, b), a > b, and the real axis through the
points x = ±1, onto the circular arc through the points−1,
√ (a − b)/2, 1 in the w-plane. The
mapping function is the inverse function z = w + w2 − 1.
Map 6.4d. Figure 6.6 (d) shows the mapping from the exterior of the circle with radius
0.1 in the z-plane onto the airfoil with center
√ 0.1 and radius 0.5 in the w-plane. The mapping
function is the inverse function z = w + w2 − 1.
Map 6.4e. Figure 6.6 (e) shows the mapping from the exterior of the circle with radius
0.1 in the z-plane onto the airfoil with center
√ 0.2 and radius 1.2 in the w-plane. The mapping
function is the inverse function z = w + w2 − 1.
Notice that if in Maps 6.4a through 6.4e the mapping is from the interior of the circle
onto their respective
√ image domains in the w-plane, the mapping function will be the inverse
function z = w − w2 − 1.
198 6 JOUKOWSKI AIRFOILS

y v
B
•
Cʼ
• ʼ
B
C A A’
x • u
(a) _ 1• 0 •
1 _•1 •
0 Dʼ 1

•
D

y c1 _ c2 v
B
• 2

c • ʼ
B
A Cʼ A’
(b) • • x • • u
C• _•1 0 1 0
•D
ʼ c1 + c2
•D 2

y
B a _b v
•a
2 Bʼ
•
Cʼ A’
(c) C A • •D • u
_ 1• • x 0 ʼ
0 b 1
•D

y c1 _ c2 v
B
• 2
c •B ʼ
C A Cʼ A’
(d) • _• 0 • • x • • u
1 1
0•D ʼ c1 + c2
•D 2

y
B v
•a
Bʼ
•
Cʼ A’
• • u
(e) C A 0•
_ 1• • x Dʼ
0 b
1
•D

z- plane w - plane
Figure 6.6 Joukowski transformations for exterior of a circle.

Map 6.5. The transformation that maps the half-plane with semi-circle removed in the
z-plane onto the upper half-plane ℑ{w} > 0 is defined by

a 1
w= z+ , (6.1.7)
2 z
 6.1 JOUKOWSKI MAPS 199

and is presented in Figure 6.7.

y
v
C
•

A A’ Bʼ Cʼ Dʼ Eʼ
D E
B
• _•1 • • u
• _•1 0
• • x 0• 1
1
z- plane
w - plane
Figure 6.7 Half-plane with semi-circle removed onto the upper half-plane.

Map 6.6. Consider the transformation

 
1 a+b a(a − b)
w= z+ . (6.1.8)
2 a z

Then for z = a eiθ on the circle Γ : {|z| = a} we have u + i v = a cos θ + i b sin θ, i.e., the
contour C is an ellipse with semi-axes a and b and eccentric angle θ. If the mapping is taken
as
a2
w=z+ , (6.1.9)
z
which is obtained by setting b = 0 in (6.1.8), then u = a cos θ, v = 0, i.e., the circle Γ
is mapped onto the two sides of the straight line from (2a, 0) to (−2a, 0) and back. This
mapping can be written as
 2
w + 2a z+a
= , (6.1.10)
w − 2a z−a

dw z2
which yields = 1 − 2 . Now consider
dz a
n 
dw Y zk 
= 1− , (6.1.11)
dz z
k=1

P
where zk = 0, |z1 | = a, |zk | < a if k 6= 1. The mapping (6.1.10) is a special case of
(6.1.11) for n = 2, z1 = a, and z2 = −a. Then the contour C has a cusp at w1 , and in the
dw
neighborhood of this point we have = (z − z1 ) g(z), where g(z) is regular, g(z1 ) 6= 0.
dz
1
Thus, w − w1 = g(z1 ) (z − z1 )2 + · · · , which means that, as z traverses the circle Γ and
2
passes through z1 , w approaches w1 and then recedes along a curve with the same tangent.
If instead of Γ we take a larger circle that passes through z = a but slightly beyond z = −a,
and transform this circle, then we have the mapping in Figure 6.8 (in which a is at x = −1),
with a cusp at w = 2a and a rounded end at w a little less than −2a.
P∞ c
j
The Joukowski airfoils are mappings of the type w = z , where cj may be complex
z
j=0 j
and c0 6= 0 (c0 is generally taken as 1), they all have cusps. But an airplane wing is not a
200 6 JOUKOWSKI AIRFOILS

cusp. Glauert [1929/1948] removed this problem as follows: Consider the mapping
 2−n
w − (2 − n) a cos β z − a e−iβ
= , (6.1.12)
w + (2 − n) a cos β z + a eiβ

where n and β are positive and small. Set

 
arg z − a e−iβ = θ1 , arg w − (2 − n) a cos β = φ1 ,
 
arg z + a eiβ = θ2 , arg w + (2 − n) a cos β = φ2 ,

where all arguments are defined to be zero when z is on AB (produced) but vary continu-
ously as z traverses a contour outside the circle (see Figure 6.8).

Γ P’

0 λ
nπ
β β
µ
θ2 θ1
A B

Figure 6.8 Glauert modification.

π
Then at P , θ1 − θ2 = − β, and φ1 − φ2 = (2 − n)(θ1 − θ2 ) for points outside Γ. The
′
2
image point P in the w-plane is on a circular
 arc through the points ±(2 − n) a cos β,
π
subtending an angle λ = (2 − n) − β . In the case when P moves near B and then
2
travels h  π B,then θ2 increases by π, and in this case φ1 − φ2 =
around asmalli semicircle about
π
(2−n) − β − π = −(2−n) + β < 0. We add 2π to this angle to make it positive.
2 2
Then the lower arc of Γ is mapped onto the lower  πcircular
 arc in the w-plane that subtends
an angle µ = 2π + (φ1 − φ2 ) = 2π − (2 − n) + β . If µ < π, the lower arc in the
2
w-plane is concave downward. The two circular arcs in the w-plane intersect at an angle
nπ (Figure 6.9). If instead of Γ, we take a circle passing through A but a little beyond B,
then we obtain a rounded leading edge. For large z the Glauert mapping (6.1.12) can be
approximated by using the series

(1 − n)(3 − n) a2
w = z + i a sin β + cos2 β + ··· . (6.1.13)
3 z
The symmetric Joukowski airfoil is defined as follows: Let a > 0. Consider the circles
n ao
Γ : {|z| = a}, Γ1 : |z + a| = a − c, −∞ < c < a, c 6= 0, ,
n o 2
a a
Γ2 : z + = .
2 2
(See Map 6.7). Then the mapping (6.1.9) for a > 0,
(i) maps the circle Γ1 onto the symmetric airfoil Γ′1 : A′ G′ F ′ D′ A′ with cusp at A′ ;
 6.1 JOUKOWSKI MAPS 201

(ii) maps the circle Γ2 and the line x = −c onto the circle Γ′2 : O′ B ′ A′ C ′ O′ with a cusp at
A′ and the line u = −a as its asymptote, respectively; and
(iii) maps the region Int (Γ1 ) bijectively, with 0 < c < a/2, onto the region Ext (Γ′1 ).

v
0’

Γ2’
y
D Γ B’
B Γ Γ1 Γ1’
2 G’

Γ’
−
A
a
. .c
− a/ 2 − 0
E
a x
A’
−2a − a 0 a 2a
F’
u

C D’
G
C’

z- plane

0’

w - plane
Figure 6.9 Symmetric Joukowski airfoil.

This transformation continues in Map 6.8.

Map 6.7. The transformation that maps the exterior of an ellipse in the z-plane onto
the interior of the unit circle in the w-plane is defined by

1

w= z e−α + z −1 eα , (6.1.14)
2
and is presented in Figure 6.10.
y v

}
B Bʼ

sinh α
C A
Cʼ A’
x u
1
}

cosh α

D
Dʼ

z- plane w - plane
Figure 6.10 Exterior of an ellipse onto the interior of the unit circle.
202 6 JOUKOWSKI AIRFOILS

a2
Map 6.8. The mapping w = z + , which is a generalization of the Maps 6.5, is resolved
z
as follows. Since w = u + iv, we have
 a2   a2 
u=x 1+ , v =y 1− . (6.1.15)
x2 + y 2 x2 + y 2

Some special cases, illustrated in Figure 6.11, are:

(a) The circle x2 + y 2 = a2 in the z-plane is mapped onto the line segment u = 2x, v = 0
in the w-plane. The points on the circle all go into the points of the strip of length 4a
(Figure 6.11a).
(b) A larger circle x2 + y 2 = r2 > a2 in the z-plane is mapped onto an ellipse in the w-plane,
u2 2 2

2

defined by 2 +v r 1 − a2 /r2 = 1, with half-axes c′ = r 1 + a2 /r2 and
2 2
r (1 + a /r ) 2

c′ x c′′ y
c = r 1 − a2 /r2 : thus, u =
′′
and v = (Figure 6.11b). If a ratio c′ /c′′ = k is
r r
r k+1
desirable, then choose r such that = .
a k−1
(c) A circle of radius r > a and passing through x = a has its center at y = 0, x = −c =
−|r − a|. Then the circle in the z-plane is defined by r = a + c = a(1 + d), where d = c/a.
The points on this circle are given by z = −c + reiθ . Substituting x = −c + r cos θ and
y = r sin θ into Eqs (6.1.15) we get

  1 
u = a − d + (1 + d) cos θ 1 + = 2a cos θ,
1 + 2d(1 + d)(1 + cos θ)
  1 
v = a − d + (1 + d) sin θ 1 + = 2ad sin θ(1 − cos θ).
1 − 2d(1 + d)(1 − cos θ)
(6.1.16)

The approximations√for the equations (6.1.16) are valid only for a small ratio of thick-
ness/length ≤ (3/4) 2d = 1.299d (see Truckenbrodt [1980:163]). As in Figure 6.11c, the
basic circle II in the z-plane is mapped onto the straight line segment as in (a) above.
The circle I and the basic circle II are tangent to each other at z = a (point III). The
angle between them is zero. The point III in the z-plane is mapped onto the tail end,
with zero angle, of the Joukowski profile in the w-plane.
(d) If we move the center of the circle in the z-plane to z = 0 + ih/2 and if the circle passes
through the points z = ±a + i0, then this circle is mapped in the shape of a circular arc
passing through the points w = ±2a + i0 and w = 0 + ih (Figure 6.11d).
(e) If the center of the circle in the z-plane is shifted to z = −c1 + ic2 , then this circle is
mapped onto a bent Joukowski profile with a skeletal arc which starts from the basic
circle I centered at z = 0 + ih/2 (Figure 6.11e).
Note that the Joukowski profiles in the above cases (c) and (e) are not aerodynamically
perfect, they do present the possibility of using conformal mappings to determine the wing
lift. This will be presented in §18.10.4.
 6.1 JOUKOWSKI MAPS 203

(a) _a • •
0 a _2 a 2a

(b) _r _ a• 0 •a r _2 a
} c ’’

0 2a

}
c’

I
I
III III
II II
(c) _a a _2•a •
0 2a
c

h
(d) h /2
_a a _2•a •
0 0 2a

r> a

(0 , h / 2 ) h
(e) (_ c1 , c2 )•
_2 a
2a
_a 0 a
w - plane

z- plane
a2
Figure 6.11 Joukowski profiles w = z + .
z

a

Map 6.9. The mapping z = 1 + w + w2 , known as Maxwell’s transformation, is a
π
composite of rectangular-to-polar transformations related to the exponential function ew ,
which does not contribute much when real parts of w are negative, and z = w which is more
204 6 JOUKOWSKI AIRFOILS

dominant in that region. The critical points are w = ∞; (2n + 1)iπ for n = 0, ±1, ±2, . . . .
This mapping has the real and imaginary parts
π π
x = 1 + u + eu cos v ≡ x′ , y = v + eu sin v ≡ y ′ .
a a

Thus, the lines v = kv = (const) are transformed into

x′ = 1 + u + eu cos kv , y ′ = kv + eu sin vk , (6.1.17)

from which after eliminating u we get

 y′ − k 
v
x′ = 1 + log + (y ′ − kv ) cot kv . (6.1.18)
sin kv

Similarly for u = ku we get

x′ = 1 + ku eku cos v, y ′ = v + eku sin v, (6.1.19)

from which by eliminating v we get

 x′ − k  
u 2 1/2
y ′ = arccos + e2ku − (x′ − ku ) . (6.1.20)
eku

The function z(x′ , y ′ ) where x′ , y ′ are defined by Eq (6.1.17) is marked by curve A in

Figure 6.12, and the function z(x′ , y ′ ) where x′ , y ′ are defined by Eq (6.1.19) is marked by
curve B in Figure 6.12 in the z-plane. The boundaries are mapped as follows from Eqs
(6.1.17) and (6.1.19): The line v = 0 corresponds to y ′ = y = 0, and v = π maps onto y = π
or y = a. The line u = 0 corresponds to the curve C in the z-plane (Figure 6.12). In the
case when u ≪ 0, we have y ′ = kv ; however, for u ≫ 0 we have y ′ = (sin kv ) eu , where there
is no apparent limit on u, but edge effects can help evaluate this limit.

y
v
π v =π
u = ku
u =0

a
B A
y=π
• v = kv
C

x u
0 y=0 0 π
z- plane w - plane
Figure 6.12 Maxwell’s transformation.

 1
1
Map 6.10. For the Joukowski map w(z) = 2 z + , let Sr = {z : |z| = r, 0 ≤ arg{z}}
z
iθ
for fixed r > 1. Let the image of a point z = r e on Sr be w = u + iv. Then

1  iθ 1 −iθ  1  1 i 1
w= re + e = r+ cos θ + r− sin θ,
2 r 2 r 2 r
 6.1 JOUKOWSKI MAPS 205

which gives
1 1 1 1
u= r+ cos θ, v= r− sin θ,
2 r 2 r
so that
u v
cos θ = 1 , sin θ = 1 .
2 (r + 1/r) 2 (r − 1/r)
As θ traces from 0 to π, the function w traces the upper part of the ellipse

u2 v2 2 2
1 2 +  1 2 = cos θ + sin θ = 1.
2 (r + 1/r) 2 (r + 1/r)

Map 6.11. Consider the general Joukowski transformation

c2
w = f (z) = z + , (6.1.23)
z

where f ′ (±c) = 0 but f ′′ (±c) =

6 0. Thus, the angle between the two short line elements
which intersect at either z = c or z = −c are doubled by this mapping. The inverse
transformation
1 1 1/2
z= w+ w 2 − c2 (6.1.24)
2 4
is multiple valued and has branch points at w = ±2c. This means that we can cut the

1/2
w-plane along the real axis between w = 2c and w = −2c, and interpret 14 w2 − c2 as
that branch of the function which behaves like 21 w (as opposed to − 12 w) as |w| → ∞. This
will ensure that z ∼ w for large |w|.

Example 6.1. (circular disk) Recall that the Joukowski Map 6.1 reduces the unit circle
|z| = 1 to the real line segment [−1, 1] in the w-plane. It suggests that it will map a
fluid flow outside the unit disk onto the flow past the line segment, which has the complex
potential Θ(w) = w. Let g(z) denote the complex potential function. Then the resulting
complex potential is g(z) = Θ ◦ g(z) = 12 (z + 1/z), where the factor 12 indicates that the
corresponding flow is half as fast. 
Example 6.2. (airfoils) An affine map w = az + b (Map 3.4) maps the unit disk |z| ≤ 1
onto the disk |w − b| ≤ |a| with center at b and radius |a|. The boundary of this circle
will continue to pass through the point w = 1 provided |a| = |1 − b|. Also, the angular
component of a produces rotation, resulting in the streamlines around the new disk at an
angle φ = arg{a} asymptotically. If we apply the Joukowski transformation

1 1  1 1 
ζ= w+ = az + b + (6.1.25)
2 w 2 az + b

will map the disk |w − b| ≤ |a| onto an airfoil. The resulting complex potential for the flow
past the airfoil is obtained by substituting the inverse map
p
w−b ζ − b + ζ2 − 1
z= = ,
a a
206 6 JOUKOWSKI AIRFOILS

onto the disk potential Θ(ζ) ◦ g(z), where

p p
ζ −b+ ζ 2 − 1 a(ζ − b − ζ 2 − 1)
Θ(ζ) = + . (6.1.26)
a 1 − 2bζ + b2

Then, if we replace ζ by eiφ ζ in Eq (6.1.26), the airfoil is tilted by the (attack) angle
φ = arg{a} to the horizontal. The major flaw with such airfoils is that they do not produce
lift.
Note that the rotation w = eiφ z through an angle φ maps the disk potential Θ ◦ g(z)
to the complex potential e−iφ w+ + e−iφ w− , with streamlines no longer asymptotically
horizontal, but rather tilted at an angle φ. For more, see Example 18.21, §18.9. 

References used: Ahlfors [1966], Boas [1987], Carathéodory [1932], Kantorovich and Krylov
[1958], Kober [1957], Kythe [1998], Nehari [1952], Schinzinger and Laura [2003], Truckenbrodt [1980].
7
Schwarz-Christoffel Transformations

As mentioned earlier, in conformal mapping we always try to determine a function f which

maps a given region D ⊂ C conformally onto another region G ⊂ C. However such a
function f does not always exist, and it is not always uniquely determined. Recall that the
Riemann mapping theorem guarantees the existence and uniqueness of a conformal map
of D onto the unit disk U under certain specific conditions. In this chapter the Schwarz-
Christoffel transformations are presented. There are three types of equivalent definitions
for this transformation, and they all lead to integral equations which are then solved as
boundary value problems.

7.1 Schwarz-Christoffel Transformations

The Schwarz-Christoffel formula helps solve an important class of boundary value problems
that involve regions with polygonal boundaries. This transformation has an integral repre-
sentation and is used to conformally map the interior of a given polygon of n sides (n ≥ 2)
in the w-plane onto the upper half-plane ℑ{z} > 0 or the unit disk U in the z-plane.
n
[
Map 7.1. Let Γ = Γ′j denote the sum of the sides Γj of the polygon G = Int(Γ) in
j=1
n
X
the w-plane with vertices wj and exterior angles παj , |αj | < 1, αj = 2 for j = 1, . . . , n
j=1
(Figure 7.1). This transformation is defined by

dw −α −α −α
= C1 (z − z1 ) 1 (z − z2 ) 2 · · · (z − zn ) n , (7.1.1)
dz

or

Z z
−α1 −α2 −αn
w(z) = C1 (z − z1 ) (z − z2 ) · · · (z − zn ) dz + C2
z0
Z zYn
−αj
= C1 (t − zj ) dt + C2 , (7.1.2)
z0 j=1
208 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

where the complex constant C1 provides the scaling, and the complex constant C2 gives the
position of the orientation of the polygon, the integration is carried out along any path in
D that joins z0 ∈ D to z, and the principal branch is used for the multiple-valued function
(t − zj )−αj in the integrand such that 0 < arg{t − xj } < π, j = 1, . . . , n, for ℑ{z} > 0.
These branches are a direct analytic continuation into the upper half-plane of the real-valued
functions (x − xj )−αj , where x > xj . Then the integral (7.1.2) is a single-valued analytic
function in the upper half-plane ℑ{z} > 0, and the points xj lying on the x-axis are the
singularities of the Schwarz-Christoffel integral (7.1.2). This function w = f (z) defines a
conformal mapping of G onto D provided the points xi are suitably chosen.

y z n−1
πα n−1
Γn’ − 1
zn
G
π αn Γn’
Γ’2 z3 D
z1 Γ’1
π α2
π α1 z2 Γ1 Γ2 Γn
. . . wn − 1 w n u
w1 w2 w3
x w − plane
z − plane
Figure 7.1 Schwarz-Christoffel transformation.

z1 π α4
z4
π α1
π α4
z1
z4
π α1

π α5 z5

π α3 π α3
z2 z2
z3 z3
π α2 π α2
(a) (b)
π α3
z3
π α6 z6

z4 π α4

z5
π α5
π α2
z1
z2
π α1
(c)
Figure 7.2 Signs of external angles.

The following facts about this transformation must be noted.

(i) The sides of the polygon G must not intersect one another; self-contacts are permitted
 7.1 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS 209

and the vertices may lie at infinity. Thus, the sides must form the boundary of a simply-
connected region G which is the interior of the polygon. If this region lies to the left when
we traverse the sides from one vertex to another in order, then it is mapped onto the upper
half-plane y > 0. The angles παj denote the change of direction when we pass through the
vertex zj to zj+1 . If αn+1 = 0, then the polygon has n vertices z1 , z2 , . . . , zn . Some cases
are presented in Figure 7.2.
(ii) The angles παj , which represent the change of direction at zj (taken counterclockwise
positive), are measured by traversing the sides in order so that the interior of the polygon
lies to the right.
(iii) For change of direction when passing through a vertex at infinity, draw a sufficiently
large circle that contains all the finite vertices in its interior. Instead of passing through a
vertex, we pass from the ‘side’ p to the ‘side’ q along that arc which, joining p to q, lies in
the interior of the polygon, and find the total change of direction.
(iv) Certain transformations are equivalent from the topological point of view. Thus,
when w = f (z) maps the interior G of the polygon conformally onto the upper half of the
z-plane, then w̃ = f˜(z) has the same property iff it can be represented in the form
 az + b 
w̃ = f ,
cz + d

where a, b, c, d are real such that ad − bc 6= 0. For example, the transformation w = ez maps
the strip 0 < v < π (i.e., a polygon with two vertices both at infinity, with α1 = α2 = 1,
also called the trigonal region, see Map 7.3 below) onto y > 0.
(v) Not every differential equation of the form (7.1.1) defines a Schwarz-Christoffel trans-
dz −α −α
formation. For example, = w−1 (w − 2) 2 (w − 3) 3 does not, whenever −2 ≤
dw
a2 + α3 < −1. However, for every polygon defined as above, a Schwarz-Christoffel transfor-
mation can always be constructed.
In general, there are five major steps that can be used to determine the Schwarz-
Christoffel transformation for a given mapping problem.
Step 1. Label the vertices of the polygon in the z-plane as A, B, . . . , or 1, 2, . . . . To
each vertex j, assign the corresponding exterior angle παj . Note that we have to turn at
vertex j on the boundary (or to get back on the boundary if the polygon opens at infinity)
while traversing in the counterclockwise direction. Check that the sum of all αj equals 2.
Step 2. Select a suitable location on the x-axis to correspond to any three or less vertices
in the z-plane. The sets of three points, viz.,−1, 0, 1; 0, 1, ∞; or −∞, 0, 1, are often chosen.
Assign the vertices with exterior angles 2π or π to −∞, and 0.
Step 3. Formulate and solve the Schwarz-Christoffel integral equation (7.1.2) or (7.1.5),
leaving the term corresponding to ±∞. Use boundary conditions on the polygon in the
z-plane to determine the integration constants A and B as well as any xj which were not
specified in Step 2. The remaining points xj (which total n − 3) can be determined from
n − 3 ratios between the sides of the polygon which determine its shape. The length of
a side is given by the Schwarz-Christoffel integral evaluated between the endpoints of the
corresponding section of the x-axis.
Step 4. The specific rules for the parallel lines are as follows: (i) If the transition
between two parallel lines in the z-plane occurs at a location corresponding to xk = 0 on
the x-axis, then the constant B is determined from
Y −αj
d = −iπB (0 − xj ) , (7.1.3)
j6=k
210 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

where d is the complex separation between the lines, excluding xj = ∞. But if the transition
is made to occur at x = ∞, then d = iπB.

Step 5. Transform the x-axis configuration into the w-plane.

7.1.1 Triangles. Before we establish formulas (7.1.1) and (7.1.2), we will consider the case
of a triangular region G. The mapping of the interior of a polygon onto the upper half-
plane is defined by the Schwarz-Christoffel transformation which uses the angular change
encountered at corners when one traces the boundary of the polygon counterclockwise. The
domain D in the z-plane is mapped onto the domain G in the w-plane. The polygonal
boundary of G is restricted to straight line segments Γi , i = 1, 2, . . . , n, in the w-plane.

Map 7.2. Let us choose an arbitrary point A1 : x = x1 on the x-axis in the segment
marked Γ1 (Figure 7.3(a), where the region G is a three-sided polygon). For x < x1 , we
have (x − x1 ) = |x − x0 | eiπ since x is always smaller than x1 and arg{x − x1 } = π. As we
move in the direction of increasing x, we find that (x − x1 ) = |x − x0 | ei0 as soon as we cross
x = x1 and enter the segment Γ2 . Note that arg{x − x1 } has undergone a step change of
−π at the point A2 , since we are tracing the polygonal contour in anticlockwise direction.
1/2
Then the function w − w1 = (z − x1 ) will map the upper half of the z-plane onto the
1/2
interior of the right angle sector in the w-plane, and the mapping function w = (z − x1 )
1/ρ
is analytic at all values of z. Similarly, a function w = (z − x1 ) would produce a sector
of angle π/ρ. The function w = (z − x1 )1/ρ produces a one-to-one mapping except at the
dw 1
values of w for which the derivative = (z − x1 )(1/ρ)−1 = 0. This can occur at z = x1
dz ρ
or x = ∞ depending on the value of ρ. Problems arising from x = ∞ are handled by a
procedure that will be explained later (see Eq (7.1.6)).

A3
α3 π
µ3 π
(a)
π α
µ1 π 2π µ2 w1 Γ w2 Γ w3
A1 x 1 2 Γ3 +∞
α1 π A2 A1 A2 A3 u
z− plane w − plane

y y
i

(c)
(b)

α = 3/4 2 π 3 / b
0 α1 = 1 / 2
x
0
x
1 2 3
A1
z− plane z− plane
Figure 7.3 Mapping of triangles.

Since the Riemann mapping theorem permits us to choose three points, we take the
 7.1 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS 211

points A1 , A2 , A3 along with segments Γ1 , Γ2 , Γ3 on the x-axis. Thus, in general, we have

the exterior angles πα1 , πα2 , πα3 with the corresponding interior angles π − πα1 = πµ1 , π −
πα2 = πµ2 , π − πα3 = πµ3 , respectively, at the points A1 , A2 , A3 . As we trace the contour
and pass into the segment Γ2 , approaching the point A2 , any increment dw has an argument
equal to π/ρ. As we pass around A2 into the segment Γ3 , the dw-increments change their
slopes to ρ + α2 . Thus, the change in the argument of dw at A2 is equal to πα2 and the
interior angle π/ρ is equal to π − πα2 . Hence 1/ρ − 1 = −α2 , which gives

dw 1 (1/ρ)−1 −α
= (z − z2 ) = C0 (z − z2 ) 2 ,
dz ρ

where C0 (= 1/ρ) is a complex constant that gives scaling. Following the above process for
the third vertex, we find that the mapping is given by

dw −α −α −α
= C0 (z − z1 ) 1 (z − z2 ) 2 (z − z3 ) 3 . (7.1.4)
dz

This is the required mapping of a regular triangular region onto the upper half-plane. The
above argument can be continued to the n vertices of a regular polygon and establish the
transformation given by (7.1.1).
Note that the sum of the exterior angles is 2π, while the sum of all interior angles is
(n − 2)π.
If all the numbers xj are finite, then the function f (z) defined by (7.1.2) remains bounded
in the neighborhood of the singularities xi . To see that the Schwarz-Christoffel integral
(7.1.2) remains bounded as z → ∞, we rewrite this integral as
Z 
z
x1 −α1  xn −αn
w = f (z) = C1 t−(α1 +···+αn ) 1 − ··· 1 − dt + C2
z0 t t
Z z (7.1.5)
1 Y xj −αj
n
= C1 2
1 − dt + C2 ,
z0 t j=1 t

which shows that the integral is convergent as z → ∞. Hence, the Schwarz-Christoffel

integral (7.1.2) defines a univalent function of z in D = ℑ{z} > 0 that maps D conformally
onto the bounded polygon G in the w-plane. If G is convex, then αj > 0. Thus, there are
(n − 1) independent numbers αj , and (n − 3) independent numbers xj .
Sn
To see the structure of the boundary Γ = j=1 Γj of the polygon G, consider the deriv-
ative of the Schwarz-Christoffel integral (7.1.2), which is (7.1.1), i.e.,

f ′ (z) = C1 (z − x1 )−α1 · · · (z − xn )−αn .

Notice that f ′ 6= 0 everywhere in ℑ{z} ≥ 0 except at the singularities xi where it vanishes

or becomes unbounded. As z varies along every interval xk < x < xk+1 , k = 1, . . . , n − 1,
the value of arg{f ′ (z)} does not change, since

 −παk , if x < xk ,
arg (x − xk )−αk =
0, if x > xk .

Geometrically, arg{f ′ (z)} determines the size of the angle through which the tangent to a
Jordan curve passing through xk must be rotated in order to obtain the tangent of the image
212 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

of this curve at the point wk = f (xk ). Hence the segments xk < x < xk+1 , k = 1, . . . , n − 1,
of the real axis are mapped by f (z) into rectilinear segments in the w-plane. The points xk
of the real axis are transformed into the vertices wk in the w-plane, where the polygon Γ is
made up of the polygonal lines through w1 , w2 , . . . , wn with straight line segments as sides.
As the point z traverses the entire real x-axis in the positive sense, the corresponding point
w travels completely counterclockwise through the polygonal lines of Γ.
7.1.2 Size of the Angles. The size of the angle between adjacent segments of the polygon
Γ can be determined as follows: Consider the variation of arg{f ′ (z)} as z passes through the
point xi in the positive direction (Figure 7.4). Then the angle between the vectors −− −−→
wi−1 wi
−− −−→
and wi wi+1 is equal to παi . For µi < 1, where µi = 1 − αi , the transition from the vector
−− −−→
wi−1 wi to the direction of the vector −− wi −
w−→
i+1 occurs in the positive sense (Figure 7.4(a)),
whereas for µi > 1 it occurs in the negative sense (Figure 7.4(b)), although the angle of
transition in the positive sense in both cases from the direction of the vector −− −−→
wi−1 wi to
−− −−→
the direction of the vector wi wi+1 is παi . If a polygonal line does not intersect itself, it
becomes the boundary of a closed polygon. Also the sum of all interior angles of this closed
X n X
n
polygon is equal to πµi = π (1 − αi ) = (n − 2)π.
i=1 i=1

wi + 1

πµi
αi π
πµi αi π
wi
wi

wi − 1 wi + 1
wi − 1
(a) (b)
Figure 7.4 Interior and exterior angles.

For practical purposes, while constructing a conformal map of D onto G one can specify
any three points xi , xj , xk of the real axis that go into the three prescribed vertices wi , wj , wk
of the polygon Γ. When one of the points xi , say xn , coincides with the point at infinity,
the vertices of the polygon Γ correspond to the points x′1 , . . . , x′n−1 , ∞, and the formula
(7.1.2) becomes
Z z n−1
Y
′ −α
w = f (z) = C1 (t − x′i ) i dt + C2 . (7.1.6)
z0 i=1

Note that formula (7.1.6) is similar to (7.1.2) except that the term corresponding to the
point xn = ∞ has been dropped. The inverse Schwarz-Christoffel transformation is given
by
Z wY n
z(w) = C (t − wi )−µi dt + C0 . (7.1.7)
w0 i=1

Note that the mapping of the upper half z-plane onto the exterior of the polygon G is
given by
Z zY n
α dt
z(w) = C1 (t − wj ) j + C2 . (7.1.8)
z0 j=1 (1 + t2 )
 7.1 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS 213

The exterior of the unit circle is mapped onto the exterior of the polygon G by
Z n
w Y
αj dt
z(w) = C1 (t − zj ) + C2 . (7.1.9)
w0 j=1 t2

So far we have presented the mapping of the interior of a polygon onto the upper half
z-plane. But if we want to map the interior of a polygon onto the interior of the unit circle,
we will use the additional transformation that maps the upper half-plane onto the unit disk
|w| < 1. This transformation is given by
z−i 1+w
w(z) = , or z(w) = i (Map 3.22). (7.1.10)
z+i 1−w
Similarly, for mapping onto a regular strip in the w-plane we have the transformation

w(z) = log z, or z(w) = ew (Map 5.8). (7.1.11)

If the n-sided polygon is regular, then the mapping of |w| < 1 onto the interior of such a
regular polygon is Z w
dt
z(w) = C1 2/n
+ C2 , n ≥ 3, (7.1.12)
w0 (1 − tn )

where in case w = z = 0, we get C2 = 0, and C1 is determined from

Z w ∞
X
z(w) dt 2(2 + n)(2 + 2n) · · · (2 + (j − 1)n)
= =w+ . (7.1.13)
C1 0 (1 − tn )2/n j=1
wjn+1

For the series expression, see Kober [1957:183]. The length L of each side of the regular
polygon is given by (Sansone and Gerretson [1960, vol. II:153])


1 1−4/n Γ2 12 − n1
L= 2
, (7.1.14)
n Γ 1 − n2
1 3 1


which for
n = 3 (triangle) is L = 2π Γ 3 ≈ 3.059908, and for n = 4b (square) L =
1
√
4 π
Γ2 14 ≈ 1.854075; the values of C1 are as follows: C1 = 1.0788 for n = 4; C1 = 1.0515
for n = 5; C1 = 1.0376 for n = 6; C1 = 1.0279 for n = 7; and C1 = 1.0220 for n = 8.
Map 7.3. The inverse Schwarz-Christoffel transformation of the polygonal region G in
the z-plane onto the upper half-plane ℑ{w} > 0 is given by

dz −α −α −α
= C1 (w − w1 ) 1 (w − w2 ) 2 · · · (w − wn ) n , (7.1.15)
dw
or Z n
w Y
−αj
z(w) = C1 (t − wj ) dt + C2 , (7.1.16)
w0 j=1

which are obtained from (7.1.2) and (7.1.3) by interchanging z and w.

Map 7.4. The Schwarz-Christoffel transformation of the unit disk in the z-plane onto a
polygonal region G with exterior angles αk π at vertices wk = f (zk ) for each k = 1, 2, . . . , n,
is defined by
dw  z −α1  z −α2  z −αn
= C1 1 − 1− ··· 1 − , (7.1.17)
dz z1 z2 zn
214 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

or
Z n 
z Y z ′ −αk ′
w(z) = C1 1− dz + C2 . (7.1.18)
z0 k=1 zk

Some authors, e.g., Papamichael and Stylianopoulos [2010: 25], take the interior angles at
each vertex wk as αk π, in which case the exterior angles are (1−αk )π for each k = 1, 2, . . . , n.
In this situation the quantity −αk in the above transformations must be replaced by αk − 1.
Then, for example, the map (7.1.8) becomes

Z n 
z Y z ′ αk −1 ′
w(z) = C1 1− dz + C2 . (7.1.19)
z0 k=1 zk

Note that the Maps 7.3 and 7.4 are distinct cases of Map 7.1; they are provided here
separately for convenience.
Note that formulas (7.1.2), (7.1.15), and (7.1.18) apply to polygons with vertices at
infinity and polygons with slits, i.e., vertices with angle 2π. They are also used in mapping
of the exterior of the unit circle onto exterior of the polygon. The images wj , j = 1, 2, . . . , n,
of the vertices zj of the polygon, where wj = f (zk ), are not known a priori, and their
determination is known as the parameter problem which is discussed in §8.1.

7.1.3 Transition between Two Parallel Lines in the z-plane. Such a transition is
always chosen to occur at a location corresponding to ξk = 0 in the ζ-plane. Then the
constant C1 can be found from formula
Y µj
Y µj
d = −iπ (ξk − ξj ) = −iπ (0 − ξj ) ,
j6=k j6=k

where d is the complex separation of the two parallel lines. But if this transition is made
at ξ = ∞, then
d = iπC1 . (7.1.20)

7.2 Specific Transformations

Some specific cases of Schwarz-Christoffel Transformations are as follows.
Map 7.5. To map the upper half-plane ℑ{z} > 0 onto a triangle A1 A2 A3 with interior
angles µ1 π, µ2 π and µ3 π, respectively (Figure 7.3(a)), such that the vertex A1 corresponds
to x1 = 0, A2 to x2 = 1 and A3 to x3 = ∞, we get, by using (7.1.2), the mapping function
Z z
w = C1 t−α1 (1 − t)−α2 dt + C2 . (7.2.1)
0

If the triangle is right-angled isosceles (Figure 7.3(b)) such that the vertices A1 , A2 , A3
are at w = 0, w = 1, and w = i, respectively, then from (7.2.1) the transformation becomes
Z z
w = C1 t−1/2 (1 − t)−3/4 dt + C2 . (7.2.2)
0
 7.2 SPECIFIC TRANSFORMATIONS 215

Since w = 0 corresponds to z = 0, we get C2 = 0, and since w = 1 corresponds to z = 1,

we find from (7.2.2) that
1
C1 = R 1 . (7.2.3)
0
t−1/2 (1 − t)−3/4 dt

For an equilateral triangle of side b (Figure 7.3(c)), let x1 = −1 correspond to the vertex
w1 , x2 = 1 to w = 0, and x3 = ∞ to w3 = b. Since α1 = α2 = α3 = 2/3, the transformation
is given by
Z z
w= (t + 1)−2/3 (t − 1)−2/3 dt. (7.2.4)
1

When z = −1, we set t = x. Then for −1 < x < 1, we have x + 1 > 0 and arg{x + 1} = 0,
but |x − 1| = 1 − x, and arg{x − 1} = π. Thus,

Z 1 Z 1
dx
w1 = (x + 1)−2/3 e−2iπ/3 (1 − x)−2/3 dx = eiπ/3
−1 −1 (1 − x2 )2/3
  (7.2.5)
iπ/3 1 1
= 2e C1 B , = b eiπ/3 ,
2 3

 
1 1
where b = 2B , , and B denotes the beta function of its arguments. For the vertex
2 3
w3 , note that it is on the positive u-axis, i.e.,

Z ∞ Z ∞
−2/3 −2/3 dx
w3 = (x + 1) (x − 1) dx = .
1 1 (x2 − 1)2/3

But w3 is also defined by (7.2.4) when z goes to ∞ along the negative u-axis, i.e.,

Z ∞
w3 = (x + 1)−2/3 (x − 1)−2/3 dx
1
Z −∞
= w1 + e−4iπ/3 [|x + 1| |x − 1|]−2/3 dx using (7.2.5)
−1
Z ∞
dx
= b eiπ/3 + e−iπ/3
1 (x − 1)2/3
2

= b eiπ/3 + w3 e−iπ/3 ,

which yields w3 = b.

Map 7.6. (Trigonal region) A trigon (Zweieck in German) is an open polygon of three
sides with three vertices. Unlike a regular triangle, its two sides are parallel and extend to
infinity, so it looks like an infinitely deep slot. We solve two problems: (a) We will determine
the Schwarz-Christoffel transformation that maps a trigon in the z-plane onto the upper-
half ζ-plane; and (b) we will determine the transformation that maps the region between
two parallel lines v = 0 and v = pi in the w-plane onto the upper half-plane ℑ{ζ} > 0, as
216 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

presented in Figure 7.5(a)-(b).

C γ= π C η
y

(a)
d C A D B C
_∞ _•
1 0•
•
1 ∞
ξ

ζ - plane
β = π /2
D
A x (b)
B
α = π /2 v
z- plane A
h
• v= π

π D C π

B v= 0 u
0•
w - plane
Figure 7.5 Trigonal region.

(a) Let the exterior angle at the vertex A be πα and at the vertex B be πβ; however,
the exterior angle at the vertex C is π, since this vertex is at infinity. Then using formula
(7.2.1) we have
Z ζ
w(ζ) = C1 (t − ζ1 )−α (t − ζ2 )−β dt + C2 . (7.2.6)
ζ0

Let us choose ζ1 = 0, ζ2 = 1. Then the above integral becomes

Z ζ
dt
w(ζ) = C1 + C2 .
ζ0 tα (t − 1)β

Since w = 0 at ζ = 0 and w = 1 at ζ = 1, we get C2 = 0, and then we have

Z 1
dt Γ(α)Γ(β)
1 = C1 = C1 ,
0 tα (t − 1)β Γ(α + β)
or
Γ(α + β) 1
C1 = = ,
Γ(α)Γ(β) B(α, β)
where B(α, β) is the beta function of the arguments. However, this does not complete the
integration because C1 is unknown. However, for the trigonal region in Figure 7.5 with
α = β = π/2, we find that
Z 1 Z 1
dt dt
w(ζ) = C1 √ =C √ = C arcsin(ζ), (7.2.7)
0 t2 − 1 0 1 − t2
 7.2 SPECIFIC TRANSFORMATIONS 217

where C = −C1 . Using the boundary conditions z1 = −d/2 at ζ1 = −1, and z2 = d/2 at
d
d

ζ2 = 1, we find that − = C − 21 π and = C 12 π yield C = d/π, which gives
2 2
d πz
w(ζ) = arcsin(ζ), or ζ(z) = sin . (7.2.8)
π d
(b) For the mapping from the ζ-plane to the w-plane, let ζ1 = −1 and ζ2 = 1 correspond
to w = 0 and w2 = ih, respectively. Since all the exterior angles at w1 and w2 are zero and
at C at both ends it is π, the Schwarz-Christoffel transformation is
Z ζ
dt
w(ζ) = B1 0 0 1
+ B2 = B1 log(ζ) + B2 ,
ζ0 (t + 1) (t − 1) (t − 0)

where ζ0 = 1 (point B). We use the following conditions: at B, ζ = 1 and w = 0, which

gives B2 = 0; at A, ζ = −1 and w = ih, which gives B1 = h/π. Hence, the transformation
is
h
w(ζ) = log(ζ). (7.2.9)
π

Map 7.7. To map the upper half-plane ℑ{z} > 0 onto a rectangle A1 A2 A3 A4 with
vertices at the points w = ±a, ±a + ib, where 2a and b are the width and the height of the
rectangle (Figure 7.6), note that in the formula (7.1.2) with n = 4, only three of the four
points x1 , x2 , x3 , x4 may be chosen arbitrarily. Since the rectangle is symmetric about the
v-axis, we can choose the x’s symmetrically. Thus, for the right-half rectangle OA1 A2 B let
w = 0, a, ib correspond to z = 0, 1, ∞, respectively, and let the preimage of A2 be z = 1/k,
0 < k < 1. Similarly, for the left-half rectangle OBA3 A4 let w = 0, −a, ib correspond to
z = 0, −1, −∞, respectively, with the preimage of A3 as −1/k. Then the formula (7.1.2)
yields
Z zY4
−α
w = C1 (t − xi ) i dt + C2
i=1
Z z
dt
= C1 √ √ p p (7.2.10)
0 t − 1 t + 1 t − 1/k t + 1/k
Z z Z z
dt dt
= C1 √ p = C1 √ √ ,
0
2 2
t − 1 t − 1/k 2
0 t − 1 1 − k 2 t2
2

where C2 = 0 since z = 0 goes into w = 0, and C1 is an arbitrary constant. Now, to evaluate

the constants C1 and k, note that since z = 1 goes into w = a, we get from (7.2.10)
Z 1
dt
a = C1 √ √ . (7.2.11)
0 1 − t2 1 − k 2 t2
Also, since z = 1/k goes into w = a + ib, using (7.2.11) we find that
Z 1/k
dt
a + ib = C1 √ √
1 − t 2 1 − k 2 t2
0
Z 1 Z 1/k !
dt
= C1 + √ √
0 1 1 − t 1 − k 2 t2
2

Z 1/k
dt
= a + i C1 √ √ ,
1 − t 2 1 − k 2 t2
1
218 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

where C1 is an arbitrary complex constant. Thus, with C1 = 1

Z 1/k
dt
b= √ √ . (7.2.12)
1 1 − t2 1 − k 2 t2

Hence, we can determine C1 and k from (7.2.11) and (7.2.12) if a and b are prescribed. But
if k is preassigned and we take C1 = 1, then the values of a and b are determined from
(7.2.11) and (7.2.12). Then the mapping function becomes
Z z
dt
w= √ √ , (7.2.13)
0 1 − t2 1 − k 2 t2

which is known as the elliptic integral of the first kind. The inverse function is called
the elliptic sine function z = sn w = sn (w; k) which is a Jacobian elliptic function. The
function sn is a 2a- and 2ib-periodic function. For more material on the function sn and
other Jacobian elliptic functions, see Appendix F. If we denote the value of a, given by
(7.2.11), by K(k), where 0 < k < 1, then the ratio a/b of the sides of the rectangle is given
by
a K(k)
=2 √
. (7.2.14)
b K 1 − k2

x3 x4 x1 x2
x
− 1/ k −1 0 1 1/ k
z- plane

v
A3 B A2
− a+i b a+i b

A4 A1
a u
−a 0
w - plane
Figure 7.6 ℑ{z} > 0 onto a rectangle.

√
An evaluation of K(k) is accomplished by the Landen transformation: Set k1 = 1 − k 2 ,
1 − k1
and k ′ = . Then
1 + k1
2
K(k) = K(k ′ ). (7.2.15)
1 + k1
In fact, by separating the integral (7.2.11) into two parts, we get
Z √ Z !
1/ 1+k1 1
dt
K(k) = + √
p ≡ I1 + I2 .
0 1/ 1+k1 (1 − t )(1 − k 2 t2 )
2
 7.2 SPECIFIC TRANSFORMATIONS 219
s s
1 − t2 p 1 − t2 √
If we set t = 2 2
, where 1/ 1 + k1 ≤ t ≤ 1, and t = 2 2
, 0 ≤ t ≤ 1/ 1 + k1 ,
1−k t 1−k t
then √
Z 1 Z 1/ 1+k1
dt dt
I2 = √
p = p .
(1 − t 2 )(1 − k 2 t2 ) (1 − t 2 ) (1 − k 2 t2 )
1/ 1+k1 0
√
t 1 − t2 √
Moreover, if we set τ = (1 + k1 ) √ , 0 ≤ t ≤ 1/ 1 + k1 , then 0 ≤ τ ≤ 1, and
1 − k 2 t2
 
1 1 − k1
I1 = K .
1 + k1 1 + k1

Hence,  
2 1 − k1
I1 + I2 = 2 I1 = K ,
1 + k1 1 + k1
which proves (7.2.15). Since

1 − k1 1 − k12 k2
k′ = = = < k 2 < 1,
1 + k1 (1 + k1 )2 (1 + k 2 )2

after n applications of the Landen transformation we find that the quantities k ′(n) → 0
very rapidly as n → ∞. This means that we can use the Landen transformation to evaluate
the integral in (7.2.11) step-by-step with smaller and smaller values of k, so that after a
finite number of steps the value of the integral (7.2.11) becomes equal to arcsin(1) = π/2.
However, for values of k closer to 1, the convergence becomes very slow. In that case we
can use the inverse Landen transformation

1
K(k ′ ) = (1 + k1 ) K(k), (7.2.16)
2
q √
1 − k′ 2 2 k′
where k1 = , k = 1 − k1 = , and then we can evaluate K(k) approximately
1 + k′ 1 + k′
with sufficient accuracy from the asymptotic formula

4 1 16
K(k) ≈ ln = ln for k close to 1. (7.2.17)
k1 2 1 − k2

Further, if we set t = sin φ in (7.2.11), then

Z π/2 Z π/2
dφ 2 dφ
K(k) = p = p ,
0
2
1 − k 2 sin φ 1 + k1 0 1 − k ′2 sin2 φ

or
Z π/2
dφ
K(k) = q
0 cos2 φ + k12 sin2 φ
Z π/2
2 dφ
= q .
1 + k1 0 cos2 φ + (1 + k ′2 ) sin2 φ
220 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

d0
Let k1 = , where c0 = 1 and d0 = k1 . Then
c0
 2  √ 2  √ 2  2
1 − k1 2 k1 2 c0 d0 d1
1 − k ′2 = 1 − = = = ,
1 + k1 1 + k1 c0 + d0 c1
√
where d1 = c0 d0 , and c1 = (c0 + d0 )/2, which yields
Z π/2
dφ
K(k) = q
0 c20 cos2 φ + d20 sin2 φ
Z π/2
2 dφ
= q
1 + d0 /c0 0 2
cos2 φ + (d1 /c1 ) sin2 φ
Z π/2
dφ
= q .
0 c21 cos2 φ + d21 sin2 φ

Repeating this process n-times, we get

Z π/2
dφ
K(k) = q , (7.2.18)
0 c2n cos2 φ + d2n sin2 φ

where cn and dn are determined recursively from

1 p
cn = (cn−1 + dn−1 ) , dn = cn−1 dn−1 .
2

Hence, as n → ∞, the sequences {cj } and {dj } for j = 0, 1, 2, . . . , and c0 > d0 , converge to
the same limit, i.e.,
lim cn = lim = M (k), (7.2.19)
n→∞ n→∞

which yields
π
K(k) = .
2 M (k)
Proof of this result is given in Andersen et al. [1962:163]. Hence, from (7.2.14) the ratio
between the sides of the rectangle is given by

a K(k) M (k1 )
=2 =2 , (7.2.20)
b K(k1 ) M (k)

where M√(k1 ) is obtained in the same manner as (7.2.19) by applying the above recursion
to k1 = 1 − k 2 . For more on elliptic integrals and Jacobian elliptic functions, see Phillips
[1943, Ch. 1 and 2]. 

Map 7.8. To map the trapezoid A1 A2 A3 A4 in the z-plane onto the upper half-plane
(Figure 7.7), the mapping function from (7.2.14) is given by
Z z
w = C2 + C1 (ζ + 1)−1/6 (ζ − 1)−1/3 (ζ + k)−2/3 (ζ − 3)−5/6 dζ. (7.2.21)
0
 7.2 SPECIFIC TRANSFORMATIONS 221

A4 A3
π /6 π /3

5 π /6 2 π /3

A1 0 A2
Figure 7.7 Trapezoid onto the upper half-plane.

Map 7.9. A special case of the above transformation is the mapping of the upper half-
plane ℑ{z} > 0 onto the interior of a square of side a. We start with the unit disk |w| < 1
in the w-plane, and use the transformation (7.1.11) which gives
Z w
dt
z(w) = √ , (7.2.22)
0 1 − t4
√
with the length of the square’s side equal to 2 in the z-plane.

Map 7.10. To map the upper half-plane ℑ{z} > 0 onto an arbitrary quadrilateral
A1 A2 A3 A4 with interior angles µ1 π, µ2 π, µ3 π, and µ4 π, respectively, such that the angle
µ1 π at A1 is the smallest and the ratio of the side A4 A1 to the side A1 A2 is λ. Without
loss of generality, let the vertices A1 , A2 , A3 , A4 correspond to the points x1 = −1, x2 = 1,
x3 = k, x4 = 3. Then, by (7.1.2), the transformation is given by
Z z
w = f (z) = C1 (t + 1)−α1 (t − 1)−α2 (t − k)−α3 (t − 3)−α4 dt + C2 . (7.2.23)
1

Newton’s method for numerical evaluation of improper integrals in (7.2.23) and an approx-
imate value of k is given in §8.2. 

Map 7.11. To map a horizontal parallel strip with a rectilinear horizontal cut onto the
upper half-plane (Figure 7.8), note that the given strip is equivalent to a quadrilateral with
vertices at A1 , A2 and A3 , all at infinity, and A4 at the origin. For the vertices at A1 , A2 ,
A3 we have α1 = α2 = α3 = 1, and for A4 we have α4 = −1. We choose x1 = 1, x2 = ∞,
x4 = 0, and let w = 0 correspond to z = 0. Then C2 in (7.1.2) is zero. With this choice
the point A3 would correspond to some point x3 = −k on the negative x-axis (k > 0).
Then from (7.1.2) the required transformation with proper choice of principal values for the
integrand is given by
Z z
t dt
w = C1
0 (1 − t)(k + t)
Z z  
1 1 k (7.2.24)
= C1 − dt
0 1+k 1−t k+t
h  z i
= C1 log(1 − z) + k log 1 + ,
k
where C1 is an arbitrary constant. To determine C1 and k if a and b are given, let z =
1 − ε eiθ , −π ≤ θ < 0, ε > 0 and small, and define a half-circle Cε . Then, as z moves along
222 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

Cε , its image point w varies from the ray A4 A1 to the line A1 A2 . Thus, for the end point
of the image curve the difference ∆w in the values of w on A4 A1 and A1 A2 is

∆w = −ia + o(1). (7.2.25)

But the difference ∆w given by the right side of (7.2.24) is given by

∆w = C1 (−iπ) + o(1). (7.2.26)

Hence, comparing (7.2.25) and (7.2.26), we find that C1 = a/π. Similarly, as z moves on
the other half-circle Cε′ with center at z = −k, i.e., z + k = ε eiθ , the value of w varies from
its value on A2 A3 to A3 A4 , and in this case the difference is ∆w = −ib + o(1), which from
(7.2.24) is equal to −C1 kiπ + o(1). This yields b = C1 kπ = ka, or k = b/a. Thus, the
required mapping is given by
a b  a 
w= log(1 − z) + log 1 + z .  (7.2.27)
π π b

v
A3 a i

A3 A4
A1 u
0
A1 A2
− b i

w - plane

Cε’ y Cε

−k 0
x
1
x3 x4 x1 x 2 (+ ∞ )

z- plane
Figure 7.8 Map 7.11.

Map 7.12. To map the upper half-plane ℑ{z} > 0 onto a set of two parallel lines, we
use Map 7.11 by treating the w-plane as an intermediate ζ-plane (ζ = ξ + iη), and the set
of two parallel lines in the w-plane which are h distance apart (Figure 7.9). Let the images
of the two parallel lines be at ξ1 = −1 and ξ2 = 1, which correspond to w = 0 and w = ih.
The exterior angles in the w-plane are θ1 = 0 = θ2 at A and B, and θ3 = θ4 = π at C and
D. The infinitely distant point C is equally distant in the w-plane, while D translates into
ℜ{ξ} = ∞. Thus, the Schwarz-Christoffel transformation is
Z ζ
dt
w(ζ) = B1 θ1 /π θ2 /π θ4 /π
+ B2
ζ0 (t − ζ1 ) (t − ζ2 ) (t − ζ4 )
Z ζ
dt (7.2.28)
= B1 0 0 1 + B2
(t + 1) (t − 1) (t − 0)
ζ0
= B1 log ζ + B2 ,
 7.2 SPECIFIC TRANSFORMATIONS 223

where ξ0 = ζ0 = 1 (point B). To determine the integration constants, ξ = ζ = 1 and w = 0

at B, which gives B2 = 0; and ξ = ζ = −1 and w = ih at A, which gives ih = B1 log(−1) =

h
B1 log eiπ , thus B1 = h/π. Hence, w(ζ) = log ζ.
π

Map 7.13. A simple reorganizing of the above case yields the following result: The
2
Schwarz-Christoffel transformation w = f (z) = arcsin z maps the upper half-plane
π
ℑ{z} > 0 onto the semi-infinite strip |ℜ{w}| < 1, ℑ{w} > 0, such that f (0) = 0 and
f (1) = 1.

Map 7.14. Map the semi-infinite strip u > 0, 0 < v < a, as the limit of the triangle
OCA as θ → π/2 onto the upper half-plane ℑ{z} > 0 (Figure 7.9), such that z = −1, 1
correspond to w = ia, 0, respectively.

v
C

h
θ
u
0

w - plane
y

−1 0 1
x
a b c (+ ∞ )
z- plane
Figure 7.9 Triangle as limit of the upper half-plane.

The transformation (7.1.2) yields

z Z
dt
w = f (z) = C2 + lim C1
θ→π/2 (t + 1)1/2 (t − 1)1−θ/π
Z z (7.2.29)
dt
= C1 √ = B cosh−1 z,
t 2−1
1

where C2 = 0 since w = 0 corresponds to z = 1. From (7.2.29) we have w/C1 = cosh−1 z,

which gives z = cosh(w/C1 ), and since w = ia corresponds to z = −1 = cosh iπ, we get
C1 = a/π. Hence, from (7.2.29)
a
w = cosh−1 z,
π
and the required transformation is given by
πw
z = cosh . (7.2.30)
a
224 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

Map 7.15. To map the trapezoidal region in the z-plane, shown in Figure 7.10, onto
the upper half-plane ℑ{w} > 0, formula (7.2.1) gives
Z w
dt
z=C 1−k (t − 1)k
, 0 < k < 1. (7.2.31)
1 t

v
( 1− k ) π
a
kπ u
0 1

z- plane w-plane
Figure 7.10 Semi-infinite strip onto ℑ{w} > 0 .

To determine the constant C, we integrate along the half-circle w = R eiθ , 0 < θ < π.
Since the residue of the integrand at t = ∞ is −1, we find from (7.2.31), as R → ∞, that
ai = −Ciπ, i.e., C = −a/π (see Figure 7.9). The integral in (7.2.31) can be evaluated
in terms of known functions if k is rational. Let k = p/q, p < q, where p, q ∈ R+ . Set
 1/q
ζ −1 qtq−1
= t. Then, dζ = 2 dt, and (7.2.31) becomes
ζ (1 − tq )
Z t −p+q−1
aq t
z= dt. (7.2.32)
π 0 tq − 1

.
t1

π/q
. t

.
tq − 1
Figure 7.11 Evaluation of C .

Now, the q poles of the integrand in (7.2.35) are the q-th zeros of (tq − 1), i.e., they are
at tn = e2niπ/q , n = 0, 1, . . . , q − 1. Thus,
q−1 −p+q−1
X q−1
t−p+q−1 tn 1 1 X 1 1
= q = p ,
tq − 1 n=0
q t n − 1 t − tn q n=0
t n t − tn

and Z  
t
1 t
dt = ln t − tn + const = ln 1 − ,
0 t − tn tn
 7.2 SPECIFIC TRANSFORMATIONS 225

where the constant is zero because the integrand is zero at t = 0 and the principal value of
the logarithm is taken. Thus, the required transformation becomes

q−1  
a X 1 t
z= ln 1 − . (7.2.33)
π n=0 tqn tn

As a special case, if µ = 1/2, i.e., if p = 1, q = 2, the transformation (7.2.33) reduces to

 1/2
a 1−t t−1
z = ln , t= . (7.2.34)
π 1+t t

In the next chapter we will discuss the problem of approximately computing the values of
the (2n + 2) parameters involved in the Schwarz-Christoffel formula (7.1.2). This discussion
involves a numerical solution of improper integrals known as Schwarz-Christoffel integrals.

Map 7.16. The Schwarz-Christoffel transformation

√ √
1p 1 1−z− 2
w = f (z) = 2(1 − z) + log √ √ −i (7.2.35)
π π 1−z+ 2

maps the upper half-plane ℑ {z} > 0 onto the region consisting of the fourth quadrant plus
the strip 0 < v < 1 in the w-plane, w = u + i v, such that f (1) = 0.

Map 7.17. The mapping of the exterior of a thin straight-line slit in the z-plane onto
the exterior of the unit circle |w| > 1 can be carried out using the Schwarz-Christoffel
transformation. Let the segment AB of length 4a be symmetrical with respect to the y-
axis. The exterior angles at its endpoints A and B are each equal to π. Let w1 = −1 and
w2 = 1. Then, using the transformation (7.1.9) of the required mapping is

Z w
dt
z(w) = C1 (t + 1)(t − 1)
w0 t2
Z 
w
1  1
= C1 1 − 2 dt + C2′ = C1 w + + C2′ .
w0 t w

Since z = ±2a correspond to w = ±1, respectively, we have C1 = a and C2′ = 0. Hence, the
required transformation is

 1 1 p 
z(w) = a w + , or w(z) = z ± z 2 − 4a2 , (7.2.36)
w 2a

where the positive square-root is used so that z = ∞ corresponds to w = ∞. Note that

the negative square-root in (7.2.36) will map the exterior of the slit onto the interior of the
226 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

unit circle |w| < 1.

v
y

A B
A B •_ 1 0 1•
u
_• • x
a 0 a

z- plane w - plane
Figure 7.12 Exterior of a slit onto the exterior of unit circle.

7.3 Regions Exterior to and between Rectangles

We will consider cases of mapping the regions exterior to rectangles and between rectangles.
Map 7.18. Consider the exterior of a rectangle as in Figure 7.13, where the mapping
from the z-plane onto the ζ-plane is defined by

Z ζ
z(ζ) = t1/2 (t2 − 1)−1/2 dt, (7.3.1)
0

where, according to Bieberbach [1914] and von Koppenfels and Stallman [1959], the semi-
infinite lines BA and DE in Figure 7.13 can be taken as axes of symmetry.

_
∞ yA

B C η

D E A B D E
x C
∞ _
∞ _•1 0 •
1
ξ
∞
ζ- plane

z- plane
Figure 7.13 Exterior of a rectangle onto the upper half-plane.

Map 7.19. The symmetry mentioned in the above case can also be used to determine
the transformation that maps the region between two rectangles (one an inner and the other
an outer rectangle) with a common center at z = 0 onto the upper half-plane ℑ{ζ} > 0, as
shown in Figure 7.14. The Schwarz-Christoffel transformation is

Z ζ  1/2
t2 − ξ22
z(ζ) = C1 dt, (7.3.2)
0 (t2 − 1) (t2 − k 2 ) (t2 − ξ12 )

where the values of the constant C1 and the modulus k can be found from the given
 7.3 REGIONS EXTERIOR TO AND BETWEEN RECTANGLES 227

dimensions of the rectangles.

B π /2
A
π /2
C D η
π /2 _π /2
A B C DE D’ C’ B’ A’ E’
E
E’ _
•
_•ξ _1/k •
_1 _ • • • • • • ξ
π /2 ∞ 1 ξ2 0 ξ2 1 1/k ξ1 ∞
C’ D’
_π /2 ζ- plane
π /2
B’ A’
π /2
z- plane
Figure 7.14 Region between two rectangles onto the upper half-plane.

Let the value of the integral (7.3.2) be taken as

Z ζn  1/2
|t2 − ξ22 |
I (ζm , ζn ) = dt. (7.3.3)
ζm (t2 − 1) (t2 − k 2 ) (t2 − ξ12 )

Then, using Figure 7.14, we have: a/2 = C1 I (ξ2 , 1) ; b/2 = C1 I (0, ξ2 ) ; d/2 = segment (B-
C)+ segment (D-E); C1 = I (0, ξ2 ) + I (1, 1/k); and c/2 = segment (B-A) = C1 I (1/k, ξ2 ).
These values can be now used to determine the three unknowns ξ1 , ξ2 and k from the known
ratios of a/d, b/d and c/d. Moreover, we can determine C1 using the relation I(0, 1) =
a/2 + b/2 = K(k), a complete elliptic integral of the first kind. Finally, the transformation
w = log(ζ) will map the upper half-plane ℑ{ζ} > 0 onto a parallel strip of length K(k) and
height K ′ (k).
As an application, this method has been widely used to determine the characteristic
impedance of various thin sheet registers and transmission line cross-sections (see parameter
problem, and a numerical method in §22.3).

Map 7.20. To map two concentric squares symmetric about a diagonal axis as onto a
parallel strip in the w-plane shown in Figure 7.15, we consider two cases:
Map 7.20a. For the mapping shown in Figure 7.15, the Schwarz-Christoffel transfor-
mation is

Z ζ
dt
z(ζ) = C1
0 (t − 0)3/4 (t − 1)1/2 (t − 1/k)1/2
Z ζ
dt
=C , (7.3.4)
0 t3/4 (1 − t)1/2 (1 − kt)1/2

where C = C1 /k. Using Bowman’s method (Bowman [1933]), we carry out one more
intermediate mapping ζ = (w∗ )2 , and then set w∗ = sin w. This will provide a simple
228 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

parallel strip of length of the sides K and K ′ in the w-plane.

A B C D
C b _ 0 • • ξ
D ∞ 1 1/k ∞
a
x ζ- plane
A B
z- plane
v*
_
∞ D v
D
k’ C

A B C D
0
• • u* A B
u
1 1/ kw ∞ 0 k
w*- plane w - plane

Figure 7.15 Two concentric squares, Map 7.20a.

Map 7.20b. For the mapping of the inner square set like a diamond inside a corner
square as shown in Figure 7.16, the Schwarz-Christoffel transformation is
Z ζ
dt
z(ζ) = C1 . (7.3.5)
0 (t − 0)1/2 (t − 1)1/4 (t − i/k)1/2

Using the same Bowman’s method, the transformation to map it onto the parallel strip of
sides K and K ′ in the w-plane is given by

ζ = sn2 (w). (7.3.6)

y
D

A
η
C
B
A B C D
b _ 0 • • ξ
∞ 1 1/k ∞
a ζ- plane
x

z- plane
Figure 7.16 Two concentric squares, Map 7.20b.
 7.4 POLYGONS WITH ROUND CORNERS 229

7.4 Polygons with Round Corners

Map 7.21. In the real world problems, one usually finds round corners in manufactured
items. Sharp corners are idealized or mathematically simplified cases. Some of the causes
of round corners are: (i) wear and tear by constant use of the physical object; and (ii) pro-
duction of round cornered objects on purpose to reduce the high potential gradients which
can result in physical failures especially in electrically operated objects. We will consider
an example of polygons with round corners as presented in Figure 7.17, and use Schwarz-
Christoffel transformation to determine the field between the right angle (unrounded corner
at C) and the y-axis. First, for the right angle corner at C we have the transformation
Z Z √
dt t−1
z(w) = C1 + C2 = C1 dt + C2 , (7.4.1)
(t − 0)1 (t − 1)−1/2 t

which corresponds to the points A, B, C as marked in the z-plane and w-plane in Figure
7.17. Note that z = 0 does not correspond to u = 0, and, thus, C2 need not be zero. Also,
the angle 3π/2 at the point A in the z-plane is avoided by moving this point to infinity in
the w-plane. Thus, the solution for the unrounded or right-angle corner at C is
√ √
i i − t − 1
z(w) = 2C1 t − 1 + log √ + C2 . (7.4.2)
2 i+ t−1

∞ A

3 π /2

_ π /2
C A
z= 0 • x
C" v
r • ∞
Cʼ•

d
A B Cʼ C C" A
B
• • • • u
_∞ _∞ w= 0 p q
π _∞ 1
∞
z- plane w - plane
Figure 7.17 Polygon with rounded corner.

The jump across the gap of width d between z = 0 and z = d (corner C) occurs at B,
which corresponds to w = 0. Using formula (7.1.18) we get

d = −iπC1 (0 − 1)1/2 , or C1 = d/k. (7.4.3)

Since the point z = d (point C) in the z-plane is mapped onto the point w = 1 (C in the
w-plane), we have the boundary condition z(1) = d, using which we find that C2 = 2d,
thus, giving the solution for the right-angle corner at C as
√
2π √ w i i − ew − 1 
z(w) = e − 1 + log √ + 2d. (7.4.4)
d 2 i + ew − 1
230 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

Next we resolve the problem for the round corner at C in two steps: Firstly, we solve
the problem with the sharp (unrounded corner); then we find an equipotential line near
this corner which has the shape nearly equal to the rounding. It then becomes the new
boundary.
Secondly, in a general setting we may replace the right corner by a circular arc. In the
case of Figure 7.17 the point C is replaced by a quarter arc of a circle of radius r such that
this arc is tangent to the polygon at C’ and C” with coordinates z = d−ir and z = d+r−i0,
respectively. In the w-plane, the point C’ corresponds to u = p and the point C ′′ to u = q.
−α
Thus, the factor of the type (w − uj ) j is replaced by (u − p)−αj + λ(u − q)αj . Hence,
the transformation is
Z √ √
t−p+λ t−q
z(w) = C1 dt + C2 , (7.4.5)
t

which after integrating yields

√ √ p   √ √ p 
z(w) = 2C1 u − p− p arctan (u − p)/p +λ u − q− q arctan (u − q)/q +C2 .
(7.4.6)
Although the weight factor λ is not known, the constant C1 can be evaluated using (7.1.18)
d √ √
−1/2
as C1 = p+λ q . Also, using the boundary condition z = d − ir at u = p, we
π
find that C2 = d.
The weight λ can be evaluated in two ways: (i) choose a value for either p or q on the
xi-axis and use optimization method to determine which λ will provide the best fit; (ii) the
other choice is simply take q = 1 − p, which by using the ratio r/d leads to a function for
λ which can be found in a graphical form in Weber [1950:375].
Note that in the case of a polygon that is not regular, we may have to rescale the field
to reestablish the original dimensions of the polygon. Note that such a rounding does not
run sufficiently parallel to the sides of the polygon away from the corner.

y D D

h
v
•C

B A
•
g
E A’ A B C D E A’
x _•1 • • u
0 w= 0 1 a• •
b
z- plane w - plane
Figure 7.18 Region with a curved boundary-line onto ℑ{z} > 0.

√ √
dz w+1+c w−1
Map 7.22. The transformation = √ , where b > a > 1, and
dw (w − a) w − b
r
b+1
c = > 0, maps the region with a curved boundary-line in the z-plane onto the
b−1
 7.4 POLYGONS WITH ROUND CORNERS 231

upper half-plane ℑ{w} > 0. This mapping is shown in Figurer7.18, where the curve is
r a + 1 a − 1
almost a quarter of a circle, g = (1 + c)π, and h = +c π.
b−a b−a

Map 7.23. The above transformation (Map 7.22), when combined with w = b + e−iπ ζ 2 ,
maps the region bounded by x = 0 and the two curved boundary-lines onto the upper
half-plane ℑ{ζ} > 0 (i.e., η > 0), where ζ = ξ + iη, and g and h are defined as above. This
mapping is presented in Figure 7.19.

y
D

h
η
A’

II II I
A

E
2g
x
A D E Dʼ A"
A" •
_ξ w •= 0 •
ξ1 η= 0 ξ
1
I ζ - plane

z- plane
Dʼ Dʼ

Figure 7.19 Region with two curved boundary-lines onto ℑ{ζ} > 0.

y
D D
2h η
A’

A A

2g E
E x Dʼ
A D E A"

A"
A" •
_ξ w •= 0 •
ξ1 η= 0 ξ
1
ζ - plane

Dʼ Dʼ

z- plane
Figure 7.20 Region with four curved boundary-lines onto ℑ{ζ} > 0.
232 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

Map 7.24. The above transformation (Map 7.23), when combined with w = b +
a−b 2
(ζ + 1/ζ) , maps the region bounded by the four curved boundary-lines onto the
4
upper half-plane ℑ{ζ} > 0 (i.e., η > 0), where ζ = ξ + iη, and g and h are defined as above.
This mapping is presented in Figure 7.20.

7.5 Weierstrass Integral Equation

Map 7.25. The Weierstrass elliptic integral equation is another method to map a
rectangle onto the upper half-plane or onto the interior of a circle. This approach is different
from that of the Jacobi elliptic integral only in the location of the zero point and specification
of the scale factor. Such parameters are available in Sansone and Garretson [1969:132], Betz
[1964:352], and Abramowitz and Stegun [1972: Ch 18]. The Weierstrass elliptic integral and
its inverse are Z ∞
dξ
z(ξ) = p , ξ = ℘ (z; g2 , g3 ) . (7.5.1)
ξ 3
4ξ − g2 ξ − g3
y η
1 C
C

1
D B B C D A B D
x u
_1 0 1
_
∞ _•
1 0
•1 ∞ξ 0 B

ζ- plane
A
A
w - plane
z- plane
Figure 7.21 Mapping of the square onto a circle.

The function that maps the special case of the square of side length L in the z-plane
onto the upper half of the ζ-plane is
 
1 1
ζ = ℘ (z; 4, 0) , L = √ Γ2 , (7.5.2)
4 2π 4

where ℘(z; 4, 0) denotes the Weierstrass elliptic function of order 2 with periods 4 and 0.
The inverse mapping is the function z(ξ) given by (7.5.1) with g2 = 4 and g3 = 0 (see Figure
7.21).

We will use Schwarz’s symmetry and provide mappings of a square into the circle in
the w-plane using w2 = ℘−1 (z; 4, 0). The details are shown in Figure 7.22. Note that the
mapping in Figure 7.22(a) is ξ = ℘(z; 4, 0); the mapping in Figure 7.22(b) is w = ℘2 (z; 4.0);
and the mapping in Figure 7.22(c) is w = 1/℘(z; 4, 0).
 7.5 WEIERSTRASS INTEGRAL EQUATION 233

y
C B
0 x v
(a)
C D A B C
_ _•1 • • u
∞ 0 1 ∞

D A
{ L _C v
∞
y
C B
0 x
(b)

A B C
• u
A 0 1 ∞
{
L
y
C
C
v

D B
x (c) D B
u
0
{
{

0 L
L

A
w - plane
z- plane
Figure 7.22 Details of the mapping of the square onto a circle.

An application of these mappings is

Map 7.26. Consider the transformation of the interior of a rectangle onto the half-plane,
as presented in Figure 7.23. The Schwarz-Christoffel transformation is

Z w Z w
dt dt
z= p = p , (7.5.3)
−∞ 4 (t − e1 ) (t − e2 ) (t − e3 ) −∞ 4t3 − g2 t − g3

where

1  π 2 4
1  π 2 4

e1 = e3 (τ ) + e40 (τ ) , e2 = e2 (τ ) + e40 (τ ) ,
3 2ω1 3 2ω1
1  π 2 4
ω3
e3 = − Θ2 (τ ) + Θ43 (τ ) , τ = , iτ < 0; −∞ < e< e2 < e1 < ∞
3 2ω1 ω1
2  π 2 8

g2 = Θ2 (τ ) + Θ83 (τ ) + Θ80 (τ ) , g3 = 4e1 e2 e3 . (7.5.4)
3 2ω1
234 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

w3
w2
D C II
I
w1 e
F 3 E e2 e1 A
0 x A • • •B u
A B D C

II
_ F E _ I
w3 w2
w - plane
z- plane
Figure 7.23 Interior of a rectangle onto the upper half-plane.

The mapping function (7.5.4) can be expressed in terms of the Weierstrass elliptical
integral function as
e1 − e3
w = ℘(z) = e3 + 2 √ , (7.5.5)
sn (z e1 − e3 , k)
e2 − e3
where k 2 = .
e1 − e3
The mapping function (7.5.5) can also be represented in terms of the θ-series as

 Θ (τ ) 2
2
w = ℘(z) = e1 + µϑ2 (ξ|τ )2 = e2 + µϑ3 (ξ|τ )2 = e3 + µ ϑ0 (ξ|τ ) , (7.5.6)
Θ0 (τ )

ω3 ϑ′1 (τ ) z
where τ = ,µ = , and ν = .
ω1 2ω1 Θ2 (τ )ϑ1 (ξ|τ ) 2ω1
The transformation (7.5.4) can be defined alternatively in terms of e1 , e2 , e3 , all real,
with e3 < e2 < e1 , e1 + e2 + e3 = 0, and

e2 − e3 e1 − e2
k2 = , k ′2 = ,
e1 − e3 e1 = e3
K iK
ω1 = √ for ω1 > 0; ω3 = √ for ω3 /i > 0,
e1 − e3 e1 − e3

where Z Z π/2
1
dt dφ
K= √ √ = p
0
2
1−t 1−k t 2 2
0 1 − k 2 sin2 φ
πn X  1 · 3 · 5 · · · (2n − 1) 2 o  π
∞
= 1+ k 2n = F k, ;
2 n=1
2 · 4 · 6 · · · 2n 2
Z 1/k Z π/2 (7.5.7)
′ dt dφ
K = √ √ = p
0
2
−1 + t 1 − k t 2 2
0 1 − k ′2 sin2 φ
Z 1  π
dt
= √ √ = F k′ , .
0 −1 + t2 1 − k 2 t2 2
 7.6 RECTANGLES AND OTHER REGIONS 235

7.6 Rectangles and Other Regions

Map 7.27. The transformation that maps a square onto the lower half-plane, such that
the four right triangles of angles π/2, π/4, π/4 within the square marked I, II, III, and IV,
are mapped onto the four regions of the w-plane separated by the arcs of a semicircle in the
w-plane (Figure 7.24), is given by

w = ℘(z; 4, 0), (7.6.1)

where g2 = 4, g3 = 0, e1 = −e3 = 1, e2 = 0, and

Z
π n
∞ 
1
dt X 1 · 3 · 5 · · · (2n − 1) 2 −n o
ω1 = √ = √ 1+ 2 ,
0 1 − t4 2 2 n=1
2 · 4 · 6 · · · 2n

and ω3 = iω1 .

y
i ω1 (1+ i) ω1
D • •C
III
D C B A
_ 1• w =•0 • u
A
1
IV II
E • 1+2 i ω1 III II

E
•_ i I
I
A•
IV
ω•1
B
z= 0 A
z- plane
w - plane
Figure 7.24 Square onto the lower half-plane.

Note that triangles with angles π/2, π/4, π/4; π/3, π/3, π/3; 2π/3, π/6, π/6; π/2, π/3, π/6
are the only four cases of finite triangles in the z-plane that are mapped onto a half-plane
under a conformal mapping function w = f (z); see Map 7.5.

Map 7.28. To map a rectangle onto a half-plane or onto a quarter of a plane, as shown
in Figure 7.25, is given by
Z w
dt
z=α p , (7.6.2)
(1 − t 2 ) (1 − k 2 t2 )
0

or z  z
w = sn , k = sn , (7.6.3)
α α
where Z Z
1 w
a dt
α= , K= p . (7.6.4)
K 0 0 (1 − t ) (1 − k 2 t2 )
2

In this case both a, b are positive, so that

ib Θ2 (τ ) p
τ= , k= = λ(τ ), 0 < k < 1.
a Θ3 (τ )
236 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

As seen from Figure 7.25, the interior of the rectangle ABDE (marked I, II) is mapped
onto the quadrant u > 0, v > 0 (first quadrant) in the w-plane; the interior of the rectangle
ABB’A’ (marked II, II’) is mapped onto the upper half-plane v > 0 in the w-plane; and
the line-segment
√ y = b/2, −a ≤ x ≤ a in the z-plane is mapped onto the semi-circle
|w| = e, v ≥ 0 in the w-plane.

_a +i b y D
a +i b
B ʼ•
D• •B II ’ II

II ’ II F
•
F i b /2
Eʼ • E
y = b /2 I’ I

I’ I Bʼ E ʼ A’ C A B D
E
• • _• • • • u
w =• 0
D
A’ C
1 1
_ a• z •= 0
•a A
w - plane
z- plane
Figure 7.25 Rectangle onto the upper half-plane.

If k < 1, then the transformation is defined by

w = sn(z, k) = sn(z), or w = sn2 (z, k), (7.6.5)

where
Z 1
dt
a = K, b = K′ = p , k ′2 = 1 − k 2 ,
0 (1 − t ) (1 − k ′2 t2 )
2

and K is the same as defined in (7.6.1). In this case, the interior of the rectangle with
vertices at z = 0, K, K + iK ′ , iK ′ is mapped onto the upper half-plane v > 0.

Map 7.29. To map a square onto a quarter of a plane, the transformation is

 1 
w = sn z, √ , (7.6.6)
2

with K = K ′ = 1. This mapping is described in Figure 7.26 as follows:

(i) The points z = 0 (marked A); K (marked B); (1 + i)K (marked C); iK (marked D);
1+i iK
K (marked E); and (marked F) in the z-plane are mapped onto the points w = 0
2 √ 2 √ √
(A); 1 (B); 2 (C); ∞ (D); 4 2 eiπ/8 (E); and i 4 2 (F), respectively, in the w-plane.
(ii) The line-segment y + 21 K, −K ≤ x ≤ K, in the z-plane is mapped onto the semi-circle
√
|w| = 4 2v ≥ 0 in the w-plane.
(iii) The segment x > 0, y > 0 of the line x + y = 1 (BED) in the z-plane is mapped onto
part u > 0, v > 0 of the hyperbola u2 − v 2 = 1.
(iv) The segment x < 0, y > 0 of the line y − x = 1 (B’E’D) in the z-plane is mapped onto
part u < 0, v > 0 of the same hyperbola.
 7.6 RECTANGLES AND OTHER REGIONS 237

(v) The segment 0 < x < K of the line y = x (AEC) in the z-plane is mapped onto part
u > 0, v > 0 of the lemniscate |w − 1||w + 1| = 1.
(vi) The segment −K < x < 0 of the line y = −x (AE’C’) in the z-plane is mapped onto
part u < 0, v > 0 of the above lemniscate.

y
v
K (_ 1+ i ) D iK K (1+ i )
C ʼ• • •C
IV’ IV
III ’ III
IV’ F IV E 4
II’ Fʼ II III ’ •F
i √2
III
Eʼ E
V’ V V’ V
I’ I II’ I’ I II
_K D D
u
Bʼ
• K Cʼ Bʼ A B C
z= 0 B
A
w - plane
z- plane
Figure 7.26 Square onto a quarter plane.

Map 7.30. The transformation of a rectangle, with four sub-rectangles marked I, II,
III, and IV, in the z-plane onto the right-half of a Cassini’s oval with a slit from 0 ≤ w ≤ 1
is given by

p Z 1
dt
w = cn z = 1 − sn2 z, z= p , k 2 + k ′2 = 1. (7.6.7)
w (1 − t2 ) (1 − k 2 t2 )

This transformation is presented in Figure 7.27.

D v
y
Bʼ
Bʼ D y = K’ B

Eʼ
x = _K

x=K

II’ II II’
Fʼ
I’
F y = K’/2
E A’ C
F u
A •
I’ I 1 II
z = _K C z=K I
• y=0 •A E
A’ 0
z- plane B w - plane

Figure 7.27 Rectangle onto a Cassini’s oval.

The details of this mapping are as follows:

(i) The points z = 0 (C); K (A); −K (A’); iK ′ (D); K + iK ′ (B); −K + iK ′ (B’); iK ′ /2 (F);
K + iK ′ /2 (E); and −K + iK ′ /2 (E’), in the z-plane are mapped onto the points w = 1
(C); 0 (A); 0 (A’) ∞ (D); −ik ′ /k (B); ik ′ /k (B’); (k + 1)1/2 k −1/2 (F); −i(1 − k)1/2 k −1/2
(E); and i(1 − k)1/2 k −1/2 (E’), respectively, in the w-plane.
238 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

(ii) The line-segment y = K ′ /2, −K ≤ x ≤ K in the z-plane is mapped onto the part u ≥ 0
of Cassini’s oval |w + 1||w − 1| = k −1 .

Map 7.31. The transformation of the same rectangle as in Map 7.29 onto the right-half
of a closed Cassini’s oval with a slit from w = 0 to w = 1 (B to C in Figure 7.28) is given
by
p Z 1
2 2
dt
w = dn(z) = 1 − k sn (z), or z = p , (7.6.8)
w (1 − t ) (t2 − k ′2 )
2

where k 2 + k ′2 = 1. The details of this mapping are as follows:

(i) The points z = 0 (C); K (A); K + iK ′ /2 (E); K + iK ′ (B); iK ′ (D); −K + iK ′ (B’);
−K + iK ′ /2 (E’); −K ′
√ (A’); and iK /2 (F) in the z-plane
√ are mapped onto the√points
w = 1 (C); k (A); 1 − k (E); 0 (B); ∞ (D); 0 (B’) 1 − k (E’); k ′ (A’); and 1 + k
′

(F), respectively, in the w-plane.

(ii) The line-segment y = K ′ , −K ≤ x ≤ K, in the z-plane are mapped onto the part u ≥ 0
of Cassini’s oval |w + 1||w − 1| = k.

D
v
y

Bʼ D y = K’ B II’
x = _K

x=K

II’ II
I’
Fʼ Eʼ
A’
E Bʼ C u
F y = K’/2 •
F
B
I’ I E A

z = _K C z=K I
• y=0 •A
A’ 0
z- plane II w - plane
D

Figure 7.28 Rectangle onto a closed Cassini’s oval.

Map 7.32. The transformation of an ellipse with semi-axes a and b, a > b, onto the
interior of the unit circle is defined by

√  2K z 
w= k sn arcsin √ , (7.6.9)
π a2 − b 2

where
 Θ (τ ) 2 2i a+b  a − b 2
2
k= , τ= log , eiπτ = ,
Θ3 (τ ) π a−b a+b
Z π/2  π
dφ
K= p = F k, .
0 1 − k 2 sin2 φ 2

The transformation is presented in Figure 7.29, and the details are as follows:
√ √
0; a2 − b2 ; − a2 − b2 ; a; and ib in the z-plane are mapped onto the
(i) The points√z = √
points w = 0; k; − k; 1; and i, respectively, in the w-plane.
 7.6 RECTANGLES AND OTHER REGIONS 239

x2 y2
(ii) The ellipse + = 1 in the z-plane is mapped onto the unit circle |w| = 1.
a2 b2

y v
B ib B

II I II I
C A C A
_a x • u
z= 0 a 0 1

II’ I’ II’ I’

Bʼ _ ib Bʼ

z- plane w - plane
Figure 7.29 Ellipse onto the unit circle.

Map 7.33. The Schwarz-Christoffel transformation that maps the exterior of a rectangle
of sides a, b, a > b, and the vertices at ±a ± ib onto the upper half of the w-plane such that
the boundary of the rectangle is mapped onto the boundary of the upper half of the unit
circle is given by

dz
1/2 2
1/2 2
−2

= C w 2 − c2 w − c−2 w +1 , (7.6.10)
dw

or
cn E  o 1 − dn(ξ, k) 1 − dn ξ
z= sn ξ + − k ′2 ξ , w= = , (7.6.11)
k K k sn(ξ, k) k sn ξ

where
Z π/2 q
E= 1 − k 2 sin2 φ dφ, k ′2 = 1 − k 2 ,
0

Z π/2 q
ibK
E′ = 1 − k ′2 sin2 φ dφ, C=− ;
0 E − k ′2 K

ξ is an auxiliary variable, and sn(ξ) is the Jacobian zeta function

ξ


ϑ′0 2K τ iK ′
sn(ξ) = ξ

, τ= ,
2Kϑ0 2K τ K

K and K ′ are defined by (7.6.1); k depends on b/a and is the root of E − k ′2 K a =
√

1 − 1 − k2
E ′ − k 2 K; b; and c = , 0 < c < 1. If a = b, then the rectangle reduces to a
√k √
square of side a; then k = 1/ 2, and c = tan π/8 = 2 − 1. This transformation from the
240 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

z-plane is presented in Figure 7.30.

y
v
III IV
_ a+ ib III II
ib a+ ib i
D•
J
E C •F
B
F
x IV I
_ a• •
a
E D C B A H G F
u
_ 1• _•1 _ •c • • •
G H A
_ a _ ib • _ _ a+ ib /c 0 c 1 1 /c
ib
II I w - plane

z- plane
Figure 7.30 Exterior of a rectangle onto the upper half-plane.

This mapping from the ξ-plane is shown in Figure 7.31.

v
J

2 i K’ K+2 i K’ III II
• • J i
E F G •F
III II
D
•
J
•
H
• IV I
IV I E D C B A H G F
F u
_ K•
C B
•
A
•K _ 1•
/c _•1 _ •c 0
•
c
• •
1 1 /c
ξ= 0
ξ - plane w - plane
Figure 7.31 Rectangle of Figure 7.30 in the ξ -plane.

Map 7.34. The Schwarz-Christoffel transformation that maps the region exterior to two
semi-infinite strips (trigonal regions) of width 2a and separated by 2b, a > 0, b > 0, in the
z-plane onto the lower half of the w-plane is given by

dz
1/2 2
1/2 −2
= C w2 − k 2 w −1 w , (7.6.12)
dw
or n 2E
cn(ξ) dn(ξ) o
z = −C ξ k ′2 − − 2 sn(ξ) − − b, (7.6.13)
K sn(ξ)
ia
where w = 1/ sn(ξ) and C = − ; and depending on b/a only, k is a root of
2E − k ′2 K
b K ′ k ′2 − 2K ′ + 2E ′
= . This transformation is presented in Figure 7.32.
a 2(Kk ′2 − 2E)
 7.6 RECTANGLES AND OTHER REGIONS 241

D A

I I

C B
_ a+i b z = a+i b
D C B A F E D
I _•1 _ • •
w= 0
•
k
•
1
k
_ a _ ib
F E
z =a _ i b w - plane

D A

z- plane
Figure 7.32 Region exterior to two semi-strips onto the lower half-plane.

B A
H
•
g+d
E
D
• F

I I
d
A B C D F F G H A
• • _• • • • •
_1 1 w= 0 1 1
g g k k
_ 1 1
k sn α k sn α
C G
w - plane
C G
z- plane
Figure 7.33 Region interior to a semi-infinite strip, but exterior to another one.

Map 7.35. The Schwarz-Christoffel transformation that maps the region interior to a
semi-infinite strip, but exterior to another one in the z-plane onto the upper half of the
w-plane is defined by

dz  1 − w2 1/2
−1
= 2 2
1 − k 2 w2 sn2 (α) , (7.6.14)
dw 1−k w
or
dn(α) Y
w = sn(ξ), z=ξ− (ξ, α), 0 < k < 1, (7.6.15)
k2 sn(α) cn(α)
where


Y α ξ−α
′ ξ ϑ′0 2K τ 1 ϑ0 2K
α = K − K /2, (ξ, α) = α

+ log ξ+α

,
2K ϑ0 2K τ 2 ϑ0 2K
242 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

iK ′ 1 + k  π 1+K
, d=K τ= , g= , h = K′ .
K 2k 2k 2k
This mapping is shown in Figure 7.33.

Map 7.36. A transformation similar to the one in Map 7.34 and defined by

dz  1 − k 2 w2 1/2 cn(α) Y
= , or w = sn(ξ), z = ξ − (ξ, α), (7.6.16)
dw 1 − w2 sn(α) dn(α)
maps the region in the z-plane shown in Figure 7.34 onto the upper half of the w-plane.

B A
• H
I
A C D F
I B F G H A
• • _• • • • •
_1 1 w= 0 1 1
H
B C G
k k
_ 1 1
D •E F
k sn α k sn α
z- plane w - plane
Figure 7.34 Region in the z -plane onto the upper half w-plane.

Map 7.37. The transformation that maps the region inside a (diamond-shaped) square
in the z-plane onto the unit disk is defined by
Z w √
dt 1 sn(z 2, k)
z= 4
, or w = √ √ , (7.6.17)
0 1−t 2 dn(z 2, k)
√
and presented in Figure 7.35, where k = 1/ 2, and
Z 1 Z 1
dt K dt
ω1 = = √ , K= p ≈ 1.8541. (7.6.18)
0 1 − t4 2 0 (1 − t ) (1 − k 2 t2 )
2

i ω1 •B
B

1_ i 1+ i i π /4
2
ω1
• F E • 2
ω1 e 3 i π /4 • F E •e
II I
II I A C w= 0 A
_ Cω• z= 0 • ω1 •
1
III IV
G III IV
_1 _ i • H • _ 1+ i
ω1 ω1 _ 3 i π /4 • G H
• _ π
2 2 e e i /4
_ i ω 1 •D D

z- plane w - plane
Figure 7.35 Region inside a square onto the unit disk in the w-plane.
 7.6 RECTANGLES AND OTHER REGIONS 243

Another form of the transformation (7.6.17) is

1
w2 = , (7.6.19)
℘(z; 4, 0)

which means that g2 = 4, g3 = 0, e1 = −e3 = 1, e2 = 0; and ω3 = iω1 , where ω1 is defined

in (7.6.18).

Map 7.38. The transformation that maps a triangle with angles π/2, π/4, π/4 onto the
half-plane is defined by √ √ √
w = 2 sn(z 2) dn(z 2). (7.6.20)
The details of this transformation are: (i) The points z = −ω1 ; ω1 ; iω1 in the z-plane are
mapped onto the points w = −1; 1; ∞, respectively; and (ii) the triangle (CAB in Figure
7.35) is mapped onto the half-plane v > 0, where ω1 and k are defined in Map 7.36. Compare
this transformation with (7.2.2).

Map 7.39. The transformation that maps a regular polygon with n vertices (n ≥ 3) in
the z-plane onto the unit circle in the w-plane is defined by
Z w ∞
X
dt 2 · (2 + n) · (2 + 2n) · · · (2 + (j − 1)n)
z= =w+ . (7.6.21)
0 (1 − tn )
2/n
j=1
j! nj (jn + 1)

ω
The details of this transformations are: (i) The points z = ω e2miπ/n ; e(2m+1)iπ/n ,
cos(π/n)
m = 0, 1, . . . , n − 1, in the z-plane, where
Z 1
−2/n
ω= (1 − tn ) dt, (7.6.22)
0

are mapped onto the points w = e2miπ/n ; e(2m+1)iπ/n , respectively, in the w-plane; (ii) the
line-segment arg{z} = 2mπ/n, 0 < |z| < ω, in the z-plane is mapped onto the segment
arg{w} = 2mπ/n, 0 < |w| < 1; and (iii) the line-segment arg{z} = (2m + 1)π/n, 0 < |z| <
ω/ (cos π/n) in the z-plane is mapped onto the segment arg{w} = (2m+ 1)π/n, 0 < |w| < 1.
Compare it with (7.1.3).

Map 7.40. The transformation that maps an quilateral triangle in the z-plane onto the
half-plane is defined by Z z
dt
w= 2/3
= f (z),
0 (t − t2 )
 w+w 
2
or z − z 2 = ℘3 i ; 0, 1 , (7.6.23)
3
1 A sn(ζ, k) dn(ζ, k)
or z = + 2 ,
2 (1 + cn(ζ, k))
where
√
3 2w − w2 √4
k= √ ; ζ= √ √ ; A = 27;
2 2 4 3
27 2
Z 1
dt
w1 = 0; w2 = 2/3
≈ 5.298, w3 = eiπ/3 w2 . (7.6.24)
0 (t − t2 )
244 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

C
w3
C

x = 1/2
I II
F F
I II
C A B A E B
• •
C
x • w 2 / 2• • u
D
z= 0 E 1
D w= 0 w2
I’ G
II ’
G
I’ II ’

D
D
z- plane
w - plane
Figure 7.36 Equilateral triangles onto half-planes.

This transformation is presented in Figure 7.36, where the two equilateral triangles are
each in the upper and lower half-planes joined at their common base at the u-axis. Compare
this transformation with (7.2.4).
When z is real and 0 ≤ z ≤ 1,
√ Z
w2 4
27 γ dφ
f (z) = ∓ √ p , (7.6.25)
2 3
4 0 1 − k 2 sin2 φ
1 1
where the minus or plus sign is taken according as 0 ≤ z ≤ 2 or 2 ≤ z ≤ 1; and
√ √
5π 6+ 2 
1/3
k = sin = ; tan γ = 3−1/4 1 − 4z − 4z 2 , 0 ≤ γ ≤ 1.842.
12 4

Map 7.41. Another case of Schwarz-Christoffel transformation of two triangles, one

each in the upper and lower half-planes and joined at their common base on the u-axis
onto the upper and lower half-planes with a slit −∞ < x ≤ 1 is shown in Figure 7.37. The
transformation in this case is given by
Z ∞
2 dt 1 + cn(w2 )
w= √ , or z = c , (7.6.26)
t2 )2/3 sn(w) dn(w)
4
27 z (t3 −
√ √
4
1+ 3 3
where k = √ , and c = .
2 2 6
 7.6 RECTANGLES AND OTHER REGIONS 245

I
I
B C C
A A A
• • x • u
w= 0
z = 0ʼ 1
B

I’
I’

Bʼ
z- plane
w - plane
Figure 7.37 Equilateral triangles onto half-planes.

C
x = 1/2

I II
• w2
C

I II
A B A π /6 B
• u
C C E
• • x • w1 / 2 •
D
z= 0 E 1
D
w= 0 w1
I’ II ’
D•
w2
I’ II ’
w - plane
D

z- plane
Figure 7.38 Triangle with angles 2π/3, π/6, π/6.

Map 7.42. The Schwarz-Christoffel transformation of a triangle with angles 2π π π

3 , 6, 6
onto the z-plane with slits −∞ < x ≤ 0 and 1 ≤ x < ∞, quarter-by-quarter in both planes
as presented in Figure 7.38, is given by
Z z
dt 1 −3  w 
w= 5/6
, or z − z 2 = ℘ √ ; 0, 1 , (7.6.27)
0 (t − t2 ) 16 3 32

Z 1
dt w1 eiπ/6
w1 = 5/6
, w2 = √ . (7.6.28)
0 (t − t2 ) 3

This transformation maps the quarter of the z-plane onto the interior of a triangle with
246 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

angles π/2, π/3, π/6; and the half-plane y > 0 onto the interior of the triangle ABC with
angles π/6, π/6, 2π/3.

Map 7.43. The Schwarz-Christoffel transformation of a triangle with angles π2 , π3 , π6

onto the z-plane with slits −∞ < x ≤ 0 and 1 ≤ x < ∞, as shown in Figure 7.39, is defined
by

Z z
1 dt 1−z √ sn2 (w)
w= √ , or =1− 3 2 , (7.6.29)
4
108 0 t1/2 (1 − t)2/3 (1 + t)5/6 1+z cn (w)

√
1+ 3
where k = √ .
2 2

iw 1 √ 3 • A

D
I
I
A B C D B C
C
x • • u
Dʼ _•1 •
z= 0 1
•
Dʼ w= 0 w1
I’
G
I’ Dʼ
z- plane

A’

w - plane
Figure 7.39 Triangle with angles π/2, π/3, π/6.

Map 7.44. The Schwarz-Christoffel transformation of the interior of a rectangle onto

the exterior of another rectangle is defined by

dw 1 −1/2 1/2 −1/2

w = ζ(z) + e2 z, or = − (s − e1 ) (s − e2 ) (s − e3 ) , s = ℘(z), (7.6.30)
ds 2

where
ω3
ω1 > 0, > 0; e1 > e2 > e3 ;
iZ
z

1 (7.6.31)
ζ(z) = − ℘(t) − t−2 dt, ζ ′ (z) = −℘(z);
z 0
τ = ω3 /ω1 ; ζ(ω1 ) = η, ζ(ω3 ) = η ′ ; ηω3 ) − η ′ ω1 = iπ/2.

This transformation maps the points z = ω1 (A); −ω1 (E); ω3 (C); −ω3 (G); ω1 + ω3 (B);
ω3 − ω1 (D); −ω1 − ω3 (F); ω1 − ω3 (H); and 0 (K) in the z-plane onto w = η + e2 ω1 (A);
−η −e2 ω1 (E); η ′ +e2 ω3 (C); −η ′ −e2 ω3 (G); eta+η ′ +e2 (ω1 + ω3 ) (B); η ′ −η +e2 (ω3 = ω1 )
 7.6 RECTANGLES AND OTHER REGIONS 247

(D); −η − η ′ − e2 (ω1 + ω3 ) (F); η − η ′ + e2 (ω1 − ω3 ) (H); and ∞ (C), respectively, in the

w-plane.

v
K

y III IV
iv = _ η ’_ e2 ω1
_ ω +ω F
• H
G
1 3 ω1+ ω3

i v = _ η _ e 2 ω1

i v = _ η + e 2 ω1
•D C•ω B
•
3
II I u
E K A •E A
•
_ω• x
1 z •= 0 •ω
1
III IV D C B
F G
• _ω
H
• •
_ ω _•ω ω _ω iv =_ η + e ʼ 2 ω1
1 3 3 1 3
II I
z- plane
K

w - plane
Figure 7.40 Interior of a rectangle onto exterior of another rectangle.

Note that if ω3 = iω1 , then e2 = e1 + e3 = 0, w = ζ(z), and the rectangle becomes a

square.

Map 7.45. The Schwarz-Christoffel transformation of the interior of a rectangle onto

the region exterior to two semi-infinite strips, one opening in the right-half and the other
in the left-half of the w-plane, is defined by
dw 1 1/2 −1/2 −1/2
w = ζ(z) + e1 z, or = − (s − e1 ) (s − e2 ) (s − e3 ) , s = ℘(z), (7.6.32)
ds 2
where ω1 , ω3 ; e1 , e2 , e3 ; η, η ′ are the same as in (7.6.31).

v
G
y iv = 2 (η ʼ+ e1ω3) iv = 2 (η ʼ+ e1ω3)
G
_ ω +2 ω G K
1 3 2 ω3 i y = 2 ω3 F
III IV
G
•F •G H
•
u = η + e1 ω1

III IV
u = _η _ e1 ω1

B iv =η ʼ+ e1ω3
D C i y = ω3 B
• • •
II I C E A C
E C A
_ ω• • • ω1 v=0
z= 0 y=0
1 II I
z- plane
C
w - plane
Figure 7.41 Interior of a rectangle onto region of two semi-infinite strips.

This transformation, presented in Figure 7.41, maps the points z = ω1 (A); ω1 + ω3 (B);
248 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

ω1 +2ω3 (K); ω3 (C); 2ω3 (G); 0 (C); −ω1 (E); −ω1 +ω3 (D); and −ω1 +ω3 (F) in the z-plane
onto the points w = η+e1 ω1 (A); η+η ′ +e1 (ω1 + ω3 ) (B); η+2η ′ +e1 (ω1 + 2ω3 ) (K); η ′ +e1 ω3
(C); ∞ (G); ∞ (C); −η − e1 ω1 (E); −η + η ′ + e1 (ω3 − ω1 ) (D); and −η + 2η ′ + e1 (2ω3 − ω1 )
(F), respectively, in the w-plane.

Map 7.46. The Schwarz-Christoffel transformation of the interior of a rectangle onto

the region exterior to two semi-infinite strips, one opening in the upper-half and the other
in the lower-half of the w-plane, is defined by

w = ζ(z) + e3 z, (7.6.33)

where ω1 , ω3 ; e1 , e2 , e3 ; η, η ′ are the same as in (7.6.31).

G C

u = 2 (η + e3 ω1)
ω ω1+ ω3 2 ω1+ ω3
• C3 •B • III II
H iv = _η ʼ_e3ω3
I IV F E
D
C A y=0 G
A
•z= 0 •ω •2 ω G C
1 1
II III H B
D E F C
u = 2 (η + e3 ω1)

• •_ • iv =η ʼ+ e3ω3
_ω
3 ω1 ω 2ω _ω1 3 IV I
3
z- plane

G C

w - plane
Figure 7.42 Interior of a rectangle onto region of two semi-infinite strips.
This transformation, presented in Figure 7.42, maps the points z = ω1 − ω3 (E); ω1 (A);
ω1 + ω3 (B); ω3 (C); 0 (C); −ω3 (D); 2ω1 − ω3 (F); 2ω1 (G); and 2ω1 + ω3 (K) in the z-plane
onto the points w = η − η ′ + e3 (ω1 − ω3 ) (E); η + e3 ω1 (A); η ′ + e3 ω3 (C);∞ (C); −η ′ − e3 ω3
(D); 2η − η ′ + e3 (2ω1 − ω3 ) (F); ∞ (G); and 2η + η ′ + e3 (2ω1 + ω3 ) (K), respectively, in
the w-plane.

Map 7.47. The Schwarz-Christoffel transformation of the interior of a rectangle onto a

cut plane, presented in Figure 7.43, is defined by

z

ϑ′ τ
η 1 1 2ω1
w = ζ(z) − z=
, (7.6.34)
ω1 2ω1 ϑ1 z τ
2ω1

where ω1 , ω3 ; e1 , e2 , e3 ; η, η ′ are the same as in (7.6.31). The transformation is a composite

of
dw s + η/ω1
= −p , and s = ℘(z). (7.6.35)
ds 4(s − e1 )(s − e2 )(s − e3 )
 7.6 RECTANGLES AND OTHER REGIONS 249

v
A
π
y v = 2ω
_ ω +ω K ω1+ ω3 F 1
1 3 L _ M N
•C ξ •B _ξ
J
• E G

I IV
A H
_ ω •D •0 • ω1 D H A
1 z= A
v=0
II III
_ _ξ
E F G
• ξ •J •
_ ω _ω M N ω1 _ ω C J
1 3 3 L K
v=_ π
B
z- plane
A 2 ω1
w - plane
Figure 7.43 Interior of a rectangle onto a cut plane.

This transformation maps (i) the points z = ω3 − ω1 (C); ω1 + ω3 (J); ω3 (B) onto
iπ
w=− (C, J, B); the points z = −ω3 − ω1 (E); ω1 − ω3 (G); −ω3 (F) onto the points
2ω1
iπ
w= (E, G, F); the points z = −ω1 (D); ω1 (K); 0 (A) onto the points w = 0 (D); 0 (K);
2ω1
∞ (A); and the points x = ξ (L); ξ¯ (M); −ξ¯ (K); and −ξ (N) onto the points wP = ζ(ξ); w̄P
(M); −w̄P (K); and −wP (N) in the w-plane; and (ii) the line-segments y = 0, ω1 < x < 0
or 0 < x < ω1 , are mapped onto the half-lines v = 0, −∞ < u < 0 or 0 < u < ∞ in the
w-plane.

G
A A A A A
VI’ L II
V’ I I’ V
i _ 1•B J H
• i+1 V I’ III IV
’
K L H A E F G
III’
G
VI III VI’ C
B 0
• •1 2 •
/ 1 D
C

II’ IV IV’ II V’ I III’ IV

D F

VI
K II’
C E G C
_1 0 1 w - plane
τ - plane
Figure 7.44 Curvilinear triangles onto two intersecting unit circles.

Map 7.48. We will consider curvilinear triangles with angles (i) 0, 0, 0; (ii) π/3, π/3, 0;
(iii) π/2, π/3, 0; (iv) π/2, 0, 0; and (v) 2π/3, 0, 0 in the τ -plane, and their mapping onto two
intersecting unit circles |w| = 1 and w − 1| = 1. The transformation for this mapping is
defined by
Θ4 (τ )
w = λ(τ ) = 42 = k2 , (7.6.36)
Θ3 (τ )

where λ(τ ) is the modular function (see Appendix F for definition), and ℑ{τ } > 0 (τ =
x + iy). Let α, β, γ, δ be integers, where a and δ are odd, and β and γ are even, such that
250 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

αδ − γβ = 1. The critical points of the mapping are τ = ∞ and any point on y = 0. A

typical mapping is presented in Figure 7.44.
The details of the mapping are as follows:
γ + δτ τ 1 1 τ +1
(i) The points ; ; ; τ + 1; ; in the z-plane are mapped onto the points
α + βτ τ + 1 τ τ1 τ
1 λ(τ ) 1 λ(τ ) − 1
w = λ(τ ); ; 1 − λ(τ ); ; ; , respectively.
λ(τ ) λ(τ ) − 1 1 − λ(τ ) λ(τ )
√ √
(ii) The points τ = 1 (J); i − 1 (B); − 12 + 2i 3 (K); 12 + 2i 3 (L); ± 21 + 2i (F, D) in the
√ √
z-plane are mapped onto the points w = 12 (J); −1 (B); 12 − 2i 3 (K); 12 + 2i 3 (L); 2
(F, D), respectively, in the w-plane.
(iii) The area of the curvilinear quadrilateral, bounded by half-lines x = ±1, y ≥ 0 and
by semi-circles τ ± 21 = 12 , y ≥ 0, is mapped onto the whole w-plane with two slits
−∞ < x ≤ 0 and 1 ≤ x < ∞.
(iv) The area of the curvilinear triangles ACJGA, with angles 0, 0, 0 in the z-plane is mapped
onto the cut half-plane u < 0 (i.e., VI+V’+I+I’+V+VI’).
(v) The area of the curvilinear triangles AKJLA, with angles π/3, π/3, 0 in the z-plane is
mapped onto the region (I+I’).
(vi) The area of the curvilinear triangles AJLA, with angles π/2, π/3, 0 in the z-plane is
mapped onto the region I’.
(vii) The area of the curvilinear triangles AJLGA, with angles π/2, 0, 0 in the z-plane is
mapped onto the quadrant u < 0, v > 0 (i.e., I’+V+VI’).
(vii) The area of the curvilinear triangles AJELA, with angles 0, 2π/3, 0 in the z-plane is
mapped onto the region (I’+III).
γ + δτ
Note that the transformation τ ′ = maps the area of the quadrilateral, mentioned
α + βτ
in (iii) above, onto another curvilinear quadrilateral with angles 0, 0, 0, 0. Next, the trans-
formation w = λ(τ ′ ) maps both of these quadrilaterals onto the whole w-plane, with two
slits as in Figure 7.44, where all quadrilaterals together cover the half-plane y > 0.

Map 7.49. The transformation that maps two intersecting unit circles in the ζ-plane,
shown in Figure 7.45, onto the whole w-plane with three slits in line is defined by

1 Θ80 (τ ) + Θ82 (τ ) + Θ83 (τ )

w = J(τ ) =
54 [πΘ0 (τ )Θ2 (τ )Θ3 (τ )]8

3
4 1 − λ(τ ) + λ2 (τ )
= (7.6.37)
27 (λ2 (τ ) − λ(τ ))2
27g23
= , y > 0, τ = x + iy; πΘ0 (τ )Θ2 (τ )Θ3 (τ ) = θ1′ .
27g23 − g32

The critical points of this transformation are: τ = ∞, and any point on the axis y = 0.

3
4 1 − ζ + ζ2
The transformation (7.6.37) is a composition of ζ = λ(τ ) and w = .
27 (ζ 2 − ζ)2
 7.6 RECTANGLES AND OTHER REGIONS 251

I’ K
I

I’ I
I’ I
A ℑ { ζ} = 0
J A J K J
J
A
_ 1• • • • • A A • • A
ζ =0 1 2 w= 0 1 v=0
I I’
I’ I I’
I K I’ w - plane
ζ - plane
Figure 7.45 Two intersecting unit circles onto the whole plane with three slits in line.

Map 7.50. The transformation that maps the regions over the upper half of the unit
circle |τ | = 1 in the τ -plane onto the whole w = J(τ )-plane with one slit −∞ < u ≤ 0√is
presented in Figure 7.46; it has the following properties: (i) The points τ = i (J); 21 + 2i 3
√
(L); − 21 + 2i 3 (K) are mapped onto the points w = 1 (J); 0 (K); 0 (L), respectively, in the
γ + δτ
w-plane; and (ii) the point τ ′ = is mapped onto the point w = J(τ ) = J(τ ′ ).
α + βτ

A A A
x = _1 / 2

x =1 / 2
x=0

I
I I’
K J
A
K J L
A • v=0
A
L w= 1
I’
_•1 • • w - plane
τ =0 1
τ- plane
Figure 7.46 Upper half of the unit circle onto the whole plane with one slit.

Map 7.51. The transformation that maps the equilateral equiangular circular triangle,
with angle α, 0 ≤ α < π, in the z-plane onto a circle in the w-plane, as shown in Figure
7.47, is defined by
2

5

5


Γ 3
Γ 6 +β F 6 − β, 12 − β, 34 ; z 3
w=z 4 1

1

, (7.6.38)
Γ 3 Γ 6 +β F 6 − β, 12 − β, 32 ; z 3

where β = α/(2π), and

ab a(a + 1)b(b + 1) 2 a(a + 1)(a + 2)b(b + 1)(b + 2) 3

F (a, b, c; z) = 1+ z+ z + z +· · · , |z| < 1,
1!c 2!c(c + 1) 3!c(c + 1)(c + 2)
(7.6.39)
is the Gaussian hypergeometric series.
252 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

B D ρ = e 2 i π / 3 B•
• •
z= ρ
II D
III I II •
III I
w= 1
E• A
•z = 1 E•
VI •A
IV
IV VI V •F
z = ρ2 V

C
• •F w = ρ2 C•

z- plane w - plane
Figure 7.47 Equilateral equiangular circular triangle onto a circle.
√ α π
3 −1
Notice that in Figure 7.47, the radius ADB is equal to cos + .
2 2 3
For α = π/3, see Map 7.39.
Map 7.52. α = 0: The transformation that maps the interior of the circular triangle
ABC, with angles 0, 0, 0, in the z-plane onto the half-plane y > 0 is
 ρ2 − wρ 
z=λ , (7.6.40)
w−1

ρ2 − wρ
where λ(τ ), τ = and ρ = e2iπ/3 , is the modular function defined in Appendix
w−1
F. This transformation maps (i) the points z = 0; 1; ∞ in the z-plane onto the points
τ = ∞; 0; 1 in the τ -plane, and the points w = 1 (A); ρ (B); ρ2 (C), respectively, in the
w-plane; (ii) the points z = 2; 12 in the z-plane onto the points τ = 1+i
2 ; i in the τ -plane,
√ √
and onto the points w = 3 − 2 (E); (2 − 3) eiπ/3 (D), respectively, in the w-plane; and
(iii) the points z = −1; eiπ/3 in the z-plane onto the points τ = i + 1; −ρ2 = eiπ/3 in the
√
τ -plane, and onto the points w = (2 − 3) e−iπ/3 (F); 0 (C), respectively, in the w-plane.

 ζ π/α + 1 2
z1 − ζ0 z − z0
Map 7.53. The transformation w = , where ζ = , with given
ζ π/α − 1 z1 − z0 z − ζ0
z0 , z1 , ζ0 and the angle α; z0 , ζ0 finite, and 0 < α < 2π, maps the curvilinear triangle with
two right angles, and the third angle α 6= π, shown in Figure 7.48, in the z-plane, onto the
upper half-plane ℑ{w} > 0. For other cases, see Map 4.50 and 4.53.

π /2 v
π /2 •
z1
α
• u
•z ζ 0• 0 1
0
z- plane w - plane
Figure 7.48 Curvilinear triangle with two right angles onto the upper half-plane.
 7.6 RECTANGLES AND OTHER REGIONS 253

Map 7.54. The transformation that maps the interior of a triangle in the z-plane onto
the upper half-plane ℑ{w} > 0 is defined by
Z z
β/π−1
w= tα/π−1 (1 − t) dt, (7.7.1)
0

and is presented in Figure 7.49.

y v
C
•

A α β
• • x Cʼ A’ Bʼ Cʼ
0 • • • u
0•
B
1
z- plane
w - plane
Figure 7.49 Interior of a triangle onto the upper half-plane.

Map 7.55. The transformation that maps the interior of a rectangle in the z-plane onto
the upper half-plane ℑ{w} > 0 is defined by
Z z
dt
w= p , (7.7.2)
(1 − t 2 ) (1 − k 2 t2 )
0

and is presented in Figure 7.50.

y v
A G
B F

x A’ Bʼ Cʼ Eʼ Fʼ Gʼ
Dʼ
C D
•_ • _• • • • u
0•
E
1/k 1 1 1/k
z- plane w - plane
Figure 7.50 Interior of a rectangle onto the upper half-plane.

Map 7.56. The Schwarz-Christoffel transformation that maps the upper half of the
z-plane with the path AOCB, where C is at w = ia, onto the upper half-plane ℑ{w} > 0,
as shown in Figure 7.51, is defined by
r r
dw −1/2 −3π/2 1−z 1−z
= C1 (z − 0) (z − 1) C1 =K ,
dz z z
which gives
Z r
1−z
w=K dz.
z
254 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS
 √ p 
To integrate, take z = sin2 θ, which leads to w = K arcsin z + z(1 − z) + C2 . The
constants are evaluated using the boundary conditions: w(0) = 0 and w(1) = ib, which
yields
2ib √ p

w= arcsin z + z(1 − z) . (7.7.3)
π

y v

B
C
• •
A
• • x A’ Cʼ Bʼ
0 • • • • u
0’ 1
z- plane
w - plane
Figure 7.51 Upper half-plane onto upper half-plane.

y v
(a)

ia • C

A B α α D E
• • x
_ b• 0 b
• A’ Bʼ Cʼ Dʼ Eʼ
u
• _•1 0
• • •
1
z- plane
w - plane
y

(b)
ia • C

A E
B D
• • x
0•
z- plane
Figure 7.52 Upper half-plane with a triangle removed onto upper half-plane.

Map 7.57. The Schwarz-Christoffel transformation that maps the upper half of the
z-plane with an isosceles triangle of angle α removed onto the upper half-plane ℑ{w} > 0,
as presented in Figure 7.52, is defined by

Z z
t2α/π
w=K α/π
dt + C2 ,
0 (1 − t2 )

where using the boundary condition w(0) = ia we obtain C2 = ia, and using the boundary
 7.6 RECTANGLES AND OTHER REGIONS 255

condition w(1) = b the value of K can be expressed in terms of the gamma function as
√
(b − ia) π
K = α   α.
Γ + 12 γ 1 −
π π
The case b = 0 is shown in Figure 7.52(b). In this case α → π/2, and the transformation
from part (a) reduces to
Z z p p
t
w = ia − ia √ , dt = ia 1 − z 2 = a z 2 − 1.
1−t 2
0

Map 7.58. The function

   2
p 2K a−b
w = f (z) = k(q) sn arcsin z, q , q= , (7.7.4)
π a+b

x2 y2
maps the interior of the ellipse 2
+ 2 = 1 onto the unit disk |w| < 1, such that the foci
a bp
of the ellipse go into the points w = ± k(q), and

∞
! ∞
!
2 X X
′ n(n+1) n
f (0) = q · 1+2 q
a + b n=0 n=1

 1.0165984 for a/b = 1.2,

= 1.2376223 for a/b = 2,


2.372368 for a/b = 5.

Map 7.59. Let the field of an infinite two-dimensional capacitor be as shown in the
Figure 7.53, with the values of the potential on the curves Γ1 and Γ2 as 0 and 1. Then the
function w = f (z) that maps the upper half-plane onto the triangle A1 A2 A3 is given by
Z z
w = C0 ζ −1 (1 + ζ)α dζ + C1 ,
−1

where C1 = ih and C0 = h/π. (Sveshnikov and Tikhonov [1978:217-218].)

y Γ2

v =1 A 3 απ

h A1 A2

v =0 z=0 x
0 Γ1

Figure 7.53 Two-dimensional capacitor.

256 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS
Z z
dt
Map 7.60. The function w = p maps the upper half-plane ℑ{z} > 0 onto
0 t(1 − t2 )
Γ2 (1/4)
the interior of the square of side √ . [(Phillips 1966:65].)
2 2π

Map 7.61. The Schwarz-Christoffel transformation that maps the region (shaded) in
Figure 7.54 onto the upper half-plane ℑ {w} > 0 such that z = 0 goes into w = 0 is given
by Z w µ
a ζ −1
z= dζ.
µπ 1 ζ

y
v
− µπ
0

µπ
x . . u
0 1
z− plane w − plane
Figure 7.54 The shaded region.

 1/q
+ ζ −1
Let µ = p/q, p < q (p, q ∈ R ), and set t = , as in Map 7.15. Show that the
ζ
mapping function becomes
 
a h 1 tp t i
q−1
X
p
z= − + t log 1 − ,
π µ tq − 1 n=0 n tn

q−1
tp−1 1 X tpn
where tn = e2iπn/q , n = 0, 1, . . . , q −1, are the q zeros of tq −1. [Use
= .]
tq − 1 q n=0 t − tn
In particular,
 for µ = 1/2,
 p = 1, q = 2, show that the mapping function is given by
a 2t 1−t
z= + log (von Koppenfels [1939: 210-211]).
π 1 − t2 1+t

y v

_ π /2
z2 •
i
π /2 w w2
• x • 1 • u
z1 0 1
z- plane w - plane
Figure 7.55 For Map 7.62.
 7.6 RECTANGLES AND OTHER REGIONS 257

Map 7.62. This is a special case of Map 7.61 when µ = 12 . The region shown in
Figure 7.55 is mapped onto the upper half-plane ℑ{w} > 0, such that the three vertices
z1 , z2 , z3 are mapped onto the points w1 = 0, w2 = 1, and w3 = ∞, respectively. Then the
Schwarz-Christoffel transformation is given by
Z z
w = A′ t−1/2 (t − 1)1/2 dt + B. (7.7.5)
z0

If we write A′ (z − 1)1/2 = A(1 − z)1/2 , then the mapping (7.7.5) becomes

Z zr
1−z
w=A dz + B. (7.7.6)
z0 z

1−z 1 − sin2 θ
If we set z = sin2 θ, then = , so that the mapping (7.7.6) becomes
z sin2 θ
Z z
w=A (1 + cos 2θ) dθ + B = θ + sin θ cos θ.
z0
√
Again, since sin θ = z, the map (7.7.6) becomes
Z zr  p 
1−z √
w=A dz + B = A arcsin z + z(1 − z) + B,
z0 z

which after applying the conditions that z1 = 0 corresponds to w1 = 0 and z2 = i corre-

sponds to w2 = 1, gives B = 0, and A = 2i/π. Hence, the Schwarz-Christoffel transforma-
tion for this problem is
2i  √ p 
w= arcsin z + z(1 − z) . (7.7.7)
π

Map 7.63. The Schwarz-Christoffel transformation that maps the rectangular region in
the z-plane onto the upper half-plane ℑ{w} > 0 (see Figure 7.56) is given by
Z z
dt
w(z) = A p + B, (7.7.8)
z0 (t − z 1 )(t − z2 )(t − z3 )
where the points z1 , z2 , z3 are mapped onto the points w1 , w2 , w3 respectively, and the point
z4 is mapped onto the point at infinity.

y z3
π /2 •
z4 v
•
π /2
π /2
•z
2

z 1• π /2
x • • • u
0 w1 0 w2 w3
z- plane w - plane
Figure 7.56 For Map 7.63.
258 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

Map 7.64. Consider the region in the z-plane as shown in Figure 7.57. There are three
vertices at infinity and two are finite at the points z2 and z4 , with exterior angles as marked
in the figure. Notice that the sum of the exterior angles is π − 3π/4 + π − π/4 + π = 2π.
The Schwarz-Christoffel transformation that maps the region in the z-plane onto the upper
half-plane ℑ{w} > 0 is given by

Z z
(t − z2 )3/4 (t − z4 )1/4
w=A dt + B. (7.7.9)
z0 (t − z1 )(t − z3 )

y v
π
z3•
z4
_ π /4 •
/4
3π

π • z5 •
_

z2 z1• π
• x • • • u
z6 0 w1 0 w2 w3
z- plane w - plane
Figure 7.57 For Map 7.64.

Map 7.65. The function πw = cosh−1 z − arcsin (1/z) + π/2 maps the region in the
positive quadrant of the w-plane bounded by the lines u = 0, v = 0, u = 1 (v > 1), and
v = 1 (u > 1), onto the upper half-plane ℑ{z} > 0. (Phillips [1966:66].)

Map 7.66. We will determine the Schwarz-Christoffel transformation that maps the
shaded region with a slit from z − 0 to z = i in the z-plane onto the upper half-plane
ℑ{w} > 0 (Figure 58).

y v

_π
i • z
2

π /2 π /2 w1 w3
• • x • • u
z1 z3 0
z- plane w - plane
Figure 7.58 For Map 7.66.

The region in the z-plane has four vertices, namely, z = 0, z2 = i, z3 = 0, and z4 = ∞,

which are mapped onto the points w1 = −1, w3 = 1, and w4 = ∞, but the point w2 cannot
be specified arbitrarily since it is the fourth point. All we know is that −1 < w2 < 1.
The exterior angles at z1 , z2 , z3 , z4 are, respectively, π/2, −π, π/2, 2π, and the sum of these
 7.7 INVERSE SCHWARZ-CHRISTOFFEL MAPPING 259

angles is 2π. Then the mapping function is

Z z Z z
′ t − x2 t − x2
w=A √ dt + B = A √ dt + B
2
t −1 1 − −t2
z z0
Z z0 Z z
t x
=A √ dt − √ 2 dt + B
1−t 2 1 − t2
z0 z0
p
= −A 1 − z 2 − x2 A arcsin z + B, (7.7.10)

πx2 A
which, after using the conditions that w = −1 when z = 0, yields B = , and then
2
using (7.7.10), we get B = 0, which gives x2 A = 0. Since A 6= 0 (otherwise the mapping
becomes constant), we use the condition that w = i when z = x2 = 0 in (7.7.10) and find
that that A = −i, so that the mapping is
p
w=i 1 − z2.

Map 7.67. The Schwarz-Christoffel transformation that maps the region (shaded) in
the z-plane onto the upper half-plane ℑ{w} > 0 is given by

1−b 1+b
w= log(z − 1) + log(z + 1),
2 2
where b satisfies the equation

iπ(1 − b) 1 − b 1+b
+ log(1 − b) + log(1 + b) = a i.
2 2 2
Note that Map 7.11 is a particular case of this mapping.

y v
bi
•

• ai

x u
0 0
z- plane w - plane
Figure 7.59 For Map 7.67.

7.7 Inverse Schwarz-Christoffel Mapping

The inverse of the Schwarz-Christoffel mapping is defined by Eq (7.1.7). However, if this
inverse is defined by z = g(w), it can be found, in principle, by solving the first order,
nonlinear differential equation

1 1  α1  α2  αn

g ′ (w) = = g(w) − z1 g(w) − z2 · · · g(w) − zn . (7.7.1)
f ′ (z) z=g(w) C1
260 7 SCHWARZ-CHRISTOFFEL TRANSFORMATIONS

In case g ′ (w) contains a single factor, Eq (7.7.1) becomes

1  α1
g ′ (w) = g(w) − z1 ,
C1

which, when divided by (g − z1 )α

1 and integrated, yields
  1/(1−α1 )
 z + 1 − α1 w1/(1−α1 ) if α1 6= 1,
1
g(w) = C1 (7.7.2)

z1 + ew/C1 if α1 = 1.

If g ′ (w) contains two or more factors, Eq (7.7.1) becomes a difficult, and more likely an
impossible, nonlinear differential equation to solve in closed form.

References used: Ahlfors [1966], Andersen et al. [1962], Betz [1964], Boas [1987], Carrier, Krook
and Pearson [1966], Ivanov and Trubetskov [1995], Kantorovich and Krylov [1958], Kober [1957], Kythe
[1996], Nehari [1952], Phillips [1943; 1966], Polyanin and Nazaikinskiii [2016], Sansone and Gerretsen [1969],
Schinzinger and Laura [2003], Silverman [1967], von Koppenfels [1959], Wen [1992], Whittaker and Watson
[1962].
Part 2: Numerical Conformal Mapping
8
Schwarz-Christoffel Integrals

In practical applications of conformal mapping of a standard region (the half-plane or the

unit disk) onto a problem region which is in the form of a polygon, it becomes necessary to
determine approximately the (2n + 2) parameters α1 , . . . , αn , x1 , . . . , xn , and the constants
C1 and C2 that appear in the Schwarz-Christoffel formula (7.1.1). Evaluation of these
quantities is known as the parameter problem. We have seen that the mapping functions
obtained by using the Schwarz-Christoffel formula involve certain improper integrals which
are known as Schwarz-Christoffel integrals. We will discuss methods for numerical solution
of these integrals and present Newton’s method for the general case of mapping the upper
half-plane onto a quadrilateral.

8.1. Parameter Problem

If the values of all (2n + 2) parameters in the Schwarz-Christoffel formula (7.1.1) or (7.1.6)
are known, then the polygon is uniquely defined, and the coordinates wk of the vertices are
given by

Z n
xk Y
−αi
wk = C1 (ζ − xi ) dζ + C2 , k = 1, . . . , n. (8.1.1)
0 i=1

The length of the side joining the vertices wk and wk+1 of the polygon is determined by

Z n
xk+1 Y
−αi
|wk , wk+1 | = |wk+1 − wk | = |C1 | (ζ − xi ) dζ. (8.1.2)
xk i=1

Thus, it is very easy to figure out the behavior of the (2n + 2) parameters in the formula
(7.1.1) or (7.1.6). In fact, the parameters α1 , . . . , αn are related to the quantities µ1 , . . . , µn
which are the ratios of the interior angles of the polygon to π. The parameter C2 affects the
location of the vertices of the polygon. Any change in C2 changes the coordinates of every
vertex by the same amount through homothety and translation and displaces the polygon
as a unit. The parameter C1 which as a factor in the formula (8.1.2) affects the lengths of
264 8 SCHWARZ-CHRISTOFFEL INTEGRALS

the sides of the polygon. Any change in C1 changes all sides of the polygon by the same
amount and rotates the polygon as a unit. Any change in the parameters x1 , . . . , xn also
produces relative change in the lengths of the sides of the polygon.
Let the ratio of the second, third, ... , (n − 2)th side of the polygon to the first side be
denoted by λ2 , λ3 , . . . , λn−2 , respectively, i.e.,

|wj+1 − wj |
λj = , j = 2, 3, . . . , n − 2. (8.1.3)
|w2 − w1 |

Consider the function Z n

zY
−αi
w̃ = (ζ − xi ) dζ. (8.1.4)
0 i=1

If we choose the numbers x1 , . . . , xn in this function such that the relations (8.1.3) are
satisfied, where αi = 1 − µi , the function w̃ will define a conformal mapping of the upper
e In order to pass from the polygon G
half-plane onto a polygon G. e to G, we use the linear
transformation
w = C1 w̃ + C2 , (8.1.5)

which does the following: It transfers any vertex, say w̃k , of the polygon G e to the corre-
sponding vertex wk of the polygon G, then rotates the polygon G e about the vertex w̃k so
that its sides become parallel to the sides of the polygon G, and finally, without changing
the position of the vertex w̃k , it changes the lengths of all sides of the polygon G e such that
e
the polygon G coincides with G. The constants C1 and C2 in (8.1.3) can be determined by
comparing the location and sides of the polygons G e and G.
In order to determine the parameters x1 , . . . , xn , there are only (n − 3) equations, since
three of these points can be chosen arbitrarily. We can use a Möbius transformation to
carry the upper half-plane onto itself such that the three points of the x-axis go into
three preassigned points of the u-axis. Let these three preassigned points be denoted by
p1 , p2 , p3 . Let us denote the improper integrals thus obtained from formula (7.1.1) by Im ,
m = 1, 2, . . . , n − 2, and define them as
Z p2
I1 = (ζ − p1 )−α1 (p2 − ζ)−α2 (x3 − ζ)−α3 · · · (xn−1 − ζ)−αn−1
p1
× (p3 − ζ)−αn dζ,
Z x3
I2 = (ζ − p1 )−α1 (ζ − p2 )−α2 (x3 − ζ)−α3 · · · (xn−1 − ζ)−αn−1
p2
× (p3 − ζ)−αn dζ, (8.1.6)
..
.
Z xn−1
In−2 = (ζ − p1 )−α1 (ζ − p2 )−α2 (ζ − x3 )−α3 · · · (ζ − xn−2 )−αn−1
xn−2

× (p3 − ζ)−αn dζ.

These integrals are known as Schwarz-Christoffel integrals. Then, in view of (8.1.3),

Ij (x3 , x4 , . . . , xn−1 ) = λj I1 (x3 , x4 , . . . , xn−1 ) , j = 2, 3, . . . , n − 2. (8.1.7)

 8.1. PARAMETER PROBLEM 265

In view of the Riemann mapping theorem (§2.6), once the three points x1 , x2 , x3 are chosen
arbitrarily, the system of equations (8.1.7) has a unique solution.
In order to solve the system (8.1.7) numerically, we use Newton’s method which is as fol-
lows: Let x̃3 , x̃4 , . . . , x̃n−1 denote the solution. Let us take the initial guess for these values
(0) (0) (0)
as x3 , x4 , . . . , xn−1 which are assumed to be sufficiently close to x̃3 , x̃4 , . . . , x̃n−1 . If we
expand each equation of the system (8.1.7) into a Taylor series in powers of the difference
(0)
x̃ν − xν , ν = 3, 4, . . . , n − 1, and, as the first approximation, truncate these Taylor series
after the first power of the differences, then we obtain a system of equations

(0) h ∂I1 i
n−1
X n−1
X (0)
(0) ∂Ij (0)
Ij + h(1)
ν = λj I1 + h(1)
ν , j = 2, . . . , n − 2, (8.1.8)
ν=3
∂xν ν=3
∂xν

(1)
with a nonzero determinant, where hν , known as the corrections of the first order, are the
(0)
perturbed values of the differences x̃ν − xν . Then the system (8.1.8) is reduced and solved
(1) (0)
for xν , ν = 3, 4, . . . , n − 1. Thus, using the initial values of hν , the first approximations
are given by
x(1) (0)
ν = xν + hν ,
(1)
ν = 3, 4, . . . , n − 1. (8.1.9)
Next, the system (8.1.8) is expanded in Taylor series in powers of the differences

x̃ν − x(1)
ν , ν = 3, 4, . . . , n − 1, (8.1.10)

and these series are truncated after the first powers of these differences. Thus, a new
(2)
system, analogous to (8.1.8), is constructed with unknowns xν , ν = 3, 4, . . . , n − 1, with
the perturbed values of the differences (8.1.10), except that now the new system is computed
(1) (2)
using the known values of xν . It yields the values of xν , and the second approximations
are given by
x(2) (1)
ν = xν + hν ,
(2)
ν = 3, 4, . . . , n − 1. (8.1.11)
This process is continued until we reach arbitrarily close to the solutions x̃ν , such that the
difference between two consecutive approximate values is within a prescribed tolerance.
Once the system (8.1.8) is solved, we are able to approximate the coordinates of the
vertices of the polygon and the lengths of its sides. But in doing so, we must compute the
Schwarz-Christoffel integrals of the form
Z xk+1
E= (ζ − p1 )−α1 (ζ − p2 )−α2 (ζ − x3 )−α3 · · · (ζ − xk )−αk
xk
× (xk+1 − ζ)−αk+1 · · · (p3 − ζ)−αn dζ, (8.1.12)

which are improper because the integrand of each integral becomes unbounded at two points
where ζ = xk , xk+1 which are the limits of integration. These integrals exist because each
αk > 0.
266 8 SCHWARZ-CHRISTOFFEL INTEGRALS

8.1.1 Kantorovich’s Method. This method is used to solve the above integral E, as
follows: Let the integrand in (8.1.12) be denoted by F (ζ). Then

F (ζ) = (ζ − p1 )−α1 (ζ − p2 )−α2 (ζ − x3 )−α3 · · · (ζ − xk )−αk

(xk+1 − ζ)−αk+1 · · · (p3 − ζ)−αn
= (ζ − xk )−αk [φ(xk ) + φ′ (xk )(ζ − kk )]
−α
+ (xk+1 − ζ) k+1 [ψ (xk+1 ) − ψ ′ (xk+1 ) (xk+1 − ζ)] (8.1.13)
n
+ F (ζ) − (ζ − xk )−αk [φ(xk ) + φ′ (xk )(ζ − kk )]
o
− (xk+1 − ζ) [ψ (xk+1 ) − ψ ′ (xk+1 ) (xk+1 − ζ)] ,

where

φ(ζ) = (ζ − p1 )−α1 (ζ − p2 )−α2 (ζ − x3 )−α3 · · · (ζ − xk−1 )−αk−1

(xk+1 − ζ)−αk+1 · · · (p3 − ζ)−αn , (8.1.14)
−α1 −α2 −α3 −αk
ψ(ζ) = (ζ − p1 ) (ζ − p2 ) (ζ − x3 ) · · · (ζ − xk )
−αk+2 −αn
(xk+2 − ζ) · · · (p3 − ζ) . (8.1.15)

Let E = E1 + E2 , where
Z xk+1 n
E1 = (ζ − xk )−αk [φ(xk ) + φ′ (xk )(ζ − xk )]
xk (8.1.16a)
o
−αk+1 ′
+ (xk+1 − ζ) [ψ (xk+1 ) − ψ (xk+1 ) (xk+1 − ζ)] dζ

Z n
xk+1
E2 = F (ζ) − (ζ − xk )−αk [φ(xk ) + φ′ (xk )(ζ − xk )]
xk (8.1.16b)
o
− (xk+1 − ζ) [ψ (xk+1 ) − ψ ′ (xk+1 ) (xk+1 − ζ)] dζ.

The integral E1 can be evaluated directly in a finite form, and since E2 has no singularities
it can be approximated by any formula for numerical integration of definite integrals, like
Simpson’s rule.
For numerical parameter problems and related methods, see §8.7.

8.2 Newton’s Method

We will discuss Newton’s method for mapping the upper half-plane onto an arbitrary quadri-
lateral (see Map 7.10). In fact, in order to determine k in (7.2.14), we have only one equation
from (8.1.8)
I4 (k) = λ I1 (k), (8.2.1)
where
Z ∞
I4 (k) = (ζ + 1)−α1 (ζ − 1)−α2 (ζ − k)−α3 (ζ − 3)−α4 dζ
3
Z −1 (8.2.2)
+ (−1 − ζ)−α1 (1 − ζ)−α2 (k − ζ)−α3 (3 − ζ)−α4 dζ,
−∞
 8.2 NEWTON’S METHOD 267

and Z 1
I1 (k) = (ζ + 1)−α1 (1 − ζ)−α2 (k − ζ)−α3 (3 − ζ)−α4 dζ. (8.2.3)
−1

In I4 (k), set ζ = 2 + 1/t in the first integral and ζ = −1/t in the second. Then
Z 1
−α3
I4 (k) = (1 + 3t)−α1 (1 + t)−α2 (1 + (2 − k)t) (1 − t)−α4 dt
0
Z 1
(8.2.4)
−α1 −α2 −α3 −α4
+ (1 − t) (1 + t) (1 + kt) (1 + 3t) dζ.
0

Let F (k) = I4 (k) − λ I1 (k). Then F ′ (k) > 0. To see this, we have from (8.1.13)
Z 1
−α3 −1
F ′ (k) = α3 t(1 + 3t)−α1 (1 + t)−α2 (1 + (2 − k)t) (1 − t)−α4 dt
0
Z 1
−α3 −1
− α3 t(1 − t)−α1 (1 + t)−α2 (1 + kt) (1 + 3t)−α4 dt (8.2.5)
0
Z 1
+ λ α3 (ζ + 1)−α1 (1 − ζ)−α2 (k − ζ)−α3 −1 (3 − ζ)−α4 dζ.
−1

Note that F ′ (1) and F ′ (3) do not exist because they are not finite. Since

nZ 1
F ′′ (k) = α3 (1 + α3 ) t2 (1 + 3t)−α1 (1 + t)−α2
0
−α −2
(1 + (2 − k) t) 3 (1 − t)−α4 dt
Z 1 (8.2.6)
−α −2
+ t2 (1 − t)−α1 (1 + t)−α2 (1 + kt) 3 (1 + 3t)−α4 dt
0
Z 1 o
−λ (ζ + 1)−α1 (1 − ζ)−α2 (k − ζ)−α3 −2 (3 − ζ)−α4 dζ ,
−1

we find that F ′′ (k) > 0 for 1 < k < 3, and F ′′ (1) = −∞ and F ′′ (3) = +∞. Hence, as k
varies from 1 to 3, both F (k) and F ′′ (k) increase continuously from −∞ to +∞ (for details,
see Kantorovich and Krylov [1958]). Hence, the function F (k) has a zero in the interval
(1, 3). Let the zero of F (k) be denoted by k ∗ , and that of F ′′ (k) by k ∗∗ . Now we will solve
the equation F (k) = 0 by Newton’s method. Although the initial guess for the value of k
is important in this method, we will show that it can be chosen arbitrarily from below or
from above in the interval (1, 3). Let k0 denote an arbitrary initial guess for the value of k.
Then
Theorem 8.1 In order to solve the equation F (k) = 0 by Newton’s method, the value of
k0 ∈ (1, 3) can be chosen arbitrarily, independent of the values of k ∗ and k ∗∗ .
Proof. There are three cases to analyze:
Case 1: If K ∗∗ = k ∗ , then the initial value k0 is any number in the interval (1, 3) (see Figure
8.1). In fact, let k0 be an approximation of k from below. Then F (k) < 0, and F ′′ (k) < 0
for all k ∈ (k0 , k ∗ ). Hence, there is an M such that F ′ (k) < M for all k0 ≤ k ≤ k ∗ . The
first correction is given by
F (k0 )
δ (1) = − ′ > 0. (8.2.7)
F (k0 )
268 8 SCHWARZ-CHRISTOFFEL INTEGRALS

F(k)

k
0 1 2 3

Figure 8.1 Newton’s method: Case 1.

Thus, the exact first correction h1 is positive and satisfies the equation

h21 ′′
F (k0 ) + h1 F ′ (k0 ) + F (k̃) = 0, k0 < k̃ < k ∗ . (8.2.8)
2
Hence, from (8.2.7) and (8.2.8), we have
h i h2
h1 − δ (1) F ′ (k0 ) = − 1 F ′′ (k̃),
2
which yields
h21 F ′′ (k̃)
h2 = h1 − δ (1) = − , (8.2.9)
2 F ′ (k0 )
which is positive in view of (8.2.8). Thus, the first approximation k1 , like k0 , is an approx-
imation from below, and, therefore, all subsequent approximations will be very small. It is
the basic property of Newton’s method that the exact corrections h are always positive and
decreasing. In fact, we can show that if the difference between hn and hn+1 is sufficiently
small, then hn is itself very small. Assume that
K
hn − hn+1 < ε, (8.2.10)
M
K
where ε > 0 is arbitrarily small. Since hn − hn+1 = δ (n) , we have δ (n) < ε. Also,
M
F (kn−1 ) |F (kn−1 ) |
δ (n) = − ′
= ′ ,
F (kn−1 ) F (kn−1 )
or
|F (kn−1 ) | = δ (n) F ′ (kn−1 ) . (8.2.11)
But hn can be evaluated from the equation

F (kn−1 ) + hn F ′ (k̃), kn−1 < k̃ < k ∗ . (8.2.12)

Hence, from (8.2.11) and (8.2.12)

|F (kn−1 ) | δ (n) F ′ (kn−1 ) K M

hn =   = , hn < ε = ε.
F ′ k̃ F ′ (k̃) M K
 8.3 NUMERICAL COMPUTATIONS 269

This shows that the sequence {h1 , h2 , . . . , hn , . . . } ց 0. This analysis leads to the same
conclusion if k0 is an approximation from above.
Case 2: If k ∗∗ > k ∗ , then for any initial guess k0 < k ∗ , the convergence is the same as in
case 1. Also, F (k) < 0, and F ′ (k) < 0 for k0 < k < k ∗ (as in case 1). Now, let k0 be such
that k ∗ < k0 < k ∗∗ . Then F (k0 ) > 0, and F ′′ (k) < 0 for all k ≤ k0 . Moreover, δ (1) < 0,
and h1 < 0. Now,
1 F ′′ (k̃) ′′
h2 = − h21 ′ F (k̃) < 0,
2 F (k0 )
and thus, h2 > 0. This means that the first approximation is an approximation from below,
and all subsequent approximations will converge from below tok ∗ (as in case 1). In the case
< 0 for all k ∈ (k ∗ , k ∗∗ )
when k0 > k ∗∗ , we have F (k) > 0 for all k ∈ (k ∗ , k0 ); F ′ (k) ;
> 0 for all k ∈ (k ∗∗ , k0 )
δ (1) < 0, and h1 < 0. Thus, k1 can be in any one of the three intervals (1, k ∗ ), (k ∗ , k ∗∗ ),
and (k ∗∗ , k0 ). If k1 is in the first two intervals, then we have convergence from below
to k ∗ . But if k1 is in the third interval, then all approximations, although decreasing
continuously, still remain greater than k ∗∗ and approach some limiting value k1 ≥ k ∗∗ .
The difference between hn and hn+1 would be sufficiently small for sufficiently large n, and
K k ∗∗ − k ∗
hn − hn+1 < , where M = max F ′ (k). As in case 1, it can be shown that
M 2 k∈(k∗ ,k0 )
k ∗∗ − k ∗
|hn | < . But, by assumption, we have |hn | ≥ k ∗∗ − k ∗ . This contradiction shows
2
that if Newton’s method starts with k0 > k ∗∗ , then the approximation will cross k ∗∗ and
fall in the interval where the convergence is established as in case 1.
Case 3: If k ∗∗ < k ∗ , then this case can be analyzed by taking k0 in any one of the intervals
discussed in cases 1 and 2. We will apply this method in Case 8.3 in the next section.

8.3 Numerical Computations

Now we will solve some parameter problems.

Case 8.1. Consider the integral in the denominator in (7.2.3). Denoting it by E, we

have C1 = 1/E, where
Z Z !
1/2 1
E= + ζ −1/2 (1 − ζ)−3/4 dζ = E1 + E2 .
0 1/2

Then, by (8.1.16),
Z 1/2
E1 = lim ζ −1/2 (1 − ζ)−3/4 dζ
t→0 t
Z 1/2    
3 3
= lim ζ −1/2 1 + ζ + ζ −1/2 (1 − ζ)−3/4 − 1 − ζ dζ
t→0 t 4 4
= E11 + E12 ≈ 1.59099 + 0.0708022 = 1.66179;
Z t Z t n
 1 
E2 = lim ζ −1/2 (1 − ζ)−3/4 dζ = lim (1 − ζ)−3/4 1 + (1 − ζ)
t→1 1/2 t→1 1/2 2
 1  o
+ (1 − ζ)−3/4 ζ −1/2 − 1 − (1 − ζ) dζ
2
270 8 SCHWARZ-CHRISTOFFEL INTEGRALS

= E21 + E22 ≈ 3.53176 + 0.0505577 = 3.58232.

Hence E = E1√+ E2 ≈ 5.24412, and the constant C1 = 1/E ≈ 0.19069. Note that the exact
π Γ(1/4)
value of E = ≈ 0.19068994. The hypotenuse of the triangle is given by
Γ(3/4)
Z ∞ √
|w3 − w2 | = C1 ζ −1/2 (1 − ζ)−3/4 dζ ≈ 1.41421356 ≈ 2
1


with an error of O 10−10 . 
w2 − w1
Case 8.2. In order to determine k in (7.2.10) such that the ratio = 2, note
w3 − w2
that the system (8.1.7) reduces to only one equation I2 = 2 I1 , i.e.,
Z 1 Z 1/k
2 −1/2 2 2 −1/2
(1 − ζ ) (1 − k ζ ) dζ = 2 (ζ 2 − 1)−1/2 (1 − k 2 ζ 2 )−1/2 dζ, (8.3.1)
−1 1

which is solved by Newton’s method as follows: We have only one correction which we will
denote by h with subscript to denote the appropriate number of approximation. Let us take
the initial guess k = 1/2, and determine h1 from (8.1.8) which is
 
 

1 dI2 12 1 dI1 21
I2 + h1 = I1 + h1 . (8.3.2)
2 dk 2 dk
Z 1
−1/2
The free term I2 (1/2) = (1 − ζ)−1/2 ψ(ζ) dζ, where ψ(ζ) = (1 + ζ)−1/2 + 1 − ζ 2 /4 ,
0
which yields I2 (1/2) ≈ 2.15652 on integration. Also,

Z  3/2
dI2 21 1 1 ζ2 ζ2
= 1− dζ ≈ 0.541732,
dk 2 0 (1 − ζ 2 )1/2 4
dI1 (1/2)
≈ −1.79181.
dk

Substituting these values in (8.3.2) we find that h1 ≈ 0.201739. Hence, the first approxima-
tion for k is k ≈ 0.5 + 0.201739 ≈ 0.7. Now, for the second approximation, first we compute
h2 from (8.1.8), i.e.,

dI2 (0.7) dI1 (0.7)

I2 (0.7) + h2 = I1 (0.7) + h2 , (8.3.3)
dk dk
which gives h2 ≈ 0.00668985, and the second approximation for k is k ≈ 0.7 + 0.00668985 ≈
0.70669. However, the exact value of k can be determined in this case by setting ζ =
1
p in I2 (k). Then
1 − (1 − k 2 )x2
Z 1
I2 (k) = (1 − x2 )−1/2 (1 − k ′2 x2 )−1/2 dx,
0
 8.3 NUMERICAL COMPUTATIONS 271

where k ′2 = 1 − k 2 . Hence, Eq (8.3.1) gives

Z 1 Z 1
2 −1/2 2 2 −1/2
(1 − ζ ) (1 − k ζ ) dζ = (1 − x2 )−1/2 (1 − k ′2 x2 )−1/2 dx.
0 0

√
Thus, k = k ′ , which gives k = 1/ 2 ≈ 0.7071. A comparison of this value of k with the
second approximation for k shows that the error is about 0.04%. 
Case 8.3. The Schwarz-Christoffel transformation that maps the trapezoid A1 A2 A3 A4
in the z-plane onto the upper half-plane is given by the Map 7.8 (Figure 7.7). The mapping
function is (7.2.21), which we rewrite here as
Z z
w = C1 (ζ + 1)−1/6 (ζ − 1)−1/3 (ζ + k)−2/3 (ζ − 3)−5/6 dζ + C2 . (8.3.4)
0

In order to determine the value k, we have from Eq (8.1.8)

I4 (k) = 3 I1 (k), (8.3.5)

where from (8.2.4)

Z 1
−2/3
I4 (k) = (1 + 3t)−1/6 (1 + t)−1/3 (1 + (2 − k)t) (1 − t)−5/6 dt
0
Z 1
(8.3.6)
+ (1 − t)−1/6 (1 + t)−1/3 (1 + kt)−2/3 (1 + 3t)−5/6 dt
0
= I41 (k) + I42 (k),

and from (8.2.3)

Z 1
I1 (k) = (ζ + 1)−1/6 (1 − ζ)−1/3 (k − ζ)−2/3 (3 − ζ)−5/6 dζ
−1
Z 0 Z 1
= + (ζ + 1)−1/6 (1 − ζ)−1/3 (k − ζ)−2/3 (3 − ζ)−5/6 dζ
−1 0
= I11 (k) + I12 (k).

Let k = 2 be the initial guess. Then we find that δ (1) ≈ −0.650694, k1 ≈ 1.34931, δ (2) ≈
0.0150829, k2 ≈ 1.36439, δ (3) ≈ 0.0005, and k3 ≈ 1.36554. Now, in order to compute C2
and C1 , note that the function
Z z
w= (ζ + 1)−1/6 (ζ − 1)−1/3 (ζ + k)−2/3 (ζ − 3)−5/6 dζ (8.3.7)
0

maps the upper half-plane onto a trapezoid A∗1 A∗2 A∗3 A∗4 similar to the given A1 A2 A3 A4 .
To determine the complex coordinate w1∗ of the vertex A∗1 which corresponds to z = −1, we
have
Z −1
w1∗ = (ζ + 1)−1/6 (ζ − 1)−1/3 (ζ + k)−2/3 (ζ − 3)−5/6 dζ
0
≈ −(−1)1/6 (0.24631) = −0.24631 i.
272 8 SCHWARZ-CHRISTOFFEL INTEGRALS

Similarly, w2∗ ≈ 0.90311 i. Hence w = C2 + C1 w∗ yields

1 1
− = C2 − 0.24631 i C1, = C2 + 0.90311 i C1,
2 2

which gives C2 = −0.2851, and C1 = −0.87 i, and the required transformation is given by
Z z
w ≈ −0.2851 − 0.87 i (ζ + 1)−1/6 (ζ − 1)−1/3 (ζ + k)−2/3 (ζ − 3)−5/6 dζ.  (8.3.8)
0

Map 8.1. (Schwarz-Christoffel integral for the unit disk) In view of (7.1.4), the integral
in the Schwarz-Christoffel formula (7.1.1) is approximately equal to ζ −2 when ζ is close
to infinity, whereas the integrand in the formula (7.1.5) is approximately ζ −αn . These
quantities are significant when the region is infinite. However, we can avoid an infinite
region by mapping the upper half-plane ℑ {z} > 0 onto the unit disk by the chain of
z−i 1 + z1 2i
mappings z1 = and z = i , where dz = 2 dz1 . Then the integrand in
z+i 1 − z1 (1 − z1 )
formula (7.1.1) becomes

n
Y Yn  −αj
−αj 1 + z1 2i
(z − xj ) dz = i − xj dz1
j=1 j=1
1 − z 1 (1 − z1 )2
n 
Y −αj
z1 (xj + i) − (xj − i) 1
= 2i 2 dz1
j=1
1 − z 1 (1 − z1 ) (8.3.9)
Yn  −αj
−αj xj − i dz1
= 2i (xj + i) z1 − 2−αj
j=1
xj + i (1 − z1 )
Y −α
= C1 (z1 − bj ) j dz1 ,

where bj = (aj − i)/(aj + i), and the exponent 2 − αj is zero in the product. Thus, formula
(7.1.1) becomes
Z z1 Y
n
w = C1 (z1 − bj ) dz1 + z0 , (8.3.10)
z10 j=1

where the points bj lie on the unit circle |z1 | = 1. The lower limit z10 may be chosen as the
center of this circle or a point on its circumference. Then there are two cases to consider:
Case (i) If z10 = 0, then the integration is carried out along the ray z1 = r eiθ , 0 ≤ r ≤ R,
θ =const, and bj = eiφj , j = 1, . . . , n. Then the mapping function (8.3.10) reduces to

Z n
RY
iθ

−αj
w = C1 e reiθ − eiφj r dr + z0
0 j=1
Z RYn  −αj
= C1 eiθ e−iθφj r − ei(φj −θ) r dr + z0 (8.3.11)
0 j=1
Z RYn  −αj
= C1 e−iθ r − ei(φj −θ) r dr + z0 .
0 j=1
 8.3 NUMERICAL COMPUTATIONS 273

Case (ii). If z10 = 1, we choose the path of integration along the circumference. Thus, for
a point z1 = eiθ , the mapping function (8.3.10) becomes
Z n
θ Y
−αj
w = C1 eiθ − eiφj ieiθ dθ + z0
0 j=1
Z θYn P  −αj
= iC1 e−( φj αj )/2
ei(θ−φj )/2 − e−i(θ−φj )/2 dθ + z0
0 j=1
Z  n
θ Y −αj (8.3.12)
−2 θ − φj
= i(2i) C1 sin dθ + z0
0 j=1 2
Z θY n  −αj
θ − φj
=K sin dθ + z0 , K = i(2i)2 C1 .
0 j=1 2

θ − φj
If sin < 0, then we choose the branch
2
 −αj
θ − φj  θ − φj
sin = exp − αj log sin − iπαj .
2 2

θ − φj
There is no problem for sin ≥ 0. Thus, there exists a constant argument in (8.3.12)
2
in each interval φj−1 < θ < φj , j = 1, . . . , n, and the length lj = zj−1 , zj = zj − zj−1 is
given by
Z φj n
Y θ − φj −αj
lj = |K| sin dθ, j = 1, . . . , n. (8.3.13)
φj−1 j=1 2

Therefore, the parameter problem for the unit circle is solved by carrying out the integration
in (8.3.13) over a finite interval. 

8.3.1 Removal of Singularities. The computation of the improper integrals in the

formulas (7.1.1) or (7.1.5) can be easily carried out by removing the singularities in the
integrand. There are two analytical methods to do this.
Method 1. We will consider the exponent −α1 ; others can be handled similarly. If
α1 > 0 in (7.1.1), we set

−α1 −αn
K1 = (x1 − x2 ) · · · (x1 − xn )

and rewrite the integrand in (7.1.1) as

Z z h i
(ζ − x1 )1−α1 (ζ − x2 )−α2 · · · (ζ − xn )−αn − (ζ − x1 )−α1 K1 dζ
z0
K1 h i
+ (ζ − x1 )1−α1 − (z0 − x1 )1−α1 . (8.3.14)
1 − α1
−α
The integrand in (8.3.14) in the neighborhood of z = z1 is approximately equal to (ζ − x1 ) 1 .
In fact, it consists of two factors, the first of which goes to ∞ and the second to 0 as ζ → x1 .
Hence, the product is bounded or even goes to zero.
274 8 SCHWARZ-CHRISTOFFEL INTEGRALS

If we use (8.3.14) for part (ii) of Case 8.4, then we get integrals of the form

Z θ −α1 Z (θ−φ1 )/2
θ − φ1 −a
I= sin dθ = 2 (sin t) 1 dt,
φ1 2 0

−1
where
√ we have set θ = φ1 + 2t. Now, let φ1 < θ < φ1 + π. Then, by setting t = sin u,
u = x, we obtain
Z u0 Z x0
1
I =2 u−α1 √ du = x−α1 /2 (1 − x)−1/2 dx, x0 < 1, (8.3.15)
0 1 − u2 0

which is the incomplete beta function.

Method 2. If α1 > 0 in (7.1.1), then we remove the singularity at ζ = x1 by using the
1−α1
transformation z1 = (z − x1 ) , i.e.,

1/(1−α1 )
z = x1 + z1 . (8.3.16)

. b1 b1
µ1π

− b1
. − b1

z1− plane z2− plane

Figure 8.2 A circle onto the region bounded by two circles.

Then the integral (7.1.1) becomes

w = z0
Z z1  −α2  −αn
C α /(1−α1 ) −α1 /(1−α) 1)
+ z1 1 + x1 − x2 · · · z1 x1 − xn dz1 , (8.3.17)
α1 z10

which does not have infinity for α1 . The transformation (8.3.16) transforms the half-plane
ℑ {z} > 0 onto an angular sector of argument (1 − αj ) π = µj π. Note that the mapping
(8.3.16) is not suitable for the case of the circle. However, the transformation that maps
the circle onto a region bounded by two circles is given by

(b1 + z2 )1/µ1 − (b1 − z2 )1/µ1

z1 = b1 1/µ1 1/µ1
, (8.3.18)
(b1 + z2 ) + (b1 − z2 )

which is represented in Figure 8.2. 

 8.3 NUMERICAL COMPUTATIONS 275

8.3.2 Trefethen’s Method. Let the N points zk (called prevertices) be taken in the
counterclockwise order around the unit circle and two complex constants C and wc . The
Schwarz-Christoffel formula, defined by (7.1.18), is written as

Z  z ′ −αk ′
N
z Y
w = f (z) = wc + C 1− dz , (8.3.19)
0 k=1 zk

where the variables z1 , . . . , zn , C, and wc are the accessory parameters of the Schwarz-
Christoffel mapping problem. We will first resolve the parameter problem by determining
the values of these accessory parameters so that the lengths of the sides of the image polygon
comes out right.
Theorem 8.2. (Schwarz-Christoffel theorem) Let D be a simply connected region in
the z-plane bounded by a polygon P with vertices z1 , . . . , zn and exterior angles αk π, where
−1 ≤ αk ≤ 1 if zk is finite, and 1 ≤ αk ≤ 3 if zk = ∞. Then there exists an analytic
function which maps the unit disk in the complex plane conformally onto D, and every such
function is written in the form (8.3.19).
For proof, see Henrici [1974, Theorem 5.12e].
Given any polygon, there are not one, but infinitely many such conformal mappings. To
determine a unique map, we may fix exactly any three points zk , or fix one point zk and also
fix the complex value wc , or fix wc and the argument of the derivative f ′ (0). The numerical
computation of the Schwarz-Christoffel integral (8.3.19) is carried out as follows.
Gaier [1964] put forth a comprehensive research in numerical conformal mapping. For
Schwarz-Christoffel transformation, he worked on determining the accessory parameters zk
by setting up a constrained nonlinear system of N − 3 equations related to the mapping
(8.3.19) and solving it iteratively by Newton’s method (Gaier [1964: 171]). This method has
been tried by at least three researchers, namely Meyer [1979], Howe [1973], and Vecheslavov
and Kokolin [1974].
Following Gaier [1964], three innovations are made to cut computing processing time
and cost: (i) use of the Gauss-Jacobi quadrature to evaluate the integral in (8.3.19). In
this case it was found that this procedure provided very low accuracy in realistic problems.
To overcome this problem, a compound form of Gauss-Jacobi quadrature was developed;
the details are given in §8.3.2(c). (ii) The computations may be performed not only for
bounded polygons but also for polygons with any number of vertices at infinity. This was
made possible by taking the unit disk as the model domain rather than the upper half-plane,
and evaluating complex contour integrals within the disk rather than along the boundary.
Note that the ability to handle unbounded polygonal regions is important for applications,
because the use of conformal mapping lies in reducing an unbounded region into a bounded
one. (iii) The treatment of constraints in the nonlinear system is accomplished by a simple
change of variables to eliminate these constraints directly. This procedure is efficient and
eliminates the need for initial guess of the accessory parameters. The details of these
procedures are discussed bellow.
(a) Formulation as a nonlinear system (subroutine SCFUN)). The parameters
in the map (8.3.19) that need to be fixed at the outset so that the Schwarz-Christoffel
transformation may be determined uniquely have the following choices: (i) Fix three of
the boundary points zk , say, z1 = 1, z2 = i, z3 = −i. This has the advantage that the
resulting nonlinear system has size only (N − 3) × (N − 3), which for a typical problem
with N = 8 may lead to a solution in less than one-half the time that a method involving
276 8 SCHWARZ-CHRISTOFFEL INTEGRALS

an (N − 1) × (N − 1) system would require. Nevertheless, by normalizing the conditions

zN = 1, wc an arbitrary point within G, (8.3.20)

we obtain an (N − 1) × (N − 1) system. This choice arises from the idea of numerical

scaling, so as to allow the vertices to distribute themselves more evenly around the unit
circle than they would otherwise do. Recall that a Möbius transformation will transform a
map obtained by any normalization to a different region or a different transformation.
The formulation of the nonlinear system is as follows: Since the final map must satisfy
N complex conditions, we have

Z  z ′ −αj ′
N
zk Y
wk − wc = C 1− dz , 1 ≤ k ≤ N. (8.3.21)
0 j=1
zj

Thus, 2N real conditions must be satisfied; but they are heavily over-determined, because
the Schwarz-Christoffel formula (8.3.19) guarantees that the angles will be correct no matter
what accessory parameters are chosen. We must reduce the number of operative equations
to N − 1. However, this becomes tricky in the case of unbounded polygons; care is needed
in such a situation to have enough information about the polygon P so that no degree of
freedom remains in the computed solution. The procedure is as follows:
Step 1. We require that every connected component of P contains at least one vertex
wk . Even an infinite straight boundary must contain a (degenerate) vertex.
Step 2. At least one component of P must actually contain two finite vertices, and
wN and w1 will be taken to be two such vertices, thereby eliminating rotational degrees of
freedom.
Step 3. Define
wN − wc
C= Z N 
, (8.3.22)
zN Y
z ′ −αj ′
1− dz
0 j=1
zj

where zN = 1 is fixed permanently by (8.3.20).

Step 4. Impose the complex condition (we have two real equations 1, 2)

Z  z ′ −αj ′
N
z1 Y
w1 − wc = C 1− dz . (8.3.23)
0 j=1
zj

This amounts to two real equations to be satisfied.

Step 5. Denote by Γ1 , . . . , Γm the distinct components of P , numbered counterclock-
wise. For each l ≥ 2, impose one more complex condition: If zkl is the last vertex of Γl in
the counterclockwise direction, then we have real equations 3, 4, . . . , 2m:

Z  z ′ −αj ′
N
zkl Y
wkl − wc = C 1− dz . (8.3.24)
0 j=1
zj

Step 6. Impose n − 2m − 1 conditions of side length. For each pair (zk , zk+1 ) beginning
at k = 1 and moving counterclockwise, where both vertices are finite, we require that the
 8.3 NUMERICAL COMPUTATIONS 277

following 2m + 1, . . . , N − 1 real equations be satisfied:

Z  z ′ −αj ′
N
zk+1 Y
|wk+1 − wk | = C 1− dz , (8.3.25)
0 j=1
zj

until a total of N − 1 conditions have been imposed.

If P contains at least one vertex at infinity, then every bounded side has already been
represented in a condition of the form (8.3.25) except for the side (wN , w1 ), which has
already been included in (8.3.20) and (8.3.23). If P is bounded, then at least two sides in
counterclockwise order, namely (wN −2 , wN −1 ) and (wN −1 , wN ), will not be so represented.
In the above presentation we have not defined the contours for the integrals of Eq (8.3.23),
(8.3.24) and (8.3.25). Mathematically it does not matter since the integrands are analytic
functions. However, numerically it is an important aspect. The procedure discussed here
computes these integrals over straight line segments between two endpoints, and it is justi-
fied since the unit disk is strictly convex. The contours involved in computing the integrals
(8.3.22), (8.3.23), (8.3.24) and (8.3.25) are presented in Figure 8.3 for the simple case with
N = 10, m = 3.

w2

z3 z2
• • z1
• w3
•
• w1
z4 •
w4
• • z10 • • w10
w5 • wc
•z 9 • • w9
z5 •
•z • w7
z6• z•7 8
w6

z- plane w8

w - plane
Figure 8.3 Contours of integration within the unit disk.

This figure illustrates, for example, the computation of the following integrations:
(i) one radical integral along (0 to z10 ) defined by Eq (8.3.22);
(ii) one radical integral along (0 to z1 ) determines two real equations to fix w1 (Eq (8.3.23);
(iii) two radical integrals along (0 to z5 ) and (0 to z7 ) determine four real equations to fix
w5 and w7 (Eq (8.3.24);
(iii) three radical integrals along (z3 to z4 ), (z4 to z5 ), and (z9 to z10 ) determine three real
equations to fix |w4 − w3 |, |w5 − w4 |, and |w10 − w9 | (Eq (8.3.25);
thus, the total being N − 1 = 9 equations.
The Fortran subroutine SCFUN, available in Trefethen [1979], was used for the above
computations.
278 8 SCHWARZ-CHRISTOFFEL INTEGRALS

(b) Transformation of an unconstrained system (subroutine YZTRAN). The

nonlinear system of equations (8.3.23)-(8.3.25) apparently involves N − 1 complex unknown
points z1 , . . . , zN −1 on the unit circle. In practice we deal not with the points themselves,
but their arguments θk are given by

zk = eiθk , 0 ≤ θk ≤ 2π. (8.3.26)

The system now depends on N − 1 real unknowns, and the solution in terms of θk is fully
determined. However, this system of nonlinear equations must be subject to a set of strict
inequality constraints
0 < θk < θk+1 , 1 ≤ k ≤ N − 1. (8.3.27)

These constraints arise from the fact that the vertices zk must lie in ascending order coun-
terclockwise around the unit circle. To solve this system numerically, we must eliminate
these constraints somehow. This is done by transforming Eqs (8.3.23)-(8.3.25) to a system
of N − 1 variables y1 , . . . , yN −1 , defined by

θk − θk−1
yk = log , 1 ≤ k ≤ N − 1, (8.3.28)
θk+1 − θk

where θ0 and θN , which are the two different names for the argument of zN = 1, are taken
as 0 and 2π, respectively. While solving the nonlinear system (8.3.23)-(8.3.25), we begin, at
each iteration, by computing a set of angles {θk } and then vertices {zk } from the current
set of {yk }. However, since the equations (8.3.28) are coupled, it is easy to do, though
not immediate. This procedure reduces the problem to one of solving an unconstrained
nonlinear system of equations in N − 1 real variables.

(c) Integration by compound Gauss-Jacobi quadrature (subroutine ZQUAD).

The main aim for computing the parameter problem is the numerical evaluation of the
Schwarz-Christoffel integral (8.3.19) along some path of integration. Typically, one or both
endpoints of this path are prevertices zk on the unit circle, and in this case a singularity
of the form (1 − z/zk )−αk is always present in the integrand at one or both endpoints.
Naturally, Gauss-Jacobi quadrature (see Appendix G) computes such integrals quickly. A
NPTS
P
Gauss-Jacobi quadrature formula is a sum wi f (xi ), where the weights wi and nodes
i+1
Z +1
xi are chosen in such a way that the formula computes the integral f (x)(1 − x)|a(1 +
−1
x)β dx exactly for a polynomial f (x) of as high a degree as possible, and NTPS denotes
the number of quadrature nodes per half-interval. The required weights and nodes are
computed numerically, using a Fortran program GAUSSQ by Golub and Welsch [1969].
Using Gauss-Jacobi quadrature, good results were obtained for many polygons with a
small number of vertices. However, in general, this method of integration became inaccurate
for N = 12 and NPTS = 16, where it produced inaccuracy of about 10−2 . The results
became much worse in cases of troublesome polygons. To illustrate this situation, consider
a problem of Figure 8.4, where we want to compute the integral (8.3.19) along the segment
from zk to some point p. In the parameter problem p might be 0 or zk−1 ; or it might be
any point in the unit disk. A direct application will then involve sampling the integrand
at only NPTS nodes between zk and p. If the singularity zk+1 is so close to the path of
integration that the distance ε = |zk+1 − zk | is comparable to the distance between nodes,
 8.3 NUMERICAL COMPUTATIONS 279

then Gauss-Jacobi formula will give an inaccurate result. Also, it is found that in Schwarz-
Christoffel problems the correct spacing of prevertices zk around the unit circle is typically
very irregular; examples are given in Chapter 7.

0 • • zk + 1
• zk
ε
p•

Figure 8.4 Compound Gauss-Jacobi quadrature.

This figure shows the division of an interval of integration into subintervals to maintain the
desired resolution. To maintain high accuracy with much speed, a compound Gauss-Jacobi
quadrature, provided in Davis and Rabinowitz [1975: 56], is adopted, with the quadrature
principle

No singularity zk shall lie closer to an interval of integration than half the length of that interval.

To achieve this principle, the quadrature subroutine ZQUAD must be able to divide an in-
terval of integration into shorter subintervals as needed, working from the endpoints inward.
On the short subinterval adjacent to the endpoint, Gauss-Jacobi quadrature is applied; on
longer interval(s) away from the endpoint, pure Gaussian quadrature is applied. The effect
of this procedure is that the number of integrand evaluations required to achieve a given
accuracy is reduced from O(1/ε) to O (log2 (1/ε)). For example, in the 12-vertex example
of Figure 8.3, the switch to compound Gauss-Jacobi integration decreases the error from
10−2 to 2 · 10−7 .
There is only one case where the above-described integration by compound Gauss-Jacobi
quadrature fails. This case involves an integration interval with one point very close to some
prevertex zk corresponding to a vertex w= ∞. This integral cannot be computed, considering
an interval that begins at zk , because the integral then becomes infinite. However, a proper
procedure in this case is integration by parts, which can reduce the singular integrand to one
that is not infinite. Depending on the angle αk , one would need one to three applications of
integration by parts. However, this procedure has not been implemented in the subroutine
ZQUAD.

(d) Solution of system by packaged solver (subroutine SCSOLV). After the above
discussions, the unconstrained nonlinear system is ready to be computed. A library sub-
routine NSOIA (by Powell [1968]) is employed; it uses a steepest descent search in early
iterations if necessary followed by a variant of Newton’s method later on.
Fortran programs of all subroutines are available in Trefethen [1979: 48-55].
280 8 SCHWARZ-CHRISTOFFEL INTEGRALS

8.4 Minimum Area Problem

Gaier’s variational method is used to solve two extremal problems in the theory of conformal
mapping. The first deals with the conformal mapping of a simply connected region onto a
disk, and the second with that of the boundary of the region onto the circumference of the
disk. Both problems use the Ritz method for approximating the minimal mapping function
by polynomials. This mapping function in the first problem is represented in terms of the
Bergman kernel function, and in the second problem in terms of the Szegö kernel.
An extremal property in the conformal mapping of a simply connected region D onto a
disk is connected with the minimum area problem. This problem, which we will denote as
Problem I, is known as the Bieberbach minimizing principle. The mapping function pos-
sesses an extremal property which provides a method to compute an approximate solution
for the map. Let K1 (D) denote the class of all functions f ∈ L2 (D) with f (a) = 1, where
a ∈ D. Similarly, let K0 (D) denote the class of all functions f ∈ L2 (D) such that f (a) = 0.
Note that the classes K1 (D) and K0 (D) represent, respectively, a closed convex subset and
a closed subspace of L2 (D). Let the function

∞
X
w = f (z) = an (z − a)n , |z − a| < R, (8.4.1)
n=0

which is regular in D, map D onto the disk B(0, R) in the w-plane. Without loss of
generality, we will sometimes take the point a as the origin.
We will designate the minimum area problem as Problem I, defined as follows:
Problem I: In the class K1 , minimize the integral
ZZ
I= |f ′ (z)|2 dSz . (8.4.2)
D

The Riemann mapping theorem (Theorem 2.15) guarantees the existence and uniqueness
of the solution of this extremal problem.
Theorem 8.3. Problem I (minimum area problem) has a unique solution f0 (z) = f ′ (z).
The minimum is πR2 .
Proof. If f0 (a) = 0 and f0′ (a) = 1, then in view of (2.6.25)
ZZ Z R Z 2π
2
area(D) = |f ′ (z)|2 dSz = f ′ r eiθ r dr dθ
D 0 0
Z RX∞
= |an |2 n2 2πr2n−1 dr (8.4.3)
0 n=0
∞
X
= πR2 |a1 |2 + π n |an |2 R2n .
n=2

The above result implies that in the problem of mapping by the function (8.4.1), which is
regular in B(0, R) and is such that f ′ (a) = a1 , the area of the mapped region D is always
greater than πR2 |a1 |2 . It is exactly equal to this value if the map f (z) is linear, i.e., if
w = a0 + a1 z. A particular case is when a1 = 1. Then the mapping function is w = a0 + z.
If this linear transformation is excluded, then the mapping function can be normalized by
the conditions f (a) = 0 and f ′ (a) = 1, by considering the function f (z)/a1 . In either case
the minimum area of D is πR2 . 
 8.5 NUMERICAL METHODS FOR MINIMUM AREA PROBLEM 281

Before we solve Problem I, we will examine the minimal function f0 (z) closely.
Theorem 8.4. The function f0 (z) is orthogonal to every function g ∈ L2 (D) with
g(a) = 0, i.e., ZZ
f0 , g = f0 (z) g(z) dSz = 0. (8.4.4)
D

Proof. For every ε > 0 and 0 ≤ θ ≤ 2π, the function f0 (z) + εg(z) belongs to the class
K1 . Then
ZZ ZZ
|f0 (z)|2 dSz ≤ |f0 (z) + εg(z)|2 dSz
D
ZZ Z Z  ZZ
2 2
= |f0 (z)| dSz + 2ε ℜ f0 (z) g(z) dSz + ε |g(z)|2 dSz ,
D D D

which implies that

Z Z  ZZ
ε
ℜ f0 (z) g(z) dSz + |g(z)|2 dSz ≥ 0.
D 2 D

If (8.4.4) were false, then the above expression would be negative for sufficiently small
ε > 0. 

8.4.1 Bergman Kernel. If we take g(z) = f0 (z) − f0 (a), then from (8.4.4) for f ∈ K1 (D)
we have ZZ ZZ
f0 (z) f (z) dSz = f (a) f0 (z) dSz ,
D D

and if f = f0 , then
ZZ ZZ
kf0 k2 = |f0 (z)|2 dSz = f0 (a) f0 (z) dSz .
D D

If we introduce the Bergman kernel

f0 (z)
K(z, a) = , (8.4.5)
kf0 k2

where f0 (z) minimizes Problem I, then for every f ∈ K1 (D)

ZZ
K(z, a) f (z) dSz = f (a). (8.4.6)
D

Hence, every function f ∈ L2 (D) is the eigenfunction of the integral equation (8.4.6) with
eigenvalue λ = f0 (a) = 1. Then the minimal function f0 (z) is, in view of (8.4.5), given by

K(z, a)
f0 (z) = , (8.4.7)
K(a, a)

where ZZ
1
K(a, a) = |K(z, a)|2 dSz = . (8.4.8)
D kf0 k2
282 8 SCHWARZ-CHRISTOFFEL INTEGRALS

Note that we cannot find f0 (z) directly. We can find f ′ (z) since it appears in the integrand
in (8.4.2). Then the mapping function f is related to the Bergman kernel of D by
RR
D K(z, a) dSz
f (z) = . (8.4.9)
K(a, a)

8.5 Numerical Methods for Minimum Area Problem

We will study the Ritz method (RM) and the Bergman kernel method (BKM) for the
minimum area problem (Problem I).

8.5.1 Ritz Method. The Ritz method is used to find the solution of the above extremal
problem approximately in the form of a polynomial. Consider an arbitrary system of lin-
early
Z Z independent functions u0 (z), u1 (z), . . . , which are regular in D and are such that
|uk (z)|2 dx dy < +∞ for k = 0, 1, . . . . We assume that one of these functions, say
D
u0 (z), is such that u0 (a) 6= 0. Without loss of generality, we take a = 0. Let {φn (z)} be
a complete set of L2 (D), and denote by Kn0 and Kn1 the n-dimensional counterparts of K0
and K1 , respectively, i.e., if
n
X
φn (z) = ck uk (z), (8.5.1)
k=0

then φn ∈ Kn0 if φ(0) = 0, and φn ∈ Kn1 if φn (0) = 1, where ck = αk + iβk , c0 6= 0, are

complex numbers. Now we will consider the integral
ZZ
I(φn ) = |φn (z)|2 dSz , (8.5.2)
D

which is the same as (8.4.1) except that the integrand in (8.5.2) is φn (z) instead of f ′ (z).
Problem In : In the class Kn1 , minimize the integral I(φn ) defined by (8.5.2).
Now we will discuss the existence and uniqueness of the minimal polynomial φn (z),
determine φn (z), and approximate f0 (z) by the minimal polynomial φn (z). The numerical
value of the integral (8.5.2) is equal to the area of the image of the region D. Then the
problem reduces to a choice of the coefficients ck so that this value is a minimum among
the values of the same integral for any other linear combination ψn of the functions uk (z),
k = 0, 1, . . . , n, subject to the condition ψn (0) = 1. Suppose that

ψn (z) = φn (z) + ε γn (z), (8.5.3)

where ε is a complex number and γn (z) is a linear combination of uk (z), k = 0, 1, . . . , n.

The requirement that ψn (0) = 1 for all ε implies that γn (0) = 0. Now
ZZ ZZ
I(ψn ) = |φn |2 dx dy + ε̄ φn γ̄n dx dy
D D
ZZ ZZ (8.5.4)
2
+ε φ̄n φn dx dy + |ε| |γn |2 dx dy.
D D
 8.5 NUMERICAL METHODS FOR MINIMUM AREA PROBLEM 283

The sign of the difference I(ψn ) − I(φn ) for small ε will depend on the linear terms in ε
and ε̄ because the last term in (8.5.4) is of order O(ε2 ). Thus, I(ψn ) − I(φn ) ≥ 0 iff the
following orthogonality relations hold:
ZZ ZZ
φn γ̄n dx dy = 0 and φ̄n γn dx dy = 0 (8.5.5)
D D

for any linear combination γn that satisfies the condition γn (0) = 0. Otherwise, we can
always choose an ε which will make I(ψn ) < I(φn ), and this will contradict the minimal
properties of φn (z). Note that the integrands in (8.5.5) are complex conjugates of each
other, so we can use either as needed.

Conversely, if φn (z) satisfies the orthogonality relations (8.5.5), then φn (z) imparts the
integral I(φn ) its minimum value among the values imparted by all linear combinations of
ψn (z) with ψn (0) = 1. Thus, from (8.5.4) and (8.5.5) we get
ZZ
2
I(ψn ) − I(φn ) = |ε| |γn |2 dx dy. (8.5.6)
D

Hence, the polynomial φn (z) will be unique if it exists, since the integral on the right side
of (8.5.6) is equal to zero only when γn = 0, i.e., when ψn = φn . Thus, the orthogonality
relations (8.5.5) constitute necessary and sufficient conditions for φn (z) to be the minimal
polynomial.
We will rewrite the conditions (8.5.5) in a different but equivalent form. Let

uk (0)
vk (z) = uk (z) − u0 (z), k = 1, . . . , n. (8.5.7)
u0 (0)

Then each of the functions vk (z) satisfies the requirements imposed on γk (z), and the
conditions (8.5.5) become
X n
Akj cj = 0, (8.5.8)
j=0

where ZZ ZZ
Akj = ūj vk dx dy = uj v̄k dx dy, k = 1, . . . , n. (8.5.9)
D D

Also, since
n
X
uk (0) ck = 1, (8.5.10)
k=0

Eqs (8.5.8) and (8.5.10) provide us with a system of (n + 1) equations to determine the
numbers c0 , c1 , . . . , cn uniquely.
Note that the functions uk (z), though linearly independent, are still undetermined and
are not subject to limitation. However, it becomes very easy to determine the integrals in
(8.5.9) if all uk (z) are suitably chosen beforehand such that u0 (0) = 1, and uk (0) = 0 for
k = 1, . . . , n. Then vk (z) = uk (z), and the integral
ZZ ZZ
uj v̄k dx dy = uj ūk dx dy.
D D
284 8 SCHWARZ-CHRISTOFFEL INTEGRALS

Also, Eq (8.5.10) degenerates to c0 = 1, which reduces the number of unknowns by one.

Moreover, if the system of functions u0 (z), u1 (z), . . . is orthogonal in D, i.e., if
ZZ
uj ūk dx dy = 0 for k 6= j,
D

then ZZ
uj v̄k dx dy = 0 for j 6= 0 and k 6= j,
D

and
ZZ ZZ
uk (0)
u0 v̄k dx dy = − u0 ū0 dx dy,
D u0 (0) D
ZZ ZZ
uk v̄k dx dy = uk ūk dx dy.
D D

Then Eqs (8.5.8)-(8.5.10) simplify to

ZZ ZZ
2 uk (0)
ck |uk | dx dy − c0 |u0 |2 dx dy = 0. (8.5.11)
D u0 (0) D

Thus, we have proved

Theorem 8.5. The problem In has a unique solution. The coefficients of the mini-
mal polynomial φn (z), defined by (8.5.1), are determined by the system of linear equations
(8.5.8)-(8.5.9). The coefficients Akj , defined by (8.5.9), are hermitian.
Let the system {uk }nk=0 be taken as the complete set {1, z, z 2, . . . , z n }. Then for the
minimal polynomial
φn (z) = 1 + c1 z + c2 z 2 + · · · + cn z n , (8.5.12)

the system of equations (8.5.8)-(8.5.9), which determine the n coefficients ck , becomes

 
  1 
A10 A11 A12 ··· A1n   

 c1 
 
 A20 A21 A22 ··· A2n  c2
  = {0}, (8.5.13)
··· ··· ··· ··· ··· 
 .. 

 
An0 An1 An2 ··· Ann   . 
cn

where the coefficients Akj are given by

ZZ
Akj = z k z j dSz , Akj = Ājk . (8.5.14)
D

Note that if a 6= 0, then the coefficients Akj are determined from

ZZ
Akj = (z − a)k (z − a)j dSz , Akj = Ājk . (8.5.15)
D

The computation of the coefficients Akj depends on the region D, although it may sometimes
present difficulties.
 8.5 NUMERICAL METHODS FOR MINIMUM AREA PROBLEM 285

Example 8.1. Let the region D be starlike with respect to a point a 6= 0 ∈ D, i.e.,
every ray emanating from the point a intersects the boundary in only one point. Let the
equation of the boundary be r = r(θ). Using the polar coordinates z − a = r eiθ , we get

Z 2π Z r(θ) Z 2π
1
Akj = rj+k ei(j−k)θ r dr dθ = rj+k+2 (θ) ei(j−k)θ dθ
0 0 j+k+2 0
Z 2π
1
= rj+k+2 (θ) cos(j − k)θ dθ (8.5.16)
j+k+2 0
Z 2π
i
+ rj+k+2 (θ) sin(j − k)θ dθ.
j+k+2 0

 
Note that ℜ Akj and ℑ Akj differ from the coefficients of the Fourier series for rj+k+2 (θ)
π
by a factor , and hence, they can be easily computed. 
j+k+2

Definition 8.5.1. The system of polynomials {φn } is said to be complete in the Hilbert
space L2 (D) if for every function f ∈ L2 (D) and every ε > 0 there exists a polynomial φn
such that kf − φn k < ε.
Now the question arises, under what additional assumptions on D the polynomials φn (z)
form a complete system in L2 (D). Naturally, kf0 − φn k ց 0 must hold, and thus also
φn (z) → f0 (z) as n → ∞ in any closed subset Ḡ ⊂ D.
Theorem 8.6. Let the polynomial p(z) belong to the class Kn1 . Then

ZZ
kf0 − pk2 = |f0 (z) − p(z)|2 dSz (8.5.17)
D

is minimal only if p(z) = φn (z).

Proof. In view of (8.4.4)

f0 , p = f0 , p − f0 + f0 , f0 = f0 , f0 ,

thus,
f0 − p, f0 − p = f0 , f0 − 2 f0 , f0 + p, p = kpk2 − kf0 k2 ,

and the result follows since kpk2 is minimal if p = φn . 

Hence, among all p ∈ Kn1 the polynomial φn yields the minimum norm kf0 − pk, and
1
since Kn+1 ⊃ Kn1 , then kf0 − pk ց 0 only if the system of polynomial {φn } is complete in
2
the space L (D). Moreover, in Problem In there exists a polynomial p = φn which satisfies
the additional condition p(a) = f (a). Also note that the Bieberbach polynomial πn (z) is
defined by
Z z
πn (z) = φn−1 (ζ) dζ → f (z) as n → ∞ in Ḡ ⊂ D. (8.5.18)
a
286 8 SCHWARZ-CHRISTOFFEL INTEGRALS

y v
A 1 B

f(z)
x u
-1 0 1 0 R

D C
-1

Figure 8.5 Square onto a circle.

Example 8.2. Determine the minimal polynomial φn (z) and the approximate mapping
function f (z) that maps the square region D = {x, y : −1 < x, y < 1} conformally onto
|w| < 1 (Figure 8.5). From cs422.nb (see Notes at the end of this chapter), the minimum
polynomial is given by

97402305 4 68765697 8
φ8 (z) = 1 + z + z ,
266254834 2130038672

which yields the approximate mapping function

Z z
f (z) ≈ φ8 (t) dt
0
19480461 5 7640633
=z+ z + z9
266254834 2130038672
≈ z + 0.0731647 z 5 + 0.00358709 z 9. 

8.5.2 Bergman Kernel Method. In this method the mapping function f (z) is determined
approximately
 from (8.4.19) by first approximating the kernel K(z, 0) by a finite Fourier
sum. Let φ∗j (z) denote a complete orthonormal set of L2 (D). Consider the Fourier series
expansion of K(z, 0). Then, in view of (8.4.6),
ZZ
K, φ∗j = K(z, 0) φ∗j (z) dSz = φ∗j (0). (8.5.19)
D

Thus, the kernel has a series expansion

∞
X
K(z, 0) = φ∗j (0) φ∗j (z), (8.5.20)
j=1

which converges in the mean of L2 (D), i.e., the series (8.5.20) converges almost uniformly
in D.

Hence, if we have a complete set {φj (z)} of L2 (D), then by using (8.4.19) and (8.5.20)
we obtain an approximate mapping function f (z) as follows:
n
(i) Orthonormalize the set {φj (z)}j=1 by using the Gram-Schmidt process which yields the
 8.5 NUMERICAL METHODS FOR MINIMUM AREA PROBLEM 287

 n
set of orthonormal functions φ∗j (z) j=1
. Note that the Gram-Schmidt process requires
evaluating φi , φj , which, in view of Green’s formula (2.3.11), is given by
ZZ Z
1
φi , φj = φi (z) φj (z) dSz = φi (z) ψj (z) dz, (8.5.21)
D 2i Γ

where ψj′ (z) = φj (z). Then the integrals in (8.5.21) are computed by Gaussian quadrature.
(ii) Truncate the series (8.5.20) after n terms to obtain the approximation Kn (z, 0) of K(z, 0)
as
Xn
Kn (z, 0) = φ∗j (0) φ∗j (z). (8.5.22)
j=1

(iii) Use (8.4.19) to obtain the approximate mapping function fn (z) as

Rz
Kn (z, 0) dz
fn (z) = 0 . (8.5.23)
Kn (0, 0)

(iv) The approximate radius Rn of the disk |w| < R is given by

1
Rn = p , (8.5.24)
π Kn (0, 0)

since kf0 k2 = π R2 (because f0 ∈ K1 ).

(v) Thus, from (8.5.23) and (8.5.24) the approximation of the mapping function F (z) that
maps D conformally onto the unit disk |w| < 1 is given by
r Z z
π
Fn (z) = Kn (z, 0) dz. (8.5.25)
Kn (0, 0) 0

The maximum error estimate for |Fn (z)| is given by

En = max |en (zj )| ,

j

where zj ∈ Γ are the test points on the boundary and en (z) = 1 − |Fn (z)|. During the
computation process the number n of the basis function is increased by one each time and
this process is terminated when the inequality En+1 < En no longer holds. Then such a
number n is taken as the ‘optimum number’ for the basis functions.

Note that in both RM and BKM we have obtained approximations of the form
n
X
fn (z) = aj uj (z),
j=1

where u′j (z) = φj (z). In both methods the set of monomials z j−1 , j = 1, 2, . . . , which is a
complete set in L2 (D ∪ Γ) is the best choice of basis functions in computation. Then this
basis gives the polynomials φj (z) defined in (8.5.13).

Map 8.2. The function w = f (z) that maps the unit disk U onto itself such that the
point z0 ∈ U goes into the origin of the w-plane is given by
z − z0
w = f (z) = .
z − 1/z̄0
288 8 SCHWARZ-CHRISTOFFEL INTEGRALS

Thus, both f (z) and the associated p Bergman kernel function K(z, z0 ) have a pole at z =
1/z̄0 . Since the polynomials φ∗j (z) = j/π z j−1 , j = 1, 2, . . . , form a complete orthonormal
basis set of U , the kernel K(z, z0) can, in view of (8.5.20), be represented by the polynomial
series
∞
1 X
K(z, z0) = j (z̄0 z)j−1 ,
π j−1

which converges rapidly when |z0 | is small, but the convergence becomes considerably slower
the faster |z0 | → 1, i.e., the closer the pole 1/z̄0 gets to the boundary of U . 

8.6 Minimum Boundary Problem

An analogous minimum problem in the conformal mapping of a region D onto |w| < R leads
to another characterization of the mapping function f (z) by considering the line integral
Z
I= |f (z)|2 ds, (8.6.1)
Γ

where Γ is the boundary of D. This problem, studied by Julia [1931], is known as the
minimum boundary problem which we will call Problem II. Let Γ be a rectifiable Jordan
curve, and let L1 (Γ) denote the class of all functions f ∈ L2 (Γ) with f (a) = 1, where a ∈ D
can be taken as the origin.
Problem II: In the class L1 (Γ) minimize the integral (8.6.1).
p
Theorem 8.7. Problem II has a unique solution f0 (z), and it is f0 (z) = f ′ (z). The
minimum is 2πR.
Proof. For every function F ∈ L2 (Γ)
Z Z Z p
|F (z)|2 ds = lim |F (z)|2 ds = lim |F (g(w)) g ′ (w)|2 |dw|
Γ r→R Γr r→R |w|=r
Z 2π
iθ


= lim r |h r e |2 dθ,
r→R 0

p ∞
X
where h(w) = F (g(w)) g ′ (w), h(0) = 1, and z = g(w) (see (2.3.8)). If h(w) = an w n ,
n=0
a0 = 1, then
Z ∞
X
|F (z)|2 ds = 2π |an |2 R2n+1 ≥ 2πR,
Γ n=0
p
where the equality holds only for an = 0, n > 0, which yields F (z) = f ′ (z) for h(w) = 1. 
This theorem implies that in the class ofZ all conformal mappings w = φ(z) of the region
D with φ(a) = 0, φ′ (a) = 1, the integral |φ′ (z)| ds is minimum only when φ(z) = f (z).
Γ
This is known as the principle of minimizing the image boundary.
The conformal map f of D onto |w| < R, normalized by f (a) = 0, f ′ (a) = 1, is given by
Z z
f (z) = [f0 (ζ)]2 dζ.
a
 8.6 MINIMUM BOUNDARY PROBLEM 289

The theory for Problem II is developed exactly on the same lines as in §8.4 and §8.5.
Thus, as in (8.4.4), we have
Theorem 8.8. The function f0 (z) is orthogonal to every function g ∈ L2 (Γ) with
g(a) = 0, i.e., Z
f0 , g = f0 (z) g(z) ds = 0. (8.6.2)
Γ

For the minimal function f0 (z) of Problem II we introduce the Szegö kernel function

f0 (z)
S(z, a) = R 2
, (8.6.3)
|f
Γ 0 (z)| ds

with the properties

Z
S(z, a)
S(a, a) = |S(z, a)|2 ds, and f0 (z) = . (8.6.4)
Γ S(a, a)

For any f ∈ L2 (Γ), we apply (8.6.2) to f (z) − f (a) and get

Z Z
f0 (z) f (z) ds = f (a) f0 (z) ds,
Γ Γ

and if f = f0 , then, since h(w) = 1 implies f (a) = 1 = f (a), we have

Z Z
2
|f0 (z)| ds = f0 (z) ds.
Γ Γ

Thus, analogous to (8.4.6) we have: For every function f ∈ L2 (Γ)

Z
S(z, a) f (z) ds = f (a). (8.6.5)
Γ

Theorems 8.3 and 8.7 together with the definitions (8.4.5) and (8.6.3) yield

2
K(z, a) = 4π [S(z, a)] . (8.6.6)

Thus, S(z, a) can be evaluated by this method.

8.6.1 Ritz Method for Problem II. Let L1n denote the class of all polynomials p(z) of
degree ≤ n with p(a) = 1.
Z
Problem IIn : In the class L1n minimize the line integral |p(z)|2 ds.
Γ
We will discuss the existence and uniqueness of the minimal polynomial φn (z), determine
φ
Z n (z), and approximate f0 (z) by the minimal polynomial φn (z) and f (z) by the integral
z
[φn (ζ)]2 dζ, respectively. As in §8.5, it can be shown that a minimal polynomial φn (z)
a
exists for Problem II, that it is unique, and that it is characterized by

φn , g = 0 (8.6.7)
290 8 SCHWARZ-CHRISTOFFEL INTEGRALS

for every polynomial g(z) of degree ≤ n with g(a) = 0. The proof is analogous to that of
(8.4.4).
In view of (8.6.7), the coefficients of the minimal polynomial

φn (z) = 1 + a1 (z − a) + · · · + an (z − a)n (8.6.8)

are determined by
Z n
!
X
k
ak (z − a) (z − a)j ds = 0, j = 1, 2, . . . , n, (8.6.9)
Γ k=0

and a0 = 1. If we set
Z
Bkj = (z − a)k (z − a)j ds, k, j = 0, 1, . . . , (8.6.10)
Γ

then the coefficients of the minimal polynomial φn (z) defined by (8.6.8) are determined
from the (consistent) system of equations
n
X
Bkj ak = 0, a0 = 1, j = 1, . . . , n. (8.6.11)
k=0

For any arbitrary polynomial p ∈ L1n , we have, in view of (8.5.2),

f0 − p = f0 , p − f0 + f0 , f0 = f0 , f0 ,

and hence
kf0 − pk2 = kpk2 − kf0 k2 , (8.6.12)
which implies that p(z) has the minimal property:
Z
|f0 (z) − p(z)|2 ds is minimum in L1n for p(z) = φn (z). (8.6.13)
Γ

Again, as in §8.5, kf0 − φn k ց 0 as n → ∞, since L1n+1 ⊃ L1n . Then we ask, under what
assumptions on D is the system of polynomials {φn } complete in the Hilbert space L2 (Γ)?
An answer was given by Smirnov [1928] as
Theorem 8.9. The system of polynomials in L2 (Γ) is complete iff the boundary Γ of
the region D satisfies the condition
Z 2π
′ 1
R2 − r 2
log |g (w)| = log g ′ r eiθ dα, (8.6.14)
2π 0 R2 − 2Rr cos(α − θ) + r2

for all r < R, where z = g(w) is the inverse mapping function which maps the region
|w| < R onto the region D in the z-plane.
A proof of this theorem can be found in Goluzin [1957:396] or [1969:449]. The condition
(8.6.14) is known as the S-condition. This condition depends only on the region D and
not on the normalization of g(w) or on the choice of a ∈ D. All such regions D whose
mapping satisfies the S-condition (8.6.14) are said to belong to the Smirnov class S. Not
all regions with a rectifiable boundary belong to the class S. Besides the rectifiability of Γ,
 8.6 MINIMUM BOUNDARY PROBLEM 291

however, it is sufficient for D ∈ S if one of the following conditions is met: (i) D is convex
or starlike with respect to a point in D; (ii) Γ is piecewise smooth, and its smooth arcs γk ,
k = 1, . . . , n, join one another with a nonzero interior angle; (iii) the ratio of the length of
any arc γk of Γ = ∪ γk to the length of its chord does not exceed a fixed limit; (iv) if D 6∈ S,
then the behavior of kφn k2 and of kf0 − φn kZ2 = kφn k2 − kf0 k2 is known; and (v) for any D
with a rectifiable boundary Γ, the integral |φn (z)|2 ds ց 2πRδ, where
Γ

 Z 2π 
1

δ = exp log g ′ R eiθ dθ . (8.6.15)
2π 0

Thus, under the conditions (i), (ii), or (iii) we have kf0 − φn k ց 0, and, in view of Theorem
8.4, φn (z) → f0 (z) as n → ∞ for every region G ⊂ D. Hence, for z ∈ G ⊂ D the polynomial
Z z
2
π2n+1 = [φn (ζ)] dζ → f (z) as n → ∞. (8.6.16)
a

Note that the polynomial π2n+1 (z) is different from the Bieberbach polynomial (8.5.18).
Theorem 8.10. For the system of polynomials to be complete in a region D, it is
necessary and sufficient that an arbitrary function F (z) ∈ L2 (Γ) satisfies the condition
Z n
X
|F (z)|2 ds = |ak |2 , (8.6.17)
Γ k=1

where ak are the Fourier coefficients of F (z).

Proof. Let p(z) be an arbitrary polynomial of degree n:
n
X
p(z) = ck uk (z). (8.6.18)
k=0

Then for F (z) ∈ L2 (Γ)

Z Z Z nZ o
2 2 2
|F (z) − p(z)| ds = |F (z)| ds +|p(z)| ds − 2 ℜ F (z) p(z) ds
Γ Γ Γ Γ
Z n
( ∞
)
X X
2 2
= |F (z)| ds + |ck | − 2 ℜ ak ck (8.6.19)
Γ k=0 k=0
Z Xn n
X
= |F (z)|2 ds − |ck |2 + |ak − ck |2 .
Γ k=0 k=0

Thus, the polynomial p(z) defined by (8.6.18) with ck = ak attains the minimum of the
integral Z
|F (z) − p(z)|2 ds, (8.6.20)
Γ

and, in view of (8.6.18), this minimum yields

Z n
X
|F (z)|2 ds − |ck |2 = 0. (8.6.21)
Γ k=0
292 8 SCHWARZ-CHRISTOFFEL INTEGRALS

Hence, a system of polynomials is complete iff the difference (8.6.21) approaches zero as
n → ∞ for an arbitrary function F ∈ L2 (Γ). 
Theorem 8.11. If the S-condition (8.6.14) is satisfied, then an arbitrary function
F (z) ∈ L2 (Γ) can be represented in D by a Fourier series
∞
X
F (z) = ak uk (z), (8.6.22)
k=0

which converges uniformly in D, where

Z
ak = f (w) uk (w) ds. (8.6.23)
Γ

Proof. Since the minimum of the integral (8.6.20) is attained out of all polynomials
pn (z) by a polynomial defined by (8.6.18) with ck = ak , k = 0, 1, . . . , n, then, if the S-
condition is satisfied, we have
Z
lim |F (ζ) − pn (ζ)|2 ds = 0. (8.6.24)
n→∞ Γ

But by Cauchy’s formula in D

Z
1 F (ζ) − pn (ζ)
F (z) − pn (z) = dζ.
2iπ Γ ζ −z

If Ḡ is a closed subset of D and δ is the distance from G to Γ, then for z ∈ Ḡ

Z
1
|F (z) − pn (z)| ≤ |F (ζ) − pn (ζ)| ds
2πδ Γ
s Z (8.6.25)
1
≤ l |F (ζ) − pn (ζ)|2 ds,
2πδ Γ

where l is the length of Γ, and this, in view of (8.6.24), implies that pn (z) → F (z) uniformly
on Ḡ as n → ∞. But pn (z) is a finite part of the Fourier series (8.6.22), which proves the
theorem. 

x2 y2
Example 8.3. Let E denote the ellipse 2 + 2 = 1. The Bergman kernel for E has
a b
the form
∞
4 X (n + 1)Un (z) Un (a)
K(z, a) = , ρ = (a + b)2 ,
π n=0 ρn+1 − ρ−n−1

−1/2

where Un (z) = 1 − z 2 sin (n + 1) cos−1 z are the Chebyshev polynomials of the
second kind and degree n (Nehari [1952: 258-259]). bull

2 2
(x − xc ) (y − yc )
Example 8.4. Let the arc Γ be defined by the ellipse E : + = 1,
a2 b2
a > b, and let the parametric equation of Γ be z = γ(s)p= zc + a e cos(s − i q), 0 ≤ s1 <
s < s2 < 2π, where zc = xc + i yc is the center C , e = 1 − b2 /a2 the eccentricity of the
ellipse, cosh q = 1/e, and s2 − s1 < 2π. Then the function z = γ(ζ), ζ = s + i t, is univalent
 8.7 NUMERICAL PARAMETER PROBLEM 293

in the strip {ζ : ζ + s + i t, s1 < s < s2 , −∞ < t < q}, and the region G∗ is a symmetric
subregion of the rectangle ζ : ζ = s + i t, s1 < s < s2 , −q < t < q (Papamichael, Warby
and Hough [1983: 157]). bull

8.7 Numerical Parameter Problem

The Schwarz-Christoffel transformation defined by (7.1.7) or (7.1.15) is
Z n
w Y
−αj
z(w) = C1 (t − wj ) dt + C2 . (8.7.1)
w0 j=1

The problem is to determine all wj and the constants C1 and C2 . There are different
methods to evaluate these parameters, e.g., those described in von Koppenfels and Stallman
[1959], Kantorovich and Krylov [1964], Gaier [1964], and Henrici [1986: vol. 3, ch. 16], and
Bjørstad and Grusse [1987]. We will use the following four methods:
8.7.1 Parameter Method. The parameters wj , j = 1, 2, . . . , n and C1 , C2 are determined
by using the boundary conditions, i.e., by equating values of z(w) in the z-plane to the values
of the integral evaluated at the corresponding points wj on the v-axis. Although certain
cases have been determined exactly in Chapter 6, numeral methods are needed when n is
large. First, we assume that we have reduced the problem such that z(0) = 0, which yields
C2 = 0. Next, let the distance between two adjacent vertices zk and zl of the polygon be
denoted by ∆zkl and the corresponding values determined from integration by ∆Fkl , i.e.,
Z n
zl Y
−αj
∆zkl = |zl − zk |; ∆Fkl = C1 (t − wj ) dt. (8.7.2)
zk j=1

Now, let the next vertex be zm . Then equating the ratios of the lengths ∆zkl and ∆zlm we
get
∆zkl ∆Fkl
= . (8.7.3)
∆zmk ∆Fmk
This equation results in a set of simultaneous, nonlinear equations which can be solved using
the least-error-squared condition. For example, if the error is denoted as e = ∆z − ∆F , we
can minimize the sum of all the e2 . Powell [1964] provided the method of conjugate direction,
which was used by Lawrenson and Gupta [1968] to develop a minimization algorithm, who
found that displacement of limits in the order of 0.001 and 0.005 were sufficient to get
accurate results in small intervals.
8.7.2 van Dyke’s Method. (van Dyke [1975: 96]) This method deals with the follow-
ing situation: Since a vertex, say zj , of the polygon is mapped onto the point wj on the
u-axis, each finite wj contributes a term (t − wj )−αj in the Schwarz-Christoffel transfor-
mation (8.7.1). If an approximate, yet almost accurate, solution is required in the interval
wj− < w < wj+ , van Dyke’s method works with accuracy of the order of 0.001 to 0.005 as de-
termined by Lawrenson and Gupta [1968] and Binns [1971]. This method uses the fact that
−α
the factor (t − wj ) j in (8.7.1) predominates as the singular point wj is approached by w,
while the other factors (t − wm )−αm , m 6= j, remain almost constant in their magnitude
− +
and direction as integration is taken from wm to wm . Thus, the difference

Z +
wm n
Y
+ − −αj
∆zm = zm − zm = C1 (t − wj ) dt (8.7.4)
−
wm j=1
294 8 SCHWARZ-CHRISTOFFEL INTEGRALS

changes to
+
nY o (w − w )1−αm wm
m
∆zm = C1 (wm − wj )−αj . (8.7.5)
1 − αm −
wm
m6=j

However, this method will fail in the following cases and should be avoided:
(i) The factor 1 − αm (in the denominator in (8.7.5)) will remain nonnegative since
any vertex with |αm | > 1 occurring at infinity in the z-plane will be dropped out from the
integral. The difficulty would arise only when this factor itself becomes infinitely large when
αm = 1. Such situation normally arises in idealized representations, e.g., of capacitor plates
or air foils of zero thickness where the exterior angles of π as the boundaries are traversed in
the counter-clockwise direction. However, extremely narrow slits are acceptable since they
have α = −π.
(ii) This method will give inaccurate results in the case when the singular points are
dense on the u-axis. This situation may require appropriate scaling and placements of such
points.
(iii) If the images of the vertices in the z-plane occur on the u-axis at infinity, the
integration in (8.7.4) will be taken between infinitely large intervals of w. Imagine the case
when a vertex in the z-plane is at infinity. Then the open polygon can be transformed into
a symmetric, closed polygon, as seen in Figure 8.6, due to Davis [1979].

C C
A B
_∞
∞
A B

A B

w - plane

z- plane
Figure 8.6 Use of symmetry to avoid vertices at infinity.

8.7.3 Trefethen’s Method. (Trefethen [1980]) Instead of mapping the z-plane onto the
upper-half w-plane, this method is based on the mapping of the polygon in the z-plane onto
the unit disk |w| ≤ 1 (see §7.1.3), and this is the advantage over other methods. Thus, all
vertices zj of the polygon are mapped onto the unit circle. For example, a vertex zj will
correspond to wj = eiΘj , thereby Θj will be the only parameter to be determined. For
an efficient integration of Eq (8.7.1) the endpoints wj should not be too close to singular
points which are images of the other vertices. To achieve it, a careful spacing of the angles
 8.7 NUMERICAL PARAMETER PROBLEM 295

Θj−1 , Θj , Θj+1 should be maintained while retaining their power sequence. In the words
of Trefethen, “no singularity shall lie closer to an interval of integration than half the
length of that interval.” A computer program SCPACK, prepared by Trefethen, evaluates
the integrals using Gauss-Jacobi quadrature, and the nonlinear equations (8.7.5) are solved
using an iterative procedure that is based on an initial guess and subsequent corrections
using Powell’s minimization method (Fletcher and Powell [1963], Powell [1964]).
Trefethen has solved some practical problems, like flat polygonal registers (Trefethen
[1984]), and Hall generator elements which involves oblique derivative boundary conditions
(Trefethen and Williams [1986]). Later, Elcrat and Trefethen [1986] extended this method
to open polygons in free-streamline flow problems without using the log-hodograph method
(see §8.4 for minimum area problem).
Dias [1986] has applied this method to dividing-flows and point sources (singularities)
such as wells. However, instead of using the Gauss-Jacobi quadrature, he has used change
of variable to remove singularities, and thus, deals efficiently with vertices at infinity.

8.7.4 Foster-Anderson’s Method. (Foster and Anderson [1974]) This method uses the
elliptic functions to numerically evaluate the Schwarz-Christoffel integral.

F E
D

D C

H
B A B C D E F G H A
_∞ • • • • • • • ∞
b ξ=0 1 1/ k
A

ζ- plane
z- plane

E D
C
•

G h
F
• •B

A
G •

b
H

w - plane
Figure 8.7 Synthesis of a polygon to conform with a desired modulus.

The algorithm for this method has been published by Warner and Anderson [1981], and
296 8 SCHWARZ-CHRISTOFFEL INTEGRALS

its details are as follows: Consider a closed polygon with eight vertices in the z-plane,
marked A through H in Figure 8.7, enclosing the region D. The boundary ∂D together
with the eight vertices is mapped onto the real axis ξ in the ζ-plane (ζ = ξ + iη), such
that the vertices C, E, and A are mapped onto ξC = 0, ξE = 1, and ξA = ∞, respectively.
However, we do not have any information about the mapping of the vertices B, D, F, G
and H, except that G is determined for the case when the ζ-plane is mapped onto the
rectangle ABCD in the w-plane, where the segments ABC and EFG correspond to opposite
sides. This situation can be compared to the case of a conducting plane D in which the
segments with heavy lines represent electrodes attached to the plate, and with the dashed
lines represent the border, or lines of symmetry, through which no current passes. Then the
ratio of the height and base of the rectangle can be defined as a nondimensional modulus
by
h conductance K ′ (k)
mod = = = , (8.7.6)
b στ K(k)

where σ denotes the conductivity and τ the thickness of the plate, and K ′ and K are elliptic
functions (see Appendix F). In the case when a square is required in the w-plane, just set
h = b, and the modulus will be 1.
According to Foster and Anderson [1974], there are two phases of the problem: one
analytical and the other synthetic. In the former phase one should find the point ξG = 1/k
such that the boundary ∂D maps onto the boundary of the rectangle in the w-plane. In
the other phase, one should find a specified ratio of K ′ (k)/K(k) that is proportional to
conductance, or some other topologically determined physical parameter, so that ξG is
located properly. In both cases the modulus k of the elliptic functions must be evaluated
since ξG = 1/k. This is accomplished as follows:
The value of the modulus k can be set by specifying h/b, thus ξG is fixed. Then proceed to
locate the remaining vertices B, D, F, and H on the xi-axis. Foster and Anderson [1974] used
the method of rearranging the terms of the Schwarz-Christoffel integral and approximating
 −1/2
of the integral by factoring out vertex pairs of the form (p − ξl ) (ξm − p) , thereby
leaving behind function f (p), where p is the variable of integration (same as ξ). Next, an
approximation is given by

Z ξm n
Y Z ξm
−αj f (p)
∆zm = C (t − ξj ) dt = C  1/2
dp
ξl j=1 ξl (p − ξl ) (ξm − p)
N
π X
=C f (pj ) , (8.7.7)
N j=1

where
ξm + ξj ξm − ξl  (2j − 1)π 
pj = + cos ,
2 2 2N
and n is the number of vertices. Note that N denotes the number of elements in the series
expansion, and the results are more accurate, the larger N is. The series expansion is
available in Abramowitz and Stegun [1972: 889].
Only C and ξ1 , . . . , ξn are known so far, as can be determined using (8.7.1)-(8.7.3). Thus,
we get
N
π X

|zm − zj | = C f plm
j ,
N j=1
 8.7 NUMERICAL PARAMETER PROBLEM 297

or

P
f plm
j
|zm − zl j
= P
, (8.7.8)
|zl − zk | f pkl
j
j

where plm is the variable of integration in the interval ξl − ξm .

Example 8.5. (Warner and Anderson [1981]) Consider a square-section coaxial line in
the z-plane which is mapped onto the ξ-plane (Figure 8.8) considered in Map 7.15. Then
applying (8.7.2) to this case, we get
Z ξm
1
∆zlm = C1 dt, (8.7.9)
ξl (t − 0)1/2 (t − 1)1/2 (t − ξA )

where ξA is at infinity. Thus, for segment CD we have ∆z = 1 − a, or

Z 1 n o
1 1
C 1/2 1/4
dt = 1 − a, (8.7.10)
0 (t − 0)(1 − t) (ξA − t)

giving CV1 = 1 − a, where V1 is the value of the integral in (8.7.10), and C = C1 i−3/2 .
Similarly, for the segment DA we have ∆z = 1 − a, or
Z ξA n (ξ − 1)1/4 o
1 A
C 1/2
dt = a, (8.7.11)
1 (t − 1) (ξa − t) (t − 0)1/2

which gives CV2 = a, where V2 is the value of the integral in (8.7.11).

B B

3 π /4 a 1_ a
π /4 A
1
rged a
A Enla
1 C D
a
1_ a π /2
C
D
π /2
z- plane

C D A B
B
_∞ • • • ∞
ξ=0 1 1 /k

ζ- plane
Figure 8.8 Example from Foster and Anderson [1974].
298 8 SCHWARZ-CHRISTOFFEL INTEGRALS

For example, consider the case for which K ′ /K = 1.28 holds for the trapezoidal segment
which represents 1/8 of the region in the z-plane. This fixed k = 0.5, and thus, ξA = 1/k 2 =
4. With this value of ξA , integrals (8.7.10) and (8.7.11) give V1 = 2.3 = V3 , and a = 0.5. 
For other examples with different cases with more vertices are available in Warner and
Anderson [1981], and Schinzinger and Laura [2003: 293].

8.7.5 Unit Disk onto Polygon. (Subroutine WSC) To evaluate the inverse map 7.4 for
a given point z in the unit disk or on the circle, we compute the integral

Z  z ′ −αj ′
N
z Y
w = w0 + C 1− dz , (8.7.12)
z0 j=1
zj

where w0 = w(z0 ), and the endpoint z0 may be a point in the closed disk at which the image
w(z0 ) is known and finite. There are three possible choices for the point z0 : (i) z0 = 0, which
gives w0 = wc ; (ii) z0 = zk for some k, which gives w0 = wk which is vertex of the polygon
P ; and (iii) z0 is some other point in the disk at which w has already been computed.
Note that in case (i) and (iii), neither endpoint has a singularity, and the evaluation of
(8.7.12) can be done using compound Gauss quadrature. However, in case (ii) a singularity
−α
of the form (1 − z/zk ) k is present at one of the endpoints and the other point has no
singularity. Hence, the best way to compute w(z) is: If z is close to a singular point zk (but
not the one with wk = ∞), use subroutine ZQUAD; otherwise use SCFUN. In either case
use compound Gauss-Jacobi quadrature, taking the same number of nodes as was used in
solving the parameter problem. This procedure will evaluate w(z) with complete accuracy
by computing all accessory parameters, where quadrature nodes and weights need only be
computed once.
8.7.6 Polygon onto Unit Disk. (Subroutine ZSC). To compute the inverse map
z = z(w) there are at least two methods: (i) The most direct approach is to regard the
direct map w = w(z) as a nonlinear equation and solve it for z, given some fixed value
w. The solution may then be found iteratively by Newton’s method or a related method,
where w(z) must be evaluated at each step using the compound Gauss-Jacobi quadrature
along a straight line segment whose initial point is kept fixed throughout the iteration.
(ii) The second method is to invert the Schwarz-Christoffel transformation formula (7.1.4)
to yield
1 Y w αk
N
dz
= 1− . (8.7.13)
dw C wk
k=1

The inversion is possible because w = w(z) is a conformal mapping, which means that
|dw/dz| > 0 everywhere. Eq (8.7.13) may also be regarded as an ordinary differential
dz
equation of the form = g(w, z) in one complex variable w. If a pair of values (z0 , w0 )
dw
is known and the new values z(w) is sought, then z may be computed using a numerical
o.d.e. solver, where the path of integration is taken to be any curve from w0 to w which
lies within the polygon P .
Trefethen [1979] has combined both of these methods, such that the second method is
first used to generate an initial estimate to be used in the first. Thus, the o.d.e formulation
begins, first by expressing Eq (8.7.13) as a system of first-order o.d.e. in two real variables,
and then using the code ODE by Shampine and Allen [1973], and integrating along straight
line segment from wc to w, whenever possible. Since the polygon P is not convex, more
 8.8 GENERALIZED SCHWARZ-CHRISTOFFEL PARAMETER PROBLEM 299

than one line segment may be required to connect w0 and w. Note that it will not do to
take w0 = wk for some vertex wk without special care, because Eq (8.7.13) is singular at
wk . Thus, the following steps are needed to compute z = z(w) rapidly to full accuracy:
Step 1. Solve Eq (8.7.13) using the ODE package whenever possible along a line segment
from wc to w; call the result z̃; and
Step 2. Solve the equation w(z) = w for z by Newton’s method, using z̃ as an initial
guess.
Fortran programs of all subroutines are available in Trefethen [1979: 48-55].

8.8 Generalized Schwarz-Christoffel Parameter Problem

Trefethen and Williams [1986] have used Schwarz-Christoffel transformations to numerically
solve Laplace’s equation in a polygonal domain with boundary conditions that the derivative
in the direction at a specified oblique angle from the normal is zero along each side of the
polygon. The solution is constructed by taking the real part of the mapping function that
maps the physical domain onto another (model) domain with straight sides according to
the angles given in the boundary conditions.
∂u
Given a set of real numbers θk , k = 1, 2, . . . , n, let un (z) = (z) denote the inward
∂n
∂u
normal derivative of a function u, and let uσ = be its tangential derivative along the
∂σ
side Γk in the positive sense, of a polygon D with vertices zk for each k = 1, 2, . . . , n. Then
the problem considered in the above work, known as the oblique derivative problem, is as
follows:
S
Problem O. Find the functions u ∈ C 2 (D) ∩ C 1 (D ∪ k Γk ) which satisfy Laplace’s
equation ∇2 u(z) = 0, z ∈ D, subject to the homogeneous oblique boundary conditions

cos θk un (z) + sin θk uσ (z) = 0. (8.8.1)

This problem is illustrated in Figure 8.7(a). If θk = 0 (mod π), then we have a Neumann
condition on the side Γk , while θk = π/2 (mod π) gives the tangential condition.

wk+1
θk
θk
f

θk
zk Γ
z k+1 wk
k
(a)
2
1
z1 Γ4
z4 3
2
2 3 3 2

Γ1 Γ
3
or
3 4 4 3

z2 z3 1 4
Γ2
4 1

(b)
Figure 8.9 Problem O.
300 8 SCHWARZ-CHRISTOFFEL INTEGRALS

This problem for a rectangle bounded by four sides Γ1 , . . . , Γ4 , is presented in Figure

8.9(b); the Neumann condition holds on Γ1 and Γ4 , oblique derivative conditions at 45◦
from the normal in the indicated directions. To apply the conformal mapping method,
we must find a polygonal image domain f (D) whose sides are oriented as in Figure 8.9
(right-side figure).
The conformal mappings begin in the following order: First, as shown in Figure 8.10,
the problem from D onto the upper half t-plane by a conformal mapping φ with φ(zk ) = ∞
for some vertex zk . It is known that φ must be the Schwarz-Christoffel mapping

Z t n
Y
−1 −ak
φ (t) = C1 + C2 (t′ − tk ) dt′ , (8.8.2)
Tφ
k=1
k6=k∞

where C1 , C2 ∈ C, and T∞ ∈ R are constants; tk = φ(zk ) are the prevertices on the real
axis and αk π is the external angle at the vertex zk , −1 ≤ αk ≤ 3. However, the difficulty is
that the values of {tk } are not known in advance. Thus, determining φ numerically requires
an iterative method to determine these values. The Fortran package SCPACK (§24.10) is
used for this purpose.
f w3
•
z4
•
z3 φ ψ
•
• • • t•4 • •w2
t1 t2 t3 w1
z1 • •z
2
z- plane w4•
t - plane w - plane
Figure 8.10 Schwarz-Christoffel transformations.

The next step is to map the upper half t-plane onto f (D) by a function ψ(t), as shown
in Figure 8.10. This is again another Schwarz-Christoffel transformation involving the
same prevertices tk and new angle parameters α′k , and other new features. The function
ψ may have branch points in the upper half-plane; to handle them, additional factors
(t′ − sk )(t′ − s̄k ), sk ∈ R are used; also the factors (t′ − sk ) are included whenever there are
points along some Γk where f ′ (z) = 0. Finally, since f (D) is not required to be embeddable
in the plane, the parameters α′k need not lie in [−1, 3]. Hence, the general map ψ with
algebraic singularities can be written as

Z t n
Y mk −α′k 1
ψ(t) = C3 + eiθkm −1 p(t′ ) (t′ − tk ) dt′ , α′k = (θk − θk−1 ) , (8.8.3)
Tψ π
k=1
k6=k∞

where p(t′ ) is a polynomial with real coefficients, each mk is an integer, Tψ is any point in
(tk−1 , ∞), and C3 is a complex constant.
This is a generalized Schwarz-Christoffel parameter problem, where p is linear, which
makes it easily solvable. The idea of generalized parameter problems was introduced by
 8.9 PROOFS 301

Trefethen. Boundary value problems for elliptic equations in non-smooth domains, espe-
cially Poisson’s equation on polygonal domains with oblique derivative, have been studied,
e.g., by Grisvard [1980], and Kondrat’ev and Olcinin [ 1983].

8.9 Proofs
To prove the Schwarz-Christoffel formula (7.1.2), which leads to Eq (8.1.1), we will follow
the argument from Driscoll and Trefethen [2002], and prove
Theorem 8.12. Let Γ be a polygon with vertices w1 , . . . , wn and exterior angles
α1 π, . . . , αn π in counterclockwise order. Let w = f (z) be any conformal bijective map
from the upper half-plane ℑ{z} > 0 onto G = Int(Γ) in the w-plane such that w(∞) = wn .
Then the mapping w can be written in the form (7.1.2), where z1 < z2 < · · · < zn are real
numbers satisfying w(zk ) = wk for k = 1, 2, . . . , n.
Note that Eq (7.1.2) involves improper contour integrals.
Lemma 8.1. Let Γ be a polygon and let f map the upper half-plane H ≡ ℑ{z} > 0
conformally onto G. Then f extends continuously to the closure H̄. More precisely, there
exists a homeomorphism F from H̄ onto Γ ∪ G satisfying F H = f .
Proof. Consider a vertex a = wk of Γ. Then the function z 7→ z 1/(1−αk ) makes the
angle straight between the two edges on which a lies. Thus, g = f −1 extends to a continuous
function φ on all of G ∪ Γ. Since φ′ does not vanish on any open edge of Γ, then, by mean-
value theorem, φ is injective on each closed edge. In particular, it cannot reverse direction
on adjacent edges and thus, φ Γ is injective. Since g ′ 6= 0 on G, by the open mapping
theorem we have φ(Γ) ∩ φ(G) = ∅, which means that φ is injective on all G ∪ Γ. Since Γ is
a closed curve, φ(Γ) is defined on the extended real axis. The proof is completed by taking
F = φ−1 . 
Lemma 8.2. Let f, Γ, and G be fixed, and let a ∈ Γ be not a vertex. Then the function
g extends to an analytic function φ in a disk centered at a such that g(a) 6= 0.

Proof of Theorem 8.12. In view of Lemma 8.1, the map w can be continuously
extended to the closed upper half-plane. For k = 1, 2, . . . , n, denote the prevertices by
zk = w−1 (w − k). Using the Schwarz reflection principle (§2.6.6) we can extend w and w′
analytically across the real axis everywhere except the prevertices. According to Lemma
8.1, the function z 7→ (z − zk )−αk w′ (z) has an analytic extension in the neighborhood of
zk . Thus, we have
w′ (z) = (z − zk )−αk ψ(z),
where ψ(z) is some function analytic in the neighborhood of zk . Hence, we get

w′ (z) = (z − zk )−αk ψ(z),

w′′ (z) = −αk (z − zk )−αk −1 ψ(z) + ψ ′ (z)(z − zk )ak ,

so that

w′′ (z) −αk (z − zk )−αk −1 αk ψ ′ (z)(z − zk )−αk αk ψ ′ (z)

= (z − z k ) ψ(z) + = − + ,
w′ (z) ψ(z) (z − zk )−αk ψ(z) z − zk ψ(z)

w′′ (z)
which implies that has a simple pole at z = zk with residue −αk . Hence, the
w′ (z)
w′′ (z) n
P αk
function ′ + is an entire function. Also, since all the prevertices are finite,
w (z) k=1 z − zk
302 8 SCHWARZ-CHRISTOFFEL INTEGRALS

w′′ (z)
w is analytic at z = ∞. Using the Laurant series expansion we find that → 0 as
w′ (z)
z → ∞, such that each term of the summand goes to zero as z → ∞, which means that it
w′′ (z)
is a bounded entire function. Then by Liouville’s theorem (§2.4) the expression ′ is
w (z)
′ w′′ (z)
constant and is identically zero. Next, since (log(w′ )) = ′ , we get
w (z)
n
X
′ −αk
(log(w′ )) = ,
z − zk
k=1
Z Xn
−αk
log(w′ ) = ,
z − zk
k=1
n Z
X n
X n
X
−αk
= =− αk ln(z − zk ) + C1 = ln(z − zk )−αk + C1
z − zk
k=1 k=1 k=1
nX
n o nX
n
w′ = exp ln(z − zk )−αk + C1 = exp ln(z − zk )−αk exp (C1 )
k=1 k=1
n
Y n
Y
 −αk

=C exp ln(z − zk ) , where C = exp C1 = C (z − zk )−αk
k=1 k=1

which after integration yields

Z Y
n
w = C1 (z − zk )−αk + C2 . 
k=1

Notes. cs442.nb:
A[j , k ] := Integrate[ Integrate[ (x+ I*y)^ j * (x-I*y)^ k,
{x, -1,1}], {y, -1,1}];
MatA = Table[A[j,k], {j,1,8}, {k,1,8}];
MatrixForm[MatA];
B=Table[A[j,0], {j,1,8}];
c=LinearSolve[MatA,- B];
(* These are the coefficients of phi 8[z] *)
phi8[z ] := 1 + c . Table[z^ i, {i, 8}];
phi8[z];
(* The mapping function is given by f’[z]=phi8[z] *)
f[z ] := Integrate[phi8[t], {t, 0,z}];
f[z]

References used: Ahlfors [1966], Birkoff, Young and Zarantonello [1951], Boas [1987], Carrier,
Krook and Pearson [1966], Elcrat [1982], Driscoll and Trefethen [2002], Elcrat and Trefethen [1986], Fos-
ter and Anderson [1974], Gaier [1964], Goluzin [1957; 1969], Kantorovich and Krylov [1958], Kythe [1998],
Nehari [1952], Papamichael, Warby and Hough [1983]. Robertson [1965], Schinzinger and Laura [2003], Tre-
fethen [1980 ], Trefethen and Williams [1986], von Koppenfels and Stallmann [1959], Warner and Anderson
[1981]
9
Nearly Circular Regions

We will investigate methods for constructing a mapping function for conformal mapping of a
simply connected nearly circular region onto a disk. A classical method that involves series
expansion in powers of a small parameter for the interior and the exterior regions, known
as the method of infinite systems, is presented with case studies (designated as Maps), in
which successive approximations are used to compute the approximate mapping function.

9.1 Small Parameter Expansions

Let a one-parameter family of Jordan curves Γλ in the z-plane be defined by

Γλ : z = z(t, λ), (9.1.1)

where t and λ are real parameters. Let the origin z = 0 lie inside all of these curves.
Further, let the function

w = f (z, λ) (9.1.2)

map the region Dλ bounded by the curve Γλ conformally onto a disk |w| < R in the w-plane,
which implies that the function (9.1.2) must satisfy the conditions

f (0, λ) = 0, f ′ (0, λ) = 1. (9.1.3)

Note that if the function z = z(t, λ) which defines the boundary curve Γλ , where the
parameter t defines the position of the point z on Γλ , is an analytic function of λ in the
neighborhood of some value of λ, say λ = 0, then the mapping function (9.1.2) can also be
regarded as an analytic function in that neighborhood. Thus, the function f (z, λ) for any
z ∈ Dλ can be expanded in a power series in λ as

∞
X
f (z, λ) = f0 (z) + λn fn (z), (9.1.4)
n=1

which converges for sufficiently small |λ|. Now, to compute the coefficients fn (z), we know
from (9.1.3) that fn (0) = 0 for n = 0, 1, 2, . . . , f0′ (0) = 1, and fn′ (0) = 0 for n = 1, 2, . . . .
304 9 NEARLY CIRCULAR REGIONS

Thus, f0 (z) = f (z, 0), which implies that the function w = f0 (z) maps the region D0
bounded by Γ0 exactly onto the disk |w| < R.
∞
To compute fn (z) for n ≥ 1, let us consider a system of functions {un (z)}n=1 , which are
analytic in a region D containing all Dλ for sufficiently small |λ|, such that un (0) = 0 for
n = 1, 2, . . . , u′1 (0) = 1, and u′n (0) = 0 for n = 2, 3, . . . . Then any function f (z, λ) analytic
on D can be expanded in a series involving un (z). Thus, let
∞
X
f (z, λ) = u1 (z) + αn (λ) un (z), (9.1.4)
n=2

where the coefficients αn (λ) depend only on λ. Hence, the problem of determining the
function f (z, λ) reduces to that of computing the coefficients αn (λ), which are, in fact,
solutions of an infinite system of equations.
However, in practical problems, the function f (z, λ) is represented approximately by
taking a finite sum in (9.1.4). Then the coefficients αn (λ) are determined by solving a
finite system of equations. The details of computation, known as the Kantorovich-Krylov’s
method (Kantorovich and Krylov [1964]) are as follows: Let
n
X
Un (z) = u1 (z) + αj (λ) uj (z) (9.1.5)
j=2

denote a partial sum of the series (9.1.4). Then |Un (z)|2 can be expanded in a trigonometric
series in t ∈ [0, 2π) as
∞
X
|Un (z)|2 = a0 + (an cos nt + bn sin nt) . (9.1.6)
n=1

This means that the coefficients an and bn in this expansion are quadratic functions of
αj (λ). We can choose that all coefficients an (αj ) and bn (αj ) are zero for n = 1, 2, . . . , or
that only the first (n − 1) coefficients an (αj ) and bn (αj ) are zero. In the former case we get
an exact determination of the function f (z, λ). But in the second case we obtain a system
of (2n − 2) equations

ak (αj ) = 0, bk (αj ) = 0 k = 1, 2, . . . , n − 1, (9.1.7)

which determine the (n − 1) unknown complex coefficients αj (λ).

The form of the partial sum Un (z), defined by (9.1.5), depends on the choice of the
system of the functions un (z). If we take the system {un (z)} = {z n }, then Un (z) becomes
a polynomial of degree n:

Un (z) ≡ pn (z) = z + α2 (λ)z 2 + · · · + αn (λ)z n . (9.1.8)

Let us assume that the boundary Γ of the region D is nearly circular and is defined by


Γ : z(t) = eit 1 + λ F eit , λ , (9.1.9)

where F (τ, λ), where τ = eit , is an analytic function of its arguments for |τ | close to 1 and
λ close to 0. Then F (τ, λ) can be expanded in a Laurent series in τ as
∞
X ∞
X
F (τ, λ) = βν (λ) τ ν = βν (λ) eiνt ,
ν=−∞ ν=−∞
 9.1 SMALL PARAMETER EXPANSIONS 305

where the coefficients βν (λ) are analytic functions of λ. Then from (9.1.9) the boundary Γ
is defined by
( ∞
) ∞
X X
it iνt
z(t) = e 1+λ βν (λ) e = βν(1) (λ) eiνt , (9.1.10)
ν=−∞ ν=−∞

where 
λβν−1 (λ) for ν 6= 1,
βν(1) (λ) = (9.1.11)
1 + λβ0 (λ) for ν = 1.
The kth power of z(t), defined by (9.1.10), is given by
∞
X
z k (t) = βν(k) (λ) eiνt , (9.1.12)
ν=−∞

(k)
where βν (0) = δνk . Thus, from (9.1.8) and (9.1.12),
2
|pn (z)| = pn (z), pn (z)
n
X
= αk α¯j z k z̄ j , (where α1 = 1)
k,j=1 (9.1.13)
X∞ n
X ∞
X
= αk ᾱj βp(k) (λ) β̄q(j) (λ) eiνt .
ν=−∞ k,j=1 p,q=−∞
p−q=ν

Note that the right side of (9.1.13) represents a trigonometric series, whose coefficients
depend on αk . If we denote the free term (corresponding to ν = 0) on the right side of
(9.1.13) by R2 , we get
Xn X∞
R2 = αk ᾱj βp(k) (λ) β̄p(j) . (9.1.14)
k,j=1 p=−∞

We will choose the coefficients α2 , . . . , αn such that the coefficients of eit , e2it , . . . , e(n−1)it
are zero, i.e.,
n
X ∞
X (j)
αk ᾱj βn(k) (λ) β̄n−m = 0 for m = 1, 2, . . . , n − 1. (9.1.15)
k,j=1 n=−∞

Note that the coefficients of e−it , e−2it , . . . , e−(n−1)it are also zero. Hence, the system
(9.1.15) should determine the coefficients α2 , . . . , αn . Moreover, the difference between f (z)
and Un (z) decreases as n increases. The proof for the convergence of Un (z) to f (z) through
the method of successive approximations is given in Kantorovich and Krylov [1964:435].
We will look into some particular regions as cases for which the system (9.1.15) provides
simpler solutions.

Map 9.1. To determine the function w = f (z, λ) that maps the interior of the ellipse
x = (1 + λ2 ) cos t, y = (1 − λ2 ) sin t conformally onto the disk |w| < R, first note that the
equation of the ellipse can be written as


z(t) = eit 1 + λ2 e−2it . (9.1.16)
306 9 NEARLY CIRCULAR REGIONS

We will find the approximate mapping function Un (z) = pn (z) accurate to λ10 . Then the
last coefficient in (9.1.8) is α11 . Moreover, since the ellipse has two axes of symmetry, all
αk are real and those with even indices are zero, thus

pn (z) = z + α3 z 3 + α5 z 5 + α7 z 7 + α9 z 9 + α11 z 11 ,

and
|pn (z)|2 = pn (z) pn (z)

h
i
= z z̄ + α3 z 3 z̄ + z̄ 3 z + α5 z 5 z̄ + z̄ 5 z + α23 z 3 z̄ 3
h

i
+ α7 z 7 z̄ + z̄ 7 z + α5 α3 z 5 z̄ 3 + z̄ 5 z 3
h

i
+ α9 z 9 z̄ + z̄ 9 z + α7 α3 z 7 z̄ 3 + z̄ 7 z 3 + α25 z 5 z̄ 5 (9.1.17)
h


+ α11 z 11 z̄ + z̄ 11 z + α9 α3 z 9 z̄ 3 + z̄ 9 z 3

i h

+ α7 α5 z 7 z̄ 5 + z̄ 7 z 5 + α13 z 13 z̄ + z̄ 13 z


i
+ α11 α3 z 11 z̄ 3 + z̄ 11 z 3 + α9 α5 z 9 z̄ 5 + z̄ 9 z 5 + α27 z 7 z̄ 7 .

The combinations z k z̄ j +z̄ k z j that appear in (9.1.17) have been determined by Mathematica.
Thus, substituting them into (9.1.17), equating the free term to R2 , and equating the
coefficients of different cosines to zero, we obtain the following system of equations:



1 + λ4 + 6α3 λ2 1 + λ4 + 20α5 λ4 + α23 1 + 9λ4 + 10α3 α5 λ2 + α25 = R2 ,




λ2 + α3 1 + 6λ4 + λ8 + 5α3 λ2 1 + 4λ4 + 3α23 λ2 1 + 3λ4


+ 21α7 λ4 + α3 α5 1 + 25λ4 + 7α3 α7 λ2 + 5α25 λ2 + α3 α7 = 0,



α3 λ2 1 + λ4 + α5 1 + 5λ4 + 3α23 λ4 + 7α7 λ2 + 3α3 α5 λ2 + α3 α7 = 0, (9.1.18)


α5 λ2 + α23 λ6 + α7 1 + 7λ4 + 3α3 α5 λ4 + 9α9 λ2 + 3α3 α7 λ2 + α3 α9 = 0,
α7 λ2 + α9 = 0,
α9 λ2 + α11 = 0.

These equations, except for the first one, will be solved by the method of successive approx-
imations. Thus, transposing α3 , α5 , α7 , α9 and α11 we get




α3 = − λ2 + α3 6λ4 + λ8 + 5α3 λ2 1 + 4λ4 + 3α23 λ2 1 + 3λ4


+ 21α7 λ4 + α3 α5 1 + 25λ4 + 7α3 α7 λ2 + 5α25 λ2 + α3 α7 ,


α5 = − α3 λ2 1 + λ4 + 5α5 λ4 + 3α23 λ4 + 7α7 λ2 + 3α3 α5 λ2 + α3 α7 ,
 
α7 = − α5 λ2 + α23 λ6 + 7α7 λ4 + 3α3 α5 λ4 + 9α9 λ2 + 3α3 α7 λ2 + α3 α9 ,
α9 = −α7 λ2 ,
α11 = −α9 λ2 .

The values of the coefficients α3 , α5 , α7 , α9 and α11 starting with initial values zero are
computed up to the fifth successive approximation (see Table E.1, Appendix E). Hence,




p(z) = z − λ2 + λ6 + 4λ10 z 3 + λ4 + 3λ8 z 5 − λ6 + 5λ10 z 7 + λ8 z 9 + λ10 z 11 ,
 9.2 METHOD OF INFINITE SYSTEMS 307

which is accurate to λ10 . The same fifth successive approximations for α3 , α5 , α7 , α9 , and
α11 when substituted in the first equation in (9.1.18) yield

R2 = 1 − 4λ4 + 10λ8 .


To check this result, note that z = 1 + λ2 for t = 0, thus p(z) = p 1 + λ2 = 1 − 2λ4 + 3λ8 ,

1/2
which coincides with R = 1 − 4λ4 + 10λ8 = 1 − 2λ4 + 3λ8 .
Note that the ellipse, defined by (9.1.16), can be written as z = a cos t + i b sin t, where
a = 1 + λ2 and b = 1 − λ2 . The function f (z, λ) (i) in the case λ2 = 1/11, i.e., a/b = 1.2, is

f (z, λ) = 1.0165984 z − 0.0932071 z 3 + 0.008615 z 5 − 0.0007963 z 7 + 0.0000734 z 9

− 0.0000068 z 11 + 0.0000006 z 13 + 0.00000005 z 15;

(ii) in the case λ2 = 1/5, i.e., a/b = 1.5, is

f (z, λ) = 1.081728 z − 0.226394 z 3 + 0.049024 z 5 − 0.010611 z 7 + 0.002176 z 9 − 0.000461 z 11

+ 0.000064 z 13 + 0.000013 z 15;

and (iii) in the case λ2 = 1/3, i.e., a/b = 2, is

f (z, λ) = 1.2373 z − 0.4787 z 3 + 0.1948 z 5 − 0.0791 z 7 + 0.0247 z 9 − 0.0091 z 11 + 0.0014 z 13

+ 0.00046 z 15.

(See Andersen et al. [1962:254-255].)

9.2 Method of Infinite Systems

We will present a general approach for the method of §9.1. This is known as the method of
infinite systems, initially developed by Kantorovich and Krylov [1964] and later summarized
in a systematic form with the first computer program (in ALGOL) by Andersen et al. [1962].
Let the
boundary Γλ of a nearly circular region Dλ in the z-plane, be denoted by z =
G eit , λ , where λ is a small parameter, and have a Laurent series expansion in eit with
suitable finite n and m as
n
X n
X m
X


it it ipt it
z = G e ,λ = e Cp (λ) e = e (kq,p λq ) eipt
p=−n p=−n q=|p|
n

= eit · · · + e−2it 0 + 0 + k2,−2 λ2 + k3,−2 λ3 + · · ·


+ e−it 0 + k1,−1 λ + k2,−1 λ2 + k3,−1 λ3 + · · · (9.2.1)


+ e0 1 + k1,0 λ + k2,0 λ2 + k3,−0 λ3 + · · ·


+ eit 0 + k1,1 λ + k2,1 λ2 + k3,1 λ3 + · · ·

o
+ eit 0 + 0 + k2,2 λ2 + k3,2 λ3 + · · · + · · · ,

where the nonzero coefficients kp,q are known complex constants except for k0,0 which takes
the value 1, because λ = 0 must reduce the boundary Γλ to the circle z = eit , and small
values of λ produce nearly circular boundaries. Note that the expansion (9.2.1) is similar
to (9.1.10).
308 9 NEARLY CIRCULAR REGIONS

Map 9.2. Let the function w = f (z, λ) that maps the region Dλ onto the disk |w| < R
(or 1) have a series representation

∞ p+1
!
X X
w = f (z, λ) = λp a(p)
q z
q

p=0 q=1
∞
X h i
(p) (p) (p) (p) (9.2.2)
= λp a1 z + a2 z 2 + a3 z 3 + · · · + ap+1 z p+1
p=0
h i h i
(0) (1) (1) (2) (2) (2)
= a1 z + λ a1 z + a2 z 2 + λ2 a1 z + a2 z 2 + a3 z 3 + · · · .

(0) (p)
Since λ = 0 gives the identity mapping, we have a1 = 1. Also, all coefficients aq are real
(0) (1) (2)
since f ′ (0, λ) = a1 + a1 λ + a1 λ2 + · · · is real for all λ. The problem of approximating
(p)
f (z, λ) reduces
to that of determining the unknown coefficients aq from the fact that after
z = G eit , λ from (9.2.1) is substituted, we should have |w|2 = w · w̄ = R2 for all t and
every λ up to the desired accuracy in powers of λ.
First, we determine z q . Thus, from (9.2.1) we get
n  
(q) (q)
z q = eiqt · · · · + e−2it 0 + 0 + k2,−2 λ2 + k3,−2 λ3 + · · ·
 
(q) (q) (q)
+ e−it 0 + k1,−1 λ + k2,−1 λ2 + k3,−1 λ3 + · · ·
 
(q) (q) (q)
+ e0 1 + k1,0 λ + k2,0 λ2 + k3,−0 λ3 + · · · (9.2.3)
 
(q) (q) (q)
+ eit 0 + k1,1 λ + k2,1 λ2 + k3,1 λ3 + · · ·
  o
(q) (q)
+ eit 0 + 0 + k2,2 λ2 + k3,2 λ3 + · · · + · · · .

(q)
Note that the coefficients kq,p in (9.2.3), although known, are different from kp,q of (9.2.1).
Next, while computing |w|2 , we will group together terms that have same powers of λ.
(s)
Thus, the coefficients of λp include only aq , s = 0, 1, 2, . . . , p (s > p does not occur). This
feature provides an application of the method of successive approximations to determine
(p)
aq under the condition that the coefficient of λp in |w|2 must vanish for p = 0, 1, 2, . . .
(which yields a system of equations) and the free term (all terms without λ) must be equal
to R2 (or 1 if the region Dλ is mapped onto the unit disk).
(q) (s)
Since ap does not depend on aq for s > p, any subsequent revision of (9.2.2) to include
higher powers of λ than previously taken will only entail determination of new terms that
should be added to the free term and to each equation of the above system to be solved by
successive approximations.
An algorithm to compute (9.2.2) up to λN is as follows:
Use all terms in (9.2.1) corresponding to λ0 , λ1 , λ2 , . . . , λN .
Use all terms in z 2 corresponding to λ0 , λ1 , λ2 , . . . , λN −1 .
Continue for z 3 , . . . , z p , i.e., use all terms in z p corresponding to λ0 , λ1 , λ2 , . . . , λN −p+1 .
Continue until z N +1 , i.e., use all terms in z N corresponding to λ0 , λ1 .
Use all terms in z N +1 corresponding to λ0 .
Note that the sum of all coefficients of λ0 yields the free term, and the coefficients of
(s)
λ1 , λ2 , . . . , λN equated to zero yield a system of N equations to determine aq , s = 1, . . . , N ,
 9.2 METHOD OF INFINITE SYSTEMS 309

by successive approximations. This method will produce an approximate function that maps
every single boundary (for a fixed λ) by a power series in z, whose accuracy will depend on
(p)
the manner in which aq are computed.
(0) (1) (1) (2) (2) (2)
Details for computation of a1 , a1 , a2 and a1 , a2 , a3 are given below. Without
using any computational tools, we will determine f (z, λ) up to λ2 .
(0)
p = 0 yields a1 = 1. Then

(0) (0) (0)

z = eit , w = a1 z = z, |w|2 = a1 eit · a1 e−it = R2 .

p = 1 yields
n h io
(1) (1) (1)
z = eit 1 + λ k1,−1 e−it + k1,0 + k1,1 eit ,
z 2 = e2it ,
h i
(1) (1)
w = z + λ a1 z + a2 z 2
n h io
(1) (1) (1)
= eit 1 + λ k1,−1 e−it + k1,0 + k1,1 eit
h i
(1) (1)
+ λ a1 eit + a2 e2it
n h     io
(1) (1) (1) (1) (1)
= eit 1 + λ k1,−1 e−it + k1,0 a1 + k1,1 + a2 eit ,
  (1) (1) (1)

(1) (1) (1)
|w|2 = 1 + λ k1,−1 + k1,1 + a2 e−it + k1,0 + a1 + k1,0
  
(1)
(1) (1) (1)
+ a1 + k1,1 + a2 + k1,−1 eit
  (1) (1)
 
(1) (1) (1) (1)

= 1 + λ M 1 + a2 e−it + M0 + M0 + a1 + a1
  
(1) (1)
+ M 1 + a2 eit = R2 .

(1) (1)
Hence a1 = −M0 , a2 = −M1 , and
h i
(1) (1) (1)
w = f (z, λ) = z + λ L−1 + L0 z + L1 z 2 .

p = 2 yields
n h i
(1)
z = eit 1 + λ k1,−1 e−it + k1,0 + k1,1 eit
h io
(1) (1) (1) (1) (1)
+ λ2 k2,−2 e−2it + k2,−1 e−it + k2,0 + k2,1 eit + k2,2 e2it ,
n h io
(2) (2) (2)
z 2 = e2it 1 + λ k1,−1 e−it + k1,0 + k2,1 eit ,
z 3 = e3it ,
h i h i
(1) (1) (2) (2) (2)
w = z + λ a1 z + a2 z 2 + λ2 a1 z + a2 z 2 + a3 z 3 ,

which gives
310 9 NEARLY CIRCULAR REGIONS

n h i
(1) (1) (1)
w = eit 1 + λ L−1 e−it + L0 + L1 eit
 (1) (1) (1) (1) (1)
+ λ2 k2,−2 e−2it + k2,−1 e−it + k2,0 + k2,1 eit + k2,2 e2it
(1) (1) (1) (1) (1) (1)
+ a1 k1,−1 e−it + a1 k1,0 + a1 k2,1 eit
(1) (2) (1) (2) (1) (2)
+ a2 k1,−1 + a2 k1,0 eit + a2 k2,1 e2it
(2) (2) (2) o
+ a1 + a2 eit + a3 eit
h i
(1) (1) (1)
= eit 1 + λ L−1 e−it + L0 + L1 eit
 (2)  
(2) (2) (2)
+ λ2 K−2 e−2it + K−1 e−it + K0 + a1
    o
(2) (1) (2) (2)
+ K 1 + a2 eit + K2 + a3 e2it ,

where
(2) (1)
K−2 = k2,−2 ,
(2) (1) (1) (1)
K−1 = k2,−1 + a1 k1,−1 ,
(2) (1) (1) (1) (1) (2) (2)
K0 = k2,0 + a1 k1,0 + a2 k1,−1 + a1 ,
(2) (1) (1) (1) (1) (2) (2)
K1 = k2,1 + a1 k1,1 + a2 k1,0 + a2 ,
(2) (1) (1) (2) (2)
K2 = k2,2 + a2 k1,1 + a3 ,

(q) (q) (q)

and K−j = Kj = Kj . Hence,
h   
(2) (2) (2) (2)
|w|2 = 1 + λ2 M2 + a3 e−2it + M1 + a2 eit
   
(2) (2) (2) (2)
+ 2 M 0 + a1 + M 1 + a2 eit
  i
(2) (2)
+ M 2 + a3 e2it = R2 ,

(q) (q) (q)

where M−j = Mj = Mj , and
 
(2) (2) (2) (1) (1) (2) (1)
M2 = K−2 + K2 + L−1 L1 = 2 K1 + L1 ,
 
(2) (2) (2) (1) (1) (1) (1) (2) (1) (1)
M1 = K1 + K−1 + L0 L−1 + L0 L1 = 2 K1 + L0 L1 ,
 
(2) (2) (1) (1) (1) (1) (2) (1) (1)
M0 = K0 + L−1 L−1 + L0 L0 = K0 + 2 L0 + L1 .

(2) (2) (2) (2) (2) (2)

Hence, a1 = −M0 , a2 = −M1 , a3 = −M2 , and
h i h i
(2) (2) (2) (2) (2)
w = f (z, λ) = z − λ M0 + M1 − λ2 M0 z + M1 z 2 + M2 z 3 .

Map 9.3. We will consider the same problem as in Map 9.1, where the contour Γλ is
given by (9.1.16), i.e.,


z(t, λ) = eit 1 + λ[0 · e−it + 0 + 0 · eit ] + λ2 [1 · e−2it + 0 · e−it + 0 + 0 · eit + 0 · e2it ] .
 9.2 METHOD OF INFINITE SYSTEMS 311

(p)
The coefficients aq for N = 8 are given by

p\q 1 2 3 4 5 6 7 8 9
0 1
1 0 0
2 0 0 −1
3 0 0 0 0
4 2 0 0 0 1
5 0 0 0 0 0 0
6 0 0 −3 0 0 0 −1
7 0 0 0 0 0 0 0 0
8 1 0 0 0 5 0 0 0 1

Hence, the mapping function is given by

w = f (z, λ) = z − λ2 z 3 + λ4 2z + z 5 − λ6 3z 3 + z 7 + λ8 z + 5z 5 + z 9 . (9.2.4)

This method can be improved as follows: Since

2  
[z(t, λ)] = e2it 1 + 2λ2 e−2it + λ4 e−4it , (9.2.5)

we can redefine the contour Γλ by

 
Γµ : Z(τ, µ) = eiτ 1 + 2µ e−iτ + µ2 e−2iτ , (9.2.6)

where µ = λ2 and τ = 2t. The new contour Γµ yields the mapping function w = φ(Z, µ)
such that φ(z 2 , λ2 ) ≡ [f (z, λ)]2 , since f (z, λ) has the form z · g(z 2 , λ2 ), i.e.,

[f (z, λ)]2 = z 2 [g(z 2 , λ2 )]2 = Z [g(Z, µ)]2 .

2
Also, since f (z(t, λ), λ) = eiθ implies that [f (z(t, λ), λ)] = e2iθ , we find that

Z(τ, µ) · [g (Z(τ, λ), λ)]2 = e2iθ ,

∂
and for z 2 = Z = 0 we get [f (z, λ)]2 = 0, where [f (z, λ)]2 is real. Hence, the functions
∂z
φ(Z, µ) and Z · [g(Z, µ)]2 yield the same mapping function of the contour Γµ onto the unit
 2
circle for 0 ≤ τ < 2π for every fixed µ = λ2 as the function [z(t, λ)] · g(z 2 (t, λ), λ2 )
for 0 ≤ t < π. An advantage of this technique is that the computation of φ(z 2 , λ2 ) up to
the power µN provides the function f (z 2 , λ2 ) up to the power λ2N , which while computing
p
φ(z 2 , λ2 ), will yield a mapping function with power up to λ16 instead of λ8 as in (9.2.4).

Map 9.4. We will again consider the contour (9.1.16) for the ellipse, which we rewrite
as
    
Z = eiτ 1 + µ 2 · e−iτ + 0 + 0 · eiτ + µ2 1 · e−2iτ + 0 · eitτ + 0 + 0 · eiτ + 0 · e2iτ .
312 9 NEARLY CIRCULAR REGIONS

(p)
Taking N = 8 we obtain the coefficients aq as follows:

p\q 1 2 3 4 5 6 7 8
0 1
1 0 −2
2 4 0 3
3 0 −10 0 −4
4 6 0 20 0 5
5 0 −28 0 −34 0 −6
6 8 0 77 0 52 0 7
7 0 −62 0 −164 0 −74 0 −8

Thus, after replacing µ by λ2 and τ by 2t, we have

[f (z, λ)]2 = z 2 + λ2 −2z 4 + λ4 4z 2 + 3z 6 + λ6 −10z 4 − 4z 8



+ λ8 6z 2 + 20z 6 + 5z 10 + λ10 −28z 4 − 34z 8 − 6z 12


+ λ12 8z 2 + 77z 6 + 52z 10 + 7z 14


+ λ14 −62z 4 − 164z 8 − 74z 12 − 8z 16 .

An application of the binomial expansion to the above expression yields the mapping func-
tion as




f (z, λ) = z + λ2 −z 3 + λ4 2z + z 5 + λ6 −3z 3 − z 7



+ λ8 z + 5z 5 + z 9 + λ10 −7z 3 − 7z 7 − z 11


+ λ12 2z + 16z 5 + 9z 9 + z 13


+ λ14 −12z 3 − 29z 7 − 11z 11 − z 15 . (9.2.7)

9.3 Special Cases

Map 9.5. In the case of conformal mapping of the unit disk |z| < 1 onto a simply
connected region D in the w-plane, the mapping function z = F (w) can be represented by
a Taylor series
X∞
z = x+iy = cn w n , cn = an + i b n . (9.3.1)
n=0

In particular when the region D is also the unit disk, bounded by |w| = 1, we set w = ei φ
in (9.3.1) and obtain
X∞
z= cn ei nφ , (9.3.2)
n=0

which, when separated into real and imaginary parts, gives

∞
X
x = f (φ) = (an cos nφ − bn sin nφ) ,
n=0
∞ (9.3.3)
X
y = g(φ) = (bn sin nφ + an cos nφ) .
n=0
 9.3 SPECIAL CASES 313

Thus, the mapping function (9.3.1) can be represented in the form of a Cauchy integral as
Z 2π
1 f (φ) + i g(φ) i φ
z= e dφ. (9.3.4)
2π 0 ei φ

The method of infinite systems is useful when the boundary Γ is defined by an implicit
function.

Case 9.1. Let Γ be defined implicitly by

γ(x, y) = 0, (9.3.5)

where γ(x, y) = γ(z) is an analytic function for z ∈ Γ = ∂B(0, 1). Then, by substituting x
and y from (9.3.4) in (9.3.5) and expanding the result in a Fourier series, we obtain

γ(x, y) = γ (f (φ), g(φ))

∞
X
= γ0 (aj , bj ) + {γn (aj , bj ) cos nφ + γn∗ (aj , bj ) sin nφ} ,
n=1 (9.3.6)

where γ0 , γn , γn∗ are the Fourier coefficients, and aj , bj denote the dependence of γ and γ ∗ on
a0 , b0 , a1 , b1 , . . . . Now, by equating the coefficients of cos nφ and sin nφ to zero, we obtain
an infinite system of equations for (aj , bj ):

γ0 (aj , bj ) = 0, γn (aj , bj ) = 0, γn∗ (aj , bj ) = 0, n = 1, 2, . . . . (9.3.7)

Case 9.2. Let Γ be defined by an implicit complex function

ψ(z, z̄) = 0. (9.3.8)

Then, by substituting the series (9.3.2) for z in (9.3.8), we find that

∞ ∞
! ∞
X X X
i nφ −i nφ
ψ cn e , c̄n e = ψn (aj , bj ) ei nθ , (9.3.9)
n=0 n=0 n=−∞

which leads to an infinite system

ψn (aj , bj ) = 0, n = . . . , −1, 0, 1, . . . . (9.3.10)

In order to obtain a solution for the unknowns a0 , b0 , a1 , b1 , . . . from the system (9.3.7) and
dz
(9.3.10) it is necessary that all related series converge and the derivative > 0.
dw |w|=1

Method. Let a nearly circular boundary Γλ be represented by

x2 + y 2 + λ P (x, y) = 1 in Case 9.1, (9.3.11)

or by
z z̄ + λ Π(z, z̄) = 1 in Case 9.2, (9.3.12)
314 9 NEARLY CIRCULAR REGIONS

where λ is a small real parameter and P (x, y) and Π(x, y) satisfy the same conditions as the
functions γ(x, y) and ψ(x, y), respectively. Note that both equations (9.3.11) and (9.3.12)
are equivalent since 2x = z + z̄ and 2i y = z − z̄. Hence, we can use either equation. Suppose
we consider Eq (9.3.12). Then

z z̄ = · · · + (c0 c̄1 + c1 c̄2 + · · · ) e−iθ + (c0 c̄0 + c1 c̄1 + · · · ) + (c1 c̄0 + c2 c̄1 + · · · ) eiθ + · · · .
(9.3.13)
In Π(z, z̄) the coefficients of conjugate quantities ei nθ and e−i nθ must also be conjugate.
Also, Π(z, z̄) must be real since in Eq (9.3.12) both z z̄ and λ are real. Thus, after substi-
tuting the values of z and z̄ from (9.3.2), we get
∞
X ∞
X
Π(z, z̄) = τn (aj , bj ) ei nθ + τn (aj , bj ) e−i nθ , (9.3.14)
n=0 n=0

where
τn (aj , bj ) = tn (aj , bj ) + i t∗n (aj , bj ), t∗0 (aj , bj ) = 0. (9.3.15)
Substituting the quantities (9.3.13) and (9.3.14) in (9.3.12) and comparing the coefficients
of positive powers of eiθ , we obtain the infinite system of equations

c0 c̄0 + c1 c̄1 + c2 c̄2 + · · · + λ t0 (aj , bj ) = R2 ,

c1 c̄0 + c2 c̄1 + c3 c̄2 + · · · + λτ1 (aj , bj ) = 0,
(9.3.16)
c2 c̄0 + c3 c̄1 + c4 c̄2 + · · · + λτ2 (zj , bj ) = 0,
··· ··· ··· ··· ··· .

Note that we will obtain an infinite system conjugate to (9.3.16) if we compare the coef-
ficients of negative powers of eiθ in Eq (9.3.12). The system (9.3.16), except for the first
equation, can be rewritten as

c1 c̄1 = 1 − c0 c̄0 − c2 c̄2 − · · · − λ t0 (aj , bj ),

c1 c̄0 c3 c̄2 λ
c2 = − − − ···− τ1 (aj , bj ),
c̄1 c̄1 c̄1
(9.3.17)
c2 c̄0 c4 c̄2 λ
c3 = − − − ···− τ2 (zj , bj ),
c̄1 c̄1 c̄1
··· ··· ··· ··· ··· .

Map 9.6. We will use the above method to obtain the function that maps the unit disk
onto the interior of the ellipse

(1 + λ) x2 + (1 − λ)y 2 = 1, (9.3.18)

−1/2 −1/2
with semi-major and semi-minor axes as (1 + λ) and (1 − λ) , respectively, such
that the center w = 0 goes into the center z = 0 and the real axis into the real axis. Then
c0 = 0, and c1 will be real. Because of the symmetry of the ellipse about the x-axis, all
bj , j = 1, 2, . . . will be zero. The symmetry of the y-axis also implies that all aj with even
j will be zero. The equation of the ellipse (9.3.18) in the complex form is

z 2 + z̄ 2
z z̄ + λ = 1.
2
 9.3 SPECIAL CASES 315

Hence,
z 2 + z̄ 2
Π(z, z̄) = .
2
Now, on Γλ (τ = ei θ ),

2
z 2 = a1 ei θ + a3 e3i θ + · · · ,


= a21 e2i θ + 2a1 a3 e 4i θ
+ 2a1 a5 + a23 e6i θ


+ 2 (a1 a7 + a3 a5 ) e8i θ + 2a1 a9 + 2a3 a7 + a25 e10i θ + · · · ,

which yields (τn = einθ )

τ0 = τ1 = τ3 = τ5 = . . . = 0,
1 1
τ2 = − a21 , τ4 = −a1 a3 , τ6 = −(a1 a5 + a23 ),
2 2
1
τ8 = −(a1 a7 + a3 a5 ), τ10 = a1 a9 + a3 a7 + a25 ,
2

and so on. Thus, the system (9.3.17) becomes

a21 = 1 − a23 − a25 − a27 − a29 − · · · ,

 
1 λ
a3 = − a5 a3 + a7 a5 + a9 a7 + · · · + a21 ,
a1 2
1
a5 = − (a7 a3 + a9 a5 + a11 a7 + · · · + λa1 a3 ) ,
a1
 
1 1 (9.3.19)
a7 = − a9 a3 + a11 a5 + · · · + λ(a1 a5 + a23 ) ,
a1 2
1
a9 = − (a11 a3 + · · · + λ(a1 a7 + a3 a5 )) ,
a1
 
1 1 2
a11 = − a13 a3 + · · · + λ(a1 a9 + a3 a7 ) a5 , · · · .
a1 2

a2j + 1
If we introduce the notation A0 = a1 , Aj = for j = 1, 2, . . . , then the system (9.3.19)
a1
reduces to
 −1/2
∞
X
A0 = 1 + A2j  ,
j=1

X ∞
λ
A1 = − − Aj Aj+1 ,
2 j=1
∞
X
A2 = −λA1 − Aj Aj+2 ,
j=1
∞

X
A3 = −λ A2 + A21 − Aj Aj+3 ,
j=1
316 9 NEARLY CIRCULAR REGIONS

∞
X
A4 = −λ (A3 + A1 A2 ) − Aj Aj+4 ,
j=1
  X∞
1 2
A5 = −λ A4 + A1 A3 + A2 − Aj Aj+5 , ··· .
2 j=1

Holding the first equation of the above system, thus treating A0 as undetermined, we will
use the method of §9.2 and solve the remaining equations in this system by successive
approximations. Let the initial values be taken as Aj = 0 for j = 1, 2, . . . . The fifth
approximations for A1 , A2 , A3 , A4 , and A5 are available in Table E.2 (Appendix E). Then
the first equation of the above system yields
1 2
1.3
2
A0 = 1 − A1 + A22 + · · · + 2 2 A21 + A22 + · · · + · · ·
2 2! (9.3.20)
1 3 4
= 1 − λ2 + λ ,
8 128
which is accurate to λ5 . Hence, the mapping function is given by
h ∞
X i
z = A0 w 1 + An w2n
n=1
   
1 3 4 λ λ3 3λ5 (9.3.21)
= 1 − λ2 + λ w− − + w3
8 128 2 4 32
 2   3  
λ 9λ4 5λ 9λ5 7λ4 9 21λ5 11
+ − w5 − − w7 + w + w ,
2 16 8 8 8 16
which is accurate to λ5 .

Map 9.7. We will compute the function that maps the family of squares
 2 2
z − z̄ 2
z z̄ + k =1 (9.3.22)
4
in the z-plane onto the unit circle |w| = 1 such that the point

w =
0 goes into the point
z = 0. Note that for k = 1, Eq (9.3.22) reduces to x2 − 1 y 2 − 1 = 0 which represents
the sides of the square of Figure 9.1.

y v
A 1 B

f(z)
x u
-1 0 1 0 R

D C
-1
Figure 9.1 Map 9.7.
 9.3 SPECIAL CASES 317

Obviously, c0 = 0, and since the real axes are preserved, arg{c1 } = 0. The square
(9.3.22) is symmetric about the x and y axes and also about the lines y = ± x. Hence,
bj = 0, a2j = 0, and a4j−1 = 0 for j = 1, 2, . . . . Then, from (9.3.2)
∞
X
z= a4n−3 ei(4n−3)θ , (9.3.23)
n=1

which gives
 2
z 2 − z̄ 2
Π(z, z̄) =
4
1  2 2iθ

= a1 e + 2a1 a5 e6iθ + 2a1 a9 + a25 e10iθ + · · ·
16

2
− a21 e−2iθ − 2a1 a5 e−6iθ + 2a1 a9 + a25 e−10iθ + · · · .

Thus,
 2  2
1 h a21 2 1 2 2
i
τ0 (aj , bj ) = − + (a1 a5 ) + a1 a9 + a5 (a1 a13 + a5 a9 ) + · · · ,
2 2 2
 
1 h a41 a31 a5 1 3
i
τ4 (aj , bj ) = − + + a1 a5 a9 + a1 a5 + · · · ,
2 8 2 2
 3   
1 h a31 a5 a1 a9 a21 a25 2 a1 a35 i
τ8 (aj , bj ) = − − + + + a1 a5 a9 + + ··· ,
2 2 2 2 2
 3   3 
1h a1 a9 a21 a25 a21 a25 a1 a13 + a21 a5 a9 i
τ12 (aj , bj ) = − − + − + + ··· ,
2 2 4 2 2

which yields the system (9.3.19) as

a21 = 1 − a25 − a29 − a213 − · · · ,

 2
a3 a7 a7 a13 k h a41 a2 2
i
a3 = − − − ···+ + a21 a25 + a1 a9 + 5 + (a1 a13 + a5 a9 ) + · · · ,
a1 a1 2a1 4 2
h 4 3
 
a5 a9 a9 a13 k a1 a1 a5 2 1 3
a5 = − − − ···+ − + + a1 a9 + a1 a5
a1 a1 2a1 8 2 2
  i
1
+ (a1 a13 + a5 a9 ) a1 a9 + a1 a25 + · · · ,
2
a5 a13 k h a3 a 3
a a9 2 2
a a
i
5
a9 = − − ···+ − 1 + 1 + 1 5 + a21 a5 a13 + a1 a25 a9 + · · · ,
2 2a1 2 2 4
a5 a17 k h a3 a 2 2
a a 2 2
a a 1 3
i
9
a13 =− − ···+ − 1 − 1 5− 1 5+ a1 a13 + a21 a5 a9 + · · · .
2 2a1 2 2 2 2

If we take the initial values as a1 = 1, a5 = a9 = · · · = 0, then computing up to the third

successive approximations (see Table E.3, Appendix E), we get the approximate mapping
function as    
k 3k 2 3k 2 k 7k 2 11k 2
z = 1+ + + w− + + w5
16 256 1024 16 256 1024
 2  (9.3.24)
k 27k 3 11k 3 13
+ + w9 − w .
64 2048 2048
318 9 NEARLY CIRCULAR REGIONS

For k = 1, this becomes

z = 1.077 w − 0.1006 w5 + 0.0288 w9 − 0.0054 w13 ,

which compares with the exact solution (H.30) with a maximum error of the order of 10−3 .
If the boundary Γλ is defined by the parametric equations

x = g(t, λ), y = h(t, λ), (9.3.25)

then we can expand the functions g and h as trigonometric series

∞
X
g(x, λ) = α0 + (αn cos nt + βn sin nt) ,
n=1
∞ (9.3.26)
X
h(t, λ) = γ0 + (γn cos nt − δn sin nt) .
n=1

Since the series in (9.3.26) are conjugate, we obtain the complex form for the equation of
Γλ as
X∞
z = x + iy = π0 + (πn cos nt + ρn sin nt)
n=1
∞   (9.3.27)
X πn − iρn πn + iρn −int
int
= π0 + e + e ,
n=1
2 2

where πn = αn + iγn , and ρn = βn − iδn . We will assume that the curve (9.3.27) has the
same form as (9.2.1), where the coefficients πn and ρn depend on λ. If we take λ = 0 in
(9.3.27), then this equation for Γλ reduces to

X∞

it πn − iρn int
z = G e , λ = π0 + e . (9.3.28)
n=1
2


The function w = G eit , λ , where eit is a point on the unit circle is assumed to be analytic
in w and λ near the values λ = 0. The parameter t represents the polar angle of the point
in the w-plane such that w = |w| eit for any w ∈ U . However, the parameter t, in general,
does not coincide with the argument θ taken for the values of x and y in (9.3.3). Therefore,
we will substitute in (9.3.28)

t = θ + λ ψ1 (θ) + λ2 ψ2 (θ) + · · · , (9.3.29)

where ψj (θ), j = 1, 2, . . . , are real, periodic functions, yet to be determined. Note that for
λ = 0, the series (9.3.29) reduces to t = θ. Now, the functions ψj (θ) must be determined
for j = 1, 2, . . . such that the coefficient of λj in the series (9.3.27) does not contain any
term in negative powers of eiθ . This process is explained in the next case.
λ
Let the boundary Γλ be defined in the parametric form by x = cos t + cos 2t, y =
2
λ
sin t + sin 2t (Figure 9.2, where the dotted curve is the unit circle); this boundary in the
2
complex form is defined by

λ h i(n+1)t i
z = eit + e + e−i(n−1)t . (9.3.30)
2
 9.4 EXTERIOR REGIONS 319

Substituting for t from (9.3.29), we obtain

h 1 n i(n+1)θ oi
z = eiθ + λ iψ1 eiθ + e + e−i(n+1)θ
 2 
1 1
+ λ2 iψ2 − ψ12 eiθ + i(n + 1)ψ1 ei(n+1)θ (9.3.31)
2 2

1
− i(n − 1)ψ1 ei(n−1)θ + · · · .
2

y
1

x
−1 0 1

−1
Figure 9.2 Boundary Γλ (solid curve).

It is obvious from this expression that z will contain only positive powers of eiθ if

1 n i(n+1)θ o
iψ1 eiθ + e + e−i(n+1)θ = ei(n+1)θ ,
  2
1 2 i  
iψ2 − ψ1 e + ψ1 (n + 1) ei(n+1)θ − (n − 1) ei(n−1)θ = ei(2n+1)θ ,
iθ
2 2

which yields

i −inθ

ψ1 = e − einθ = sin nθ,
2
2n − 1 −2inθ
2n − 1
ψ2 = i e − e2inθ = sin 2nθ.
8 4
Substituting these values in (9.3.31), we get

2n + 1 2 h i(2n+1)θ i
z = eiθ + λ ei(n+1)θ + λ e − eiθ , (9.3.32)
4

which is accurate up to O(λ2 ). Hence, the approximate mapping function is given by

 
2n + 1 2 2n + 1 2 2n+1
z= 1− λ w + λ wn+1 + λ w . (9.3.33)
4 4
320 9 NEARLY CIRCULAR REGIONS

9.4 Exterior Regions

We will approximate the function that maps the region exterior to the boundary (9.1.9) or
(9.2.1) onto the exterior or interior of the circle |w| = R, assuming that the point at infinity
z = ∞ goes into the point w = ∞ or into the origin w = 0, respectively. There are two
cases to consider:

Map 9.8. In the case of mapping onto the exterior {|w| > R}, the mapping function
w = f (z) with f (∞) = 1 has an expansion

a1
w = z + a0 + + a2 + z 2 + · · · (9.4.1)
z

Map 9.9. In this case of mapping onto the interior {|w| < R}, the mapping function
with f (∞) = 0 has the expansion

1 a2 a3
w= + 2 + 3 + ··· . (9.4.2)
z z z

In both cases we will use the method of infinite systems to approximate w = f (z).
In the case of Map 9.8, the mapping function can be approximated by taking the first n
terms in (9.4.1) :
a1 an−2
w = z + a0 + + · · · + n−2 . (9.4.3)
z z
2
In order to find |w| on the boundary (9.1.9), we represent 1/z in the form of the series
(9.1.10). Thus,
X∞
1
= β (−1) (λ) ei νt , (9.4.4)
z ν=−∞ ν

(−1)
where the coefficients βν (λ) are regular functions of the parameter λ, such that

0 for ν 6= −1
βν(−1) (0) =
1 for ν = −1.

First, we compute |w|2 from (9.4.1) and substitute in it the value of z from (9.1.10) and the
value of 1/z from (9.4.4). This will yield a trigonometric series, in which we equate the free
terms to R2 (i.e., those terms which are independent of trigonometric functions), and set the
coefficients of the first n terms of this series to zero. This will yield a system of equations
exactly as in §9.1, which can be solved by the method of successive approximations to
determine approximate values of a0 , a1 , . . . , an , and R.
Map 9.10. We will consider the mapping of the region exterior to the ellipse


z(t) = eit 1 + λ e−2i t

onto the exterior |w| > R. Since the region is symmetric about the coordinate axes, the
mapping function has an expansion about the point at infinity

a1 a3
w=z+ + 3 + ··· , (9.4.5)
z z
 9.4 EXTERIOR REGIONS 321

where all aj are real and w(∞) = ∞. Let us approximate w by a polynomial of the form

a1 a3 a5 a7 a9
w=z+ + 3 + 5 + 7 + 9.
z z z z z

Then z
2 z̄  h  z z̄  1i
|w| = z z̄ + a1 + + a3 3 + 3 + a21
z̄ z z̄  z z z̄

h z z̄  1 1 i
+ a5 + + a 1 a 3 +
z̄ 5 z5 z 3 z̄ z z̄ 3
h z    i
z̄ 1 1 2 1
+ a7 + + a 1 a 5 + + a 3 3 3 (9.4.6)
z̄ 7 z7 z 5 z̄ z z̄ 5 z z̄
h z   
z̄ 1 1
+ a9 + 9 + a1 a7 + 7
z̄ 9 z z 7 z̄ z z̄
 i
1 1
+ a3 a5 + 5 .
z 5 z̄ z z̄

z z̄ = 1 + λ2 + 2λ cos 2t,
z z̄ 


+ = −2 λ − λ3 − cos 2t − λ − λ3 cos 4t ,
z̄ z
z z̄ 

3
+ 3 = 2 6λ2 − 3λ cos 2t + 1 − 3λ2 cos 4t + λ cos 6t ,
z̄ z
1

= 1 + λ2 − 2λ cos 2t + 2λ2 cos 4t,
z z̄
z z̄
5
+ 5 = −2 (5λ cos 4t − cos 6t − λ cos 8t) ,
z̄ z
1 1
3
+ 3 = −2 (3λ − cos 2t + λ cos 4t) ,
z z̄ z z̄
z z̄
+ 7 = 2 cos 8t,
z̄ 7 z
1 1
+ 5 = 2 cos 4t,
z 5 z̄ z z̄
1
= 1.
z 3 z̄ 3

Hence, substituting these values in (9.4.6), equating the terms independent of eit to R2 ,
and equating the coefficient of cosines to zero, we obtain



1 + λ2 − 2 λ − λ3 a1 + 12λ2 a3 + 1 + λ2 a21 − 6λa1 a3 + a23 = R2 ,
λ + a1 − 3λa3 − λa21 + a1 a3 = 0,


(9.4.7)
λ − λ3 a1 + 1 − 3λ2 a3 + λ2 a21 − 5λa5 − λa1 a3 + a1 a5 = 0,
λa3 + a5 = 0, λa5 + a7 = 0,

which except for the first equation is rewritten as

a1 = −λ + 3λa3 + λa21 − a1 a3 ,


a3 = 3λ2 a3 − λ − λ3 a1 − λ2 a21 + 5λa5 + λa1 a3 − a1 a5 ,
a5 = −λa3 , a7 = −λa5 .
322 9 NEARLY CIRCULAR REGIONS

Choosing the initial values for a1 , a3 , a5 , a7 as zero, the successive approximations for these
coefficients are available in Table E.4 (Appendix E), where we have retained the values up
to the fourth approximation. Hence, the mapping function accurate up to λ4 is given by

λ − 5λ3 λ2 − 11λ4 λ3 λ4
w=z− + − + ,
z z3 z5 z7

and the approximate value of R2 from the first equation in (9.4.7) is R2 = 1 − 4λ2 − 2λ8 ,
which yields the radius R = 1 + 2λ2 − 3λ4 (compare this value of R with that obtained in
Map 9.1).

Map 9.9 can be analyzed analogously by taking the approximate function as

a1 a2 an
w= + 2 + ··· + n, (9.4.8)
z z z

and following the above method step-by-step, where a1 = 1 for a nearly circular boundary
of the type (9.1.9) or (9.2.1).
Map 9.11. We will map the exterior of the square {−1 ≤ x, y ≤ 1} onto the disk
|w| < R. The equation of the square in complex form is

z 2 − z̄ 2
z z̄ + = 1.
4

We will, however, analyze the family of curves

z 2 − z̄ 2
z z̄ + λ = 1, (9.4.9)
4

where λ = 1 gives the above square. Since the squares are symmetric about the coordinate
axes and about the diagonals y = ± x, the function w has, from (9.4.8), the form

z = a1 e−i θ + a5 e3i θ + a9 e7i θ + . . . , (9.4.10)

where aj are real. Now,

 
z 2 − z̄ 2 1n 1 2
= − a9 + . . . e−14i θ − (a5 a9 + . . . ) e−10i θ
4 2 2
   
1 1
− a1 a9 + a25 e−6i θ − a1 a5 − a21 e−2i θ
2 2
   
1 2 2i θ 1
+ a1 a5 − a1 e − a1 a9 − a25 e6i θ
2 2
  o
1 2
+ (a5 a9 + . . . ) e10i θ − a9 + . . . e14i θ . (9.4.11)
2

After substituting (9.4.10) and (9.4.11) in Eq (9.4.9) and comparing the coefficients of
 9.4 EXTERIOR REGIONS 323

different exponential powers, we get

 2  2
λh 1 2 1 2
a21 a25 a29
+ + + ··· = R + 2
a1 a5 − a1 + a1 a9 + a5
2 2 2
1 i
+a25 a29 + a49 + . . . ,
4
 2  
λh1 1 1
a1 a5 + a5 a9 + · · · = − a1 a5 − a21 − a1 a9 + a25
2 2 2 2
 2   i
1 1 1
× a1 a5 + a21 − a5 a9 a1 a9 + a25 − a29 a5 a9 − · · ·
2 2 2
h     
λ 1 1 1
a1 a9 + · · · = − a1 a5 − a21 a1 a9 + a25 − a5 a9 a1 a5 + a1
2 2 2 2
  i
1 1
− a29 a1 a9 + a25 − . . . .
2 2
Taking the initial value of a1 = 1, and a3 = a5 = · · · = 0 and using the method of successive
approximations up to the third approximation (see Table E.5, Appendix E), we find that
the approximate mapping function is given by
 λ 7λ2 9λ3  1  λ 7λ2 9λ3  3 λ3 7
w = 1+ + + − + + z + z .
16 256 1024 z 16 256 1024 2048
If we set λ = 1, we obtain
1125 1 203 3 1 7
w= − z + z .
1024 z 2048 2048

Map 9.12. Let E denote the nearly circular ellipse b2 u2 + a2 v 2 = a2 b2 , where b = 1 and
ε

a = 1 + ε. The function f (z) = z + z 1 + z 2 + o(ε) maps the unit disk |z| < 1 onto the
2
region Int (E) (Nehari [1952: 265]).

Map 9.13. The function

Z 2π
εz eit + z
w = f (z) = z + p(t) dt + o(ε)
2π 0 eit − z

maps the unit disk |z| < 1 onto a nearly circular region whose boundary has the polar
equation r = 1 + ε p(θ), where p(θ) is bounded and piecewise continuous and ε > 0 is a
small parameter (Nehari [1952: 263]).

Map 9.14. Let the boundary Γ of a simply connected region be defined in polar co-
ordinates by r = 1 + ε g(θ), ε > 0, where g(θ) has a finite Fourier series expansion of the
form n
X
g(θ) = a0 + (aj cos jθ + bj sin jθ) .
j=1

The function
h n
X i
f (z) = z + ε z + a0 + (aj − i bj ) z j + o(ε)
j=1
324 9 NEARLY CIRCULAR REGIONS

maps the unit disk |z| < 1 onto the nearly circular region Int (Γ) (Nehari [1952: 265]).

References used: Andersen et al. [1962], Goluzin [1937], Kantorovich and Krylov [1964], Nehari
[1952].
10
Integral Equation Methods

We will discuss certain integral equations which arise in the problem of computing the
function w = f (z) that maps a simply connected region D, with boundary Γ and containing
the origin, conformally onto the interior or exterior of the unit circle |w| = 1. In the
case when Γ isZ a Jordan contour, we obtain Fredholm integral equations of the second
kind φ(s) = ± N (s, t) φ(t) dt + g(s), where φ(s), known as the boundary correspondence
Γ
function, is to be determined and N (s, t) is the Neumann kernel. We will discuss an iterative
method for numerical computation of the Lichtenstein-Gershgorin equation and present the
case of a degenerate kernel and also of the Szegö kernel. The case when Γ has a corner
yields Stieltjes integral equations and is presented in Chapter 13.

10.1 Neumann Kernel

Let Γ : z = γ(s), 0 ≤ s ≤ L, be a Jordan contour with continuously turning tangent and
positive orientation with respect to a simply connected region D = Int (Γ). We say that Γ
belongs to the class Γ′α (and write Γ ∈ Γ′α ) if z ′ (s) satisfies a Hölder condition of order α,
0 < α ≤ 1. Similarly, Γ ∈ Γ′′α if z ′′ (s) satisfies a Hölder condition of order α. We assume
that w = f (z) maps the region D univalently onto the unit disk |w| < 1, such that a point
z0 ∈ D goes into w = 0 and a boundary point z = eiθ goes into a point w = eiφ . The
Neumann kernel N (s, t) is defined for t 6= s by

sin (τ − θs ) 1 ∂ 1 ∂ rst
N (s, t) = = θs (t) = − , (10.1.1)
π rst π ∂t π ∂nt

where τ = τ (t) is the tangent angle, θs = θs (t) = arg{γ(t) − γ(s)}, rst = |γ(t) − γ(s)|, and
nt is the interior normal at γ(t) (Figure 10.1).

This kernel first appeared in the solution of the Dirichlet problem by Carl Neumann
[1877]. Some of its properties are as follows:

1. N (s, t) is continuous for t 6= s, but, in general, it is not bounded as t → s.

∂
2. If Γ ∈ Γ′α , then N (s, t) |s − t|1−α and N (s, t) |s − t|2−α are bounded for 0 ≤ s, t ≤ L.
∂s
326 10 INTEGRAL EQUATION METHODS

∂
3. If Γ ∈ Γ′′α , then N (s, t) |s − t|1−α is bounded for 0 ≤ s, t ≤ L.
∂s
4. If Γ has a continuous curvature, then for every s0

1
lim N (s, t) = κ(s0 ), (10.1.2)
s,t→s0 ,s0 2

where κ(s0 ) is the curvature of Γ at the point γ(s0 ).

5. The kernel is normalized by
Z Z
N (s, t) dt = 1, or N (t, s) dt = −1, (10.1.3)
Γ Γ

since an application of the formula (2.4.14) to f (z) ≡ 1 gives

Z Z
1 sin (τ − θs ) i cos (τ − θs )
1= dt − dt. (10.1.4)
π Γ rst π Γ rst

The integral in (10.1.3) takes a Cauchy p.v.

6. From (10.1.1) we have

∂ 1 ∂ ∂ 1 ∂ ∂
N (s, t) = arg{γ(t) − γ(s)} = arg{γ(t) − γ(s)}
∂s π ∂s ∂t π ∂t ∂s (10.1.5)
1 ∂ ∂ ∂
= arg{γ(s) − γ(t)} = N (t, s),
π ∂t ∂s ∂t
∂ ∂ ∂ ∂
where = is permitted because these mixed derivatives exist and are continuous
∂s ∂t ∂t ∂s
for t 6= s.

γ(t) τ (t)
rst v
v
nt γ(s)
r(t)
θs (t)
u
0 1
o
. zo Γ
D

z- plane w - plane
Figure 10.1 Normal kernel.

The proofs of these properties can be constructed as in Gaier [1964: 4]. This kernel plays
an important role in certain integral equations that arise in conformal mapping.
Let δ denote the length of Γ. Then for all functions f (s) ∈ C[0, L], the quadratic
functional Z Z
δ
f, f = f (s) f (t) log ds dt, (10.1.6)
Γ Γ rst

is positive-definite. For a fixed δ we introduce the Hilbert space H which is obtained by

completing the set of all functions f (s) ∈ C[0, L] with the norm kf (s)k2 defined by (10.1.6).
 10.2 INTERIOR REGIONS 327

Let T denote an operator on H such that for a continuous function f (t) ∈ H

Z
Tf= N (s, t) f (t) dt. (10.1.7)
Γ

δ
The kernel N (s, t) can be made symmetric by log . Thus,
rst
Z
δ
M (s, t) = N (s, x) log dx (10.1.8)
Γ rst
is symmetric, i.e., M (s, t) = M (t, s). This implies that the operator T is hermitian:
T f, g = f, T g . It can also be shown that T is a completely continuous operator on H.
This means that if λi , i = 1, 2, . . . , denote all eigenvalues of an equation φ = λ T φ, where
each λi is counted according to its multiplicity, and if hi is a set of associated eigenfunctions
such that φi , φj = δij , where δij is the Kronecker delta, then

λ1 = 1 < |λ2 | ≤ |λ3 | ≤ · · · , (10.1.9)

and
1 T φ, φ
≤ sup (10.1.10)
|λ2 | kφk
Z
for all φ ∈ H with φ, φ1 = 0, which implies that φ(s) ds = 0 since φ1 (s) = const.
Γ

10.2 Interior Regions

First, we will derive the three following integral equations when the function w = f (z) maps
Int (Γ) conformally onto the unit disk |w| < 1.

10.2.1 Lichtenstein’s Integral Equation. Let w = f (z), f (0) = 0, map a simply

connected region D conformally onto the unit disk |w| < 1 such that a boundary point
z = eiθ goes into a boundary point w = eiφ . We will consider the function
f (z)
F (z) = log , (10.2.1)
z
which is analytic in D and continuous on D̄, where


arg{F (z)} = arg f eiθ e−iθ = φ(s) − θ(s).

An application of Cauchy’s formula (2.4.14) on F (z) yields

Z
f (z) 1 f (ζ) dζ
log = log , z ∈ Γ. (10.2.2)
z iπ Γ ζ ζ −z

dζ ei(φ(t)−θs (t))
If we set ζ = γ(t), z = γ(s), then = dt. Thus, equating the imaginary
ζ−z rst
parts on both sides of (10.2.2), we obtain
Z
1 sin [φ(t) − θs (t)]
φ(s) − θ(s) = [φ(s) − θ(s)] dt
π Γ rst
Z
1 cos [φ(t) − θs (t)]
+ log r(t) dt,
π Γ rst
328 10 INTEGRAL EQUATION METHODS

which gives Lichtenstein’s integral equation

Z
1
φ(s) − θ(s) = N (s, t) [φ(t) − θ(t)] dt + g(s), (10.2.3)
π Γ

where Z
1 cos [φ(t) − θs (t)]
g(s) = log r(t) dt, (10.2.4)
π Γ rst
and r(t) = |γ(t)|. The integrals in (10.2.3) and (10.2.4) take Cauchy p.v.’s. The integral
equation (10.2.3), derived by Lichtenstein [1917], is periodic in the angular deformation
φ(s) − θ(s).

10.2.2 Gershgorin’s Integral Equation. Let D′ denote the region obtained from D by
indenting a disk B(0, ε) whose boundary is denoted by Γ′ (Figure 10.2). The function F (z),
with F (γ(0+)) = i φ(0), is single-valued on D′ . Then, in view of (12.4.14), for z = γ(s),
s 6= 0, we have
Z
1 log f (ζ)
log f (z) = dζ. (10.2.5)
iπ Γ+Γ′ ζ − z

γ (s)

β (s)
Γ’
0
ε
Γ
D’
− +

γ (0)

Figure 10.2 Gershgorin’s contour.

Since |f (ζ)| ≤ A |ζ|, where A > 0 is a constant, the contribution of the integral over Γ′
is of order O(ε log ε) = o(1). Also, along the cut the integral has the value log f (z + ) =
Z ζ=γ(0)
1 dζ
log f (z − )−2iπ. Thus, as ε → 0, the integral along the cut approaches −2iπ ,
iπ ζ=0 ζ−z
n γ(0) − γ(s) o
whose imaginary part is equal to −2 arg = −2 β(s) (see Figure 10.2). Hence,
0 − γ(s)
equating the imaginary parts on both sides of (10.2.5) we get
 Z 
1 i φ(t) · ei(φ(t)−θs (t))
φ(s) = ℑ dt − 2 β(s)
iπ Γ rst

or Z
φ(s) = N (s, t) φ(t) dt − 2 β(s). (10.2.6)
Γ

This is known as Gershgorin’s integral equation (Gershgorin [1933]).

 10.3 EXTERIOR REGIONS 329

10.2.3 Carrier’s Integral Equation. Carrier [1947] considered the problem when w =
f (z) maps the region D conformally onto |w| < 1 such that two interior points P and Q
in D go into two points w = ±a, 0 < a < 1, respectively, i.e., f (P ) = a and f (Q) = −a.
The function f (z) and the quantity a are uniquely determined. In fact, if we consider the
function  
f (z) − a f (z) − a−1
F (z) = log − −iπ (10.2.7)
f (z) + a f (z) + a−1

.γ (s)
D’

Γ"
Q
ε
Γ’
P Γ
ε
− +
+
−
.
γ (0)

Figure 10.3 Carrier’s contour.

in the region D′ bounded by Γ, Γ′ and Γ′′ (Figure 10.3), then, in the case when the boundary
of D′ is a Jordan contour (i.e., it has no corners), we find by (2.4.14) that
Z
1 F (ζ)
F (z) = dζ, z = γ(s), s 6= 0,
iπΓ+Γ′ +Γ′′ ζ − z
Z Z ζ=γ(0) Z ζ=γ(0)
1 F (ζ) dζ dζ (10.2.8)
= dζ − 2 +2
iπ Γ ζ − z ζ=P ζ − z ζ=Q ζ −z
≡ I1 + I2 + I3 ,

because the value of F (z) is given by F (z + ) = F (z − ) − 2 iπ along the cut from P to γ(0),
P − γ(s)
and by F (z + ) = F (z − )+2 iπ along the cut from Q to γ(0). Since I1 +I2 = 2 log
Q − γ(s)
which is real, we find that ℑ {F (z)} = 0 for z ∈ Γ. In fact, on |w| = 1, we have from (10.2.7)
 
w − a w − a−1
arg · = π.
w + a w + a−1

Hence, taking Φ(s) = ℜ {F (z)}, we find from (10.2.8) that

Z
P − γ(s)
Φ(s) = N (s, t) Φ(t) dt + 2 log , s 6= 0, (10.2.9)
Γ Q − γ(s)

which is known as Carrier’s integral equation. This equation describes the problem of the
potential flow of an inviscid fluid past a periodic array of airfoils of arbitrary shape (more
on this problem in Chapter 13).

10.3 Exterior Regions

Although the problem of conformally mapping the region Ext (Γ) onto |w| > 1 can be re-
duced to that of the interior regions of §10.2 by applying the Schwarz reflection principle
330 10 INTEGRAL EQUATION METHODS

(§2.6.6), the following direct method produces faster converging results in numerical com-
putations. As before, we assume that Γ is a Jordan contour, the arc length s is measured
in the positive sense, and at z = ∞ the mapping function has the series representation
a1 a2
fE (z) = A z + a0 + + 2 + ··· , A > 0. (10.3.1)
z z
fE (z)
First, as in §10.2.1, by considering the function F (z) = log and applying the
z
formula (2.4.16), we obtain the integral equation
Z
φE (s) − θ(s) = − N (s, t) [φE (t) − θ(t)] dt − g(s). (10.3.2)
Γ

Secondly, as in §10.2.2, we consider the function F (z) = log fE (z). Then, for a fixed
z = γ(s), s 6= 0, and sufficiently large R > 0, we consider the region between Γ and
the circle |ζ − z| = R with a cut from the point z = a to z = γ(s) + R = ζR (Figure
10.4). Let Γ∗ denote the boundary of the resulting simply connected region. Obviously,
F (z − ) = F (z + ) + 2iπ, so that by (2.4.16) we have
Z
1 log fE (ζ)
log fE (z) = − dζ
iπ Γ∗ ζ − z
Z Z ζ=ζR Z
1 log fE (ζ) dζ 1 log fE (ζ) (10.3.3)
=− dζ − 2 + dζ
iπ Γ ζ − z ζ=a ζ−z iπ |ζ−z|=R ζ − z
≡ I1 + I2 + I3 .

z= γ (s)

Γ β (s)

O.
. a= γ (0) ζR

+
D
−
.z
o

Figure 10.4 Integration contour.

Note that ℑ {I2 } = 2 [arg{(z − a) − π}]. Since, in view of (10.3.1), with ζ − z = R eiφE ,
Z
1 fE (ζ) dζ
log = 2 log A,
iπ |ζ−z|=R ζ −z ζ−z

which is real, we get

( Z )
1 log (ζ − z)
ℑ {I3 } = ℑ dζ = 2 π.
iπ |ζ−z|=R ζ −z
 10.3 EXTERIOR REGIONS 331

Hence, equating the imaginary parts on both sides of (10.3.3), we obtain the integral equa-
tion Z
φE (s) = − N (s, t) φE (t) dt + 2 arg{γ(s) − a}. (10.3.4)
Γ

If fE (z0 ) = ∞ for a finite point z0 ∈ D and fE (∞) = ρ∞ eiϕ∞ , then the mapping of D
onto |w| > 1 is univalent only if fE (a) = 1. In this case we obtain the integral equation
Z
φE (s) = − N (s, t) φE (t) dt + 2 arg{β(s) − ϕ∞ }. (10.3.5)
Γ

For the external regions under consideration, Eqs (10.3.2) and (10.3.5) are analogues of the
integral equations (10.2.3) and (10.2.6).
Now we will derive two integral equations for φ′E (s), one from (10.3.4) and the other from
(10.2.6). These integral equations will involve the kernel N (t, s) which is conjugate to the
Neumann kernel N (s, t). These equations are interesting from a numerical standpoint. As
opposed to φE (s), the function φ′E (s) is periodic with period L, and hence, an application
of the quadrature formula to φ′E (s) increases computational precision.

10.3.1 Banin’s Integral Equation. Let Γ ∈ Γ′α be a Jordan contour. If the function
fE (z), with the series expansion (10.3.1) at z = ∞, maps Ext (Γ) conformally onto |w| > 1,
then we can rewrite (10.3.4) as
Z
φE (s) = − N (s, t) [φE (t) − φE (s)] dt − φE (s) + 2 arg{γ(s) − a}. (10.3.6)
Γ

∂
Since |φE (t) − φE (s)| = O (|t − s|), and |t − s|2−α N (s, t) is bounded by property 2 of
∂s
§10.1, we find after differentiating (10.3.6) with respect to s that
Z
∂
φ′E (s) = − N (s, t) [φE (t) − φE (s)] dt + 2 arg{γ(s) − a}, (10.3.7)
Γ ∂s

where the differentiation under the integral sign is justified in view of the Lebesgue conver-
gence theorem. Then, using (10.1.5) and integrating (10.3.7), we get
Z
∂ ∂
φ′E (s) = − N (t, s) [φE (t) − φE (s)] dt + 2 arg{γ(s) − a}
∂tΓ ∂s
Z
∂
= −N (0, s) [φE (L) − φE (0)] + N (t, s) φ′E (t) dt + 2 arg{γ(s) − a}
Γ ∂s
Z
1 ∂ ∂
=− θ0 (s) · 2π + N (t, s) φ′E (t) dt + 2 arg{γ(s) − a},
π ∂s Γ ∂s

which yields Banin’s integral equation

Z
φ′E (s) = N (t, s) φ′E (t) dt, (10.3.8)
Γ

∂
since θ0 (s) = arg{γ(s) − γ(0)}.
∂s
332 10 INTEGRAL EQUATION METHODS

10.3.2 Warschawski-Stiefel’s Integral Equation. If we apply the method outlined

above in §10.3.1 to Gershgorin’s integral equation (10.2.6), we obtain the following integral
equation: Z
dθ(s)
φ′E (s) = − N (t, s) φ′E (t) dt + 2 , (10.3.9)
Γ ds
which was established independently by Warschawski [1955] and Stiefel [1956]. If we set
τ (s) = φE (s) − θ(s) in (10.3.9), then the integral equation for τ ′ (s) is
Z
′
τ (s) = − N (t, s) τ ′ (t) dt + k(s), (10.3.10)
Γ

where Z
k(s) = − N (t, s) θ′ (t) dt + θ′ (s). (10.3.11)
Γ

10.3.3 Interior and Exterior Maps. In §10.2 we have considered the problem of deter-
mining the mapping function w = f (z) which maps the region D = Int (Γ) univalently onto
the unit disk U = {|w| < 1} such that f (0) = 0 and f ′ (0) > 0. In §10.3.1 and §10.3.2 we
have considered the problem of finding the mapping function w = fE (z) which maps the
region D∗ = Ext (Γ) univalently onto the region U ∗ = {|w| > 1} such that fE (∞) = ∞ and
lim fE′ (z) > 0. These two problems are related to each other by the inversion transforma-
z→∞
tion z 7→ z −1 , which transforms the boundary Γ into a Jordan contour Γ̂ and maps D onto
D̂∗ = Ext (Γ̂) and D∗ onto D̂ = Int (Γ̂). Let fˆ and fˆE be the interior and exterior univalent
maps associated with Γ̂. Then
n
o−1
fE (z) = fˆ z −1 ,
n o

−1 (10.3.12)
f (z) = fˆE z −1 .

Hence, there is no need to consider the interior and exterior mappings as separate prob-
lems. From the computational point of view, it is convenient first to determine f (z) and
then use the relations (10.3.12) to compute fE (z). But in integral equation methods it is
advantageous to determine f (z) and fE (z) separately.
In each case the conformal maps are determined from the respective boundary corre-
spondence functions φ(s) and φE (s).

10.4 Iterative Method

As seen from §10.2 and §10.3, the function φ(s) = arg{f (γ(s))}, 0 ≤ s ≤ L, in general,
satisfies the integral equation
Z L
φ(s) = λ N (s, t) φ(t) dt + g(s), (10.4.1)
0

where λ = 1 corresponds formally to the integral equations (10.2.3), (10.2.6) and (10.2.9)
for the interior regions, whereas λ = −1 corresponds to equations (10.3.8) and (10.3.10)
for the exterior regions. We will present an iterative scheme for the numerical solution of
Eq (10.4.1) for λ = 1; the case λ = −1 can be handled by similar iterations. Note that
 10.4 ITERATIVE METHOD 333

λ = 1 is the smallest eigenvalue of the kernel N (s, t). The associated eigenfunction for the
homogeneous equation (10.4.1) is a constant. The Z eigenfunction for the conjugate kernel
N (t, s) is the equilibrium distribution µ(t) with µ(t) dt = 1. Since λ = 1 is the only
Γ
µ(t)
simple pole of N (s, t) on |λ| = 1 and its principal part at this pole is , the function
1−λ
∞
X
γ(s, t; λ) = λi [Ni+1 (s, t) − µ(t)] , (10.4.2)
i=1

where Ni+1 (s, t) denote the iterated kernels with N1 (s, t) = N (s, t), is analytic for |λ| < |λ2 |,
where λ2 is the next eigenvalue close to 1 (|λ2 | > 1). Then the series

∞
X
λi [Ni+1 (s, t) − µ(t)]
i=1

Z L
converges for |λ| < |λ2 |. Since g(t) µ(t) dt = 0, by the Fredholm theory, it follows that
0
the Neumann series
∞
X
λi [Ni+1 (s, t) − µ(t)] + g(s) (10.4.3)
i=1

converges for |λ| < |λ2 |, and for λ = 1 it represents a solution φ(s) of Eq (10.4.1). The
main result due to Warschawski [1956] is the following:
Theorem 10.1. Let Γ ∈ Γ′α , 0 < α ≤ 1. Suppose that φ0 (t) ∈ C[0, L] and that
φ0 (L) − φ0 (0) = 2π. Then the iterations φn (s) defined by
Z
φn+1 (s) = N (s, t) φn (t) dt + g(s), n = 0, 1, 2, . . . , (10.4.4)
Γ

Z
converge uniformly to the solution φ(s) of Eq (10.4.1) with λ = 1, such that φ(s) µ(s) ds =
Z Γ

φ0 (s) µ(s) ds. More precisely,

Γ

s
1 λ22
|φn+1 (s) − φn (s)| ≤ kN (s, t)k kφ′0 − φ′ k . (10.4.5)
π |λ2 |n λ22 − 1

In fact, by the Schwarz inequality,

s sZ
Z Z  2
δ 2
kφ′0 ′
−φk≤ log ds dt · (φ′0 − φ′ ) dt.
Γ Γ rst Γ

The factor kφ′0 − φ′ k in the error

Z estimate (10.4.5) must be small which happens when
′ ′
max |φ0 − φ | is small or when (φ′0 (t) − φ′ (t)) dt is small. Thus, the factor kφ′0 − φ′ k
0≤s≤L Γ
in the error estimate (10.4.5) plays a useful role.
334 10 INTEGRAL EQUATION METHODS

To prove the uniform convergence of the iterations Zφn (s) to the solution φ(s), it suffices
to assume that φ(s) exists and satisfies the condition g(s) φ(s) ds = 0, and that φn (s) ∈
Γ
C[0, L] for all n = 0, 1, 2, . . . , where φ0 (L) − φ0 (0) = 2π. Then
s
1 λ2
|φn+1 (s) − φn (s)| ≤ kN (s, t)k kφ′1 − φ′0 k , (10.4.6)
π |λ2 |n−1 λ2 − 1

which leads to the solution

∞
X
φ(s) = φ0 (s) + [φn+1 (s) − φn (s)] . (10.4.7)
n=0

Estimates for |λ2 |: The inequality (10.4.6) gives an estimate for the rate of conver-
gence. A result on the convergence of the derivatives φ′n (s), which is due to Warschawski
[1956], is as follows:
Theorem 10.2. If Γ ∈ Γ′′α , 0 < α ≤ 1, then the derivatives φ′n (s) converge uniformly to
′
φ (s), 0 ≤ s ≤ L. More precisely, the following estimate holds:
s
1 ∂N (s, t) λ22
|φn+1 (s) − φn (s)| ≤ . (10.4.8)
π |λ2 |n−1 ∂s λ22 − 1

Let Γ0 be a Jordan contour and N0 (s, t) denote the associated Neumann kernel. Suppose
that the second eigenvalue Λ2 of N0 (s, t) is known. For example, for an ellipse b2 x2 +a2 y 2 =
a+b
a2 b 2 , Λ 2 = ; for a circle x2 + y 2 = a2 , Λ2 = ∞. Then estimates for λ2 can be given in
a−b
terms of Λ2 in the following cases:
(a) Let Γ0 be close to Γ ∈ Γ′′α , 0 < α ≤ 1, in the sense that either Γ0 ⊂ Int Γ or Γ ⊂ Int Γ.
The former situation corresponds to the case of the interior regions (§10.2) when w = f (z)
maps Int (Γ) onto the unit disk |w| < 1, whereas the latter corresponds to the case of the
exterior regions (§10.3) when w = f (z) maps Ext (Γ) onto the unit disk |w| > 1 such that
z = ∞ goes into w = ∞. Let

max |f ′ (z)| Z 2
|w|=1 ∂N (s, t)
q= , and M = dt.
min |f ′ (z)| Γ ∂t
|w|=1

If d is the Fréchet distance (see §2.3 for definition) of Γ and Γ0 , then

1 1
c1 ≤ ≤ + a d λ22 , (10.4.9)
|λ2 | Λ2

where a = 2 qM/π, and c1 is the real root of the cubic equation d a x3 + x/Λ2 = 1.
(b) Let Γ ∈ Γ′′α and Γ0 ∈ Γ′α , and let contours Γ and Γ0 have the same length δ. Suppose
that for some choice of the points corresponding to s = 0 on each contour
Z Z
2
(N (s, t) − N0 (s, t)) ds dt = ε2 ,
Γ Γ
Z Z  2
1 1
log − log ds dt = ν 2 ,
Γ Γ rst ρ st
 10.4 ITERATIVE METHOD 335

where ρst = |z0 (s) − z0 (t)|, N0 (s, t) is the Neumann kernel associated with Γ0 , and z0 (s)
is the parametric representation of Γ0 in terms of the arc length parameter s, 0 ≤ s ≤ L.
Then    
1 1 a λ2 2 1 1
c2 ≤ ≤ + ν + +εB , (10.4.10)
|λ2 | Λ2 2π λ2 Λ2
s
Z Z  2
1
where B = log ds dt, c2 is the real root of the cubic equation
Γ Γ ρst
 
aδ aδ 2 x
+εB x3 + x + = 1,
2π Λ2 2π Λ2

and a is the same as in (10.4.9).

(c) If Γ ∈ Γ′α for 1/2 < α < 1, i.e., Γ is the boundary of a nearly circular region, then
Z 
1 1
≤ N2 (s, t) ds − 1 , (10.4.11)
λ2 2 Γ

where, by the Schwarz inequality,

Z Z Z Z
N2 (s, t) = N (s, x)N (x, s) dx ds ≤ N 2 (s, x) dx ds,
Γ Γ Γ Γ

and
Z Z  Z Z  2 
1 1 1 1
2 ≤ N 2 (s, x) dx ds − 1 = N (s, x) − dx ds . (10.4.12)
λ2 2 Γ Γ 2 Γ Γ δ

1
Since the kernel N0 (s, t) = for a circle of circumference δ, the condition that the last
δ
integral in (10.4.12) be less than unity implies that Γ is a near circle.
(d) Neumann’s lemma states that if Γ is a convex Jordan contour, then N (s, t) ≥ 0 and
there exists a constant κ, 0 < κ < 1, known as the Z Neumann constant, which depends only
on Γ and has the following property: Let g ∗ (s) = N (s, t) g(t) dt, where the function g(t) is
Γ
bounded and integrable on Γ, 0 ≤ t ≤ L. Let m ≤ g(t) ≤ M on [0, L] and m∗ ≤ g ∗ (s) ≤ M ∗
on [0, L]. Then
M ∗ − m∗ ≤ (M − m) (1 − κ). (10.4.13)
A Jordan contour is said to be nearly convex if it satisfies the following criterion: There
exists a convex Jordan contour Γ0 such that (i) Γ0 has the same length as Γ, and (ii) if
N (s, t) and N0 (s, t) are the kernels associated with Γ and Γ0 , respectively, then for all
s ∈ [0, L] Z
|N (s, t) − N0 (S, t)| dt ≤ ε < κ.
Γ

If Γ is nearly convex, and if φ0 (s) ∈ C[0, L] is an arbitrary function, then the iterations
(10.4.4) satisfy the inequality

|φn+1 (s) − φn (s)| ≤ (1 + ε) V (1 + ε − κ)n , (10.4.14)

336 10 INTEGRAL EQUATION METHODS

where V is a constant; V ≤ ω0 + 2π, and ω0 is the oscillation of φ0 (s) in [0, L]. If φ0 (s)
is nondecreasing and ω0 = 2π, then V = 2π. Finally, if φ0 (s) is an approximation of the
solution of Eq (10.4.1), i.e., if it is known a priori that |φ0 (s) − φ(s)| ≤ η, 0 ≤ s ≤ L,
for some solution of (10.4.1), then V ≤ 2η. If Γ0 is a circle, then κ = 1. The Neumann
constant κ characterizes a nearly circular region in a manner different from that presented
in Chapter 9.
For computational purposes, the best method for numerically solving the integral equa-
tion (10.4.1) is to discretize the integral and replace the equation by a matrix equation.
Thus, the problem becomes one of matrix inversion. To do this, we partition the boundary
Γ into n parts at the points

L
tj = j , j = 0, 1, . . . , n, (t0 = tn ),
n
and obtain for the values φ (tj ) of φ(s) at the n points tk = kL/n, k = 1, 2, . . . , n, the
following system of n linear equations where the integral in (10.4.1) is replaced by a sum:
n
X L
φ (tk ) = N (tk , tj ) φ (tj ) + g (tk ) ,
j=1
n

or
n
X n
[δjk − N (tk , tj )] φ (tj ) = g (tk ) . (10.4.15)
j=1
L

In practical applications, since the boundary Γ cannot be divided into partitions of equal
length, it is useful to take more partition points on those portions of Γ where the curvature
is positive and larger. This is accomplished by transforming the arc length parameter t into
an integration variable τ such that t = ψ(τ ), s = ψ(σ), ψ ′ (τ ) > 0, 0 ≤ s, t ≤ L, 0 ≤ τ ≤ l,
and ψ(τ ) is small (large) according as the curvature is large (small). This substitution
transforms Eq (10.4.1) into
Z l
φ (ψ(τ )) = N ∗ (σ, τ ) φ∗ (τ ) dτ + g ∗ (σ), (10.4.16)
0

which, after discretization with partitions of equal length in τ , yields the matrix equation
n
X n ∗
[δjk − N ∗ (σk , τj )] φ∗ (τj ) = g (τk ) ,
j=1
L

which is similar to (10.4.15).

In this method the matrix inversion is of O(n3 ), which becomes considerably large if n is
large. To overcome this difficulty, an iterative method is used where the computations are
of order O(mn2 ), m being the number of iterations. This iteration starts with a function
φ(s) = φ0 (s), called the initial guess, that is taken close to the correct solution. Then, with
this function the right side of Eq (10.4.1) is computed, which yields
Z L
φ1 (s) = N (s, t) φ0 (t) dt + g(s),
0

and the iterative process is repeated n times. It leads to Eq (10.4.4) for n = 1, 2, . . . , which,
by Theorem 10.1, converges uniformly to the solution φ(s).
 10.4 ITERATIVE METHOD 337

In numerical computation, the rate of convergence is fast only if the region D is nearly
circular, i.e., if it can be approximated in polar coordinates by the function r = r(θ),
0 ≤ θ ≤ 2π, r(0) = r(2π), which belongs to the class C 2 [0, 2π], is almost constant for all θ,
i.e., r(θ) ≈ const, and has a small first derivative r′ (θ) ≪ 1. Thus, the algorithm for solving
Eq (10.4.1) is as follows:
1. Check if Γ is a Jordan contour with no corners. In case Γ has corners, they should be
first analyzed by the methods of §13.4.
2. Use elementary conformal mapping (like, log, exp, sin, cos functions) to make the region
D “circular” (see Figure 10.5).
3. Carry out the iterations (10.4.4) using the discretized formula (10.1.15) or (10.1.16).
4. Stop the iterations when the difference |φm (s) − φm−1 (s)| < ε, where ε > 0 is a preas-
signed quantity (called the tolerance).

r θ

Figure 10.5 Region D transformed into a circular region.

If c denotes the rate of convergence, i.e., if it is the largest number greater than unity
such that
1
|φn+1 (s) − φn (s)| ≤ |φn (s) − φn−1 (s)|
c
for all s and n, then an upper bound for the error made by taking φm (s) ≈ φ(s) is given by
ε ε ε
|φ(s) − φm (s)| ≤ + + ··· = . (10.4.17)
c c2 c−1
The value of c may be approximately estimated during the iteration process. Since c > 1,
we find from (10.4.17) that the error is smaller than ε. However, in the entire computation,
besides this error, we have the discretization as well as round-off errors.
The eigenvalue λ1 is important in numerical computations. Ahlfors [1952] has given a
simple estimate for 1/λ1 which is called the convergence factor. If the boundary Γ is defined
in polar coordinates, as above, by r = r(θ) and if v0 = max v, where v is the angle between
the radius vector and the normal (Figure 10.1), then the Ahlfors estimate is given by

1
λ1 ≥ . (10.4.18)
sin v0

This estimates for an ellipse E, defined in the z-plane by

x = a cos t, y = b sin t, 0 ≤ t ≤ 2π, (10.4.19)

338 10 INTEGRAL EQUATION METHODS

with foci ±1, semi-axes a and b, a > b, a2 − b2 = 1, and axes-ratio k = a/b, and for Cassini’s
oval z 2 − 1 = k are given below (Andersen et al. [1962:190]):
For the ellipse:
k = 1.2 : csc v0 = 5545, and C = −11.0,
k = 1.6 : csc v0 = 2282, and C = −4.4,
k = 2.0 : csc v0 = 1667, and C = −3.0.
For Cassini’s oval:
k = 1.2 : csc v0 = 1.2, and C = −2.0,
k = 2.0 : csc v0 = 2.0, and C = −3.8,
k = 5.0 : csc v0 = 5.0, and C = −10.0,
where |C| denotes the rate of convergence which is sufficiently large for nearly circular
regions. The negative sign for C indicates that the iterations “oscillate.”

Example 10.1. Let Γ be the boundary of an ellipse E defined in the z-plane by (10.4.19).
It is well known that the function 2 z = w + w−1 maps the circle |w| = R = a + b, R > 1,
conformally onto E. Then the function f (z), which is univalent in Int (E) and |f (z)| = 1 on
E, is regular in Int (E) (real at z = 0) and maps the ellipse E conformally onto the circle
|w| = R such that it satisfies (Szegö [1950])
∞
f (z) 2 X (−1)n 2 R−2n
log = log + T2n (z), (10.4.20)
z R n=1 n R2n + R−2n

wn + w−n
where Tn (z) = are the Chebyshev polynomials of the first kind.
2
(a) To prove that the function w = f (z) maps Int (E) univalently onto |w| < R, we will use
the argument principle and show that as z goes around the ellipse E, the point w describes
d
the circle |w| = R exactly once and in the same direction, i.e., ℑ {log f (z)} > 0. We
dφ
find from (10.4.20), with w = R eiφ , that

X∞
(−1)n 2 R−2n
ℑ {log f (z)} = ℑ {log z} + ℑ {T2n (z)}
n=1
n R2n + R−2n
n R eiφ + R−1 e−iφ o
= ℑ log
2
X∞ n
(−1) 2 R−2n R2n − R−2n
+ sin 2nφ.
n=1
n R2n + R−2n 2

Thus,
(
)
d i R eiφ − R−1 e−iφ
ℑ {log f (z)} = ℑ
dφ R eiφ + R−1 e−iφ
∞
X R2n − R−2n −2n
+2 (−1)n R cos 2nφ
n=1
R2n + R−2n
≡ A1 + A2 .

n 1 − R−2 e−2iφ o ∞
X
Since A1 = ℜ =1+2 (−1)n R−2n cos 2nφ, we get
1 + R−2 e−2iφ n=1
 10.4 ITERATIVE METHOD 339

X∞
d
ℑ {log f (z)} = A1 + A2 = 1 + 2 (−1)n R−2n cos 2nφ
dφ n=1
∞
X R2n − R−2n −2n
+2 (−1)n R cos 2nφ
n=1
R2n + R−2n
∞
X 2
=1+2 (−1)n cos 2nφ
n=1
R2n + R−2n
n ∞
X 2 ρn o
= lim 1 + 2 (−1)n cos 2nφ .
ρ→1−
n=1
R2n +R −2n

Z ∞
cos αx π
If we define R2 = eαπ , then since dx = , we have for n = 0, 1, . . .
0 cosh(x/2) cosh απ
Z ∞
2 2 1 1 cos nαx
= nαπ = = dx.
R2n + R−2n e + e−nαπ cosh nαπ π 0 cosh(x/2)

Hence,
∞
X 2 ρn
1+2 (−1)n cos 2nφ
n=1
R2n + R−2n
Z ∞
!
1 ∞
1 X
n
= 1+2 (−ρ) cos nαx cos 2nφ dx
π 0 cosh(x/2) n=1
Z ∞ 
1 1 1 − ρ2
=
2π 0 cosh(x/2) 1 + 2ρ cos(αx + 2φ) + ρ2
1 − ρ2 
+ dx > 0,
1 + 2ρ cos(αx − 2φ) + ρ2

by (6.4.9) and (6.4.10).

(b) We will determine the exact solution for the boundary map f (z). Let w = ei(π/2−x) =
i e−ix , and z = cos(π/2 − x) = sin x. Then
∞
f (z) 2 X1 2 R−2n
log = log + cos 2nx.
z R n=1 n R2n + R−2n

Since
X∞    
1 2 R−2n 2Kx 1/4
cos 2nx = log sn , k − log 2 q
n=1
n R2n + R−2n π
1
+ log k − log sin x,
2
(see Whittaker and Watson [1962:509, Ex. 3]), where q = R−4 , sn is a Jacobian elliptic
function of modulus k, 0 < k < 1 (see §7.1), we find that
   
√ 2Kx √ 2K
f (z) = k sn , k = k sn sin−1 z, k , (10.4.21)
π π
340 10 INTEGRAL EQUATION METHODS

which is the Schwarz formula.

(c) For the interior regions (§10.2) the boundary correspondence function is given by

X∞
(−1)n −2n R4n − 1
φ(t) = arg{f (z)} = arg{z} + R sin 2nt
n=1
n R4n + 1
(
2 ) ∞
(10.4.22)
R 2
− 1 − 2 cos 2
t X (−1)n −2n sin 2nt
= tan−1 2 tan t − 2 R .
(R2 + 1) − 2 sin2 t n=1
n R4n + 1

X∞
(−1)n −2n sin 2nt
If we set Lj = 2 R , then
n=j
n R4n + 1

2 R6 1
|Lj | ≤ , (10.4.23)
R6 − 1 j R6j

and the function φ(t), defined by (10.4.22), can be approximated by

φ(t) ≈ φj (t)
(
2 ) j−1
R2 − 1 − 2 cos2 t X (−1)n −2n sin 2nt (10.4.24)
−1
= tan 2 tan t −2 R ,
(R2 + 1) − 2 sin2 t n=1
n R4n + 1

with an error (uniform in t, 0 ≤ t ≤ 2π) given by (10.4.23). In computations, j in (10.4.24)

is usually estimated so that
2 R6 1
< 10−12 .
R6 − 1 j R6j
Thus, j becomes larger, the closer R is taken to 1. Todd and √ Warschawski [1955] have
taken the minimum value of R in their computations as R = 1.5; then j = 22. The
function actually computed is φ22 − π for the values of t = 0◦ (3◦ ) 90◦ . Since these values
are symmetric about the y-axis, they are extended in other quadrants. Then the results
obtained by computation from (10.4.24) are compared with those from (10.4.21).
a+b
(d) In the case of exterior regions (§10.3), φ(t) = t. Note that λ2 = for the ellipse E.
a−b
The function n 1 o 1
G(z, 0) = ℜ log = log
f (z) |f (z)|
is Green’s function of Int (E) with respect to the origin. 
Example 10.2. We will determine the correspondence between the boundaries in the
case of mapping the ellipse E, defined by (10.4.19), onto the unit circle. The boundary
correspondence function φ is normalized so that the origin is preserved and φ(0) = −π.
Using the parameter t instead of the arc length s, we find from (10.4.19) that

ds p 2 p
= a sin2 t + b2 cos2 t = b k 2 sin2 t + cos2 t.
dt

Then, Gershgorin’s integral equation (10.2.6) can be written as

Z 2π
1
φ(τ ) = N (τ, t) φ(t) dt + g(τ ), (10.4.25)
π 0
 10.4 ITERATIVE METHOD 341

where  
−1 k sin τ
g(τ ) = −2 β (s(τ )) = 2 tan , (10.4.26)
k (cos τ − cos2 τ ) − sin2 τ
2

and

k/2
N (τ, t) = s  2
t−τ 2 t−τ t−τ
sink2 + k 2 sin t sin + cos t cos
2 2 2
v
u
u k 2 sin2 t + cos2 t (10.4.27)
×u
t t−τ t−τ
k 2 sin2 + cos2
2 2
k
= 2 .
(k + 1) − (k 2 − 1) cos(t + τ )

The branch of arctan in (10.4.26) is chosen such that g(0) = lim+ g(τ ) = −π and g(2π) =
τ →0
lim − g(τ ) = π. Since φ(2π − τ ) = −φ(τ ), we can write Eq (10.4.25) as
τ →2π

Z π  
k k1 φ(t) k1 φ(t − τ )
φ(τ ) = − dt
π 0 1 − k2 cos(t + τ ) 1 + k2 cos(t + τ )
  (10.4.28)
sin τ
+ 2 tan−1 ,
k(1 − cos τ ) (k3 cos τ − k −2 )

where
1 k2 − 1 1
k1 = , k2 = , k3 = 1 − .
k2 +1 k2 + 1 k2
Eq (10.4.28) can be represented in the operator form as

φ(τ ) = T φ + g(τ ), (10.4.29)

where T is the integral operator in (10.4.28) and g(τ ) is the arctan term. If the initial guess
is taken as φ0 = g(τ ), then the iterations

φn+1 (τ ) = T φn + g(τ ), (10.4.30)

lead to the equation

φn+1 = g0 + g1 + · · · + gn , g0 = g, T gn = gn+1 . (10.4.31)

Thus, first we must compute φ0 = g(τ ), and then compute the integrals T gn which are
replaced by an appropriate approximate quadrature. For k = 1.2, Todd and Warschawski
[1955] found that at a fixed t, the functions g(τ ) and N (τ, t) behave approximately like
g(τ ) ≈ 1.5 (1 + cos τ ) and N (τ, t) ≈ 0.5 + 0.1 cos τ . Weddle’s rule was used for quadrature
(see Birkoff et al. [1950; 1951]. The results for φn for k = 1.2 are computed against t at a
step-size of 3◦ from t = 0◦ to t = 180◦ and presented in Figure 10.6 (t along the horizontal
axis). Similar computations can also be carried out for k = 2 and 5. The results match the
342 10 INTEGRAL EQUATION METHODS

exact value given by (10.4.22). These computations, though carried out for an ellipse, are
well suited for other types of nearly circular regions. 

φn
3

2.5

1.5

0.5

to
0 30 60 90 120 150 180

. Figure 10.6 Graph of φn .

Example 10.3. The integral equation for the dipole distribution is given by

Z L
µ(s) = N (s, t) µ(t) dt + g(s), (10.4.32)
0

where the dipole strength on the boundary Γ is 2π µ(s), g(s) denotes the boundary value
of the potential function, and t, 0 ≤ t ≤ L, is the arc length parameter along the positive
direction of Γ. The integral equation (10.4.32) has the same form as (10.4.1). Let us assume
that the distribution µ(s) has already been determined by solving Eq (10.4.25). Then the
Dirichlet problem and, hence, the problem of conformal mapping is reduced to that of
quadratures. To see this, note that the potential u(P ) at a point P = (x, y) ∈ D is given
by

Z L
u(P ) = N (P, t) µ(t) dt, (10.4.33)
0

∂
where N (P, t) = − rP t (Figure 10.7). The kernel N (P, t) becomes unbounded as P
∂nt
approaches the boundary Γ. To avoid this difficulty, we proceed as follows: Consider a
point P ′ near Γ (Figure 10.7). Let t′ be a point on Γ such that the normal nt′ passes
through the point P ′ . Then, we can rewrite (10.4.33) as

Z L
′
u(P ) = µ(t ) + N (P, t) [µ(t) − µ(t′ )] dt
0
Z L/2
(10.4.34)
′ ′ ′ ′
= µ(t ) + N (P, t + t ) [µ(t + t ) − µ(t )] dt,
−L/2
 10.5 DEGENERATE KERNEL 343

γ (t)
dt
θ
γ (t’)
P’ dω
• nt
rPt
nt’
P•

D
Γ

Figure 10.7 Integration of u(P ).

∂
where t is replaced by t′ + t, and N (P, t′ + t) = − rP t . The integral in (10.4.34) is
∂nt′ +t
′ ′ ′ ′
finite for all t, and µ(t + t)− µ(t ) ≈ t µ (t ) for numerically small values of t. Then (10.4.34)
can be written as
Z L/2 n
′ ∂
u(P ) = µ(t ) − [µ(t′ + t) − µ(t′ )] rP t
−L/2 ∂nt′ +t
o (10.4.35)
′ ∂ ′
+ [µ(t − t) − µ(t )] rP t dt,
∂nt′ −t
Z L Z 2π Z L Z π
∂ ∂
since rP t = dω = 2π, and log rP t = dω = π for γ(s) ∈ Γ (Figure
0 ∂nt 0 0 ∂nt 0
10.7). 
Example 10.4. If U and U ∗ denote the region |z| < 1 and |z| > 1, respectively, z = eiθ ,
and if D = Int (Γ), as before, then for certain curves the following data is useful (Gaier
[1964:264]):
w-plane: Let D : |w − a| < b, b > a > 0. Then
1. Eccentric circle in the p
Γ : ρ = ρ(φ) = a cos φ + b2 − a2 sin2 φ;
bw
Mapping D 7→ U : z = ;
a w + b 2 − a2
sin φ a
Boundary correspondence function: tan θ = ,c= 2 .
c ρ(φ) + cos φ b − a2
2. Inverted ellipses: The region D is formed by inverting the exterior of the ellipse with
half-axes 1/p and 1 into the unit circle.
2pz
Mapping U 7→ D : w = ;
p (1 + p) + (1 − p) z 2
Γ : ρ = ρ(φ) = 1 − (1 − p)2 cos2 φ, 0 < p < 1;
Boundary correspondence function: tan φ = p tan θ.
3. Ellipses, with boundary Γ = {z = a cos t + i b sin t, a2 − b2 = 1};
For the mapping Int (Γ) 7→ U , the boundary correspondence function is defined by (10.4.22);
For the mapping Ext (Γ) 7→ U ∗ , the boundary correspondence function is defined by φ(t) =
t.
The boundary correspondence function determines the correspondence between the
boundaries of the two regions where one is the problem region and the other the image
region. It is denoted by φ when a given simply connected region in the z-plane is mapped
onto a region in the w-plane (z = r eiθ 7→ w = ρ eiφ , which is the notation used here), but
344 10 INTEGRAL EQUATION METHODS

by θ if w = ρ eiφ 7→ z = r eiθ . This function is usually normalized so that the origin is

preserved. 

10.5 Degenerate Kernel

A kernel is said to be degenerate if it can be represented in the semi-discrete form of a finite
sum of products. A degenerate Neumann kernel can be expressed as
n
X
N (s, t) = αk (s) βk (t), (10.5.1)
k=1

where it is assumed that the functions αk (s) are linearly independent. Otherwise the number
of terms in the expression for the kernel in (10.5.1) would reduce. For such a kernel we can
determine a complete solution of the Fredholm integral equation of the form
Z L
φ(s) = λ N (s, t) φ(t) dt + g(s). (10.5.2)
0

Let us assume the required solution of Eq (10.5.2) with λ = 1 in the form

n
X
φ(s) = g(s) + Ai αi (s), (10.5.3)
i=1

where Ai are constants yet to be determined. We will use the notation:

Z L Z L
βi (t) g(t) dt = fi , αi (t) βj (t) dt = bj,i . (10.5.4)
0 0

Then substituting (10.5.3) for φ(s) in Eq (10.5.2), we get

n Z L X n
!
X
Ai αi (s)−λ αi (s) βi (t) g(t) dt
i=1 0 i=1
Z LX n n
X
−λ Aj αi (s) βi (t) αj (t) dt = 0. (10.5.5)
0 i=1 j=1

Equating the coefficients of αi (s) and using the notation (10.5.4), we find that
n
X
Ai − λ Aj bi,j = λ fi , i = 1, 2, · · · , n. (10.5.6)
j=1

The determinant of the system (10.5.6) in the unknowns Ai is

1 − λ b1,1 −λ b1,2 ··· −λ b1,n

−λ b2,1 1 − λ b2,2 ··· −λ b2,n
D(λ) = . (10.5.7)
··· ··· ··· ···
−λ bn,1 −λ bn,2 ··· 1 − λ bn,n
Then, by Cramer’s rule,
n
P
Di,k fk
Ai = λ k=1 , i = 1, 2, · · · , n, (10.5.8)
D(λ)
 10.5 DEGENERATE KERNEL 345

where Di,k is the algebraic complement of the kth row and ith column. Hence, from (10.5.3)
e
the approximate solution φ(s) of Eq (10.5.2) is given by
Pn
n
X Di,k fk
e = g(s) + λ k=1
φ(s) αi (s)
i=1
D(λ)
n 
Pn P RL
Di,k αi (s) 0
βk (t) g(t) dt
i=1
= g(s) + λ k=1
D(λ) (10.5.9)
n P
P n
Z L Di,k αi (s) βk (t)
k=1 i=1
= g(s) + λ g(t) dt
0 D(λ)
Z L
D(s, t, λ)
= g(s) + λ g(t) dt,
0 D(λ)

where n X
n
X
D(s, t, λ) = Di,k αi (s) βk (t). (10.5.10)
i=1 k=1

Thus, the resolvent γ(s, t, λ) of Eq (10.5.2) is given by

D(s, t, λ)
D(s, t, λ) = . (10.5.11)
D(λ)

In practical applications, an arbitrary kernel N (s, t) can be replaced approximately by a

e (S, t), which will help solve the resulting approximate equation
degenerate kernel N
Z L
e −λ
φ(s) N e dt = g(s),
e (s, t) φ(t) (10.5.12)
0

rather than the original equation (10.5.2). A suitable degenerate kernel close to the one
given in an integral equation can always be found by taking it as a finite part of its Taylor
series of its Fourier series, or by a trigonometric interpolation scheme (see §11.7). An error
estimate in replacing the given kernel by an approximate degenerate kernel is contained in
the following result:
Theorem 10.3. Given two kernels N (s, t) and N e (s, t) such that
Z L
e (s, t) dt < h,
N (s, t) − N
0

let the resolvent γ(s, t, λ) of Eq (10.5.2) satisfy the inequality

Z L
|γ(s, t, λ)| dt < B.
0

If the conditions |g(s) − g̃(s)| < ε and 1 − |λ| h (1 + λ B) > 0 are satisfied where g̃(s) is an
approximation of g(s), then Eq (10.5.2) has a unique solution φ(s), and

e M |λ| (1 + |λ| B)2

φ(s) − φ(s) < + ε (1 + |λ| B), (10.5.13)
1 − |λ| h (1 + λ B)
346 10 INTEGRAL EQUATION METHODS

where M is the maximum modulus of g(s).

A proof of this result can be found in Kantorovich and Krylov [1958: 143], or Berezin
and Zhidkov [1965: 647].
Example 10.5. (a) To solve the integral equation
Z 1/2
φ(s) = sin st φ(t) dt + g(s), (10.5.14)
0

with no assumptions on g(s) at this time, expand sin st in its Taylor series and get

s 3 t3 s 5 t5
sin st = st − + − ··· .
3! 5!

If we replace sin st in (10.5.14) by the first two terms of this series expansion, then Eq
(10.5.14) reduces to
Z 1/2  
e = s 3 t3 e
φ(s) st − φ(t) dt + g(s), (10.5.15)
0 6
which has an algebraic kernel. We will assume a solution of the form

e = as + bs3 + g(s).
φ(s)

Then substituting it in (10.5.12) we get

as bs as3 bs3
as + bs3 − sf1 − s3 f2 − − + + = 0,
24 160 768 5376

where Z Z
1/2 1/2
1
f1 = t g(t) dt, f2 = − t3 g(t) dt.
0 6 0

Equating the coefficients of a and b to zero, we obtain

23 a b
− − f1 = 0,
24 160
a 5377 b
+ − f2 = 0,
160 5376

and Z 1,2
e = g(s) + as + bs3 = g(s) +
φ(s) γ(s, t, 1) dt, (10.5.16)
0

where the resolvent γ(s, t, 1) is given by

γ(s, t, 1) = 1.043277 1.000186 s t − 0.0010416 s3 t − 0.0010416 s t3 − 0.1597222 s3 t3 .
Z 1/2
1
Since |γ(s, t, 1)| dt < , we can take B = 1/12 in the above estimate (10.5.16). Also,
0 12
since Z Z 1/2 5 5  5
1/2
e (s, t) dt ≤ s t 1 1 1
N (s, t) − N dt ≤ < ,
0 0 120 46080 2 1474560
 10.5 DEGENERATE KERNEL 347

1 3
we can take h = ≈ . Then
1474560 4 · 106
3
(1 + 1/12) M
e
φ(s) − φ(s) <M 4 · 106 < 6.
3 10
1− (1 + 1/12)
4 · 106
1  s  s s3
In particular, if g(s) = 1 + cos − 1 = 1 − + − · · · , then M = 1, and the
s 2 8 384
approximate solution is

φ(s) ≈ 1 + 0.0000009 s − 0.0000002 s3,

which has an error of O 106 .
(b) To solve the equation
Z 1
φ(s) = sin st φ(t) dt + g(s), (10.5.17)
0

e = a s + b s3 + g(s). Then
we take φ(s)
Z 1  
s 3 t3

a s + b s3 = st − a s + b s3 + g(s) dt
0 6

2a b a 43 b
yields the system of equations − − f1 = 0, + − f2 = 0. The resolvent is
3 5 30 42
3225 105 105 3 350 3 3
γ(s, t, 1) = st− s t3 − s t− s t .
2171 2171 2171 2171
Z 1
445
Since |γ(s, t, 1)| dt ≤ < 1, we take B = 1. Also, since
0 668
Z 1
e (s, t) dt ≤ 1
N (s, t) − N ,
0 720

we take h = 1/720. Then

1
(2) M
e
φ(s) − φ(s) <M 720 < 3.
1 10
1− (2)
720
1 s s3
In particular, if g(s) = 1+ (1 − cos s) = 1− + −· · · , then M = 1, and the approximate
s 2 24
solution is
φ(s) ≈ 1 + 0.001545 s,


which has an error of O 103 . 
Example 10.6. To solve
Z 1

φ(s) + s est − 1 φ(t) dt = es − s,
0
348 10 INTEGRAL EQUATION METHODS

we take


e (s, t) = s est − 1 = s2 t + 1 s3 t2 + 1 s4 t3 .
N
2 6
Then we will solve the equation
Z 1
e +
φ(s) e dt = es − s,
e (s, t) φ(t)
N
0

where we have
e = es − s + as2 + bs3 + cs4 .
φ(s)
e
Substituting this expression for φ(s) into the above equation, we obtain the system

5 1 1 2
a− b+ c=− ,
4 5 6 3
1 13 1 9
a− b + c = − e,
5 6 7 4
1 1 49 29
a− b+ c = 2e − ,
6 7 8 5

whose solution is a = −0.501019, b = −0.167126, c = 0.0418054. Thus

e = es − s − 0.501019 s2 − 0.167126 s3 − 0.0418054 s4.

φ(s)

e = 1, φ(1/2)
The exact solution of the given equation is φ(s) ≡ 1. Note that φ(0) e = 0.999963,
e = 1.00833. 
and φ(1)

10.6. Szegö Kernel

Let D be a bounded simply connected region with a Jordan boundary Γ. The Cauchy kernel

1 1
H(z, a) = a ∈ D, (10.6.1)
2iπ z − a

defined by (2.4.3), represents an analytic function f (z) on D with

Z Z L
1 f (z) 1 f (z) ′
f (a) = dz = γ (s) ds, a ∈ D, (10.6.2)
2iπ Γ z−a 2iπ 0 z−a

where z = γ(s), dz = γ ′ (s) ds, 0 ≤ s ≤ L, is the parameterization of Γ in terms of the

boundary arc s. The Szegö kernel, defined by (4.3.3), also represents an analytic function
f on D with Z
f (a) = S(z, a) f (z) dz, a ∈ D. (10.6.3)
Γ

Let H2 (Γ) denote a closed subspace of L2 (Γ), containing boundary values of analytic func-
tions on D, and let S : L2 (Γ, ds) 7→ H2 (Γ) denote the orthogonal projection. Then for any
f ∈ L2 (Γ) Z
S f (a) = S(z, a) f (z) dz, a ∈ D. (10.6.4)
Γ
 10.6 SZEGÖ KERNEL 349

This relation implies (10.6.3) because f = S f in (10.6.3). The Szegö kernel coincides with
the Cauchy kernel
1 1
H(z, a) = γ ′ (s), (10.6.5)
2iπ z − a
iff D is a disk. In fact, the Szegö kernel for the unit disk U , denoted by SU (z, a), is given
by
1 1
SU (z, a) = , |a| < 1, |z| = 1. (10.6.6)
2π 1 − az̄
The following result holds for an analytic function f : D 7→ U such that f (a) = 0 and
f ′ (a) > 0 real, where a ∈ D. Such a function is called the Riemann mapping function
(Theorem 2.15).
Theorem 10.4. For a given a ∈ D let an analytic function w = f (z) be the Riemann
mapping function. Then

2π
f ′ (z) = S 2 (z, a), z ∈ D. (10.6.7)
S(a, a)

Proof. The following transformation connects S to SU :

p p
S(z, ζ) = f ′ (ζ) SU (f (ζ), f (z)) f ′ (z) for z, ζ ∈ D. (10.6.8)

Set ζ = a. Then f (a) = 0, and (10.6.6) yields

1 p ′ p ′
S(z, a) = f (z) f (a),
2π

which implies (10.6.7). 

We use (10.6.7) to compute the Riemann mapping function by the formula

1 f ′ (z) ′
f (z) = γ (s). (10.6.9)
i |f ′ (z)|

This formula is used by Kerzman and Trummer [1986] for numerical computation of f (z).
Now we will define the Kerzman-Stein kernel A(z, a) in terms of the Cauchy kernel by

A(z, a) = H̄(z, a) − H(z, a) ∈ C ∞ (Γ × Γ)

1 n γ ′′ (s) o (10.6.10)
=− ℜ .
2iπ γ ′ (s)

Note that A(z, z) = 0 since γ ′′ (s) is orthogonal to γ ′ (s). Let A : L2 (Γ) 7→ L2 (Γ) define the
integral operator
Z
A f (a) = A(z, a) f (z) ds, a, z ∈ Γ, z = γ(s). (10.6.11)
Γ

This operator is compact, and A is self-adjoint. The operator (1 − A) is bijective on

−1
L2 (Γ) 7→ L2 (Γ), and hence it has a bounded inverse (1 − A) : L2 (Γ) 7→ L2 (Γ). The
geometric interpretation of the kernel A(z, a) is as follows: Let both z and a lie on a closed
contour in Γ, with tangent vectors (complex numbers) γ ′ (s) and γ ′ (t), z = γ(s) and a = γ(t),
350 10 INTEGRAL EQUATION METHODS

respectively. Then the vector (complex number) γ ′ (s) is the reflection of γ ′ (a) in the chord
joining z and a (Figure 10.8). Then

1 1
A(z, a) = [γ ′ (s) − γ ′ (t)] .
2iπ z − a

γ ’(t)

z = γ (s) a = γ (t)

γ ’(s)

Figure 10.8 Vector γ ′ (s).

This relation is obvious if arg {z − a} = 0 or π, i.e., if the chord joining z and a is horizontal.
Otherwise, it is proved by rotation. Since a circle is the only closed contour where a chord
joining any two boundary points meets the circumference at the same angle at both points,
we have A(z, a) ≡ 0 for all z, a on the boundary iff the boundary is a circle. If we expand
z = γ(s) in a Taylor series at a = γ(t), we obtain

1 ′′
z = γ(s) = γ(t) + γ ′ (t) (s − t) + γ (t) (s − t)2 + O(h3 ), h = s − t, (10.6.12)
2

which yields  
1 γ ′′ (t)
z − a = γ ′ (t) (s − t) 1 + (s − t) + O(h 2
) ,
2 γ ′ (t)
and  
1 1 1 γ ′′ (t) 2
= ′ 1− (s − t) + O(h ) .
z−a γ (t) (s − t) 2 γ ′ (t)
By differentiating (10.6.12), we get

γ ′ (s) = γ ′ (t) + γ ′′ (t) (s − t) + O(h2 ),

which together with (10.6.13) gives

γ ′ (s) 1 1 γ ′′ (t)
= + + O(h). (10.6.13)
z−a s − t 2 γ ′ (t)

Similarly,
γ ′ (t) 1 1 γ ′′ (t)
= − + O(h). (10.6.14)
z−a s − t 2 γ ′ (t)
Subtracting (10.6.13) and (10.6.14) we find that the singularities (which are real) of 1/(s−t)
cancel, and then using (10.6.5), we obtain the Kerzman-Stein kernel A(z, a) defined by
 10.6 SZEGÖ KERNEL 351

(10.6.10). This kernel is continuous and skew-symmetric, i.e., A(z, a) = −A(z, a). The
following result (Kerzman and Stein [1986]) is useful:

Theorem 10.5. The Szegö kernel S(z, a), as a function of z, is the unique solution of
the integral equation
Z
S(z, a) + A(z, a) S(z, a) dγζ = H(a, z), z, ζ ∈ Γ, (10.6.15)
Γ

where γ denotes the arc length on Γ.

If we use a parameterization z = γ(s) on Γ, 0 ≤ s ≤ L, the integral equation (10.6.15)
becomes
Z L
θ(s) + k(s, t) θ(t) dt = g(s), 0 ≤ s ≤ L, (10.6.16)
0

where
1/2
θ(s) = γ ′ (s) S (γ(s), a) ,
1/2
g(s) = γ ′ (s) H (a, γ(s)), (10.6.17)
1/2 1/2
k(s, t) = γ ′ (s) A (γ(s), γ(t)) γ ′ (t) .

This integral equation is solved by the Nyström method (see Atkinson [1976]; Delves and
Mohamed [1985]), which is as follows: Since all functions in this equation are periodic, we
take n equi-spaced collocation points sj = (j − 1)L/n, j = 1, . . . , n, and use the trapezoidal
rule. This gives
n
L X
θ (sj ) + k (sj , sm ) = g (sj ) . (10.6.18)
n m=1

L
Let Bjm = k (sj , sm ) define the skew-hermitian matrix B, and let xj = θ (sj ), be written
n
in matrix form as
(I + B) x = y, (10.6.19)

which is solved by an iterative method based on the generalized conjugate gradient method
(GCM), the details of which can be found in Trummer [1986].
The discretized form (10.6.18) of Eq (10.6.16) gives the interpolation formula

n
L X
θ(s) = g(s) − k (s, sm ) xm . (10.6.20)
n m=1

Once the solution θ of Eq (10.6.16) is computed, the boundary correspondence function

φ(s), defined by f (z) = f (γ(s)) = eiφ(s) , z = r eiθ , can be computed from the formula

φ(s) = arg − i θ2 (s) γ ′ (s) . (10.6.21)

Trummer [1986] has applied this method to the followingp six conformal mapping problems:
is
1. Γ is the inverted ellipse, defined by z(s) = e 1 − (1 − p2 ) cos2 s, 0 < p ≤ 1, where
tan s = p tan φ(s) (see §10.4).
2. Γ is the ellipse z(s) = eis − ε e−is , 0 ≤ ε < 1, with eccentricity= (1 − ε)/(1 + ε), where
352 10 INTEGRAL EQUATION METHODS

X∞
1 εn
φ(s) = s + 2 sin 2ns.
n=1
n 1 + ε2n
α 2is
3. Γ is the epitrochoid (‘apple’) z(s) = eis + e , 0 ≤ α < 1, where φ(s) = s.
2
4. Γ is Cassini’s oval |z − α||z + α| = 1, 0 ≤ α < 1, or
q p
z(s) = e α2 cos 2s + 1 − α4 sin2 2s,
is

p
where φ(s) = s − 0.5 arg{h(s)}, h(s) = 1 − α4 sin2 2s.
5. Γ is the unit square, where cos φ(s) = dn(Ky).
6. Γ is the stadium with the boundary composed of two semicircles joined by two line
segments, all of the same length.
This method requires some programming. For details see Trummer [1986].
Example 10.7. The results for the ellipse with eccentricity 0.5 are presented in Figure
10.9. 

0.5
•

•1

Figure 10.9 Results for ellipses with eccentricity 0.5.

Example 10.8. The approximate solution of the integral equation

Z 1/2
φ(x) − sin xy φ(y) dy = f (x),
0

x3 y 3 x5 y 5
is φ(x) ≈ 1 + 0.0000009 x − 0.0000002 x3. Use sin xy ≈ xy − + , and f (x) =
  6 120
1 x
1+ cos − 1 . Note that the exact solution is φ(x) = 1.] (Kantorovich and Krylov
x 2
[1958:145].) 
Example 10.9. The approximate solution of the integral equation
Z 1
y(x) + x (exs − 1) y(s) ds = ex − x
0

is y(x) ≈ ex − x − 0.501 x2 − 0.1671 x3 − 0.0422 x4, and the exact solution y(x) ≡ 1. (Berezin
and Zhidkov [1965:653].) 
 10.6 SZEGÖ KERNEL 353

Example 10.10. The function u = log 1/r, |z| = r, which is a potential function,
regular for r 6= 0, has the following properties:
∂u
(i) It yields the force flux of 2π at r = 0. [Hint: Evaluate lim ds, where n is the outward
ε→0 ∂n
normal.]
(ii) Define a source of strength q at a point ζ = (ξ, η) on the boundary Γ of a simply
connected region D by

q 1
u(ξ, η) = log p .
2π (x − ξ) + (y − η)2
2

A source of strength −q is called a sink of strength q. By combining a source and a sink of

the same strength q and letting the distance between them tend to zero while keeping the
moment constant, the potential is given by
qx q cos r
u(ζ) = = .
2π (x2 + y 2 ) 2πr

Note that this potential is known as a dipole of strength q which is also the moment along
the x-axis. (Andersen et al. [1962:173].) 
Example 10.11. If s denotes the arc length on the boundary Γ of a simply connected
region D, 0 ≤ s ≤ L, and if the dipole density of Γ is 2πν(s), then the potential u(z) is
defined in D and in D∗ = Ext (Γ) by
Z  
∂ 1
u(z) = ν(s) log ds, z ∈ D, (10.6.22)
Γ ∂ns rsz

where ns is the inward normal at a point ζ ∈ ζ(s) and rsz = |z − ζ|. The function u(z) is
regular in D and D∗ but is discontinuous on Γ. If the unknown potential function u(z) is
determined by the boundary values uΓ (s) = g(s) from (10.6.22), then the dipole distribution
ν(s) satisfies the integral equation
" Z   #
L
1 ∂ 1
ν(s) = g(s) − ν(t) log dt ,
π 0 ∂nt rtz

where nt is the inward normal at a point ζ = ζ(t), 0 ≤ t ≤ L, t 6= s. (Andersen et al.

[1962:173].) 

10.6.1 Generalized Szegö and Bergman Kernels. These kernels have been generalized
to domains in Cn , n ≥ 2, as follows: For very simple domains, like the unit ball, the Bergman
and Szegö kernels can be computed explicitly. If D ⊂ Cn is the unit ball, then the Bergman
kernel is defined by
n! 1
B(z, ξ) = n , (10.6.23)
π (1 − z · ξ̄)n+1
and the Szegö kernel is given by

(2n − 1)! 1
S(z, ξ) = n ¯ n. (10.6.24)
2π (1 − z · ξ)
354 10 INTEGRAL EQUATION METHODS

For the derivation of these formulas, see, e.g., Stein [1972]. For certain more complex
domains Greiner and Stein [1978] have found an explicit formula for the Szegö kernel defined
in regions of the type Dk
= {(z, z1 ) ∈ C2 : ℑ{z1 } > |z|
2k } for any positive integer k. Thus,
for ξ = z, t + i(|z|2k + µ and ω = w, s + i(|w|2k + ν , where µ, ν > 0, the Szegö kernel is
given by

1 h i |z|2k + |w|2k µ+ν i−2

S(ξ, ω) = (s − t) + + − z w̄
4π 2 2 2 2 (10.6.25)
1 hi |z|2k + |w|2k µ + ν i(1−k)/k
× 2 (s − t) + + .
4π 2 2 2

Diaz [1987] has shown that for these domains, the Szegö kernel is bounded in Lp , 1 < p < ∞.
This result has been generalized to domains in Cn by Frances and Hanges [1995], as
follows: The Szegö kernel in domains of the type D = {z, ξ, w) ∈ Cn+m+1 : ℑ{w} >
kzk2p + kξk2p } is given by

n+1
X (A − z · z̄ ′ )(k/p)−n−1
S(z, ξ, t; z ′ , ξ ′ , t′ ) = ck  m+k , (10.6.26)
k=1 (A − z · z̄ ′ )1/p − ξ · ξ̄ ′

1
 
where A = 2 kzk2 + kz ′ k2 + kξk2 + kξ ′ k2 − i(t − t′ ) .

References used: Ahlfors [1952], Andersen et al. [1962], Atkinson [1976], Berezin and Zhidkov
[1965], Birkoff et al. [1950; 1951], Carrier [1947], Carrier, Krook and Pearson [1966], Gaier [1964], Gershgorin
[1933], Kerzman and Stein [1978; 1986], Kythe [1998], Lichtenstein [1917], Kantorovich and Krylov [1958],
Trummer [1986], Todd and Warschawski [1955], Warschawski [1955; 1956], Whittaker and Watson [1962].
11
Theodorsen’s Integral Equation

We will present Theodorsen’s integral equation and establish the convergence of the re-
lated iterative method for the standard case of mapping the unit circle onto the interior
(or exterior) of almost circular and starlike regions, both containing the origin. A trigono-
metric interpolation scheme is presented, and Wegmann’s iterative and Newton’s method
for numerically solving this equation are discussed. The last two methods are based on a
certain Riemann-Hilbert problem, which turns out to be a linearized form of a singular in-
tegral equation of the second kind. Unlike the classical iterative method, the solution of the
linearized problem in Wegmann’s method for the conformal map of the unit circle can be
represented explicitly in terms of integral transforms, which leads to a quadratic convergent
Newton-like method that avoids the numerical solution of a system of linear equations and
thus becomes more economical. Theodorsen’s integral equation has specific significance in
the theory of airfoils.

11.1 Classical Iterative Method

Let Γ denote a Jordan curve defined in the polar coordinate system by ρ = ρ(φ), 0 ≤ φ ≤ 2π,
where ρ(φ) ∈ C 1 , such that for some ε (0 < ε < 1) and a constant a > 0

a
≤ ρ(φ) ≤ a(1 + ε), (11.1.1)
1+ε

and
ρ′ (φ)
≤ ε. (11.1.2)
ρ(φ)

Any Jordan curve Γ that satisfies these two conditions is called a nearly circular contour
or a near circle. Let us assume that a function w = f (z) = ρ eiφ , z = eiθ , with f (0) = 0
and f ′ (0) > 0, maps the unit

disk U = {|z| < 1} onto Int (Γ) which is starlike with respect
to the origin. Then f eiθ = ρ (φ(θ)) eiφ(θ) defines the boundary correspondence function
φ : [0, 2π] 7→ R. If φ is known, then f is known. Consider the function

 
f (z) f (z) f (z)
F (z) = log = log + i arg ,
z z z
356 11 THEODORSEN’S INTEGRAL EQUATION

which, defined as real-valued log f ′ (0) for z = 0, is single-valued and analytic in U , and
n f (z) o 

continuous on U ∪ ∂U . If we set z = eiθ , then arg = arg f eiθ e−iθ = φ(θ) − θ.
z
Thus,

F eiθ = log ρ[φ(θ)] + i [φ(θ) − θ]. (11.1.3)
Then, in view of the Schwarz formula which states that
Z 2π

1
R eiθ + ρ eiφ
w ρ eiθ = iv(0) + u R eiφ dθ, (11.1.4)
2π 0 R eiθ − ρ eiφ
we obtain with ρ = R = 1 and v(0) = 0
Z 2π
1 φ−θ
φ(θ) − θ = log ρ (φ(θ)) cot dθ. (11.1.5)
2π 0 2
Note that not only the mapping function f (z) is defined in the form ρ = ρ(φ) on Γ, but the
relation (11.1.5) represents an integral equation for the unknown function φ(θ), i.e.,
Z π
1 t
φ(θ) − θ = − [log ρ (φ(θ + t)) − log ρ (φ(θ − t))] cot dt. (11.1.6)
2π 0 2
This is known as Theodorsen’s integral equation. Once the function φ(θ) is determined,
the function F (z) and then the mapping function f (z) can be computed. The term
n f (z) o
arg = arg {f ′ (0)} is not added to the right side of (11.1.6) because it is zero.
z z=0
Theodorsen [1931] showed that φ is a solution of Eq (11.1.6). Gaier [1964: 66] proved that
this equation has exactly one solution which is continuous and strongly monotone. The
Riemann mapping theorem (§2.6) guarantees the existence of a continuous solution of this
integral equation. We will also show that this solution is unique.
Theodorsen’s method for solving the integral equation (11.1.6) for nearly circular regions
is based on the iterations
φ0 (θ) = 0,
Z π
1 t
φn (θ) − θ = − {log ρ [φn−1 (θ + t)] − log ρ [φn−1 (θ − t)]} cot dt, (11.1.7)
2π 0 2
n = 1, 2, . . . .

The functions φn (θ) are absolutely continuous, and φ′n (θ) ∈ L2 [0, 2π]. In fact, this is
obviously true for n = 0. Suppose that this statement is true for some n ≥ 0. Since, in view
of (11.1.2), the function log ρ(φ) has a bounded difference quotient and φn (θ) is absolutely
continuous, it follows that log ρ (φn (θ)) is also absolutely continuous. Also, since
 ′ 2
ρ (φn (θ)) ′
φn (θ) ≤ ε2 [φ′n (θ)]2 , (11.1.8)
ρ (φn (θ))
Z 2π  ′ 2
ρ (φn (θ)) ′
the integral φ (θ) dθ exists. Hence, the function φn (θ) − θ which is the
0 ρ (φn (θ)) n
conjugate of log ρ (φn (θ)) exists and is absolutely continuous. The integrands in (11.1.7)
are singular at t = 0 where the integrals take the Cauchy principal values. In what follows
we will use the notation
 
ρ′ (φ(θ)) d ρ′ (φ)
σ (φ(θ)) = , and p (φ) = . (11.1.9)
ρ (φ(θ)) dφ ρ(φ)
Both σ and p are Hölder-continuous.
 11.2 CONVERGENCE 357

11.2 Convergence
The following result holds for the convergence of Theodorsen’s iterative method (11.1.7).
Theorem 11.1. The sequences {φn (θ)} and {φ′n (θ)} converge uniformly to φ(θ) and
′
φ (θ), respectively, as n → ∞.
This result will in turn establish that log ρ[φn (θ)] converges uniformly to log ρ[φ(θ)] as
n → ∞, so that the functions



F0 eiθ = log a, Fn eiθ = log ρ[φn−1 (θ)] + i (φn (θ) − θ) , n ≥ 1, (11.2.1)


will compute f eiθ) to any desired
accuracy. Let the functions Fn (z) be analytic on U and
assume boundary values Fn eiθ on
|z| = 1.
In view of the maximum modulus principle,
the uniform convergence of Fn eiθ to F eiθ implies the uniform convergence of Fn (z) to
F (z) on |z| ≤ 1. Hence, the functions fn (z) = z eFn (z) converge uniformly to the mapping
function f (z) = z eF (z) .
To prove the above theorem, we will first derive the estimates for the differences |φn (θ) −
φ(θ)| and |φ′n (θ) − φ′ (θ)| in terms of ε and n, and show that these differences approach zero
as n → ∞.


Theorem 11.2. If Γ is a near circle and if φn (θ) and φ(θ) = arg {f r eiθ } are defined
by (11.1.7) and (11.1.3), then
 1/4
π
|φn (θ) − φ(θ)| ≤ 2 ε(n+2)/2 . (11.2.2)
1 − ε2

Note that the bound in (11.2.2) goes to zero as n → ∞ since 0 < ε < 1. This will
establish the convergence of φn (θ) to φ(θ).
Theorem 11.3. If Γ is a near circle and if σ ∈ H 1 , then
p
|φn (θ) − φ(θ)| ≤ 2πA(n + 1) εn+1 , (11.2.3)
2
where A = 4ε eε .
This result provides a bound that converges to zero more rapidly as n → ∞.
Theorem 11.4. If Γ is a near circle and if σ ∈ H 1 and p(φ) ∈ H 1 , then
√
|φ′n (θ) − φ′ (θ)| ≤ 2πcn [A(n + 1)]3/2 εn+1 , (11.2.4)

where
n 
Y √ 
c1 = 1 + ε, cn = (1 + ε) 1 + εk 2πAk , (11.2.5)
k=2

and for all n √

2
πA (1−ε)−3/2
cn ≤ (1 + ε) e2ε . (11.2.6)
The last inequality shows that cn is bounded if 0 < ε < 1. The proofs for these theorems
are given in Warschawski [1945]. We will outline these proofs in the next section. It should
be noted that the estimates for the difference |Fn (z) − F (z)| for |z| ≤ 1 are obtained from
those for |φn (θ) − φ(θ)| given above. Thus, in view of (11.1.2), we have


p
Fn eiθ − F eiθ ≤ ε2 [φn−1 (θ) − φ(θ)]2 + [φn (θ) − φ(θ)]2 ,
358 11 THEODORSEN’S INTEGRAL EQUATION

and


|Fn (z) − F (z)| ≤ max Fn eiθ − f eiθ for |z| ≤ 1.
θ

In the case of Theorem 11.2 this yields

 1/4
π2 √
|Fn (z) − f (z)| ≤ 2 ε(n+2)/2 1 + ε,
1−ε

and in the case of Theorem 11.3

s  
n+1 1
|Fn (z) − f (z)| ≤ 2 ε πA n + .
2

f (z)
Hence, for 0 < ε < 1 the iterations Fn (z) converge uniformly to F (z) = log for
z
|z| ≤ 1. The above theorems constitute the classical theory for the convergence of the
numerical method for solving Theodorsen’s integral equation by iterations in terms of the
boundary correspondence function φ, which provides the required boundary map f .

11.3 Theodorsen’s Method

Theodorsen’s method converges strongly like a geometric series. First, we obtain the bounds
for the square means
Z 2π Z 2π
1 2 1
Mn2 = [φn (θ) − φ(θ)]2 dθ, Mn′ = [φ′n (θ) − φ′ (θ)]2 dθ,
2π 0 2π 0
Z 2π
(11.3.1)
2 1
Mn′′ = [φ′′n (θ) ′′
− φ (θ)] dθ. 2
2π 0

Then the results of these theorems are obtained by using the inequalities
p p
|φn (θ) − φ(θ)| ≤ 2πMn Mn′ , |φ′n (θ) − φ′ (θ)| ≤ 2πMn′ Mn′′ . (11.3.2)

The following results are also needed:

Lemma 11.1. If the function g(θ) ∈ L2 [0, 2π] is real-valued, 2π-periodic and square-
integrable (in Lebesgue’s sense) on 0 ≤ θ ≤ 2π, and if ḡ(θ) is a conjugate function of g(θ),
then Z 2π Z 2π
1 1
[ḡ(θ)]2 dθ + α2 = [g(θ)]2 dθ + β 2 , (11.3.3)
2π 0 2π 0
where Z Z
2π 2π
1 1
α2 = g(θ) dθ, β2 = ḡ(θ) dθ.
2π 0 2π 0

Lemma 11.2. If g(θ) ∈ L2 [0, 2π] is a real-valued, absolutely continuous, 2π-periodic

and square-integrable function, then for any θ0

[g(θ)]2 − [g(θ0 )]2 ≤ 2πM M ′ , (11.3.4)

where Z Z
2π 2π
1 2 1
M2 = [g(θ)]2 dθ, M′ = [g ′ (θ)]2 dθ.
2π 0 2π 0
 11.3 THEODORSEN’S METHOD 359

The factor 2π in (11.3.4) is the best possible.

Lemma 11.3. If Γ is nearly circular, then the function φ(θ) = arg{f r eiθ }, defined
by (11.1.3), is absolutely continuous and [φ′ (θ)]2 ∈ L2 [0, 2π] in Lebesgue’s sense such that

Z 2π
1 1
[φ′ (θ)]2 dθ ≤ . (11.3.5)
2π 0 1 − ε2

Lemma 11.4. If g(θ) ∈ H α , 0 < α ≤ 1, is a 2π-periodic function, then any conjugate

function of g(θ) also satisfies a Hölder condition.
Lemma 11.5. If Γ is a near circle and if σ(φ) ∈ H 1 ,† then

1
√ ≤ φ′ (θ) ≤ A, (11.3.6)
A 1 + ε2

s
Z 2π  √ 
1
[φ′′ (θ)]2 dθ ≤ A3/2 ε min 1 + ε; 2 . (11.3.7)
2π 0

Lemma 11.6. If u(t) ∈ C 1 [0, 2π] is a 2π-periodic function and if v(t) ∈ C 1 [0, 2π] is a
function conjugate to u(t), then for every θ

Z 2π  2 Z 2π  2
u(t) − u(θ) v(t) − v(θ)
dt = dt.
0 t−θ 0 t−θ
sin sin
2 2

Proof of Lemma 11.1 is available in Zygmund [1935: Eq (4)]; of Lemma 11.4 in Privaloff
[1916] or Zygmund [1935: 156]; of Lemma 11.5 in Warschawski [1950]; and of Lemma 11.6
(on conjugate functions) in Warschawski [1945].
Proof of Lemma 11.2. Note that for 0 ≤ θ ≤ 2π, 0 ≤ θ0 ≤ 2π,

Z θ Z θ−2π
g 2 (θ) − g 2 (θ0 ) = 2 g(t) g ′ (t) dt = 2 g(t) g ′ (t) dt. (11.3.8)
θ0 θ0

Since
Z θ Z θ−2π Z θ Z 2π
′ ′ ′
|g g | dt + |g g | dt = |g g | dt = |g g ′ | dt,
θ0 θ0 θ−2π 0

Z
1 2π
one of the two integrals in (11.3.8) does not exceed |g g ′ | dt. Hence, by the Schwarz
2 0
inequality,
Z 2π
[g(θ)]2 − [g(θ0 )]2 ≤ |g g ′ | dt ≤ 2πM M ′ .
0

Also, applying (11.3.4) with g(θ) = cosn θ (θ0 = π/2) and letting n → ∞, we find that the
constant 2π cannot be replaced by any smaller one. 

† The space H 1 consists of 2π-periodic functions w ∈ H such that the derivative w ′ is an element of the
Hilbert space H = L2 (0, 2π)\R.
360 11 THEODORSEN’S INTEGRAL EQUATION

Proof of Lemma 11.3. Since Γ is rectifiable, the function F eiθ is absolutely contin-
uous (this follows from a theorem of F. and M. Riesz [1923]). Hence,

d

F eiθ − i = σ (φ(θ)) φ′ (θ) + i φ′ (θ)
dθ
∂
exists a.e. for 0 ≤ θ ≤ 2π and is integrable. Moreover, the function F (z) − i =
∂θ
iθ
u(z) + i v(z), z = r e , has the Poisson integral representation in the unit disk as
Z 2π
1 

 1 − r2
u(z) + i v(z) = u r eit + i v r eit dt. (11.3.9)
2π 0 1+ r2 − 2r cos(t − θ)

For almost all θ ∈ [0, 2π] we have

lim u r eiθ = σ (φ(θ)) φ′ (θ) = u eiθ ,
r→1



lim v r eiθ = φ′ (θ) = v eiθ ,
r→1

and since Int (Γ) is starlike (see §11.5), φ′ (θ) ≥ 0. Then by (11.1.2)



v eiθ ± u eiθ ≥ φ′ (θ) (1 − ε) ≥ 0.

Thus, in view of (11.3.9) we have v(z) + u(z) ≥ 0 and v(z) − u(z) ≥ 0 for |z| < 1. Hence,
v 2 (z) − u2 (z) ≥ 0 for |z| < 1. Also,
Z 2π
1 


v 2 r eiθ − u2 r eiθ dθ = 1.
2π 0

Then, taking the limit as r → 1 and using Fatou’s lemma (§2.1.3) , we get
Z 2π n o
1 2
[φ′ (θ)]2 [1 − [σ (φ(θ))] dθ ≤ 1,
2π 0

which, in view of (11.1.2), yields (11.3.5). 

Proof of Theorem 11.2. (a) First we determine an estimate for Mn . In view of
(11.1.3) and (11.1.7), we have
Z 2π Z 2π
[φ(θ) − θ] dθ = 0, [φn (θ) − θ] dθ = 0. (11.3.10)
0 0



Now, applying Lemma 11.1 with g(θ) + i ḡ(θ) = Fn eiθ − F eiθ and noting that β = 0
because of (11.3.10), we get
Z 2π
1 2
Mn2 = [φn (θ) − φ(θ)] dθ
2π 0
Z 2π
(11.3.11)
1 2
≤ [log ρ (φn−1 (θ)) − log ρ (φ(θ))] dθ.
2π 0

Since by (11.1.2)

|log ρ (φn−1 (θ)) − log ρ (φ(θ))| ≤ ε |φn−1 (θ) − φ(θ)| ,

 11.3 THEODORSEN’S METHOD 361

from (11.3.11) we obtain

Z 2π
1 2
Mn2 ≤ ε2 [φn−1 (θ) − φ(θ)] dθ ≤ ε2 Mn−1
2
,
2π 0

or
Mn ≤ ε Mn−1 , M n ≤ εn M 0 .
For n = 0 we find from (11.3.3) by using (11.1.1) that
Z 2π Z 2π  2
1 2 1 ρ (φ(θ))
M02 = [φ(θ) − θ] dθ ≤ log dθ ≤ ε2 ,
2π 0 2π 0 a

which yields the estimate

Mn ≤ εn+1 . (11.3.12)



(b) Now we determine an estimate for Mn′ . Since Fn e and F e are absolutely iθ iθ

d iθ

d iθ

2
continuous and Fn e and F e belong to the class L [0, 2π], the imaginary part
dθ dθ
d 


of Fn eiθ − F eiθ is a conjugate function of the real part. Then
dθ
Z 2π Z 2π
d

2π d

F eiθ dθ = F eiθ = 0, Fn eiθ dθ = 0. (11.3.13)
0 dθ θ=0 0 dθ

d 


Hence, using Lemma 11.1 with g(θ) + i ḡ(θ) = Fn eiθ − F eiθ , we obtain
dθ
Z 2π
2 1 2
Mn′ = [φ′n (θ) − φ′ (θ)] dθ
2π 0
Z 2π
(11.3.14)
1  2
= σ (φn−1 (θ)) φ′n−1 (θ) − σ (φ(θ)) φ (θ) ′
dθ.
2π 0

In view of (11.1.2), then

Z 2π h i2
2 1 2 2
Mn′ ≤ 2ε 2
φ′ n−1 (θ) − φ′ (θ) dθ. (11.3.15)
2π 0

Z 2π
1 2 1
By Lemma 11.3, we have φ′ (θ) dθ ≤ . Moreover, again using Lemma 11.1
2π 0 1 − ε2
d

with g(θ) + i ḡ(θ) = Fn eiθ , and (11.1.2), we get
dθ
Z 2π Z 2π
1 ′ 2 1  2
[φ n (θ) − 1] dθ = σ (φn−1 (θ)) φ′n−1 (θ) dθ
2π 0 2π 0
Z 2π
2 1 2
≤ε φ′ n−1 (θ) dθ,
2π 0

or, after suppressing the argument θ in the integrands,

Z 2π Z 2π  Z 2π
1 2 1 2
[φ′ n − 1] dθ − 2 φ′n dθ + 2π ≤ ε2 φ′ n−1 dθ.
2π 0 0 2π 0
362 11 THEODORSEN’S INTEGRAL EQUATION

Z 2π
Since φ′ n dθ = 2π, we have
0

Z 2π Z 2π
1 2 1 2
φ′ n dθ − 1 ≤ ε 2
φ′ n−1 dθ.
2π 0 2π 0

Z 2π
1 2
If we set m2n = φ′ n dθ, then m2n ≤ 1 + m2n−1 , and hence, m2n ≤ 1 + ε2 + ε4 + · · · +
2π 0
Z 2π
1
ε2n m20 . Since m20 = dθ = 1, we get
2π 0

m2n ≤ (1 − ε2 )−1 . (11.3.16)

Thus, from (11.3.15), (11.3.5) and (11.3.16) we find that

2 4ε2
Mn′ ≤ . (11.3.17)
1 − ε2

(c) Finally, we determine an estimate for |φn (θ) − φ(θ)|. We set g(θ) = φn (θ) − φ(θ) in
Z 2π
Lemma 11.2. Then, since g(θ) dθ = 0, there exists a value θ0 such that g(θ0 ) = 0,
0
which yields p
|φn (θ) − φ(θ)| ≤ 2πMn M ′ n .
This gives (11.2.2) after using (11.3.12) and (11.3.17), which completes the proof of Theorem
11.2. 

Proof of Theorem 11.3. (a) First, we determine an estimate for Mn′ . Using (11.3.14),
we have by Minkowsky’s inequality for n ≥ 1
s
Z 2π
1 
2
Mn′ = (σ (φn−1 ) − σ(φ)) φ′ + σ (φn−1 ) φ′n−1 − φ′ dθ
2π 0
s s
Z 2π Z 2π
1 2 1
2 2
≤ [σ (φn−1 ) − σ(φ)] φ dθ + ′2 φ′n−1 − φ′ [σ (φn−1 )] dθ.
2π 0 2π 0

Since 0 < φ′ (θ) ≤ A (Lemma 11.5) and σ(φ) ∈ H 1 , from (11.1.2) we obtain
s
Z 2π
1 2

Mn′ ≤ εA ′
(φn−1 − φ) dθ + ε Mn−1 ′
= ε AMn−1 + Mn−1 ,
2π 0

and, then by (11.3.12)

Mn′ ≤ ε A εn + Mn−1
′
for n ≥ 1. (11.3.18)
For n = 0 from (11.1.2) and Lemma 11.1 we get
Z 2π Z 2π Z 2π
2 1 2 1 2 A
M ′0 = (φ′ − 1) dθ = [σ(φ) φ′ ] dθ ≤ ε2 φ′ dθ = ε2 A. (11.3.19)
2π 0 2π 0 2π 0
 11.3 THEODORSEN’S METHOD 363

Now we will prove by induction that

Mn′ ≤ A(n + 1) εn+1 . (11.3.20)

In fact, since (11.3.19) holds for n = 0, we assume that (11.3.20) is true for some n > 0.
Then from (11.3.18)

′
 
Mn+1 ≤ ε A εn+1 + A(n + 1) εn+1 = A(n + 2) εn+2 ,

which proves (11.3.20) for (n + 1).

(b) Next, we determine an estimate for |φn (θ) − φ(θ)|. In fact, by using Lemma 11.2,
(11.3.12), and (11.3.20)
p p
|φn (θ) − φ(θ)| ≤ 2πMn Mn′ ≤ εn+1 2πA(n + 1).  (11.3.21)

Proof of Theorem 11.4. Since p ∈ H 1 , the function F e
iθ ∈ C 2 [0, 2π] (see
Warschawski

[1935: Theorem III]). Similarly, all functions Fn eiθ ∈ C 2 [0, 2π], where
iθ
Fn e are defined by (11.2.1). Also,

dF
= σ(φ) φ′ + i (φ′ − 1),
dθ
d2 F 2
= p(φ) φ′ + σ(φ) φ′′ + i φ′′ ,
dθ2 (11.3.22)
dFn
= σ (φn−1 ) φ′n−1 + i (φ′n − 1) ,
dθ
d2 Fn 2
= p (φn−1 ) φ′n−1 + σ (φn−1 ) φ′′n−1 + i φ′′n .
dθ2

(a) Now we will estimate

s
Z 2π
1
Mn′′ = (φ′′n − φ′′ ) dθ,
2π 0

and prove that

Mn′′ ≤ A2 (n + 1)2 cn εn+1 for n ≥ 1. (11.3.23)
Proof of (11.3.23) is as follows: Since, by (11.3.13),
Z 2π
1 d2 


2
Fn eiθ − F eiθ dθ = 0,
2π 0 dθ

we find by applying Lemma 11.1 that

Z 2π n  
′′ 2 1 2 2 2
Mn+1 = (p(φn ) − p(φ)) φ′ + p(φn ) φ′n − φ′
2π 0
o2
+ (σ(φn ) − σ(φ)) φ′′ + σ(φn ) (φ′′n − φ′′ ) dθ.
(11.3.24)
364 11 THEODORSEN’S INTEGRAL EQUATION

Since σ(φ) ∈ H 1 , we have |p(φ)| ≤ ε, and since φ′ (θ) ≤ A (Lemma 11.5) and p ∈ H 1 , we
find from (11.1.2) that
Z 2π
′′ 2 ε2  2 2 2
Mn+1 ≤ A2 |φn − φ| + |φ′n − φ′ | + |φ′′ | |φn − φ| + |φ′′n − φ′′ | dθ,
2π 0

which, by Minkowsky’s inequality, yields

s
h Z 2π
1
2
′′
Mn+1 ≤ ε A2 Mn + φ′n 2 − φ′ 2 dθ
2π 0
s (11.3.25)
Z 2π i
1 2 2
+ (φ′′n ) (φn − φ) dθ + Mn′′ ,
2π 0

s
Z 2π
1
where Mn and Mn′ are defined in (11.3.1). Since (φ′′ (θ))2 dθ ≤ ε A3/2 min(1 +
2π 0
√
ε; 2) (Lemma 11.5), we have
s
Z 2π √
1
M0′′ = (φ′′ )2 dθ ≤ 2 ε A3/2 ,
2π 0

p
and since |φn (θ) − φ(θ)| ≤ εn+1 2π A(n + 1) by (11.2.3), we get
s
Z 2π √ n+2 3/2 p
1 2 2
(φn − φ) (φ′′ ) dθ ≤ 2ε A 2πA(n + 1)
2π 0 (11.3.26)
n+2 2
p
= 2ε A π(n + 1).

Thus, using Lemma 11.2 with g(θ) = φ′n (θ) − φ′ (θ), we find that

2
(φ′n − φ′ ) ≤ 2πMn′ Mn′′ ,

which, after taking the square root and using φ′ (θ) ≤ A, yields |φ′n + φ| ≤ |φ′n − φ′ | + 2|φ′ | ≤
p
2πMn′ Mn′′ + 2A. Hence,
s
Z 2π p 
1
2
φ′n 2 − φ′ 2 dθ ≤ Mn′ 2πMn′ Mn′′ + 2A . (11.3.27)
2π 0

Now, integration by parts gives

Z 2π 2π
Z 2π
1 ′ 2 ′
(g (θ)) dθ = g(θ) g (θ) − g(θ) g ′′ (θ) dθ
2π 0 0 0
Z 2π
≤ |g(θ) g ′′ (θ)| dθ
0
s
Z 2π Z 2π
2 2
≤ (g(θ)) dθ · (g ′′ (θ)) dθ,
0 0
 11.3 THEODORSEN’S METHOD 365
p
which, after setting g(θ) = φn (θ) − φ(θ), yields the inequality Mn′ ≤ Mn′ Mn′′ . Applying
this inequality to (11.3.27), we get
s
Z 2π p
1
2
φ′n 2 − φ′ 2 dθ ≤ 2AMn′ + Mn′′ 2πMn Mn′ . (11.3.28)
2π 0

Hence, from (11.3.25) we find, after using (11.3.12), (11.3.28), (11.3.26), and (11.3.20), that
for n ≥ 2

′′
p
Mn+1 ≤ ε A2 εn+1 + 2A2 (n + 1)εn+1 + 2A2 εn+2 π(n + 1)
  
p
+ 1 + εn+1 2πA(n + 1) Mn′′
   M ′′ 
p p n
= A2 εn+2 1 + 2(n + 1) + 2ε π(n + 1) + 1 + εn+1 2πA(n + 1)
A2 εn+1

p
≤ A2 εn+2 1 + 2(n + 1) + 2ε π(n + 1)
  
n+1
p 2
+ 1+ε 2πA(n + 1) (n + 1) cn by (11.3.23)

≤ A2 εn+2 cn+1 1 + 2(n + 1) + (n + 1)2
= A2 (n + 2)2 cn+1 εn+2 ,
(11.3.29)
since
p
1 + 2(n + 1) + 2ε π(n + 1) < [1 + 2(n + 1)] (1 + ε) < [1 + 2(n + 1)] cn+1

for n ≥ 2, where we have assumed that (11.3.20) is true for n ≥ 2. To show that (11.3.23)
is true for n = 1, note that from (11.3.24) for n = 0
s
Z 2π
1 
2
′′
M1 = p(θ) − p(φ(θ))]φ′ 2 + p(θ) 1 − φ′ 2 + σ (φ(θ)) φ′′ dθ
2π 0
 s 
Z 2π
1
2
≤ ε A2 M0 + 1 − φ′ 2 dθ + M0′′  ,
2π 0

by Minkowsky’s inequality and (11.1.2), where φ0 = θ, σ(φ) ∈ H 1 and p ∈ H 1 . Since

M0′′ ≤ A2 ε (1 + ε), and φ′ (θ) ≤ A by Lemma 11.5, we get, in view of (11.3.12) and (11.3.20),
 
  1+A
M1′′ ≤ ε2 A2 + (1 + A)A + A2 (1 + ε) = A2 ε2 2 + +ε .
A
1+A
Since A ≥ 1 and ≤ 2, we find that
A
M1′′ ≤ A2 ε2 (4 + ε) < 4A2 ε2 (1 + ε). (11.3.30)

We will establish that (11.3.23) holds for n = 2. In fact, by applying (11.3.29) with n = 1
and replacing M1′′ by A2 ε2 (4 + ε) from (11.3.30), we get
h √  √  i
M2′′ ≤ A2 ε3 5 + 2ε 2π + 1 + 2ε2 πA (4 + ε) . (11.3.31)
366 11 THEODORSEN’S INTEGRAL EQUATION

√ √
Since 2 2π < 6 and 1 + 2ε2 πA > 1, we find from (11.3.31) that
 √ 
M2′′ ≤ A2 ε3 (5 + 6ε + 4 + ε) 1 + 2ε2 πA
 √  (11.3.32)
< 9(1 + ε) 1 + 2ε2 πA A2 ε3 = 9A2 c2 ε3 .

(b) Next, we determine an estimate for |φ′n (θ) − φ′ (θ)|. By applying Lemma 11.1 with
g(θ) = φ′n (θ) − φ′ (θ), we find from (11.3.20) and (11.3.23) that
√ 3/2 n+1
|φ′n (θ) − φ′ (θ)| ≤ 2π cn [A(n + 1)] ε . (11.3.33)

(c) Finally, we estimate cn . Note that

n 
Y √  √ Pn k √
1 + εk 2πAk ≤ e 2πA k=2 ε k .
k=2

Then, by the Schwarz inequality

v
n n √  u n n
X √ X uX X
k
ε k=ε ε (k−1)/2
kε (k−1)/2
≤ εt εk−1 k εk−1 .
k=2 k=2 k=2 k=2

Hence, s
n   √
X
k
√ ε 1 ε2 2
ε k≤ε −1 < ,
1−ε 1 − ε2 (1 − ε)3/2
k=2

which yields (11.2.6). This completes the proof of Theorem 11.4. 

Proof of the uniqueness of the solution of Theodorsen’s integral equa-

tion: We will show that if Γ is a near circle, then the integral equation (11.1.6) has at most
one continuous solution. Let us assume that there exist two such solutions φ1 (θ) and φ2 (θ).
Since Z Z
2π 2π
[φ1 (θ) − θ] dθ = 0, [φ2 (θ) − θ] dθ = 0,
0 0

we have by Lemma 11.1

Z 2π Z 2π
2 1 21 2
M = [φ1 (θ) − φ2 (θ)] dθ ≤ [log ρ (φ1 (θ)) − log ρ (φ2 (θ))] dθ.
2π 0 2π 0

Since, in view of (11.1.2),

|log ρ (φ1 (θ)) − log ρ (φ2 (θ))| ≤ ε |φ1 (θ) − φ2 (θ)|,

we find that M 2 ≤ ε2 M 2 , which yields M = 0 because 0 < ε < 1. Hence, φ1 (θ) = φ2 (θ). 
 11.4 INTEGRAL REPRESENTATION 367

11.4 Integral Representation

An integral representation for the function φ′n (θ) is given by the following result.
Theorem 11.5. If Γ is a near circle and if the function ρ(φ) which defines Γ satisfies
the condition H 1 , then φ′ (θ) is continuous and
Z θ+π
1 t−θ
φ′1 (θ) − 1 = − [σ(t) − σ(θ)] cot dt, (11.4.1)
2π θ−π 2

and for n ≥ 1
Z θ+π
1
φ′n+1 (θ) − 1 = − [σ (φn−1 (t)) − σ (φn−1 (θ))] φ′n−1 (t)
2π θ−π
t−θ
× cot dt − σ (φn−1 (θ)) σ (φn−2 (θ)) φ′n−2 (θ).
2
(11.4.2)

Proof. The integrand in (11.4.1) is continuous in both t and θ, except at t = θ, and

is bounded because σ ∈ H 1 . Hence, the integral (11.4.1) is a continuous function of θ,
represents a conjugate function of σ(θ), and is equal to (φ′1 (θ) − 1) at least for almost all θ
and, because of continuity, for all θ. This proves (11.4.1).

We will prove (11.4.2) by induction. Let us assume that φ′k (θ) is a continuous function for
k = 1, 2, . . . , n. We will prove that (11.4.2) holds for (n+ 1) and that φ′n+1 (θ) is continuous.

iθ


The absolute

continuity of Fn+1 e = log ρ (φn (θ)) + i (φn+1 (θ) − θ) implies that
′ ′
φn+1 (θ) − 1 is conjugate of σ (φn (θ)) φn (θ), and for almost all θ we have
Z π θ+t
1 t
φ′n+1 (θ) −1=− σ (φn (τ )) cot dt
2π 0 τ =θ−t 2
Z π
1 t
=− [σ (φn (θ + t)) − σ (φn (θ))] φ′n (θ + t) cot dt
2π 0 2
Z π
1 t
+ [σ (φn (θ − t)) − σ (φn (θ))] φ′n (θ − t) cot dt
2π 0 2
Z π
1 t
− σ (φn (θ)) [φ′n (θ + t) − φ′n (θ − t)] cot dt
2π 0 2
≡ I1 + I2 + I3 .

Note that, since σ(φ) ∈ H 1 and φ′ (θ) is continuous, the integrals I1 and I2 represent continu-


ous functions of θ. The integral I3 , without the factor σ (φn (θ)), is equal to σ φ′n−1 (θ) φ′n−1 (t),
since (φ′n (θ) − 1) is conjugate to this function. If we set τ = θ + t in I1 and τ = θ − t in I2 ,
we get
Z θ+π
1 t−θ
φ′n+1 (θ) −1=− [σ (φn (τ )) − σ (φn (θ))] φ′n (τ ) cot dτ
2π θ−π 2
− σ (φn (θ)) σ (φn−1 (θ)) φ′n−1 (θ),

which defines a continuous function of θ. 

368 11 THEODORSEN’S INTEGRAL EQUATION

Theorem 11.5 establishes conditions under which the images Γn of the unit circle under
the mapping function w = fn (z) = z eFn (z) are starlike with respect to the origin. We will
discuss starlike regions in the next section. The advantage in assuming starlike contours
is that φn (θ) becomes a monotone increasing function and, therefore, possesses a unique
inverse function θ = θ(φ). This helps us compute the approximate inverse mapping function
z = eiθn (φ) that maps the unit circle onto Γn .

11.5 Starlike Regions

A region D is said to be starlike with respect to a point z0 ∈ D if every ray from the point
z0 intersects the boundary ∂D in exactly one point. The functions fn (z) = z eFn (z) map the
unit circle |z| = 1 onto Jordan curves Γn . Since the functions fn (z) are approximations of
the mapping function f (z), it is important to assume that the contours Γn enclose regions
that are starlike with respect to the origin, as we have done in §11.3 in the proof of Lemma
11.3 and remarked about the advantage of such an assumption  ′ at the  end of §11.4. The
z fn (z)
functions fn (z) are starlike with respect to the origin if ℜ > 0, which, in view
fn (z)
′
of (11.3.22), leads to the condition (φn − 1) < 1.

Example 11.1. We will determine the conditions on ε under which the regions bounded
by Γn are starlike. In fact, we will show that if Γ is a near circle and if σ(φ) ∈ H 1 , then the
−1
region bounded by the contour Γ1 is starlike with respect to the origin if ε ≤ (2 log 2) ≈
0.72, by Γ2 if ε ≤ 0.34, by Γ3 if ε ≤ 0.31, and by Γn for n ≥ 4 if ε ≤ 0.295.

These results are obtained by evaluating the values of ε for which |φ′n (θ) − 1| ≤ 1, so
that φ′ (θ) ≥ 0, which implies that φn (θ) is a monotone increasing function. Thus, since
σ(φ) ∈ H 1 , we have, in view of (11.4.1),
Z θ+π Z θ+π
1 t−θ ε t−θ
|φ1 (θ)−1| ≤ |σ(t) − σ(θ)| cot dt ≤ (t−θ) cot dt = 2 ε log 2,
2π θ−π 2 2π θ−π 2

where σ is defined by (11.1.9). Then the region bounded by Γ1 is starlike if φ′1 (θ) ≥ 0, i.e.,
−1
if 2 ε log 2 ≤ 1, which gives ε ≤ (2 log 2) .

Assuming that φ′n (θ) ≥ 0 for some n ≥ 1, provided that ε ≤ ε0 < 1, we will evaluate
φ′n+1 (θ).
Thus, since σ(φ) ∈ H 1 , we have by (11.4.2) and (11.1.2),
Z θ+π
ε t−θ
φ′n+1 (θ) −1 ≤ [φn (t) − φn (θ)] φ′n (t) cot dt
2π θ−π 2 (11.5.1)
+ ε2 φ′n−1 (θ) ≡ ε m2n + ε2 φ′n−1 (θ) .

Note that φn (t) − φn (θ) has the same sign as (t − θ) since φ′n (t) ≥ 0. Now, integrating by
parts, we find that
 11.6 EXTERIOR REGIONS 369

Z θ+π Z θ+π  2
1 t−θ 1 φn (t) − φn (θ)
m2n = [φn (t) − φn (θ)] φ′n (t) cot dt = dt
2π θ−π 2 2π θ−π t−θ
2 sin
2
Z θ+π  2
1 φn (t) − t − [φn (θ) − θ] + t − θ
= dt,
2π θ−π t−θ
2 sin
2
which, by Minkowsky’s inequality, yields
v
u Z θ+π  2
u 1 φn (t) − t − [φn (θ) − θ]
mn ≤ t u dt
2π θ−π t−θ
2 sin
2
v (11.5.2)
u Z θ+π  2
u 1 t−θ p p
+ut 2π dt ≡ J1 + J2 .
θ−π t−θ
2 sin
2
Now, by Lemma 11.6,
Z θ+π  2
1 log ρ (φn−1 (t)) − log ρ (φn−1 (θ))
J1 = dt
2π θ−π t−θ
2 sin
2
Z θ+π  2
ε φn−1 (t) − φn−1 (θ)
≤ dt
2π θ−π t−θ
2 sin
2
2 2
= ε mn−1 .

Also, integrating by parts, we get J2 = 2 log 2 ≡ c2 . Hence, from (11.5.2)

mn ≤ ε mn−1 + c. (11.5.3)

Since c = m0 , we find that

1 − εn+1
mn ≤ c 1 + ε + ε 2 + · · · + ε n = c .
1−ε
Thus, by (11.5.1),

φ′n+1 (θ) − 1 ≤ ε m2n + ε2 φ′n−1 (θ)

 2 (11.5.4)
1 − εn+1
≤ 2ε log 2 + ε2 φ′n−1 (θ) .
1−ε

Set n = 1 in (11.5.4). Then, since φ′0 (t) = 1, we find that

|φ′2 (t) − 1| ≤ 2 ε (1 + ε)2 log 2 + ε2 , (11.5.5)

which is less than 1 if ε ≤ 0.34. If we set n = 2 in (11.5.4), then, since φ′1 (θ) ≤ 1 + 2 ε log 2,
and φ′1 (θ) > 0 for ε < (2 log 2)−1 , we find that

2
|φ′3 (θ) − 1| ≤ 2 ε 1 + ε + ε2 log 2 + ε (1 + 2 ε log 2),
370 11 THEODORSEN’S INTEGRAL EQUATION

which is less than 1 if ε ≤ 0.31. Note that, by (11.5.5), |φ′2 (θ| ≤ 1.7927 if ε = 0.3. Hence,
setting n = 3 in (11.5.4) and using this estimate for φ′2 (θ), we find that |φ′4 (θ) ≤ 1 if ε ≤ 0.3.
Let us assume that 0 < φ′n−1 (θ) ≤ 2 for some n ≥ 1. Then, from (11.5.4),

2 log 2
φ′n+1 (θ) − 1 ≤ ε + 2 ε2 < 1,
(1 − ε)2

if ε ≤ 0.295. Since this assumption is obviously valid for n = 1 and n = 2 if ε ≤ 0.295, it

follows that φ′n+1 (θ) − 1 < 1 for all n ≥ 4 if ε ≤ 0.295. 

11.6 Exterior Regions

Theodorsen [1931] considered the case where the exterior of the circle |ζ| = R is mapped
onto the exterior of a nearly circular region D bounded by Γ. In this case the mapping
ω
function ω = g(ζ) is normalized such that lim = 1. This case reduces to that analyzed
ζ→∞ ζ
in §11.1 if we use the transformations w = 1/ω and z = R/ζ. Let the boundary Γ be defined
by r = r(Φ), 0 ≤ Φ ≤ 2π, where, analogous to (11.1.1) and (11.1.2), for some b > 0 and
0 < ε < 1,
b
≤ r(Φ) ≤ b (1 + ε), (11.6.1)
1+ε
and
r′ (Φ)
≤ ε. (11.6.2)
r(Φ)
1
Thus, the function w = f (z) = , ζ = R/z, maps the unit disk |z| < 1 onto Int (Γ),
g(ζ)
where Γ is represented by the equation

1
ρ = ρ(φ) = ,
r(Φ)

such that φ = −Φ, ρ(φ) satisfies the conditions (11.1.1) and (11.1.2), and a = 1/b. Then,
for ζ = R eiψ , we have
arg {g(ζ)/ζ} = Φ(ψ) − ψ,

where we take arg g(ζ)/ζ ζ=∞ = 0. Thus, for ζ = R eiψ and z = eiθ , where θ = −ψ, we
have
g(ζ)
log = log r [Φ(ψ)] + i [Φ(ψ) − ψ] − log R
ζ
f (z) (11.6.3)
= − log − log R
z
= − log ρ [φ(θ)] − i [φ(θ) − θ] − log R.
Thus, Φn (ψ) = −φ(θ), ψ = −θ, and we can form the iterations in this case, analogous to
(11.1.7), as

Φ0 (ψ) = 0,
Z π
1
Φn (ψ) − ψ = {log r (φn−1 (ψ + t)) − log r (φn−1 (ψ − t))} (11.6.4)
2π 0
t
× cot dt, n = 1, 2, . . . .
2
 11.8 WEGMANN’S METHOD 371

Hence, the estimates for |φn (θ) − φ(θ)| and for derivatives of these differences obtained in
§11.3 also hold for |Φn (ψ) − Φ(ψ)| and derivatives of these differences. See §11.4 for more
on Theodorsen’s method and its convergence problems.

11.7 Trigonometric Interpolation

In practice, computations are specially simple if functions are expanded in Fourier series
and then the method of trigonometric interpolation is applied. We fix 2N points on the
unit circle in the z-plane by

kπ
θk = , k = 0, 1, . . . , 2N − 1,
n

and denote
(ν) (ν)
φk = φ(ν) (θk ), wk = log ρ(φ(ν) (θk )). (11.7.1)
Using the Fourier polynomial

(ν)
(ν)
α0 X N 
wk = + α(ν) (ν)
n cos nθk + βn sin nθk , (11.7.2)
2 n=1

where
2N −1
1 X (ν)
α(ν)
n = wk cos nθk , n = 0, 1, . . . , N,
N
k=0
(11.7.3)
2N −1
1 X (ν)
βn(ν) = wk sin nθk , n = 0, 1, . . . , N − 1.
N
k=0

Thus, the harmonic function

N 
X 
(ν+1)
φk − θk = α(ν) (ν)
n sin nθk − βn cos nθk (11.7.4)
n=1

(ν) (ν) (ν)

is conjugate to wk . If we substitute the values of αn and βn from (11.7.3), then we
obtain the formula

1 X (ν) 
N
(ν+1) (ν) θn
φk − θk = − wk+n − wk−n cot , (11.7.5)
N n=1 2

(0)
where we set w1±2N = w1 . Taking the initial value φk = θk , formula (11.7.5) together with
(ν) (ν)
(11.7.1) provides an iterative technique to compute the quantities φk and wk . Note that
the finite sum (11.7.5) has a form that corresponds to the integral in (11.1.6). Since the
method converges, we can determine the Fourier coefficients αn and βn by taking the limiting
(ν) (ν)
processes φk = limν→∞ φk and wk = limν→∞ wk , which yields an approximation F̃ (z)
for the function F (z) as

N
X −1
α0
F̃ (z) = + (αn − iβn )z n + αN z N , (11.7.6)
2 n=1
372 11 THEODORSEN’S INTEGRAL EQUATION

and an approximation f˜(z) for the mapping function as

f˜(z) = z eF̃ (z) . (11.7.7)

The function f˜(z) maps the unit disk onto a region D̃ with a boundary Γ̃ which cuts the
curve Γ in 2N points determined by z = eiθk . The quality of the approximation depends
on the closeness of the two curves Γ and Γ̃ between these 2N points. For better closeness,
even 4N points can be chosen where the values of φk and wk already computed can be used
as the first approximation. This approximation method with Fourier series is suitable for
regions with smooth boundaries.

11.8 Wegmann’s Method

This quadratic convergence method deals with the general problem of conformal mapping
between any two simply connected regions D and G bounded by Jordan contours Γ and ∆,
respectively. Let this conformal map be denoted by f : D 7→ G such that all such maps
f can be extended to D̄ together with the homeomorphism f : Γ 7→ ∆. The function f
is uniquely defined if f (z0 ) = a0 for z0 ∈ D and f (ζ) = a1 for ζ ∈ Γ. Since the mapping
function is fully determined by its boundary values, the problem of computing f can be
reduced to that of finding the boundary map f : Γ 7→ ∆. Thus, if a parameterization γ(s)
of ∆ is prescribed, then there exists a real function S(ζ) which satisfies

f (ζ) = γ (S(ζ)) , (11.8.1)

where ζ = ζ(t) is a parametric representation of the boundary Γ, γ(s) is assumed to be a

2π-periodic function, and S is a continuous, multiple-valued function that changes by 2π
while winding around Γ once, i.e.,

[S(γ)]Γ = 2 π. (11.8.2)

This mapping problem can be generalized to the case when the boundary ∆ is not necessarily
a Jordan contour. In that case, let γ(s) ∈ C 1 [0, 2π] with γ ′ (s) 6= 0, where prime denotes
differentiation with respect to s, and let κ (≥ 1) be the winding number of γ ′ with respect to
the origin. Then a function f analytic in the region D and continuous on D̄ and satisfying
(11.8.1) and (11.8.2) maps D onto a κ-sheeted Riemann surface with κ − 1 branch points.
Since these branch points cannot be determined by the boundary Γ alone, we can fix κ − 1
additional parameters through κ − 1 interpolation functions. Then f can be determined if
the following additional conditions are satisfied:

f (zj ) = aj , j = 0, 1, . . . , κ, (11.8.3)

where z0 ∈ Γ, a0 ∈ ∆, and z1 , . . . , zκ ∈ D.

The iterative method to determine the approximate function f˜ that maps the boundary Γ
conformally onto the boundary ∆ requires that f˜ν (ζ) = γ (Sν (ζ)) prior to the νth iteration.
Then at the νth step this map is updated by shifting the function values along the tangent
to the boundary curve, i.e., by determining a real-valued function uν (ζ) such that

γ (Sν (ζ)) − uν (ζ) γ ′ (Sν (ζ)) = hν+1 (ζ), (11.8.4)

where the function hν+1 is analytic in D and continuous on D̄ with hν+1 (zν ) = aν , ν =
1, 2, . . . , n. For the boundary point z0 ∈ Γ (the case ν = 0) the prescribed value a0 lies on
 11.8 WEGMANN’S METHOD 373

∆, i.e., a0 = γ(s0 ). But since hν+1 (z0 ) lies on the tangent through the point γ (Sν (z0 )), the
condition hν+1 (z0 ) = a0 , in general, is not satisfied. Therefore, we replace this condition by

uν (z0 ) = s0 − Sν (z0 ). (11.8.5)

Note that the function hν+1 is an approximation of the boundary map f , although the
values that it takes on Γ, in general, do not lie on ∆. The function hν+1 , however, yields a
new approximation for the parameter mapping function S as

Sν+1 (ζ) = Sν (ζ) + uν (ζ). (11.8.6)

Thus, after starting with an arbitrary function S1 (ζ), the conditions Sν (z0 ) = s0 and
uν (z0 ) = 0 are satisfied for all ν ≥ 2, and hence, the condition hν+1 (z0 ) = a0 is satisfied.
1 dζ
If we multiply (11.8.4) by and integrate over Γ, we get
2iπ ζ − z
Z
1 γ (Sν (ζ)) + uν (ζ) γ ′ (Sν (ζ))
dζ
2iπ Γ ζ −z

 0 for z 6∈ D̄,

1 ′
= 2 [γ (Sν (z)) + uν (z) γ (Sν (z))] for z ∈ Γ, (11.8.7)


aν for z = zν , ν = 1, . . . , κ.

Note that the formula (11.8.7) is a linearization of the equation


Z 0
 for z 6∈ D̄,
1 γ (S(ζ)) 1
dζ = 2 γ (S(z)) for z ∈ Γ, (11.8.8)
2iπ Γ ζ −z 

aν for z = zν , ν = 1, . . . , κ.

The middle part of Eq (11.8.8) is a nonlinear singular integral equation of the second kind
for the parameter function S associated with the boundary map f . The method of solution
for this equation is linearization and the use of Newton’s method. This fact is used to prove
convergence which is locally quadratic. A proof is available in Wegmann [1984].
The numerical computation of the iterative method begins with the discretization (11.8.7)
of Eq (11.8.8) for the boundary Γ which is used to compute the updates uν . However, in the
particular case when Γ is the unit circle, explicit representations of the solution in terms of
integrals can be obtained. Details for this case are as follows: All functions are discretized
at n = 2 N equidistant points ζi = eiφi ∈ Γ, φi = φ0 + iπ/N , i = 1, . . . , n. The integrals
are evaluated by trigonometric interpolation. Thus, for example, if
Z
1 φ(ζ)
F (z) = dζ, (11.8.9)
2iπ Γ ζ −z

then the function φ is represented as a polynomial in ζ and ζ −1 , i.e.,

N
X
φ(ζi ) = αj ζii = F + (ζi ) + F − (ζi ), (11.8.10)
i=−N
374 11 THEODORSEN’S INTEGRAL EQUATION

where
N
X N
X
F + (ζi ) = αj ζii , F − (ζi ) = αj ζii . (11.8.11)
i=0 i=−N

If we define 
eF (z)−F (0)/2 for |z| < 1,
G(z) = 2κ F (z)−F (0)/2
(11.8.12)
z e for |z| > 1,
( )
fˆ(ζ)
Z ĝ(ζ) ℑ ĝ(ζ)
G(z) dζ
ψ(z) = , (11.8.13)
2iπ Γ G+ (ζ) ζ−z

where the function fˆ(ζ) = γ (S(ζ)) and ĝ(ζ) = γ ′ (S(ζ)) are Hölder-continuous, and

1 h + i
h0 (z) = ψ (ζ) + ψ − (ζ) , (11.8.14)
2

then Wegmann [1984] has proved the following:

Theorem 11.6. Let ζ and γ be Hölder-continuous functions with ζ(t) 6= 0 and γ ′ (s) 6= 0
for all s and t, where ζ = ζ(t) and γ = γ(s) are parametric representations of the boundaries
Γ and ∆, respectively, of simply connected regions D and G. Let S(ζ) be a Hölder-continuous
function satisfying (11.8.1). Let the winding number κ of γ ′ be positive, and let the points
z1 , . . . , zκ ∈ D and z0 ∈ Γ and the complex numbers a1 , . . . , aκ and a real number u0 be
given. Then there exists a unique Hölder-continuous real function u(ζ) defined on Γ and a
unique complex function h analytic in D and continuous on D̄ such that

γ (S(ζ)) + u(ζ) γ ′ (S(ζ)) = h(ζ), (11.8.15)

satisfying the conditions

h(zν ) = aν for ν = 1, 2, . . . , κ, (11.8.16)

and
u(z0 ) = a0 . (11.8.17)

In the case when Γ is the unit circle, the solution of the linearized integral equation in
(11.8.7) can be represented explicitly in terms of integral transforms.
Thus, the integrals are computed by using the discrete Fourier transform. Note that if
FFT is used instead, then the transformation of φ to F ± takes O(n log n) operations. The
foregoing outline of the method and this theorem show how this iterative method differs
from that discussed in §11.1 and §11.2.
The iterative process is carried out in the following two steps:
Step 1: Assuming that the functions γ(s), γ ′ (s) and φ0 (s) = arg {γ ′ (s)} are defined explic-
itly and the initial value of S1 (ζ0 ) is available (initial guess), once Sν has been computed
for some ν ≥ 1, then compute

fˆν (ζi ) = γ (Sν (ζi )) , ĝν (ζi ) = γ ′ (Sν (ζi )) ,

(11.8.18)
φ(ζi ) = 2 φ0 (Sν (ζi )) − 2 κ θi .
 11.9 NEWTON’S METHOD 375

Step 2: Use one of the methods described below.

Method 1: Determine ψ and h0 from (11.8.13) and (11.8.14), and set

hν+1 (z) = h0 (z) + P (z) G(z), (11.8.19)

where the polynomial P is chosen such that

P (z0 ) G+ (z0 ) = (s0 − Sν (z0 )) ĝν (z0 ) + fˆν (z0 ) − h0 (z0 ),

(11.8.20)
P (zi ) G(zi ) = ai − h0 (zi ) for i = 1, . . . , κ.

Note that in this discretization z0 is equal to one of the ζi . Then use Cauchy’s formula
(2.4.2) and integral representation (11.8.9) to compute h0 (zi ) and F (zi ) for i ≥ 1. Thus,
G(zi ) = eF (zi )−F (0)/2 6= 0, and P is taken as an interpolation polynomial. Finally, set
( )
hν+1 (ζi ) − fˆν (ζi )
Sν+1 (ζi ) = Sν (ζi ) + ℜ . (11.8.21)
ĝν (ζi )

Method 2: Instead of (11.8.13), compute ψ for ν ≥ 2 by the formula

n  o
Z ĝν (ζ) ℑ fˆν (ζ) − hν (ζ) ĝν (ζ)
G(z) dζ
ψ(z) = . (11.8.22)
π Γ G+ (ζ) ζ −z

Then h0 is computed from (11.8.14), which leads to

hν+1 (z) = hν (z) + h0 (z) + P (z) G(z), (11.8.23)

where the polynomial P is computed from

h0 (zi )
P (zi ) = − for i = 0, 1, . . . , κ. (11.8.24)
G(zi )

As noted by Wegmann [1986], the first method gives more accurate results than the second.

it
Example 11.2. The result of the conformal mapping of p the unit circle ζ(t) = e onto
the inverted ellipses (see Example 9.4), defined by ρ(s) = 1 − (1 − p2 ) cos2 s, 0 < p < 1,
are shown in Wegmann [1986] for p = 0.4, 0.6, and 0.8, where the error after the 10th
iteration is kS11 − Sk ≈ 1.8 × 10−2 , 5.7 × 10−5, and 10−8 , respectively, for the above values
of p with n = 40. The exact boundary correspondence function is given by tan s = p tan θ,
2pz
where θ = arg{z}, and the boundary map is defined by w = . 
(1 + p) + (1 − p) z 2
11.9 Newton’s Method


As explained in §11.1 and §11.8, the function f r eiθ) = ρ (φ(θ)) eiφ(θ) defines the boundary
correspondence function φ : [0, 2π] 7→ R for the boundary mapping by f . Let K denote the
conjugation operator Z
1 2π θ−t
K [h] (θ) = − 0 h(θ) cot dt, (11.9.1)
2π 2
376 11 THEODORSEN’S INTEGRAL EQUATION

where the integral takes a Cauchy p.v. Then Theodorsen’s integral equation (11.1.5) can
be written as
φ(θ) = θ + K [log ρ (φ(θ))] (θ), (11.9.2)

or, if we set Ψ(θ) = φ(θ) − θ, then

Ψ(θ) = K [log ρ (Ψ(θ) + θ)] (θ), (11.9.3)

which, according to Gaier [1964] and Wegmann [1984], has a unique 2π-periodic solution
Ψ∗ (θ). Wegmann [1984] has also proved that for f ∈ L2 and K f ∈ L∞
s Z r
π
π π
kK f k∞ ≤ f ′ (x) dx = kf k2 < 2 kf k2. (11.9.4)
6 0 3

We will assume that the 2π-periodic function ρ is absolutely continuous on R and |σ| =< ε
almost everywhere (we say that ρ satisfies the ε-condition), where σ is defined in (11.1.9).
The solution Ψ∗ (θ) of Eq (11.9.3) is given explicitly as a consequence of the Riemann-Hilbert
problem (see Appendix C). As we have seen in §11.1 and §11.3, a numerical solution of
the integral equation (11.9.3) can be obtained by first discretizing this equation and then
applying an iterative method. The convergence of this method depends on the ε-condition
(ε < 1), except in the case of certain symmetric curves with corners and pole singularities.
Thus, it can be shown, as in Gaier [1964], Warschawski [1955], Hübner [1979] and Gutknecht
[1981; 1983], that kΨn − Ψ∗ k2 → 0 and kΨn − Ψ∗ k∞ → 0 as n → ∞.
Let F : W 7→ W , where W is the Sobolev space of 2π-periodic and absolutely continuous
functions f with f ′ ∈ L2 . Define the operator

F (Ψ(θ)) = Ψ(θ) − (K [log ρ (Ψ(θ) + θ)]) (θ). (11.9.5)

Then Newton’s method for solving the equation (11.9.3) is

Ψ0 ∈ W,
(11.9.6)
F ′ (Ψn ) [Ψn+1 − Ψn ] = −F (Ψn ) , n = 0, 1, . . . ,

where F ′ (Ψn ) is the F -derivative* of F in the Banach space (W, k · k) at Ψn . The operator
F (Ψ) has an inverse for any Ψ ∈ W . Using the solution of a Riemann-Hilbert problem (see
§C.3), Hübner [1986] has shown that

−1
Ψn+1 − ψn = − (F ′ (Ψn )) F (Ψn ) . (11.9.7)

Thus, to determine Ψn+1 from Ψn in formula (11.9.7), we require two applications of the con-
jugation operator K. For numerical computation, we discretize (11.9.7) instead of (11.9.3).
Then by using FFT we first approximate Ψn by a vector in R2n and then compute an
approximate value of Ψn+1 in the same space. This method, however, is different from
Wegmann’s (§11.8), as shown in Example 11.3.
Hübner [1986] has proved the following two results on the convergence of Newton’s
method.

*If p is Hölder-continuous and Ψ ∈ W , then the F -derivative of F at Ψ in (W, k · k) exists and is given
by (F ′ (Ψ)Ω) (θ) = Ω(θ) − (K [σ(Ψ(θ) + θ) · Ω(θ)]) (θ) for some Ω ∈ W .
 11.10 KANTOROVICH’S METHOD 377

Theorem 11.7. If p is 2π-periodic and Lipschitz-continuous, then Newton’s method for

Theodorsen’s integral equation (11.9.3) converges locally and quadratically in (W, k · k).
Theorem 11.8. If |σ| < 1/3 and p ∈ L∞ , then Newton’s method for Theodorsen’s
equation (11.9.3) converges globally in (W, k · k2 ). Proofs of these theorems are given in
Hübner [1986].

Example 11.3. Wegmann’s and Newton’s methods are not identical for boundary
curves defined in polar coordinates. As an example, take ρ(φ) ≡ 1 and Ψ0 = sin θ. Then
F (Ψ0 (θ)) = Ψ0 − K[1] = sin θ. Hence, Ψ1 = 1, which is the exact solution of Eq (11.9.3). 
An algorithm for Newton’s method is available in Hübner [1986:19-30].

11.10 Kantorovich’s Method

Let a finite region D (the point z = ∞ is not in D) be mapped onto a circle by a function w
that can be expressed as a Laurent series of the type (2.7.6). To select suitable coefficients
in this Laurent series, Kantorovich (Kantorovich and Krylov [1964:414]) have used the
inverse transformation z = z(w), where w = eiθ , and derived the coefficients as in (2.7.8).
Assuming that the boundary ∂D is defined by a real, implicit function f (x, y) = 0 which
can be expanded as a Fourier series
∞
X 
f (x, y) = f0 + fj cos jθ + gj sin jθ , (11.11.1)
j=1

where fj and gj are functions of aj and bj as in (2.7.8). The function f (x, y) can also be
expressed as F (z, z̄) = 0, where x = (z + z̄)/2, y = (z − z̄)/2i, i.e.,

∞
X ∞
X
z= ck eijθ , z̄ = c̄j e−ijθ ,
j=0 j=0

thus giving
∞
X
F (z, z̄) = dj eijθ , (11.10.2)
j=−∞

where the coefficients dj , which are functions of the coefficients aj , bj of (2.7.8), must be all
zero so that the function F (z, z̄) = 0 for all θ, i.e., dj (aj , bj ) = 0 for j = . . . , −2, −1, 0, 1, 2, . . . .
In the case when the boundary ∂D is the unit circle, we have f (x, y) = x2 + y 2 − 1 =
0; F (z, z̄) = |z|2 − 1. In the case of nearly circular boundary ∂D, we have

f (x, y) = x2 + y 2 + λp(x, y) − 1 = 0, F (z, z̄) = |z|2 + λp(z, z̄) − 1 = 0. (11.10.3)

Note that the term |z|2 has the Laurent series expansion

|z|2 = z z̄ = · · · + (c0 c̄1 + c1 c̄2 + · · ·) e−iθ + (c0 c̄0 + c1 c̄1 + · · ·) + (c1 c̄0 + c2 c̄1 + · · ·) eiθ + · · · .
(11.10.4)
Since eijθ and e−ijθ are complex conjugates of each other, the function p(x, y) can be
expressed as
X∞

p(z, z̄) = q0 + qj eijθ + q̄j e−ijθ , (11.10.5)
j=1
378 11 THEODORSEN’S INTEGRAL EQUATION

where qj = rj (aj , bj ) + isj (aj , bj ) , j = 0, 1, 2, . . . , and s0 (aj , bj ) = 0. If the boundary

∂D has m axes of symmetry, then all coefficients except qmj+1 are zero.
Next, substituting (11.10.4) and (11.10.5) into Eq (11.10.3), and equating terms contain-
ing similar powers of eiθ and e−iθ , we obtain the following set of simultaneous equations:

c0 c̄0 + c1 c̄1 + c2 c̄2 + · · · + λr0 (aj , bj ) = 1,

c1 c̄0 + c2 c̄1 + c3 c̄2 + · · · + λr1 (aj , bj ) = 0,
(11.10.6)
c2 c̄0 + c3 c̄1 + c4 c̄2 + · · · + λr2 (aj , bj ) = 0,
······ ······ ······ ······ ······

Note that if the x-axis is the axis of symmetry, all bj are zero; then the aj , cj , c̄j determine
|z|2 and p(z, z̄).
The next simplification can be obtained by using z(0) = 0 and z ′ (0) = c1 > 0; and we
obtain c0 = 0 and c1 = a1 > 0. Then Eq (11.10.6) can be solved by an iterative scheme,
such as the Gauss-Seidel method, in the sequence c1 , c2 , c3 , . . . where their conjugates are
treated as ‘previous best values’. As initial values, we use those values that correspond to
λ = 1 or z = w, so that the zeroth iteration is c01 = 1, c02 = c03 = · · · = 0. Kantorovich
and Krylov [1964] have concluded that this method converges for small values of λ. Other
significant facts are as follows: (i) Since the initial values of cj , j = 1, 2, . . . are taken as
zeros, it takes m number of iterations to evaluate m terms in the series approximation; and
(ii) the (m + 1)th approximation follows from the mth approximation (this is iteration).
Example 11.4. Consider the ellipse with two axes of symmetry (m = 2):

x2 + y 2 − λ(x2 − y 2 ) = 1. (11.10.7)

Kantorovich and Krylov [1964:420] have derived the mapping function as

 λ2 λ4 n  λ λ3 λ5  3  λ2 λ4  5
z = 1− +3 w+ − +3 w + −9 w
8 128 2 4 32 2 16
 λ3 λ5  7 λ4 λ5 o
+ 5 −9 w + 7 w9 + 21 w11 , (11.10.8)
8 8 8 16

which is correct up to λ5 . In particular, for λ = 0.25, this function reduces to


z = 0.99 w + 0.12w3 + 0.03w5 + 0.01w7 . (11.10.9)

Notice that with m = 2, the powers of w are 1, 3, 5, 7. 

Example 11.5. Let the region D be a 2 × 2 square centered at the origin and oriented
with its sides parallel to the coordinates axes. The boundary ∂D has m = 4 axes of
symmetry and is defined by
 z 2 − z̄ 2 2
|z̄|2 + = 1. (11.10.10)
4
With λ = 1, it is expressed as

z = 1.0807w − 0.1081w5 + 0.045w9 − 0.0242w13 + 0.017w17 − 0.0126w21 . (11.10.11)

Notice that with m = 4, the powers of w in (11.10.11) are 1, 5, 9, 13, 17, 21. 
 11.11 FORNBERG’S METHOD OF SUCCESSIVE APPROXIMATION 379

Example 11.6. Kantorovich’s method can also be used to map the region C ∪ Int(C)
onto the region Γ ∪ Ext(Γ). Let w = 0 be the center of the unit circle C and let this center
be transformed to z = ∞. Then using a power series of the form

z = c−1 w−1 + c0 + c1 w + c2 w2 + · · · , (11.10.12)

where c1 = a1 +b1 = a1 so that b1 = 0, and applying the same procedure of the simultaneous
equations (11.10.6) where the powers of w will, of course, be different, Kantorovich and
Krylov [1964] have given the mapping function in the case of the 2 × 2 square of Example
11.5 as
1125 203 3 1
z= w− w + w7 .  (11.10.13)
1024 2048 2048

11.11 Fornberg’s Method of Successive Approximation

Fornberg [1980] used the Fourier transform method for mapping the interior of the bound-
ary Γ in the z-plane, which is noncircular. The function z(w) is approximated by a Taylor
series expansion f (w) as defined by Eq (2.7.7), i.e.,
∞
X
2
f (w) = c0 + c1 w + c2 w + · · · = cj eijθ for |w| = 1. (11.11.1)
j=0

Let θ take the values θj − j/N, j = 0, 1, 2, . . . , N − 1. Then f (w) can be rewritten in a form
that is a discrete Fourier transform. All coefficients of this transform can be determined by
applying the fast Fourier transform. The function f (w) of (11.11.1) resembles the function
z(w) expanded directly in as a power series

N/2
X
z(w) = dj wj , (11.11.2)
j=−N/2+1

where
N −1
1 X
dj = zn e−2πin/N , (11.11.3)
N n=0

where dj must satisfy the condition dj = 0 is for n ≤ 0, to ensure that there are no
singularities in the unit disk |w| ≤ 1. Next, the points zj are relocated and the process is
repeated. Fornberg [1980], while applying this method to analyze the ocean waves of nearly
circular contour, has shown that the computation is of the order N logN .

11.11.1 Taylor’s Series Method. Since the integral equations are Fredholm equations
of the second kind, of the form
Z b
φ(x) − λ k(x, s)φ(s) ds = f (x), a ≤ x ≤ b, (11.11.4)
a

where the kernel k(x, s) and the free term f (x) are continuous on the interval [a, b], and
λ 6= 0 is a regular value of the kernel, a practical difficulty arises when λ is an eigenvalue
of the kernel or when the regular value of λ is close to an eigenvalue. Therefore, we should
exclude cases when the kernel is badly behaved, e.g., when k(x, s) 6∈ C 1 [a, b]. However,
380 11 THEODORSEN’S INTEGRAL EQUATION

λ = 1 for the three important integral equations in numerical conformal mapping, which
are named after (i) Lichtenstein and Gershgorin, (ii) Theodorsen, and (iii) Symm.
Equations of the form (11.11.4) arise in various physical problems, such as potential
theory, Dirichlet problems, electrostatics, radiation heat transfer, particle transport prob-
lems in astrophysics, and reactor theory. Numerical solutions of Eq (11.11.4) by different
methods are available in Kythe and Puri [2002].
For an approximate solution of Eq (11.11.4) we develop a method based on Taylor’s
series expansion. First, we take a = 0 and b = 1, which can be achieved by a simple
transformation, assume that a unique solution of Eq (11.11.4) exists, and the kernel is either
(i) k(x, s) = k(x − s) ∈ C[a, b] and decreases rapidly as (x − s) increases from zero; or (ii) of
the form u(x − s) κ(x, s), where κ is continuous for x and s, and u(x − s) = O (|x − s|)−α ,
0 < α < 1, is weakly singular. In case (i), which is often encountered in conformal mapping,
a Taylor polynomial can approximate the function φ(s), and we have

φ̃(n) (x)
φ(s) ≈ φ̃(s) = φ̃(x) + φ̃′ (x) (x − s) + · · · + (x − s)n , (11.11.5)
n!

where φ̃(x) is the approximate value of φ(x). This representation is valid because if E(s)
denotes the error between φ(s) and the expansion (11.11.5), then the contribution of the
Rb
integral a k(x, s) E(s) ds is negligible since k(x, s) decreases rapidly as (x − s) increases. If
we substitute (11.11.5) into Eq (11.11.4), we get

n Z b o nZ b o
1− k(x, s) ds φ̃(x) − k(x, s)(x − s) ds φ̃′ (x) − · · ·
a a
n1 Z b o (11.11.6)
···− k(x, s)(x − s)n ds φ̃(n) (x) ≈ f (x), a < x < b.
n! a

Notice that the expressions within the braces in (11.11.6) are functions of x only, and Eq
(11.11.6) is a linear ordinary differential equation of order n with dependent variable φ(x),
which can be solved either analytically or numerically provided we have the appropriate
number of boundary (and/or initial) conditions. The problem of determining these bound-
ary conditions is difficult; sometimes they can be determined from the physical constraints
such as symmetry or thermal balance, as shown by Perlmutter and Siegel [1963] in the ther-
mal radiation problem from gray surfaces. But, in general, it is not possible to determine
them.
This method can, however, be modified in such a way that the boundary (initial) con-
ditions are not required. This modification, presented by Ren, Zhang, and Qiao [1999], is
“simple yet effective” and leads to an accurate approximate solution of a Fredholm equa-
tion of the second kind (and also of a Volterra equation of the second kind). Assume that
f ∈ C n [a, b] and that k(x, s) = k(x − s) ∈ C n [a, b], which implies that φ ∈ C n [a, b]. Let the
solution φ(x) of Eq (11.11.4) be approximated by the Taylor polynomial (11.11.5). Then,
differentiating both sides of Eq (11.11.4), we find that
Z b
φ′ (x) − kx′ (x, s) φ(s) ds = f ′ (x),
a
.. (11.11.7)
.
Z b
φ(n) (x) − kx(n) (x, s) φ(s) ds = f (n) (x), a < x < b,
a
 11.11 FORNBERG’S METHOD OF SUCCESSIVE APPROXIMATION 381

∂ n k(x, s)
where kx(n) (x, s) = . After substituting φ(x) for φ(s) in the integrals in (11.11.7)
∂xn
and replacing φ(x) by φ̃(x), we get

nZ b o
φ̃′ (x) − kx′ (x, s) ds φ̃(x) = f ′ (x),
a
.. (11.11.8)
.
nZ b o
φ̃(n) (x) − kx(n) (x, s) ds φ̃(x) = f (n) (x), a < x < b.
a

Then substituting for φ̃′ (x), . . . , φ̃(n) (x) from (11.11.8) into Eq (11.11.6), we find that
 Z b  Z b Z b 
1− k(x, s) ds − k(x, s)(x − s) ds kx′ (x, s) ds − · · ·
a a a
1 Z b Z b 
− k(x, s)(x − s)n ds kx(n) (x, s) ds
n! a a
Z b 
= f (x) + k(x, s)(x − s) ds f ′ (x) + · · ·
a
1 Z b 
+ k(x, s)(x − s)n ds f (n) (x),
n! a

which gives
An (x) φ̃(x) = Fn (x), (11.11.9)

where
n
X
(0) (0) (j)
An (x) = 1 − G0 (x) − Gj (x) G0 (x),
j=1
Z b
1
G(m)
p (x) = kx(m) (x, s) (x − s)p ds,
p! a (11.11.10)
(0)
G0 (x) = f (x), A0 (x) = 1 − G0 (x),
n
X (0)
Fn (x) = f (x) + Gj (x) f (j) (x), F0 (x) = f (x).
j=1

Hence, φ̃(x) can be computed directly from formula (11.11.9).

There are three integral equations, with their respective methods: (i) Lichtenstein-
Gershgorin’s; (ii) Theodorsen’s; and (iii) Symm’s. These and their methods are discussed in
the sequel. Gutknecht [1986] has mentioned that all these three integral equations have one
common feature: they require an auxiliary function to develop the conjugate pairs u(x, y)
and v(x, y) such that w(z) = u + iv will satisfy the boundary conditions. This auxiliary
f (z) w R eiΘ
function is log{f (z)/z}, which can be defined, using = = , as
z z r eiθ

f (z) 
log = log |w| − log |z| = i {Θ − θ}. (11.11.11)
z
382 11 THEODORSEN’S INTEGRAL EQUATION

11.12 Lichtenstein-Gershgorin Method

To solve the problem of conformally mapping a domain D in the z-plane onto the unit disk
|w| < 1 such that the boundary Γ of D maps onto the circle |w| = 1 and z = 0 is mapped
into w = 0, we use the Cauchy integral formula (2.4.2) to determine the mapping function
w = f (z). Let the boundary Γ be traversed in the counter-clockwise direction starting and
ending at the point z(0) on the boundary in increments |ds|, where 0 ≤ s ≤ L (Figure 11.1).
Then at any point z = z(s), the tangent to the boundary relative to the real axis is defined
by an angle φ(s) = arg{z ′ (s)}, where z ′ (s) = |dz/ds| = 1 = eiφ(s) , and |dz| = ds along the
boundary. The corresponding function in the w-plane is Θ(s) = arg{f (z(s)}, which leads
to the required mapping function w = eiΘ(s) . Thus, using the Cauchy integral formula we
get
Z Z L Z L
1 f (ζ) 1 f (z(s)) ′ 1 z ′ (s)
w = f (z) = dζ = z (s) ds = eiΘ(s) ds.
2πi Γ ζ − z 2πi 0 z(s) − z 2πi 0 z(s) − z
(11.12.1)

ds = |d ζ | ζ = z (t )
•
rst θs(t) v

r(t) αs (t) R =1
φ (t ) Θ(s)

θ (t) r = r (s ) • u
θ(s ) z = z (s ) 0 1
0 β(s )
D
Γ
z (0 )
s=L •
end s =0 z- plane w - plane
start

Figure 11.1 Parameters used in domains D and G.

In order to avoid singularities due to ζ = z, we will confine to boundary points z, we use

the boundary value for Cauchy’s integral (2.4.9) which gives, for any point z ∈ Γ which is
not a corner point, Z
1 f (ζ)
f (z) = p.v. dζ, (11.12.2)
πi Γ ζ − z
where p.v. signifies that the principal value for the integral is used. We will use the auxiliary
functions of the type (11.11.11) which are analytic inside and on the unit circle. Let F (z)
denote this auxiliary function; thus, for |w| = 1 (see Figure 11.1),
f (z) 
F (z) = log = log |w| − log |z| + i {Θ(s) − θ(s)}
z (11.12.3)
= i {Θ(s) − θ(s)} − log r.

Next, applying (11.12.2) to F (z), we get

Z
f (z) i f (ζ) dζ
F (z) = log = log , (11.12.4)
z πi Γ ζ ζ −z
where z = z(s) and ζ = z(t), 0 ≤ t ≤ L, and (from Figure 11.1)
dζ z ′ (t) 1 φ(t)−θs (t)
= = e dt.
ζ −z z(t) − z(s) rst
 11.12 LICHTENSTEIN-GERSHGORIN METHOD 383

Substituting these values into (11.12.4) and equating imaginary parts, we find that
Z
1 L sin{φ(t) − θs (t)}
Θ(s) − θ(s) = {Θ(t) − θ(t)} dt
π 0 rst
Z
1 L cos{φ(t) − θs (t)}
+ log r(t) dt, (11.12.5)
π 0
and equating the real parts, with f (z) = |w| = 1,
Z
1 L sin{φ(t) − θs (t)}
log |z| = log r(t) = log r(t) dt
π 0 rst
Z L
1 cos{φ(t) − θs (t)}
− {Θ(t) − θ(t)} dt
π 0
Z L
≡ N (s, t) log r(t) dt − g(s), (11.12.6)
0

where principal values of these two integrals are used in their evaluation, N (s, t) is the
Neumann kernel of the first part of the integral equation (see §10.4), and g(s) denotes the
second part. Then Eq (11.12.5) becomes
Z L
Θ(s) − θ(s) = N (s, t){Θ(t) − θ(t)} dt + g(s), (11.12.7)
0

which gives Θ implicitly. However, this equation is a linear integral equation of the second
kind, which can be solved by fast matrix inversions. A pertinent historical note is that
Eq (11.12.7) was developed by Lichtenstein [1917], and independently by Gershgorin [1933]
who expressed this equation in the following form:
Z L
Θ(s) − θ(s) = N (s, t){Θ(t) − θ(t)} dt − 2β(s), (11.12.8)
0

where β(s) is defined in Figure 11.1. To solve Eq (11.12.8) numerically, divide the boundary
length L into n equal intervals of size h = L/n, thereby replacing s by sk = kh, k =
1, 2, . . . , n; thus, dt = h = ds. Then using Euler’s method of numerical integration, we get
Z L
Θ(s) + 2β(s) = N (s, t)Θ(t) dt
0
n−1
X h
=h N (s, tk ) Θ (tk ) + {N (s, 0)Θ(0) + N (s, L)Θ(L)}.
2
k=1 (11.12.9)

Since the start point s = 0 has not been included, let Θ(0) = 0. Then Θ(L) = 2π. Also,
N (s, 0) = N (s, L). Thus, we have for sj , j = 1, 2, . . . , n − 1:
n−1
X
Θ (sj ) + 2β (sj ) − hπN (sj , 0) ≈ h N (sj , tk ) Θ (tk ) . (19.12.10)
k=1

Repeating this equation for each j, we obtain a system of simultaneous equations in θk ≡

Θ (tk ):
n−1
X
{hN (sj , tk ) − δjk }Θk = 2β (sj ) − hπN (sj , 0) , (11.12.11)
k=1
384 11 THEODORSEN’S INTEGRAL EQUATION

where δjk is the Kronecker delta.

Now that the values Θk have been found in the w-plane, the related values of rk = |zk |
can be evaluated using Eq (11.12.6). For such an inverse mapping we will use a truncated
trigonometric series to establish the relation between w = eiΘ and z = x + iy = r eiθ
as in the Kantorovitch’s method (§8.1.1). Let the conjugate functions x(Θ) and y(Θ) be
expressed as
Xn
x= (ak cos kΘ + bk sin Θ) ,
k=0
n (11.12. 12)
X
y= (ak sin kΘ − bk cos Θ) ,
k=0

where all coefficients except b0 are known. The coefficient b0 depends on the choice of the
correspondence between the boundary points z and w. Thus,

n
X
z= (ak − ibk ) wk . (11.12.13)
k=0

In case we want to map the exterior of the region Γ onto the exterior of the unit circle
|w| = 1, we have
Z L
Θ(s) = − N (s, t){Θ(t) − θs (t)} dt + g(s), (11.12.14)
0

or
Z L
1 Θ(t) cos αs (t)
Θ(s) = − dt + 2β(s), (11.12.15)
π 0 rs (t)

which can be numerically solved by the above Kantorovich’s method (Kantorovich and
Krylov [1964: 508]). The above analysis is adapted from Schinzinger and Laura [2003:122].
Note that Eq (11.12.7) has been solved by an iterative method in §10.4.
The (numerical) mapping of a doubly connected region between two closed boundaries
Γ1 and Γ2 onto an annulus A(R1 , R2 ) in the w-plane can be accomplished as follows: Map
the interior of Γ1 by Eq (11.12.9), and the exterior of Γ2 by Eq (11.12.15). The details can
be found in Chapter 14.
For the numerical mapping of a square onto a circle, see Gaier [1964: 57], where the step
size h = L/n is taken as 0.1. Banin [1943] was the first to use the Lichtenstein method in
a fluid flow problem.

11.13 Theodorsen-Garrick Method

The Theodorsen-Garrick method was developed (Theodorsen [1931], Theodorsen and Gar-
rick [1933], Garrick [1936; 1952]) for mapping of airfoils (see Chapter 6). This method,
known as the method of conjugates, is very effective in cases of conformal mapping of cir-
cular boundaries onto the unit circle. An extensive survey of this method is available in
Gaier [1964; 1983] and Laura and Shinzinger [2003:128].
Consider an airfoil given in the z-plane, which under the inverse Joukowski transforma-
tion is mapped onto a near-circle in the ζ-plane (ζ = ξ + iη), which in turn is mapped onto
the unit circle in the w-plane (Figure 11.2). However, we will discuss this mapping in the
 11.13 THEODORSEN-GARRICK METHOD 385

reverse order. The mapping from the w-plane onto the ζ-plane is defined by

ζ
ζ = w eg(w) , or g(w) = log , (11.13.1.)
w
where g(z) is an analytic function, yet unknown, but which can be represented by a series
expansion of the form
X∞
cj
g(w) = j
, (11.13.2)
j=1
w

where cj is a complex quantity.

y r R

x θ Θ
0 • ξ • u
0 0

z- plane ζ- plane w - plane

Figure 11.2 Joukowski profile onto the unit circle.

Since we are dealing with the potential fields exterior of the airfoil, we can exclude w = 0.
Thus, let the circle in the w-plane be given by w = R eiΘ , (R constant), and the near-circle
by ζ = ρ eiψ , ρ = a eΘ , so that ζ = a eΘ+iψ . Notice that the radius ρ of the near-circle
varies because of the term eΘ . Thus, we have


 R
g(w) = log ζ − log w = log a eΘ+iψ − log R eiΘ = Θ − log + i(ψ − Θ). (11.13.3)
a
Then cj /wj becomes
cj cj
= j e−ijΘ = (aj + ibj ) (cos jΘ − i sin jΘ) ,
wj R
and thus,
 R X∞
g(w) = Θ − + i (ψ − Θ) = (aj + ibj ) (cos jΘ − i sin jΘ) . (11.13.4)
a j=1

Equating real and imaginary parts on both sides, we get

∞
X
Θ − Θ0 = (aj cos jΘ + bj sin jΘ) ,
j=1
∞
(11.13.5)
X
Θ−ψ = (aj sin jΘ − bj cos jΘ) ,
j=1

R 2π
where Θ0 is a constant, like a bias of the Fourier series 2πΘ0 = 0 t dt. The expressions
on the left sides of these equations justify the distortion of the circle. Also, at the point at
infinity, we have ζ = w and dζ/dw = 1.
386 11 THEODORSEN’S INTEGRAL EQUATION

Alternatively, we can represent g(w) = g1 (Θ) + ig2 (Θ), where the two functions g1 and
g2 are complex conjugates related by
Z 2π Z 2π
′ 1 1 Θ − Θ′
g1 (Θ ) = g1 (Θ) dΘ − g2 (Θ) cot dΘ;
2π 0 2π 0 2
Z 2π Z 2π
(11.13.6)
1 1 Θ − Θ′
g2 (Θ′ ) = g2 (Θ) dΘ − g1 (Θ) cot dΘ.
2π 0 2π 0 2

Next, we determine g2 (w) = ψ−Θ ≡ e(Θ) from Eq (11.13.5), which leads to Theodorsen’s
integral equation:
Z 2π
1 Θ − Θ′
e(Θ′ ) = ψ − Θ′ = g1 (Θ) cot dΘ. (11. 13.7)
2π 0 2

This is a nonlinear integral equation which is solved using an iterative scheme of consecutive
conjugation, as follows: Let n denote the present state, and (n + 1) the next stage. Then
Z 2π
′1 Θ − Θ′
en+1 (Θ ) = g1 (Θ − en (Θ)) cot dΘ, (11. 13.8)
2π 0 2

where a good starting point is e0 = 0. Convergence of this method is very restricted, but
in practical problems it works fine. Another restriction is that the boundary in the ζ-plane
must be starlike (see §11.1 and §11.2), which means that any ray starting from the origin
ζ = 0 must intersect the boundary only once.
The Fast Fourier transform (FFT) method has greatly simplified the numerical compu-
tation. This method is available in Henrici [1979], Gutknecht [1981; 1983; 1986], Hübner
[1982], Wegman [1986], and Trefethen [1986].

11.14 Variational Methods

The variational method uses the area or the boundary of a region. Let l be the length of
the boundary of a region D in the z-plane, and let L be the length of the boundary of a
region G in the w-plane. We will determine the transformation w = f (z) that maps D onto
the unit disk C : |w| < 1. Then the length of the circumference of the unit circle |w| = 1
will be L = 2πi, such that, in view of (2.6.4),
Z Z
L= |dw| = |f ′ (z)||dz| = 2π. (11.14.1)
∂G ∂D

Also, in view of the Cauchy integral formula (2.4.2), any function g(w) can be evaluated at
a point wj ∈ C by Z
1 g(w)
g(wj ) = dw. (11.14.2)
2πi ∂G w − wj
First, for all wj ∈ ∂G, the value of g(0) is given by
Z Z 2π
1 |g(w)| 1

g(0) = iθ
dw = g eiθ dθ. (11.14.3)
2πi ∂G e 2π 0

Thus,
Z Z 2π
2πg(0) ≤ |g(w)| |dw| = |g(w)| dθ, (11.14.4)
∂G 0
 11.14 VARIATIONAL METHODS 387

where equality holds only when |g(w)| = |g(0)| > 0 = (constant).

Next, let us assume that f ′ (z) is not known, and let consider some f (z) whose derivative
is, say, h(z). Then from Eq (11.14.1) we get
Z Z
|g(z)||dz| = |g(z)||f −1 (z)|−1 |dw|. (11.14.5)
∂D ∂G

Combining Eqs (11.14.4) and (11.14.5), and assuming that z = 0 is mapped onto w = 0,
we get Z 2π
g(z) g(0)
′
dθ ≥ 2π ′ , (11.14.6)
0 f (z) f (0)
where equality holds if g(z)/f ′(z)| = |g(0)/f ′ (0), i.e., if g(z)/|g(0)| = f ′ (z)/|f ′ (0)|, which
is known as the optimality condition. Hence, the problem reduces to finding the function
g(z) that minimizes the integral (11.14.6). The optimality condition can be stated in terms
of minimizing the circumference by either of the following criteria:
Z
I1 : |g(z)| |dz| ≥ 2π|g(0)/f ′ (0)|,
∂D
Z (11.14.7)
I2 : |f ′ (z)| |dz| ≥ 2π.
∂D

Thus, the second criterion leads to the minimum circumference principle, stated by Julia
[1931], as “Of all the functions f (z), analytic in the region D with f (0) = 0, the one which
minimizes the integral I2 maps D onto the unit disk.”
Since the area element du dv = |f ′ (z)|2 dx dy, we can compare the above principle with
the minimum area principle, stated by Bieberbach [1914], as “Of all the functions f (z),
analytic in D with f (0) = 0 and f ′ (0) = 1, the one which minimizes the integral I =
RR
D
|f ′ (z)|2 dx dy maps D onto the unit disk.”

11.14.1 Minimization Process. Let g ∗ (z) denote the optimum minimum function. Then
Z Z
min{I} = |g ∗ (z)| ds = |g ∗ (z)| |dz|, (11.14.8)
D D

where
f (z)
g(z) = = f (z) for z0 = 0, |f ′ (0)| = 1.
|f ′ (z0 )|
Then we obtain the desired function f (z) by integrating g ∗ (z), such that the optimum
integral I1∗ = 2π. Next, we use the Ritz method for numerical computation, by p setting
2
g(z) = {p(z)} , or |g(z)| = p(z)p(z). Let the nth order approximation pn (z) of g(z) be
given by
n
X
pn (z) = P0 (z) + αj Pj (z), (11.14.9)
j=1

where all Pj are linearly independent functions on D. Since f ′ (0) = g(0) = 1, we have
P0 (0) = 1 and Pj (0) = 0 for j = 1, 2, . . . . Let sjk denote the scalar product sjk =
R
Pj , Pk = D Pj (z)Pk (z) |dz|. Then the minimum of I, given by
Z
min{I} = I ∗ = p∗n p̄∗n |dz| = p∗n , p̄∗n , (11.14.10)
D
388 11 THEODORSEN’S INTEGRAL EQUATION

is attained by the function p∗n which is orthogonal to all other polynomials Pk , i.e., p∗n , Pk =
0 for k = 1, 2, . . . , n (von Koppenfels and Stallman [1959:185]). Moreover, the polynomials
k
Pk are of the form (z − z0 ) = z k . Hence, we obtain the following set of simultaneous linear
equations in the unknown coefficients αj defined in Eq (11.14.9), and the solution p∗n is as
follows:
p0 s01 s02 · · · s0n
p1 s11 s12 · · · s1n
··· ··· ··· ··· ···
pn sn1 sn2 · · · snn
p∗n = . (11.14.11)
s01 s02 · · · s0n
s11 s12 · · · s1n
··· ··· ··· ···
sn1 sn2 · · · snn
This method converges if the boundary of the region D is smooth and D has no slits.
The number of computational operations is proportional to n3 . The operations are simple
and easily computable, but the method is nonrecursive. The computation can be reduced
if orthonormal polynomials are used, since these polynomials have the inner product
Z ZZ
pj , pk = gj (z)gk (z) |dz| = gj (z)gk (z) dx dy, (11.14.12)
D A

which satisfies 
6 k,
0 if j =
pj , pk = (11.14.13)
1 if j = k for orthonormality.
The Szegö’s method, discussed below, is based on the definition (11.14.12), and Bergman’s
method, discussed in §8.5.2, is based on (11.14.13).

11.14.2 Orthogonalization. We will discuss two methods, as follows.

Method 1. This procedure, defined by (11.14.12), is recursive by solving the set of
simultaneous equations (11.14.11). We will discuss the Schmidt method which is well suited
for recursion. First, we generate orthonormal functions pj , j = 1, 2, . . . , n, which are linear
and defined as
n
X
pj (z) = αjk Pk (z). (11.14.14)
k=1

We will determine the coefficients ajk . Let p1 = P1 6= 0, and determine a11 that makes p1
orthogonal to p2 = P2 + a11 P1 , i.e.,

p2 , p1 = P2 , P1 + a11 P1 , P1 = 0,

where P2 , P1 is defined in the same way as the definition (11.14.10) thus giving

P2 , P1
a11 = − .
P1 , P1

Proceeding using this recursion we finally obtain the conditions as

pj , pj−1 = Pj , pj−1 + aj,j−1 pj−1 , pj−1 , j, = 1, 2, . . . , n. (11.14.15)

 11.14 VARIATIONAL METHODS 389

However, if the polynomials pj are chosen to be orthonormal, then these polynomials are
pj
normalized by p0j = √ , and thus, the recursive relation becomes
pj , pj
 
pj = Pj − Pj , p01 p01 + · · · + Pj , p0j−1 p0k−1 , (11.14.16)

where the scalar (inner) product is defined by (11.14.12).

Method 2. This method, based on solving simultaneous equations, is discussed in
Kantorovich and Krylov [1964:382] , Gaier [1964:132], and Davis and Rabinowitz [1961]. It
defines z as the scalar product
Z
1
sjk = z j , z k = z j z k |dz|, (11.14.17)
l D

where l the length of D, and sjk = skj . Define the determinants

s00 s10 ··· sn0

s s11 ··· sn1
D0 = 1, Dn = 01 , Dn > 0.
··· ··· ··· ···
s0n s1n ··· snn

Then the Szegö polynomials pn (z) are defined as

s00 s10 ··· sn0

s01 s11 ··· sn1
1
pn (z) = p = ··· ··· ··· ··· . (11.14.18)
Dn−1 Dn s0,n−1 s1,n−1 ··· sn,n−1
1 z ··· zn

11.14.3 Minimization of the Perimeter. To minimize the integral

Z
I= |f (z)| |dz|, (11.14.19)
D

we proceed as follows: Replace f (z) by g(z) = |p(z)|2 = p(z)p(z), as in §11.14.1, and expand
n
P
p(z), as in Eq (11.14.14), by pn (z) = Cj Pj (z). Then
j=0

n
X n
X
pn (z)|2 = |Cj |2 = Cj C̄j . (11.14.20)
j=0 j=0

n
P
Since f ′ (0) = g(0) = 1 by assumption, we get pn (0) = Cj Pj (0) = 1; however, from
j=0
n
P
(11.14.20) we get |pn (0)|2 = |Cj |2 = 1. Then, by Cauchy-Schwarz inequality, we get
j=0


|pn (0)|2 |P0 (0)2 | + |P1 (0)|2 + · · · + |Pn (0)|2 ≥ 1,

which gives 
|pn |2 ≥ |P0 (0)2 | + |P1 (0)|2 + · · · + |Pn (0)|2 , (11.14.21)
390 11 THEODORSEN’S INTEGRAL EQUATION

where |P0 (0)2 | + |P1 (0)|2 + · · · + |Pn (0)|2 is the best possible estimate.
Next, let the coefficients of the required polynomial be defined as

 −1
aj = Pj (0) |P0 (0)2 | + |P1 (0)|2 + · · · + |Pn (0)|2 .

Then the required polynomial approximation is

n
P
n Pj (0)Pj (z)
X j=0 Kn (0, z)
pn (z) = aj Pj (z) = P
n = , (11.14.22)
Kn (0, 0)
j=0 Pj (0)Pj (0)
j=0

P
n
where Kn (a, b) = Pj (a)Pj (b). The function Kn with n = ∞ is known as the Szegö
j=0
kernel (§10.6). Kantorovich and Krylov [1964:385] have shown that if w = 0 corresponds to
z = a with f ′ (a) = 1, then the required polynomial is

Kn (a, z)
p(z) = . (11.14.23)
Kn (a, a)

Hence, the solution of the problem is obtained by integrating

Z z Z z
′
f (z) = f (z) dz = (g ∗ z) dz,
0 0

where
Kn2 (0, z)
g(z) = p(z)p(z) = ,
Kn2 (0, 0)
or
Z z
1
f (z) = 2 Kn2 (0, z) dz. (11.14.24)
Kn (0, 0) 0

If the length of the boundary of the domain D is l, then the radius of the circle |w| =
|f (z)| = R is obtained from 2πR = I, which is
Z
R l
Kn (0, z)Kn (0, z) |dz| = ,
2πKn2 (0, 0) D 2πKn (0, 0)

giving the radius R of the circle as

l
R= . (11.14.25)
2πKn (0, 0, )

Finally, note that the orthonormalization process is time consuming, but worth pursuing,
as it provides a method of computing the Szegö kernel as the ‘solution of a new, numerically
tractable, integral equation of the second kind’ (Kerzmann and Trummer [1986]).
 11.14 VARIATIONAL METHODS 391

Example 11.7. To determine the minimum polynomial that maps a square of side 2,
with vertices at (±1, ±i), onto a circle C, the inner product skj defined by (11.14.17) is
Z
1
skj = z j z k |dz|
l D
Z Z
1n 1 1
= (x − i)j (x + i)k |dx| + (x + i)j (x − i)k |dx|
8 −1 −1
Z 1 Z 1 o (11.14.26)
+ (1 + iy)j (1 − iy)k |dy| + (−1 + iy)j (−1 − iy)k |dy|
−1 −1
Z 1
 
(x2 + 1) ℜ (xi )j−k |dx|, if j − k is a multiple of 4,
= 0

0, otherwise.

The values of sjk are evaluated as follows:

1, 0, 0, 0, −4/5, ... ; 0; 4/3, 0, 0, 0, . . . ;

0, 0, 28/15, 0, 0, ... ; 0, 0, , 0, 96/35, 0, . . . ;
− 4/5, 0, 0, 0, 1328/315, . . . .

Then using Eq 11.14.18, the Szegö polynomials are

√ r r
3 35 3 15 7

p0 = 1, p1 = z, p3 = z , p4 = z 4 + 45 .
2 96 16 22

Also, evaluating the terms Kn (0, z) for n = 5, we have

315 4 4
415
K(0, z) = 1 + z +5 , K(0, 0) = ,
1408 352
thus,
K 2 (0, z)
= 1 + 0.379518z 4 + 0.189759z 8,
K 2 (0, 0)
and hence, the required polynomial is

63 5 441 9
f (z) = z + z + z ≈ z + 0.075904z 5 + 0.004001z 9. (11.14.27)
830 110224

This result, due to Schinzinger and Laura [2003], can be compared with Example 7.2
The radius of the circle C is obtained from (11.14.26). Since l = 8 for the square in the
z-plane, we get
8 8
R = |w| = = ≈ 1.08.
2πK(0, 0) 2π(415/352)
If the circle C is the unit circle, then multiplying (11.14.27) by the factor c = 0.92704, we
obtain
1 n c4 c8 9 o
w(z) = z + z5 + z + ··· ,
1.08 10 120 (11.14.28)
n c4 5 c8 9 o
z(w) = 1.08 w − w + w ± · · · . 
10 24
392 11 THEODORSEN’S INTEGRAL EQUATION

In these approximate methods, Chebyshev’s min-max principle, which deals with the
minimization of the maximum absolute deviation, is also important as it leads to linear
programming, as in Arafeh and Schinzinger [1978]. The mapping of a region in the z-plane
onto a rectangle or parallelogram by linear programming procedures is studied in Opfer
[1979; 1980; 1982] and Hartman and Opfer [1986].
The following references are useful for solution and numerical treatment of the Fredholm
and Volterra integralo equations of the second kind: Atkinson [1997], Baker [1978], Brunner
and van der Houwen [1986], Delves and Mohamed [1985], Hackbusch [1995], Kythe and Wei
[2004], Reichel [1987; 1989], and Yan [1994].

References used: Carrier, Krook and Pearson [1966], Fornberg [1980], Gaier [1964], Kantorovich
and Krylov [1964], Kerzmann and Trummer [1986], Kythe [1998], Privaloff [1916], F. and M. Riesz [1923],
Schinzinger and Laura [2003], Theodorsen [1931], Warschawski [1935; 1945; 1950, 1955], Wegmann [1984;
1986], Zygmund [1935].
12
Symm’s Integral Equation

A potential-theoretic formulation of the problem of conformally mapping a simply con-

nected region (or its complement) onto the unit disk leads to a Fredholm integral equation
of the first kind, known as Symm’s integral equation, which has a kernel with a logarith-
mic singularity. Unlike Fredholm integral equations of the second kind, e.g., Theodorsen’s
equation, in which the singularity of the kernel at points near but not on the boundary
creates computational difficulties, Symm’s integral equation is found to be easily solvable
by numerical methods, such as the orthonormal polynomials method or its modified form,
Lagrange’s interpolation method, and spline approximations which are discussed in this
chapter. Numerical evaluation of Green’s functions is another viable alternative to obtain
the approximate mapping function.

12.1. Symm’s Integral Equation

We will derive Symm’s integral equation for both interior and exterior regions described
below.
12.1.1 Interior Regions. The function w = f (z) that maps a given simply connected
region D with a Jordan boundary Γ onto the unit disk U such that f (z0 ) = 0 is given by

w = f (z) = elog (z−z0 )+g(z−z0 )+i h(z−z0 ) , (12.1.1)

(see (6.2.10); also Gram [1962]), such that ∇2 g = 0, z ∈ D, which yields g(z) = − log z −
z0 , z ∈ Γ, and h is the conjugate of g. Without loss of generality, we will take z0 as the
origin. Then f (z) = elog z+g(x,y)+i h(x,y) , z = x + i y, where

∇2 g = 0, z ∈ D,
1
(12.1.2)
g(x, y) = − log x2 + y 2 , z ∈ Γ.
2

If w = u + i v, then from (12.1.1), we get

u(x, y) = elog |z|+g cos arg{z} + h ,

(12.1.3)
v(x, y) = elog |z|+g sin arg{z} + h .
394 12 SYMM’S INTEGRAL EQUATION

Thus, the conformal mapping problem reduces to that of determining the harmonic func-
tions g and h. We will represent the harmonic function g(x, y) as a single-layer logarithmic
potential Z
g(x, y) = log |x − ζ| µ(ζ) dζ, (12.1.4)
Γ

where µ(ζ) is a suitable source density function on the boundary Γ (see Kythe [1996:21],
and Maiti [1968]). The harmonic conjugate of the representation (12.1.4) is given by
Z
h(x, y) = θ(z − ζ) µ(ζ) dζ, (12.1.5)
Γ

(see Jawson [1963]), where θ(z − ζ) = arg{z − ζ}. Hence, the problem further reduces to
that of finding the density function µ(ζ) such that g satisfies (12.1.2) on Γ. Once µ(ζ) is
known, the functions g and h can be determined by quadrature at any point in D. Since
the function µ(ζ) is continuous in D̄, it satisfies the integral equation
Z
log |z − ζ| µ(ζ) dζ = − log |z|, z ∈ D, ζ ∈ Γ, (12.1.6)
Γ

which is known as Symm’s integral equation for interior regions. This equation has a unique
solution provided cap (Γ) 6= 1 (for the existence of the solution, see Jawson [1963]).
Note that although the function g(x, y) is single-valued, but the function h(x, y), in
general, is multiple-valued. ZIn fact, suppose that some Jordan contour Γ∗ is contained in D
∂g
such that 0 ∈ Int (Γ∗ ) and ds = A, where n denotes the inward normal to Γ∗ , and
Γ∗ ∂n
A 6= 0 is a constant. Then, in view of the Cauchy-Riemann equations, the value of h will
increase by an amount A whenever z traverses Γ∗ in a clockwise direction. Hence, h will be
single-valued on the contour Γ∗ only if A = 0, i.e., for any such Γ∗ we require that
Z
∂g
ds = 0, (12.1.7)
Γ∗ ∂n

as a condition for the function h to be single-valued.

12.1.2 Exterior Regions. For conformal mapping of the region D∗ = Ext (Γ) onto the
region U ∗ = {w : |w| > 1} such that f (0) = 1 and f (∞) = ∞, the mapping function
w = fE (z) is unique up to a rotation. Let C = diam (D) = lim |f ′ (z)|−1 > 0 denote the
z→∞
transfinite diameter of D (see §2.1). Then the required mapping function fE (z) must satisfy
the condition
1
fE′ (z) → as z → ∞. (12.1.8)
C
fE (z)
Assuming that 0 ∈ D, the function is regular in D∗ , including the point z = ∞.
z
Hence, we take
fE (z) = elog z+ψ(z) , (12.1.9)
where ψ(z) is regular in D∗ , and in view of (12.1.8), ψ(z) → − log C = γ as z → ∞,
where γ is Robin’s constant (§2.5.2). Let ψ(z) = β(z) + γ. Then β(z) is regular in D∗ , and
β(z) → 0 as z → ∞. Hence, β(z) can be represented as

β(z) = ĝ(x, y) + i ĥ(x, y), z = x + i y,

 12.2. ORTHONORMAL POLYNOMIAL METHOD 395

where ĝ and ĥ are conjugate harmonic functions in D∗ such that ĝ → 0 and ĥ → 0 as

z → ∞. Thus,
fE (z) = elog z+γ+ĝ(x,y)+i ĥ(x,y) , (12.1.10)
where the boundary condition fE (z) = 1 for z ∈ Γ becomes

γ + ĝ(x, y) = − log |z|, z ∈ Γ. (12.1.11)

As in §12.1.1, the harmonic functions ĝ(x, y) and ĥ(x, y) can be represented in the form
(12.1.4) and (12.1.5), respectively. Then the boundary condition (12.1.11) for the density
function µ(ζ) becomes
Z
log (z − ζ) µ(ζ) dζ + γ = − log |z|, z ∈ Γ, (12.1.12)
Γ

and the condition g(∞) = 0 reduces to

Z
µ(ζ) dζ = 0. (12.1.13)
Γ

Eqs (12.1.12) and (12.1.13) are coupled integral equations for µ(ζ) and γ, and they have
a unique solution (see Jawson [1963], and Symm [1967]). Once µ and γ are computed
from (12.1.12)-(12.1.13), the mapping function fE (z) can be determined from (12.1.10).
Also note that the region D∗ may be mapped onto U by using the inverse transformation
z 7→ z −1 such that the point z = ∞ goes into w = 0.

12.2. Orthonormal Polynomial Method

The orthonormal polynomial (ONP) method, developed by Rabinowitz [1966], is used to
compute the density function µ(ζ) numerically. The basic idea is to approximate µ(ζ) by
a step-function. To do this, we partition the boundary Γ into N sections Γ1 , . . . , ΓN , and
assume that µ(ζ) ≡ µj (= const) for any point ζ ∈ Γj , j = 1, . . . , N .
(a) Interior Regions. Then Eq (12.1.6) reduces to
N nZ
X o
log |z − ζ| |dζ| µj = − log |z|, z ∈ Γ. (12.2.1)
j=1 Γj

If we take z ∈ Γ with each of the N nodes zk = xk + i yk , k = 1, . . . , N , then we obtain a

system of N linear equations in N unknowns µj :
N nZ
X o 1

log |zk − ζ| |dζ| µj = − log x2k + yk2 , k = 1, . . . , N. (12.2.2)
j=1 Γj 2

The solution µj , j = 1, . . . , N , of this system gives the approximate values of g and h from
(12.1.4) and (12.1.5), respectively, as
N nZ
X o
G(x, y) = log |z − ζ| |dζ| µj , z ∈ D̄, (12.2.3)
j=1 Γj

N nZ
X o
H(x, y) = θ(z − ζ) |dζ| µj , z ∈ D̄, (12.2.4)
j=1 Γj
396 12 SYMM’S INTEGRAL EQUATION

and then the approximate mapping function f (z) can be determined from (12.1.3).
The details for selecting the nodes zj and evaluating the integrals in (12.2.3) and (12.2.4)
are as follows: A convenient way to partition Γ is to take the sections Γj with end points
zj−1/2 and zj+1/2 and to take the nodes zk as any point in each Γj . Then, for any z ∈
D̄\{Γj }, we take
Z
lj 
log |z − ζ| |dζ| = log zk − zj−1/2 + 4 log zk − zj
Γj 6

+ log zk − zj+1/2 , (12.2.5)
Z
lj 

θ(z − ζ) |dζ| = θ zk − zj−1/2 + 4 θ (zk − zj )
Γj 6


+ θ zk − zj+1/2 , (12.2.6)

where lj is the length of Γj . If Γ is a simple Jordan contour, the length lj for each Γj is the
arc length which can be easily evaluated analytically, and if zj is the mid-point of Γj , the
formulas (12.2.5) and (12.2.6) correspond to Simpson’s rule. However, if the boundary Γ,
in general, is analytic, the length lj can be approximated by

lj = zj − zj−1/2 + zj − zj+1/2 , (12.2.7)

where zj need not be a midpoint of Γj .

When z ∈ Γj , formulas (12.2.5)-(12.2.6) cannot be used because log |z − ζ| has a singu-
larity at z = ζ and θ(z − ζ) is undefined at z = ζ. However, in each case the integrals exist
and can be computed approximately. In particular, for z = zj we take
Z


log |zj − ζ| |dζ| = zj − zj−1/2 log zj − zj−1/2 − 1
Γj


+ zj − zj+1/2 log zj − zj+1/2 − 1 , (12.2.8)

and for z = zj±1/2 we take

Z


log |zj±1/2 − ζ| |dζ| = zj+1/2 + zj−1/2 log zj+1/2 − zj−1/2 − 1 , (12.2.9)
Γj

and Z



θ zj±1/2 − ζ |dζ| = lj θ zj±1/2 − zj . (12.2.10)
Γj

Thus, formula (12.2.5) with z = zk for j 6= k, and formula (12.2.8) for j = k give the
coefficients of µj in (12.2.2), whereas the coefficients of µj in (12.2.3) and (12.2.4) are given
by (12.2.5) and (12.2.6), respectively.
To estimate the error involved in this method, let F (z) denote the approximate mapping
function. Then, by hypothesis, |F (z)| = 1 at each node zj ∈ Γj . The maximum error EM
can be estimated by computing the values of |F (z)| − 1 , z ∈ Γ, such that

EM = sup |F (z)| − 1 . (12.2.11)

z∈Γ
 12.2. ORTHONORMAL POLYNOMIAL METHOD 397

In view of the maximum modulus theorem (§2.4), |F (z) − f (z)| assumes its maximum value
somewhere on the boundary Γ. Also for any z,

|F (z) − f (z)| ≤ |F (z)| − |f (z)| + |f (z)| arg{F (z)} − arg{f (z)}

= |F (z)| − |f (z)| + |f (z)| |H(x, y) − h(x, y)|
n o
(12.2.12)
≤ max |F (z)| − 1 + |H(x, y) − h(x, y)|
z∈Γ
≤ EM + max |H(x, y) − h(x, y)|,
z∈Γ

where we have used (12.1.5) and (12.2.4). This inequality implies that if h is known on
Γ, then the absolute error in the approximate mapping function F (z) can be determined
at any point. But h, in general, is not known for any z, except when the region D has
symmetry. In that case h is known at some points of Γ. In fact, if θ(z − ζ) is so defined
that the axes of symmetry are mapped onto themselves, then h = 0 on such axes. Also, we
may expect maximum error at some of these points on Γ, which are, e.g., the end points
of the major and minor axes of an ellipse or corners of a rectangle or square. Therefore,
we take the largest value attained by |H| at such points as an estimate of maximum error
in |H(z) − h(z)| for z ∈ Γ, which, in view of (12.2.12), accounts for maximum error in
arg{F (z)}, z ∈ Γ. We denote this estimate by EA . Then, from (12.2.12), the sum EM + EA
gives an estimate for the upper bound on absolute error in the ONP method.
Example 12.1. Consider Cassini’s oval
  
Γ : (x + 1)2 + y 2 (x − 1)2 + y 2 = a4 ,

4
a = 1.5 a = 1.4

a =2 a = 1.3
2
a = 2.5

X
−4 −2 2 4

a =3
−2

a =1

a = 1.1
a = 1.2
a =5 −4

Figure 12.1 Cassini’s ovals for a = 1, 1.1, 1.2, 1.3, 1.4, 1.5, 2, 2.5, 3, 5.
398 12 SYMM’S INTEGRAL EQUATION

which is represented in Figure 12.1 for different values of a. The region D is not univalent
for a = 1. Each contour Γ is symmetric about both coordinate axes, so we will consider the
first quadrant. The exact mapping function is given by (Rabinowitz [1966])

az
f (z) = √ .
a4 − 1 + z 2

Tabular data for the approximate mapping function, using the ONP method, are given in
Symm [1966] for a = 1.2. The functions U (x, y) and V (x, y) computed for a = 1.3 are given
below in Table 12.1. 
Table 12.1 Cassini’s oval, α = 1.3.

x y U (x, y) V (x, y)
0.00 0.830662 0.00000 0.99999
0.05 0.830937 0.09541 0.99491
0.10 0.831741 0.18887 0.98201
0.15 0.833019 0.27838 0.96047
0.20 0.834681 0.36248 0.93199
0.25 0.836608 0.44009 0.89795
0.30 0.838659 0.51061 0.85981
0.35 0.840675 0.57384 0.81897
0.40 0.842488 0.62991 0.77667
0.45 0.843923 0.67921 0.73395
0.50 0.844805 0.72227 0.69161
0.55 0.844960 0.75971 0.65026
0.60 0.844218 0.79217 0.61029
0.65 0.842412 0.82026 0.57199
0.70 0.839382 0.84456 0.53546
0.75 0.834966 0.86559 0.50075
0.80 0.829006 0.88381 0.46783
0.85 0.821342 0.89963 0.43665
0.90 0.811805 0.91338 0.40709
0.95 0.800220 0.92538 0.37903
1.00 0.786394 0.93587 0.35234
1.05 0.770111 0.94507 0.32686
1.10 0.751122 0.95317 0.30245
1.15 0.729135 0.96031 0.27895
1.20 0.703789 0.96662 0.25619
1.25 0.674634 0.97223 0.23401
1.30 0.641080 0.97723 0.21219
1.35 0.602324 0.98169 0.19049
1.40 0.557216 0.98568 0.16862
1.45 0.503985 0.98973 0.14612
1.50 0.439623 0.99251 0.12225
1.55 0.358101 0.99542 0.09562
1.60 0.242597 0.99806 0.06228
1.6401219 0.000000 1.00001 0.00000

(b) Exterior Regions. In this case we solve the coupled equations (12.1.12)-(12.1.13)
by the ONP method as follows: With the partitions Γj , j = 1, . . . , N , Eq (12.1.12) reduces
 12.2. ORTHONORMAL POLYNOMIAL METHOD 399

to the system of linear equations

N nZ
X o 1

log |zk − ζ| |dζ| µj + γ̂ = − log x2 + y 2 , k = 1, . . . , N, (12.2.13)
j=1 Γj 2

where γ̂ approximates γ and Eq (12.1.13) becomes

N nZ
X o
|dζ| µj = 0. (12.2.14)
j=1 Γj

Thus, Eqs (12.2.13)-(12.2.14) form a system of (N + 1) linear equations which are solved
to determine the (N + 1) unknowns µ1 , . . . , µN and γ̂. The solution for γ̂ determines the
approximate transfinite diameter Ĉ of the region D, where Ĉ = e−γ̂ . The approximations
Ĝ and Ĥ for the functions g and h are given by
N nZ
X o
Ĝ(x, y) = log |z − ζ| |dζ| µj ,
j=1 Γj

N nZ
X o
Ĥ(x, y) = arg {z − ζ} |dζ| µj ,
j=1 Γj

where z = x + i y ∈ D∗ ∪ Γ. Then the approximate mapping function FE (z) is computed

from (12.1.10) as
z
fE (z) ≈ FE (z) = U + i V = eĜ(x,y)+i Ĥ(x,y) . (12.2.15)
Ĉ
The choice of the nodes and evaluation of integrals is performed in the same manner as in
part (a) above, except for the integral in (12.2.14) which is evaluated by
Z
|dζ| ≈ zj − zj−1/2 + zj − zj+1/2 , (12.2.16)
Γj

where zj±1/2 denote the end points of Γj .

Error Estimate. Since fE (∞) = ∞ and fE (z) 6= 0 for z ∈ D, the relative error is
given by
FE (z) − fE (z) FE (z)
= −1 .
fE (z) fE (z)
By the maximum modulus theorem, the maximum value of this error is attained on the
boundary Γ or at z = ∞. In view of Symm [1967], the error at z = ∞ is considerably less
than the maximum error on Γ. Thus, for z ∈ Γ

FE (z) FE (z)
− 1 = FE (z) ei(Ĥ−h) − 1 ≤ − 1 + Ĥ − h .
fE (z) fE (z)

Since Ĥ − h is generally not known on Γ, although it is of the same order as Ĝ − g , and

since, by hypothesis, FE (zj ) − 1 = 0, the maximum error E in FE (z) can be measured
by


E = max FE zj−1/2 −1 . (12.2.17)
j
400 12 SYMM’S INTEGRAL EQUATION

Example 12.2. Consider the ellipse x2 /a2 + y 2 = 1, a = 1.5, and N = 100 in the first
quadrant because of the symmetry about both axes. The values of U (x, y) and V (x, y) are
given in Table 12.2 below. The transfinite diameter C = (a + 1)/2 (Pólya and Szegö [1951]),
and the exact mapping function is given by (Phillips [1966])

√
z+ z 2 − a2 + 1
fE (z) = .
a+1

Table 12.2 Ellipse, α = 1.5.

x y U (x, y) V (x, y)
0.00 1.000000 0.00000 0.88989
0.05 0.999444 0.03633 0.88936
0.10 0.997775 0.07267 0.88774
0.15 0.994987 0.10903 0.88503
0.20 0.991071 0.14542 0.88123
0.25 0.986013 0.18184 0.87633
0.30 0.979796 0.21831 0.87032
0.35 0.972397 0.25483 0.86317
0.40 0.963789 0.29142 0.85487
0.45 0.953939 0.32808 0.84540
0.50 0.942809 0.36483 0.83472
0.55 0.930352 0.40167 0.82278
0.60 0.916515 0.43862 0.80961
0.65 0.901234 0.47567 0.79509
0.70 0.884433 0.51285 0.77918
0.75 0.866025 0.55019 0.76184
0.80 0.845905 0.58761 0.74296
0.85 0.823947 0.62521 0.72248
0.90 0.800000 0.66296 0.70025
0.95 0.773879 0.70088 0.67614
1.00 0.745356 0.73896 0.64997
1.05 0.714143 0.77722 0.62152
1.10 0.679869 0.81565 0.59048
1.15 0.642045 0.85425 0.55647
1.20 0.600000 0.89303 0.51892
1.25 0.552771 0.93198 0.47703
1.30 0.498888 0.97110 0.42959
1.35 0.435890 1.01039 0.37452
1.40 0.359011 1.04983 0.30778
1.45 0.256038 1.08942 0.21902
1.50 0.000000 1.12915 0.00000

12.3 Modified ONP Method

The ONP method, discussed in §12.2, for numerically solving Eqs (12.1.4), (12.1.5), and
(12.1.6) has been modified by Hayes, Kahaner and Kellner [1972] as follows: Let the para-
metric representation of the boundary Γ be ζ = ζ(t) = x(t) + i y(t), 0 ≤ t ≤ L. Then Eq
 12.3 MODIFIED ONP METHOD 401

(12.1.4) and (12.1.5) can be written as

Z L
g(z) = µ(t) log |z − ζ(t)| dt, (12.3.1)
0
Z L
h(z) = µ(t) arg {z − ζ(t)} dt, (12.3.3)
0

where µ(t) = µ(ζ(t)) and z ∈ D̄. We will assume that µ(t) ∈ C 3 (−∞, +∞) and the
boundary Γ has no corners (for corner singularities, see §12.5 and §12.2). We partition Γ
into an even number n of uniform sections Γj , j = 1, . . . , n, of length α = L/n each. Then
the nodes on the section Γj are uniform as regards the arc length of each Γj . First, we
define a set of piecewise polynomials pj (t), j = 1, . . . , n, by

 1

 (t + α)(t + 2α), −2α ≤ t ≤ 0,

 2α2
p1 (t) = 1

 (t − α)(t − 2α), 0 ≤ t ≤ 2α,
 2α2

0, otherwise,
( 1
− 2 t(t − 2α), 0 ≤ t ≤ 2α, (12.3.3)
p2 (t) = 2α
0, otherwise,
n
p2k+1 (t) = p1 (t − 2kα), k = 1, 2, . . . , − 1,
2
n
p2m (t) = p2 (t − 2(m − 1)α) , m = 1, 2, . . . , .
2

The graphs of some of these polynomials are presented in Figure 12.2 for α = 0.1.

1
p p p
1 3 5
0.8

0.6 p p p
2 4 6

0.4

0.2

0
t
-0.2 0.2 0.4 0.6

Figure 12.2 Polygons P1 , . . . , P6 .

Next, we define the function

n
X
µ̃(t) = µ(jα) pj (t). (12.3.4)
j=1
402 12 SYMM’S INTEGRAL EQUATION

The following results hold:

(i) µ̃(t) is a polynomial of degree two on [jα, (j + 2)α], j = 0, 2, 4, . . . , n − 2.

(ii) µ̃(t) = µ(t) at t = jα, j = 0, 1, 2, . . . , n.
n

X

(iii) µ(t) = µ̃(t) + O α3 = µj pj (t) + O α3 , (12.3.5)
j=1

where µj = µ(jα) for j = 1, . . . , n. Using the approximation (12.3.5) for µ(t) in (12.3.1),
we obtain an approximation for g as
n
X Z L

µj pj (t) log |z − ζ(t)| dt = g(z) + O α3 . (12.3.6)
j=1 0

The function g(z) = − log |z − z0 | for z ∈ Γ. Thus, we can evaluate Eq (12.3.6) at the
points z = jα for j = 1, . . . , n, which yields a system of n linear equations with constant
coefficients for the unknowns µ1 , µ2 , . . . , µn . Set A = (ajk ) and B = (bj ), where
Z L
ajk = pj (t) log |ζ(jα) − ζ(t)| dt for j, k = 1, . . . , n ,
0 (12.3.7)
bj = − log |ζ(jα) − z0 |, for j = 1, . . . , n.

Using this matrix notation, Eq (12.3.6) becomes the linear system

A µ = B + O α3 , (12.3.8)


where O α3 is a vector (column matrix). Thus, each component of Eq (12.3.8) is bounded

T
by O α3 , and µ = (µ1 , . . . , µn ) , where T denotes the transpose of a matrix. Hence, we
solve the matrix equation
à µ̃ = B, (12.3.9)
where à = (ãjk ) is the approximation of the matrix A and µ̃ that of the vector µ. To
evaluate Ã, however, we must compute the elements ãjk which contain integrals of the form
Z jα
tj log |z − ζ(t)| dt (12.3.10)
(j−1)α

for j = 1, . . . , n. Also, for each fixed x, y, and j, we approximate |z − ζ(t)| by a polynomial

q(t) of degree two on the interval ((j − 1)α, jα), where q(t) is chosen such that q(t) =
|z − ζ(t)|2 for t = (j − 1)α, (j − 1/2)α, jα. Then
Z jα Z jα
1
tj log |z − ζ(t)| dt ≈ tj log [q(t)] dt, (12.3.11)
(j−1)α 2 (j−1)α

which can be evaluated explicitly. In some particular cases, e.g., when |z − ζ(t)| = 0 on
[(j − 1)α, jα], the integral (12.3.10) is computed with a polynomial of higher order.
T
Then the matrix equation (12.3.9) is solved for the vector µ̃ = (µ̃1 , . . . , µ̃n ) which is
the approximation for the density function µ, with an error estimate
 

kµ̃ − µk ≤ k Ã−1 − A−1 Bk + kA−1 k O α3 , (12.3.12)
 12.4 LAGRANGE INTERPOLATION 403

where the error due to the term Ã−1 − A−1 seldom dominates the kA−1 k O(α3 ) term, an
observation made by Hayes et al. [1972] from certain examples. Once µ̃ is computed, the
functions g(z) and h(z) are obtained from
Z L n
X Z L
g(z) = µ(t) log |z − ζ(t)| dt = µ̃k pk (t) log |z − ζ(t)| dt, (12.3.13)
0 k=1 0

and Z L
h(z) = µ(t) arg {z − ζ(t)} dt
0
n
X Z L
≈ µ(jα) pj (t) arg {z − ζ(t)} dt (12.3.14)
j=1 0

Xn
 
= µ(jα) pj (t) η1 (t) − p′j (t) η2 (t) + p′′j (t) η3 (t) ,
j+1

by integration by parts, where

Z L Z L
η1 (t) = arg {z − ζ(t)} dt, η2 (t) = arg {z − ζ(t)} dt,
0 0
Z L
η3 (t) = arg {z − ζ(t)} dt.
0

Note that p′′j (t) is constant. Thus, (12.3.14) involves integrals of the form (12.3.10).
Hayes et al. [1972] wrote a Fortran IV computer program for this method. This program
can easily be adapted to any modern operating system. As examples, they investigated cases
of Cassini’s oval (Example 12.1; Example 12.11), an ellipse (Example 12.13), a rectangle
(Example 12.12), a limaçon (Example 12.9), and an isosceles triangle (Example 12.3 below).
Example 12.3. Consider an isosceles triangle with corners at the points (0, 1), (2, −1)
and (−2, 1) such that the point (0, 0) goes into the point w = 0 under the conformal mapping
w = f (z). The partition is taken with an equal number of nodes on each side. The error
EM , defined by (12.2.11) is found as follows:
 −4
 2 × 10
 for n = 17,
−5
Em = 2 × 10 for n = 33,

 −6
10 for n = 65. 

12.4. Lagrange Interpolation

The choice of a suitable basis set used in the RM, BKM or ONP method is an important
aspect of any numerical technique for polynomial approximation of the mapping function.
Gautschi [1977; 1978; 1979] investigated numerical conditions of various bases for polyno-
mial approximation on the real axis. Reichel [1985] observed that a well-conditioned basis
depends on the shape of the simply connected region D bounded by a Jordan contour Γ.
j
For example, the monomials φj (z) = (z/r) , j = 0, 1, . . . , are well-conditioned for disks
B(0, r), but this basis becomes ill-conditioned for ellipses (see Example 12.4 below where a
criterion for well-conditioned bases is developed and applied to these cases).
404 12 SYMM’S INTEGRAL EQUATION

Example 12.4.
 (Gautschi criterion). Let pj (z), j = 0, 1, . . . , n, denote polynomials
n n
such that span pj j=0 = span z j j=0 . We will determine the sensitivity of the functions

n
X
Pn (z) = aj pj (z), z ∈ D̄, (12.4.1)
j=0

subject to the perturbations in the coefficients aj . Let Mn : C n+1 → Πn denote the

mapping of the coefficient space C n+1 onto the space Πn of polynomials of degree ≤ n. Let
a = (a0 , a1 , . . . , an ) ∈ C n+1 denote a vector. Then we define
n
X
(Mn a) (z) = ak pk (z), z ∈ D̄. (12.4.2)
k=0

Note that Mn−1 Pn (z) = a. The maximum norm in C n+1 and Πn is defined, respectively,
by kak∞ = max |an |, and kΠn kΓ = sup |Pn (z)|. Let kMn k and kMn−1 k be the induced
0≤k≤n z∈Γ
operator norms. We are interested in determining how the condition of the map Mn defined
by
cond (Mn ) = kMn k kMn−1k (12.4.3)
grows with n for different choices of the polynomial pj (z). We will examine two choices:
(a) Let D be the unit disk U and pj (z) = z j , j = 0, 1, . . . . Then
n
X
kMn k = max aj z j = n + 1,
kak∞ =1 Γ
j=0

and  −1
n
X
kMn−1 k = min aj z j
≥ 1.
kak∞ =1 Γ
j=0

Since s v
Z uX
1 2π
2 u n 2
kPn kΓ ≥ Pn (eiθ ) dθ = t an ,
2π 0 j=0

we find that  v −1

uX
−1
 u n 2
Mn k≤  min t aj  = 1.
kak∞ =1
j=0
 n
Hence, cond (Mn ) = n+1, which shows that the monomial basis z j j=0 is well-conditioned
for the unit disk. Thus, this basis is well-conditioned for the disk B(0, r).

(b) Let Γ denote the ellipse E(a, b) = (x, y) : x2 /a2 + y 2 /b2 = 1 , z = x + i y, and
 a ≥ b.
Using the scaling factor 1/a, this ellipse is transformed into the ellipse E(1, b/a) = Z : Z =
p
z/a which has foci at ±ξ, where ξ = 1 − (b/a)2 . We use the Chebyshev polynomials Tn
of the first kind
ξn 1 h p n
Tn (Z, ξ) = Tn (Z/ξ) = n Z + Z 2 − ξ2
2n−1  2  i (12.4.4)
p n
+ Z − Z − ξ2
2 , n = 0, 1, . . . .
 12.4 LAGRANGE INTERPOLATION 405

Let the points Z ∈ E (1, b/a) be taken as

    
1 b b
Z= 1+ eiθ + 1 − e−iθ , 0 ≤ θ ≤ 2π.
2 a a

Substituting them in (12.4.4), we obtain

 
n   n
1 b inθ 1 b
Tn (Z, ξ) = 1+ e + 1− e−inθ
2 a 2 a
  n (12.4.5)
1 b
∼ 1+ einθ as n → ∞.
2 a
 T
(n) (n) (n)
Let β (n) = β0 , β1 , . . . , β[n/2] denote the coefficient vector of Tn (Z, ξ), i.e.,

[n/2]
X (n)
Tn (Z, ξ) = βk Z n−2k , (12.4.6)
k=0

where [n/2] is the greatest integer ≤ n/2. If ξ = 0 (the case of the circle |z| = a), then
(n) (n)
β0 = 1 and βk = 0 for all k ≥ 1. We will not discuss this case because it has been
examined in part (a) above. Let ξ > 0. Then
 X −1
−1 k kβ (n) k∞
Mn = min ak Z E(1,b/a)
≥ . (12.4.7)
kak∞ =1 kTn kE(1,b/a)

From Gautschi [1979] we have

r
3/4 p !n
(n) 2 1 + ξ2 1+ 1 + ξ2
kβ k∼ as n → ∞. (12.4.8)
nπ ξ 2

Hence, from (12.4.5), (12.4.7) and (12.4.8) we find that

 n
r

2 3/4
p
2 1+ξ 2
1 + 1 + ξ 
Mn−1 ≥   as n → ∞.
nπ ξ b
1+
a

Since kMn k = n + 1, we have

 n
r

2 3/4
p
2n 1 + ξ 2
1 + 1 + ξ 
cond (Mn ) ≥   as n → ∞.
π ξ b
1+
a

If we set ρ = b/a and p p

1+ 1 + ξ2 1 + 2 − ρ2
F (ρ) = = ,
b 1+ρ
1+
a
406 12 SYMM’S INTEGRAL EQUATION

then
√
F (0) = 1 + 2, which corresponds to Γ = [−a, a],
F (1) = 1,
F ′ (ρ) < 0, 0 ≤ ρ ≤ 1,

which imply that in the case of a nondegenerate ellipse (ξ > 0) the condition number
cond (Mn ) increases exponentially with n for the monomial basis and the growth rate in-
creases with ρ. Hence, if the region is not circular or nearly circular, the choice of the
monomial basis is ill-conditioned for the ellipse and may produce computational inaccu-
racy. 
Reichel [1985] has shown that Lagrange’s interpolation functions

Yn
z − zj
lk (z) = , k = 0, 1, . . . , n, (12.4.9)
z − zj
j=0 k
j6=k

where zk are Fejér points on the boundary Γ, provide a well-conditioned basis which is
simple to compute for boundaries that are not circular or nearly circular. In fact, he has
proved the following result:
Theorem 12.1. For Lagrange’s functions lk (z), defined by (12.4.9), the condition num-
ber of Mn is
2
cond (Mn ) ≤ log n + α, (12.4.10)
π
where the constant α depends on the shape of the analytic boundary Γ.
Let w = fE (z) map the region Ext (Γ) conformally onto U ∗ = {w : |w| > 1} such that
fE (∞) = ∞ and fE (z1 ) = 1, where z1 is an arbitrary point on Γ. By analytic continuation
the function fE (z) can be continued to a bijective map from D∗ ∪ Γ onto |w| ≥ 1. The
points zk , k = 1, . . . , n, are called the Fejér points if

fE (zk ) = e2i(k−1)π/n , k = 1, . . . , n. (12.4.11)

 n
To determine a set of Fejér points zk k=1 to be used in (12.4.9), we must restrict fE to Γ.
This restriction, however, leads to a modified Symm’s integral equation which has a unique
solution, is solvable for all scalings of the boundary Γ, and differs only in their right-hand
sides from Eqs (12.1.12)-(12.1.13) in the case of exterior regions (and from Eq (12.1.6) in the
case of interior regions). For exterior regions we have the following result (Reichel [1985]):
Theorem 12.2. Let φ(z) = arg {fE (z)}, and let γ = cap (Γ). Then the unique solution
(C ∗ , µ∗ ) of the modified Symm’s integral equations
Z
log |z − ζ| µ(ζ) |dζ| + q = 0, z ∈ Γ,
ZΓ (12.4.12)
µ(ζ) |dζ| = 1,
Γ

where µ∗ = µ∗ (s) ∈ L2 (Γ) and C ∗ is a constant, satisfies

Z z
φ(z) = 2π µ∗ (ζ) |dζ|, C ∗ = − log γ, (12.4.13)
z1
 12.4 LAGRANGE INTERPOLATION 407

where integration in (12.4.13) is carried out in the positive direction.

Proof. Let the boundary Γ have the parametric representation s 7→ ζ(s), 0 ≤ s < L,
ζ(0) = z1 , where s is the arc length of Γ. Then the boundary correspondence function φ(ζ)
may be regarded as a function of s, i.e., we write φ(s) = φ(ζ(s)). It is shown in Gaier [1976]
that for a rectifiable curve Γ and γ 6= 1, the integral equation
Z
log |z − ζ| µ(ζ) |dζ| = 1 (12.4.14)
Γ

has a.e. a unique, integrable solution

1 1
µ(ζ) = φ′ (s), ζ = ζ(s), (12.4.15)
2π log γ

where the prime denotes differentiation with respect to s. Thus, Eq (12.4.12) has a unique
solution
1 ′
µ∗ (ζ) = φ (s), ζ = ζ(s),
2π (12.4.16)
∗
C = − log γ.

It is also known (Reichel [1985]) that Eq (12.4.12) has a unique solution for any scaling of
Γ, and that µ∗ is invariant under scaling and C ∗ varies continuously with scaling. Hence,
(12.4.16) is also a unique solution for γ = 1. 
Let w = f (z) map the region Int (Γ) conformally onto the unit disk U . Then for interior
regions we have the following result (Reichel [1985]):
Theorem 12.3.
Let φj (z) = arg {f (z)} for z ∈ Γ with φj (z1 ) = 0. Then the unique
∗ ∗
solution Cj , µj of the system of modified Symm’s equations
Z
log |z − ζ| µj (ζ) |dζ| + Cj∗ = log |z|, z ∈ Γ,
Γ
Z (12.4.17)
µj (ζ) |dζ| = 1,
Γ

where µ∗j = µ∗j (z) ∈ L2 (Γ) and Cj∗ are constants, satisfies
Z z
φj (z) = 2π µ∗j (ζ) |dζ|, Cj∗ = 0, (12.4.18)
z1

where the integration in (12.4.18) is taken in the positive direction of Γ.

Proof. As in the above proof, we will use Gaier’s result. Let γ = cap(Γ), and assume
that γ 6= 1. Then Z
log |z − ζ| µ(ζ) |dζ| = log |z|, z ∈ Γ, (12.4.19)
Γ
Z
∗
has a unique solution µ (ζ) such that µ∗ (ζ) |dζ| = 1. Thus, µ∗j = µ∗ , and C ∗ = 0 is a
Γ
solution of (12.4.17), and, as in the proof of the previous theorem, this solution is unique
and invariant under scaling. Hence, (12.4.18) holds for boundaries for which γ = 1. 
To approximate the mappings f (z) and fE (z) numerically, the following algorithm is
used:
408 12 SYMM’S INTEGRAL EQUATION

1. Compute φ(z) and φj (z) as defined in Theorems 12.2 and 12.3.

2. Determine the (n + 1) Fejér points zk by solving the system of equations

2kπ
φ (zk ) = , k = 0, 1, . . . , n.
n+1

3. Compute the images wk of zk under f by evaluating

wk = eiφj (zk ) , k = 0, 1, . . . , n.

f (z)
4. Determine a polynomial approximation pk (z) of of degree ≤ n by interpolating
z
f (z)
at the Fejér points zk , k = 0, 1, . . . , n.
z
Then an approximation of f (z) is given by

fn+1 (z) = z pn (z). (12.4.20)

The accuracy of fn+1 depends on that of φj (z), φ(z) and the interpolation error. Reichel
[1985] has found no computational problems with polynomials pj (z) of degree 80-100, since
the basis with Lagrange’s interpolation functions is well-conditioned.
Example 12.5.
Consider the region D bounded by the contour Γ = {z = 2 cos t +
i sin t + 2 cos3 t , 0 ≤ t < 2π} (see Figure 12.3), where the Fejér points are marked with
dots. The following data for the error E = k|fn (z)| − 1kΓ is from Reichel [1985]:

n Basis E

16 Monomial 3 × 10−2
32 Monomial 3 × 10−3
64 Lagrange 9 × 10−6
and cond (M32 ) = 5 × 109 . 

Example 12.6. Consider the ellipse Γ = {z = cos t+i b sin t, 0 ≤ t < 2π}. The mapping
function f (z) onto U with f (0) = 0 is known in terms of the elliptic sine function (see Kober
[1957:177])  
√ 2K z
f (z) = k sn sin1 √ ,
π 1 − b2
which shows that the singularities of f (z) close to the boundary are the poles at the points
2ib
ζ1,2 = ± √ . We use a Möbius transformation fM (§3.2), with fM (0) = 0, such
1 − b2
that fM (z) maps the circle of curvature through ib onto the unit circle. It has a pole at
1 − b2 /2

ζ1∗ = 2ib 2
. Note that ζ1∗ = ζ1 +O b4 as b → 0. Hence, we approximate the function
1−b

f (z) (z − ζ1∗ ) z − ζ̄1∗ by the polynomials defined with Lagrange’s interpolation functions as
the basis. The nature and location of singularities adjacent to the boundary are studied in
detail in Chapter 13. The use of the Möbius transformation in such cases generally provides
good approximations of the singularities by locally approximating f by fM . 
 12.5 SPLINE APPROXIMATIONS 409

y
y •
• •
• • •
••
• • •
• •
• • • •
•
• •
• • • • x
• • x 0
0
• •
• •
• • •
• •
• • •
• • • •
•• • • •
•

Figure 12.3 Figure 12.4.

Example 12.7. Consider the region (square with round corners) bounded by Γ = {z =
x + i y, x4 + y 4 = 1} (Figure 12.4, where 16 Fejér points are marked). In this case the error
E = k|f16 (z)| − 1kΓ = 6 × 10−4 (see Reichel [1985]). 

12.5. Spline Approximations

Spline functions of various degrees can be used effectively to approximate the source density
µ(ζ) at corner singularities of the boundary Γ. In fact, the singular functions are combined
with splines and together they approximate µ over the entire boundary. In previous sections
we have evaluated µ and the functions g and h to approximate the mapping function
w = f (z) for any point z ∈ D̄. If f (z) is required only at the boundary points, then
the function h can be determined by simple integration of µ as follows: Let φ denote the
boundary correspondence function defined by
1
φ(t) = arg {f (ζ(t)} = (log w − log w̄) , z ∈ Γ. (12.5.1)
2i
Then, since |w| = 1 for z ∈ Γ, we have (see Gautschi [1976])
 
1 dφ 1 ∂ w̄ ∂w
µ(t) = − = w − w̄ . (12.5.2)
2π dt 4iπ ∂t ∂t

Let z0 be a corner of the polygonal boundary Γ with interior angle απ, 0 < α < 2. Then
the Schwarz-Christoffel formula (7.1.2) implies that in a neighborhood of z0
∞
X j/α
f (z) = f (z0 ) + Aj (z − z0 ) . (12.5.3)
j=1

For any point z = ζ(t) on adjacent sides of the polygon at a corner point z0 = ζ(t0 ), we
may take 
t − t0 , if t ≥ t0 ,
z − z0 = (12.5.4)
(t − t0 ) eiαπ , if t < t0 .
Then (12.5.2)-(12.5.4) give
( P∞ −1+j/α
j=1 aj (t − t0 ) , t > t0 ,
µ(t) = P∞ (12.5.5)
j=1 (−1)
j+1
aj (t0 − t)−1+j/α , t < t0 ,
410 12 SYMM’S INTEGRAL EQUATION

where
1 nX j o
aj = ℑ k Aj−k Āk , (12.5.6)
2απ
k=1

and A0 = f (z0 ). Hence, we conclude that

(i) If α = 1/q, where q ≥ 1 is an integer, then (12.5.5) has no fractional powers of (t − t0 ),
and
(a) if q is odd, then µ has no singularity at t = t0 ;
dq−1 µ
(b) if q is even, then q−1 , in general, has a finite jump discontinuity at t = t0 ;
dt
1 1 dq µ
(ii) If < α < , q ≥ 1 an integer, then q is unbounded at t = t0 ;
q+1 q dt
(iii) If 1 < α < 2 (re-entrant corner), then µ is unbounded at t = t0 . For more on corner
singularities, see §12.2.
The spline approximation of µ is generally carried out by using spline functions of degree n
for most boundaries. However, in a neighborhood of a corner point z0 with interior angle απ
where µ exhibits the behavior mentioned in (i)-(iii) above, we use either of the two schemes:
(a) continue the spline approximation through z0 or (b) use a special function which reflects
the known asymptotic behavior of µ near z0 to approximate µ in the neighborhood of this
point. In the latter scheme the special functions are combined with the spline approximation
subject to appropriate continuity conditions through the point z0 . This yields an augmented
spline of degree n. The choice between scheme (a) or (b) depends on the nature and location
of the singularity of µ and on the degree of the splines used to approximate µ over the rest
of the boundary. Thus, for example, scheme (b) should always be used if 1 < α < 2 (case
(iii) above). However, if α = 1/2 ( case (i)(b) above) where there is a jump discontinuity
dµ
in , scheme (a) for splines of degree 0 or 1 and scheme (b) for splines of degree n ≥ 2
dt
should be used.
The details of the numerical method for augmented spline approximations are as follows
(Hough and Papamichael [1981]): Assume that µ is an L-periodic function of the real
parameter t. Let the corner point z0 , where scheme (b) is to be used, be designated as a
singular corner point, and assume that there are N ≥ 1 such points with arc lengths t = τm ,
m = 1, . . . , N , where 0 < τ1 < . . . < tn < L. Let each [τm , τm+1 ] for m = 1, . . . , N be
divided into (km + 3) intervals, m = 1, . . . , N , where km ≥ 0 and τN +1 = τ1 + L. The end
points of these intervals are denoted by tmj , where

τm = tm0 < tm1 < . . . < tm,km +3 = τm+1 , m = 1, . . . , N. (12.5.7)

We will also use the notation

t1,−1 = tN,kN +2 − L, tm,−1 = tm−1,km−1 +2 , m = 1, . . . , N. (12.5.8)

We will assume that every corner point on the boundary Γ is an end point in the partition
(12.5.7) which may not be uniform (i.e., may have unequal arc lengths). Then the source
density µ is approximated by

rm (t), tm,−1 < t < tm1 ,
µ̃(t) = (12.5.9)
sm (t), tm1 < t < tm,km +2 ,

where rm (t) is an appropriate singular function which depends on the nature of the boundary
singularity, and sm (t) is a spline of degree n with knots tmj , j = 1, . . . , km + 2. Thus, for
 12.5 SPLINE APPROXIMATIONS 411

example, if the singular corner point at τm = tm0 has an interior angle αm π, 0 < αm < 2,
then the series (12.5.5) for µ is truncated, and we use
 nP
m
 −1+j/αm
 j=1 amj (t − tm0 )
 , tm0 ≤ t < tm1 ,
rm (t) = n (12.5.10)

 Pm
−1+j/αm
 (−1)j+1 amj (tm0 − t) , tm,−1 < t ≤ tm0 ,
j=1

and
n
X kX
m +1
j n
sm (t) = bmj (t − tm1 ) + cmj (t − tmj ) χ (t − tmj ) , (12.5.11)
j=0 j=2

where 
0, if t ≤ tmj ,
χ (t − tmj ) = (12.5.12)
1, if t > tmj .
The total number of unknown parameters needed to compute µ̃ is determined from (12.5.9)-
N
X
(12.4.10) to be equal to M0 = (n + 1)N + (km + nm ). These parameters are determined
m=1
by the collocation method at a number of points on Γ and also by subjecting µ̃ to certain
continuity conditions.
The collocation equations are formulated as follows: For splines sm (t) of odd degree n we
collocate at the end points (12.5.7) of each interval. For splines of even degree n we collocate
at the midpoints of each of these intervals. We can always reduce the number collocation
equations in the case of any symmetry of the boundary. Thus, let zi , i = 1, . . . , M1 , denote
X N
the chosen collocation points. Then from (12.5.7) we find that M1 = 3N + km , and
m=1
Symm’s integral equation (12.1.6) yields the following collocation equations:
Z L
log zi − ζ(t) µ̃(t) dt = − log |zi |, i = 1, . . . , M1 , (12.5.13)
0

which in view of (12.5.9)-(12.4.11) reduce to

N hX
X nm n
X kX
m +1 i
Amij amj + Bmij bmj + Cmij cmj = − log |zi |,
m=1 j=1 j=0 j=2
i = 1, . . . , M1 , (12.5.14)

where Z tm0
j+1 −1+j/αm
Amij = (−) (tm0 − t) log zi − ζ(t) dt
tm,−1
Z tm1
+ (t − tm0 )−1+j/αm log zi − ζ(t) dt,
tm0
Z tm,km +2
(12.5.15)
j
Bmij = (t − tm1 ) log zi − ζ(t) dt
tm1
Z tm,km +2
Cmij = (t − tmj )n log zi − ζ(t) dt.
tm,j
412 12 SYMM’S INTEGRAL EQUATION

The continuity conditions to be imposed on µ̃ are based on the assumption that the first
lm derivatives of µ̃ must be continuous at the points tm,−1 and tm1 where the type of
approximation changes. This leads to
( (k)
(k)
sm−1 at t = tm,−1 , where m = 2, . . . , N ,
rm = (k)
sm at t = tm1 , where m = 1, . . . , N , (12.5.16)
(k) (k)
r1 (t1,−1 ) = sN (tN,kN +2 ) , k = 1, . . . , lm ,
which, in view of (12.5.10) and (12.5.11), yield the continuity equations
Xnm     
j j j
amj −1 + −2 + · · · −k +
j=1
αm αm αm
m −1−k+j/α
× (tm1 − tm0 ) = k! bmk ,
n
Xm      
j+k−1 j j j
amj (−1) −1 + −2 + · · · −k +
j=1
αm αm αm
−1−k+j/αm
× (tm0 − tm,−1 ) (12.5.17)
n
X
= bm−1,j j(j − 1) · · · (j − k + 1) (tm,−1 − tm−1,j )j−k
j=0
km−1 +1
X
+ cm−1,j n(n − 1) · · · (n − k + 1) (tm,−1 − tm−1,j )n−k ,
j=2
b0j = bN j , c0j = cN j , t0j = tN j − L,
where m = 1, . . . , N , and k = 0, 1, . . . , lm . The total number of these continuity equations
N
X
is M2 = 2 (1 + lm ). Combining the collocation equations (12.5.14) and the continuity
m=1
equations (12.5.17), we obtain a linear system of (M1 + M2 ) equations which is solved for
the unknown parameters amj , bmj , and cmj , which in turn determines
Z L
g̃(z) + i h̃(z) = log (z − ζ(t)) µ̃(t) dt, (12.5.18)
0

so that the approximate mapping function f (z) can be evaluated from (12.1.1) (with z0 = 0).
In fact, substituting (12.5.10)-(12.5.12) in (12.5.18) we get
N X
X nm Xn kX
m +1 
g̃(z) + i h̃(z) = amj Amj (z) + bmj Bmj (z) + cmj Cmj (z) , (12.5.19)
m=1 j=1 j=0 j=2

where Z tm 0
m+j −1+j/αm
Amj (z) = (−1) (tm0 − t) log (z − ζ(t)) dt
tm,−1
Z tm1
+ (t − tm0 )−1+j/αm log (z − ζ(t)) dt,
tm0
Z tm,km +2
(12.5.20)
j
Bmij (z) = (t − tm1 ) log (z − ζ(t)) dt,
tm1
Z tm,km +2
Cmij (z) = (t − tmj )n log (z − ζ(t)) dt.
tm,j
 12.5 SPLINE APPROXIMATIONS 413

Note that the coefficients in (12.1.14) are related to (12.1.19) by Amij = ℜ {Amj (z)},
Bmij = ℜ {Bmj (z)} and Cmij = ℜ {Cmj (z)}. The error E is defined by

E= max f˜ zj+1/2 −1 , (12.5.21)
j=1,... ,M1

where M1 is the number of collocation points used, and zj+1/2 ∈ Γ denotes the end point
or midpoint of the interval depending on whether the degree n of splines is even or odd.
Certain reduction in the number of splines occurs in some particular cases. For example,
if a corner has interior angle π/q, where q is an odd positive integer, then the corner is
treated as a singular corner with (i) nm = 2, when n = 0; (ii) nm = 2, when n = 2, 4 and
q ≥ 2; (iii) nm = 4, when n = 2, 4 and q < 2; and (iv) nm = 3, when n = 1, 3, 5. Symmetry
of any kind always reduces the size of the linear system.
Example 12.8. Consider the rectangles Γa = {(x, y) : |x| < 1, |y| < a} for a =
1, 0.5, 0.2, 0.1. The exact mapping function is known (see Map 7.7). Take M1 = 128. The
boundary is partitioned into sections of uniform length on each side with 32, 20, 10, and
6 intervals on the side x = ±1. Because of the symmetry about both coordinate axes, the
total number of equations in the linear system reduces to (17 + n) (n even) and (18 + n) (n
odd) when a = 1, and (32 + 2n) (n even) and (33 + 2n) (n odd) when a 6= 1. Hough and
Papamichael [1981] have computed the error E as follows:

n a=1 a = 0.5 a = 0.2 a = 0.1

−4 −4 −4
0 2 × 10 1 × 10 4 × 10 3 × 10−3
1 9 × 10−6 2 × 10−5 2 × 10−4 1 × 10−3
2 4 × 10−8 3 × 10−7 1 × 10−5 3 × 10−4
3 9 × 10−9 6 × 10−8 3 × 10−6 7 × 10−5
4 3 × 10−9 3 × 10−9 6 × 10−7 8 × 10−5
5 3 × 10−11 5 × 10−10 1 × 10−7 2 × 10−2

Symm 4 × 10−4 2 × 10−4 4 × 10−4 3 × 10−3

[1966]

Hayes et al. 1 × 10−6 2 × 10−5 5 × 10−4 5 × 10−3

[1972]

Global cubic 9 × 10−5 6 × 10−5 3 × 10−6 7 × 10−5

spline

Their conclusions on the effectiveness of this method are as follows:

(i) For splines and augmented splines of degree n ≤ 3 there is no ill-conditioning effect, as is
found in other polynomial basis methods, in solving the linear system for parameters used
in the approximation.
(ii) If n ≥ 4, there is a possible loss of significance in computations, which indicates that
for higher-degree splines the use of B-splines instead of (12.5.11) may be necessary if the
knot spacing is not uniform.
(iii) Augmented cubic splines with three singular terms for each singular corner provide the
best results in most problems.
(iv) Every corner of a polygonal boundary must be treated like a singular corner. This makes
414 12 SYMM’S INTEGRAL EQUATION

the method easy to implement because it introduces appropriate terms from (12.5.10) at
every corner.
(v) This method can be generalized to regions with curved boundaries. In such cases, the
integrals in (12.5.20) must be evaluated by numerical quadrature, like Gauss quadrature,
which gives good approximations for nonsingular integrals, but any logarithmic and frac-
tional power singularities need special treatment.
(vi) Besides the corner singularities, any poles of f (z) that lie very close to the boundary
may also introduce inaccuracies in numerical computations (see §12.3). In such cases a
suitable choice of knot spacing which may not be equi-spaced is recommended.
(vii) The corner singularity in narrow rectangles (a ≪ 1) does not produce any computa-
tional difficulty. The difficulty arises from the location of the poles of the mapping function
f (z). 

Example 12.9. Consider the limaçon r = a − cos θ, where r = 0 corresponds to z = 1/2

for a = 1, and to z = 0 for a > 1 (Figure 12.5).

Y
a = 1.1
2

a = 1.2

a =1
X
−3 −2 −1 0 1

-1

a = 1.5
−2
a=2
Figure 12.5 Limaçons for a = 1, 1.1, 1.2, 1.5, and 2.

The ray θ = 0 is the direction of the polar axis which is the axis of symmetry. The
partitions Γj , j = 1, . . . , N , are taken for θ = 0 (π/N ) 2π, N = 2n. Then the errors in the
OPN method are presented in Table 12.3.
 12.5 SPLINE APPROXIMATIONS 415

Table 12.3 Errors in the OPN method for the limaçon.

For n = 16 For n = 32

a EM EA EM EA
1.0 0.0723 0.0029 0.0408 0.0014
1.1 0.0800 0.0002 0.0215 0.0003
1.2 0.0261 0.0004 0.0048 0.0004
1.3 0.0116 0.0006 0.0019 0.0004
1.4 0.0064 0.0006 0.0011 0.0004

Note that EA ≪ EM and the maximum error in each case occurs at the interval point on
the polar axis when r = a − 1 and the boundary is concave. For a = 1, there is a singularity
at the point, but the concavity of the boundary decreases with an increase in a, and so does
the error. An increase in N results in a decrease in error (Symm [1966]). 

Example 12.10. Consider the ellipse x2 /a2 + y 2 = 1. Take the partitions Γj , j =

1, . . . , N for θ = 0 (π/N ) 2π, N = 4n. Then the errors in the OPN method are presented
in Table 12.4.
Table 12.4 Errors in the OPN method for the ellipse.
For n = 16 For n = 32

a EM EA EM EA

1.25 0.00002 0.0024 0.0001 0.0012

2.5 0.0010 0.0005 0.0002 0.0003
5 0.0079 0.0003 0.0012 0.0001
10 0.0525 0.0003 0.0083 0.0001
20 0.2135 0.0018 0.0530 0.0001

Note that EA > EM for small a, but as a increases, the error on the whole increases, and
EM becomes prominent. The maximum error occurs at the end points of the minor axis
where the nodes are widely spread. The error decreases as N increases (Symm [1966]). 

Example 12.11. Consider Cassini’s oval

  
(x + α)2 + y 2 (x − α)2 − y 2 = 1

of Figure 12.1. Take α = 5/6 (the near circle case), and determine the errors in the OPN
method for N = 16 and N = 32 for both interior and exterior regions. 
Example 12.12. Consider the rectangle −1 ≤ x ≤ 1, −a ≤ y ≤ a (see Map 7.7 and
Case 8.2 in §8.3, and compare it with Example H.1). To determine the error in mapping 
a
a 2
problems for the interior and exterior regions, use C = E ′ − k2 K ′ = E − k′ K ,
2√ 2
where E and E ′ are complete elliptic integrals and k ′ = 1 − k 2 , k being the modulus of
Z π/2 q Z K
elliptic functions, such that E(k, φ) = 1 − k 2 sin2 φ dφ = dn u du. 
0 0
416 12 SYMM’S INTEGRAL EQUATION

Example 12.13. Consider the ellipse Γ : z(t) = eit 1 + λ2 e−2it , where |λ| is taken
sufficiently small for the region D to be nearly circular. The approximate mapping function
obtained by the method of infinite systems is given by (5.2.7). Take λ = 0.1, obtain the
approximate solution by the ONP method, and compare it with the solution (5.2.7). 

References used: Gaier [1976], Gram [1962], Gautschi [1977; 1978; 1979], Gutknecht [1986],
Hayes, Kahaner and Kellner [1972], Jawson [1963], Hough and Papamichael [1981], Kober [1957], Kythe
[1998], Muskhelishvili [1953], Phillips [1966], Pólya and Szegö [1951], Rabinowitz [1966], Reichel [1985],
Symm [1963; 1966; 1967].
13
Airfoils and Singularities

The Joukowski airfoils and the generalized Joukowski mappings are discussed in Chapter 6.
We will study the potential flow analysis of airfoils using James’s method (James [1971]),
which was very successful for all types of contours that do not have corner singularity. We
will develop Joukowski mapping functions, compare numerical solutions of single-element
airfoils by both Theodorsen’s and James’s iterative methods, and look into the mechanism
of divergence of Theodorsen’s method in those cases where the image boundary is not
almost circular, and finally analyze multiple-element airfoils by using von Karman-Trefftz
transformations and FFT with Garrick’s method of conjugate functions.

13.1 Nearly Circular Approximations

In practical applications, airfoils are not exactly defined by the Joukowski function (6.1.1).
They are often approximated by nearly circular regions. This idea can be explained as
follows: Let D denote the region bounded by two circular arcs γ1 and γ2 with end points
a and b. Let θ (0 < θ < 2π) denote the angle between the arcs γ1 and γ2 . The region D
has a central arc γc connecting points a and b and bisecting the angle θ (see Figure 13.1(a)
if D is the interior region and Figure 13.1(b) if D is the exterior region). The region D is
mapped onto the unit disk U by a chain of mappings f −1 ◦ g ◦ f (Figure 13.2), where

z−a
f (z) = eiα , (13.1.1)
z−b

α is a real number chosen such that the central arc γc is mapped onto the positive real axis
in D1 , and

g(z) = z π/θ . (13.1.2)

Note that the function f −1 maps the right half-plane D2 onto a region similar to D except
that the angle between the arcs now becomes π. Thus, f −1 maps D2 onto U which is
bounded by the unit circle through a and b and orthogonal to the central arc. Similarly,
the chain of mappings f −1 ◦ (−g) ◦ f will map the region D onto the region U ∗ exterior to
the unit circle. These mappings have points a and b as fixed points. In the case of Figure
13.1(b), where D is the exterior region, a circle slightly larger than the boundary of U and
418 13 AIRFOILS AND SINGULARITIES

touching U at point b is the map of the curve that looks like an airfoil (the curve on the
left in Figure 13.3).

Although airfoils are shaped slightly differently rather than regions like D considered
above, they can be approximated by such regions. The idea is to map an airfoil approxi-
mately onto a nearly circular region such as D, which can then be mapped onto the unit
disk.

γ1 γ1
D D
γc
θ γ2 γ2
a b a b
θ

γc

Figure 13.1 Region D .

D
γc D1
f
θ
0 θ
a b

g
U*

U
f −1 D2
0 1
0

a
. .b

Figure 13.2 Region D onto the unit circle.

b
a . a .b

Figure 13.3 Exterior to the region D onto exterior of the unit circle.
 13.2 JAMES’S METHOD 419

13.2 James’s Method

As we have seen in §11.6, Theodorsen’s method starts with the conformal map of the
exterior of the unit circle |z| > 1 onto the exterior of a physical boundary in the ζ-plane.
The iterations in this method are convergent only if the image boundary is a near-circle (i.e.,
a nearly-circular contour). An analysis of two-element airfoils using Theodorsen’s method
is given in §13.2.1 below. However, the limitations of Theodorsen’s method do not apply in
James’s method (James [1971]) which will be presented below in §13.2.1. Note that every
multi-element potential flow analysis makes use of the single-element mapping methods at
some stage during the computations.
The single-element mapping deals with the problem of conformally mapping the exterior
of the unit circle onto the region outside (or inside) a Jordan contour Γ. Contours Γ with
corners or boundary curves that do not close can be considered by using preliminary trans-
formations or by including singular functions in the series for the mapping function with
augmented bases, as in the RM, BKM or ONP method. A further assumption often made
during the approximation process is that the image curve maintains its proper scale and
orientation whereas the distant regions are left undisturbed. Mappings are generally made,
however, without any prior knowledge as to the scale factor or rotation of the boundary.

13.2.1 Single-Element Airfoils. Let the mapping be represented by a function of the

form
c1 a2
z = ζ + a0 + + 2 + ··· , (13.2.1)
ζ ζ
where z = eiθ and ζ = ρ eiφ denote the complex coordinates on the unit circle and the
physical plane, respectively, and aj , j = 0, 1, . . . , are complex constants. Both Theodorsen
[1931] and James [1971] use series closely related to (13.2.1). Their methods can be called
the method of successive conjugates (Garrick [1949]).

(a) Theodorsen’s Method. This method uses the truncated series of the form
 
z b1 b2 bN −1
log = b0 + + 2 + · · · + N −1 , (13.2.2)
ζ ζ ζ ζ

which is applied at equi-spaced points j on the unit circle (clockwise along the perimeter).
This yields
  N
X −1
z
log = bk ei2πjk/N . (13.2.3)
ζ j
k=0

The terms on the left side of (13.2.3) are related to the geometric variables by the relation
 
z
log = log ρj + i (φj − θj ) , (13.2.4)
ζ j

where ρj is the radial coordinate of the point j in the ζ-plane and φj and θj are the argu-
ments (positive clockwise) of the points in the ζ- and z-plane, respectively. The real and
imaginary parts of log (z/ζ) are conjugate harmonic functions, so that if one is known the
other can be computed efficiently by Fourier transforms. Thus, the iterations are carried
out step-by-step as follows:
Step 1. Compute the values of θj at the defining points in the z-plane.
420 13 AIRFOILS AND SINGULARITIES

Step 2. Approximate the values of φj at the points in the ζ-plane corresponding to the
equi-spaced points in the z-plane (φj = θj is often assumed).
Step 3. Use the curve-fit coefficients to determine the values of log ρj corresponding to
the estimated values of φj .
Step 4. Compute the conjugate harmonic function corresponding to the latest values of
log ρj , and use them to update the estimated values of φj .
Step 5. Repeat steps 3 and 4 until the values of φj converge.
Step 6. Determine the coefficients of the mapping function from the converged data.

(b) James’s Method. This method uses the truncated series of the form

 
dz c1 c2 cN −1
log = c0 + + 2 + · · · + N −1 , (13.2.5)
dζ ζ ζ ζ

which is applied at equi-spaced points on the circle. This yields

  N
X −1
dz
log = ck ei2πjk/N . (13.2.6)
dζ j k=0

The term on the left side is related to the geometric variables by the relation

  n dz o
dz dz
log = log + i arg , (13.2.7)
dζ j dζ j dζ j
Z θj
dz
sj = dθ, (13.2.8)
0 dζ
n dz o 3π
arg = τj + θj − , (13.2.9)
dζ j 2

where sj is the arc length on the contour Γ in the ζ-plane and τj is the angle on that contour
(for the convention, see Figure 13.4). Then the iterations are performed as follows:
Step 1. Compute the values of s and τ at the defining points in the z-plane, and determine
the curve-fit coefficients of τ versus s.
dz dz
Step 2. Approximate the values of at equi-spaced points on the circle ( = 1.0
dζ j dζ j
is usually assumed).
Step 3. Integrate (13.2.8), and obtain approximate values of sj .
Step 4. Use the curve-fit coefficients to determine the values of τj corresponding to the
n dz o
approximate values of sj , and compute arg from (13.2.9).
dζ j
dz
Step 5. Compute the conjugate function to determine the values of log corresponding
dζ j
n dz o dz
to the latest values of arg , and take the exponential to update the values of .
dζ j dζ j
dz
Step 6. Repeat steps 3 through 5 until the values of converge.
dζ j
 13.2 JAMES’S METHOD 421

Step 7. Compute the coefficients of the mapping function from the converged data.

τ=0

τ = π/2 τ = − π/2

θ φ
ρ
s τ = 3π/2
τ=π

Figure 13.4 James’s method.

Halsey [1982] found, by comparing the numerical data and convergence properties of
both of these methods, that James’s method is more suitable than Theodorsen’s method
for a larger class of single- and multi-element boundaries. For example, an application of
Theodorsen’s method to a slightly complicated boundary, such as a cambered ellipse, where
polar coordinates are used (log ρ and φ), leads to functions with multiple values. This
makes numerical interpolation inaccurate, if not impossible. On the contrary, in James’s
method the use of intrinsic coordinates (τ and s) always yields a family of interpolated
functions so long as the boundary has no corner singularity. Thus, James’s method is more
suited for mapping complicated boundaries. The three-element looped boundary shown in
Figure 13.5 failed to be mapped by Theodorsen’s method, but James’s method presented no
computational difficulty. Even when the use of polar coordinates is not appropriate, James’s
method still works smoothly in many cases where Theodorsen’s method fails. These include
elliptic boundaries of different ratios b/a of the minor and major axes. For example, for
b/a = 0.9 both methods require 10 iterations to reduce the residuals to less than 10−5 ;
for b/a = 0.4 Theodorsen’s method requires 25 iterations, but James’s 15, to reduce the
residuals to 10−5 ; and for b/a = 0.3 Theodorsen’s method fails to converge, whereas James’s
method succeeds even down to b/a = 0.005 with only a maximum of 25 iterations.

Figure 13.5 Three-element loop.

Halsey [1982] has found that both methods fail to satisfy Warschawski’s sufficient con-
ditions (9.2.5)-(9.2.6) for convergence established in §11.2.
A detailed examination of all computed data has revealed the mechanism for the failure
of iterations to converge in Theodorsen’s method. In general, equi-spaced points on the
dz
circle transform into more closely spaced points on the boundary Γ for values of <1
dζ
dz
and into more sparsely spaced points on the boundary for values of > 1. Thus, the
dζ
dz
thinner a boundary gets, the smaller some the values of become and the more closely
dζ
422 13 AIRFOILS AND SINGULARITIES

spaced some of the points become. As such, computation of the conjugate harmonic function
in Theodorsen’s method is an approximation to the difference in arguments between the
corresponding points in the z- and ζ-planes, which leads to computation of arguments in
the ζ-plane. For boundaries where the points are very closely spaced, small errors in the
computed arguments cause a breakdown in the ordering of the points where the argument at
a point number j becomes smaller than that at the point number j − 1. Hence, subsequent
computations contain large errors, and the iterations fail to converge. Moreover, this kind
of failure of Theodorsen’s method is more likely if a larger number of points is used. For
example, if the number of points is increased to 257, the iterations fail to converge in the
case of an ellipse with b/a = 0.4, whereas with only 17 iterations the iterations do converge
even with b/a = 0.2. This mechanism of failure of convergence is absent in James’s method.

13.2.2. von Karman-Trefftz Transformations. These transformations are useful in

analyzing potential flow over multi-element airfoils. First, we will consider a single-element
airfoil and modify Theodorsen’s method by using a von Karman transformation and FFT.
There are four basic procedural steps in the problem of conformally mapping any airfoil
onto a circle: (i) remove the effects of slope discontinuities in the airfoil contour, and expand
the regions of rapid flow changes (e.g., the nose region) by conformally mapping the airfoil
point-by-point onto a nearly circular contour; (ii) translate the coordinate system so as to
place the centroid of the nearly circular region on or near the origin; (iii) use interpolation
and obtain a continuous representation of the nearly circular contour and thus of the airfoil;
and (iv) map the nearly circular contour onto a circle.
The analytical and computational tools to perform these four steps are as follows. For
step (i) a von Karman-Trefftz transformation is used. Let z denote a complex coordinate in
the airfoil plane (z-plane), and ζ a complex coordinate in the nearly circular contour plane
(ζ-plane). Then the von Karman-Trefftz transformation is given by
 1/κ
z−ζ z − zs − κ zl
= , (13.2.10)
z+ζ z + zs − κ zl

where zs and zl are complex constants, κ = 1 − τ /π, and τ is the trailing edge included
angle. This transformation is singular at

z = zs + κ zl ≡ zT 1 , and z = zs − κ zl ≡ zN 1 , (13.2.11)

where the firmer point is at the trailing edge and the latter at a point midway between the
nose of the airfoil and its center of curvature (Figure 13.6). Since zT 1 and zN 1 are known,
we can determine zs and zl from (13.2.11). If the angle τ is opened up to π (see Figure 13.2),
then the airfoil is mapped into a near-circle in the ζ-plane where the circle (dotted) is drawn
for comparison, 0 is the origin of the coordinates and C is the approximate centroid which is
the origin of the ζ ′ -plane. Since the transformation (13.2.10) contains a rational exponent,
the proper branch should be chosen by ‘tracking’ the transformation from a point where it is
known to the point of interest. A proper choice of the branch in (13.2.10) implies continuity
of the argument of the base (the expression within parentheses) along a path that does not
cross the boundary of the airfoil. Note that this argument approaches zero as z → ∞.
In step (ii) the origin of the coordinate system is translated to the centroid C of the nearly
circular region. First an approximate centroid C is determined by connecting adjacent
points of the line segment. This translation is given by

ζ ′ = ζ − C. (13.2.12)
 13.2 JAMES’S METHOD 423

It will be used to improve the convergence of a series expression used in step (iv).
In step (iii) a continuous representation of the airfoil image, which has so far been defined
pointwise, is obtained. To do this, a polar coordinate system is defined in the ζ-plane (Figure
13.6), where log ρ as a function of ψ is fitted with a periodic cubic spline (see §12.5 for more
on splines). This curve fitting technique leads to a smooth definition of the airfoil image in
the ζ-plane with a high degree of accuracy.
In step (iv) the Theodorsen-Garrick transformation is used to map the near-circle in the
ζ-plane onto a circle in the ζ ′ -plane, where instead of Theodorsen’s integral equation (9.1.6)
with a cotangent kernel, we will use the Fourier series analysis to eventually use FFT. That
is how Theodorsen’s method is modified.
Thus, the Theodorsen-Garrick transformation can be written as

nX
N o
ζj′ = ζ exp (Aj + i Bj ) ζ j . (13.2.13)
j=0

Note that the near-circle in the ζ-plane is represented by

ζ = ρ(ψ) eiψ . (13.2.14)

We will finally map the circle in the ζ ′ -plane onto the unit circle w = eiφ . Thus, substituting
these polar representations in (13.2.14), taking logarithms on both sides, and equating real
and imaginary parts, we obtain the following set of equations:

N
X
log ρ = A0 + (Aj cos jφ + Bj sin jφ) , (13.2.15)
j=1
N
X
ψ = φ + B0 + (Bj cos jφ − Aj sin jφ) . (13.2.16)
j=1

Since log ρ on the near-circle is known as a function of ψ from the periodic cubic spline
fit, the problem reduces to determining the coefficients Aj and Bj by FFT and an iterative
scheme, as follows: Choose 2N equi-spaced points on the unit circle in the w-plane, starting
at the image of the trailing edge. Thus,

(k − 1)π
φk = , k = 1, . . . , 2N. (13.2.17)
N

To place the trailing edge at φ = 0 in the w-plane, set

N
X
B0 + Bj = ψT , (13.2.18)
j=1

where ψT is the value of ψ at the trailing edge in the ζ ′ -plane. Take BN = 0 to make a
closed system. Then, ψk is given by

N
X −1
ψk − φk = ψT − (Bj + Aj sin jφk − Bj cos jφk ) , (13.2.19)
j=1
424 13 AIRFOILS AND SINGULARITIES

which can be evaluated by the Fourier technique as follows (assuming Aj and Bj are given
for j = 1, . . . , N − 1):

1 
N
X −1
y1 = ψT − Bj ,
2 j=1
1 (13.2.20)
yj+1 = (Bj + i Aj ) , j = 1, . . . , N − 1,
2
y2N −j+1 = ȳj , j = 1, . . . , N,

where the bar denotes the complex conjugate. Then

2N
X n iπ(j − 1)(k − 1) o
ψk − φk = yj exp , (13.2.21)
j=1
N

which is known as a discrete Fourier transform (Cooley and Tukey [1965]; Cooley, Lewis
and Welch [1970]) and is evaluated by FFT technique in O (N log2
N ) operations for k =
1, . . . , N . Note that a direct evaluation of Eq (13.2.21) takes O N 2 operations.
We can apply a similar FFT technique to solve Eq (13.2.15) and obtain Aj and Bj by
using a trigonometric series fit through the points (log ρk ) for k = 1, . . . , 2N as follows:
Define
1 X
2N n iπ(j − 1)(k − 1) o
yj = (log ρ)k exp − , (13.2.22)
2N N
k=1

where (log ρ)k is the value of log ρ at the kth point given by Eq (13.2.17). Then

Aj = 2 ℜ yk+1 , j = 0, 1, . . . , N,
 (13.2.23)
Bj = −2 ℜ yj+1 , j = 1, . . . , N − 1.

This evaluation takes O (N log2 N ) operations.

Now, we can summarize the iterative method by the following five-step algorithm:
1. Set Aj = Bj = 0 for j = 1, . . . , N − 1.
2. Evaluate ψj from (13.2.21) by using (13.2.20).
3. Evaluate (log ρ)k for k = 1, . . . , 2N , using ψk and the cubic spline fit coefficients.
4. Solve for A0 , AN , and Aj , Bj for j = 1, . . . , N − 1, using (13.2.22)-(13.2.23).
5. Using the latest computed values of Aj and Bj , repeat steps 2 through 4 until the values
converge.
 13.2 JAMES’S METHOD 425

Main airfoil Trailing edge

Secondary airfoil
• τ1 • •
zN1 z T1 zN2
τ2
zT2
z − plane

Main airfoil

Trailing edge
ρ •
ψ
ψ
T Secondary airfoil
•
C

•
0

ζ− plane
Main airfoil

1 Trailing edge
φ
zN1•
• •
z T1 z N 2 Secondary airfoil
•

•
zT2
w − plane
Figure 13.6 Single-element airfoil mappings.

Warschawski’s sufficient conditions for convergence (§11.2) for the above algorithm imply
that r  
ρmax ∂ log ρ
− 1 < ε, < ε,
ρmin ∂ψ max
where ε = 0.2954976, and the maximum and minimum values are taken on the nearly
circular contour. Note that the composite accuracy of this method depends on the accuracy
at each step. Since (13.2.20) involves trigonometric functions, the computation of Aj , Bj
described in step 4 may not produce accurate results. However, an error analysis in step
4 must be carried out to determine the terms that should be taken to approximate the
trigonometric functions involved in this step. It is known (Abramovici [1973]) that about
100 terms are enough to approximate log ρ in terms of the trigonometric series in ψ. Another
source of errors lies in step 3 where a periodic cubic spline is used to interpolate log ρ as
a function of ψ. These errors, though small, are due to the definition of the airfoil only at
426 13 AIRFOILS AND SINGULARITIES

finitely many points j which are mapped onto the circle with an accuracy limited only by
the round-off error of the computer.

13.2.3 Two-Element Airfoils. We will use Garrick’s approach (Garrick [1936, 1949]),
together with the von Karman-Trefftz transformation and FFT, to map a two-element
airfoil onto the unit circle conformally. A two-element airfoil mapping is initially identical
to a single-element airfoil mapping except that there is a secondary airfoil which is carried
through the four steps (i)-(iv) mentioned in §13.2.2. Then the airfoil-like shape of the
secondary airfoil is mapped onto the near-circle whereas the mapping of the main airfoil
remains a circle (Figure 13.6). The von Karman-Trefftz transformation for a simultaneous
conformal mapping of the two airfoils (main and secondary) is g(ζ) = f (z), where

 1/κ2
ζ − ζT ζ − ζT∗ z − zT 2 z − zT∗ 2
g(ζ) = · ∗ , f (z) = · ∗ , (13.2.24)
ζ − ζN ζ − ζN z − zN 2 z − zN 2

and κ2 = 2 − τ2 /π, τ2 is the trailing edge angle for the secondary airfoil; zN 2 , zT 2 , ζN ,
∗ ∗
and ζT are complex constants, and zN 2 , zT 2 denote the symmetric points to zN 2 , zT 2 with
respect to the unit circle, i.e., zN 2 = 1/z̄N 2 , zT∗ 2 = 1/z̄T 2 , and ζN
∗ ∗
, and ζT∗ are symmetric
points to ζN , and ζT with respect to the circle |ζ| = R, i.e., ζN = R2 /ζ̄N , and ζT∗ = R2 /ζ̄T
∗

(see §8.2). Moreover,

∗
 ∗
1/κ2
ζT ζN zT 2 zN 2
= , (13.2.25)
ζN ζT∗ zN 2 zT∗ 2

where zT 2 and zN 2 are the points at the trailing edge and at a point midway between
the nose and the center of curvature of the secondary airfoil. From (13.2.24) we find that
dζ
→ 1 as ζ → ∞ only if
dz

1
ζT + ζT∗ − ζN − ζN
∗
= (zT 2 + zT∗ 2 − zN 2 − zN
∗
2) . (13.2.26)
κ2

dz
Also, → ∞ when
df

1 1 1 1
+ − ∗ − ∗ = 0, (13.2.27)
z − zN 2 z − zT 2 z − zN 2 z − zN 2

dζ
and → ∞ when
dg

1 1 1 1
+ − ∗ − ζ − ζ ∗ = 0. (13.2.28)
ζ − ζN ζ − ζT ζ − ζN N
 13.2 JAMES’S METHOD 427

Main airfoil (circle)

Trailing edge
ζ’
•
TE •
• ζ’N∗ Secondary airfoil (near circle)
ζ’ ∗
•
T

• ζ’
N • ζ’
NC

•
ζ ’−plane ζ’T

Main airfoil (unit circle)

•
ρ Trailing edge ^
R •
ψ φ ∞
• •

• •
∞ Trailing edge

Trailing edge Secondary airfoil (circle)

Secondary airfoil (near circle)

t−plane w−plane
Figure 13.7 Two-element airfoil mappings.

Let the (simple) roots of Eqs (13.2.27) and (13.2.28) be denoted by z01 , z02 and ζ01 ,
ζ02 , respectively. A further analysis shows that arg{f } = arg{g} at these roots which are
singular points, although the magnitudes of these roots, in general, are different. Thus, we
have

z0m − zT 2 z0m − zT∗ 2 1/κ2 ζ0m − ζT ζ0m − ζT∗

· ∗ = · ∗ , m = 1, 2, (13.2.29)
z0m − zN 2 z0m − zN 2 ζ0m − ζN 2 ζ0m − ζN

in order that dz/dζ or its inverse is regular at these singular points. In this analysis all
quantities except a real R and the complex variable ζN can be computed from (13.2.24)
and (13.2.25). The two unknowns R and ζN can be computed from (13.2.25) by using
ζ̄T = R2 /ζT∗ .
The above mapping transforms the secondary airfoil into a near-circle and at the same
time transforms the main airfoil into a circle of radius R̂ (w-plane, Figure 13.7). This
∗
mapping is nonsingular at all points except zN , zT , zN , zT∗ , ζN , ζT , ζN
∗
and ζT∗ . The
near-circle is mapped onto the unit circle by the Möbius transformation

ζ′ + b
t=a , (13.2.30)
ζ′ + c
428 13 AIRFOILS AND SINGULARITIES

where the trailing edge image ζT′ E of the main airfoil is mapped into w = 1 if

ζT′ E + b
a = 1. (13.2.31)
ζT′ E + c

The image of the near-circle of the secondary airfoil in the t-plane should be mapped onto
|w| = r, r < 1, such that its center lies at the origin so that a Fourier series used later will
′
converge rapidly. Also the point ζN in the ζ ′ -plane is mapped into t = 0 so that
′
ζN + b = 0. (13.2.32)

The Möbius transformation that maps the circle ζ ′ | = R onto the circle |t| = 1 with their
centers at the origin is given by
1
′ + c = 0.
ζN
(13.2.33)

Then the complex constants a, b and c are determined as follows:

1) Set ζN equal to the centroid of the near-circle in the ζ-plane.
2) Solve (13.2.31)-(13.2.33) for a, b, and c.
3) Use (13.2.30) to transform the near-circle from the ζ ′ -plane to the t-plane.
′
4) Approximate the centroid of the near-circle, denoted by ζN C , by connecting adjacent
points with straight lines and calculating the centroid of the resulting region.
′ ′
5) Compute a new value for ζN from (13.2.30), using ζN C , a, b, and c.
′
6) Use the latest value of ζN , and repeat steps 2 through 5 until convergence is achieved.
The region infinitely far from the airfoil is mapped into the point ∞ in the t-plane.
The near-circle in the t-plane is determined only point-by-point, and thus a periodic cubic
spline can be used to interpolate log ρ on the near-circle as a function of ψ (as in the single-
element airfoils). The mapping from the near-circle to the circle |w| = R̂ is carried out by
the function
 !j 
XN  j R̂
w= (−A2j + i B2j ) R̂t + (A2j + i B2j ) , (13.2.34)
j=1
t

where R̂ < 1 is the image of the nearly circular contour of the secondary airfoil in the
w-plane. Note that since w is purely imaginary for t = eiβ for any real β, the mapping
(13.2.34) maps the ζ ′ -plane onto itself in the t-plane.

13.2.4 Multi-Element Airfoils. The von Karman-Trefftz transformation for simultane-

ous conformal mapping of n airfoils in the z-plane is given by g(ζ) = f (z), where

Yn n 
Y 1/κj
ζ − ζT j z − zT j
g(ζ) = , f (z) = , (13.2.35)
j=1
ζ − ζN j j=1
z − zN j

where κj = 2 − τj /π, τj is the trailing edge included angle of the jth airfoil; zT j and zN j
denote the complex coordinates of the trailing edge and the point midway between the nose
and the center of curvature of the jth airfoil, and ζT j and ζN j are suitably chosen complex
coefficients. The condition lim |dz/dζ| = 1 is satisfied only if
ζ→∞

n 
X 
1
ζT j − ζN j − (zT j − zN j ) = 0. (13.2.36)
j=1
κj
 13.2 JAMES’S METHOD 429

The coordinate system in the ζ-plane is defined by ζT 1 + ζN 1 = 0. Note that dz/df becomes
unbounded when n  
X 1 1 1
− = 0, (13.2.37)
κ
j=1 j
z − zT j z − zN j

and dζ/dg becomes unbounded when

n 
X 
1 1
− = 0. (13.2.38)
j=1
ζ − ζT j ζ − ζN j

In general, there exist (2n − 2) finite roots of Eq (13.2.37), all different from zT j and zN j .
There are also (2n − 2) finite roots of Eq (13.2.38), all different from ζT j and ζN j . Let these
roots (which are also singularities) be denoted by z0j and ζ0j , j = 1, . . . , 2n − 2. Then
dz/dζ and its inverse will be finite at all these singular points only if

g (ζ0j ) = f (z0j ) , j = 1, . . . , 2n − 2. (13.2.39)

The 2n complex quantities ζT j and ζN j , j = 1, . . . , n, are uniquely determined from

(13.2.35)-(13.2.39) by using an n-dimensional complex Newton-Raphson iteration scheme.
For n = 1 this mapping reduces to that of the single-element airfoils defined by (13.2.10).

Map 13.1. The conformal mapping

lz 2 + 2mz + n
w= (13.2.40)
pz 2 + 2qz + r
2
degenerates to a bilinear transformation if (lr − np) = 4(mr−nq)(lq−mp). If this condition
is not satisfied, then the above mapping can be reduced to the following forms:
 2
w−β z−µ
=k when q 2 6= pr, lq 6= mp;
w−α z−λ
w−β 2
= k (z − µ) when q 2 6= pr, lq 6= mp, p 6= 0;
w−α
 2
z−µ (13.2.41)
w−β =k when q 2 = pr, lq 6= mp, p 6= 0;
z−λ
k
w−β = when q 2 = pr, lq = mp, p 6= 0;
(z − λ)2
2
w − β = k (z − µ) when p = 0, q = 0,


where α and β are two unequal roots of lz 2 + 2mz + n − w pz 2 + 2qz + r = 0, z = λ and
z = µ are the two real values that correspond to w = α and w = β, respectively, and λ 6= µ
since α 6= β. (Piaggio and Strain [1947].)

Map 13.2. Let the circle Γ pass through the point z = ia, a > 0, and let the point
z = −i ∈ Int (Γ). Then the transformation w = z + a2 /z maps the circle Γ onto a Joukowski
airfoil. (Pennisi et al. [1963:335].)
√
Map 13.3. The transformation w = z + a2 /z√maps the circle |z − i| = 2 onto one half
of the unit circle |w| < 1, and the circle |z + i| = 2 onto the other half of |w| < 1. (Pennisi
et al. [1963:335].)
430 13 AIRFOILS AND SINGULARITIES

 2
zn + 1
Map 13.4. The mapping w = , where n > 0 an integer, maps the sector
zn − 1
|z| < 1, z = |z| eiθ , 0 < θ < π/n, onto the upper half-plane ℑ{w} > 0. [Hint: Use the chain
 2
n ζ +1
of mappings ζ = z and w = , in that order, to transform the sector onto the
ζ −1
semi-circle |ζ| ≤ 1 and ℑ{ζ} ≥ 0 onto ℑ{w} ≥ 0.] (Pennisi et al. [1963:336-337].)
Example 13.1. Using the formula for density distribution µ(s) of a charge on an ideally
e dz −1
conducting circular cylinder, given by µ(s) = , where e denotes the charge per
2π dζ |ζ=1
unit length of the cylinder, show that the charge density in a strip of width 2a in the (x, y)-
e 1
plane along the segment −a < x < a is given by µ(x) = √ . [Hint: Use the
2π a − x2
2
mapping (11.1.9).] (Sveshnikov and Tikhonov [1978:216].) 
Example 13.2. (a) Teardrop wing profile of NACA0010 is shown in Figure 13.8(a); and
(b) a composite elliptic wing profile composed of upper and lower curves from two ellipses
with the same major axis but a different minor axis is shown in Figure 13.8(b)). 

y
• • • • •
y • •
• •
••
• •• •
• • • • • • • • • •• ••
•• • • •• •• •• x
•••
••• •
•• • • • ••
• x •• •
• • • •• •
• • • • • • • • • • •
• • • • •

Figure 13.8(a), (b) Airfoils.

13.3 Arbenz’s Integral Equation

We will derive the analogues of Gershgorin’s integral equation and then obtain Arbenz’s
integral equation (Arbenz [1958]) which uses Radon’s method to determine conformal maps
for boundaries with corners and has a unique solution. The cases of interior and exterior
mapping functions f (z) and fE (z) are related to each other through inversion by the re-
lations (10.3.12). We are interested in the behavior of these univalent maps and those of
doubly connected regions at singularities on and near the boundary, which are corner-type
or pole-type. The nature and location of such singularities are determined.

Let us assume that the boundary Γ of a simply connected region D consists of two Jordan
curves Γ1 and Γ2 (Γ1 ∪ Γ2 = Γ), and suppose that Γ1 and Γ2 meet at a point z0 = γ(s0 )
and form a corner with interior angle απ, 0 < α < 2. Suppose that z0 is a regular point
of both curves. Let f (z) ∈ K0 (D) denote the function that maps D univalently onto
the unit disk such that f (0) = 0. Let the parametric equation of the boundary Γ be
z = γ(s), 0 ≤ s ≤ L, which is positively oriented with respect to the region D. Then
f (γ(s)) = eiφ(s) and fE (γ(s)) = eiφE (s) , where the boundary correspondence functions
φ(s) = arg {f (γ(s))} and φE (s) = arg {fE (γ(s))} are continuous principal arguments
which play a significant role in integral equation methods. Let the function θ(s) = arg {γ(s)}
be defined for 0 ≤ s ≤ L, such that it has at most finitely many jump discontinuities of
magnitude less than π in the interval [0, L]. This yields finitely many subintervals of [0, L],
in each of which θ(s) is continuous and has bounded variations. Thus, at a corner point
on Γ we have |θ(s+ ) − θ(s− )| < π, and the boundary Γ is called a contour with bounded
variation. The following result is due to Radon [1919].
 13.3 ARBENZ’S INTEGRAL EQUATION 431

Theorem 13.1. If Γ is a contour with bounded variation, then θs (t) = arg {γ(s) − γ(t)},
defined in (10.1.1), is of bounded variation for every fixed s ∈ [0, L] and is uniformly bounded
for all s ∈ [0, L].
RL
The Stieltjes integral equations that arise in Radon’s method have the form 0 φ(t) dt θs (t)
= g(s), where φ(t) is continuous in [0, L], and the subscript t denotes the variable of the
Stieltjes integration. In fact,
Z τ +ε  
lim φ(t) dt θs (t) = φ(t) θs (τ + ) − θs (τ − )
ε→0 τ −ε
 (13.3.1)
0, if τ 6= s,
=
απ φ(s), if τ = s,

where απ = α(s)π, s ∈ [0, L], denotes the interior angle at the corner point γ(s) on the
boundary Γ.
To derive the Stieltjes integral equation associated with Gershgorin’s integral equation
(10.2.6), let z = γ(s) be a corner point on Γ. Then, in view of (2.4.10), the left side of Eq
(10.2.2) becomes α log f (z), and then instead of Eq (10.2.6) we obtain
Z L
1
α φ(s) = φ(t) dt θs (t) − 2 β(s), (13.3.2)
π 0

where the integral takes the Cauchy p.v. at t = s. Since, by (13.3.1),

Z L Z s−ε Z s+ε Z L !
1
φ(t) dt θs (t) = lim + + φ(t) dt θs (t)
0 π ε→0 0 s−ε s+ε
Z L
= φ(t) dt θs (t) + απ φ(s),
0

from (13.3.2) we find that

Z L
1
φ(t) dt θs (t) = 2 β(s), s 6= 0. (13.3.3)
π 0

Z L
Since dt θs (t) = 0, the solution of Eq (13.3.3) is determined up to an additive constant,
0
and hence, it is not unique. This situation is avoided in Arbenz’s integral equation which
can be derived from (13.3.3) as follows: For s 6= 0 set

 θs (t), t < s,
 
0, t < s,
−
θ̂s (t) = θs (s ), t = s, = θs (t) + (13.3.4)

 π, t > s.
θt (s), t > s,

Also, θs (t) = θ̂s (t) − θ0 (t), where


θ0 (0+ ) for t = 0,
θ0 (t) = (13.3.5)
θ0 (L) = θ0 (L− ) for t = L.
432 13 AIRFOILS AND SINGULARITIES

The angle θs (t) is shown in Figure 13.9. Then for s 6= 0 we find from (13.3.3) that
Z L Z L Z L
1 1 1
φ(t) dt θs (t) = φ(t) dt θs (t) + φ(s) − φ(t) dt θ0 (t)
π 0 π 0 π 0
Z L (13.3.6)
1
= 2 β(s) + φ(s) − φ(t) dt θ0 (t).
π 0

To determine the integral in (13.3.6), let s → 0+ in (13.3.3), and use Hally’s theorem which
states that lim θs (0) = θ0 (0) + π. Then the limit value of this integral is given by
s→0+
Z L
1
φ(t) dt θ0 (t) = φ(0+ ) + 2 β(0+ ),
π 0

which yields
Z L
1  
φ(t) dt θs (t) = 2 β(s) + φ(s) − φ(0+ ) + 2 β(0+ ) .
π 0

If we require that the boundary correspondence function be φ(0+ ) = −2 β(0+ ), then φ(s)
is uniquely determined from the integral equation
Z
1 L
φ(t) dt θs (t) = φ(s) + 2 β(s), s 6= 0, (13.3.7)
π 0

which is known as Arbenz’s integral equation. Note that the integral in (13.3.7) is not
evaluated as a Cauchy p.v. as in (13.3.3).

ti
γ (s) si
γ (t) κi π
θ s (t) (t < s) α iπ
D

γ (t’) Γ
γ (0)
(t’ > s) θ s (t’) ti−1
Figure 13.9 Angle θs (t), Figure 13.10 Angle κ + iπ.

The discretization method should be used when the boundary Γ is represented geometri-
cally rather than analytically. In order to discretize Arbenz’s equation (13.3.7), we partition
the interval [0, L] into N subintervals [tk−1 , tk ] of equal or unequal length with sk as an
interior point, tk−1 < sk < tk , k = 1, 2, . . . , N . In practice, it is useful to take a corner
point coincident with a partition point and have more subintervals in its neighborhood.
Then for s = si Eq (13.3.7) becomes
Z
1 X tk
[φ(t) − θ(t)] dt θsi (t) = φ (si ) + 2 β (si ) . (13.3.8)
π tk−1 k6=i

The solution φ(s) is continuous and can be taken as

N
X
φi = φ (si ) = aik φk , (13.3.9)
k=1
 13.3 ARBENZ’S INTEGRAL EQUATION 433

where Z tk
1
aik = dt θsi (t). (13.3.10)
π tk−1

For i = k the integral in (13.3.10) takes the principal value of Stieltjes integration. In fact,
if si is a corner point, then the arcs at si subtend the interior angle αi π. Let κi π denote
the angle between the chords (si , ti−1 ) and (si , ti ) (Figure 13.10). Then

1
aik = θs (tk−1 , tk ) , i 6= k,
π i  (13.3.11)
κi
aii = αi 1 − ,
αi

and
N
X Z L
1
ai k = dt θsi (t) = αi , (13.3.12)
π 0
k=1

where the integral takes the p.v. of Stieltjes integration.

Map 13.5. (Gaier [1964:57]). For the mapping of the square {−1 < x, y < 1} onto the
unit disk |w| < 1, we have discretized the boundary of the square with N = 40 subintervals,
where t = 0 and t = L at the point t0 , although in Figure 13.11 only quarter regions of
each boundary are presented because of the symmetry of the square with respect to the x
and y axes and the symmetry of φ(s), i.e., φ20+j = π + φj and φ10+j = π/2 + φj .

y
s 11 s10 s9 s8 s7 s6 v
s5
t10 t9 t6 t5
t4
θ 3( t 9 , t10 )
s4
t3
s3
t2
β( s 3 ) s2
t1
s1
tο
φ u
0 1
s40 x 0 1

s 39
Figure 13.11 Boundary discretization.

Then

40
1 X
[arg {γ (tk ) − γ (si )} − arg {γ (tk−1 ) − γ (si )}] φk = 2 β (si ) . (13.3.13)
π
k=1
434 13 AIRFOILS AND SINGULARITIES

Thus,
40
1 X
θi (tk−1 , tk ) φk = 2 β (si ) . (13.3.14)
π
k=1

The coefficient for φk is 0.5 for k = i when i = 5, 15, 25, 35, and is equal to 1 otherwise. The
following results, obtained after computing Eqs (13.3.3) and (13.3.6), are compared with
the exact solutions in the following table:

i Eq (13.3.3) Eq (13.3.6) Exact

1 0.256503 0.256738 0.256319
2 0.480278 0.481440 0.479890
3 0.648856 0.654261 0.648240
4 0.751901 0.789932 0.751028
5 0.785394 0.785406 0.785398
6 0.818887 0.780878 0.819768
7 0.921933 0.916549 0.922556
8 1.090511 1.089369 1.090906
9 1.314286 1.314071 1.314477

The exact boundary correspondence function is given by

 
1
cos φ = dn (K y), K =K √ , (13.3.15)
2

where dn is one of the twelve Jacobian elliptic functions which is a meromorphic function
with pole at i K ′ (m), K(m) = K ′ (1 − m), and dn2 u = 1 − sn2 u (see Case 7.2). The inverse
mapping is given by  
1/2
X∞
n
z=A w−4n+1 , (13.3.16)
n=0
4n − 1

where A is a constant.

13.4 Boundary Corner

Symm’s integral equations (10.1.6) and (10.1.12)-(10.1.13) for determining the density func-
tion µ(s) can be written as
Z L
µ(s) log |γ(t) − γ(s)| ds = k(t), t 6= s, (13.4.1)
0

where 
− log |γ(t)| for z = γ(s) ∈ D = Int (Γ),
k(t) = (13.4.2)
1 for z = γ(s) ∈ D∗ = Ext (Γ).
This equation has a unique solution provided that the capacity cap (Γ) 6= 1 (see §2.5, 2.6).
The density function µ(s) is related to the boundary correspondence function φ(s) by

−2 π µ(s) for z ∈ Int (Γ),
φ′ (s) = (13.4.3)
2 π γ̂ µ(s) for z ∈ Ext (Γ),
 13.4 BOUNDARY CORNER 435

where γ̂ is Robin’s constant ( γ̂ = − log {cap (Γ)}, see §2.5).

If z0 is a corner point on a portion of the boundary Γ with interior angle απ, where
α = p/q (p and q are relatively prime), then we should analyze the asymptotic behavior of
the mapping function in the neighborhood of the point z0 ∈ Γ. If D is a polygonal region,
we know from the Schwarz-Christoffel transformation that in the neighborhood of z0

∞
X
f (z) − f (z0 ) = ak (z − z0 )k/α , (13.4.4)
k=1

or, if f ∈ K0 (D) (i.e., f (0) = 0), then

∞
X h i
f (z) = ak (z − z0 )k/α − (−z0 )k/α , a1 6= 0, (13.4.5)
k=1

(see Copson [1975: 170]). Thus, if 1/α is not an integer, then f (z) has a branch point
singularity at z0 (see §8.5). This corresponds to Case 3 in Theorem 13.2 given below.
Lichtenstein [1911] was the first to show that if a corner point is located at the origin, then
df (z)
= z 1/α−1 h(z), where h(z) is a continuous function such that h(0) 6= 0, and α is
dz
irrational. Warschawski [1932; 1955] proved this result for all α. In the case when the two
arcs at z0 are straight line segments with α = 1, Lewy [1950] proved the stronger result that
f (z) has an asymptotic expansion in powers of z and log z. This result was generalized by
Lehman [1957] in the development of the mapping function at an analytic corner as z → z0 ,
as follows:
Theorem 13.2. Let z0 ∈ Γ denote a corner point. Then there are three cases of
asymptotic expansions for the mapping function f (z) as z → z0 :
Case 1. If α is rational, α = p/q where p and q are relatively prime, then as z → z0
X k+l/α m
f (z) = f (z0 ) + Bk,l,m (z − z0 ) (log (z − z0 )) , B0,1,0 6= 0, (13.4.6)
k,l,m

where k, l and m are integers, k ≥ 0, 1 ≤ l ≤ p and 0 ≤ m ≤ k/q. The terms in (13.4.6)

are ordered such that the term containing Bk′ ,l′ ,m′ always follows the term containing Bk,l,m
if k ′ + l′ /α ≥ k + l/α and m′ < m.
Case 2. If α is irrational, then as z → z0
X
f (z) = f (z0 ) + Bk,l (z − z0 )k+l/α , B0,1 6= 0, (13.4.7)
k,l

where k and l are integers, k ≥ 0 and l ≥ 1.

Case 3. In the case when the two boundary arcs at z0 are straight line segments, then the
asymptotic expansions (13.4.6) and (13.4.7) simplify to

∞
X l/α
f (z) = f (z0 ) + Bl (z − z0 ) , B1 6= 0. (13.4.8)
l=1

Cases 1 and 2 correspond to the situation when D is not a polygonal region, whereas
Case 3 applies when D is a polygonal region. In this case, to eliminate the effect of a branch
436 13 AIRFOILS AND SINGULARITIES

n
point singularity at z0 , if such a singularity exists, we augment the basis {φj (z)}j=1 by the
functions (Papamichael and Kokkinos [1981])

d n o k k/α−1
φ(z) = (z − z0 )k/α − (−z0 )k/α − d = (z − z0 ) − d, (13.4.9)
dz α

where
( k
(−z0 )k/α−1 for Ritz Method,
d= α
0 for Bergman Kernel Method.

Note that (z − z0 )1/α is the dominant term in each of the asymptotic expansions (13.4.6)-
(13.4.8). It appears that the mapping z 7→ z 1/α that transforms an angle απ at z0 ∈ Γ
into the angle π at the point w0 = f (z0 ) will solve the corner problem. But this does not
happen because if 1/α is not an integer, a branch singularity always occurs at the corner
z0 , and when α is an integer, the existence of the logarithm in (13.4.6) makes the corner z0
a logarithmic branch point singularity even if 1/α is an integer.
In the Ritz Method and the Bergman Kernel Method (§8.5 and §8.6) the minimum
polynomial is constructed by taking the basis set as that of monomials z j , j = 0, 1, 2, . . . .
Then the singular basis function φ(z) associated with the corner singularity at z0 ∈ Γ in
the above three cases of asymptotic expansions (13.4.6)-(13.4.8) has the form

 d n k+l/α m
o

 (z − z0 ) (log (z − z0 )) in Case 1,

 dz

d n k+l/α
o
φ(z) = (z − z0 ) in Case 2, (13.4.10)

 dz

 n o
 d (z − z )l/α

in Case 3,
0
dz

which is used to augment the basis set in the RM and the BKM when determining the
mapping function f (z) from (8.5.25). It may be noted that the function f (z), originally
defined on D, can be extended by analytic continuation through a portion of its boundary
into Ext (Γ). This procedure is used in §13.6 to investigate the nature and location of poles
and pole-type singularities of f (z) near the boundary Γ. The singularities of the Bergman
kernel K(z, a) in the region Ext (Γ) also affect the convergence of the polynomial series
(8.5.20). These singularities are either poles of K(z, a) that lie close to the boundary Γ or
branch point singularities of the boundary itself. Their effect should always be taken into
account when determining the mapping function for the exterior regions (see §13.7).

13.5 Singularity Behavior

In the neighborhood of a corner point z0 = γ (s0 ) let the function γ(s) have a Taylor series
representation
 P ∞ (s − s )n

 0

 γ (n) s−
0 , s < s0 ,
n=1 n!
γ(s) = γ (s0 ) + ∞ (s − s )n
(13.5.1)

 P 0

 γ (n) s+
0 , s > s 0 ,
n=1 n!
 n 
(n) ±

d γ(s)
where γ s0 = lim . The boundary correspondence function φ(s) associated
s→s±0
dsn
 13.5 SINGULARITY BEHAVIOR 437

with the mapping function f is given by

f ′ (γ(s)) f (γ(s))
φ′ (s) = i . (13.5.2)
|f (γ(s)) |2

Then, by (13.4.3), the density function µ(s) is related to f by

n o
ℑ f ′ (γ(s)) f (γ(s))
µ(s) = − , (13.5.3)
2π

where |f (γ(s)) | = 1. Note that for the mapping function fE this relation is, in view of
(13.4.3), given by
n o
ℑ fE′ (γ(s)) fE (γ(s))
µ(s) = − . (13.5.4)
2π γ̂

Hence, using (13.4.6)-(13.4.8), (13.5.1), and (13.5.3), a formal asymptotic expansion for
µ(s) as s → s0 is given by

( P∞
j=1 a−
j ψj (s − s0 ) , s < s0 ,
µ(s) = P∞ (13.5.5)
j=1 a+
j ψj (s − s0 ) , s > s0 ,

where the functions ψj depend on the value of α, 0 < α < 2. Then from (13.5.5) we
conclude the following:
(a) If 1 < α < 2, i.e., if the corner z0 is re-entrant, then µ(s) becomes unbounded at s = s0 .
1
(b) If < α < 1, where q ≥ 1 is an integer, then µ(s) becomes unbounded at s = s0 .
1+q
1
(c) If α = , where q ≥ 1 is an integer, then (13.5.5) does not involve rational powers
q
of (s − s0 ). Since a− +
1 6= a1 , the function µ
(q−1)
(s) has a jump discontinuity at s = s0 .
Moreover, for some j > 1, one of the functions ψj in (13.5.5), obtained from the expansion
(13.4.6), is a function of the form σ 2q−1 log σ, where σ stands for (s − s0 ) or (s0 − s).
Thus, in general, the left and right (2q − 1)th derivatives of µ(s) at s = s0 become
unbounded.
(d) In Case 3 of Theorem 13.2, without loss of generality, we take γ(s) in the form


(s0 − s) eiαπ , s ≤ s0 ,
γ(s) = γ (s0 ) + (13.5.6)
s − s0 , s ≥ s0 .

Then, ψj (σ) = σ −1+j/α for j = 1, 2, . . . , and a+j = (−1)

j+1 −
aj for j = 1, 2, . . . . In this
case conclusions (a) and (b) remain the same, but (c) changes, viz., if α = 1/q (q ≥ 1 an
integer), then
(d.1) if q is odd, then µ(s) has no singularity at s = s0 ; and
(d.2) if q is even, then µ(q−1) (s), in general, has a jump discontinuity at s = s0 .
438 13 AIRFOILS AND SINGULARITIES

13.6 Pole-Type Singularities

Sometimes the function f (or fE ) has poles or pole-type singularities adjacent to the bound-
ary Γ, which are located in the region D∗ (or D). We will examine the nature and location
of such singularities. This analysis, based on the work of Papamichael et al. [1986], will be
confined to the function f . Thus, we will determine the nature and location of poles and
pole-type singularities of f in D∗ , which are obtained by considering an analytic continua-
tion of f across the boundary Γ into D∗ . The procedure expands the domain of f as much
as possible provided the function f on the extended domain agrees with the original.
To determine the dominant poles of the mapping function w = f (z) in Ext (Γ), which
are actually the poles of the analytic continuation of f across Γ into Ext (Γ) that lie close to
Γ, we can use the Schwarz reflection principle in the case when the boundary Γ consists of
straight line segments and circular arcs. Then f has simple poles at the (finite) symmetric
points of the origin with respect to the straight line segments and the circular arcs (see
§2.6). But when the boundary Γ is more analytic than straight line segments and circular
arcs, then in many cases the dominant poles of f can be determined by using a generalized
symmetry principle as follows: Let the parametric equation of an analytic arc Γ̂ of Γ be
given by
z = γ(s), s1 < s < s2 . (13.6.1)
Let G∗ be a simply connected region in the complex ζ-plane, ζ = s + i t, that satisfies the
following two conditions:
C1. The function z = γ(s) is univalent in G∗ .
C2. The straight line L = {ζ : ζ = s + i t, s1 < s < s2 , t = 0} divides the region G∗
into two partitions G1 and G2 which are symmetric to each other with respect to L and
G∗ = G1 ∪ L ∪ G2 , and the image D1 of G1 under the transformation (13.6.1) is contained
in D (D1 ⊆ D).
Obviously, G1 and G2 , each subsets of G∗ , are defined by

G1 = {ζ : ζ ∈ G∗ and t > 0}, G1 = {ζ : ζ ∈ G∗ and t < 0},

or
G2 = {ζ : ζ ∈ G∗ and t < 0}, G2 = {ζ : ζ ∈ G∗ and t > 0}.

Under conditions (i) and (ii) above, the function (13.6.1) maps the region G∗ conformally
onto a region D∗ = D1 ∪ Γ̂ ∪ D2 such that the regions G1 , G2 and the straight line L are
mapped onto the regions D1 , D2 and the arc Γ̂, respectively. Then the function

h(ζ) = f (γ(ζ)) , (13.6.2)

where f (z) maps the region D onto the disk |w| < R, is univalent in the region G1 ∪ L, and
w = h(ζ) maps the straight line L onto an arc of the circle |w| = R. Thus, by the reflection
principle the function 
 h(ζ) ζ ∈ G1 ∪ L,
H(ζ) = 1 (13.6.3)
 , ζ ∈ G2 ,
h(ζ̄)
is meromorphic in G2 and defines an analytic continuation of h across L into G2 . If η
denotes the inverse of γ, then the function

 f (z), z ∈ D1 ∪ Γ̂,
F (z) = H (η(z)) = 1 (13.6.4)
 , z ∈ D2 ,
f (β(z))
 13.6 POLE-TYPE SINGULARITIES 439

where β(z) = γ η(z) is analytic in D1 and meromorphic in D2 , defines an analytic
continuation of f across Γ̂ into D2 , where the points z and β(z) are symmetric points
with respect to the arc Γ̂. Hence, we have the following result (Papamichael and Kokkinos
[1981]):
Theorem 13.3. The following cases hold:
(a) If 0 ∈ D1 , then γ(z) has exactly one zero

in G1 , i.e., the function F (z) has a simple
pole at a point z0 ∈ D2 , where z0 = γ ζ̄0 = a(0) is the inverse point of the origin with
respect to the arc Γ̂.
(b) If 0 ∈ ∂D1 \Γ̂, then γ(z) has at least one zero ζ0 ∈ ∂G1 \L, and the function γ(z) need
not be one-to-one
 in theneighborhood of the points ζ0 and ζ̄0 .  
(c) If 0 ∈ D1 ∪ ∂D1 \Γ̂ , then F has no poles in the region D2 ∪ ∂D2 \Γ̂ .

To determine the behavior of F (z) at the point z0 = γ(ζ0 ) ∈ ∂D2 \Γ̂ in part (b) of the
above theorem, let us assume that γ is analytic at ζ0 and ζ̄0 . Then

γ(ζ) = (ζ − ζ0 )m γ1 (ζ), (13.6.5)

and
n
γ(ζ) − γ(ζ̄0 ) = (ζ − ζ0 ) γ1 (ζ), (13.6.6)

where γ1 and γ2 are analytic and nonzero at the points ζ0 and ζ̄0 , respectively. Then the
mapping function is f (z) = z f1 (z), f1 (0) 6= 0. Hence, from (13.6.4), for z ∈ D2 the function
1
G(z) = can be written as
F (z)

G(z) = β(z) g1 (z), g1 (z0 ) 6= 0, (13.6.7)

where g1 is analytic at z0 . Since

m
β(z) = (η(z) − η(z0 )) a1 (z), a1 (z0 ) 6= 0, (13.6.8)

we find that
η(z) − η(z0 ) = (z − z0 )1/n η1 (z), η1 (z0 ) 6= 0, (13.6.9)

where a1 and η1 are analytic at z0 . Hence, from (13.6.8) and (13.6.9) we get

β(z) = (z − z0 )m/n (η1 (z))m a1 (z),

and thus, from (13.6.7)

G(z) = (z − z0 )m/n g2 (z), g2 (z0 ) 6= 0, (13.6.10)

where g2 is analytic at z0 . This leads to the following result.

Theorem 13.4. The following cases hold:
(a) If m = n = 1, then F has a simple pole at z0 .
(b) If m = 2, n = 1, then F has a double pole at z0 .
440 13 AIRFOILS AND SINGULARITIES

(c) If m = 1, n = 2, then F has a branch singularity of the form (z − z0 )−1/2 at the point
z0 .

t
q

G*
L s
s1 0 s
2

− q

Figure 13.12 Region G∗ .

2 2
(x − xc ) (y − yc )
Map 13.6. Let the arc Γ̂ be defined by the ellipse E : + = 1, a > b,
a2 b2
and let the parametric equation of Γ̂ be z = γ(s)p= zc +a e cos(s−i q), 0 ≤ s1 < s < s2 < 2π,
where zc = xc + i yc is the center C , e = 1 − b2 /a2 the eccentricity of the ellipse,
cosh q = 1/e, and s2 − s1 < 2π. Then the function z = γ(ζ), ζ = s + i t, is univalent
in the strip {ζ : ζ = s + i t, s1 < s < s2 , −∞ < t < q}, and the region G∗ is a symmetric
subregion of the rectangle ζ : ζ = s + i t, s1 < s < s2 , −q < t < q (see Figure 13.12).
Consider the case when G∗ is the entire rectangle. Then the region D∗ = D1 ∪ Γ̂∪D2 can be
determined by finding the images of the four sides of this rectangle under the transformation
z = γ(ζ), ζ = s + i t. Assuming that the regions G1 and G2 are defined by (13.6.1), the four
typical regions D∗ are presented in Figure 13.13(a)-(d) which correspond to the following
four cases, respectively:

π π
(a) s1 = 0, 0 < s2 ≤ ; (b) s1 = 0, < s2 ≤ π;
2 2
3π 3π
(c) s1 = 0, π < s2 ≤ ; (d) s1 = 0, < s2 < 2π.
2 2

In each Figure 13.13, the equations of the different arcs are

⌢
Γ̂ = arc P Q : {z = zc + a e cos(s − i q), 0 < s < s2 } ,
⌢
Γ̂′ = arc P Q : {z = γ(s − i q),
′ ′
0 < s < s2 } ,
⌢
Γ̂∗ = arc Q R : {z = γ(s2 + i t),
′
−q < t < q} .

Arc Γ̂′ is that of an ellipse E ′ , and Γ∗ that of a hyperbola orthogonal to both ellipses E and
E ′ (the right branch of the hyperbola if cos s2 > 0 and the left branch if cos s2 < 0). In the
case when s2 = π/2 or 3π/2, the hyperbola degenerates into a vertical straight line through
the center C (R coincides with C and Γ̂ becomes a part of the minor axis), whereas when
s = π, it degenerates into the major axis, R coincides with the focus F2 , and Γ̂ becomes
 13.6 POLE-TYPE SINGULARITIES 441

a part of the major axis. The region D1 is shaded in each figure, and D2 is the region
⌢
bounded by the arcs Γ̂, Γ̂′ and the subarc Q′ Q of Γ∗ . Note that in figures (c) and (d) the
region D1 includes a cut on the major axis from F2 to R (because in this case the mapping
z = γ(ζ) yields a common image zc − a e cos s of the points (π ± s) + i q, s > 0).

Q’ Q’ ^’
Γ
Γ* ^’ Γ*
Γ ^
Q Q Γ
^
Γ

F2 C R F1 P P’ F2 R C F1 P P’

(a) (b)
^ ^’
Γ’ Γ
^
Γ
^
Γ
R R
F2 C F1 P P’ F2 C F1 P P’
Q Q Γ*
Γ*
Q’ Q’
(c) (d)
Figure 13.13 Different arcs.

The region D∗ associated with any arc Γ̂ with 0 ≤ s1 < s < 2π can be obtained from
Figure 13.13 (a)-(d). For example, the region D∗ associated with an arc Γ̂ for 0 < s1 ≤ π/2
and π < s2 < 3π/2 is obtained by deleting the region of figure (a) from that of figure
(c). The region D∗ associated with an arc Γ̂, which includes the two vertices zc ± a of the
ellipse E can also be obtained from these four figures. For example, if −π/2 < s1 < 0 and
π < s2 < 3π/2, then the region D∗ is the union of the region of figure (c) with the region
obtained by reflecting the region of figure (a) on the major axis.
Now, using the results of Theorems
 13.3 and 13.4, we conclude that γ(ζ) has exactly one
−1 zc 
zero in G1 at the point ζ0 = cos − + i q, which means that the function f has a
ae
simple pole at the point
p

(a2 + b2 ) z̄c − 2 i a b a2 − b2 − z̄c2
z0 = γ ζ̄0 = zc − ∈ D2 , (13.6.11)
a2 − b 2
np o
where the square root is chosen such that 0 < arg a2 − b2 − z̄c2 < π.

If 0 ∈ ∂D1 \Γ̂, then the origin lies on the major axis between the foci F1 and F2 , i.e.,
−a e ≤ xc ≤ a e and yc = 0. Then, the following three situations arise:
(i) If the origin lies on a cut in the region D1 but does not coincide with either focus of E,
then there are two distinct values of cos−1 (−xc /a e) in the interval (s1 , s2 ), and associated
with these two values there are two distinct zeros of γ(ζ) on the side t = q of G1 . Hence, f
has two simple poles at the two points
p
−2 b2 xc ± 2 i a b a2 − b2 − x2c
z0 = ∈ Γ̂′ . (13.6.12)
a2 − b 2
442 13 AIRFOILS AND SINGULARITIES

(ii) If the origin does not lie on a cut of D1 and does not coincide with either focus of E,
then there is exactly one value of cos−1 (−xc /a e) in the interval (s1 , s2 ), and so γ(ζ) has a
zero on the side t = q of G1 . Thus, f has a simple pole at z0 given by (13.6.12), where a
proper sign is chosen so that z0 lies on Γ̂′ .
(iii) If the origin coincides with either focus of E, i.e., xc = ±a e, yc = 0, then γ(ζ) has a
double zero at ζ0 = i q and ζ0 = π + i q. Hence, f has a double pole at one of the vertices
of the ellipse E ′ , i.e., at one of the points

2 b2
z0 = ± √ , (13.6.13)
a2 − b 2
where the ± sign is chosen according as the origin is at F1 or F2 .
 
If the origin is not in D1 ∪ Γ\Γ̂ , then f has no poles in D2 ∪ Γ̂′ . If the origin lies in
∂D1 \Γ̂, then f has a simple pole at the point z0 given by (13.6.11), except when the origin
coincides with one of the vertices of E ′ , i.e., when

a2 + b 2
xc = ± √ , and yc = 0. (13.6.14)
a2 − b 2
−1/2
In this case f has a singularity of the form (z − z0 ) at one of the foci of E, i.e., at one
2 b2
of the points z0 = ± √ .
a2 − b 2

Map 13.7. (a) Let the boundary Γ of the region D be the union of an elliptic curve Γ1
and the straight line segment Γ2 , defined by

Γ1 = {z : z = 4 cos s − 2 e + i b sin s, −π/2 < s < π/2, 0 < b < 4},

Γ2 = {z : z = x + i y, x = −2 e, −b < y < b},
√
16 − b2
where e = (see Figure 13.14).
2

y y
Γ3
Γ1
Γ2 Γ4
C x C F
(− 2 e, 0) 0
x
F (− 4 e, 0) 0

(a) (b)
Figure 13.14 Elliptic curve.

There are two poles of f with respect to the curve Γ1 , and in view of (13.6.12) they are
at √
b2 ± 4 3 b i
z1,2 = √ .
16 − b2
√
There is one pole with respect to the line Γ2 at z3 = − 16 − b2 , which is the mirror image
of 0 in Γ2 .
 13.6 POLE-TYPE SINGULARITIES 443

(b) If we translate the region D by 2e in the negative x direction, then the origin 0 coincides
with the focus F1 , and the new region D′ is bounded by arcs

Γ3 = {z : z = 4 (cos s − e) + i b sin s, −π/2 < s < π/2},

Γ4 = {z : z = x + i y, x = −4 e, −b < y < b}.

Then, in view of (13.6.13), the function f has a double pole with respect to the curve Γ3 at
2 b2 √
z4 = √ , and with respect to the line Γ4 it has a simple pole at z5 = −2 16 − b2 ,
16 − b 2
which is the mirror image of O in Γ4 . Note that the boundary of the region D′ is very
close to the origin. In such a situation the mapping function f is connected to the mapping
function f1 of part (a) by

|α| f1 (z) − α  ae 
f (z) = , α = f1 .
α 1 − ᾱ f1 (z) 2

Map 13.8. Let the region D be bounded by the straight line segments

AB : {z : z = x + i y, −2 < x < 2, y = −1/3},

BC : {z : z = x + i y, x = 2, −1/3 < y < 1},
AE : {z : z = x + i y, x = −2, −1/3 < y < 1},

zo y
•
C

E D

x
0

A B
⌢
Figure 13.15 Cubic arc EDC.

and the cubic arc ⌢

EDC : {z : z = γ(s), −2 < s < 2},
 
2 1 1 3 ⌢
where γ(s) = s + i + s− s (see Figure 13.15). The arc CDE has a point of
3 4 48
inflection at x = 0. The function γ(ζ) has a zero inside the boundary of the region D at
the point
ζ0 = −0.160784962923 − 0.626680456065 i.
Then

z0 = γ ζ̄0 = −0.321569925846 + 1.25336091213 i.
444 13 AIRFOILS AND SINGULARITIES

Also, since c (ζ1 ) − c (ζ2 ) = (ζ1 − ζ2 ) R (ζ1 , ζ2 ), where

 
1 1

R (ζ1 , ζ2 ) = 1 + i − ζ12 + ζ1 ζ2 + ζ22 ,
4 48

and R (ζ1 , ζ2 ) 6= 0 for all ζ1 and ζ2 in the rectangle G = {ζ : ζ = s + it, −2 < s < 2, −1 <
t < 1}, the function γ(ζ) is one-to-one in G. Thus, there exists a simply connected region G∗
that contains the points ζ0 and ζ̄0 and is such that the conditions C1 and C2, mentioned in
the beginning of this section, are satisfied. Hence, in view of Theorem 13.3(a), the function
⌢
f has a simple pole with respect to the arc CDE at the point z0 .

z2 .

L
C
K M O
Q
.
z3

z1 .

P
Figure 13.16 Ellipse LMN and circular arc PQR.

⌢
Map 13.9. The region D bounded by the elliptic arc LM N which is defined by z =
5 cos s − 17/2 + 3 i sin s, −π/5 < s < π/5, the straight lines N P and LR, and the circular
⌢
arc P QR whose center is at the point K and radius is KQ, where Q = (7/2, 0) and K is
the point where the normals to the ellipse at L and N intersect the x-axis. The coordinates
of the center C of the ellipse are (xc , 0) = (−17/2, 0), and the focus F1 is at (−9/2, 0).
⌢
Thus, the origin 0 and the focus F1 are inverse points with respect to the elliptic arc LM N
(Figure 13.16). Then, in view of (13.6.14), the mapping function f has (i) a singularity of
the type (z + 9/2)−1/2 at F1 , and (ii) a simple pole at the mirror image z1 , z2 of the origin
with respect to the line segments N P and LR, and at the geometric inverse z3 of the origin
⌢
with respect to the circular arc P QR.

13.7 Exterior Regions

In §10.3.3 we considered the case of the function w = fE (z) which maps the region Ext (D)
univalently onto the region U ∗ = {|w| > 1} such that fE (∞) = 0 and lim fE′ (z) > 0. In
z→∞
this case, by using the inversion z 7→ z −1 , we reduced the problem to that of the mapping
of interior regions by the function f (z).
In this section we are concerned with the following mapping problem: Assume that the
origin lies inside a simply connected region D with the Jordan boundary Γ. Let a function
w = g(z) map the region Ext (Γ) conformally onto the disk B(0, R) = {|w| < R} in the
 13.7 EXTERIOR REGIONS 445

w-plane. Also, the transformation ζ = 1/z maps the boundary Γ onto a Jordan contour
Γ∗ so that z = ∞ goes into ζ = 0. Let w = f (ζ), f (0) = 0, f ′ (0) = 1, map the region
D∗ , bounded by the contour Γ∗ , conformally onto the disk B(0, R) (Figure 13.17). Thus,
w = g(z) = f (1/ζ) maps the region Ext (Γ) conformally onto the disk B(0, R) such that
g(∞) = 0. Hence, determining the mapping function g reduces to determining the interior
mapping function f in such problems of exterior regions, which correspond to maps in §9.4.
Also, the function w = 1/g(z) maps the region Ext (Γ) conformally onto the exterior of the
circle |w| = 1/R, and the quantity d = 1/R is the transfinite diameter of the region D ∪ Γ.

Ext (Γ )

D w = g(z) R
0
. Γ 0

z− plane
w − plane
z = 1/ ζ
w = f (ζ )

D*
.
Γ*
ζ= 0

ζ− plane
Figure 13.17 Ext (Γ) onto a disk.

Note that the function g is different from the function fE studied earlier. We will use
the RM and BKM to approximate the mapping function g. Since f ∈ K1 (D∗ ), the basis in
RM is taken as {φj (ζ)}, as in §8.5, so that φ1 (0) = 1 and φj (0) = 0 for j = 2, 3, . . . , which
leads to the complex linear system
n
X
φj , φi cj = − φ1 , φi , i = 2, . . . , n, (13.7.1)
j=1

which is solved for the unknowns cj , j = 2, . . . , n. Thus, the nth RM approximations for
the mapping function f (ζ) and the radius R are given by
Z ζ √
fn (ζ) = Φn (t) dt, R= π kΦn k, (13.7.2)
0

where
n
X
Φn (ζ) = φ1 (ζ) + φj (ζ), (13.7.3)
j=2

is the nth approximation of f ′ (ζ).

In the RM and BKM (§8.5), since the basis set {φj (ζ)} is a known complete set, first we
approximate the Bergman kernel K(ζ, 0) of D∗ by a finite Fourier sum. Then

K(ζ, 0)
f ′ (ζ) = , (13.7.4)
K(0, 0)
446 13 AIRFOILS AND SINGULARITIES

and R = (π K(0, 0))−1/2 , as in (8.5.23) and (8.5.24). The details of the process are the
same as in the five steps given above.

The basis set is taken as the set of monomials ζ j−1 , j = 1, 2, . . . . Depending on the
singularities of K(ζ, 0), the boundary singularities, and the poles of f (ζ), however, this
basis is augmented by the functions φ(z) defined in (13.4.10).

Map 13.10. Consider mapping the rectangle

Ωab = {(x, y) : |x| < a/2, |y| < b/2}, a ≥ b,

onto the unit disk U . In view of Map 7.7, the mapping function f (z), known in terms of
the elliptic functions, is given by

ζ −α
f (z) = β , ζ = sn (z, k), |β| = 1, ℑ{α} > 0.
ζ − ᾱ

Alternately, using the Green’s function method, it is also known that the mapping function
f (z) is related to Green’s function G(z, z0 ) of the rectangle Ωab with a pole at z0 by

f (z) = exp{−2 π G(z, z0 ) + i H(z)}, (13.7.5)

. .
× . .
× .
.
× . .
× . .
×

. .
× . b/ 2
.
× .
.
× . .
×
a/ 2
. .
×

. .
× . .
× .
Figure 13.18 Rectangle onto the unit disk using method of images.

where H(z) is the conjugate harmonic function of G(z, z0 ). The method of images can be
used to express Green’s function of Ωab as a double sum of logarithm functions (see Kythe
[1996: 81]). In particular, at z0 = 0
∞
X
1 1
G(z, z0 ) = (−1)m+n log , (13.7.6)
2π m,n=−∞
|z − zmn |

where zmn = ma+i nb (Figure 13.18). Since the conjugate harmonic function of log |z−zmn |
is arg{z − zmn }, we find from (13.7.5) and (13.7.6) that the function f (z) that maps the
rectangle Ωab onto U such that f (0) = 0 is given by
Q
 ∞
X (z − zmn ) 
m+n=even
f (z) = exp (−1)m+n log (z − zmn ) = Q . (13.7.7)
m,n=−∞
(z − zmn )
m+n=odd
 13.7 EXTERIOR REGIONS 447

As noted in Map 2.10, in the present case both f and the kernel function K(z, 0) have
poles at all ‘negative’ images of the point z0 = 0 with respect to the four sides of Ωab
(these points are identified by an × in Figure 13.18). The poles at z = ±a and z = ±ib
affect the convergence of the representation (8.5.10) of K(z, 0), even when a = b. But their
effect is more significant the thinner the rectangle becomes, because in such cases (b ≪ a)
the distance of the poles at ±ib from the boundary of Ωab gets smaller compared with the
dimensions of Ωab . Then the mapping function f (z) from (13.7.7) is given by

z
f (z) = g(z), (13.7.8)
(z 2 − a2 ) (z 2 + b2 )

where g(z) is analytic in the region {(x, y) : |x/a| + |y/b| < 3}. Also, since from (8.5.25)
r
K(0, 0) ′
K(z, 0) = f (z), f ′ (0) = 0,
π

the set
( ′  ′  ′  ′ )
z z z z j
, , , , z , j = 0, 1, . . . ,
z−a z+a z − ib z + ib

where the prime denotes differentiation with respect to z, is best suited as the basis set for
both BKM and VM.

Map 13.11. Consider the rectangle Ωa1 = {(x, y) : |x| ≤ a, |y| ≤ 1} (Figure 13.19).
Case 1: (a 6= 1). Since the region has fourfold symmetry about 0, the odd powers of z do
not appear in the polynomial representation (8.5.20) of the kernel function K(z, 0). Hence
n oN
we take the basis set as {φ∗j (z)} = z 2(j−1) .
j=1
Case 2: (a = 1). Since the region has eightfold symmetry about the origin and the
polynomial representation of K(z, 0) has only powers of z that are multiples of 4, we take
n oN
the basis set as {φ∗j (z)} = z 4(j−1) .
j=1

(−a , 1) ( a ,1)
D C

A B
( − a , −1 ) ( a ,− 1 )
Figure 13.19 Rectangle ABCD.

The augmented basis (AB) is obtained by adding to the above orthonormal basis set the
four singular functions that correspond to the four poles at z = ±2a and z = ±2i. Because
of the symmetry of the region, these four singular functions are combined into two functions
448 13 AIRFOILS AND SINGULARITIES

 ′  ′
z z
and when a 6= 1. In the case when a = 1, these singular functions
z − 4a2
2 2
z +4
 ′
z
simplify to a single function . Hence the AB is given by
z 4 − 16
 ′  ′
z z
φ1 (z) = , φ2 (z) = ,
z 2 − 4a2 z2 + 4
φj+3 = z 2j , j = 0, 1, . . . , when a 6= 1;
 ′
z
φ1 (z) = , φj+2 = z 4j j = 0, 1, . . . , when a = 1.
z 4 − 16

Map 13.12. Consider the bean-shaped region D bounded by the contour (Figure 13.20)
n 9
Γ : z : z = γ(s) = 0.2 cos s + 0.1 cos 2s − 0.1
4 o

+ i (0.35 sin s + 0.1 sin 2s − 0.02 sin 4s) , −π ≤ s ≤ π .

0.75

0.5

0.25

. ..•
z3
z1
•
-0.5 0 0.5 1
.•
z2
x
z4•
-0.25

-0.5

-0.75

Figure 13.20 Bean-shaped region.

The conformal mapping of this region D was found by Reichel [1985] who, based on
geometric considerations, predicted that the function f has a simple pole at z ≈ −0.61.
Papamichael, Warby and Hough [1983] have shown that in the neighborhood of the s-axis
(= {ζ : ζ = s + i t, −π ≤ s ≤ π t = 0}) the function f has (i) a simple pole at each of the
points z1 = −0.650225813375 and z2 = 1.311282520094; and (ii) a singularity of the form
√
z − zj , j = 3, 4, at the points z3,4 = ±0.565672547402 ∓ 0.068412683544 i. Hence, for the
BKM with augmented basis (AB), we take
( p√ √ )
d z − z4 − z3 − z4
ψ(z) = ,
dz z − z1
 13.7 EXTERIOR REGIONS 449

and the AB consists of the functions

 ′
z
φ1 (z) = , φ2 (z) = ψ(z) + ψ(z̄),
z − z1
 ′
z
φ3 (z) = , φ4+j (z) = z j−1 , j = 1, 2, . . . .
z − z2

Example 13.3. We will compute the function that maps the unit circle |w| = 1 onto
the family of squares
 2 2
z − z̄ 2
z z̄ + k =1 (13.7.9)
4
in the z–plane such that the point

w =
0 goes into the point z = 0. Note that for k = 1,
Eq (13.7.9) reduces to x2 − 1 y 2 − 1 = 0 which represents the sides of the unit square.
The square (13.7.9) is symmetric about the x and y axes and also about the lines y = ± x.
Hence,
X∞
z= a4n−3 ei(4n−3)θ , (13.7.10)
n=1

which gives (see Kythe [1998: 137])

a21 = 1 − a25 − a29 − a213 − · · · ,

 2
k h a41 a2 2
i
+ + a21 a25 + a1 a9 + 5 + (a1 a13 + a5 a9 ) + · · · ,
2a1 4 2
h  
a5 a9 a9 a13 k a4 a3 a5 1
a5 = − − − ··· + − 1 + 1 + a21 a9 + a1 a35
a1 a1 2a1 8 2 2
  i
1
+ (a1 a13 + a5 a9 ) a1 a9 + a1 a25 + · · · ,
2
a5 a13 k h 3
a a5 a3 a9 a2 a2
a9 = − − ···+ − 1 + 1 + 1 5
2 2a1 2 2 4

i
2 2
+ a1 a5 a13 + a1 a5 a9 + · · · ,
a5 a17 k h a31 a9 a2 a2 a2 a2
a13 = − − ···+ − − 1 5− 1 5
2 2a1 2 2 2
1 3
i
+ a a13 + a21 a5 a9 + · · · .
2 1
If we take the initial values as a1 = 1, a5 = a9 = . . . = 0, then computing up to the third
successive approximations (see Table 3, Appendix E), we get the approximate mapping
function as
   
k 3k 2 3k 2 k 7k 2 11k 2
z = 1+ + + w− + + w5
16 256 1024 16 256 1024
 2  (13.7.11)
k 27k 3 11k 3 13
+ + w9 − w .
64 2048 2048

For k = 1, this becomes

z = 1.077 w − 0.1006 w5 + 0.0288 w9 − 0.0054 w13 ,

450 13 AIRFOILS AND SINGULARITIES

which compares with the exact solution (4.5.31) with a maximum error of the order of
10−3 . 

References used: Abramovici [1973], Carrier, Krook and Pearson [1966], Cooley and Tukey [1965],
Cooley, Lewis and Welch [1970], Gaier [1964], Garrick [1936; 1949], Halsey [1979; 1982], James [1971],
Kantorovich and Krylov [1958], Kober [1957], Kythe [1998], Piaggio and Strain [1947], Pennisi et al. [1963],
Phillips [1943; 1966], Theodorsen [1931], Warschawski [1945].
14
Doubly Connected Regions

Some well-known numerical methods for approximating conformal mapping of doubly con-
nected regions onto an annulus or the unit disk are presented. Numerical solutions are also
confined to a limited class of regions where either one boundary is circular or axisymmetric.
Most common methods use integral equations, iterations, polynomial approximations, and
kernels. We will develop Symm’s integral equations and the related orthonormal polynomial
method. A dipole formulation that leads to the method of reduction of connectivity will be
presented.

14.1 Annular Regions

Let A (r1 , r2 ), r1 < |z| < r2 , denote an annular region in the z-plane.
Map 14.1. If the mapping of the annular region A (r1 , r2 ) onto a parallel strip defined
by {log r1 < u < log r2 } in the w-plane is defined by the function w = log z, then the
annulus corresponds to an enumerable set of congruent rectangles, all with sides a and b
r2
such that b = log , and a = 2 π. Since every doubly connected region can be mapped
r1
conformally onto an annulus of the type shown in Figure 14.1 and since two annuli with
different ratios r2 /r1 cannot be mapped conformally onto each other, the set of all doubly
connected regions falls into classes of conformally equivalent regions where every class is
characterized by the ratio r2 /r1 of the radii belonging to that class. Hence, the ratio r2 /r1 ,
known as the conformal invariant, is related to the ratio a/b of the sides of the rectangles
by

b 1 r2 r2
= log , or = e2πb/a . (14.1.1)
a 2π r1 r1

The linear transformation

√
i−
kw 1 ζ −1
ζ= √ , or w= √ , (14.1.2)
1+ kw i k ζ +1

where k is defined in Map 7.7, maps the half-plane ℑ {w} ≥ 0 onto the circular region
1
|ζ| ≤ 1 such that the four points corresponding to the points w = ±1, ± are the vertices of
k
452 14 DOUBLY CONNECTED REGIONS

a rectangle whose center is at ζ = 0 (Figure 14.2). Then the angle ψ between the diagonals
of the rectangle is given by √
ψ 2 k
tan = . (14.1.3)
2 1−k
Combining the mapping (14.1.2) and Map 7.7 of the upper half-plane ℑ {z} > 0 onto the
rectangle, we obtain a conformal mapping of the rectangle onto the disk |ζ| < 1. Thus, the
angle ψ is another conformal invariant for doubly connected regions. A table of complete
elliptic functions of the first kind for k from 0 to 1 and of k1 , K(k), K(k1 ), a/b, r2 /r1 and
ψ (see Figure 14.2) is available in Andersen et al. [1962:165-166].

y v
b
π-

w = log z a/2

r2
x u
0 r1 0 log r1 log r2
a/2
π - − b

z − plane w − plane
Figure 14.1 Annulus onto a set of enumerable congruent rectangles.

(− ei ψ/ 2 ) ( ei ψ/ 2 )
B’ A’
ζ− 1
ψ w= 1
i √ k ζ+ 1 ψ
0
− 1/ k −1 0 1 1/ k
D C A B
w − plane C’ D’
( − ei ψ/ 2 ) (e− i ψ/ 2 )
z = sn (w, k )
ζ− plane

A3 A2
− a+i b a+i b

A4 A1
−a 0 a
z− plane
Figure 14.2 Upper half-plane onto the unit circle onto a rectangle.

z−a
Map 14.2. We know that the linear transformation w = f (z) = , |a| < 1 maps
āz − 1
the unit disk B(0, 1) onto itself. Moreover, this transformation always maps circles onto
circles. We are interested in finding a particular value of a that will map the inner circle
C(c, c) ≡ |z − c| = c onto a circle of the form |w| = R. Let us choose a to be real and
 14.1 ANNULAR REGIONS 453

try to map the points 0 and 2c on the inner circle onto the points R and −R on the circle
2c − a
|w| = R. Thus, we must have f (0) = a = R, and f (2c) = = −R. Substituting the
2ca − 1
2
first into the second√ leads to the quadratic equation ca − a + c = 0, which has two real
1 ± 1 − 4c2
solutions: a = . Since 0 < c < 12 , the solution with the plus sign gives a > 1,
2c
and therefore, it is rejected.

2/5 1 1/2 1

z- plane w - plane
2

1


Figure 14.3 A 5, 1 onto A 2, 1 .

Then the solution with the negative sign yields the required map
√
2cz − 1 + 1 − 4c2
w= √
. (14.1.4)
1 − 1 − 4c2 z − 2c

In particular, taking c = 52 gives a = 12 , which, when substituted into Eq (14.1.4), yields

2z − 1


the transformation w = that maps the annulus A 25 , 1 onto the annulus A 12 , 1 ,
z−2
as shown in Figure 14.3.

| z| = R
I
| z| = r II
C B A
u
B C • D A D • • •
z= 0 e2 e1
w = e3

I
II
z- plane w - plane
Figure 14.4 An annulus onto the whole plane with two slits in line.

Map 14.3. The transformation that maps an annulus in the z-plane, bounded by the
circles |z| = R and |z| = r, onto the whole w-plane with two slits in line, as presented in
Figure 14.4, is defined by  z
w = ℘ log , (14.1.5)
r
454 14 DOUBLY CONNECTED REGIONS

R
where ω1 = log , R > r > 0, and ω3 = iπ. This transformation maps the points z = R
r
(A); r (D); −R (B); and −r (C) onto the points w = e1 (A); ∞ (D); e2 (B); and e3 (C),
respectively. It maps the circle |z| = R onto the segment e2 ≤ u ≤ e1 of v = 0, counted
twice; and the circle |z| = r onto the half-line −∞ < u ≤ e3 , v = 0, counted twice.

Map√ 14.4. The transformation that maps the annuli, bounded by the circles |z| = R,
|z| = Rr, and |z| = r in the z-plane onto the whole w-plane with two slits in line, as
presented in Figure 14.5, is defined by

 2K z 
w = sn log √ , (14.1.6)
log R/r Rr

where R > r > 0, and

2iπ Θ2 (τ ) K′ 2π
τ= , k= ; = , (14.1.7)
log R/r Θ3 (τ ) K log R/r

and K, K ′ are defined as in §F.1.

| z| = R
I
| z| = √R r II
I
| z| = r
F II E F
C D E
A B
F
B C
• D A
• • • • • u
z= 0 _ 1 /k _1 w = 0 1 1 /k
III
IV III IV
w - plane
z- plane
Figure 14.5 Two annuli onto the whole plane with two slits in line.

Map 14.5. The transformation that maps the entire z-plane with two circular holes
with radius r1 and r2 , respectively, onto the w-plane with two slits in line, as presented in
Figure 14.6, is defined by

 z+c 1 a + c
w = ℘ log + log , (14.1.8)
z−c 2 a−c

with
1 (b + c)(a + c)
ω1 = log , ω3 = iπ, (14.1.9)
2 (b − c)(a − c)
 14.1 ANNULAR REGIONS 455
p
where a > 0, b > 0, r1 > 0, r2 > 0, but a2 − r12 = b2 − r22 ; and c = a2 − r12 > 0.

I | z _ b |= r2
| z + a |= r1 I
C B A
D C • B A D •• • •
D u
z= 0 w = e3 e2 e1

II II
z- plane w - plane
Figure 14.6 z -plane with two circular holes onto the whole plane with two slits in line.

This transformation maps the points z = b + r2 (A); b − r2 (B); −a + r1 (C); and −a − r1

(D) in the z-plane onto the points w = e1 ; e2 ; e3 ; and ∞, respectively. It also maps the
circle |z − b| = r2 onto the segment e2 ≤ u ≤ e1 of v = 0, counted twice; and the circle
|z + a| = r1 onto the half-line v = 0, −∞ < u ≤ e3 , counted twice.

Map 14.6. The transformation that maps the entire z-plane with two circular holes with
radius r1 and r2 , respectively, onto the w-plane with two finite slits in line, as presented in
Figure 14.7, is defined by
K z+c 
w = sn log +ρ , (14.1.10)
λ z−c
where
r a + c b − c
4 b+c a+c iπ Θ2 (τ ) K
λ= · , τ= , k= , ρ= log · (14.1.11)
b−c a−c λ Θ3 (τ ) 4λ a−c b+c

I | z _ b |= r2 II
| z + a |= r1
C D A B
D C • B A • •• • • • u
z= 0 _ 1 /k _1 w = 0 1 1 /k

II I
z- plane
Figure 14.7 z -plane with two circular holes onto the whole plane with two finite slits in line.

This transformation maps the points z = b + r2 (A); b − r2 (B); −a + r1 (C); −a − r1

(D) onto the points w = 1; 1/k; −1/k; −1, respectively. It also maps the circle |z − b| = r2
onto the segment 1 ≤ u ≤ 1/k of v = 0, counted twice; and the circle |z + a| = r1 onto the
segment −1/k ≤ u ≤ −1 of v = 0, counted twice.

Map 14.7. The transformation

√ that maps the annuli in the z-plane, bounded by the
circles |z| = R, |z| = Rr, and |z| = r, onto the whole w-plane with two parallel finite slits,
456 14 DOUBLY CONNECTED REGIONS

as presented in Figure 14.8, is defined by

 z  iη z
w = −ζ i log √ + log √ , (14.1.12)
Rr π Rr

R η
where R > 0, r > 0, ω1 = π, ω3 = 12 log ; λ is the root of ℘ (λ + ω3 ) = − , −π < λ < 0;
r π
η = ζ(ω1 ), ξ = λ + ω3 , and ξ¯ = λ − ω3 .

| z| = R A

1 2 F v = 1/2
| z| = √R r L M
M• III II
E
III
N• | z| = r
IV F D A
E
D
C • B
A F u
z= 0 v=0
K•
I
L • I C v = _1/2 IV
II K
B
N

z- plane A

w - plane
Figure 14.8 Annuli on the z -plane onto two parallel finite slits.
√ √
This transformation maps the points z = R (F); Rr (A); r (B); −r (C); − Rr (D); −R
(E); r eiλ (K); R eiλ (L); r e−iλ (N); R e−iλ (M) onto the points w = i/2 (F); ∞ (A); −i/2
ηξ ¯ ¯
(B); −i/2 (C); 0 (D); i/2 (E); ζ(ξ) − ¯ − η ξ (L); −ζ(ξ)
(K); ζ(ξ) ¯ + η ξ (N); −ζ(ξ) + ηξ
π π π π
(M), respectively. It also maps the circles |z| = R√and |z| = r onto the slits v = −1/2
(LM) and v = 1/2 (KN); and maps the circle |z| = Rr onto the line v = 0. Note that the
location of the points K, L, M, N in the figure are not exact.

Map 14.8. The transformation

√ that maps the z-plane with circular holes bounded by
the circles |z| = R, |z| = Rr, and |z| = r, onto the whole w-plane with two parallel finite
slits, as presented in Figure 14.9, is defined by
ηχ
w = ζ(χ) + , (14.1.13)
π
where
n z + c  a + c b − c 1/4 o
χ = i log · ;
z−c a−c b+c
 a + c b + c 1/4
ω1 = π, ω3 = i log · ; ζ(ω1 ) = η, ζ(ω3 ) = η ′ ; (14.1.14)
a−c b−c
√  a − c b + c 1/2
µ+1 2c µ
p=c , q= , µ= · .
µ−1 |µ − 1| a+c b−c
p
Again, a > 0, b > 0, r1 > 0, r2 > 0, but a2 − r12 = b2 − r22 ; c = a2 − r12 > 0; and λ is the
root of ℘(λ + ω3 ) = −η/π, −π < λ < 0.
 14.1 ANNULAR REGIONS 457

c sin λ
The point marked K represents z = −a + r1 eiφ , where tan φ = . The point
a cos λ − r1
marked N represents z = −a + r1 e−iφ .
c sin λ
The point marked L represents z = b + r2 eiψ , where tan ψ = . The point
r2 − b cos λ
marked M represents z = b + r2 e−iψ .

I II
•L
K
•
A D
• _•a • E • F x
z=_ p B C
z= 0 b
•N
| z + a |= r1
• M

IV III | z _ b |= r2

| z _ p |= q
z- plane
Figure 14.9 z -plane with circular holes onto two parallel finite slits.

Note that Figure 14.9 shows only the z-plane; the figure in the w-plane is that same as
that in Figure 14.8.
This transformation maps (i) the circles |z + a| = r1 ; |z − b| = r2 onto the slit KN, and
the slit LM, respectively; (ii) the circle |z + p| = q onto the line v = 0. (iii) the segment
−a + r1 ≤ x ≤ b − r2 of y − 0 onto the segment − 12 ≤ v ≤ 12 of u = 0 (CE); (iv) the
segment −p − q < x ≤ −a + r1 of y = 0 onto the half-line u = 0, −∞, v ≤ − 12 (AB); (v)
the half-lines y = 0, x ≥ b + r2 , and y = 0, −∞ < x ≤ −p − q, together, onto the half-line
u = 0, 12 < v < ∞ (FA); (vi) the circle γ, touching |z + a| = r1 at K, exterior to |z + a| = r1
and to |z − b| = r2 onto the airfoil, surrounding the slit KN, cusp at K (not in figure).
If a = b, then r1 = r2 , and |z + p| = q is replaced by x = 0.

Map 14.9. The conformal mapping of a non-concentric annulus onto a symmetric

annulus is presented in Figure 14.10.
458 14 DOUBLY CONNECTED REGIONS

z- plane w - plane
Figure 14.10 Map of a nonsymmetric annulus.

14.2 Area Theorem

The star of a region D is defined as the largest region contained in D that is starlike with
respect to z = 0 (see §11.5). Corresponding to the annulus A(ρ1 , ρ2 ) in the w-plane, there
exists a doubly connected region D in the z-plane, with Γ1 and Γ0 as the inner and outer
boundaries such that Γ1 lies outside the disk |z| < r (1 − δr ), where δr → 0 as r → 0.
Let us partition the part of the star of D lying outside Γ1 by rays emanating from z = 0
such that (i) the rays are mapped onto themselves by a rotation about z = 0 through an
angle 2kπ/n, k = 1, . . . , n; and (ii) the variations in |z| on the portion of Γ1 between two
consecutive rays (excluding the rays themselves) is less than a preassigned quantity ε > 0.
Since Γ1 is an analytic curve, such a system of rays exists. There are nm such rays, where
m is an integer. We denote them in order by l1 , l2 , . . . , lnm , where lmk+q is obtained from lq
by a rotation through an angle 2kπ/n. Let rk , k = 1, 2, . . . , nm, denote the largest distance
from z = 0 to the part Gk of the star lying between the rays lk and lk+1 and  zoutside
 Γ1 for
k = 1, 2, . . . , nm, where Gnm+1 = G1 (Figure 14.11). The function ζ = log transforms
r
this system of regions Gk into a system of regions Hk lying, respectively, in rectangles with
r  Xnm
k
sides of length log and αk , where αk = 2π and αmk+j 6= αj .
r
k=1

l k +1 η

G rk
k
Hk αk
ζ = log z
lk
r r
z=0

ξ
Γ1 r
0
log rk

Figure 14.11 Regions Gk onto the regions Hk

If the region Hk is mapped onto a rectangle of sides ak and bk such that the boundary
 14.2 AREA THEOREM 459

segments of Hk are mapped into the side of length bk , then

ak αk
≥ rk , (14.2.1)
bk log
r

which yields
nm
X m n−1
X X Xm n−1
X
ak αmk+j 1
≥ rmk+j = αj rmk+j .
bk log
k=1 j=1 k=0 j=1 k=0 log
r r
Since the system of regions Gk is the image of a system of strips contained in the annulus
ρ1 < |w| < ρ2 under the mapping w = f (z), we have

Xm n−1
X n−1
X
2π 1 2π 1
ρ2 ≥ αj · min
j rmk+j
=
n
· min
j rmk+j . (14.2.2)
log j=1 k=0 log k=0 log
ρ1 r r
v
n u n
1 X uY
Using the inequality cn ≥ t
n
ck , ck ≥ 0, twice, we find from (14.2.2) that
n
k=1 k=1

n−1
X 1 n n2
rmk+j ≥ r ≥ Pn−1 rmk+j ,
log Qn−1 rmk+j
k=0 n
log k=1 log
r k=1
r r

and hence, (14.2.2) yields

X n−1
ρ2 rmk+j
n log ≤ max log ,
ρ1 j r
k=1

or
 n n−1
Y
ρ2 rmk+j
Mn = ≤ max , (14.2.3)
ρ1 j r
k=0

where M is the conformal modulus of the region A (ρ1 , ρ2 ).

Antonjuk [1958] has proved the following theorem for functions that are regular in an
annulus:
Theorem 14.1. Suppose that the function w = f (z) is regularZ in′ the annulus A(1, M ) =
1 f (z)
{1 < |z| < M and satisfies the conditions |f (z) ≥ 1 and dz ≥ 1, where C is
2iπ C f (z)
a contour in A(1, M ) which is not homologous to z = 0. Let A∗f denote the star of a finite
doubly connected Riemann surface Af onto which the annulus A(1, m) is mapped by the
function w = f (z) with respect to the system of rays emanating from the point w = 0. Then

(P ∗ + π) (p∗ + π) ≥ π 2 M 4 , (14.2.4)

where P ∗ is the area of the star A∗f and p∗ the area of the preimage of A∗f . The equality in
(14.2.4) holds for functions of the form f (z) = c z, |c| = 1.
460 14 DOUBLY CONNECTED REGIONS

Map 14.10. The region A(ρ, 1) = {ρ < |ζ| < 1} is mapped conformally onto the unit
disk |t| < 1, slit from −L to +L (Figure 14.12) by the function

 2iK ζ 
t = L sn log + K, k , k = L2 , K = K(k) (14.2.5)
π ρ

(Nehari [1952:293-295]).

0 ρ 1 −L 0 L 1

ζ− plane t − plane

•. e •. e
iφ
iα
Do

0 ρ 1 0 1
Γo

w − plane z − plane
Figure 14.12 Annular region onto the slit unit disk and onto an annular region.

Let

L

ζ = ρ/w, t= z + z −1 , |z| = 1. (14.2.6)
2

Then the circle |t| = 1 is mapped onto the boundary Γ0 in the z-plane by the mapping
(14.2.6), where Γ0 is in polar coordinates defined by

r r
1 1
r = r(θ) = + sin2 θ − − cos2 θ. (14.2.7)
L2 L2

For example, if we take k = L2 = sin 46◦ , as in Gaier [1964:222], then the values of
 14.2 AREA THEOREM 461
 nπ 
rn = r for n = 0, 1, 2, . . . , 9 are given in Table 14.1.
18
Table 14.1 Values of rn

n rn n rn
0 0.554 435 5 0.417 632
1 0.543 464 6 0.395 150
2 0.515 529 7 0.379 357
3 0.480 595 8 0.370 041
4 0.446 599 9 0.366 967

We find that
(i) The modulus M of the region D0 is given by Nehari [1952:294] as

1 n π K ′ (k) o 1
M= = exp = p ≈ 2.166187,
ρ 4 K(k) 4
q(k)

for k = sin 46◦ (for the function sn and q, see §10.4).

(ii) Let w = eiφ be the map of z = eiα , α = α(φ). Then
 
ζ 7→ t : t = L sn (1 + 2φ/π) K, k , (14.2.8)
z 7→ t : t = L cos α, (14.2.9)

where    
cos α = sn (1 + 2φ/π) K, k = sn (1 − 2φ/π) K, k .

Set α′ = π/2 − α. Then (1 − 2φ/π) K = F (α′ , k), where F is the hypergeometric function.
nπ
In particular, let φn = , n = 1, 2, . . . , 8, and set r = 90 − 10 n. Then F (α′ , k) = rK/90,
18
r = 80, 70, . . . , 10, and k = sin 46◦ . This yields the values of α′n , and hence, of αn .
(iii) Let w = ρ eiφ map the z-plane onto the w-plane (Figure 14.12). We will determine
β = β(φ) − arg{z}. First, we use the mapping

2K log M 2K
ζ 7→ t : t = L sn (K + iκ + v, k) , κ= , v= φ. (14.2.10)
π π

Since t = eiψ maps t ontop|t| = 1, we have 1 = L sn (K + i κ, k) for φ 6= 0. Set

√ u = K + i κ.
Then sn u = 1/L, cn u = 1 − 1/L2 which is purely imaginary, and dn u = 1 − L2 which
is real. Also, sn v, cn v, and dn v are real. Hence, from (14.2.10), by equating real parts, we
get
cn (v, k) dn (v, k)
cos ψ = , (14.2.11)
1 − L2 [sn (v, k)]2

where v = vn = nK/9, n = 1, 2, . . . , 8. Since, in view of (14.2.9), the mapping z 7→ t gives

   
L 1 L 1
cos ψ = r+ cos β, sin ψ = r− sin β,
2 r 2 r
462 14 DOUBLY CONNECTED REGIONS

we eliminate r, use (14.2.11), and obtain

q
2
− 1−L 2
+ (1 − L2 ) + 4L2 sin2 ψ
sin2 β =
2L2 (14.2.12)
2
1−l
= sn2 (v, k).
1 − L2 sn2 (v, k)

If we set vn = nK/9, n = 1, 2, . . . , then we determine the values of βn = β(φn ) from the

table given above.

Map 14.11. (Dirichlet problem for the annulus). Let two real-valued, 2π-periodic and
continuous functions u1 (θ) and u2 (θ) be defined on the boundary of the annulus A(r1 , r2 ) =
{r1 < |z| < r2 }. The Dirichlet problem for this region deals with determining a function
u(r, θ) which is continuous in the closed region A(r1 , r2 ) ∪ Γ1 ∪ Γ0 = {r1 ≤ |z| ≤ r2 },
harmonic in A(r1 , r2 ), and takes the boundary value u1 (θ) on Γ1 for z = r1 ei θ and u2 (θ)
on Γ0 for z = r2 ei θ . The harmonic function v(r, θ), conjugate to u(r, θ), is in general not
single-valued, and thus the function f (z) = u + i v will have two summands. One is a
single-valued function that can be expanded in a Laurent series for the annulus, and the
other is log z with a real coefficient A. Thus,
∞
X
u+iv = γn z n + A log z, γn = αn + i βn , (14.2.13)
n=−∞

which, after separating into real and imaginary parts, yields

∞
X 


u = α0 + αn rn + α−n r−n cos nθ − βn rn − β−n r−n sin nθ
n=1
+ A log r, (14.2.14)
∞
X 


v = β0 + βn rn + β−n r−n cos nθ + αn rn − α−n r−n sin nθ + θ.
n=1

In the first equation in (14.2.14) we set r = r1 and r = r2 . This gives us the Fourier series
expansions for the functions u1 (θ) and u2 (θ), respectively, where the Fourier coefficients are
given by
Z π
(1) 1
a0 = α0 + A log r1 = u1 (θ) dθ,
2π −π
Z π
(2) 1
a0 = α0 + A log r2 = u2 (θ) dθ,
2π −π
Z π
−n 1
a(1)
n = α r
n 1
n
+ α r
−n 1 = u1 (θ) cos nθ dθ,
2π −π
Z π
−n 1
a(2)
n = α r
n 2
n
+ α r
−n 2 = u2 (θ) cos nθ dθ,
2π −π
Z π
−n 1
b(1)
n = β r
−n 1 − β r
n 1
n
= u1 (θ) sin nθ dθ,
2π −π
Z π
−n 1
b(2)
n = β r
−n 2 − β r
n 2
n
= u2 (θ) sin nθ dθ.
2π −π
 14.2 AREA THEOREM 463

Hence
(2) (1) (1) (1)
a0 − a0 a0 log r2 − a0 log r1
A= , α0 = ,
log M log M
(1) (2) (1) (2)
an r2−n − an r1−n an r2n − an r1n
αn = , α−n = , (14.2.15)
r1n r2−n − r1−n r2n r2n r1−n − r2−n r1n
(2) (1) (1) (2)
bn r1−n − bn r2−n bn r2n − bn r1n
βn = , β−n = .
r1n r2−n − r1−n r2n r2n r1−n − r2−n r1n

Map 14.12. (Neumann problem for the annulus). Let F1 (θ) and F2 (θ) denote the
normal derivatives of the harmonic function u(r, θ) on the boundaries Γ1 = {|z| = r1 } and
Γ0 = {|z| = r2 } of the annulus A(r1 , r2 ). Then the function f (z) = u + i v has the same
representation as in (14.2.13), where separating real and imaginary parts and satisfying the
Neumann conditions on the boundaries Γ1 and Γ0 , respectively, we get
∞
X 

F1 (θ) = n αn r1n−1 − α−n r1n−1 cos nθ
n=1

 A
− βn r1n−1 − β−n r1n−1 sin nθ + ,
r1
∞ (14.2.16)
X 

F2 (θ) = − n αn r2n−1 − α−n r2n−1 cos nθ
n=1

 A
− βn r2n−1 − β−n r2n−1 sin nθ − .
r2
The coefficient A is determined in two ways which are equal:
Z π Z π
r1 r2
A= F1 (θ) dθ = − F2 (θ) dθ. (14.2.17)
2π −π 2π −π
The other coefficients in the Fourier series expansions of F1 (θ) and F2 (θ) are given by
Z π
n−1 −n−1

1
a(1)
n = n αn 1r − α r
−n 1 = F1 (θ) cos nθ dθ,
π −π
Z π
n−1

1
a(2)
n = −n αn r2 − α−n r2−n−1 = F2 (θ) cos nθ dθ,
π −π
Z (14.2.18)
n−1 −n−1

1 π
b(1)
n = −n β r
n 1 + β r
−n 1 = F 1 (θ) sin nθ dθ,
π −π
Z π
n−1

1
b(1)
n = n βn r2 + β−n r2−n−1 = F2 (θ) sin nθ dθ.
π −π
Thus, after solving (14.2.18), we find that the coefficients α±n and β±n in the series (14.2.16)
are given by
(1) (2) (1) (2)
1 an r1 r2−n + an r2 r1−n 1 bn r1 r2−n + bn r2 r1−n
αn = , βn = − ,
n r1n r2−n − r2n r1−n n r1n r2−n − r2n r1−n
(1) (2) (2) (1)
(14.2.19)
1 an r1 r2n + an r2 r1n 1 bn r2 r1n + bn r1 r1n
α−n = , β−n = .
n r1n r2−n − r2n r1−n n r1n r2−n − r2n r1−n
464 14 DOUBLY CONNECTED REGIONS

14.3 Source Density

Let w = fΩ (z) map conformally a finite, doubly connected region Ω, bounded by two Jordan
contours Γ1 and Γ0 , Γ1 ⊂ Γ0 , onto the annulus A(ρ, 1), with M = 1/ρ, ρ < 1, where ρ
is initially unknown and is to be determined. Let us assume that the origin lies inside
the region Int (Γ1 ). Then the function fΩ (z), which is uniquely determined except for a
rotation, can be represented in the form (as in §12.1)

fΩ (z) = elog z+g(z)+i h(z) , (14.3.1)

where g and h are conjugate harmonic functions in Ω such that


ρ, for z ∈ Γ1 ,
fΩ (z) = (14.3.2)
1, for z ∈ Γ0 .

Thus,
fΩ (z) = elog |z|+g(x,y)+i [arg{z}+h(x,y)] , z = x + i y, (14.3.3)
where the boundary conditions (14.3.2) become

log ρ − log |z|, z ∈ Γ1 ,
g(x, y) = (14.3.4)
− log |z|, z ∈ Γ0 .

As in §12.1, we will represent g(x, y) as a single-layer logarithmic potential

Z
g(x, y) = log |z − ζ| µ(ζ) |dζ|, (14.3.5)
Γ=Γ1 +Γ0

where µ(ζ) is the source density on Γ. Also,

Z
h(x, y) = arg{z − ζ} µ(ζ) |dζ| + q, (14.3.6)
Γ

where q is an arbitrary constant corresponding to an arbitrary rotation in the mapping

function fΩ (z) defined by (14.3.1). Then the boundary conditions (14.3.4) become
Z 
log ρ − log |z|, z ∈ Γ1 ,
log |z − ζ| µ(ζ) |dζ| = (14.3.7)
Γ − log |z|, z ∈ Γ0 ,

and the condition (12.1.7) on the single-valuedness of h reduces to

Z
µ(ζ) |dζ| = 0, (14.3.8)
Γ1

as in (12.1.13). Note that Eqs (14.3.7) and (14.3.8), known as Symm’s integral equations,
are coupled equations for µ(ζ) and ρ and possess a unique solution (see Jawson [1963]).
Once µ(ζ) is determined, the functions g and h can be computed from (14.3.5) and (14.3.6),
respectively, and hence, the mapping function fΩ (z) from (14.3.1).
14.3.1 Numerical Computation of µ(ζ), g, h, and fΩ is carried out by the ONP method
as in §12.2, i.e., by partitioning the boundary Γ into N sections G1 , . . . , GN and approx-
imating µ(ζ) by µj which is constant over each Gj , j = 1, . . . , N . Then Eq (14.3.7) is
computed at each node zk = xk + i yk , j = 1, . . . , N , together with Eq (14.3.8). This
 14.3 SOURCE DENSITY 465

yields a system of (N + 1) linear equations in (N + 1) unknowns µ1 , . . . , µN and log ρ. The

solution of this system leads to the approximate value of ρ. Then the functions g and h are
approximated by finite terms corresponding to the integrals in (14.3.5) and (14.3.6), and
the mapping function fΩ (z) is finally obtained from (14.3.1). The method follows the same
set of steps as in §12.2.
Let fˆΩ (z) and ρ̂ denote the numerical approximations to fΩ (z) and ρ. Then

ρ̂ − ρ ≪ max fˆΩ (z) − fΩ (z) , (14.3.9)

z

and, as Symm [1969] has noted, ρ̂ is more accurate than fˆΩ (z). In fact, by the maximum
modulus theorem, fˆΩ (z) − fΩ (z) takes its maximum value somewhere on the boundary
Γ = Γ1 ∪ Γ0 , and, as in §10.2, this maximum value rarely exceeds 2 max fˆΩ (z) − fΩ (z) .
z
But since

ρ̂ − ρ , at the nodes of Γ1 ,
fˆΩ (z) − fΩ (z) =
0, at the nodes of Γ0 ,

then, in view of (14.3.9), we should compute fˆΩ (z) at some point z = Zj between the
nodes (which may be end points of Gj ). Thus, the point Zj is called the internodal point
for Gj . The error E in fˆΩ (z) then is given by

 
ˆ ˆ
E = max max fΩ (z) − ρ , max fΩ (z) − 1 . (14.3.10)
Zj z∈Γ1 z∈Γ0

If the doubly connected regions are symmetric about one or both coordinate axes, then
the total number of equations to be solved reduces from (N + 1) to (N/2 + 1) or (N/4 + 1),
respectively. We will denote the approximate values of u, v, and w = u + i v by û, v̂, and
ŵ, respectively.

Map 14.13. Consider a pair of limaçons

Γ1 = {x = a1 cos t + b1 cos 2t, y = a1 sin t + b1 sin 2t, a1 > 0, b1 > 0},

Γ0 = {x = a2 cos t + b2 cos 2t, y = a2 sin t + b2 sin 2t, a2 > 0, b2 > 0},

(see Figure 14.13 with a1 = 5, a2 = 10, b2 = 3, and b1 = b2 /4) where t = 0 (2π/N ) 2π

defines the distribution of nodes on each boundary and N = 2(n − 1). The values of
2
a1 , a2 , b1 , b2 are chosen such that b1 /b2 = (a1 /a2 ) which ensures that the function

p
a22 + 4b2 z − a2
fΩ (z) = ,
2b2

which maps Γ0 onto the unit circle (see Muskhelishvili [1963: §48], who has determined
analytic solutions for some doubly connected regions like Pascal’s limaçons, epitrochoids,
hypotrochoids, and elliptic rings), also maps Γ1 onto a concentric circle of radius ρ = a1 /a2 ,
where M = 1/ρ. Because of symmetry about the x-axis, we take t = 0(π/10) π. The values
466 14 DOUBLY CONNECTED REGIONS

of û and v̂ are given below in Table 14.2.

y
10

x
−7 −5 0 5 10 13

Γ1
−5

Γ0
−10

Figure 14.13 Limaçons.

Symm [1969] has taken a1 = 5, a2 = 10, b2 = 3 and b1 = b2 /4 and has shown that the
error E increases as b2 increases and that the boundary Γ0 gradually changes from a circle
(b2 = 0) to a cardioid (b = 5). In each case E decreases as N increases. However, ρ̂
varies very little, which indicates that even a crude partition of Γ is sufficient for a good
approximation of ρ.
Table 14.2 Values of û and v̂.

x y û v̂
13.0 0.0 1.00000 −0.00006
11.9376 4.95353 0.95106 0.30902
9.01722 8.73102 0.80902 0.58778
4.95080 10.9433 0.58779 0.80902
0.66316 11.2739 0.30902 0.95106
−3.0 10.0 0.00002 1.00000
−5.51722 7.7472 −0.30902 0.95106
−6.8049 5.237 −0.58779 0.80902
−7.16312 3.02468 −0.80912 0.58779
−7.08351 1.32681 −0.95106 0.30902
−7.0 0.0 −0.99999 0.00002
5.75 0.0 0.49999 −0.00001
5.36205 1.98592 0.47552 0.15451
4.27685 3.65222 0.40452 0.29389
2.70716 4.75838 0.29389 0.40542
0.938322 5.19612 0.15451 0.47553
−0.75 5.0 0.00002 0.49999
−2.15185 4.31444 −0.15452 0.47553
−3.17069 3.33179 −0.29389 0.40452
−3.81322 2.22563 −0.36698 0.42726
−4.14852 1.10425 −0.47554 0.15452
−4.25 0.0 −0.49999 0.00003
 14.4 DIPOLE DISTRIBUTION 467

14.4 Dipole Distribution

It is known that in a simply connected region D bounded by a Jordan contour Γ : {z =
γ(s)}, where s denotes the arc length along Γ, 0 ≤ s ≤ L, the dipole distribution density
µ(s) satisfies the integral equation
" Z   #
L
1 ∂ 1
µ(s) = g(s) − µ(t) log dt (14.4.1)
π 0 ∂nt rtz

where nt is the inward normal at a point ζ = γ(t) ∈ Γ, 0 ≤ t ≤ L, s 6= t, and rtz = |z − ζ|,

z ∈ D, and g(s) denotes the boundary value of the potential function u(z) on Γ (see Example
10.3 and Example 10.10). The following result is useful in numerical evaluation of conformal
mapping: If the density µ(t) can be determined by solving Eq (14.4.1), then the Dirichlet
problem and hence the problem of conformal mapping is reduced to quadratures.

G2
.z G1
Ω
. z = log ( ζ− ζ ο )
2 a i
0
. ζο Ω’

Γ1

Γο a
ζ− plane z− plane
πz
w = tan 2 a

w− plane

Figure 14.14 Double distribution formulation.

This dipole distribution formulation can be used for a doubly connected region Ω in
the ζ-plane bounded by two Jordan contours Γ1 and Γ0 , Γ1 ⊂ Γ0 , and 0 ∈ Int (Γ1 ), by
transforming the region Ω into a simply connected region by the function z = log (ζ − ζ0 )
which transforms Ω into an irregular strip Ω′ with period 2iπ. Then the region Ω′ is further
πz
transformed into an irregular circlelike region C in the w-plane by the function w = tan ,
′
2a
where a is the mean-width of Ω . Note that the region C may have infinitely many extrema
(‘humps’) in the neighborhood of the two points corresponding to ±∞ (Figure 14.14).
Thus, the boundary problem for the region Ω reduces to a boundary problem for the strip
Ω′ , where the boundary values are 2iπ-periodic. Without loss of generality, we will consider
the general case of the period ib, where b need not be 2π. Let the equations of the two
boundaries G1 and G2 of the strip Ω′ be G1 : z = γ (s1 ) and G2 : z = γ (s2 ), where s1 and
s2 are the arc lengths on G1 and G2 , respectively. If one period covers the arc lengths L1
and L2 such that γ (s1 + L1 ) = γ (s1 ) + ib, and γ (s2 + L2 ) = γ (s2 ) + ib, then the kernel in
Eq (14.4.1) becomes
468 14 DOUBLY CONNECTED REGIONS

  n ∂  o
∂ 1 1
log =ℜ log
∂nt rtz ∂nt γ(s) − γ(t)
n 1 ∂γ o n i ∂γ o
=ℜ =ℜ (14.4.2)
γ(s) − γ(t) ∂nt γ(s) − γ(t) ∂t
n 1 o
= −ℑ γ ′ (t) ,
γ(s) − γ(t)
where n is the inward normal, z = γ(s) ∈ Ω′ , γ(t) ∈ G1,2 , and the potential at a point
z ∈ Ω′ is given by
Z ∞ n o
1
u(z) = ℑ γ2′ (t2 ) µ2 (t2 ) dt2
−∞ γ(s) − γ2 (t2 )
Z ∞ n o (14.4.3)
1
− ℑ γ1′ (t1 ) µ1 (t1 ) dt1 ,
−∞ γ(s) − γ1 (t1 )

where the parameters t1 and t2 run from −∞ to +∞ as z traverses from −i∞ to +i∞. Let us
assume that the dipole densities µ1 (t1 ) and µ2 (t2 ) are periodic, i.e., µ1 (t1 + L1 ) = µ1 (t1 ),
and µ2 (t2 + L2 ) = µ2 (t2 ). Then the integrals in (14.4.3) can be written as sum of integrals,
and we have
∞ Z
X L2 n o
1
u(z) = ℑ γ2′ (t2 ) dt2
n=−∞ 0 γ(s) − γ2 (t2 ) − inb
∞ Z n o (14.4.4)
X L1
1
− ℑ γ1′ (t1 ) dt1 .
n=−∞ 0 γ(s) − γ1 (t1 ) − inb

Note that the two integrals in (14.4.3) and the two sums in (14.4.4) are convergent in the
Cauchy sense. Since the series in (14.4.4) are uniformly convergent, we can interchange the
integration and summation. Using formula (2.4.21) we find that

∞
X 1 1
=
n=−∞
γ(s) − γ(t) − inb γ(s) − γ(t)
∞  
1 X 1 1
+ +
2ib n=1 γ(s) − γ(t) γ(s) − γ(t)
−n +n
ib ib  
π γ(s) − γ(t)
= cot π ,
ib ib

and (14.4.4) becomes

Z L2    
1 γ(s) − γ2 (t2 ) ′
u(z) = π ℑ cot π γ2 (t2 ) µ2 (t2 ) dt2
0 ib ib
Z L1     (14.4.5)
1 γ(s) − γ1 (t1 ) ′
−π ℑ cot π γ1 (t1 ) µ1 (t1 ) dt1 .
0 ib ib

Let the point z ∈ Ω′ approach a point zs on the boundary of Ω′ . Then, if g(s) = u+ (zs ) is
the prescribed boundary value, then lim u(z) = u+ (ss ) = u (zs ) + π g(s), and the integral
z→zs
 14.4 DIPOLE DISTRIBUTION 469

equation for µ(s) is

Z L1    
1 1 γ(s) − γ1 (t1 )
µ(s) = g(s) + ℑ cot π γ1′ (t1 ) µ1 (t1 ) dt1
π 0 ib ib
Z L2     (14.4.6)
1 γ(s) − γ2 (t2 ) ′
− ℑ cot π γ2 (t2 ) µ2 (t2 ) dt2 .
0 ib ib

This integral equation can be solved by an iterative method, e.g., the one in §10.4. Although
this method of reduction of connectivity seems especially suitable for those doubly connected
regions that can be easily transformed into parallel strips, yet no numerical study has been
done for it. In some special cases, however, the analysis becomes simpler, and it is presented
in the following two case studies.

Map 14.14. (Andersen et al. [1962]). Consider the symmetric doubly connected region
Ω which is transformed into the unit disk (or an annulus) by a chain of conformal maps f1 ,
f2 , f3 , f4 , f5 , f6 and f7 , as shown in Figure 14.15.
Note that in the z-plane z0 ∈ Γ0 is chosen as a point on the axis of symmetry. The
mapping goes from the z-plane through the z1 -plane, z2 -plane, z3 -plane, z4 -plane and finally
to the unit disk in the w-plane. The conformal maps are as follows:

πz1
f1 : z1 = log (z − z0 ) ; f2 : z2 = tan ;
2a
(q + 1)z2 − 1 + q
f3 : z3 = ;
(q − 1)z2 + 1 + q
1 z3 − 1 z4 − i
f4 : z4 = √ ; f5 : w = ;
i k z3 + 1 z4 + i
Z z4 n 2πz o
dt 4
f6 : z6 = p ; f7 : z7 = exp .
0 (1 − t2 ) (1 − k 2 t2 ) ia

The five points marked as a, b, c, d, and e are traced through all of these mappings. The
maps f1 and f2 are used in Figure 14.15; the map f2 carries the points a and b into the
points e±iα and the points c and d into the points e±iβ , respectively, on the unit disk C1 ,
which are mapped by f3 into the end points of two diameters of the unit disk C2 , where
tan(α/2)
the angle ψ between these diameters is given by (14.1.3) and k = (see §14.1);
tan(β/2)
map f4 carries the unit disk C2 into the upper half-plane H, and finally f5 maps the upper
half-plane H onto the unit disk in the w-plane. Note in passing that f6 maps the upper
half-plane H onto the rectangle R which is mapped onto an annulus by f7 . Conversely, by
using the maps f7−1 , f6−1 , and f51 in that order, an annulus can be mapped onto the unit
disk.
470 14 DOUBLY CONNECTED REGIONS

d c
Ω Ω′

c
b
d
a z
. e f1
e
ο

Γ1
a b
Γο
z−plane a
f2 z1− plane

b
b a a
C2 C1
f3
e ψ e
0 1 1
0

c d d
c
z3−plane z2−plane
b
f4
.c
H f5
ψ e 1
0
c d e a b
− 1/ k −1 0 1 1/ k
.d
z 4−plane a
f6
w− plane

c b
R

b
f7
d
b
c
a
. e

d e a
a/ 2 0 a/ 2
z 6−plane z 7− plane
Figure 14.15 An annulus onto another annulus through a chain of five functions.

In this example the numerical computations are needed only for the mapping f2 (Ω′ 7→
C1 ); other mappings are straightforward. The relation between the mapping f2 (Ω′ 7→ C1 )
is provided by Gershgorin’s integral equation (10.2.6) and the relation between their interior
points by the Poisson integral (K.6). The mapping f6 (H 7→ R) is defined by the elliptic
integral of the first kind (see §f.1.1).
 14.4 DIPOLE DISTRIBUTION 471

Map 14.15. (Andersen et al. [1962]). In the nonsymmetric case, the horizontal lines
in the z-plane need not go into straight horizontal lines in the w-plane, as shown in Figure
14.16. We will apply the above method of reduction of connectivity (from 2 to 1) to a
periodic irregular strip Ω′ onto a parallel strip S of width π/2. Then we can use the chain
mapping of Map 14.14 to obtain the conformal mapping of a doubly connected region onto
a unit disk or an annulus. This method involves the following steps:
1. Compute Green’s function for the parallel strip S. This Green’s function is not the usual
Green’s function with a logarithmic singularity; besides, it is Green’s function with some
unspecified period iq.
2. Use this Green’s function to derive the integral equation for the boundary correspondence
between the boundaries of the strip Ω′ and S.

U1 S

Ω ’1
ib G
1 . ib
z+
• z1+ ib . iq
C1 ο G1
U0 w = f (z)
L1 z• ( − π / 4 , 0) (π / 4 , 0)
•z1
G 0’’
Ω’0
.
z0
. _iq
G0
G0 C0 G 0’
U− 1
Lο Ω ’− 1

Figure 14.16 Nonsymmetric horizontal lines onto a set of vertical curves.

Step 1. To compute Green’s function, note that the function w = tan z, where z = 0
 π π
goes into w = 0, maps the parallel strip S : − ≤ ℜ {z} ≤ onto the unit circle
4 4
|w| ≤ 1. The usual Green’s function for the point z = 0 is G(z, 0) = log tan z. Then the
iq-periodic Green’s function is given by
∞
X
G(z, q) = log tan(z + inq), (14.4.7)
n=−∞

where the series is convergent in the Cauchy sense. This periodic Green’s function can be
represented in terms of elliptic theta functions as
∞
X
G(z, q) = log tan z + log [tan(z + inq) tan(z − inq)]
n=1
nY
∞ o
= log tan z − log tanh(iz − nq) tanh(iz + nq)
n=1 (14.4.8)
 ∞


1 u − u−1 Y 1 − h2n u2 1 − h2n u−2
= log
i u + u−1 n=1 (1 + h2n u2 ) (1 + h2n u−2 )
ϑ1 (z, h)
= log ,
ϑ2 (z, h)
472 14 DOUBLY CONNECTED REGIONS

where we have set u = eiz and h = e−q , and ϑ1,2 are elliptic theta functions such that
ϑ1 (z + π/2, h) = ϑ2 (z, h). These functions are numerically evaluated by the formulas
(Abramowitz and Stegun [1972])

∞
X 2
ϑ1 (z, h) = 2 (−1)n−1 h(2n−1) /4
sin(2n − 1)z,
n=1
∞ (14.4.9)
X
(2n−1)2 /4
ϑ2 (z, h) = 2 h cos(2n − 1)z,
n=1

where the series are convergent for h < 1, i.e., q > 0. If q is not too close to unity, the series
converge very rapidly, and the computation of ϑ1,2 is straightforward.
Step 2. We will derive Gershgorin’s equation for the periodic strip Ω′ which we assume
consists of congruent regions . . . , Ω′−1 , Ω′0 , Ω′1 , Ω′2 , . . . (Figure 14.16). Let C denote the
 [ n


contour C = Ln ∪ Un ∪ Cj ∪ Gj , where Gj consists of the boundary curves on
j=−n
both sides of Ω′j , Cj is a circle around z0 + jib and two lines of the cut connecting this circle
and z1 + jib, Uj is the upper boundary line, and Lj the lower boundary line of Ω′j (Figure
14.16). The point z0 corresponds to w = 0, and z1 to w = π/4. The variable ζ traverses
C in the positive sense. If z ∈ Int (C), then ζ = z is the only simple pole of f (z), in which
case by Cauchy’s formula
Z
1 G(f (ζ), q)
G(f (z), q) = dζ.
2iπ C ζ −z

Now, let the radii of the circles Cj tend to zero. Then the above integral along these circles
vanishes because G(f (ζ), q) ≈ log (ζ − z0 − jib), and thus
Z
1 G (f (ζ), q)
G (f (z), q) = dζ
2iπ C\{Cj } ζ−z
n Z z0 +jib
X
1 G+ (f (ζ), q) − G− (f (ζ), q)
+ dζ,
2iπ j=−n z1 +jib ζ −z

where G+ (f (ζ), q) − G− (f (ζ), q) = 2iπ. Therefore,

Z Xn
1 G (f (ζ), q) z0 + jib − z
G(f (z), q) = dζ + log .
2iπ C\{Cj } ζ −z j=−n
z1 + jib − z

Since Gj = G0 + jib and G (f (ζ + jib), q) = G (f (ζ) = iq, q) = G (f (ζ), q), we find that
Z
1 G (f (ζ), q)
G (f (z), q) = dζ
2iπ Un ∪L−n ζ −z
Z n
X
1 1
+ G (f (ζ), q) dζ (14.4.10)
2iπ G0 j=−n
ζ + jib − z
n
X z0 + jib − z
+ log ≡ I1 + I2 + I3 .
j=−n
z1 + jib − z
 14.4 DIPOLE DISTRIBUTION 473

Let n → ∞. Then let I2 → 0. Using the formula (2.4.16), we have

n
X n
1 1 X 1 π π(ζ − z)
= → cot as n → ∞,
ζ + jib − z iL j=−n ζ − z iL iL
j=−n +j
iL

and using formula (2.4.20), we find that, as n → ∞,

 2
z0 − z z0 − z
n
Y n
Y 1− sin
z0 + jib − z z0 − z jib jib
=  2 → z1 − z .
j=−n
z 1 + jib − z z 1−z j=1 z1 − z sin
1− jib
jib

Hence, as n → ∞ in the Cauchy sense, we find from (14.4.1) that

z0 − z
Z sin
1 π π(ζ − z) jib
I2 + I3 = G (f (ζ), q) cot dζ + log z1 − z
2iπ G0 iL iL sin (14.4.11)
jib
= G (f (z), q) .

Since G (f (z), q) is purely imaginary, let G (f (z), q) = i Φ (f (z), q), where Φ is a real-valued
function that defines the boundary correspondence and, by taking the imaginary part of
(14.4.11), is defined by
Z nπ
1 π(ζ − z) o
Φ (f (z), q) = Φ (f (ζ), q) ℑ cot dζ
2π G0 iL iL
 z0 − z 

 sin 
 (14.4.12)
jib
+ arg ≡ J1 + J2 .
 sin z1 − z 
 
jib

Now let the point z approach a point zs on the boundary of G0 . Then

Z nπ
1 π(ζ − z) o 1
J1 → Φ (f (ζ), q) ℑ cot dζ + Φ (f (zs ), q) . (14.4.13)
2π G0 iL iL 2

Hence, as z → zs , from (14.4.12) and (14.4.13) we obtain

Z nπ
1 π(ζ − z) o
Φ (f (zs ), q) = Φ (f (ζ), q) ℑcot dζ
π G0 iL iL
 z0 − z 

 sin 
 (14.4.14)
jib
+ 2 arg ,
 sin z1 − z 
 
jib

which is Gershgorin’s integral equation for the periodic strip Ω′ .

Note that Eq (14.4.14) can be simplified by taking the parametric equation of the curve
G0 as ζ = ζ(t), where t is the arc length on G0 . Since G0 has two parts, G′0 and G′′0 , this
474 14 DOUBLY CONNECTED REGIONS

parametric equation represents two equations. If we set w(t) = f (ζ(t)), zs = ζ(s), and
Φ (f (ζ(t)), q) = φ(t, q), then Eq (14.4.14) becomes
Z Z !
1 nπ π(ζ(t) − ζ(s)) ′ o
φ(s) = + φ(t, q) ℑ cot ζ (t) dζ
π G′0 G′′
0
iL iL
 

 z0 − ζ(s) 
 (14.4.15)
 sin  n ϑ (w(s), q) o
jib 1
+ 2 arg = arg .

 z − ζ(s) 
 ϑ2 (w(s), q)
 sin 1 
jib
π
Since w(s) = ± + i y(s) for ζ(s) ∈ G0 , we find from (14.4.9) that
4

ϑ1 (w(s), q) ±A (y(s)) + i B (y(s))

= , (14.4.16)
ϑ2 (w(s), q) A (y(s)) ∓ i B (y(s))
π
where the upper and the lower sign is chosen according as w(s) = ± + i y(s), and
4

X∞
√ n(n−1) (2n − 1)π
A(y) = 2h cos cosh(2n − 1)y,
n=1
4
X∞  
√ n(n−1) (2n − 1)π 1 iπ
B(y) = 2h sin sinh(2n − 1)y = A y + .
n=1
4 i 2

Hence the simplified form of Eq (14.4.14) is

n ϑ (w(s), q) o  2 arg{A (y(s)) + i B (y(s))} on G′ ,
1 0
φ(s, q) = arg = (14.4.17)
ϑ2 (w(s), q) π − 2 arg{A (y(s)) + i B (y(s))} on G′′0 .

This equation can be numerically computed by an iterative method.

Example 14.1. A doubly connected region Ω can be mapped univalently onto an

annulus A(1, R), R > 1, and the mapping is unique if a point z0 on the boundary of Ω
is transformed into a point w0 on the boundary of A(1, R). (Goluzin [1969: 208]; Wen
[1992:97].) 

Example 14.2. Consider coaxial ellipses

x2 y2 x2 y2
Γ1 : 2 + 2 = 1, Γ0 : 2 + 2 = 1,
a1 b1 a2 b2

which are symmetric about both coordinate axes. Take the distribution α = 0 (2π/N ) 2π
for the partition of the boundaries, and N = 4(n − 1). Note that if (i) a1 = 5, b1 = 1, a2 =
7, b2 = 5, (ii) a1 = 6, b1 = 2, a2 = 9, b2 = 7, or (iii) a1 = 7, b1 = 2, a2 = 9, b2 = 6, then
the ellipses Γ1 and Γ0 are confocal, i.e., a21 − b21 = a22 − b22 . In these cases there is an exact
mapping function p
z + z 2 − (a22 − b22 )
fΩ (z) = ,
a2 + b 2
 14.5 GAIER’S VARIATIONAL METHOD 475

a1 + b 1
with ρ = . Also, E decreases as N increases. (Symm [1969].) 
a2 + b 2

Example 14.3. Consider Cassini’s ovals

 2  2 
Γ1 = (x + b1 ) + y 2 (x − b1 ) − y 2 = a41 ,
 2  2 
Γ0 = (x + b2 ) + y 2 (x − b2 ) − y 2 = a42 ,

(see Figure 14.1), which have symmetry about both coordinates axes. Partition Γ by taking
equi-spaced points on the x-axis on each boundary with the same number
√ of points on Γ1 and
4
Γ0 , and take N = 4(n − 1). Note that if (i) a1 = 2, b1 = 1, a2 = 2506 ≈ 7.07389, b2 = 7,
√ a4 − b41 b2
or (ii) a1 = 9, b1 = 6, a2 = 11116 ≈ 10.26803, b2 = 8, then 41 = 12 , and in this case
4
4
a2 − b 2 b2
the exact mapping function is given by
a2 z
fΩ (z) = p 4 ,
a2 − b42 + b22 z 2

a2 b 1
with ρ = . Then E decreases as N increases (Symm [1969]). 
a1 b 2

14.5 Gaier’s Variational Method

In Gaier’s variational method we first determine the approximate function
fΩ′ (z) 1
H(z) = − (14.5.1)
fΩ (z) z
by taking a finite series representation as
n
X
H(z) = aj φj (z),
j=1

where {φj (z)} is the basis set of functions in L2 (Ω) which possess single-valued indefinite
integrals in Ω. This set is augmented by adding appropriate singular functions to account
for singularities on the boundary ∂Ω = Γ1 ∪ Γ0 and in Int (Γ1 ) ∪ Ext (Γ0 ). In fact, since the
variational problem to minimize the integral
ZZ
kuk2 = |u(z)|2 dx dy, u ∈ K1 (Ω), (14.5.2)
Ω

(see §4.2) has a unique solution u0 such that u0 is orthogonal to K0 (Ω), the function H is
related to u0 by
u0 (z)
H(z) = . (14.5.3)
kuk2
Let us denote
A(z) = log fΩ (z) − log z. (14.5.4)
Then H(z) = A′ (z), and for each function φj ∈ L2 (Ω) which is continuous on ∂Ω, we have,
in view of Green’s formula (2.3.11),
Z Z
1
φj , H = φj (z) A(z) dz = i φj (z) log |z| dz. (14.5.5)
2i ∂Ω ∂Ω
476 14 DOUBLY CONNECTED REGIONS

The modulus M = r2 /r1 of Ω is related to the function H by

 Z 
1 1 1
log M = log |z| dz − kHk2 . (14.5.6)
2π i ∂Ω z

Gaier’s variational method (VM) resembles the RM (§4.2) in many ways. Let the basis
set {φj (z)} ∈ L2 (Ω) be such that φ1 ∈ K0 (Ω). Let Knm , m = 0, 1, denote the n-dimensional
counterparts of Km (Ω), i.e.,

Knm (Ω) = En ∩ Km (Ω), m = 0, 1, (14.5.7)

where En = span (φ1 , φ2 , . . . , φn ). The set Knm is nonempty for n = 1, 2, . . . , and the
n-dimensional problem corresponding to (14.5.2) is as follows:
Problem Inm : In the class Kn1 (Ω) minimize kuk, defined by (14.5.2), over all u ∈ Kn1 (Ω).

As in Problem In , the following results hold for the above problem:

(i) the problem Inm has a unique solution u0 ;
(ii) the minimal function un is orthogonal to Kn0 (Ω); and
(iii) the sequence {un } → u0 uniformly in Ω, i.e., in view of (14.5.3),

un (z)
→ H(z), (14.5.8)
kuk2

almost uniformly in Ω (i.e., there is mean convergence in every compact subset of Ω). Hence,
lim kun − u0 k = 0. Let
n→∞
hj = H, φj , j = 1, 2, . . . . (14.5.9)
 
Note that hj 6= 0. Also, since Kn0 (Ω) = u ∈ En : H, u = 0 , the set h̄1 φj (z)− h̄j φ1 (z) ,
j = 2, 3, . . . , n, is the basis of K0 (Ω). Thus, if we take

n
X
un (z) = cj φj (z), (14.5.10)
j=1

then, since un is orthogonal to K0 (Ω) and H, un = 1, we obtain the linear (n × n) system

of equations
Xn

h1 φj , φi − hi φj , φ1 cj = 0, j = 2, 3, . . . , n,
j=1
n (14.5.11)
X
h̄j cj = 1,
j=1

un (z)
which determines the coefficients cj . Then, in view of (13.4.8), the formula Hn (z) =
ku0 ]|2
gives the nth approximation of the function H(z) = A′ (z) and the nth VM approximation
of the mapping function fΩ (z) ≡ f (z)
Rz
Hn (t) dt
fn (z) = z e ζ , ζ ∈ Ω. (14.5.12)
 14.5 GAIER’S VARIATIONAL METHOD 477

Also, from (14.5.6)

n 1 1 Z 1 o
M = exp log |z| dz − kHn k2 , (14.5.13)
2π i ∂Ω z

which gives the nth VM approximation of the modulus M of the region Ω (Mn gives an
upper bound to M ).
Let us assume that the mapping function fΩ is normalized so that the region Ω is mapped
conformally onto the annulus A(ρ, 1). Then the density function µ(s) (see §13.5) is related
to the boundary correspondence function φΩ (s) by

φ′Ω (s) = 2 π γ1 µ(s), (14.5.14)

where γ1 = log M = − log ρ.

Let {φ∗j (z)} denote the orthonormal basis of L2 (Ω). Then the function H has the Fourier
series expansion
X∞
H(z) = βj φj (z), (14.5.15)
j=1

where the Fourier coefficients are given by βn = φ∗j , H . Then the VM follows the same
five-step procedure explained in §8.5.2, which leads to the nth approximation
n
X
Hn (z) = βj φ∗j (z), βj = φ∗j , H , j = 1, 2, . . . , n, (14.5.16)
j=1

which, from (14.5.12), yields the nth approximation fn (z) of the mapping function fΩ (z).
 ∞
The basis set is taken as the set z j j=−∞ which is a complete set in L2 (Ω). But the use
of this set results in the same kind of problems as in the RM and BKM for simply connected
regions. Due to the presence of singularities of the function H in the complement of Ω and
corner points on the boundary, this basis set is augmented by adding singular functions
related to each singular behavior. Thus, in the neighborhood of a branch point singularity
at zj ∈ ∂Ω the asymptotic expansion of the mapping function involves fractional powers of
(z − zj ). For a corner point zj ∈ ∂Ω the asymptotic expansion of H augments the basis by
singular functions of the form
  r−1
 1 1
−
1
, if zj ∈ Γ1 ,
φj (z) = z2 z zj (14.5.17)

(z − zj )r−1 , if zj ∈ Γ0 ,

where r = k + l/α, α = p/q > 0, k = 0, 1, 2, . . . , and 1 ≤ l ≤ p. A branch point singularity

occurs if p 6= 1. If the arcs at a corner point are straight line segments, then the exponent
k + l/α in (14.5.17) is replaced by l/α, l = 1, 2, . . . . Depending on the rational
 values
∞
of k + l/α, the first few singular functions (14.5.17) are added to the basis set z j j=−∞
to form the AB. Note that the singular functions in (14.5.17) for zj ∈ Γ0 are the same
type as used for interior mappings and those in (14.5.17) for zj ∈ Γ1 are those used for
exterior mappings of the simply connected regions discussed in Chapter 12. The function
fΩ may involve logarithmic terms if the asymptotic expansion is valid, but these logarithmic
singularities can generally be ignored as they produce no serious computational problem.
478 14 DOUBLY CONNECTED REGIONS

Map 14.16. Consider the doubly connected region Ω bounded by a circle in a square,
defined by
Ω : {(x, y) : |x| < 1, |y| < 1} ∩ {z : |z| > a, a < 1}.
There are no corner singularities, so no AB is required. The region has eightfold symmetry
j+1
about the origin, and thus, the basis set is taken as z (−1) (2j+1) , j = 1, 2, . . . .

Map 14.17. Let Ga = {(x, y) : |x| < a, |y| < a} define a square region. Consider the
doubly connected region Ω as a square in a square (square frame, Figure 14.17) defined by


Ω = {G1 ∩ compl Ḡa , a < 1}.

Let zj denote the four corners of the inner square. Then the singular functions associated
with the branch point singularities at these corners are the functions φrj (z), j = 1, 2, 3, 4,
where
2l
r = k + , k = 0, 1, . . . , and 1 ≤ l ≤ 3. (14.5.18)
3
Since the region Ω has eightfold symmetry about the origin, these four singular functions
φrj (z) are combined into a single function

4
X
φ̃r (z) = φr1 (z) + eiθj φrj (z), (14.5.19)
j=2

where the arguments θj are chosen such that

 
eiπ/2 φ̃r eiπ/2 z = φ̃r (z).

Since θj depend on the branches used in defining the functions φrj (z), one must be careful
while constructing the singular functions of the form φ̃r (z). The AB is

j+1 2 4 5 7
z (−1) (2j+1)
, j = 1, 2, . . . ; φ̃r (z), r = , , , .
3 3 3 3

Y y

z2 z1
.
i π/ 4
B= e

X a x
0 0 •

z3 z4

Figure 14.17 Circle in a square. Figure 14.18 Square in a square.

 14.5 GAIER’S VARIATIONAL METHOD 479

Map 14.18. Let

Gab = {(x, y) : |x| < a, |y| < b} ∪ {|x| < b, |y| < a}, (14.5.20)

and
Gc = {(x, y) : |x| < c, |y| < c}.

Then consider the doubly connected region Ω which is a cross in a square (Figure 14.19),
defined by


Ω = Gc ∩ compl Ḡab , a < c, b < c.

Let the eight corners A, B, C, D, E, F, G, H of the cross-shaped region Gab be denoted

by zj , j = 1, 2, . . . , 8, respectively. The singular functions associated with the branch point
singularities at zj , j = 1, . . . , 8, are given by

 r−1
1 1 1
φrj (z) = 2 − ,
z z zj

as in (14.5.17), and r is defined by (14.5.18). In view of the symmetry these eight singular
functions can be combined into two functions

3
X
φ̃rj (z) = φrj (z) + eiθ2k+j φr,2k+j (z), j = 1, 2, (14.5.21)
k=1

where the arguments θ2k+j are chosen such that

 
eiπ/2 φ̃rj eiπ/2 z = φ̃rj (z), j = 1, 2.

as in Map 14.17.

D C

E B

• x
0
F A

G H

Figure 14.19 Cross in a square.

480 14 DOUBLY CONNECTED REGIONS

Example 14.4. Let α be rational. Show that the following first four functions ψj in the
formal asymptotic expansion (13.5.5) for the density function µ(s) given by

ψ1 (σ) = σ −1+1/α , 0 < α < 2,


1/α
 σ , 0 < α < 1,

ψ2 (σ) = σ log σ, α = 1,

 −1=2/α
σ , 1 < α < 2,
 1+1/α
 σ , 0 < α < 1/2,


 σ 3 log σ, α = 1/2,
ψ3 (σ) =


 σ −1+2/α , 1/2 < α < 1,
 1/α
σ , 1 ≤ α < 2,
 2+1/α
 σ , 0 < α < 1/3,



 5
σ log σ, α = 1/3,



 σ −1+2/α , 1/3 < α ≤ 1/2,
ψ4 (σ) =

 σ 1+1/α , 1/2 < α < 1,



 2
σ 2 (log σ) , α = 1,


 −1+3/α
σ , 1 < α < 2,

where, in particular, a±
j , j = 1, 2, 3, satisfy the relations


a−
1 = λ
1/α +
a1 , 0 < α < 2, 


 γ ′ s−
0
a−
2 = −λ2/α
a+
2, 1 ≤ α < 2, , and λ = ′ +
.

 γ s0

a−
3 = −λ2/α a+
3, 1/2 ≤ α < 1

(Papamichael, Warby and Hough [1986].) 

Example 14.5. Let Gab = {(x, y) : |x| < a < 1, |y| < b < 1} denote a rectangular
region. Consider the doubly connected region Ω which is a rectangle in a circle (Figure
14.20) and defined by

Ω = {z : |z| < 1} ∩ compl Ḡab .
If a 6= b, the region Ω has fourfold symmetry. Show that the four singular functions φrj (z)
can be combined into two functions φ̃rj (z) = φrj (z) + eiθj , j = 1, 2, where r is defined


in (14.5.18), and θj are chosen such that eiπ φ̃rj eiπ z = φ̃rj (z). If a = b, the region Ω
has eightfold symmetry. Then for each value of r the four functions φrj (z), j = 1, 2, 3, 4,
can be combined into a single function of the same form as (14.5.19), and in each case the
monomial basis set can be taken as z, z ±(2j+1) , j = 1, 2, . . . (Papamichael and Kokkinos
[1984]). 
 14.6 MAPPING ONTO ANNULUS 481

y y

B A

x
0 x
C D

Figure 14.20 Rectangle in a circle. Figure 14.21 Cross in a square.

Example 14.6. Let Gab be the cross-shaped region defined by (14.5.20). We will
consider the circle-in-a-cross region Ω (Figure 14.21) defined by

Ω = Gab ∩ {z : |z| > c}.

Let zj , j = 1, 2, 3, 4, denote the four corners A, B, C, D of the outer boundary. Show that
the singular functions associated with the branch point singularities at these points zj are
r−1
φrj (z) = (z − zj ) , where r is defined in (14.5.18). Using symmetry it can be shown that
these four functions can be combined into a single function φ̃rj (z) of the form (14.5.21), and
j+1
that the AB is formed by the monomial basis set z (−1) (2j+1) plus the functions φ̃rj (z)
with r = 2/3, 4/3, 8/3, 10/3. (Papamichael and Kokkinos [1984].) 

14.6 Mapping onto Annulus

According to the Riemann mapping theorem, a doubly connected region can always be
conformally mapped onto an annulus A(r1 , r2 ). Suppose, one of the radii, say r1 , of this
annulus is chosen arbitrarily. Then the other radius r2 must be obtained from the ratio
r2 /r1 which is the (fixed) conformal modus of the doubly connected region.
Note that the conformal ratio is related to capacitance, or conductance, of a potential
field that is generated between the inner and outer boundaries.
The Schwarz-Christoffel transformation and the integral equation methods, like Lichten-
stein, Garrick, Theodorsen and others discussed earlier, when applied to doubly connected
regions do not display symmetry (see Nehari [1952: Ch 2], Gaier [1964; 1981], and Henrici
[1986]). The integral equation method was, however, extended to doubly connected region
by Symm [1969]. This method was used by Hough and Papamichael [1983] to examine the
interior, exterior and doubly connected regions with boundaries with sharp corners by using
the spline approximation. Moreover, Papamichael and Kokkinos [1984] examined the ap-
proximate transformation of boundaries with sharp corners using both a variational method
and an orthonormalization method, and Gaier [1964] and Papamichael and Warby [1984]
have discussed a connection between two numerical methods for doubly connected regions,
one by Challis and Burley [1982] and the other by Garrick [1936].
A doubly connected region with one or more axis of symmetry can be examined by
breaking it up into identical subregions (or mirror images), if possible, such that each
subregion becomes simply connected. However, nonsymmetric, multiply connected regions
are demanding and require more sophisticated programming methods.
482 14 DOUBLY CONNECTED REGIONS

The (numerical) conformal mapping of doubly connected regions has become important
because of their engineering applications.
14.6.1 Numerical Methods. Let the annular boundaries of a doubly connected region
be denoted by Γ1 and Γ2 such that z = 0 is interior of Γ1 and z = ∞ is exterior to Γ2 .
As mentioned in the method of Taylor series approximations in §2.7, the inverse of the
m
P
series (2.7.6), which is w = aj z j , has been used by Kantorovich-Krylov [1964: 363] in
j=−m
numerical solution of those doubly connected regions that contain the point at infinity.
Doubly connected symmetric regions have been considered in §14.3, Map 14.14, and
Example 14.2. The polynomial approximation method can be used in cases of symmetric
regions. Nonsymmetric regions are examined in detail in Map 14.15. However, in the
general case we can use Lichtenstein’s method, as follows: Consider the doubly connected
region D in the z-plane, such that D = Dz1 ∩ Dz2 such that Γ1 is the outer boundary
and Γ2 the inner boundary of Dz1 , and let C be the annulus Dw1 ∩ Dw2 , such that C1 is
the outer boundary and C2 the inner boundary of Dw1 (Figure 14.22). Then, using the
Lichtenstein-Gershgorin approximations (11.12.9) (for interior region) and (11.12.15) (for
exterior region), we obtain a combination of these equations, as given in Muratov [1937], as
Z Z
1 Θ1 (t) cos αs (t) 1 Θ2 (t) cos αs (t)
Θ1 (s1 ) = −2β (s1 ) − dt + dt,
π Γ1 rst π Γ2 rst
(14.6.1)
Z Z
1 Θ1 (t) cos αs (t) 1 Θ2 (t) cos αs (t)
Θ2 (s2 ) = −2β (s2 ) − dt + dt,
π Γ1 rst π Γ2 rst
(14.6.2)

where s1 and s2 are the labels of s on Γ1 and Γ2 , respectively.

} }
Γ1 C1
D C

Dz Dw C1
Γ1 1 1 Dw
Dz 1
1
C2
Dz
2 _ _
Γ2 = = Dw
2

C2

z- plane Γ2 w - plane
Dz Dw
2 2

Figure 14.22 Mapping of doubly connected regions.

Next, we will consider the following question: If Dz1 ∪ Γ1 maps onto Dw1 ∪ C1 , and
Dz2 ∪ Γ2 maps onto Dw2 ∪ C2 , then can we conclude that the doubly connected region D is
mapped onto the annulus C in the w-plane? The answer is affirmative (see Figure 14.22),
provided certain conditions are met, as explained in the following three major cases: (i)
symmetry and circles, (ii) symmetric region with an inner circle, (iii) symmetric region with
an outer circle, and (iv) other configurations in doubly connected regions.
Case (i). As in the Theodorsen-Garrick method (§11.13), when there are s number
of symmetries in a simply connected region, then the mapping of its interior that includes
z = 0, and of its exterior onto the w-plane can be approximated respectively by a polynomial
 14.6 MAPPING ONTO ANNULUS 483

of the form
n
X n
X
1+js
w= a1+js z , w= a1−js z 1−js . (14.6.3)
j=0 j=0

We can combine the two polynomials to use for the mapping of a doubly connected region
onto a circular annulus (see Figure 14.22).
Now, if one of the boundaries of the annular region in the w-plane is C2 which is a circle
of radius r1 , then the Lichtenstein-Gershgorin integral equation (14.6.2) reduces to

Z Z
1 Θ1 (σ1 ) cos (nt , r) 1
Θ2 (s2 ) = −2β (s2 ) − dσ1 + Θ2 (σ2 ) dσ2 . (14.6.3)
π C1 r 2πr1 C2

If, in addition to the circle C2 there are one or more axes of symmetry, Eq (14.6.3) becomes

Z
1 Θ1 (σ1 ) cos (nt , r)
Θ2 (s2 ) = −2β (s2 ) + π − dσ1 , (14.6.4)
π C1 r

which means that if C2 is a circle and the region has one or more axes of symmetry, then
Eqs (14.6.2) and (14.6.4) must be used. Similarly, if C1 is a circle and the region has one
or more axes of symmetry, we use Eq (14.6.2) and

Z
1 Θ2 (σ2 ) cos (nt , r)
Θ1 (s1 ) = −2β (s1 ) − π + dσ2 . (14.6.5)
π C2 r

Doubly connected regions presented in Figures 14.19 and 14.20 can be dealt by this method,
so also a simplified cross-section of a solid propellant rocket grain, as shown in Figure 14.23,
in which one of the boundaries in the z-plane is a circle.

y
v

θ=0

• x u
0 0

∂θ
∂n = 0

z- plane w - plane
Figure 14.23 Cross-section of a solid propellant rocket.

The following Table 14.3 (Schinzinger and Laura [2003: 153]) gives the values of the
484 14 DOUBLY CONNECTED REGIONS

coefficients to be used with the series expansion (14.6.3).

Table 14.3 Values of the coefficients.

Polygon s a1 a1−s a1+2s a1+3s a1+4s a1+5s a1+6s

Square 4 1.08 −0.108 0.04 −0.26 0.0174 −0.0127 0.00997
Pentagon 5 1.0526 −0.0704 0.0272 −0.0153 0.0103 −0.0079 0.0058
Hexagon 6 1.0376 −0.0496 0.0183 −0.0108 0.100 −0.0053
Heptagon 7 1.0279 −0.0361 0.0119 −0.0060 0.0040 −0.0017
Octagon 8 1.0219 −0.0282 0.0092 −0.0048 0.0030 −0.0022 0.0017
Pm
Case (ii). In this case the power series expansion of the form w = j=−m aj z j can
be used provided that the boundary Γ1 has z = 0 as an interior point and the boundary
Γ2 has z = ∞ as an exterior point. Then we map the outer boundary Γ1 onto the outer
boundary C1 of the annulus in the w-plane. The inner boundary Γ2 will be mapped onto
the inner circle C2 in the w-plane, because the jth term in the above power series, that has
the power of z as (1 + js) > 0, where s denotes the number of axes of symmetry, becomes
extremely small. This holds for any point on and within the inner circle. For j = 1, we
have w = a1 z, so that the radius r2 of the region Γ1 becomes the radius R1 = a1 r1 of the
circle C1 . Example 11.5 is a representative example of this case, also the following example.
Example 14.7. Consider a square with outer boundary of size 2b with corners at
x + iy = ±b ± ib, and with an inner boundary which is a circle of radius r1 with center
(0, 0), i.e., concentric with the square. The following polynomial with axes of symmetry
s = 4 is applicable in this case:
 1 1 5 13 
z = 1.08b w − w5 + w9 − w + ··· , (14.6.6)
10 24 208
with approximate errors given in Table 14.4.
Table 14.4 Approximate errors.

r1 /b % maximum error
0.10 0.005
0.50 0.9
0.80 4.0

Case (iii). In this case we consider an outer circle which contains within it a concentric
square as shown in Figure 14.24. The series expansion

w = a 1.1804z−0, 1966z −3+0, 0214z −7−0.0076z −11 +0.0044z −15 −0.0026z −19+0.0008z −23
(14.6.7)
was used by Laura and Romanelli [1973] to map the exterior of the inner square of size
2a × 2a onto the exterior of a circle in the w-plane.
 14.6 MAPPING ONTO ANNULUS 485

2a

E D C B A
• • • • • x

z- plane
Figure 14.24 Mapping of exterior of a square onto the exterior of a circle.

It is shown that this transformation maps the square onto an inner circle while retaining
the circular shape of the outer boundary as long as r2 > 2, and the error due to extra terms
in z raised a negative power becomes negligible, as seen from the following Table 14.5.
Table 14.5 Error due to extra terms.

Ratio of circle to square Maximum error (%)

Case r/(2a)
A 5 0.03
B 4 0.06
C 3 0.02
D 2 1.1
E 1.5912 2.5

The mapping problems involving regions with slits have been mostly examined in earlier
chapters The work of Nehari [1952] and Ellacott [1979] deal with circular, concentric slits; of
von Koppenfels and Stallmann [1959] deal with parallel and radial slits; and of Papamichael
and Kokkinos [1984] deal with regions of the shape of the cross.
486 14 DOUBLY CONNECTED REGIONS

References used: Abramowitz and Stegun [1968], Andersen et al. [1962], Copson [1975], Gaier
[1964], Goluzin [1969], Hough and Papamichael [1981, 1983], Jawson [1963], Kantorovich and Krylov [1958;
1998], Kythe [1998], Levin, Papamichael and Sideridis [1978], Muslhelishvili [1963], Papamichael, Warby
and Hough [1983; 1986], Papamichael and Warby [1984], Nehari [1952], Reichel [1985], Schinzinger and
Laura [2003], Symm [1969], Wen [1992].
15
Multiply Connected Regions

The existence and uniqueness theorems for the conformal mappings of multiply connected
regions onto canonical regions are discussed in Kythe [1998:358 ff]. We will first discuss
a numerical method based on Mikhlin’s integral equation formulation on the boundary,
which is a Fredholm integral equation of the second kind and has a unique periodic solution.
Then a numerical method, called Mayo’s method, that uses a fast Poisson solver for the
Laplacian (Mayo [1984]) is employed to determine the mapping function in the interior of
the region which can be simply, doubly, or multiply connected, with accuracy even near the
boundary. This method, in fact, computes the derivatives of the mapping function in the
first application and the mapping function itself when applied twice. Most of the methods
for conformal mapping compute the boundary correspondence function only.

15.1 Some Useful Results

We will define certain canonical regions, besides the unit disk and the annulus. A region
with parallel cuts (slits) is understood to be a region obtained from the extended complex
plane C∞ by removing several mutually parallel line segments inclined at an angle θ to the
positive real axis (we call them parallel finite cuts of inclination θ). By a region with spiral
cuts we mean a region which is obtained by removing several logarithmic spirals from C∞ .
Let α and c be real constants. The equation


ℑ e−iα log w = c (15.1.1)

represents a logarithmic spiral in the w-plane with the origin as its asymptotic point, where
α is the angle between the logarithmic spiral and a fixed ray emanating from the origin (α
is known as the oblique angle of the spiral cuts). For α = 0 the logarithmic spiral reduces
to a ray arg{w} = c emanating from the origin, and for α = π/2 it becomes a circle |w| = ec
(unit circle for c = 0). The following theorem establishes the existence and uniqueness of
the conformal mapping from a multiply connected region onto a region with parallel or
spiral cuts. A result due to Hilbert [1909] is as follows:

Theorem 15.1. Let Ω be a multiply connected region in the extended z-plane C∞ and
θ a real number. Then there exists a univalent meromorphic function w = fθ (z) in Ω such
488 15 MULTIPLY CONNECTED REGIONS

that (i) it maps Ω conformally onto a region with parallel finite cuts of inclination θ in the
extended w-plane; and (ii) it maps a given point z = a into w = ∞, and in a neighborhood
of z = a the function fθ (z) may be represented by a series of the form

1
fθ (z) = + a1 (z − a) + · · · , (15.1.2)
z−a

or
a1
fθ (z) = z + + ··· , (15.1.3)
z
according to whether a is finite or not. Each of these functions is unique for the region Ω.
A similar theorem holds if the image of Ω has spiral cuts of oblique angle α in the w-
plane. The mapping functions are the same as (15.1.2) and (15.1.3) which in this case are
denoted by fα instead of fθ . A proof of this theorem can be found in Goluzin [1969:213]
or Wen [1992:118]. Two results on the existence and uniqueness of conformal mapping of a
multiply connected region Ω contained inside the unit disk |z| < 1 onto a region inside the
unit disk |w| < 1 with concentric finite circular cuts and inside an annulus r < |z| < 1 are
as follows:
Theorem 15.2. Let Ω be a multiply connected region of connectivity (n + 1) inside the
unit disk |z| < 1 where Γ = |z| = 1 is the boundary component of Ω and 0 ∈ Ω. Then
there exists a unique, univalent analytic function w = f (z) in Ω such that (i) it maps Ω
conformally onto a region G inside the unit disk |w| < 1 which has n circular cuts centered
at w = 0, and (ii) it maps the unit circle |z| = 1 conformally onto the unit circle |w| = 1
with f (0) = 0 and f (1) = 1.
Theorem 15.3. Let Ω be a multiply connected region of connectivity n + 1 inside the
annulus r < |z| < 1, where Γ0 = {|z| = 1} and Γ1 = {|z| = r} are the two boundary
components of Ω. Then there exists a unique univalent analytic function w = f (z) in Ω
such that (i) it maps Ω conformally onto a region G in the w-plane formed by removing n
concentric circular arcs centered at w = 0 from the annulus ρ < |w| < 1, where 0 < ρ < 1,
and (ii) it maps the unit circle Γ0 conformally onto the unit circle |w| = 1, and the circle
Γ1 onto the circle |w| < ρ, with f (1) = 1.
A region whose boundary consists of a finite union of circles is known as a circular
region. We will consider the conformal mapping of a multiply connected region Ω onto a
circular region G. This can be accomplished by a chain of two conformal mappings: (i)
that of Ω onto a region G with parallel cuts, and (ii) that of G onto a circular region ∆.
The former mapping is already established in Theorem 15.1. We need to discuss only the
latter mapping. We will state the uniqueness theorem for conformal mappings onto circular
regions; the existence of this mapping can be proved by the continuity method (see Wen
[1992: 118]).
Lemma 15.1. Let D be an (n + 1)-connected circular region obtained by removing n
disks from the unit disk |z| < 1, with 0 ∈ D, and let ∆ be an (n+1)-connected circular region
obtained by removing n disks from the unit disk |w| < 1, with 0 ∈ ∆. If w = f (z) maps D
conformally onto ∆ such that (i) f (0) = 0, f (1) = 1, and (ii) f (ζj ) = ζj , j = 1, 2, 3, where
ζj are three distinct points on |z| = 1, then f (z) = z.
This lemma establishes the identity mapping; its proof is available in Wen [1992:118].
Theorem 15.4. Let Ω be a multiply connected region in the extended z-plane. Then
there exists at most one univalent meromorphic function w = f (z) in Ω, which maps Ω
conformally onto a circular region G in the w-plane, such that the point z = ∞ goes into
w = ∞, and in a neighborhood of z = ∞ the function f (z) has the series expansion (15.1.2).
 15.1 SOME USEFUL RESULTS 489

Proof. Suppose that w = f1 z) and w = f2 (z) are two univalent meromorphic functions

in Ω, each of which satisfies the hypothesis of the theorem. Then the function f2 f1−1 (w) ,
where z = f1−1 (w) denotes the inverse of w = f1 (z), is univalent and meromorphic in the
region G, maps G onto another circular region G′ in the ζ-plane, maps the point w = ∞
into the point ζ = ∞, and in the neighborhood of the point w = ∞ has the series expansion

b1
f2 f1−1 (w) = w + + ··· . (15.1.4)
w

Now we must show that if ζ = F (w) is the function that maps the region G conformally onto
G′ such that F (∞) = ∞, and has the series representation (15.1.4) in the neighborhood
of the point w = ∞, then F (w) = w. In fact, by using linear transformations of w and ζ,
we can map the regions G and G′ , respectively, onto circular regions D and ∆ of Lemma
15.1. The univalent function obtained from these linear transformations satisfies conditions
(i) and (ii) of this lemma and thus represents an identity mapping. Hence, ζ = F (w) is a
linear transformation with F (∞) = ∞, and therefore, F (w) = a w + b. But since F (w) has
an expansion of the form (15.1.4) in the neighborhood
of w = ∞, we require that a = 1
and b = 0, i.e., F (w) = w. It proves that f2 f1−1 (w) = w, and hence, f1 (z) ≡ f2 (z). 
The function fθ (z), defined by (15.1.2) or (15.1.3), can be evaluated for arbitrary θ from
the equation  
fθ (z, a) = eiθ cos θ f0 (z, a) − i sin θ fπ/2 (z, a) . (15.1.5)
The difference d(z) between the two sides of Eq (15.1.5) is regular in the region Ω, and
d(a) = 0. Also, all values taken by d(z) on any contour Γj lie on a circle (in the extended
sense) ℑ {e−iθ w} = c. The above equation also enables us to compute the function fθ (z, a)
for arbitrary θ if we know the functions f0 (z, a) and fπ/2 (z, a). To get these relations in a
symmetric form, we set

1   1  
P (z, a) = f (z, a) − f0 (z, a) , Q(z, a) = f (z, a) + f0 (z, a) . (15.1.6)
2 π/2 2 π/2

Since ℑ {f0 (z, a)} = const, and ℑ {fπ/2 (z, a)} = const on Γj , j = 0, 1, . . . , n, for fixed
a ∈ Ω, i.e., since

f0 (z, a) = f0 (z, a) + const, fπ/2 (z, a) = − fπ/2 (z, a) + const,

we have on Γj , in view of (15.1.6),

P (z, a) = − Q(z, a) + qj (a), (15.1.7)

where qj (a) are independent of z ∈ Γj . Now, for fixed a, b ∈ Ω, we set

1  
P (z, a, b) = log fπ/2 (z, a, b) − log f0 (z, a, b) ,
2 (15.1.8)
1  
Q(z, a, b) = log fπ/2 (z, a, b) + log f0 (z, a, b) .
2

Then
d
Pz′ (z, a, b) = P (z, a, b) = P (b, z) − P (a, z),
dz (15.1.9)
d
Q′z (z, a, b) = P (z, a, b) = Q(b, z) − Q(a, z).
dz
490 15 MULTIPLY CONNECTED REGIONS

 
Since ℑ log f0 (z, a, b) = const, and ℑ log fπ/2 (z, a, b) = const on Γj , we find from
(15.1.8) that
P (z, a, b) = − Q(z, a, b) + qj (a, b), (15.1.10)
where qj (a, b) are independent of z ∈ Γj . We also consider an integral on the entire boundary
Γ of the region Ω in the positive direction:
Z Xn Z
1 1
I1 = P (t, z) Pt′ (t, a, b) dt = P (t, z) dP (t, a, b)
2iπ Γ j=0
2iπ Γj
Xn Z h i  
1
= − Q(t, z) + qj (z) d − Q(t, a, b) + qj (a, b)
j=0
2iπ Γj
Xn Z  
1
= Q(t, z) d Q(t, a, b)
j=0
2iπ Γj
Z
1
=− Q(t, z) Q′t (t, a, b) dt,
2iπ Γ

because the function Q(t, a, b) is single-valued on each contour Γj . Since Q(t, z) and
Q(t, a, b) have simple poles in Ω at the point z and the points a and b, respectively, by
using the residue theorem, we get I1 = − Q′z (z, a, b) − Q(a, z) + Q(b, z). But since I1 = 0,
we obtain the formula
Q′z (z, a, b) = Q(b, z) − Q(a, z). (15.1.11)
Z
1
Similarly, if we consider the integral I2 = Q(t, z) Pt′ (t, a, b) dt and follow the above
2iπ Γ
technique, we obtain the formula

Pz′ (z, a, b) = P (b, z) − P (a, z). (15.1.12)

Note that the functions P (z, a) and Q(z, a) are themselves not necessarily analytic functions
of a, as shown by taking the region Ω as |z| > 1. Then, in this case

1 z−a 1 1 − āz
P (z, a) = , Q(z, a) = .
1 − |a|2 1 − āz 1 − |a|2 z − a

In the next section we will use the above formulas to solve the Dirichlet problem and
construct Green’s function for the multiply connected region Ω.

15.2 Dirichlet Problem

Let Ω be an (n+1)-connected region in the finite z-plane, bounded by (n+1) Jordan contours
Γj , j = 0, 1, . . . , n (Figure 15.1). Let uj (z), j = 0, 1, . . . , n, be a set of harmonic functions
that have the boundary values uj = δjk on Γj , k = 0, 1, . . . , n (i.e., the boundary value is
Xn
1 on Γj and zero on Γk , k 6= j), and satisfy the relation uj (z) = 1 because the sum on
j=0
the right side is a harmonic function and it must be 1 everywhere on the boundary Γ = ∂Ω.
The conjugate harmonic function vj (z), j = 0, 1, . . . , n, in general, is not single-valued. Let
[∆vj (z)]Γk denote the increment in the function vj (z) as z traverses the contour Γk in the
positive sense (marked by arrowheads in Figure 15.1), and suppose that

[∆vj (z)]Γk = 2π pk,j , k, j = 0, 1, . . . , n, (15.2.1)

 15.2 DIRICHLET PROBLEM 491

where pk,j are constants. Then the set of analytic functions wj (z) = uj (z) + i vj (z), j =
0, 1, . . . , n, satisfies the following conditions:

(i) wj (z) = − wj (z) + ck,j on Γk , where ck,j is a constant;

(ii) [∆wj (z)]Γk = 2iπ pk,j ; (15.2.2)
(iii) wj′ (z) is regular in Ω̄.

Now consider the integrals

Z Z
1 1
I1 = P (t, u) wj′ (t) dt, I2 = P (t, u, v) wj′ (t) dt. (15.2.3)
2iπ Γ 2iπ Γ

In view of Cauchy’s theorem, each integral is equal to zero. We will use the formulas
(15.2.2), (15.1.7), and (15.1.10) to obtain
Z Xn Z  
1 1
I1 = P (t, u) dwj (t) = − − Q(t, u) + qj (u) dwj (t)
2iπ Γ j=0
2iπ Γj
n
X Z
1
= (− Q(t, u) + qj (u)) dwj (t)
j=0
2iπ Γj
Z n
X
1
=− Q(t, u) wj′ (t) dt + qj (u) pk,j
2iπ Γ j=0
n
X
= − wj′ (u) + qj (u) pk,j ,
j=0

which gives
n
X
wj′ (u) = qj (u) pk,j , k = 0, 1, . . . , n. (15.2.4)
j=0

Similarly, for the integral I2 by using integration by parts we get

Z n
X
1
I2 = − Q(t, u, v) wj′ (t) dt + qj (u, v) pk,j
2iπ Γ j=0
n
X
= − wj (u) − wj (v) + qj (u, v) pk,j ,
j=0

which yields
n
X
wj (v) − wj (u) = qj (u, v) pk,j , k = 0, 1, . . . , n. (15.2.5)
j=0

Formulas (15.2.4) and (15.2.5) express the solution of the Dirichlet problem for a multi-
ply connected region in terms of the functions qj (u) and qj (u, v) which define univalent
mappings.
To find Green’s function G(z, z0 ) for the region Ω, let the corresponding analytic func-
tion be denoted by F (z, z0 ) so that G(z, z0 ) = ℜ {F (z, z0)}. The function F (z, z0 ) has a
492 15 MULTIPLY CONNECTED REGIONS

logarithmic singularity at the point z = z0 ∈ Ω and is not single-valued in Ω. The function

F (z, z0 ) has the following properties:
(a) F (z, z0 ) = − F (z, z0 )+const on Γj ;
(b) [∆F (z, z0 )]Γj = −2iπ wj (z0 ), where wj is defined in (15.2.2);
(c) F ′ (z, z0 ) is regular in Ω except at a simple pole z = z0 with residue −1.
Now, consider the integrals
Z
1
I3 = P (t, u) Fz′ (t, z0 ) dt,
2iπ Γ

and Z
1
I4 = P (t, u, v) Fz′ (t, z0 ) dt,
2iπ Γ

where u, v ∈ Ω. Evaluating these integrals first by using the residue theorem and then using
(15.1.7), (15.1.10) and the above mentioned property (b), we obtain
n
X
Fz′ (u, z0 ) = Q(z0 , u) + P (z0 , u) − qj (u) wj (z0 ),
j=0
n (15.2.6)
X
F (v, z0 ) − F (u, z0 ) = Q(z0 , u, v) + P (z0 , u, v) − qj (u, v) wj (z0 ).
j=0

After separating the real parts in (15.2.6), we find that

n
X
G(v, z0 ) − G(u, z0 ) = log fπ/2 (z0 , u, v) − log ρj (u, v) · wj (z0 ), (15.2.7)
j=0

where ρj (u, v) are the radii of the circles on which lie the images of the contours Γj for
j = 0, 1, . . . , n under the mapping w = fπ/2 (z, u, v). Using the symmetry property of
Green’s functions and replacing z0 by z in (15.2.7), we also get
n
X

G(v, z0 ) − G(u, z0 ) = ℜ fπ/2 (z0 , u, v) − log ρj (u, v) · wj (z0 ). (15.2.8)
j=0

Together the two formulas (15.2.7) and (15.2.8) yield

n
X
F (z, v) − F (z, u) = log fπ/2 (z0 , u, v) − log ρj (u, v) · wj (z0 ), (15.2.9)
j=0

which is the analytic representation of functions that are meromorphic in the region Ω and
real on its boundary Γ. These functions are known as Schottky functions.

15.3 Mikhlin’s Integral Equation

As we have seen in §12.1, the function w = f (z) that maps a simply connected region D
with Jordan boundary Γ conformally onto the unit disk |w| < 1, such that a point z0 ∈ D
goes into the point w = 0, can be written in the form f (z) = (z − z0 ) g(z), where g(z) is
analytic and nonzero in D. The function F (z) = log g(z) is also analytic in D. If ζ ∈ Γ, then
|f (ζ)| = ζ − z0 |g(ζ)| = 1, and hence, ℜ {F (ζ)} = log |g(ζ)| = − log |ζ − z0 |. The problem
 15.3 MIKHLIN’S INTEGRAL EQUATION 493

of finding the function F (z) reduces to solving the Laplace equation with the Dirichlet
boundary value − log ζ − z0 , which determines ℜ {F (z)}. This, followed by finding the
conjugate harmonic function, leads to determining g(z) = eF (z) which finally yields the
mapping function f (z). This formulation is the same as in (12.1.1) in Symm’s method.
In the case of a doubly connected region Ω in the z-plane bounded by the Jordan contours
Γ0 and Γ1 , Γ1 ⊂ Γ0 , such that 0 ∈ Γ1 , let the function w = fΩ (z) map Ω conformally onto
the annulus A(ρ, 1). Since the function fΩ (z) is bounded and nonzero in Ω, the function
log fΩ (z) is nonsingular in Ω. Let

fΩ (z)
FΩ (z) = log = log fΩ (z) − log z, (15.3.1)
z
where the function FΩ (z) is single-valued
 and regular in Ω. If z traverses Γ0 and  Γ1 in
the positive direction, both arg fΩ (z) and arg{z} increase by 2π. Let g(z) = ℜ FΩ (z) .
Since the contours Γ0 and Γ1 are mapped onto circles, it is easy to find the boundary values
of g(z). Since fΩ (ζ) = ζ for ζ ∈ Γ1 and fΩ (ζ) = 1 for ζ ∈ Γ0 , we find that

log ρ − log |ζ|. ζ ∈ Γ1 ,
g(z) = (15.3.2)
− log ζ, ζ ∈ Γ0 ,

which is the same as (14.2.4). Thus, the value of ρ (conformal modulus) is determined
under the condition that the function h(z), conjugate to g(z), must be single-valued, i.e.,
it must satisfy the condition (14.2.8). The mapping function fΩ is then determined from
(14.2.1).
We will consider the mapping of a multiply connected region Ω onto the slit unit disk
by the function w = w(z). Let the region Ω be (n + 1)-connected, n ≥ 2, and bounded
by Jordan contours Γj , j = 0, 1, . . . , n. We will assume that a point z0 ∈ Ω is mapped
into the point w = 0. As in the case of a simply connected region, the mapping function
can be written as w(z) = (z − z0 ) g(z), where g(z) is analytic and nonzero in Ω. Thus, if
W (z) = log g(z), then u(z) = ℜ {W (z)} = − log |ζ − z0 |, ζ ∈ Γ0 . Now, suppose that the
contours Γk , k = 1, . . . , n, are mapped onto the circles |w| = ρk , i.e., |w(ζ)| = ρk for ζ ∈ Γk .
Then 
− log ζ − z0 , ζ ∈ Γ0 ,
u(z) = (15.3.3)
log ρk − log ζ − z0 , ζ ∈ Γk , k = 1, . . . , n.
The problem of determining u(z) reduces to solving a Dirichlet problem, and the mapping
function w(z) can be determined from w(z) = eu(z)+i v(z) , where v(z) = ℑ {W (z)} must be
single-valued.
As in §14.3, we will assume that the mapping problem can be solved in terms of the
integral of a dipole density function µ(s) on the boundary Γ ≡ ∂Ω, which is the real part
of the Cauchy integral with density µ, i.e.,
n 1 Z µ(z) o 1
Z
∂
u(t) = ℜ dz = µ(s) log rst ds, (15.3.4)
2iπ Γ ζ − z 2iπ Γ ∂ns

where z = x + i y = γ(t), rst = |ζ − z|, and ζ = γ(s), 0 ≤ s, t ≤ L (as in (14.3.1)). Note

that if Ω is simply connected, then we have an ordinary Dirichlet problem with boundary
data µ(ζ) = − log ζ − z0 , ζ ∈ Γ and z0 ∈ Ω, and the density function µ(s) is obtained by
solving the integral equation
Z
1 ∂
µ(t) + µ(s) log rst ds = −2 log ζ − z0 . (15.3.5)
π Γ ∂ns
494 15 MULTIPLY CONNECTED REGIONS

But in the case of a multiply connected region, a modified Dirichlet problem is solved, where
we must determine the density function µ(s) as well as the radii ρk which appear in (15.3.3).
Let µ(t) denote the solution of the integral equation (Mikhlin [1957])
Z  
1 ∂
µ(t) + µ(s) log rst − χ(s, t) ds = −2 log ζ − z0 , (15.3.6)
π Γ ∂ns

where 
1 if s, t lie on the same contour,
χ(s, t) =
0 otherwise.
The radii (conformal moduli) ρk are given by
Z
1
ρk = µ(s) ds. (15.3.7)
π Γ

Eq (15.3.6) is known as Mikhlin’s integral equation. It is a Fredholm integral equation of

the second kind whose kernel is given by

∂
M (s, t) = log rst ∈ L2 [0, L],
∂ns

which is bounded, because we have M (s, t) = 0.5 κ(s) for s, t ∈ Γ, where κ(s) is the curvature
of the contour at s.
The numerical solution of Eq (15.3.6) is obtained by using a Nyström method (quadra-
ture) with the trapezoidal rule (see, Atkinson [1976], Delves and Mohamed [1985], Mayo
[1986]). Eq (15.3.6) is then written in the quadrature as
 
1 X ∂
µn (ti ) + log rti ,tj + χ (ti , tj ) µn (tj ) h = d (ti ) , (15.3.8)
π j ∂ntj

where h is the mesh size, d (ti ) = −2 log ti − s0 , and s0 = γ(z0 ). The mesh points are
taken as equi-spaced points with respect to some boundary parameter, but the points used
as nodes to compute the above quadrature are independent of the mesh points which are
used for a fast Poisson solver (see next two sections). Since the trapezoidal rule is highly
accurate on periodic regions, the accuracy of the solution of Mikhlin’s equation is the same
as that of the quadrature formula (15.3.8). This equation can also be solved by the methods
developed in Chapters 9 and 11, and although the equation, in general, is not symmetric,
it has positive real eigenvalues (Kellogg [1929]).

15.4 Mayo’s Method

After the density function µ(s) is computed by the quadrature formula (15.3.8), we must
still compute the Cauchy integral
Z
1 µ(t)
W (t) = dz
2π z−t

at points in the interior of the region Ω. For this purpose a fast Poisson solver, developed by
Mayo [1984], is used (see details in the next section). This is accomplished in the following
two steps:
 15.4 MAYO’S METHOD 495

Step 1. Compute
Z
1
ℜ {W (t)} = M (s, t) µ(t) dt. (15.4.1)
2π

Step 2. Compute ℑ {W (t)}.

The details of step 1 are as follows: Embed the region Ω in a larger region R which
is a rectangle with uniform mesh in both x and y directions. There exists a fast Poisson
solver for the Laplacian in a rectangle (§15.5). Then the function ℜ {W (t)} defines another
harmonic function û at points in R\Ω. The function û is a discontinuous extension of u
from Ω into R\Ω. Define a function


u(t), t ∈ Ω,
U (t) =
û(t), t ∈ R\Ω.

Then we use the fast Poisson solver to compute an approximate solution of the discrete
Laplace equation ∇2 U = 0 at all mesh points of R. Since both u and û are harmonic, we
set the Laplacian to zero at those mesh points that have all four of their adjacent mesh
points on the same side of the boundary. But to approximate the Laplacian at all remaining
(irregular) mesh points, we take the following approach: Since both u and û are continuous
along the normal direction but have a jump equal in magnitude to the density µ, we evaluate
the jumps in the derivatives of u and û along the coordinate directions:

x′ (s) y ′ (s)
ux − ûx = µ′ (s) , uy − ûy = µ′ (s) , (15.4.2)
x′ (s)2+ y ′ (s)2 x′ (s)2 + y ′ (s)2

where the suffix indicates the variable of partial differentiation, and the prime denotes the
derivative with respect to s. Note that these derivatives contain derivatives of µ and those
of the boundary contours. Therefore, these jumps are used to approximate the discrete
difference operators at irregular mesh points (see §15.5 for details).

R Ω
•p
N

Ω
p*
p h1 • h2 p
•p • •
W E

pS
•
h

Figure 15.1 Grid lines.

As an example, suppose that a point p is inside Ω, but its adjacent neighbor to the right,
pE , is not inside Ω. Let p∗ denote the point where the grid line between p and pE cuts the
boundary, and let h2 = p∗ − pE (Figure 15.1). Using the Taylor series at p and pE , we
496 15 MULTIPLY CONNECTED REGIONS

find that

û (pE ) − u(p) = [û(p∗ ) − u(p∗ )] + h2 [ûx (p∗ ) − ux (p∗ )]

h22 h2
+ [ûxx (p∗ ) − uxx (p∗ )] + h ux (p) + uxx (p) + O(h3 ) (15.4.3)
2 2
X h2
= (3) + h ux (p) + uxx (p) + O(h3 ),
2
P
where (3) denotes the sum of the first three terms on the right side, which are known
quantities and can be expressed in terms of the solution of the integral equation and the
boundary data, whereas the remaining terms account for the usual Taylor series. We also
obtain the same kind of expression as (15.4.3) for the difference U (p) − U (pE ) except that
there may be no boundary term. Thus, an approximate solution of the discrete Laplacian
of U can be computed as the sum of the four difference operators at all mesh points (details
in the next section). The boundary data of U are obtained by approximating the values of
the integral (15.4.1) at mesh points that lie at the edge of R.
In step 2, the values of ℑ {W (t)} = v(t) are easy to compute because, in view of the
Cauchy-Riemann equations, we can express the discontinuities of v in terms of the discon-
tinuities in u. Thus, the discrete Laplacian of v can be computed easily.
Once the discrete Laplacians of u and v are computed, we apply the fast Poisson solver
twice to obtain the values of u and v at the mesh points. Thus, the solution of (15.3.8) has
second-order accuracy in h.
Example 15.1. For Cassini’s oval (Figure 12.1) where two different paths of the bound-
ary are close to each other, the method described above in step 1 may fail to give very
accurate results because the kernel becomes very large there. In this case (and others like
it) the kernel is integrated exactly, i.e.,
Z ti+1 Z ti+1
∂φ (s, tj )
M (s, t) ds = ds = φ (ti+1 , tj ) − φ (ti−1 , tj ) ,
ti−1 ti−1 ∂s

where φ = arg{W (t)}. Then Eq (15.3.8) yields the system of equations

1 X
µ (ti ) + φ̂ + h χ (ti , tj ) µ (t − j) = d (ti ) , (15.4.4)
2π j

ti+1 − tj
where φ̂ = tan−1 is the angle between the lines joining the points ti+1 and ti−1 to
ti−1 − tj
the point tj .
 15.5 FAST POISSON SOLVER 497

y
y
0.4

0.2

x
x − 0.14 0 0.14 0.35
-0.4 -0.2 0 0.2 0.4

-0.2

Γ
-0.4

Figure 15.2 Cassini’s oval. Figure 15.3 Triply connected region.

Mayo [1986] has considered the case of Cassini’s oval

  
Γ= (x + c)2 + y 2 (x − c)2 + y 2 = a4 ,
q p
whose polar equation is r(θ) = c2 cos 2θ + a4 − c2 sin2 2θ, x(θ) = r(θ) cos(θ), y(θ) =
r(θ) sin(θ), with c = 0.1 and a = 0.43 (Figure 15.2). Note that all Cassini’s ovals in Figure
12.1 (Example 12.1) have c = 1.
The method described above is used for this contour with 90 mesh points equi-spaced
with respect to θ. The exact mapping function is known (Symm [1966: 256]). The simply
connected region Int (Γ) is embedded in the unit square. The maximum error found was
0.54 × 10−2 with h = 1/32, and 0.24 × 10−2 with h = 1/64. 

Example 15.2. Consider the triply connected region bounded by the three circles
Γ0 = {|z| = 0.35}, Γ1 = {|z − 0.14| = 0.08, Γ2 = {|z + 0.14| = 0.08} (Figure 15.3). A total
of 180 mesh points on the boundary Γ with mesh size h = 1/128 were taken to solve Eq
(15.3.8). The region Ω and its image with the images of the grid lines, together with the
unit circle and the slits, are given in Mayo [1986]. 

15.5 Fast Poisson Solver

Now we will discuss the details of the fast Poisson solver for the Laplacian. Consider the
integral equation (15.3.6) which we write as
Z
1
µ(t) + M (s, t) µ(s) ds = 2 g(t), t ∈ Γ, (15.5.1)
π Γ

where the kernel M (s, t) is bounded and represents the normal derivative of Green’s function
for the Laplacian in the plane. In the region R\Ω we define a harmonic function û, by using
the same formula as (15.3.4) in the form
Z
1
û(t) = M (s, t), µ(s) ds. (15.5.2)
2π Γ
498 15 MULTIPLY CONNECTED REGIONS

The function û is a discontinuous extension of u in the region R\Ω. Let (xi , yj ) denote the
mesh points of the rectangle R, and let U be defined on R by

u (xi , yj ) , if (xi , yj ) ∈ Ω,
Uij = (15.5.3)
û (xi , yj ) , if (xi , yj ) ∈ R\Ω.

Since u and û are both harmonic, a five-point discrete Laplacian defined by

1
∇2h Uij = [Ui+1,j + Ui−1,j + Ui,j+1 + Ui,j−1 − 4 Uij ]
h2
will be zero (up to terms of second order) at those mesh points of R whose four adjacent
neighbors are on the same side of the boundary. Let S denote the set of irregular mesh
points. At these points although the analytic Laplacian of u and û is each zero, the discrete
Laplacian ∇2h U is not zero. The central idea for solving the conformal mapping problem is
to compute ∇2h U at the points in S, evaluate values of û on ∂R, and then apply the fast
Poisson solver on R.
Now, it is possible to approximate this discrete Laplacian without explicitly solving for
u or û anywhere because we need only compute the jump discontinuities between u and û
and those in their derivatives at the boundary in terms of the density µ. The procedure
to compute these jump discontinuities is as follows: Since the discontinuity between the
tangential derivatives of u and û at a point on the boundary is equal to the value of the
density at that point, we have us − ûs = µ′ (s). Also, there is no discontinuity between their
∂u ∂ û
normal derivatives, i.e., = . These two results and the knowledge of the direction
∂ns ∂ns
of the contour lead to the formula (15.4.2) which computes the discontinuities between ux
and ûx and between uy and ûy . Higher order derivatives of u and û can be obtained by
differentiating (15.4.2).
Since the function U is the real part of the Cauchy integral with the same density function
µ, we will consider Z
1 µ(ζ)
W (t) = dζ. (15.5.4)
2iπ Γ ζ − z
Since the kernel in Eq (15.5.1) is the real part of the kernel in (15.5.4), we have
n 1 dζ/ds o 1 y ′ (s) [x(s) − x(t)] − x′ (s) [y(s) − y(t)]
ℜ = ds
2iπ ζ − z 2pi [x(s) − x(t)]2 + [y(s) − y(t)]2
(15.5.5)
1
= M (s, t) ds,
2π
where ζ = γ(s) = x(s) + i y(s) and z = γ(t) = x(t) + i y(t). Thus, u(z) = ℜ {W (t)}
for z ∈ Ω, and û(z) = ℜ {W (z)} for z ∈ R\Ω. Then the jump between u and û can be
computed from the jump discontinuities of Cauchy integrals across the boundary contour
(recall that Cauchy integrals are analytic functions). Thus, for example,
 1 R µ(ζ)

 µ(z) + iπ ζ − z dζ, if z → Γ− ,

Γ
2 W (z) = (15.5.6)

 1 R µ(ζ)
 −µ(z) + dζ, if z → Γ+ ,
iπ Γ ζ − z

where z → Γ± stands for whether z approaches from inside Ω or from outside Ω. Hence,
there exists a discontinuity of magnitude µ(z) in W as z crosses Γ. Since µ(z) is a real
function, we find that u(z) − û(z) = µ(z) if z ∈ Γ.
 15.5 FAST POISSON SOLVER 499

The discontinuities in the first and second derivatives of W (z) can be computed as follows:
Since by integration
Z Z
d 1 d µ(ζ) 1 µ′ (ζ)
W (z) = dζ = dζ,
dz 2iπ Γ dz ζ − z 2iπ Γ ζ −z

we find that the derivative of a Cauchy integral with density µ is another Cauchy integral
with density µ′ , and thus, W ′ (z) has discontinuity of magnitude µ′ (z) as z crosses Γ. Also,
since W (z) is analytic and ux (z) = ℜ {W ′ (z)}, we have

n dµ/ds o µ′ (s) x′ (s)

ux (z) − ûx (z) = ℜ {µ′ (z)} = ℜ = ,
dz/ds x′ (s)2 + y ′ (s)2
(15.5.7)
µ′ (s) y ′ (s)
uy (z) − ûy (z) = −ℑ {µ′ (z)} = ′ 2 ,
x (s) + y ′ (s)2

and since ℜ {W ′′ (z)} = uxx (z), we have

uxx (z) − ûxx (z) = ℜ {µ′′ (z)}, uyy (z) − ûyy (z) = −ℑ {µ′′ (z)}.

These discontinuities can be used to approximate the discrete Laplacian at mesh points
near the boundary.
An approximation of the discrete Laplacian of U at points of the set S can be computed
as follows: If we consider a point pE to the right of a point p ∈ Ω (Figure 15.1),we P find
that the difference û (pE ) − u(p) is given by (15.4.3), of which the first three terms (3)
can be computed in terms of the density function µ and the distances of the irregular mesh
points from the boundary. Now, if pW is the mesh point to the left of p ∈ Ω, then

 h2

 −h ux (p) + 2 uxx (p) + O h3 , if pW ∈ Ω,
U (pW ) − U (p) = 2 (15.5.8)

  P h2

(3) − h ux (p) + 2 uxx (p) + O h3 , if pW 6∈ Ω.
2

Thus, in either case, from (15.4.3) and (15.5.8) we find that

X

U (pW ) + U (pE ) − 2 U (p) = (3) + h2 uxx (p) + O h3 .

Similarly, if pN and pS are points above and below p, respectively (Figure 15.1), then

X

U (pN ) + U (pS ) − 2 U (p) = (3) + h2 uyy (p) + O h3 .

Hence, ∇2 u(p) = uxx (p) + uyy (p) = 0 yields

X

h2 ∇2h U (p) = (3) + O h3 . (15.5.9)

By an analogous argument, if p is in R\Ω, then ∇2 û(p) = 0 will also lead to formula (15.5.9).
This formula gives second-order accuracy in approximating the discrete Laplacian of U at
points of the set S. If we want to reach fourth-order accuracy in this approximation at
500 15 MULTIPLY CONNECTED REGIONS

points of S, we must use the fourth order Taylor series expansion. Then, for example, at
the point pE we will have

û (pE ) − u(p) = [û(p∗ ) − u(p∗ )] + h2 [ûx (p∗ ) − ux (p∗ )]

h22 h3
+ [ûxx (p∗ ) − uxx (p∗ )] + 2 [ûxxx (p∗ ) − uxxx(p∗ )]
2 6
h2 h3

+ h ux (p) + uxx (p) + uxxx (p) + O h4
2 6
X h2 h3

= (4) + h ux (p) + uxx (p) + uxxx (p) + O h4 ,
2 6
P
where (4) is the sum of the first four terms on the right side in the above expression.
Then X

h2 ∇2h U (p) = (4) + O h4 . (15.5.10)

This shows that if the solution of the integral equation is known almost accurately, we
can compute an approximate solution with second order accuracy. Mayo’s method solves
Mikhlin’s integral equation with machine accuracy because of the use of the trapezoidal
rule in the quadrature formula with smooth boundary data. However, splines can be used
to compute more accurate values for the derivatives of the density function. It has been
found that in practice, second-order accuracy is sufficient to obtain an accurate solution.
The computational algorithm consists of the following steps:
Step 1. Embed the region Ω in a rectangle R. This rectangle is chosen at least 3h distance
away from Γ.
Step 2. Find all irregular mesh points and their distances to the boundary in the x and y
directions.
Step 3. Solve the integral equation by using the quadrature formula (15.3.8), which replaces
the integral equation by a sum at a set of boundary points. This yields a dense linear system
of equations X
µ (ti ) + wi K(i, j) µ (tj ) = 2 g (ti ) , i = 1, . . . , n, (15.5.11)

where the points used as nodes are different from the mesh points. These nodes are chosen
as equi-spaced points with respect to the parameter used on the boundary, and the trape-
zoidal rule is used for quadrature, in cases where the boundary data is not smooth, or for
points near those boundary portions where the curvature is large, a Galerkin method with
augmented bases containing singular points is needed (see §14.5). System (15.5.11) is solved
by the Gaussian elimination method.
Step 4. Interpolate the values of the density with a quintic spline which yields sixth order
accuracy for values of the density at intermediate points.
Step 5. Compute the discrete Laplacian at irregular points in the set S by using (15.4.3).
Step 6. Compute the values of U at the edge of the grid.
Step 7. Apply the fast Poisson solver.
Step 8. Compute the derivatives ux and uy by (15.5.7).
Step 9. Compute the conjugate function v(z).
For details, see Mayo [1984; 1986].

References used: Atkinson [1976], Goluzin [1969], Kythe [1998], Mayo [1984; 1986], Mikhlin
[1957], Symm [1966], Wen[1992].
Part 3: Applications
16
Grid Generation

Exact solutions of boundary value problems for simple regions, such as a circle, square or
annulus, can be obtained with relative ease even in cases where the boundary conditions
are rather complicated. Although Green’s functions for such simple regions are known, the
solution of a boundary value problem for regions with complex structures often becomes
more difficult, even for a simple problem, such as the Dirichlet problem. One approach to
solving these difficult problems is to conformally transform a given region into the simplest
form. This will, however, result in change not only in the region and the associated boundary
conditions but also in the governing differential equation. Grid generation methods using
conformal mappings are presented for problems dealing with a cascade of blades, and inlet
flow configurations.

16.1 Computational Region

Conformal mapping has been used to generate orthogonal boundary-fitted coordinates in

solving various boundary value problems in simply connected regions. A useful work in this
area is the book by Thompson, Warsi and Mastin [1985]. A grid is an integral part of finite
difference or finite element methods. A discrete model becomes more efficient when it is
constructed by using natural coordinate systems and maintaining a uniform connectivity
pattern between grid nodes. These two requirements are met when the grid is obtained by
coordinate transformations using conformal mapping methods so that the boundary of the
physical region is represented by constant coordinate lines. Besides this adaptive feature,
the conformal maps can be made to adapt to certain salient features, such as singularities. A
grid generation methodology must be able to control the grid spacing effectively, especially
near the boundary (see Tomamidis and Assanis [1991]).

Computational methods, like the finite differences or the finite elements, for solving
boundary value problems are usually simple if the physical region has regular geometry over
which a uniformly distributed grid can be imposed. However, if the region has arbitrary
irregular geometry, such a region is first transformed into an associated computational
region with regular geometry, like a rectangle or circle. In such cases the difficulty arises
not only from the transformation of the governing equation(s) but also from the boundary
504 16 GRID GENERATION

conditions. The coordinate transformation and conformal boundary maps are generally
used to transform an irregular physical region into the corresponding computational region.
But such transformations and conformal mappings, in general, are very difficult to construct
except in relatively simpler cases.
First, we will gather some transformation formulas from the physical (x, y)-region into
the computational (ξ, η)-region.

16.1.1. Coordinate Transformations. To find the transformation from independent

variables x, y of the physical plane into a set of independent variables ξ, η of the computa-
tional plane, let us assume that

ξ = ξ(x, y), η = η(x, y), (16.1.1)

or inversely,
x = x(ξ, η), y = y(ξ, η). (16.1.2)
The Jacobian J of the transformation is given by

∂(x, y) x yξ
J= = ξ = xξ yη − xη yξ 6= 0, (16.1.3)
∂(ξ, η) xη yη

where the subscripts denote partial differentiation with respect to the indicated variable. If
u = u(x, y), then
   
∂u 1 ∂u ∂u ∂u 1 ∂u ∂u
= yη − yξ , = −xη + xξ . (16.1.4)
∂x J ∂ξ ∂η ∂y J ∂ξ ∂η

For the gradient, the transformation formulas for the conservative form are

1 h i 1 h i
ux = (yη u)ξ − (yξ u)η , uy = − (xη u)ξ + (xξ u)η , (16.1.5)
J J

and for the nonconservative form are

1 1
ux = (yη uξ − yξ uη ) , uy = (−xη uξ + xξ uη ) . (16.1.6)
J J

Let u = u1 i + u2 j. Then for divergence the transformation formulas for the conservative
form are
1 h i
∇·u = (yη u1 − xη u2 )ξ + (−yξ u1 + xξ u2 )η , (16.1.7)
J
and for the nonconservative form are

1 h i
∇·u= yη (u1 )ξ − xη (u2 )ξ − yξ (u1 )e ta + xξ (u2 )η . (16.1.8)
J

Example 16.1. Using formulas (16.1.4), the equation of continuity

∂u ∂v
+ = 0, (16.1.9)
∂x ∂y
 16.1 COMPUTATIONAL REGION 505

when transformed from (x, y)-coordinates of the physical plane into (ξ, η)-coordinates of
the computational plane, becomes

∂u ∂u ∂v ∂v
yη − yξ − xη + xξ = 0.  (16.1.10)
∂ξ ∂η ∂ξ ∂η

∂2 ∂2
Example 16.2. The Laplacian ∇2 ≡ 2
+ 2 is transformed into the following forms:
∂x ∂y

Conservative form:
   h i
1 1
J ∇2 u = yη (yη u)ξ − (yξ u)η − xη − (xη u)ξ + (xξ u)η
J J ξ
 h i 1 h i
1
+ − yξ (yη u)ξ + (yξ u)η + xη − (xη u)ξ + (xξ u)η .
J J η

Nonconservative form:
1 


∇2 u = 2 x2η + yη2 uξξ − 2 (xξ xη + yξ yη ) uξη + x2ξ + yξ2 uηη
J 


+ ∇2 ξ uξ + ∇2 η uη . 

Next, to present the basic concept of numerical grid generation for different boundary
value problems, we will consider a very simple one-dimensional transformation and show
how the computational region with uniformly distributed grids is obtained and how the
governing equations are changed.
Example 16.3. Consider a plane steady-state boundary layer flow over a flat rectangular
plate {0 ≤ x ≤ a, 0 ≤ y ≤ b}. If this problem is solved by the finite difference or finite
element method, a rectangular grid is constructed over the physical region with more nodes
concentrated near the wall (x-axis) where the gradients are assumed to be larger than
elsewhere (see Figure 16.1). This grid is uniform along the x-axis but nonuniform along the
y-axis.

y η
b b

x ξ
0 a 0 a
(a) (b)

Figure 16.1 (a) Physical region. (b) Computational region.

In order to transform the grid in Figure 16.1(a) into the uniform grid of Figure 16.1(b),
we use the coordinate transformation

ln φ(y)
ξ = x, η =1− , (16.1.11)
ln A
506 16 GRID GENERATION

where  y
α+ 1− α+1
 b
φ(y) = y, A=
α−1
, 1 < α < ∞. (16.1.12)
α− 1−
b
The inverse transformation is given by

(α + 1) − (α − 1) A1−η
x = ξ, y=b . (16.1.13)
1 + A1−η

This transformation (Roberts [1971]) makes the grid spacing uniform along the y-axis. The
parameter α is known as the stretching parameter. The grid concentration as α → 1 is
presented in Figure 16.2 where values of y are plotted for different values of α and η with
b = 1.

y
1

0.8
η = 0.8
0.6
η = 0.6
0.4
η = 0.4
0.2
η = 0.2
0 α
0.2 0.8 1 1.2
Figure 16.2 Grid concentration as α → 1.

Next, we will transform the differential equation from the physical region into the com-
putational region by the transformation (16.1.11). For brevity, let us consider the equation
of continuity (16.1.9). Since
  −1
2α y 2
ξx = 1, ξy = 0, ηx = 0, ηy = α1 − 1 − (16.1.14)
b ln A b

for the geometry of the plate, the continuity equation is transformed into

∂u ∂v
+ ηy = 0, (16.1.15)
∂ξ ∂η

where ηy is defined in (16.1.14). Note that the effect of uniformizing the grid makes the
governing equation rather complicated compared to the original form. Moreover, after the
problem is solved in the computational region, the solution is transformed back to the
physical region by using (16.1.11). 

16.1.2. Orthogonal Method. The use of conformal mappings to generate grids has some
important limitations: (i) they are applicable to plane problems, (ii) they have no control
over the interior grids, (iii) multiple-valued mapping functions are difficult to implement,
 16.2 INLET CONFIGURATIONS 507

(iv) orthogonality is lost in arbitrary distribution of boundary points, (v) a very small
change in the shape of the original boundary results in changes in the location of image
boundary points, and (vi) finding a boundary map is in itself a difficult task.

y η
(a, b)
Ω
w = f(z)
D

x ξ
0 0
(a) (b)
Figure 16.3 A rectangle onto an arbitrary 4-sided region.

A consequence of the Riemann mapping theorem is that a rectangle R = {0 ≤ x ≤ 1, 0 ≤

y ≤ b} cannot be mapped univalently onto an arbitrary region D with four sides, as shown
in Figure 16.3, unless the ratio a/b is restricted to a particular constant m, known as the
conformal module. Then the mapping w = f (z) can be constructed by solving the partial
differential equation

m2 wξξ + wηη = 0. (16.1.16)

This yields a quasiconformal map (see Lehto and Virtaanen [1973]). Since m is domain-
dependent and not known a priori, this approach is not feasible for grid generation. On the
other hand, orthogonal transformations in the plane can be regarded as quasi-conformal
mapping with a real dilation (Knupp and Steinberg [1993]).

16.2 Inlet Configurations

We will develop the orthogonal grid generation method by using conformal mapping. In this
method the physical region is mapped onto the computational method by one- or two-step
conformal maps. First, we will consider the grid generation for a case study involving inlet
configuration in flow problems and determine the basic mappings by using both one-step
and two-step methods.

Map 16.1. (One-step method). Consider the physical region in the z-plane in Figure
16.4(a). The boundary of this region, defined by y = y1 (x) and y = y2 (x), is given by two
sets of data:

(n) (n) (n)

z1 = x1 + i y1 , 2 ≤ n ≤ n1 − 1,
(n) (n) (n)
(16.2.1)
z2 = x2 + i y2 , 2 ≤ n ≤ n2 − 1,

where x2 takes the minimum value xn2 3 at n = n3 , i.e., at the point E. This region is
mapped onto the computational region in the ζ = (ξ, η)-plane, which is a rectangular strip
508 16 GRID GENERATION

0 ≤ η ≤ 1 (Figure 16.4).

η
F i
D
z = f (ζ )
E C
y = y1 (x) ξ
B 0
A
(a) (b)
Figure 16.4 (a) Physical plane (z -plane).
(b) Computational plane (ζ -plane).

The mapping function is given by

 
1

z=h ζ− 1 + e−πζ + A1 + i B1
π
Xκ  
(j − 1)π(ζ − ξ0 ) (j − 1)π(ζ − ξ0 )
+ Aj sin + i Bj cos ,
L L
j=2 (16.2.2)

where h, Aj , Bj (j = 1, 2, . . . , κ), ξ0 and L are yet unknown real constants to be determined.

A particular case from (16.2.2) for Aj = Bj = 0, j = 1, 2, . . . , κ, is given by

 
1

z=h ζ− 1 + e−πζ , (16.2.3)
π

which maps the upper half-plane y ≥ 0 with a cut at y = h, x ≥ 0, onto the rectilinear strip
0 ≤ η ≤ i in the ζ-plane (Figure 16.4). If we rewrite (16.2.2) as

 
1 
x + i y = h (ξ + i η) − 1 + e−π(ξ+i η) + A1 + i B1
π
Xκ   (16.2.4)
(j − 1)π(ξ + i η − ξ0 ) (j − 1)π(ξ + i η − ξ0 )
+ Aj sin + i Bj cos ,
j=2
L L

set η = 0, and equate real and imaginary parts, we get

 
1

x = x1 (ξ) = h ξ − 1 + e−πξ + A1
π
X κ (16.2.5)
(j − 1)π(ξ − ξ0 )
+ Aj sin ,
j=2
L

and
κ
X (j − 1)π(ξ + i η − ξ0 )
y = y 1 = B1 + Bj cos . (16.2.6)
j=2
L
 16.2 INLET CONFIGURATIONS 509

y η
i

0
x
0
z− plane ζ− plane
 
1

Figure 16.5 The map z = h ζ − 1 + e−πζ .
π

Again, if we set η = 1 in (16.2.4) and equate real and imaginary parts, we obtain

 
1 −πξ


x + x2 (ξ) = h ξ − 1+e + A1
π
X κ  
(j − 1)π (j − 1)π (j − 1)π(ξ − ξ0 )
+ Aj cosh + Bj sinh sin , (16.2.7)
j=2
L L L

and

y = y 2 = h + B1
Xκ  
(j − 1)π (j − 1)π (j − 1)π(ξ − ξ0 )
+ Aj sinh + Bj cosh cos . (16.2.8)
j=2
L L L

Note that (16.2.6) and (16.2.8) imply that y1 and y2 are even, 2L-periodic functions of
ξ − ξ0 ≡ t. The unknown constants are determined by the iterative method as follows:
Assume that the nth approximations for h, Aj , Bj , ξ0 , and L are known. Let us denote
(n) (n) (n)
them by h(n) , Aj , Bj , ξ0 , and L(n) . Then proceed as follows:
(n) (n) (n)
1. Substitute h(n) , Aj , Bj , ξ0 , and L(n) into (16.2.5) and (16.2.7) and obtain the
(n + 1)th approximations for x1 and x2 .
(n )
2. Find ξ = ξn3 , which makes x2 (ξ) minimum, and determine A1 so that x2 (ξn3 ) = x2 3 .
(2) (2)
3. Obtain the solutions of x1 (ξ) = x1 and x2 (ξ) = x2 and take the smaller value as ξ1 .
(n1 −1) (n −1)
4. Obtain the solutions of x1 (ξ) = x2 and x2 (ξ) = x2 2 , and take the smaller value
as ξ2 .
(1) (1) (n ) (n )
5. Determine z1 (ξ1 ) = z1 , z2 (ξ1 ) = z2 , z1 (ξ2 ) = z1 1 and z2 (ξ2 ) = z2 2 by extrapola-
tion.
Steps 1 through 5 determine x1 (ξ) and x2 (ξ) for the interval

ξ1 ≤ ξ ≤ ξ2 = ξ1 + L. (16.2.9)

6. Set L = ξ2 − ξ1 and ξ0 = ξ1 .
7. Now the left sides of (16.2.6) and (16.2.8) for y1 and y2 are determined as functions of ξ
on the interval (16.2.9) through the functions x1 (ξ) and x2 (ξ).
8. The constants h, Aj (for j = 2, 3, . . . , κ) and Bj (for j = 1, 2, . . . , κ) are determined by
510 16 GRID GENERATION

Fourier analysis. Thus,

Z L
1
B1 = y1 (t) dt,
L 0
Z L
2 (j − 1)πt
Bj = y1 (t) cos dt, 1 ≤ j ≤ κ,
L 0 L
Z L (16.2.10)
1
h= y2 (t) dt − B1 ,
L 0
" Z #
L
(j − 1)π 2 (j − 1)πt (j − 1)π
Aj = csch y2 (t) cos dt − Bj cosh ,
L L 0 L L

for 2 ≤ j ≤ κ, where t = ξ − ξ0 .
9. All (n + 1)th approximations, denoted generically by φ(n+1) , thus obtained are replaced
by (1 − r) φ(n) + r φ(n+1) , where r is a relaxation constant, usually 0.5. This assures the
convergence of the successive approximations.
10. Repeat steps 1 through 9 until the desired convergence is achieved.
(n )
Note that the first approximation is given by h = y2 3 , Aj = Bj = 0 (1 ≤ j ≤ κ), ξ1 = 0,
(n −1) (2)
and L = x1 1 − x1 . Since the hyperbolic functions are involved, double precision should
be used in all computations.
Map 16.2. (Two-step method). Consider the same flow problem as in Map 16.1. The
mapping is carried out as follows: First, map the region ABC’DEF in the z-plane onto the
rectilinear strip 0 ≤ η ≤ 1 in the ζ-plane (see Figure 16.6) by

  X
1 −πζ

(k − 1)π (ζ − ξ0 )
z=h ζ− 1+e + A1 + κ1 Ak sin , (16.2.11)
π L1
k=2

where the constants h, Ak , ξ0 and L1 are computed by an iterative method similar to that
in Map 16.1. Note that the mapping (16.2.11), which is the mapping function for the inlet
without center bodies, is obtained by taking Bk = 0 (k ≥ 1) in (16.2.2). The image of the
arc BC in the ζ-plane is denoted by

η = η1 (ξ), ξ3 ≤ ξ ≤ ξ4 . (16.2.12)

Next, map the region ABCDEF in the ζ-plane onto the semi-infinite strip u ≥ 0, 0 ≤ v ≤ 1,
in the w-plane (w = u + i v) by

X2 κ
2 πw (2k − 1)π(w − i)
ζ= log cosh + B0 + Bk cos , (16.2.13)
π 2 2L2
k=1
 16.2 INLET CONFIGURATIONS 511

F F D
D z = f (ζ )
E C C
A B C′ C′
A B, ξ3
z − plane ζ − plane

η ζ = F(w)
i F D
i
A

B
ξ
0 C, L2
0
w − plane
ζ − plane
2

Figure 16.6 Two-step method.

such that the points B (ζ = ξ3 ) and C (ζ = ξ4 + i η4 ) go into the points w = 0 and w = L2 ,

respectively. The unknown constants Bk (0 ≤ k ≤ κ2 ) and L2 are determined as in §16.2.1.
Thus,
2 π(u + i v)
ξ + i η = log cosh
π 2
κ2
X (2k − 1) (u − i(1 − v))
+ B0 Bk cos
2 L2
k=1
2 π(u + i v)
= log cosh (16.2.14)
π 2
Xκ2 h (2k − 1) πu (2k − 1)π(1 − v)
+ B0 Bk cos cosh
2 L2 2 L2
k=1
(2k − 1) πu (2k − 1)π(1 − v) i
+ i sin sinh ,
2 L2 2 L2
which for v = 0 gives, after separating the real and imaginary parts,

X2 κ
1 πu (2k − 1) π (2k − 1) πu
ξ = log cosh2 + B0 + Bk cosh cos ,
π 2 2 L2 2 L2
k=1 (16.2.15)
κ2
X (2k − 1) π (2k − 1) πu
η = η1 (ξ) = Bk sinh sin . (16.2.16)
2 L2 2 L2
k=1

Hence,
Z L2
2 (2k − 1)π (2k − 1)πu
Bk = csch η1 sin du, 1 ≤ k ≤ κ2 . (16.2.17)
L2 2 L2 0 2 L2

Also, at the point B (w = 0) we have from (16.2.13)

κ2
X (2k − 1) π
ξ3 = B0 + Bk cosh .
2 L2
k=1
512 16 GRID GENERATION

Thus,
κ2
X (2k − 1) π
B0 = ξ3 − Bk cosh . (16.2.18)
2 L2
k=1

It is obvious from (16.2.16) that η1 (u) is an odd, 4L2 -periodic function symmetric about
the line u = L2 .
The semi-infinite strip CBAFED in the w-plane is mapped onto the infinite strip 0 ≤
η2 ≤ 1 on the ζ2 -plane (ζ2 = ξ2 + i η2 ) by

2  
w= cosh−1 eπξ2 /2 . (16.2.19)
π

The lines ξ2 = const or η2 = const produce the grid lines on the z-plane.

16.3 Cascade Configurations

The Ives-Liutermoza method (Ives and Liutermoza [1977]) deals with the mapping problem
that transforms the region exterior to a cascade of blades first onto a region exterior to a
near circle. Then the second mapping transforms the interior of the near circle onto the
unit disk. The success of the first mapping depends on the solidity of cascades; if it is
low, the mapping yields an acceptable near circle, but if it increases, the image boundary
degenerates into a peanut-shaped contour, in which case the second mapping will not work
at all, and the Ives-Liutermoza method fails. To overcome this difficulty for the mapping
problem of the cascade of blades, we will first determine the function that maps the region
directly onto a rectangle for two periods of the cascade of blades, which can then be mapped
onto the unit disk (see Figure 14.2 and 14.13). We will consider three cases described in
the following case studies.
Map 16.3. First we will study the ordinary type of grids. Let two periods of the cascade
of blades make a row in the y direction in the z-plane (physical plane z = x + i y, Figure
16.7(a)). The contour of one of the blades is defined by a set of data zn = xn + i yn ,
n = 1, . . . , N , zN = z1 , which are ordered clockwise, with |xn | ≤ 1. Let h denote the pitch
of the blades in the y-direction. The function that maps them onto an infinite strip in the
ζ-plane (computational plane, Figure 16.7(b)) has the form
hh X (j − 1)πζ i
z = A0 log sn(ζ, k) − 1 + M Cj cos , (16.3.1)
π j=1
K′

where A0 is a real parameter that finally approaches unity in an iterative scheme (see Step
3 of the algorithm given below), Cj = Aj + i Bj and k, 0 < k < 1, are constants to
be determined,
√ K and K ′ are complete elliptic integrals of the first kind with moduli k
′
and k = 1 − k 2 , respectively, and sn is one of the Jacobian elliptic functions (see §F.2).
In particular when A0 = 1, k = e−2π/h , Aj = 0 = Bj for j ≥ 1, the function (16.3.1)
represents the mapping of a cascade of flat plates of chord 2, pitch h, and zero stagger. If
we set ζ = K + i η in (16.3.1) and separate the real and imaginary parts, we get

hh XM n
(j − 1)πK (j − 1)πη
x = A0 log dn (η, k ′ ) − 1 + A1 + Aj cosh ′
cos
π j=2
K K′
(j − 1)πK (j − 1)πη oi
− Bj sinh sin , (16.3.2)
K′ K′
 16.3 CASCADE CONFIGURATIONS 513

h XM n
(j − 1)πK (j − 1)πη
y = A0 B1 + Aj sinh ′
sin
j=2
K K′
(j − 1)πK (j − 1)πη oi
+ Bj cosh cos , (16.3.3)
K′ K′
where dn is another Jacobian elliptic function.

0 F E D
− K i
0 A
G
A
H
0 F E
G C
0 A −K 0 K
C
E
D A
0 B

A K i
H A B
z− plane ζ− plane

Figure 16.7 (a) Physical region, (b) Computational region.

The following algorithm for the iterative method, which starts with the data for the
(n) (n)
initial guess as that of the flat cascade, assumes that the nth approximations Aj , Bj
and k (n) are known. Then proceed as follows:
(n) (n)
Step 1. Substitute the known values of Aj , Bj and k (n) into (16.3.2) and compute the
(n+1) (n+1)
values of A1 such that xmax + xmin = 0. Then compute the constant A0 such that
xmax − xmin = 2. Use this data on the left side of (16.3.2) to yield the relation

η = η (n+1) (x). (16.3.4)

(n+1) (n)
Step 2. Choose a relaxation constant ε0 (= 0.5), and replace A0 by (1 − ε0 ) A0 +
(n+1) (n+1)
ε0 A0 , to yield a new value of A0 .
(n+1)
Step 3. Use this value of A0 to obtain k (n+1) from
(n+1)
log k (n+1) = A0 log k (n) . (16.3.5)

In this process A0 → 1 as n increases.

Step 4. Use (16.3.4) to write the profile of the blade in the form y = y (n+1) (η). Substitute
this y on the left side of (16.3.3), and use Fourier series analysis on it to obtain
h Z ′
(n+1) (j − 1)πK i−1 K (j − 1)πη
Aj = K ′ A + 0 sinh ′
y sin dη, j ≥ 2,
K −K ′ K′
Z ′ (16.3.6)
h (j − 1)πK i−1 K (j − 1)πη
(n+1) ′
Bj = K A + 0 sinh y cos dη, j ≥ 1.
K′ −K ′ K′
(n+1) (n+1)
Step 5. Choose a relaxation constant ε1 (= 0.1), and replace Aj and Bj by (1 −
(n) (n+1) (n) (n+1)
ε1 ) Aj + ε1 Aj and (1 − ε 1 ) Bj + ε 1 Bj , respectively.
514 16 GRID GENERATION

Step 6. Repeat steps 1 through 5 until the required convergence is achieved.

Note that Steps 3 and 5 guarantee the convergence of successive approximations in this
scheme. The grids drawn with solidity 1.58, N = 42, M = 20, k = 4.1 × 10−5 , K = 1.57,
and K ′ = 11.5 can be found in Inoue [1983], where the lines ξ =const surround the blades,
and the lines η =const continue across the periodic boundaries OA and OE. The constant
k and the ratio K/K ′ both decrease as the solidity of the blade increases. It has been
observed that this method remains successful for solidity up to 0.29.

i K’ E
0 y= π E F D
G F

y= π
y=0
G C
−K 0 K

0 E
C D
y=0

− i K’
z− plane ζ− plane

Figure 16.8 (a) Physical region. (b) Computational region.

Map 16.4. Another kind of grid is generated when the streamlines flow parallel to the
x-axis in a special situation induced by the presence of sources and sinks in the physical
plane. We will consider the problem of a cascade of two periodic blades. Let the streamlines
of the flow through the cascade from left to right, as shown in Figure 16.8(a), represent a
family of grid lines in the z-plane. Let Z = X + i Y denote the complex velocity potential
of the flow induced by the following distribution of sources and sinks in the ζ-plane (Figure
16.8(b)):

unit sinks at ζ = 2mK + 2niK ′; and

(16.3.7)
unit sources at ζ = 2mK + (2n − 1)iK ′ , where m, n are integers.

Since the through-flow grid is based on (X, Y ) coordinates, the flow induced by sources and
sinks is defined by (see (7.2.13))
Z = log sn(ζ, k), (16.3.8)
or Z eZ  −1/2
ζ= (1 − t2 )(1 − k 2 t2 ) dt. (16.3.9)
0

Also, we have Z(K) = 0 and Z(K + i K ′ ) = − log k, where ζ = K and ζ = K + i K ′ are the
stagnation points of the flow. The through-flow grids for the cascade of Figure 16.8 can be
drawn with the same data as above.
 16.3 CASCADE CONFIGURATIONS 515

i K’ E D
y= π/ 2 E
0

y=0
y= π
D
y=0 E
B A −K 0 K

0
y= π/ 2 A

− i K’ A B
z− plane ζ− plane

Figure 16.9 (a) Physical region. (b) Computational region.

Map 16.5. A different type of grid arises in the case when the streamlines of the flow
that starts from infinity on the right encircles the cascade and returns to infinity to the
right (Figure 16.9(a)). These streamlines represent the grid as a family of coordinate lines.
The flow is induced by the distribution of sources and sinks in the ζ-plane which are as
follows (Figure 16.9(b)):

unit sinks at ζ = 2mK + (4n + 1)iK ′ ; and

(16.3.10)
unit sources at ζ = 2mK + (4n − 1)iK ′ , where m, n are integers.

The complex velocity potential of this flow is defined by

 
K′ ′
Z = X + i Y = log sn (ζ + i K ), k1 , (16.3.11)
K

where K1 and K1′ are the complete elliptic functions of the first kind with moduli k1 and k1′ =
p K′ 2K ′ 1 − k′
1 − k12 , respectively, such that 1 = and k1 = (see Landen transformation,
K1 K 1 + k′
Map 7.7). The inverse mapping of (16.3.11) is given by
Z eZ
K dt
ζ= p − i K ′. (16.3.12)
K′ 0 (1 − t )(1 − k12 t2 )
2

Note that Z(K − i K ′ ) = 0 and Z(K + i K ′ ) = − log k1 , where K ± i K ′ are the stagnation
points of the flow. The grid lines generated by this method for the above cascade can be
drawn for the same data as in Map 16.3.
Map 16.6. The design of an airfoil and wing becomes significant in the transonic flow
problem. The basic equations of fully developed flow potential φ around the configuration
of an axisymmetric inlet of arbitrary geometry, shown in Figure 16.10, is given by

a2
a2 − φ2x φxx − 2 φx φr φxr + a2 − φ2r φrr + φr = 0, (16.3.13)
r
516 16 GRID GENERATION

where (x, r) denote the coordinates along and normal to the centerline, respectively, and a
is the velocity of sound. We will use the subscripts ‘int’ and ‘ext’ to denote the interior and
exterior inlets, respectively.
The mapping of the physical region (z-plane) is carried out by functions with scale
factors that depend only on the mapping modulus. The basic idea in the construction
of a composite conformal map is to transform the physical boundary (inlet contour) into
a Jordan contour and then into the unit circle using Fourier series. Finally the circle is
mapped onto a rectangle, as in §14.1 and 14.3, supplemented by a coordinate stretching
of type (16.1.11) to obtain the computational plane. The chain of conformal mappings
f1 , . . . , f8 , presented in Figure 16.11, is described as follows:
Mapping f1 from the z-plane onto the z1 -plane is given by
2 r⋆
z1 = ,
z⋆ − z
where z⋆ = x⋆ + i r⋆ is the inversion point of the stagnation point z = x + i r.
Mapping f2 from the z1 -plane onto the z2 -plane is
p
z2 = i i (z1 + i) + 1.

This separates the interior and exterior points at infinity and thus opens up the closed
centerline in the z1 -plane. The square root of z1 + i is used with a cut starting at the
branch point z1 = −i.
Mapping f3 from the z2 -plane onto the z3 -plane is given by
i z2
z3 = .
z2 − 2
This bilinear transformation takes the point z2 = 2 into ∞ and the centerline into the
positive real axis in the z3 -plane. While approaching the interior infinity, the inside inlet in
the z3 -plane tends to a line with a constant imaginary part for increasing positive values of
the real part. This leads to a situation where the flow field in the z3 -plane ‘opens up’ as in
the z4 -plane.

r Inversion point Straight

z* = x* + i r* circular tube
Stagnation
streamline .

x
0 Centerline

z− plane (physical plane)

Figure 16.10 Interior radius in downstream in the inlet.

Mapping f4 from the z3 -plane to the z4 -plane is given by

z4 = ec3 z3 ,
n o
where the constant c3 is chosen such that ℑ lim c3 z3 = π on the inlet interior side
z3 →∞
π r⋆
of the contour; thus c3 = , where rint denotes the interior radius for downstream in
2 rint
 16.3 CASCADE CONFIGURATIONS 517

the inlet (see Fig 16.11 where the flow field contour is transformed into a Jordan contour
without corners).
Mapping f5 from the z4 -plane onto the z5 -plane is given by

z4 + (1 + i b4 )
z5 = − ,
z4 − (1 − i b4 )

where the constant b4 takes some suitable value between 0.1 and 1. Although the contour
in the z5 -plane has a continuously varying tangent, it has curvature singularities at the two
points at infinity.

Inlet
exterior
Interior and Inlet nose
exterior infinity
z =−i Centerline
Centerline
Circle around − i Nose
.
Inlet Exterior
interior Interior infinity
Exterior infinity ( z 2 = 2)

z1− plane z2 − plane

Inlet Centerline
interior

.
Nose
1+ i b4 Exterior infinity
Interior infinity
Inlet Centerline
exterior

z5 =− 1 Inlet Nose Inlet z5 =1

exterior exterior
Exterior infinity
. 1− i b4
z4 − plane z5 − plane
π
Inlet Inlet
exterior Nose interior

Inlet
Inlet exterior R θ Exterior Interior
interior infinity infinity
Nose
θ

Exterior infinity Centerline Centerline

0 ξ 1
w − plane Computational plane
Figure 16.11 Flow field contour onto a Jordan contour without corners.

At this point we would like to use the Fourier series to transform the boundary into the
unit circle. Since the exponential function is used in the mapping f4 , the far downstream
518 16 GRID GENERATION

region in the inlet interior is very dense around the interior infinity. Thus, the Fourier series
mapping of the region in the z5 -plane will not be highly accurate in the neighborhood of the
interior infinity which is at z5 = −1. To avoid this, we use a Taylor series expansion of the
mapping function f5 about this point. Since the leading terms of this series do not contain
the curvature at the interior infinity, the curvature singularity becomes negligible and can
be neglected. We will further discuss the case of interior infinity at z5 = −1 hereafter. At
the exterior infinity, which is mapped into z5 = 1, the curvature has a finite discontinuity,
where, to compute the behavior of z near the exterior infinity, we use the transformation
f7 , defined below, which removes the curvature singularity at z5 = 1 before the boundary
is mapped onto the unit circle.
A transformation of the type
h i
z5 ∼ z6 1 + c6 (z6 − 1)2 log (z6 − 1) ,

where
2 i b4 rint rext
c6 = − ,
π 2 r⋆2
and rint and rext denote the interior and exterior radius of the downstream constant geo-
metric part of the inlet. Thus,
Mapping f6 from the z5 -plane onto the z6 -plane is given by
h (z6 − 1) [log (c6 − 1) − i π/2] i
2
z 5 = 1 + c6 ,
1 − i a6 c6 (z6 − 1)

where the constant a6 has the value of about 5. This mapping is single-valued.
Mapping f7 from the z6 -plane onto the z7 -plane is given by

hX
M i
z6 − z6∗ = z7 exp (αn + i βn ) z7n ,
n=0

where the point z6∗ is located near or at z6 = 0. This function maps the boundary in the
z6 -plane onto the unit circle in the z7 -plane such that the exterior infinity goes into the
point z7 = 1 and the interior infinity into some point z7 = eiθ7 .
Mapping f8 from z7 -plane to the w-plane is given by

z7 − 1
w = −eiθ7 /2 .
z7 − eiθ7

This bilinear transformation maps the flow field from the unit disk onto the upper half-plane
ℑ{w} > 0.
The problem at the interior infinity at z5 = −1 can be remedied by taking, instead of f4 ,
the mapping f4′ , defined by
a3
z3′ = z3 − ,
z3 + b3
where a3 and b3 are properly chosen. Then the new z5 -contour will be much ‘fuller’ below
the point z5 = −1 instead of z5 = −1. This will affect the subsequent mappings f5 and f6 ,
which will then be defined by

z4 − (a4 + i b4 )
f5′ : z5 = − ,
z4 − (a4 − i b4 )
 16.3 CASCADE CONFIGURATIONS 519

with
2 i b4 rint rext
c6 = − ,
π 2 r⋆2a4 (1 + a3 /b23 )
where, in practice, we take 1 < a3 < 2.5, and b3 ≈ 2.
The Fourier coefficients in the mapping f6 are computed from

dz6 hXM i
= exp (γn + i δn ) z7n .
dz7 n=0

This increases the numerical accuracy over that obtained from differentiating the function
f6 .
As a result of this chain of mappings the governing equation (16.3.13) is transformed
into

1
1
a2 − q12 φRR − 2q1 q2 φRθ + a2 − q22 φθθ
 r R R2
R q2 rθ
q1
 q2 
+ a2 B q1 + + B a2 + q22 + q12 + q22 q1 BR + Bθ = 0, (16.3.14)
r R r R R

where q1 and q2 are the velocity components in the R and θ direction, respectively, i.e.,

1 1
q1 = φR , q2 = φθ .
B RB

Arlinger [1975] solved this problem by the finite difference method on the rectangle shown
in Figure 16.11 (the computational plane).
A Fortran code (TOMCAT) for a method of automatic numerical generation of curvilin-
ear coordinate system with grid lines coinciding with all boundaries of a multiply connected
region is available (Thompson, Thames and Mastin [1977]). The computer code is inde-
pendent of the boundary shapes and numbers, which are input data. The program has
the following features: (i) automatic convergence controls activated by input parameters,
if needed; (ii) a choice of several different types of initial guesses for the iterative process;
(iii) gradual addition of coordinate system control; and (iv) general movement of the outer
boundary out to its final position. Another program is available in Thompson et al. [1976]
for computing the scale factors from the coordinates for use in solving partial differential
equations on a coordinate system.
An adaptive grid scheme to solve the Poisson grid generation equations by methods
related to Green’s function, where the source terms are only position-dependent, uses the
boundary element method and is given by Munipalli and Andersen [1996]. All of these
schemes and programs solve the types of problems discussed in the above case studies.
Example 16.4. Note that under the mapping of a region D in the z-plane onto a region
G in the w-plane by the function w = f (z) = u(x, y) + i v(x, y), the Laplace equation for
the function u(x, y) is transformed into the Laplace equation for the function U (ξ, η) =
u (x(ξ, η), y(ξ, η)), i.e., the Laplacian ∇2 satisfies the relation

1
∇2xy = |f ′ (z)|2 ∇2ξη = ∇2 ,
|F ′ (w)|2 ξη
520 16 GRID GENERATION

where z = F (w) denotes the inverse mapping function (Sveshnikov and Tikhonov [1978:
194].) 

References used: Arlinger [1975], Inoue [1983; 1985], Ives and Liutermoza [1977], Knupp and
Steinberg [1993], Kythe [1998], Lehto and Virtaanen [1973], Munipalli and Andersen [1996], Özisik [1994],
Roberts [1971], Sveshnikov and Tikhonov [1978], Thompson et al. [1977; 1985].
17
Field Theories

We will discuss mathematical models involving potential fields and related Laplace’s, Pois-
son’s, and other equations, which are encountered in different flow fields in continuum
mechanics and physics. There are different methods to solve boundary value problems in-
volving these equations, namely, analytic methods including Green’s function, conformal
mapping method, and numerical approximations using finite and boundary elements. In
this chapter we will confine to the following two-dimensional equations: Laplace’s, Poisson’s,
Helmholtz, biharmonic, and membrane equations, and provide their solutions in different
domains in the (x, y)-plane, including related Green’s functions; some examples are also
provided. Conformal mapping methods will be discussed in subsequent chapters.

17.1 Mathematical Models

In many mathematical modeling formulations, partial derivatives are required to represent
physical quantities. These derivatives always involve more than one independent variable,
generally the space variables x, y, . . . and the time variable t. Such formulations have one or
more dependent variables, which are the unknown functions of the independent variables.
The resulting equations are called partial differential equations, which, together with the
initial and/or boundary conditions, represent physical phenomena and are known as the
initial or boundary value problems.
The order of a partial differential equation is the same as the order of the highest partial
∂u ∂u ∂ 2 u ∂ 2 u ∂2u
derivative appearing in the equation. The partial derivatives , , , , and
∂x ∂y ∂x2 ∂y∂x ∂y 2
are sometimes denoted by ux , uy , uxx , uxy , and uyy (or p, q, r, s, and t), respectively. The
most general first-order partial differential equation with two independent variables x and
y has the form

F (x, y, u, p, q) = 0, p = ux , q = uy . (17.1.1)

The most general second-order partial differential equation is of the form

F (x, y, u, p, q, r, s, t) = 0, r = uxx , s = uxy , t = uyy . (17.1.2)

522 17 FIELD THEORIES

A partial differential equation is said to be linear if the unknown function u and all
its partial derivatives appear in an algebraically linear form, i.e., of the first degree. For
example, the equation

a11 uxx + 2a12 uxy + a22 uyy + b1 ux + b2 uy + c0 u = f, (17.1.3)

where the coefficients a11 , a12 , a22 , b1 , b2 , and c0 and the function f are functions of x and
y, is a second-order linear partial differential equation in the unknown u(x, y).
An operator L is a linear differential operator iff L(αu + βv) = αLu + βLv, where
α and β are scalars, and u and v are any functions with continuous partial derivatives
of appropriate order. A partial differential equation of the form Lu = 0 is said to be
homogeneous, whereas an equation of the form Lu = g, where g 6= 0 is a given function
of the independent variables, is said to be nonhomogeneous. Thus, a linear homogeneous
equation is such that whenever u is a solution of the equation, then cu is also a solution,
where c is a constant. A function u = φ is said to be a solution of a partial differential
equation if φ and its partial derivatives, when substituted for u and its partial derivatives
occurring in the partial differential equation, reduce it to an identity in the independent
variables. The general solution of a linear partial differential equation is a linear combination
of all linearly independent solutions of the equation with as many arbitrary functions as the
order of the equation; a partial differential equation of order k has k arbitrary functions. A
particular solution of a partial differential equation is one that does not contain arbitrary
functions or constants.
A partial differential equation is said to be quasi-linear if it is linear in all the highest-
order derivatives of the dependent variable. For example, the most general form of a quasi-
linear second-order equation is

A(x, y, u, p, q) uxx + B(x, y, u, p, q) uxy + C(x, y, u, p, q) uyy + f (x, y, u, p, q) = 0. (17.1.4)

17.2 Initial and Boundary Conditions

A partial differential equation subject to certain conditions in the form of initial or boundary
conditions is known as an initial value or a boundary value problem. The initial conditions,
also known as Cauchy conditions, are the values of the unknown function u and an appro-
priate number of its derivatives at the initial point.
The boundary conditions fall into the following three categories:
(i) Dirichlet boundary conditions (also known as boundary conditions of the first kind),
when the values of the unknown function u are prescribed at each point of the boundary
∂D of a given domain D.
(ii) Neumann boundary conditions (also known as boundary conditions of the second kind),
when the values of the normal derivatives of the unknown function u are prescribed at
each point of the boundary ∂D.
(iii) Robin boundary conditions (also known as boundary conditions of the third kind, or
mixed boundary conditions), when the values of a linear combination of the unknown
function u and its normal derivative are prescribed at each point of the boundary ∂D.
Two types of boundary conditions remain unchanged by the transformation and prob-
lems with boundary conditions under conformal mappings: (i) The value of a harmonic
function is constant on the boundary (one type of Dirichlet problem); and (ii) the normal
 17.2 INITIAL AND BOUNDARY CONDITIONS 523

derivatives of a harmonic function is zero on the boundary (one type of Neumann problem).
The conditions are that w = f (z) and its inverse are analytical. An example for these three
categories is given in §19.1 (Example 19.1).

(iv) The mixed boundary conditions of the second-order partial differential equations are
represented by
h ∂u i
αu + β = f (x) , (17.2.1)
∂n ∂D ∂D

∂u
where α and β are constants, denotes the normal derivative defined by
∂n
∂u ∂u ∂u
= n · ∇u = nx1 + · · · + nx n ,
∂n ∂x1 ∂xn

where x = (x1 , . . . , xn ), and n is the outward normal to the boundary ∂D. A mixed bound-
ary value problem can have a Dirichlet boundary condition on one part of the boundary, a
Neumann boundary condition on another part, and a Robin boundary condition on still a
third part of the boundary. It should be pointed out that Neumann boundary conditions do
not lead to a unique solution of a boundary value problem. For example, if u is a solution
of the Laplace equation ∇2 u = 0 on the rectangle of Figure 17.1, subject to the Neumann
boundary conditions

∂u ∂u
(x, 0) = f1 (x), (x, b) = f2 (x),
∂x ∂y
∂u ∂u
(0, y) = g1 (y), (a, y) = g2 (y),
∂x ∂x

where f1,2 (x) and g1,2 (y) are prescribed functions, then w = u + c, where c is a constant, is
also a solution of this boundary value problem.

y
f 2 (x)
b

g1 (y) g2 (y)

0
x
f1 (x) a
Figure 17.1 Laplace’s equation in a rectangle under Neumann conditions.

(v) The implicit conditions arise in certain cases, especially when the partial differential
equation represents a model of some real-life physical situation, certain restrictions are
imposed by means of boundary conditions, which are implicit in nature. These restrictions
are also known as natural boundary conditions as opposed to essential boundary conditions,
which in the case of mixed boundary value problems take the form of initial conditions.
These types of implicit conditions arise, for example, in the weak variational formulation of
physical problems. An example for this category is given in §19.1 (Example 19.2).
524 17 FIELD THEORIES

Remember that ∇2 u at a point (x, y) is a measure of the difference between the values of
u at (x, y) and the average of the values of u in an infinitesimal neighborhood surrounding
the point (x, y).
Example 17.1. Consider the two-dimensional Laplace’s equation in polar coordinates,
which is defined by  
1 ∂ ∂u 1 ∂2u
∇2 u = r + 2 = 0.
r ∂r ∂r r ∂θ2
Let the domain be the disk 0 ≤ r ≤ a. This equation has the following two sets of solutions:
(i) un (r, θ) = rn (An sin nθ + Bn cos nθ) , n = 1, 2, . . . ;
1
(ii) un (r, θ) = n (Cn sin nθ + Dn cos nθ) , n = 1, 2, . . . .
r
Notice that the set (ii) has a singularity at r = 0, and, therefore, it is not acceptable for
the given domain unless there is a source at the singularity. But the set (i) being bounded
on the disk is acceptable. However, if the domain is the exterior r > a of the above disk,
then the set (ii) will be bounded and, therefore, acceptable for this domain. 

(vi). The periodic conditions over an interval [a, b] are of the type y(a) = y(b), y ′ (a) =
′
y (b). It is encountered in the Sturm-Liouville problem consisting of the Sturm-Liouville
equation  
d dy
p(x) + [q(x) + λ w(x)] y = 0, (17.2.2)
dx dx
which is a linear second-order ordinary differential equation defined on a given interval
a ≤ x ≤ b and satisfying the boundary conditions of the form

a1 y(a) + b1 y ′ (a) = 0,
(17.2.3)
a2 y(b) + b2 y ′ (b) = 0,

where λ is a real parameter, and a1 , a2 , b1 , and b2 are given real constants such that a1
and b1 , or a2 and b2 are both not zero. It is obvious that the system (17.2.2)-(17.2.3)
always has a trivial solution y = 0. The nontrivial solutions of this problem are called the
eigenfunctions φn (x) and the corresponding values of λ the eigenvalues λn of the problem.
The pair (φn , λn ) is known as the eigenpair. The following result is useful:
Theorem 17.1. Let the functions p, q, w, and p′ in Eq (17.2.2) be real-valued and
continuous on the interval a ≤ x ≤ b. Let φm (x) and φn (x) be the eigenfunctions of the
problem (17.2.2)–(17.2.3) with corresponding eigenvalues λm and λn , respectively, such that
λm 6= λn . Then
Z b
φm (x) φn (x) w(x) dx = 0, m 6= n, (17.2.4)
a

i.e., the eigenfunctions φm and φn are orthogonal with respect to the weight function w(x)
on the interval a ≤ x ≤ b.
Proof of this theorem can be found in many textbooks on ordinary differential equations,
e.g., Ross [1964], and Boyce and DiPrima [1962]. An example of this category is available
in §19.1 (Example 19.3).
 17.3 CLASSIFICATION OF SECOND-ORDER EQUATIONS 525

17.3 Classification of Second-Order Equations

If f = 0 in Eq (17.1.3), the most general form of a second-order homogeneous equation is

a11 uxx + 2a12 uxy + a22 uyy + b1 ux + b2 uy + c0 u = 0. (17.3.1)

To show a correspondence of this equation with an algebraic quadratic equation, we replace

ux by α, uy by β, uxx by α2 , uxy by αβ, and uyy by β 2 . Then the left side of Eq (17.3.1)
reduces to a second degree polynomial in α and β:

P (α, β) = a11 α2 + 2a12 αβ + a22 β 2 + b1 α + b2 β + c0 . (17.3.2)

It is known from analytical geometry and algebra that the polynomial equation P (α, β) = 0
represents a hyperbola, parabola, or ellipse according as its discriminant a212 − a11 a22 is
positive, zero, or negative. Thus, Eq (17.3.1) is classified as hyperbolic, parabolic, or elliptic
according as the quantity a212 − a11 a22 is positive, zero, or negative.
An alternative approach to classify the types of Eq (17.3.1) is based on the following
theorem:
Theorem 17.2. The relation φ(x, y) = C is a general integral of the ordinary differential
equation
a11 dy 2 − 2a12 dx dy + a22 dx2 = 0 (17.3.3)

iff u = φ(x, y) is a particular solution of the equation

a11 u2x + 2a12 ux uy + a22 u2y = 0. (17.3.4)

Proof. (Kythe et al. [2003:12]) Assume that the function u = φ(x, y) satisfies Eq
(17.3.4). Then the equation

 2  
φx φx
a11 − 2a12 − + a22 = 0 (17.3.5)
φy φy

holds for all x, y in the domain of definition of u = φ(x, y) with φy 6= 0. In order that the
relation φ(x, y) = C is the general solution of Eq (17.3.3), we must show that the function
y defined implicitly by φ(x, y) = C satisfies Eq (17.3.3). Suppose that y = f (x, C) is such
a function. Then  
dy φx (x, y)
=− .
dx φy (x, y) y=f (x,C)

Hence, in view of Eq (17.3.5), we have

 2  
dy dy
a11 − 2a12 + a22
dx dx
"  2   # (17.3.6)
φx φx
= a11 − − 2a12 − + a22 = 0.
φy φy
y=f (x,C)

Thus, y = f (x, C) satisfies Eq (17.3.4).

526 17 FIELD THEORIES

Conversely, let φ(x, y) = C be a general solution of Eq (17.3.3). We must show that for
each point (x, y)
a11 φ2x + 2a12 φx φy + a22 φ2y = 0. (17.3.7)

If we can show that Eq (17.3.7) is satisfied for an arbitrary point (x0 , y0 ), then Eq (17.3.7)
will be satisfied for all points. Since φ(x, y) represents a solution of Eq (17.3.3), we construct
through (x0 , y0 ) an integral of Eq (17.3.3), where we set φ(x0 , y0 ) = C0 , and consider the
curve y = f (x, C0 ). For all points of this curve we have

 2  
dy dy
a11 − 2a12 + a22
dx dx
"  2   #
φx φx
= a11 − − 2a12 − + a22 = 0.
φy φy
y=f (x,C0 )

If we set x = x0 in this equation, we get

a11 φ2x (x0 , y0 ) + 2a12 φx (x0 , y0 ) φy (x0 , y0 ) + a22 φ2y (x0 , y0 ) = 0,

where y0 = f (x0 , C0 ). 

Eq (17.3.3) or (17.3.4) is called the characteristic equation of the partial differential

equation (17.1.3) or (17.3.1); the related integrals are called the characteristics.
Eq (17.3.6), regarded as a quadratic equation in dy/dx, yields two solutions:
p
dy a12 ± a212 − a11 a22
= .
dx a11

The expression under the radical sign determines the type of the differential equation
(17.1.3) or (17.3.1). Thus, as before, Eq (17.1.3) or (17.3.1) is of the hyperbolic, para-
bolic, or elliptic type according as the quantity a212 − a11 a22 T 0.
The following two-dimensional equations often appear in the study of physical problems.
1. Heat equation in R1 : ut = k uxx , where u denotes the temperature distribution and k
the thermal diffusivity.
2. Wave equation in R1 : utt = c2 uxx , where u represents the displacement, e.g., of a
vibrating string from its equilibrium position, and c the wave speed.
3. Laplace equation in R2 : ∇2 u ≡ uxx + uyy = 0, where ∇2 = ∇ · ∇ denotes the Laplacian.
4. Poisson’s equation in Rn : ∇2 u = f , also known as the nonhomogeneous Laplace equation
in Rn ; it arises in various field theories and electrostatics.


5. Helmholtz equation in R3 : ∇2 + k 2 u = 0, which arises, e.g., in underwater scattering.
6. Biharmonic equation in R3 : ∇4 u ≡ ∇2 (∇2 u) = 0; it arises in elastodynamics.
1
7. Euler’s equations in R3 : ut + (u · ∇)u + ∇p = 0, where u denotes the velocity field,
ρ
and p the pressure.
1
8. Navier-Stokes equations in R3 : ut + (u · ∇)u + ∇p = ν∇2 u, where ν denotes the
ρ
kinematic viscosity and ρ the density of the fluid.
 17.5 PARABOLIC EQUATIONS 527

9. Maxwell’s equations in R3 : Et − ∇ × H = 0, Ht + ∇ × E = 0, where E and H denote

the electric and the magnetic field, respectively; they are a system of six equations in six
unknowns.
Origins of these and other equations of mathematical physics are related to some inter-
esting physical problems. We will derive some of them as examples, which will also bring
out certain aspects of mathematical modeling of boundary value problems.

17.4 Superposition Principle

Let L denote a linear differential operator of any order and any kind. The superposition
principle for homogeneous and nonhomogeneous linear differential equations is represented
by the following two theorems:
Theorem 17.3. Let Lu = 0 be a differential equation. Suppose u1 and u2 are two
linearly independent solutions. Then c1 u1 + c2 u2 is also a solution.
Proof. By hypotheses Lu1,2 = 0. By definition L(c1 u1 + c2 u2 ) = c1 Lu1 + c2 Lu2 = 0. 
Pn
Theorem 17.4. PnIf Lu = 1 ci fi be a nonhomogeneous linear differential equation and
if Lgk = fk , then 1 ci gi is a solution of the above differential equation.
Pn Pn Pn Pn
Proof. L 1 ci gi = 1 ci Lgi = 1 ci fi . Thus 1 ci gi satisfies the differential equa-
tion. 
It is obvious from these two theorems that if v is a solution of an equation Lu = 0 and if
F a solution of Lu = f , then v + F is also a solution of Lu = f . A generalized superposition
principle is as follows:
Theorem 17.5. If each of the functions ui , i = 1, 2, . . . , is a solution of a linear
∞
X
homogeneous differential equation L(u) = 0, then the series u = Ci ui is also a solution
i=1
of this differential equation, provided that u and its derivatives appearing in L(u) can be
differentiated term-by-term.
Proof. If the derivatives of u appearing in L(u) = 0 can be differentiated term-by-term,
we have
X∞
∂nu ∂ n ui
= Ci , (17.4.1)
∂xm ∂tn−m i=1
∂xm ∂tn−m

and since the equation L(u) = 0 is linear and a convergent series can be differentiated
term-by-term, we can write

∞
! ∞
X X
L(u) = L Ci ui = Ci L(ui ) = 0. (17.4.2)
i=1 i=1

The sufficient condition for term-by-term differentiability is the uniform convergence of the
X∞
∂ n ui
series Ci m n−m . 
i=1
∂x ∂t

17.5 Parabolic Equations

The heat equation with the constant coefficient,

ut = kuxx (17.5.1)
528 17 FIELD THEORIES

(see §17.2) is encountered in the theory of heat and mass transfer, describing the one-
dimensional unsteady thermal processes in quiescent media or solids, and one-dimensional
unsteady mass exchange processes, with constant thermal diffusivity k. Let A, B and µ be
arbitrary constants. Then the particular solutions of Eq (17.5.1) are:

u(x, t) = A(x2 + 2kt) + B;

u(x, t) = A(x3 + 6ktx) + B;
or in general:
n
X (2n)(2n − 1) . . . (2n − 2j + 1)
u(x, t) = x2n + (kt)j x2n−2j ;
j=1
j!
n
X (2n + 1)(2n) . . . (2n − 2j + 2)
u(x, t) = x2n+1 + (kt)j x2n−2j+1 .
j=1
j!

Also 2
u(x, t) = A ekµ t±µx
+ B;
2
u(x, t) = A e−kµ t cos(µx) + B;
2
u(x, t) = A e−kµ t sin(µx) + B;
1 2
u(x, t) = A 1/2 e−x /(4kt) + B;
t
1 2
u(x, t) = A 3/2 e−x /(4kt) + B;
t

u(x, t) = A e−µx cos µx − 2kµ2 t + B;


u(x, t) = A e−µx sin µx − 2kµ2 t + B;
 x 
u(x, t) = A erf √ + B;
2 kt
 x 
u(x, t) = A erfc √ + B;
2 kt
n tr o
2 x √
u(x, t) = A e−x /(4kt) − √ ex/(2 kt) + B.
π 2 k
(See Carslaw and Jaeger [1959], Polyanin and Nazaikinskii [2016]).
The infinite series solution is (Carslaw and Jaeger [1959])

X∞
(kt)n 2n)
u(x, t) = f (x) + f (x),
n=1
n! x

where f (x) is any infinitely differentiable function. This solution satisfies the initial condi-
tion u(x, 0) = f (x). The sum is finite if f (x) is a polynomial.
The solutions involving arbitrary functions of time are (Carslaw and Jaeger [1959])

∞
X 1 (n)
u(x, t) = g(t) + n
x2n gt (t),
n=1
(2n)!k
∞
X 1 (n)
u(x, t) = xh(t) + x x2n ht (t),
n=1
(2n + 1)!k n
 17.6 HYPERBOLIC EQUATIONS 529

where g(t) and h(t) are infinitely differentiable functions. The sums are finite if g(t) and
h(t) are polynomials. The first solution satisfies the boundary condition of the first kind
u(0, t) = g(t), and the second solution the boundary condition of the second kind ux (0, t) =
h(t).
The fundamental solution is (Kythe [1995, Ch. 3])

H(t) 2
u∗ (x, t) = e−|x| /(4kt) .
(4πkt)n/2

17.6 Hyperbolic Equations

We will consider only the following types of hyperbolic equation:
17.6.1 Second-Order Hyperbolic Equations in One Space Variable. It is known as
the wave equation, or the equation of vibration of a string, expressed as

∂2u ∂2u
2
= c2 2 . (17.6.1)
∂t ∂x

Its general solution is

u(x, t) = φ(x + ct) + ψ(x − ct), (17.6.2)
where φ(x) and ψ(x) are arbitrary functions. The problem of a vibrating string of length l
is defined by the wave equation (17.6.1) as the boundary value problem

∂2u 2
2∂ u
= c , 0 < x < l,
∂t2 ∂x2
u(0, t) = 0 = u(l, t), t > 0, (17.6.3)
u(x, 0) = f (x), ut (x, 0) = h(x), 0 < x < l,

where f ∈ C 1 (0, l) and h(x) are given functions, and c is the wave velocity. The solution of
this problem is
∞ h
X nπct nπct i
u(x, t) = An cos + Bn sin , (17.6.4)
n=1
l l

where
Z l
2 nπx
An = f (x) sin dx,
l 0 l
Z l
2 nπx
Bn = h(x) sin dx, n = 1, 2, . . .
nπc 0 l

The d’Alembert’s solution is given by

1 1
u(x, t) = [f (x + ct) + f (x − ct)]+ [g(x − ct) − g(x + ct)] = φ(c−xt)+ψ(c+ct), (17.6.5)
2 2

where
∞
X ∞
X
nπz nπz
f (z) = An sin , g(z) = Bn cos .
n=1
l n=1
l
530 17 FIELD THEORIES

This signifies that at each point x of the string, the solution

∞
X nπc nπx
u(x, t) = αn cos (t + δn ) sin
n=1
l l

nπx
describes a harmonic motion with amplitude αn sin , and each such motion of the string
l
nπx
is called a standing wave with nodes at the points where sin = 0. These points remain
l
fixed during the entire process of vibration. However, the string vibrates with maximum
nπx
amplitudes αn at the points where sin = ±1. Thus, for any t the structure of the
l
standing wave is described by
∞
X nπx nπc
u(x, t) = Cn (t) sin , Cn (t) = αn cos ωn (tδn ) , ωn = ,
n=1
l l

so that at times t when cos ω (t + δn ) = ±1, the velocity becomes zero and the displacement
reaches its maximum value.
The fundamental solution u∗ (x, t) (Kythe [1995, Ch. 4]) is

1 1
u∗ (x, t) = H(t − |x|) = H(t)[H(x + t) − H(x − t)].
2c 2c
If u(x, t) is a solution of the wave equation (17.6.1), then the functions

u1 (x, t) = A u (±λx + C1 , ±λt + C2 ) ,

 x − αt t − αc−2 x 
u2 (x, t) = A u p ,p ,
1 − (α/c)2 1 − (α/c)2
 x t 
u3 (x, t) = A u 2 2 2
, 2 2 2
,
x −c t x −c t

are also solutions of the wave equation, where A, C1 , C2 , α, and λ are arbitrary constants.
The function u2 results from the invariance of the wave equation under the Lorenz trans-
formation.
Example 17.2. (Goursat problem) If the boundary conditions are prescribed as

f (x) for x − ct = 0, 0 ≤ x ≤ a,
u=
g(x) for x + ct = 0, 0 ≤ x ≤ b,

where f (0) = g(0), then the solution is

 x + ct   x − ct 
u(x, t) = f +g − f (0).
2 2
The domain of solution propagation is bounded by four lines: x−ct = 0, x+ct = 0, x−ct =
2b, and x + ct = 2a. 

17.6.2 General Case. We will consider the wave equation of the form

∂2u ∂2u
= + Φ(x, t). (17.6.6)
∂t2 ∂x2
 17.7 ELLIPTIC EQUATIONS 531

In the domain −∞ < x < ∞, the Cauchy problem has the initial conditions

u = f (x) at t = 0, ut = g(x) at t = 0. (17.6.7)

The solution is
Z x+ct ZZ x+c(t−τ )
1 1 1
u(x, t) = [f (x − ct) + f (x + ct)] + g(s) ds + Φ(s, τ ) ds dτ.
2 2c x−ct 2c x−c(t−τ )

The first boundary value problem with the initial conditions (17.6.7) and the boundary
condition u = h(t) at x = 0 for all x ∈ [0, ∞) has the solution

u(x, t) = u1 (x, t) + u2 (x, t),

where

 1 1 R x+ct
 2 [f (x + ct) + f (x − ct)] + g(s) ds, if t < x/c,
u1 (x, t) = 2c x−ct

 1 1 R x+ct
2 [f (x + ct) − f (x − ct)] + 2c x−ct g(s) ds + h (t − x.c) , if t > x/c,
 R t=x/c R x+c(t−τ )

0 x−c(t−τ ) Φ(s, τ ) ds dτ, if t < x/c,
u2 (x, t) = R t−x/c R x+c(t−τ ) Rt R x+c(t−τ )
 Φ(s, τ ) ds dτ + t−x(t/c x−c(t−τ ) Φ(s, τ ) ds dτ, if t > x/c.
0 x−c(t−τ )

The second boundary problem with the initial conditions (17.6.7) and the boundary
condition ux = h(t) at x = 0 for all x ∈ [0, ∞) has the solution

1
u(x, t) = u1 (x, t) + u2 (x, t),
2c
where

 1 1 R x+ct

 2 [f (x + ct) + f (x − ct)] + g(s) ds, if t < x/c,

 2c x−ct
u1 (x, t) = 1 1 R x+ct 1 R ct−x

 2 [f (x + ct) + f (x − ct)] + 2c 0 g(s) ds +
2c 0
g(s) ds

 R x+ct

−c 0 h(s) ds, if t > x/c,
 R t=x/c R x+c(t−τ )

 0 x−c(t−τ ) Φ(s, τ ) ds dτ, if t < x/c,
 R t−x/c R x+c(t−τ ) R x+c(t−τ ) R c(t−τ )−x
u2 (x, t) = Φ(s, τ ) ds dτ + 0 Φ(s, τ ) ds dτ

 0 0
Rt R x+c(t−τ )
0

+ t−x(t/c x−c(t−τ ) Φ(s, τ ) ds dτ, if t > x/c.

17.7 Elliptic Equations

Laplace’s equation ∇2 u = 0 is often encountered in heat and mass transfer, fluid mechanics,
elasticity, electrostatics, and other areas of continuum mechanics and physics. For example,
in heat and mass transfer theory, this equation describes steady-state temperature distribu-
tion in the absence of heat sources and sinks in the region under study. A regular solution of
Laplace’s equation is called a harmonic function. Conversely, if w = f (z) = u(x, y)+iv(x, y)
is a conformal mapping, then each u and v is a harmonic function and thus satisfies Laplace’s
532 17 FIELD THEORIES

equation. The first boundary value problem for Laplace’s equation is often referred to as
the Dirichlet problem and the second boundary value problem as the Neumann problem.
Laplace’s equation in two space variables in the rectangular coordinates system is written
as
∂2u ∂2u
+ 2 = 0. (17.7.1)
∂x2 ∂y

Its particular solutions are:

u(x, y) = Ax + By + C;


u(x, y) = A x2 − y 2 + Bxy;



u(x, y) = A x3 − 3xy 2 + B 3x2 y − y 3 ;
Ax + By
u(x, y) = 2 + C;
x + y2
u(x, y) = e±µx (A cos µy + B sin µy) ;
u(x, y) = (A cos µx + B sin µx) e±µy ;
u(x, y) = (A sinh µx + B cosh µx)(C cos µy + D sin µy);
u(x, y) = (A cos µx + B sin µx)(C sinh µy + D cosh µy);
 
u(x, y) = A ln (x − x0 )2 + (y − y0 )2 + B,

where A, B, C, D, x0 , y0 , and µ are arbitrary constants. The fundamental solution is

1 1 p
u∗ (x, y) = ln , r= x2 + y 2 .
2π r

If u(x, y) is a solution of Laplace’s equation, then the functions

u1 = Au (±αx + C1 , ±αy + C2 ) ,
u2 = Au(x cos β + y sin β, −x sin β + y cos β),
 x y 
u3 = Au 2 , ,
x + y 2 x2 + y 2

are also solutions everywhere they are defined; A, C1 , C2 , α, and β are arbitrary constants,
and the sign of α in u1 is taken independently of each other.
17.7.1 Boundary Value Problems for Laplace’s Equation. Some specific features
are:
(i) For outer boundary value problems on the plane, it is usually required to set the
additional condition that the solution of Laplace’s equation must be bounded at infinity.
(ii) The solution of the second boundary value problem is determined up to an arbitrary
additive term.
(iii) Let the second boundary value problem in a closed domain D̄ with piecewise smooth
∂u ∂u
boundary ∂D be characterized by the condition = f (r) for r ∈ ∂D, where is the
∂n ∂n
derivative along the outward normal to R∂D. The necessary and sufficient condition for
solvability of the problem is of the form: ∂D f (r) d∂D = 0.
 17.7 ELLIPTIC EQUATIONS 533

Example 17.3. (First boundary value problem for −∞ < x < ∞, 0 ≤ y < ∞) The
boundary condition on the half-plane is prescribed as u(x, 0) = f (x). The solution is
Z ∞ Z π/2
1 yf (s) 1
u(x, y) = 2 2
ds = f (x + y tan θ) dθ. 
π −∞ (x − s) + y π −π/2

Example 17.4. (Second boundary value problem for −∞ < x < ∞, 0 ≤ y < ∞) The
boundary condition on the half-plane is prescribed as ux (x, 0) = f (x). The solution is
Z
1 ∞ p
u(x, y) = f (s) ln (x − s)2 + y 2 ds + C,
π −∞

where C is an arbitrary constant. 

Example 17.5. The first boundary value problem in the first quadrant 0 ≤ x < ∞, 0 ≤
y < ∞, with boundary conditions prescribed as u(0, y) = f1 (y) and u(x, 0) = f2 (x), has the
solution
Z ∞
4 sf1 (s)
u(x, y) = xy 2 + (y − s)2 ] [x2 + (y + s)2 ]
ds
π 0 [x
Z ∞
4 sf2 (s)
+ xy ds. 
π 0 [(x − s) + y 2 ] [(x + s)2 + y 2 ]
2

Example 17.6. The first boundary value problem in the infinite strip 0 < x < ∞, 0 ≤
y ≤ a, with boundary conditions prescribed as u(x, 0) = h1 (x) and u(x, a) = h2 (x), has the
solution
1  πy  Z ∞ h1 (s)
u(x, y) = sin ds
2a a −∞ cosh [π(x − s)/a] − cos(πy/a)
1  πy  Z ∞ h2 (s)
+ sin ds.
2a a −∞ cosh [π(x − s)/a] + cos(πy/a)

Similarly, the second boundary value problem in this infinite strip with boundary conditions
prescribed as ux (x, 0) = g1 (x) and uy (x, a) = g2 (x) has the solution
Z ∞
1
u(x, y) = g1 (s) ln{cosh [π(x − s)/a] − cos(πy/a)} ds
2π −∞
Z ∞
1
− g2 (s) ln{cosh [π(x − s)/a] + cos(πy/a)} ds + C,
2π −∞

where C is an arbitrary constant. 

17.7.2 Cylindrical Polar Coordinates. The two-dimensional Laplace’s equation in the

cylindrical polar coordinates is

∂ 2 u 1 ∂u 1 ∂2u p
∇2 u = + + , r= x2 + y 2 . (17.7.2)
∂r2 r ∂r r2 ∂θ2
Particular solutions are:
u(r) = A ln r + B;
 B
u(r, θ) = a rm + m (C cos mθ + D sin mθ),
r
534 17 FIELD THEORIES

where m = 1, 2, . . . ; A, B, C, and D are arbitrary constants.

Example 17.7. The first boundary value problem in the domain 0 ≤ r ≤ R or R ≤ r <
∞ with the prescribed boundary condition u(R, θ) = f (θ) has the solution
(a) for the inner problem r ≤ R:
Z 2π
1 R2 − r 2
u(r, θ) = f (s) ds.
2π 0 r2 − 2Rr cos(θ − s) + R2

This solution is known as the Poisson integral.

(b) for the outer problem r ≥ R:
∞
a0 X
u(r, θ) = (an cos nθ + bn sin nθ) ,
2 n=1

where
Z 2π
1
an = f (s) cos(ns) ds, n = 0, 1, 2, . . . ,
π 0
Z 2π
1
bn = f (s) sin(ns) ds, n = 1, 2, . . . .
π 0

The bounded solution for the outer problem r ≥ R is

Z 2π
1 r 2 − R2
u(r, θ) = f (s) ds,
2π 0 r2 − 2Rr cos(θ − s) + R2

or in the series form

a0 X  R  n
∞
u(r, θ) = (an cos nθ + bn sin nθ) ,
2 n=1 r

where the coefficients a0 , an , and bn are the same as defined above. Note that in hydrody-
namics and other applications, we sometimes encounter outer problems where we have to
consider unbounded solutions as r → ∞. 

17.7.3 Transformation of Laplace’s Equation. If a function φ(x, y) satisfies Laplace’s

equation at a point z ∈ D, it is analytic in D. Let w = u + i v be the image of z = x + i y
∂u ∂u ∂v ∂v
under a conformal mapping. Then the partial derivatives , , , and are defined
∂x ∂v ∂x ∂y
at z. Since
∂φ(x, y) ∂φ ∂u ∂φ ∂v
= + ,
∂x ∂u ∂x ∂v ∂x
we have

∂2φ ∂ h ∂φ ∂u ∂φ ∂v i
2
= +
∂x ∂x ∂u ∂x ∂v ∂x
∂u ∂  ∂φ  ∂φ ∂ 2 u ∂v ∂  ∂φ  ∂φ ∂ 2 v
= + + + . (17.7.3)
∂x ∂x ∂u ∂u ∂x2 ∂x ∂x ∂v ∂v ∂x2
 17.8 POISSON’S EQUATION 535

Since
∂  ∂φ  ∂  ∂φ  ∂u ∂  ∂φ  ∂v ∂ 2 φ ∂u ∂ 2 φ ∂v
= + = + ,
∂x ∂u ∂u ∂u ∂x ∂v ∂u ∂x ∂u2 ∂x ∂u∂v ∂x
and
∂  ∂φ  ∂  ∂φ  ∂u ∂  ∂φ  ∂v ∂ 2 φ ∂u ∂ 2 φ ∂v
= + = + 2 ,
∂x ∂v ∂u ∂v ∂x ∂v ∂v ∂x ∂u∂v ∂x ∂v ∂x
Eq (17.7.3) becomes

∂2φ ∂φ ∂ 2 u ∂φ ∂ 2 v  ∂u 2 ∂ 2 φ  ∂v 2 ∂ 2 φ ∂u ∂v ∂ 2 φ
= + + + + 2 . (17.7.4)
∂x2 ∂u ∂x2 ∂v ∂x2 ∂x ∂u2 ∂x ∂v 2 ∂x ∂x ∂u∂v
If x is replaced by y, then

∂2φ ∂φ ∂ 2 u ∂φ ∂ 2 v  ∂u 2 ∂ 2 φ  ∂v 2 ∂ 2 φ ∂u ∂v ∂ 2 φ
= + + + + 2 . (17.7.5)
∂y 2 ∂u ∂y 2 ∂v ∂y 2 ∂y ∂u2 ∂y ∂v 2 ∂y ∂y ∂u∂v

Then combining (17.7.4) and (17.7.5) we obtain Laplace’s equation

∂ 2 φ ∂φ ∂φ  ∂ 2 u ∂ 2 u  ∂φ  ∂ 2 v ∂2v 
+ = 0 = + + +
∂x2 ∂y ∂u ∂x2 ∂y 2 ∂v ∂x2 ∂y 2
2 h    i
∂ φ ∂u 2 ∂u 2 ∂ φ ∂v 2  ∂v 2 i
2 h 
+ + + +
∂u2 ∂x ∂y ∂v 2 ∂x ∂y
2 h
∂ φ ∂u ∂v ∂u ∂v i
+2 + . (17.7.6)
∂u∂v ∂x ∂x ∂y ∂y

Since w = f (z) is analytic, both u and v satisfy Laplace’s equation, i.e.,

∂ 2u ∂ 2 u ∂2v ∂2v
2
+ 2 = 2
+ 2 = 0.
∂x ∂y ∂x ∂y

Also, by the Cauchy-Riemann equations

∂u ∂v ∂u ∂v  ∂u 2  ∂u 2  ∂v 2  ∂v 2
+ = 0, + = + .
∂x ∂x ∂y ∂y ∂x ∂x ∂x ∂x

Substituting these two equations into (17.7.6), we get

h ∂v 2  ∂v 2 ih ∂u 2  ∂u 2 i h ∂2φ ∂ 2 φ ih ∂v 2  ∂v 2 i
+ + = + + = 0, (17.7.7)
∂x ∂y ∂x ∂y ∂u2 ∂v 2 ∂x ∂y
 ∂u 2  ∂u 2  ∂v 2  ∂v 2
where, in general, + = + 6= 0. Hence, Eq (17.7.7) leads to
∂x ∂y ∂x ∂y
 ∂v 2  ∂v 2
+ = ∇2u,v φ = 0. (17.7.8)
∂x ∂y

17.8 Poisson’s Equation

Poisson’s equation
−∇2 u(x) = Φ(x), x = (x, y) ∈ R2 , (17.8.1)
536 17 FIELD THEORIES

is often encountered in heat and mass transfer theory, fluid mechanics, elasticity, electrostat-
ics, and other areas of mechanics and physics. For example, it describes the steady-state
temperature distribution in the presence of heat sources and sinks in the domain under
study. Note that Laplace’s equation is a special case of Poisson’s equation with Φ = 0.
Consider a finite domain D ∈ R2 with sufficiently smooth boundary. Let x = (x, y) and
x = (x′ , y ′ ), and |x−x′ | = (x−x′ )2 +(y −y ′ )2 . Then the solution of the first boundary value
′

problem for Poisson’s equation −∇u(x) = Φ(x) in the domain D with the nonhomogeneous
boundary condition u = f (x) for x ∈ ∂D can be represented as
Z Z
∂G ′ ′
u(x) = Φ(x′ )G(x; x′ ) dx′ dy ′ − f (x′ ) dx dy , (17.8.2)
D ∂D ∂n

∂G
where G(x; x′ ) is the Green’s function of the first boundary value problem, and is the
′
∂n
derivative of the Green’s function with respect to x along the outward normal n to the
boundary ∂D. This Green’s function G satisfies Laplace’s equation in x, y in the domain D
1 1
everywhere except the point (x′ , y ′ ), at which G has a singularity of the form ln ,
2π |x − x′ |
and satisfies the homogeneous boundary condition of the first kind with respect to x, y at
the domain boundary, can be represented in the form

1 1
G(x; x′ ) = ln + g(x, x′ ), (17.8.3)
2π |x − x′ |

where the auxiliary function g(x, x′ ) is determined by solving the first boundary value prob-
1 1
lem for Laplace’s equation ∇2 g = 0 with the boundary condition u ∂D = − ln ,
2π |x − x′ |
′ ′ ′
where x is treated as a two-dimensional free parameter. Note that G(x; x ) = G(x , x).
In polar coordinates we should set x = (r cos θ, r sin θ), x′ = (r′ cos θ′ , r′ sin θ′ ), |x − x′ |2 =
r2 + r′ 2 − 2rr′ cos(θ − θ′ ) dr dθ.
The second boundary value problem for Poisson’s equation (17.8.1) in the domain D is
∂u
characterized by the boundary condition = f (x) for x ∈ ∂D. The solvability condition
∂n
for this problem is Z Z
Φ(x) dx dy + f (x) dx′ dy ′ = 0.
D ∂D

The solution of the second boundary value problem subject to this condition is
Z Z
u(x) = Φ(x)G(x; x′ ) dx dy + f (x)G(x; x′ ) dx′ dy ′ + C, (17.8.4)
D ∂D

where C is an arbitrary constant, and the Green’s function G for this problem is determined
by the following conditions: (i) the function G satisfies Laplace’s equation in x, y in D
everywhere except at the point (x′ , y ′ ), at which at which G has a singularity of the form
1 1
ln , and (ii) satisfies the homogeneous boundary condition of the second kind
2π |x − x′ |
∂G
with respect to x, y at the domain boundary, i.e., = 1/l, where l is the length of the
∂n ∂D
boundary. Green’s function is unique up to an additive constant.
The third boundary value problem for Poisson’s equation (17.8.1) in the domain D
∂u(x)
is characterized by the nonhomogeneous boundary condition + ku(x) = f (x) for
∂n
 17.8 POISSON’S EQUATION 537

x ∈ ∂D, is given by formula (17.8.4) with C = 0, where G = G(x; x′ ) as its Green’s

function is determined by the following conditions: i) The function G satisfies Laplace’s
equation in x, y in D everywhere except at the point (x′ , y ′ ), at which at which G has a
1 1
singularity of the form ln , and (ii) satisfies the homogeneous boundary condition
2π |x − x′ |
h ∂G i
of the third kind with respect to x, y at the domain boundary, i.e., +kG = 0, where
∂n ∂D
l is the length of the boundary. The Green’s function can be represented by (7.8.3), where
the auxiliary function g is obtained by solving Laplace’s equation ∇2 g(x) = 0 corresponding
to the third boundary value problem. Note that Green’s function is always symmetric with
respect to its arguments, i.e., G(x; x′ ) = G(x′ , x).
17.8.1 Particular Solutions of Poisson’s Equation. We consider two cases of the
right-hand side of Eq (17.8.1):
Pn Pn
Case 1. If Φ(x) = Φ(x, y) = aij exp (Bi x + cj y), then Poisson’s equation has the
i=1 j=1
solution of the form
n X
X n
aij
u(x, y) = − exp (bi x + cj y) .
b2
i=1 j=1 i
+ c2j

P
n P
n
Case 2. If Φ(x) = Φ(x, y) = aij sin (bi x + pi ) sin (cj y + qj ), then Poisson’s equa-
i=1 j=1
tion has the solution of the form
n X
X n
aij
u(x, y) = − sin (bi x + pi ) sin (cj y + qj ) .
b2
i=1 j=1 i
+ c2j

For different domains and boundary value problems the solutions are as follows.
(a) For the domain −∞ < x, y < ∞, the solution is
ZZ ∞
1 1
u(x, y) = Φ(x′ , y ′ ) ln p dx′ dy ′ .
2π −∞
′ 2 ′
(x − x ) + (y − y )2

The first boundary value problem in this domain with the boundary condition u(x, 0) = f (x)
has the solution
Z ZZ ∞ p
1 ∞ yf (x′ ) dx′ 1 ′ ′ (x − x′ )2 + (y + y ′ )2 ′ ′
u(x, y) = + Φ(x , y ) ln p dx dy .
π −∞ (x − x′ )2 + y 2 2π −∞ (x − x′ )2 + (y − y ′ )2

The second boundary value problem in this domain with the boundary condition uy (x, 0) =
f (x) has the solution
Z
1 ∞ p
u(x, y) = ln (x − x′ )2 + y 2 dx′
π −∞
ZZ ∞ h i
1 1 1
+ Φ(x′ , y ′ ) ln p +p dx′ dy ′ + C,
2π −∞ (x − x′ )2 + (y + y ′ )2 (x − x′ )2 + (y − y ′ )2

where C is an arbitrary constant.

538 17 FIELD THEORIES

(b) For the horizontal strip −∞ < x < ∞, 0 ≤ y ≤ a:

The first boundary value problem in this domain with the boundary conditions u(x, 0) =
f1 (x) and u(x, a) = f2 (x) has the solution
Z
1 πy ∞ f1 (s)
u(x, y) = sin ds
2a a −∞ cosh [π(x − s)/a] − cos(πy/a)
Z
1 πy ∞ f2 (s)
+ sin ds
2a a −∞ cosh [π(x − s)/a] + cos(πy/a)
Z aZ ∞
1 cosh [π(x − s)/a] − cos [π(y + y ′ )/a]
+ ds.
4π 0 −∞ cosh [π(x − s)/a] − cos [π(y − y ′ )/a]

The second boundary value problem in this domain with the boundary conditions uy (x, 0) =
f1 (x) and uy (x, a) = f2 (x) has the solution
Z ∞ Z ∞
u(x, y) = − f1 (y ′ )G(x, y; x′ , 0) dy ′ + f2 (y ′ )G(x, y; x′ , a) dy ′
−∞ −∞
Z aZ ∞
+ Φ(x , y )G(x, y; x , y ), dx′ dy ′ + C,
′ ′ ′ ′
0 −∞

where the Green’s function G(x, y; x′ , y ′ ) is defined by

1 h 1
G(x, y; x′ , y ′ ) = ln
4π cosh [π(x − x′ )/a] − cos [π(y − y ′ )/a]
1 i
+ ln ′ ′
. (17.8.5)
cosh [π(x − x )/a] − cos [π(y + y )/a]

The mixed boundary value problem in this domain with the boundary conditions u(x, 0) =
f1 (x) and uy (x, a) = f2 (x) has the solution
Z ∞ h ∂ i Z ∞
u(x, y) = f1 (y ′ ) G(x, y; x′ ′
, y ) dy ′
+ f2 (y ′ )G(x, y; x′ , a) dy ′
−∞ ∂y ′ y ′ =0 −∞
Z aZ ∞
+ Φ(x′ , y ′ )G(x, y; x′ , y ′ ), dx′ dy ′ + C,
0 −∞

where
∞
1X 1
G(x, y; x′ , y ′ ) = exp (−µn |x − x′ |) sin (µn y) sin (µn y ′ ) ,
a n=0 µn

(2n + 1)π
and µn = .
2a
(c) For the semi-infinite strip in the first quadrant 0 ≤ x < ∞, 0 ≤ y ≤ a:
The first boundary value problem in this domain with the boundary conditions u(x, 0) =
f1 (x), u(x, 0) = f2 (x), and (x, a) = f3 (x) has the solution
Z a h ∂ i Z a h ∂ i
′ ′ ′ ′ ′ ′ ′
u(x, y) = f1 (x ) G(x, x ; y, y ) dy + f 2 (x ) G(x, x ; y, y ) dy ′
0 ∂x′ x′ =0 0 ∂y ′ y ′ =0
Z a h ∂ i Z aZ ∞
f3 (x′ ) ′
G(x, x′
; y, y ′
) dx′
+ Φ(x′ , y ′ )G(x, y; x′ , y ′ ), dx′ dy ′ + C,
0 ∂y y ′ =a
0 0
 17.8 POISSON’S EQUATION 539

where
1 h cosh [π(x − x′ )/a] − cos [π(y + y ′ )/a]
G(x, y; x′ , y ′ ) = ln
4π cosh [π(x − x′ )/a] − cos [π(y − y ′ )/a]
cosh [π(x + x′ )/a] − cos [π(y + y ′ )/a] i
− ln ,
cosh [π(x + x′ )/a] − cos [π(y − y ′ )/a]

or in series form

1 X 1 h −qn |x−x′ | i
∞
′
G(x, y; x′ , y ′ ) = e − e−qn |x+x | sin (qn y) sin (qn y ′ ) ,
a n=1 qn

where qn = nπ/a.
(d) For the first quadrant 0 ≤ x < ∞, 0 ≤ y < ∞:
The first boundary value problem in this domain with the boundary conditions u(0, y) =
f1 (y), u(x, 0) = f2 (x), and (x, a) = f3 (x) has the solution
Z
4xy h ∞ y ′ f1 (y ′ ) dy ′ x′ f2 (x′ ) dy ′ i
u(x, y) = 2 ′ 2 2 ′ 2
+ ′ 2 2 ′ 2 2
π 0 [x + (y − y ) ] [x + (y + y ) ] [(x − x ) + y ] [(x + x ) + y ]
Z ∞Z ∞ p p
1 ′ ′ (x − x′ )2 + (y + y ′ )2 (x + x′ )2 + (y − y ′ )2
+ Φ(x , y ) ln p p .
2π 0 −∞ (x − x′ )2 + (y − y ′ )2 (x + x′ )2 + (y + y ′ )2

17.8.2 Poisson’s Equation in Polar Coordinates System. The two-dimensional Pois-

son’s equation in polar coordinates is written as

1 ∂  ∂u  1 ∂2u p
r + 2 2 + Φ(r, θ) = 0, r= x2 + y 2 . (17.8.6)
r ∂r ∂r r ∂θ
The first boundary value problem in the circle 0 ≤ r ≤ R, 0 ≤ θ ≤ 2π with the boundary
condition u(R, θ) = f (θ) has the solution
Z 2π Z 2πZ R
1 R2 − r 2
u(r, θ) = f (θ′ ) dθ′ + Φ(r′ , θ′ )G(r, θ; r′ , θ′ ) r′ dr′ dθ′ ,
2π 0 r2 − 2Rr cos(θ − θ′ ) + R2 0 0

where
1 1 1 R
G(r, θ; r′ , θ′ ) = ln − ln ,
2π |r − r′ | 2π r′ |(R/r′ )2 r′ − r|
where r = (r, θ), x = r cos θ, y = r sin θ; r′ = (x′ , y ′ )), x′ = r′ cos θ′ , y ′ = r′ sin θ′ . Then

1 r2 r′2 − 2Rrr′ cos(θ − θ′ ) + R4

G(r, θ; r′ , θ′ ) = ln 2 2 .
4π R [r − 2rr′ cos(θ − θ′ ) + r′2 ]

The first boundary value problem in the semi-circle 0 ≤ r ≤ R, 0 ≤ θ ≤ π with the

boundary conditions u(R, θ) = f1 (θ), u(r, 0) = f2 (r), and u(r, π) = f3 (r) has the solution
Z π h ∂ i Z R h ∂ i
′ 1
u(r, θ) = −R f1 (θ′ ) G(r, θ; r ′ ′
, θ ) dr ′
+ f 2 (r ) G(r, θ; r ′ ′
, θ ) dr′
0 ∂r′ r ′ =R 0 r′ ∂θ′ θ ′ =0
Z R Z πZ R
1h ∂ i
− f3 (r′ ) ′ ′
G(r, θ; r ′ ′
, θ ) dr ′
+ Φ(r′ , θ′ )G(r, θ; r′ , θ′ ) r′ dr′ dθ′ ,
0 r ∂θ θ ′ =π
0 0
540 17 FIELD THEORIES

where

1 h r2 r′2 − 2Rrr′ cos(θ − θ′ ) + R4 r2 r′ 2 − 2Rrr′ cos(θ + θ′ ) + R4 i

G(r, θ; r′ , θ′ ) = ln 2 2 ′ ′ ′2
− ln 2 2 .
4π R [r − 2rr cos(θ − θ ) + r ] R [r − 2rr′ cos(θ + θ′ ) + r′2 ]

The first boundary value problem in the circular sector 0 ≤ r ≤ R, 0 ≤ θ ≤ α with the
boundary conditions u(R, θ) = f1 (θ), u(r, 0) = f2 (r), and u(r, α) = f3 (r) has the solution
Z α h ∂ i Z R h ∂ i
′ 1
u(r, θ) = −R f1 (θ′ ) G(r, θ; r ′ ′
, θ ) dr ′
+ f 2 (r ) G(r, θ; r ′ ′
, θ ) dr′
0 ∂r′ r ′ =R 0 r′ ∂θ′ θ ′ =0
Z R Z αZ R
1h ∂ i
− f3 (r′ ) ′ ′
G(r, θ; r ′ ′
, θ ) dr ′
+ Φ(r′ , θ′ )G(r, θ; r′ , θ′ ) r′ dr′ dθ′ ,
0 r ∂θ θ ′ =π
0 0

where
1 n |z π/α − ζ̄ π/α ||R2π/α − (ζ̄z)π/α | o
G(r, θ; r′ , θ′ ) = ln ,
2π |z π/α − ζ π/α ||R2π/α − (ζz)π/α |
′
where z = reiθ , and ζ = r′ eiθ .

17.8.3 Helmholtz Equation. Many problems related to steady-state oscillations

(mechanical, acoustical, thermal, electromagnetic, and others) are described by the two-
dimensional Helmholtz equation


− ∇2 + k u(x) = Φ(x). (17.8.7)

For k < 0, this equation describes mass transfer processes with first-order volume chemical
reactions. Any elliptic equation with constant coefficients can reduce to the Helmholtz
equation. This equation is called homogeneous if Φ = 0 and nonhomogeneous if Φ 6= 0.
A homogeneous boundary value problem is a boundary value problem for any Helmholtz
equation with homogeneous boundary conditions; a particular solution of a homogeneous
boundary value problem is the trivial solution u ≡ 0. The values kn of the parameter k for
which there are nontrivial solutions of the homogeneous boundary value problem are called
eigenvalues and the corresponding solutions, u = un , are called the eigenfunctions of the
boundary value problem, which have the following properties:
(i) There are infinitely many eigenvalues kn ; the set {kn } forms a discrete spectrum for
the given boundary value problem.
(ii) All eigenvalues are positive, except for the eigenvalue k0 = 0 which exists in the second
boundary value problem, with the corresponding eigenfunction u0 = 0; the eigenvalues occur
in order of increasing magnitude so that k1 < k2 < k3 < · · · .
(iii) The eigenvalues kn → ∞ as n → ∞. The following asymptotic estimate holds:
n S2
lim = , where S2 is the area of the two-dimensional domain under study.
n→∞ kn 4π
(iv) The eigenfunctions un = un (x, y) are defined up to a constant multiplier. In a domain
D, anyR two eigenfunctions corresponding to different eigenvalues kn 6= km are orthogonal,
i.e., D un um dD = 0.
Any twice continuously differentiable functions f = f (x) that satisfies the boundary
conditions of a boundary value problem can be expanded into a uniformly convergent series
∞
X Z Z
1
f (x) = fn un , where fn = f un dD, kun k2 = u2n dD.
n=1
kun k2 D D
 17.8 POISSON’S EQUATION 541

If f is square-summable, then the series converges in the mean.

(v) The eigenvalues of the first boundary value problem do not increase if the domain is
extended.
There are three possible cases for the nonhomogeneous Helmholtz equation with homo-
geneous boundary conditions:
Case 1. If the parameter k is not equal to any one of the eigenvalues, then there exists
the series solution
∞
X Z Z
An 1
u= un , An = Φun dD, kun k2 = u2n dD.
k −k
n=1 n
kun k2 D D

Case 2. If k is equal to some eigenvalue k = km , then the solution

R of the nonhomogeneous
problem exists only if the function Φ is orthogonal to un , i.e., D Φ um dD = 0. In this case
the system is

m−1
X X∞ Z Z
An An 1 2
u= un + un +Cum , An = 2
Φun dD, kun k = u2n dD,
n=1
kn − km m+1
kn − km ku n k D D

and C is an arbitrary constant.

R
Case 3. If k = km and D Φum dD 6= 0, then the boundary value problem for the
nonhomogeneous equation does not have a solution.
First boundary value problem. The solution of this problem for Eq (17.8.7) with
the boundary condition u(x) = f (x) for x ∈ ∂D can be represented in the form
Z Z
∂
u(x) = Φ(x)G(x; x′ ) dx dy − f (x) G(x; x′ ) dx′ dy ′ ,
D ∂D ∂n

∂
where x = (x, y), x′ = (x′ , y ′ ) ∈ D, and
denotes the derivative along the outward normal
∂n
to the boundary ∂D with respect to the variable x′ and y ′ . The Green’s function is given
by
X∞
un (x)un (x′ )
G(x; x′ ) = , k 6= kn , (17.8.8)
n=1
kun k2 (kn − k)

where kn and un are the eigenvalues and eigenfunctions of the first homogeneous boundary
value problem.
Second boundary value problem. The solution of this problem for Eq (17.8.7) with
∂u
the boundary condition (x) = f (x) for x ∈ ∂D can be represented in the form
∂n
Z Z
′ ∂
u(x) = Φ(x)G(x; x ) dx dy + f (x) G(x; x′ ) dx′ dy ′ , (17.8.9)
D ∂D ∂n

where the Green’s function is given by

∞
X un (x)un (x′ )
1
G(x; x′ ) = − + , k 6= kn ,
kS2 n=1 kun k2 (kn − k)
542 17 FIELD THEORIES

where S2 is the area of the domain D, and kn and un are the positive eigenvalues and
eigenfunctions of the second homogeneous boundary value problem.
Third boundary value problem. The solution of this problem for Eq (17.8.7) with
∂u
the boundary condition (x) + ku(x) = f (x) for x ∈ ∂D is given by (17.8.9), where the
∂n
Green’s function is defined by (17.8.8), where kn and un are the positive eigenvalues and
eigenfunctions of the third homogeneous boundary value problem.
Boundary conditions at infinity. Assumingpthat the function Φ(x) is finite and
sufficiently rapidly decaying as r → ∞, where r = x2 + y 2 , the boundary conditions at
infinity in an infinite domain are as follows:
(i) For k < 0, the vanishing condition of the solution at infinity is set as → 0 as r → ∞.
(ii) For k > 0, the radiation conditions, known as the Sommerfeld conditions,1 at infinity
are used, which are

√ √  ∂u √ 
lim r u = const, lim r + i k u = 0.
r→∞ r→∞ ∂r

Particular solutions. The Helmholtz equation (17.8.7) has the following solutions:

u(x, y) = (Ax + B)(C cos µy + D sin µy), k = µ2 ,

u(x, y) = (Ax + B)(C cosh µy + D sinh µy), k = −µ2 ,
u(x, y) = (A cos µx + B sin µx)(Cy + D), k = µ2 ,
u(x, y) = (A cosh µx + B sinh µx)(Cy + D), k = −µ2 ,
u(x, y) = (A cos µ1 x + B sin µ1 x)(C cos µ2 y + D sin µ2 y), k = µ21 + µ22 ,
u(x, y) = (A cos µ1 x + B sin µ1 x)(C cosh µ2 y + D sinh µ2 y), k = µ21 − µ22 ,
u(x, y) = (A cosh µ1 x + B sinh µ1 x)(C cos µ2 y + D sin µ2 y), k = −µ21 + µ22 ,
u(x, y) = (A cosh µ1 x + B sinh µ1 x)(C cosh µ2 y + D sinh µ2 y), k = −µ21 − µ22 .

Fundamental solutions. They are


 1

 K0 (sr) if k = −s2 < 0,

 2π

i (1)
u∗ (x, y) = H0 (pr) if k = p2 > 0,

 4

 i (2)

 − H (pr) if k = p2 > 0,
4 0
(1) (2)
where K0 (z) is the modified Bessel function of the second kind, H0 and H0 are the Hankel
functions of the first and second kind of order zero. The leading term of the asymptotic
1 1
expansion of these fundamental solutions, as r → 0, is given by ln .
2π r
For different domains D, the solutions of the Helmholtz equation (17.8.7) are as follows:

1These conditions are: The sources must be sources, not sinks of energy. The energy which is radiated
from sources must scatter to infinity; no energy may be radiated from infinity into the field.
 17.8 POISSON’S EQUATION 543

(a) For the domain −∞ < x, y < ∞, the solution is


 1 RR ∞
 −∞
Φ(x′ )K0 (sr), if k = −s2 < 0,
u(x) = 2π
 − i RR ∞ Φ(x′ )H (2) (pr), if k = p2 > 0,

0
4 −∞
p
where r = (x − x′ )2 + (y − y ′ )2 , and the Sommerfeld conditions are used to obtain the
second solution.
(b) For the half-plane −∞ < x < ∞, 0 ≤ y < ∞, the solution of the first boundary value
problem with the boundary condition u(x, 0) = f (x) is
Z ∞ h ∂ i Z ∞Z ∞
′ ′ ′ ′
u(x, y) = f (x ) G(x, y; x , y ) ′ dy + Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′ ,
−∞ ∂y ′ y =0 0 −∞

where the Green’s function is


 1
 [K0 (sr1 ) − K0 (sr2 )] for k = −s2 < 0,
′ ′
G(x, y; x , y ) = 2π
h i
 − i H (2) (pr1 ) − H (2) (pr2 )

for k = p2 > 0,
0 0
4
p
where r1,2 = (x − x′ )2 + (y ∓ y ′ )2 .
For this half-plane, the solution of the second boundary value problem with the boundary
condition uy (x, 0) = f (x) is
Z ∞ Z ∞ Z ∞
u(x, y) = − f (x′ )G(x, y; x′ , 0) dy ′ + Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′ ,
−∞ 0 −∞

where the Green’s function is


 1
 [K0 (sr1 ) + K0 (sr2 )] for k = −s2 < 0,
′ ′
G(x, y; x , y ) = 2π
h i
 − i H (2) (pr1 ) + H (2) (pr2 )

for k = p2 > 0.
0 0
4
(c) For the first quadrant 0 ≤ x < ∞, 0 ≤ y < ∞, the solution of the first boundary value
problem with the boundary conditions u(0, y) = f1 (y) and u(x, 0) = f2 (x) is
Z ∞ h ∂ i Z ∞ h ∂ i
u(x, y) = f1 (y ′ ) G(x, y; x ′ ′
, y ) dy ′
+ f 2 (x′
) G(x, y; x′ ′
, y ) dy ′
0 ∂x′ x′ =0 0 ∂x′ y ′ =0
Z ∞Z ∞
+ Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′ ,
0 0

where the Green’s function is


 1
 [K0 (sr1 ) − K0 (sr2 ) − K0 (sr3 ) + K0 (sr4 )] for k = −s2 < 0,
′ ′
G(x, y; x , y ) = 2π
h i
 − i H (2) (pr1 ) − H (2) (pr2 ) − H (2) (pr3 ) + H (2) (rp4 )

for k = p2 > 0,
0 0 0 0
4
p p
where r1,2 = (x − x′ )2 + (y ∓ y ′ )2 , and r3,4 = (x − x′ )2 + (y ∓ y ′ )2 .
544 17 FIELD THEORIES

For this quadrant, the solution of the second boundary value problem with the boundary
condition ux (0, y) = f (y), uy (x, 0) = f2 (x) is
Z ∞ Z ∞
u(x, y) = − f1 (y ′ )G(x, y; 0, y ′ ) dy ′ − f2 (x′ )G(x, y; x′ , 0) dx′
0 0
Z ∞Z ∞
+ Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′ ,
0 0

where the Green’s function is


 1
 [K0 (sr1 ) + K0 (sr2 ) + K0 (sr3 ) + K0 (sr4 )] for k = −s2 < 0,
′ ′
G(x, y; x , y ) = 2π
h i
 − i H (2) (pr1 ) + H (2) (pr2 ) + H (2) (pr3 ) + H (2) (rp4 )

for k = p2 > 0,
0 0 0 0
4
(d) For the semi-infinite strip −∞ < x < ∞, 0 ≤ y ≤ a, the solution of the first boundary
value problem with the boundary conditions u(x, 0) = f1 (x) and u(x, a) = f2 (x) is
Z ∞ h ∂ i Z ∞ h ∂ i
′ ′ ′ ′ ′ ′
u(x, y) = f1 (x ) G(x, y; x , y ) dy − f 2 (x ) G(x, y; x , y ) dx′
−∞ ∂x′ y ′ =0 −∞ ∂y ′ y ′ =a
Z ∞Z ∞
+ Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′ ,
0 −∞

where the Green’s function is

∞
1 X
G(x, y; x′ , y ′ ) = [K0 (srn1 ) − K0 (srn2 )] ,
2π n=−∞
p
where rn1,n2 = (x − cx′ )2 + (y ∓ y ′ − 2na)2 , or
∞
1X 1
G(x, y; x′ , y ′ ) = exp{−βn |x − x′ |} sin(qn y) sin(qn y ′ ),
a n=1 βn
p
where βn = qn2 − k, q + −n = (πn)/a.
For this semi-infinite strip, the solution of the second boundary value problem with the
boundary condition uy (x, 0) = f1 (x), uy (x, a) = f2 (x) is
Z ∞ Z ∞
u(x, y) = − f1 (x′ )G(x, y; x′ , 0) dy ′ + f2 (x′ )G(x, y; x′ , 0) dx′
−∞ −∞
Z ∞Z ∞
+ Φ(x , y )G(x, y; x , y ) dx′ dy ′ ,
′ ′ ′ ′
0 0

where the Green’s function is

∞
1 X
G(x, y; x′ , y ′ ) = [K0 (srn1 ) + K0 (srn2 )] ,
2π n=−∞

or ∞
1 X 1
G(x, y; x′ , y ′ ) = exp{−βn |x − x′ |} cos(qn y) cos(qn y ′ ).
2a n=1 βn
 17.8 POISSON’S EQUATION 545

(e) For the rectangle 0 ≤ x ≤ a, 0 ≤ y ≤ b, the solution of the first boundary value
problem with the boundary conditions u(0, y) = f1 (y), u(a, y) = f2 (y), u(x.0) = f3 (x), and
u(x, b) = f4 (x) is
Z b h ∂ i Z b h ∂ i
′ ′ ′ ′ ′ ′
u(x, y) = f1 (y ) G(x, y; x , y ) dy − f 2 (y ) G(x, y; x , y ) dy ′
0 ∂x′ x′ =0 0 ∂x′ x′ =a
Z a h ∂ i Z a h ∂ i
′ ′ ′ ′ ′ ′ ′
= f3 (x ) G(x, y; x , y ) dx − f 4 (y ) G(x, y; x , y ) dy ′
0 ∂x′ y ′ =0 0 ∂y ′ y ′ =b
Z aZ b
+ Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′ , for k 6= kmn ,
0 0

where
n m2 
2
kmn = π 2 + , n, m = 1, 2, . . . ,
a2 b2
nπx mπy ab
umn = sin sin , kumn k2 = ,
a b 4
are the eigenvalues, eigenfunctions, and the norm squared, respectively, and the Green’s
function is
∞ ∞
2 X sin(pn x) sin(pn x′ ) 2 X sin(qm y) sin(qm y ′ )
G(x, y; x′ , y ′ ) = Hn (y, y ′ ) = Qm (x, x′ ),
a n=1 βn sinh(βn b) b n=1 µm sinh(µm a)

or
∞ ∞
4 X X sin(pn x) sin(qm y) sin(pn x′ ) sin(qm y ′ )
G(x, y; x′ , y ′ ) = ,
ab n=1 m=1 p2n + qm
2 −k

where
nπ mπ p p
pn = , ; qm = , βn = p2n − k, µm = qm 2 − k,
a  b
sinh(βn y ′ ) sinh [βn (b − y)] for b ≥ y > y ′ ≥ 0,
Hn (y, y ′ ) =
sinh(βn y) sinh [βn (b − y ′ )] for b ≥ y ′ > y ≥ 0,

sinh(µm x′ ) sinh [µm (a − x)] for a ≥ x > x′ ≥ 0,
Qm (x, x′ ) =
sinh(µm x) sinh [µm (a − x′ )] for a ≥ x′ > x ≥ 0,

For this rectangle, the solution of the second boundary value problem with the boundary
condition ux (0, y) = f1 (y), ux (a, y) = f2 (y), uy (x, 0) = f3 (x), and uy (x, b) = f4 (x) is
Z a Z b
u(x, y) = Φ(x′ , y ′ )G(x, y; x′ , y ′ ) dx′ dy ′
0 0
Z b Z b
− f1 (y ′ )G(x, y; 0, y ′ ) dy ′ + f2 (y ′ )G(x, y; a, y ′ ) dy ′
0 0
Z a Z a
′ ′ ′
− f3 (x )G(x, y; x , 0) dx + f4 (x′ )G(x, y; x′ , b) dx′ , for k 6= kmn .
0 0

Polar coordinates system. In two-dimensional polar coordinates system, the Helmholtz

equation (17.8.7) is written as

1 ∂  ∂u  1 ∂2u p
r + 2 2 + ku(r, θ) = −Φ(r, θ), r= x2 + y 2 .
r ∂r ∂r r ∂θ
546 17 FIELD THEORIES

Particular solutions of this equation for Φ ≡ 0 are:

u(r, θ) = [AJ0 (µr) + BY0 (µr)] (Cθ + D), k = µ2 ;

u(r, θ) = [AI0 (µr) + BK0 (µr)] (Cθ + D), k = −µ2 ;
u(r, θ) = [AJm (µr) + BYm (µr)] (C cos mθ + D sin m), k = µ2 ;
u(r, θ) = [AIm (µr) + BKm (µr)] (C cos mθ + D sin m), k = −µ2 ,

where A, B, C, D are arbitrary constants, Jm and Ym are Bessel functions, Im and Km are
modified Bessel functions, and m = 1, 2, . . . .

17.8.4 Fourth-Order Stationary Equations. The biharmonic equation

∂4u ∂4u ∂4u

∇2 ∇2 u ≡ + 2 + =0 (17.8.10)
∂x4 ∂ 2 x∂ 2 y ∂y 4

is encountered in plane elasticity (where u is known as the Airy stress function); it is also
used to describe slow flows of viscous incompressible fluids (in which case u is the stream
function. This equation has particular solutions:

u(x, y) = Ax3 + Bx2 y + Cxy 2 + Dy 3 + ax2 + bxy + cy 2 + αx + βy + γ,

u(x, y) = (A cosh βx + B sinh βx + Cx cosh βx + Dx sinh βx)(a cos βy + b sin βy),
u(x, y) = (A cos βx + B sin βx + Cx cos βx + Dx sin βx)(a cosh βy + b sinh βy),
p
u(x, y) = Ar2 ln r + Br2 + C ln r + D, r = (x − a)2 + (y − b)2 ,
u(x, y) = (Ax + By + c)(D cosh βx + E sinh βx)(a cos βy + b sin βy),
u(x, y) = (Ax + By + c)(D cosh βy + E sinh βy)(a cos βx + b sin βx),
u(x, y) = (x2 + y 2 )(D cosh βx + E sinh βx)(a cos βy + b sin βy),
u(x, y) = (x2 + y 2 )(D cosh βy + E sinh βy)(a cos βx + b sin βx),

where A, B, C, D, E, a, b, c, α, β, γ are arbitrary constants. All solutions of Laplace’s equa-

tion are also solutions of the biharmonic equation (17.8.10). Particular solutions of this
equation in some orthogonal curvilinear coordinates system are as follows: (a) In polar
coordinates (r, θ), where x = r cos θ and y = r sin θ:


u(r, θ) = Ar2+k + br2−k + Crk + Dr−k cos(kn θ),


u(r, θ) = Ar2+k + br2−k + Crk + Dr−k sin(kn θ),
u(r, θ) = Ar2 ln r + Br2 + C ln r + D, at k = 0.

c sinh ξ c sin η
(b) In bipolar coordinates (ξ, η), where x = ,y = :
cosh ξ − cos η cosh ξ − cos η

a cos kη + b sin kη
u(ξ, η) =
cosh ξ − cos η
× [A cosh(k + 1)ξ + B sinh(k + 1)ξ + C cosh(k − 1)ξ + D sinh(k − 1)ξ] .

The fundamental solution is

1 2
u∗ (x, y) = r ln r.
8π
 17.9 TWO-DIMENSIONAL FLOWS 547

Other particular solutions in different domains are as follows:

(a) In the upper half-plane −∞ < x < ∞, 0 ≤ y < ∞ with the boundary conditions
u(x, 0) = 0 and uy (x, 0) = f (x), the solution is

Z ∞
1 y2
u(x, y) = f (x′ )G(x, x′ ; y, 0) dx′ , G(x, y; 0, 0) = .
−∞ π π2 + y2

In the same domain with the boundary conditions ux (x, 0) = f (x) and uy (x, 0) = g(x), the
solution is

Z h  x − x′  Z
1 ∞
(x − x′ )y i ′ y 2 ∞ g(x′ )
u(x, y)= f (x′ ) arctan + dx + dx′ +C,
π −∞ y (x − x′ )2 + y 2 π −∞ (x − x′ )2 + y 2

where C is an arbitrary constant.

17.9 Two-Dimensional Flows

In conformal mapping that maps a physical domain onto the model domain, we change the
boundaries, the region, and generally the corresponding partial differential equation. Recall
that conformal mappings do not solve physical problems by themselves; they help reduce
the physical domain into the model domain in which the problem is easily solved. First, we
select a suitable conformal map and then apply it to the physical domain, keeping in mind
that the underlying physical process that initially provides the equation and the boundary
conditions.
First, we will describe how Laplace’s equation is transformed under a conformal map.
Then we will show how Laplace’s equation arises in certain potential field. Next, Poisson’s
equation, the wave equation, diffusion equation, and the equation for elastic deformation,
together with their boundary conditions, are transformed under a conformal map.
A physical field is defined as the totality of a region in real space, every point of which
is given by a set of coordinates, together with a single physical quantity φ, such as stress,
strain, density, temperature, or electric potential, which may vary with time t.

17.9.1 Laplace’s Equation under a Conformal Map. We will develop the relationship
between the potential function φ(x, y) in the physical domain and the corresponding po-
tential function ψ(x, y) in the model domain, such that ψ (u(x, y), v(x, y)) = φ(x, y). Since
the potential φ satisfies ∇2 φ = 0, we will show that ∇ψ = 0 also. We have
Theorem 17.6. Laplace’s equation is invariant under conformal mapping.
Proof. Following Henrici [1974: Ch. 5], we set φ(x, y) = ψ(u, v). Then

∂φ ∂ψ ∂u ∂ψ ∂v
= + . (17.9.1)
∂x ∂u ∂x ∂v ∂y

∂φ ∂φ ∂ψ ∂ψ
In the z and w planes, the complex gradients are ∇φ = +i and ∇ψ = +i .
∂x ∂y ∂u ∂v
548 17 FIELD THEORIES

Substituting the derivatives (17.9.1) and using the Cauchy-Riemann equations we get
 ∂ψ ∂u ∂ψ ∂v   ∂ψ ∂u ∂ψ ∂v 
∇φ = + +i +
∂u ∂x ∂v ∂y ∂u ∂x ∂v ∂y
 ∂ψ ∂u ∂ψ ∂v   ∂ψ ∂u ∂ψ ∂v 
= + +i − +
∂u ∂x ∂v ∂y ∂u ∂x ∂v ∂y
 ∂ψ ∂ψ  ∂u ∂v 
= +i −i
∂u ∂v ∂x ∂x
= ∇ψ · f ′ (z). (17.9.2)

Next, we start with Eq (17.9.1), and get

∂2φ ∂ 2 ψ  ∂u 2 ∂ 2 ψ ∂u ∂v ∂ 2 ψ  ∂v 2 ∂ψ 2 ∂ψ 2
2
= 2
+ 2 + 2
+ ∇ u+ ∇ u. (17.9.3)
∂x ∂u ∂x ∂u∂v ∂x ∂x ∂v ∂x ∂u ∂v

∂2φ
A similar equation for can be derived. Then adding these two equations, we get
∂y 2

∂2φ ∂2φ ∂ 2 ψ n ∂u 2  ∂u 2 o ∂ 2 ψ n ∂v 2  ∂v 2 o
+ = + + +
∂x2 ∂y 2 ∂u2 ∂x ∂y ∂v 2 ∂x ∂y
2 n
∂ ψ ∂u ∂v ∂u ∂v o ∂ψ 2 ∂ψ 2
+2 + + ∇ u+ ∇ v
∂u∂v ∂x ∂x ∂y ∂y ∂v ∂v
∂2ψ ′ ∂2ψ ′
= 2
|f (z)|2 + |f (z)|2 , (17.9.4)
∂u ∂v 2
thus yielding
∇2 ψ(u, v) = ∇2 φ(x, y)|f ′ (z)|2 , (17.9.5)
where the remaining terms are zero because of the Cauchy-Riemann equations. Hence,
∇2 ψ = 0 when ∇2 φ = 0, provided that f ′ (z) 6= 0, which is a condition satisfied by analytic
functions at all points except their singular points. Note that f ′ (z) in the above discussion
can be replaced by 1/f ′ (w). 

We have seen that potential field problems that include potential problems in two-
dimensional steady-state fluid flows, heat flows, and electrostatics consists of two general
types: the Dirichlet boundary conditions, which prescribe the potential on the boundary
segment of the domain under study, and the Neumann boundary conditions which prescribe
the potential gradient at the boundary segment, although some problems require a mix of
both of these types.
In applications of conformal mappings, the physical plane in the z-plane is transformed
into the mathematical model plane (w-plane). The Dirichlet conditions are directly trans-
ferable to the model plane since w = f (z) is equivalent to the inverse mapping z = f −1 (w).
However, when transferring the Neumann condition we must apply the condition (17.9.2)
concerning potential gradients, which requires the use of local derivatives unless the poten-
tial gradient at a boundary point is either zero (i.e., flow lines are parallel to the boundary)
or a maximum (i.e., flow lines are normal to the boundary).
In the following chapters we will investigate the two-dimensional steady-state fluid flows,
heat flows, and electrostatics under conformal transformations. The notation used in these
flows is presented in Table 17.1.
 17.9 TWO-DIMENSIONAL FLOWS 549

Table 17.1

Fluid Flow Heat Flow Electrostatic

velocity potential temperature electrostatic potential
u(x, y) u(x, y) u(x, y)

complex potential complex temperature complex potential

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

streamlines lines of heat flux lines of force

v(x, y) = c v(x, y) = c v(x, y) = c

equipotential lines isotherms equipotential lines

u(x, y) = c u(x, y) = c u(x, y) = c

velocity vector heat flux electric intensity

V = ∇u = f ′ (z) Q = −k∇u = −kf ′ (z) E = −∇u = −f ′ (z)

at the boundary of along the boundary of at the boundary of

an obstacle v(x, y) = c insulation material a conductor
∂u(x, y) ∂u(x, y) ∂u(x, y)
=0 =0 =0
∂n ∂n ∂n

Legend: k is the conductivity, and n is the outward normal to the boundary; Q is also
called the density of heat power flow.

17.9.2 Sources and Sinks. Using the polar coordinates, the radial and tangential velocity
components are defined by
Λ
Vr = , Vθ = 0,
2πr
where Λ is a scaling factor known as the source strength. The volume flow rate per unit
span V̇ across a circle of radius r is given by

Z 2π Z 2π Z 2π
Λ
V̇ = v · n dA = Vr r dθ = r dθ = Λ.
0 0 0 2πr

Thus, the source strength Λ specifies the rate of volume flow outward from the source. If
Λ < 0, the flow is inward, and the flow is called a sink.
The origin (0, 0) is called a singular point, or a singularity. As we approach this point,
the magnitude of the radial velocity tends to infinity as Vr ∼ 1/r. Hence, the flow at the
singular point is not physically possible, although we can always use the source to represent
actual flows.
We will consider three cases of location of sources and sinks.
(i) Consider the conformal map w = z 2 which maps the boundary C of a rectangular
domain D in the z-plane onto the upper-half of the w-plane, (Figure 17.2)2 where the
rectangular coordinates system (x, y) is used to represent the source (I) and the sink (II)

2 This kind of mapping can also be carried by Schwarz-Christoffel transformations (Chapter 7).
550 17 FIELD THEORIES

along the x- and y-axis, respectively, in the first quadrant of the z-plane and their images
in the first and second quarter of the w-plane (Figure 16(a)). However, if the source (I) and
sink (II) are taken along the y- and x-axis, respectively, as in Figure 16(b), then the polar
coordinates system (r, θ) is used and the mapping is w = 2i log z, which is a composite of
T = z 2 from the z-plane onto the T -plane followed by the mapping w = i log T onto the
w-plane.

y source
I v

sink
II w = z2
I II

u
x 0
0
z- plane w - plane

w = i log ζ
I η
source

ζ = z2

r
θ ξ
0 sink II I source 0 sink II
ζ - plane
z- plane
Figure 17.2 Sources and sinks along coordinate axes.

(ii) Consider the case where the entire rectangular boundary of the first quadrant, made
up of x- and y-axes, in the z-plane represents the sink (II), and the source (I) is located
at an interior point zp in the first quadrant. The conformal transformation w = z 2 maps
the sink boundary (II) on to the u-axis and point-source (I) at zp onto the point wp on
the v-axis (v 6= 0) (Figure 17.3(b)), or the point-source (I) at an interior point wp in the
first quadrant of the w-plane and the sink (II) onto the point w̄p in the fourth quadrant of
the w-plane (Figure 17.3(c)). In this case, the field in the w-plane can be analyzed using a
mirror image of the source (I). Since the source (I) and the sink (II) are now located on the
vertical line in complex conjugate position, the ground plane is merely a line of symmetry
 17.9 TWO-DIMENSIONAL FLOWS 551

as shown in Figure 17.3(c).

v v
zP wP wP
y II

I I I

II II II
x u u
0 w - plane
z- plane w - plane
(a) (b)
II
(c)

wP

Figure 17.3 Sink along coordinates axes and sink at an interior point.

Then the potential distribution for a longitudinal source strength Q in a medium of

permittivity k is given by the complex potential

Q z 2 − zp2
ψc = log 2 . (17.9.6)
2πk z − z̄p2

For example, the potential due to two small parallel wires with charge +Q and −Q, respec-
tively, is given by the real part of Eq (17.9.6):

Q r1 Q (u − up )2 + (v − vp )2
ψ= log = log . (17.9.7)
2πk r2 2πk (u − up )2 + (v − vp )2

(iii) In the case when the source (I) is located at both the x- and y-axis in the first
quadrant of the z-plane, and the sink is located at the point at infinity, then the conformal
mapping w = z 2 maps the source (I) onto the u-axis and the sink onto a point v 6= 0 (Figure
17.3(b)); also, the source (I) is mapped onto the u-axis and the sink is mapped onto a point
v 6= 0 and its complex conjugate in the fourth quadrant (Figure 17.3(c)).
552 17 FIELD THEORIES

v v
II II II
y

I
I

II u u
x
0 I
z- plane
(a) (b)
I
(c)

II

Figure 17.4 Sink along coordinate axes and sink at infinity.

References used: Boyce and DiPrima [1992], Carslaw and Jaeger [1984], Henrici [1974], Kythe
[1995; 1996; 2011], Kythe et al. [2003]; Polyanin snd Nazaikinskii [2016], Ross [1964], Schinzinger and Laura
[2003].
18
Fluid Flows

Certain applications of conformal mapping in the area of different types of two-dimensional

fluid flows are discussed.

18.1 Viscous Laminar Flows

In laminar flows the fluid moves in layers, in contrast to the chaotic motion of a turbulent
flow. We will consider internal laminar flows and solve the flow equation for velocity and
pressure. Internal flows are laminar flows that occur within a channel or pipe. The fluid
contained therein is of finite dimensions and confined by the channel or pipe walls. At the
entry region the fluid develops a boundary layer near the channel or pipe walls, while the
remaining central portion of the fluid may remain a uniform flow (Figure 18.1).

Flow
Fully Developed

Pipe Flow
Bdry Layer

Figure 18.1 Internal pipe flow.

Recall that a uniform flow consisting of a velocity field v = ui + vj is constant. This

velocity field is defined by free-stream speed V0 and the flow angle α, such that

u = V0 cos α, v = V0 sin α.
554 18 FLUID FLOWS

The corresponding potential and stream functions are

φ(x, y) = V0 (x cos α + y sin α), ψ(x, y) = V0 (y cos α − x sin α).

The uniform flow has zero divergence, i.e., ∇ · v = 0, since v is constant. This also means
that φ(x, y) satisfies Laplace’s equation, i.e., ∇2 φ(x, y) = 0. The uniform flow is irrotational,
i.e., it has zero vorticity and zero circulation; thus,

∇ × v = 0,

or the equivalent irrotationality condition that ψ(x, y) satisfies Laplace’s equation, i.e.,
∇2 ψ(x, y) = 0.
Within the boundary layer, viscous stresses are very dominant, which slow down the fluid
due to its friction with the walls. This slowdown propagates away from the walls; it happens
thusly: as the fluid enters the channel, the fluid particles immediately next to the boundary
to the walls are slowed down; these particles then interact viscously and slow down those
in the second layer from the walls, and this process continues, resulting in the thickening
of the boundary layers down the stream. Eventually the central core is eliminated and the
velocity takes some average profile across the channel which is no longer affected by any
edge effects that arise from the entrance region. This makes the flow independent of what
happened at the channel entrance, and then we cannot solve the equation, for example, for
velocity profile without including an entrance region in the calculations. At this stage the
flow is said to be fully developed.
For example, in the case of pipe flow, Boussinesq [1867, 1868] has estimated that a flow
can become fully developed over a distance xL ≈ 0.03 Re D, where Re = ρV D/µ is the
Reynold’s number, D the pipe diameter, ρ the fluid density, µ the fluid viscosity, and V
the average velocity of the fluid in the pipe (V = volumetric flow-rate/cross-sectional area
of the pipe). The flow in the pipe remains laminar so long as Re remains less than about
2300, after which the flow becomes turbulent.
A steady-state laminar flow between two parallel plates can be described, for example, by
an internal laminar flow shown in Figure 18.2(a). The equation of motion for a Newtonian
fluid with constant ρ and µ in the Cartesian coordinates (x, y) is

dp d2 v
− + µ 2 = 0, (18.1.1)
dx dy

where v denotes the velocity in the x-direction (of the flow), and the body forces are assumed
to be orthogonal to the direction of the flow, and thus, do not appear in Eq (18.1.1).
Applying the no-slip boundary condition v(x, h) = 0 = v(x, −h), and the condition that
dv/dy = 0 at the midpoint of the distance 2h between the plates, we have

1 dp 2

v(x, y) = y − h2 , (18.1.2)
2µ dx

which shows that the velocity profile is parabolic as in Figure 18.2(a). The flow is entirely
 18.1 VISCOUS LAMINAR FLOWS 555

driven by a pressure gradient. Thus, v = 0 if dp/dx = 0, and there is no flow.

stationary plate moving plate V

y
2h h
x

stationary plate stationary plate

(a) (b)
Figure 18.2 Flow between two plates: (a) stationary plates; (b) Couette flow.

The Couette flow is described as a steady-state laminar flow between two parallel plates
where one plate is stationary and the other is moving, i.e., they are in relative motion
(Figure 18.2(b)). Suppose that the upper plate moves at a speed V relative to the other.
Although the pressure gradient is assumed to be constant, a nonzero pressure gradient in
the direction of the flow may, in general, be present. In the absence of the body forces, the
Newtonian fluid with constant ρ and µ is the same as Eq (18.1.1), but the new boundary
conditions are v(x, h) = V and v(x, 0) = 0. Thus, the velocity profile is given by

1 dp 2
Vy
v(x, y) = y − h2 y + , (18.1.3)
2µ dx h

which shows that the velocity profile is a combination of parabolic and linear flows, where
the parabolic part is entirely due to the presence of the pressure gradient, and the linear
part is due to the motion of the upper plate moving at velocity V . Integrating Eq (8.1.3)
across the gap between the plates, we find that the volumetric flow rate Q′ per unit depth
of the flow as Z h
′ h3 dp 1
Q = v dy = − + V h. (18.1.4)
0 12µ dx 2
The Poiseuille flow is a steady-state laminar flow in a cylindrical pipe, shown in Figure
18.3. The equation of motion for a Newtonian fluid with constant ρ and µ, with no body
forces along the z-direction is defined in polar cylindrical coordinates by

dp µ d  rdvz 
− + = 0. (18.1.5)
dz r dr dr

r
R
Flow
•
z

Figure 18.3 Poiseuille flow.

Assuming that the pressure gradient is constant, the boundary conditions are v(R, z) = 0
dvz
and (0, z) = 0 since the flow is symmetric about the r-axis and therefore, the slope of
dr
556 18 FLUID FLOWS

vz with respect to r at r = 0 must be zero, thus giving the solution as

1 dp 2

vz = r − z2 , (18.1.6)
4µ dz

which shows that the velocity profile is parabolic. Note that this flow is also entirely driven
by the presence of a pressure gradient. It is also evident from Eq (18.1.6) that for a given
pressure gradient and distance from the center of the flow, the Poiseuille flow has lower
velocities than the flow between two parallel plates, defined by Eq (18.1.2) because the
factor 1/(4µ) < 1/(2µ) in these two equations. By integrating Eq (18.1.6) over the cross-
sectional area of the pipe, we obtain the volumetric flow rate for the Poiseuille flow as

Z R Z 2π
πR4 dp
Q′ = vz r dθ dr = − . (18.1.7)
0 0 8µ dz

Example 18.1. Consider the problem of a slow Stokes inflow of a viscous fluid into a
half-plane through a slit of width 2a at a velocity U that makes an angle β with the normal to
the boundary, where the angle is measured off from the normal direction counterclockwise.
∂u ∂u
The stream function u is introduced by the relations vx = − and vy = − , where vx
∂y ∂x
and vy are the fluid velocity components. Then the problem is reduced to the special case
of the above problem with
 
U cos β for |x| < a, U sin β for |x| < a,
f (x) = g(x) =
0 for |x| > a, 0 for |x| > a,

and the solution is

U  y 
u(x, y) = [(x − a) cos β + y sin β] arctan
π x−a
U  y 
− [(x + a) cos β + y sin β] arctan .
π x+a

On the disk 0 ≤ r ≤ a, 0 ≤ θ ≤ 2π, with the boundary conditions (in polar coordinates)
u(a, θ) = f (θ), ur (a, θ) = g(θ), the solution is

1 n Z 2π [a − r cos(η − θ)] f (η) o

u(r, θ) = (r2 − a2 ) dη
2πa 0 r2 + a2 − 2ar cos(η − θ)
Z o
1 2π g(η)
+ dη .
2 0 r2 + a2 − 2ar cos(η − θ)

18.2 External Flows

External flow occurs when the fluid flows over an object. There is always a perturbation in
the flow because of its interaction with the object in its path. For example, a flow of fluid
around a sphere, called the creeping flow (because of very small Re since the convective
transfer of momentum is negligible compared to the viscous transfer of the momentum),
 18.2 EXTERNAL FLOWS 557

presented in Figure 18.4, is an external flow. Although it is difficult to determine the general
solution of flow around a sphere, an analytical solution of a creeping flow is possible.

z
θ
r
0 y Laminar Flow

•
φ
x

Figure 18.4 Flow around a sphere.

18.2.1 Creeping Flow around a Sphere. A well-known solution of the creeping flow
around a sphere is that the total force F0 on the sphere as a result of the fluid flowing
around is is given by
F0 = 6πµRV0 , (18.2.1)

where µ is the fluid viscosity, R the radius of the sphere, and V0 is the free stream velocity
of the fluid flow. Note that Eq (18.2.1) consists of two parts, the first of which is known
as the form drag Fp , given by Fp = 2πµRV0 , which arises because the normal stress on
the backside (downstream) of the sphere is less than the normal stress on the front side
(upstream) of the sphere. Note that the form drag arises from changes in the normal stress
due to the motion of the fluid around the form of the body, and it does not arise from
gravity or some other body force. The second part of Eq (18.2.1), known as skin or friction
and denoted by Ff is given by Ff = 4πµRV0 , and it is due to the force exerted on the
sphere by viscous shear stresses at the sphere-fluid interface.
18.2.2 Boundary Layer Flow over a Flat Plate. This flow is presented in Figure 18.5.
The viscous effects may be negligible in the potential flow region, even if the fluid viscosity
is considerable; this is because the velocity gradients are so small that there is practically
no friction between different parts of the fluid.

V0
Potential flow
V0
y v
Boundary layer
x
0
Flat plate
Figure 18.5 Boundary layer flow over a flat plate.

The precise location of the boundary layer is subject to convention, but the boundary
layer thickness is defined by requiring that the fluid velocity v ≈ 0.99V0 at the boundary
layer, where V0 is the free-stream velocity. At distances far from the surface of the plate
the flow is regarded as potential flow, whereas as closer to the plate the flow is regarded as
boundary layer flow. If the pressure decreases in the direction of the flow, i.e., if dp/dx < 0,
558 18 FLUID FLOWS

then the boundary layer thickness grows more slowly than the case when the pressure
gradient is opposite to the direction of the flow, i.e., when dp/dx > 0. In this, and in
such a case it may reverse the direction of the fluid velocity, and then a separation of the
boundary layer will occur. The Blasius solution for boundary layer flow over a flat plate
is well known; this method obtains the velocity profile by solving equations of momentum
and mass conservation using the method of similarity transform.

18.2.3 Ocean Flow. The shaded region in the z-plane in Map 7.62 (Figure 7.55) can be
visualized as a large ocean of fluid where the ocean floor is the step of height one as shown
in Figure 7.54. If the fluid is moving with velocity V in a horizontal direction from left to
right far from the origin (Figure 18.6), the mapping function (7.7.7), i.e.,

2i  √ p 
w= arcsin z + z(1 − z) , (18.2.2)
π

must be computed at z = i. Thus,

2i  √ p  2i    p 
w= arcsin i + i(1 − i) = arcsin eiπ/4 + 1 + i)
π π
2i
≈ [(0.57 + 0.75 i) + (1.1 + 0.46 i] ≈ −0.77 + 1.06 i,
π

√
where arcsin eiπ/4 ≈ 0.57 + 0.75 i, and 1 + i ≈ 1.1 + 0.46 i. Hence, the point z = i maps
onto the point w ≈ −0.77 + 1.06 i.

y v

w•
z• i
x • • u
0 1
z- plane w - plane
Figure 18.6 Fluid flow on an ocean floor.

The complex potential in the w-plane is given by f (z) = U z, where U is the velocity at
infinity. If Eq (18.2.2) could be solved for z in terms of w in the form z = g(w), we can
write the complex potential as f (g(w)) = U g(w) in the w-plane. Since the velocity in the
in the w-plane is given by
df dg(w) dz
=U =U .
dw dw dw
From (18.2.2) we have
r
dz π z
= . (18.2.3)
dw 2i 1−z
To determine U such that when w r is near ∞, the velocity is V . But when w is near ∞,
z √
z is also near ∞. Thus, since lim = −1 = i, the velocity near infinity is equal
z→∞ 1−z
 18.3 IDEAL FLUID FLOWS 559
r
πi π 2V z̄
to i U = − U . Thus, we can take U = − , and then the velocity is −V i .
2 2 π 1 − z̄
Hence, the velocity at the point w = −0.77 + 1.06 i, which is the image of the point z = i,
is given by substituting the preimage z = i of this point in the above expression, i.e.,
r r
−i 1+i
velocity = −V i =V = V (1.18 + 0.86 i),
1+i 2

and so the velocity vector has magnitude 1.46V and makes an angle of π/5 with the u-axis.

18.3 Ideal Fluid Flows

Consider a plane steady ideal fluid flow with the velocity vector field
   
u(x, y) x
v= at the point x = ,
v(x, y) y

where v(x) denotes the instantaneous fluid velocity at the point x ∈ D ⊂ R2 . The flow is
said to be incompressible (i.e., fluid volume does not change) iff

∂u ∂u
∇·v = + = 0. (18.3.1)
∂x ∂y

The fluid is called irrotational (i.e., no vorticity, no circulation) iff

∂v ∂u
∇×v = − = 0. (18.3.2)
∂x ∂y

A flow is called an ideal fluid flow if it is both incompressible and irrotational. Most liquids
and gases behave like ideal flows.
Note that Eqs (18.3.1)-(18.3.2) are almost identical to the Cauchy-Riemann equations,
except that these equations have a change in sign in front of the derivatives of v. This
means that we can replace v by −v in the Cauchy-Riemann equations and obtain Eqs
(18.3.1)-(18.3.2).
Theorem 18.1. The velocity vector field v = [ u(x, y) v(x, y) ]T induces an ideal fluid
flow iff
f (z) = u(x, y) − iv(x, y) (18.3.3)
is a complex analytic function at z = x + iy.
Note that the components u(x, y) and −v(x, y) of the velocity vector field for the ideal
fluid flows are necessarily harmonic conjugates. The function f (z) defined by (18.3.3) is
known as the complex velocity of the fluid flow. Under such a flow the fluid particles follow
the trajectories z(t) = x(t)+iy(t) obtained by integrating the system of ordinary differential
equations
dx dy
= u(x, y), − v(x, y), (18.3.4)
dt dt
or in complex form
dz
ż ≡ = f (z), (18.3.5)
dt
560 18 FLUID FLOWS

where the curves parameterized by the solution z(t) are known as streamlines of the fluid
flow. If the complex velocity f (z0 ) at a point z0 vanishes, then the solution z(t) = z0 of Eq
(18.3.5) is constant, and the point z0 is a stagnation point of the flow.

Example 18.2. f (z) = 1. The velocity vector v = [ 1 0 ]T . Then solving ż = 1, i.e.,

ẋ = 1, ẏ = 0, we get the solution z(t) = t + z0 , which represents a uniform horizontal flow
by straight lines parallel to the real axis (see Figure 18.7(a)). 

(a) f ( z ) = 1 (b) f ( z ) = 3 +4 i (c) f ( z ) = z

Figure 18.7 Complex fluid flows.

Example 18.3. f (z) = c = a + ib: We solve ż = c̄ = a − ib, to get z(t) = c̄t + z0 . The
streamlines are parallel to the straight lines inclined at an angle θ = arg{c̄} = arg{c} to the
real axis (see Figure 18.7(b) for a = 3 and b = 4). 
Example 18.4. f (z) = z = x + iy: Solving ż = z̄, i.e., ẋ = x, ẏ = y, we get z(t) =
x0 et + iyo e−t , with stagnation point at x = 0 = y (see Figure 18.7(c)). 
Example 18.5. f (z) = −iz = y − ix: Solving ż = iz̄, i.e., ẋ = y, ẏ = x, we get
z(t) = (x0 cosh t + y0 sinh t) + i (x0 sinh t + y0 cosh t). The flow moves along hyperbolas and
rays x2 − y 2 = c2 (Figure 18.7(c) rotated by π/4). 

Example 18.6. (Flow past a corner) A solid boundary in a fluid flow is characterized
by the no-flux condition so that the fluid velocity v is tangent everywhere to the boundary.
Thus, no fluid flows into or out of the solid boundary, and the flow will consist of streamlines
and stagnation points. For example, the boundary of the first quadrant Q = {x > 0, y >
0} ⊂ C consists of the x and y axes and the origin. Since there are streamlines of the flow
with complex velocity f (z) = z = x + iy, its restriction to Q represents an ideal flow past
an inner right corner at the origin (Figure 18.8 ), where the individual fluid particles move
along rectangular hyperbolas as they flow past the corner. 
 18.3 IDEAL FLUID FLOWS 561

Figure 18.8 Flow inside a corner.

Now, suppose that the complex velocity f (z) admits a complex anti-derivative, i.e., a
complex analytic function g(z) such that
dg
g(z) = φ(x, y) + iψ(x, y), where = f (z). (18.3.6)
dz
Then from Cauchy-Riemann equations
dg ∂φ ∂φ ∂φ ∂φ
= −i = u − iv, or = u, = v.
dz ∂x ∂y ∂x ∂y
Thus, ∇φ = v, and φ(x, y) = ℜ{g(z)} defines a velocity potential of the fluid flow. That’s
why the function g(z) is known as a complex potential function for the given velocity field.
Thus, φ(x, y) is analytic, harmonic and satisfies Laplace’s equation ∇2 φ = 0. Conversely,
any harmonic function can be regarded as the potential for some fluid flow, where the real
flow velocity is its gradient v = ∇φ, which represents an ideal fluid flow. The harmonic
function φ(x, y) is known as the stream functions; it satisfies Laplace’s equation, and the
potential and stream functions are related by the Cauchy-Riemann equations
∂φ ∂ψ ∂φ ∂φ
=u= , =v=− . (18.3.7)
∂x ∂y ∂y ∂x
The level sets of the velocity potential, defined by {φ(x, y) = c, c ∈ R}, are known as
equipotential curves. The velocity potential v = ∇φ 6= 01 is normal to the equipotential
curves. As mentioned earlier, v = ∇φ is also tangent to the level curves {φ(x, y) = d} of its
harmonic conjugate function. But v, being the velocity field, is tangent to the streamlines
due to the fluid particles. Thus, these two systems of curves must be the same. Hence, the
level curves of the streamlines are the streamlines of the flow, and the set of the equipotential
curves {φ = c} and the set of the streamlines {ψ = d} are two mutually orthogonal families
of plane curves.
Example 18.7. (Flow around a disk) Consider the complex potential function
1  x   y 
g(z) = z + = x + 2 + i y − , (18.3.8)
z x + y2 x2 + y 2
1 v = ∇φ 6= 0 means that the flow is away from a stagnation point.
562 18 FLUID FLOWS

where the real and imaginary parts are solutions of two-dimensional Laplace’s equation.
The corresponding complex flow field is

dg 1 x2 − y 2 2xy
f (z) = =1− 2 =1− 2 +i 2 . (18.3.9)
dz z (x + y 2 )2 (x + y 2 )2

The equipotential curves and streamlines are plotted in Figure 18.9.

Figure 18.9 Equipotential lines and streamlines.

The points z = ±1 are stagnation points of the flow, and z = 0 is a singularity. Thus, the
fluid moving along the positive real axis approach the stagnation point z = −1 as t → ∞.
y
Note that the streamlines ψ(x, y) = y − 2 = d become horizontal at large distances,
x + y2
and thus far away from the origin; the flow is similar to a uniform horizontal flow, from left
to right, with unit complex velocity f (z) ≡ 1.
The level curves for d = 0 consist of the unit circle |z| = 1 at the real axis. In particular,
the unit circle consists of two semicircular streamlines together with two stagnation points.
The flow velocity v = ∇φ is everywhere tangent to the unit circle, and thus satisfies the
no-flux condition v · n = 0 along the boundary |z| = 1 (see Figure 18.10). 

Figure 18.10 Flow past a solid disk.

Electromagnetic potential. In the case when φ(x, y) represents an electromagnetic

potential function, the level curves of the harmonic conjugate ψ(x, y) are the paths followed
by charged particles under the electromagnetic force field v = ∇φ.
 18.4 POTENTIAL FLOWS 563

Temperature distribution. If φ(x, y) represents the equilibrium temperature distribu-

tion in a plane, its level curves are the isotherms (curves of constant temperature) while the
level lines of its harmonic conjugate ψ(x, y) represent the curves along which heat energy
flows.
Membrane. If φ(x, y) represents the height of a deformed membrane, then its level
curves are contour lines of elevation, and the level curves of its harmonic conjugate ψ(x, y)
are the curves of steepest descent, as if a stream of water flows down the membrane ignoring
any inertial effects of the flow.

18.3.1 Complex Potential Flow. For two-dimensional flows, the complex potential,
denoted by f (z) = u(x, y) + i v(x, y), due to incompressibility and irrotationality, satisfies
the equation
df
= u − i v = q e−iθ ,
dz
where f (z) is an analytic function of z = x + i y in the region D of the z-plane occupied by
the flow. We will use the log-hodograph conformal transformation
n dz o Us
ζ = log Us = log = i θ, (18.3.10)
df q

where Us is the velocity at the wall.

18.4 Potential Flows

The integral equation
Z
P − γ(s)
Φ(s) = N (s, t) Φ(t) dt + 2 log , s 6= 0, (18.4.1)
Γ Q − γ(s)

derived in §10.2.3, is known as Carrier’s integral equation. This equation describes the
problem of the potential flow of an inviscid fluid past a periodic array of airfoils of arbitrary
shape (more on this problem in Chapter 13). The research developed by Joukowski to
determine the force exerted by a flow on a body around which it is flowing eventually led to
the theoretical foundation for practical aircraft construction, and the methods of conformal
mapping played an important role in modern aviation. During the 1930s, Theodorsen’s
iterative method became a pioneer in transforming the exterior of the unit circle onto the
exterior of an almost circular contour. But in the potential flow analysis of airfoils, James’s
method developed in 1971 turns out to be more successful for all types of contours which do
not have corner singularity. These methods are discussed in Chapter 13, where it is noted
(§13.2) that every multi-element potential flow always uses the single-element mapping
methods at some stage during the computations.

18.4.1 Potential Flow of Ideal Fluids. Let the x- and y-components of velocity of a fluid

1/2
particle be denoted by Vx and Vy , respectively, such that its magnitude is V = Vx2 + Vy2 .
2
Then using Bernoulli’s equation for ideal fluid flow at constant level, we get P/ρ + V /2 =
const, where P is the pressure and ρ is the mass density. The velocity components can also
∂u ∂u
be expressed in terms of a velocity potential u(x, y) by Vx = and Vy = , and we
∂x ∂y
obtain the complex potential as

f (z) = u(x, y) + i v(x, y), (18.4.2)

564 18 FLUID FLOWS

where v(x, y) is the stream function of the flow, which, by using the Cauchy-Riemann
equations reduces to
∂v ∂u ∂v ∂u
=− = −Vy , = = Vx . (18.4.3)
∂x ∂y ∂y ∂x

The lines u(x, y) = c, where c is a constant, are known as equipotential lines, whereas the
lines v(x, y) = c are the streamlines. Note that the difference between the values of v at
two points in the z-plane is numerically equal to the rate of mass flow at unit mass density
(ρ = 1) across a curve joining these two points. Thus, the complex potential function f (z)
can be used to express both the potential and stream functions in terms of the variable
z. A similar complex potential function also exists in the w-plane. The derivative of f (z),
known as the complex velocity, defined by Eq (18.4.2), is

df ∂u ∂v
f ′ (z) = = + i, = Vx − i Vy = V. (18.4.4)
dz ∂x ∂x

Let w = f (z) = u + i v map a domain D in the z-plane onto a domain G in the w-plane.
Then the equipotential lines and streamlines generated by a flow are mapped conformally
on the w-plane, and the potential flow in the w-plane is given by

df df dz
= = Vu − i Vv . (18.4.5)
dw dz dw

Thus, Eqs (18.4.4) and (18.4.5) yield

q
Vx − i Vy p Vx2 + Vy2
Vu − i Vv = , where Vu2 + Vv2 = , (18.4.6)
f ′ (z) |f ′ (z)|

which shows that the absolute velocity at a point in the w-plane is the ratio between the
absolute velocity at the corresponding point in the z-plane and |f ′ (z)|. Moreover, the
equipotential lines (x, y) = c and the streamlines v(x, y) = c are orthogonal to each other,
and they together determine the flow in the w-plane under a conformal transformation.
Example 18.8. The streamlines around a circular cylinder placed normal to a flow
can be mapped onto parallel streamlines past a horizontal strip (Figure 18.11(a)) by the
conformal mapping

  r
a2 w w2
w = V0 z + , or z = ± − a2 , (18.4.7)
z 2 4

(see Map 4.33). The real and imaginary parts of the complex potential w = f (z) in polar
cylindrical coordinates are given by

r 2 + a2 r 2 − a2
u(r, θ) = V0 cos θ, v(r, θ) = V0 sin θ, (18.4.8)
r r

from which we obtain the streamlines that satisfy v0 (r, θ) = 0, and these streamlines are
 18.4 POTENTIAL FLOWS 565

represented by the circle r = a and the real axis θ = 0, π. 

(a) u

Flow
y
v

x (b) u

v
z- plane

(c) u

w - plane
Figure 18.11 Flow around a circular cylinder in the z -plane, mapped onto
(a) flow past horizontal plate, (b) flow past a vertical plate, and (c) flow past a slant plate.

For other cases of flow around a cylinder in the absence of rotational flow, see Figure
(18.11(b)), which represents a flow past a vertical plate under the conformal mapping w =
a2
z− (Map 4.34), and Figure 18.11(c)), which represents a flow past a slant plate, inclined
z
a2
at an angle α, under the conformal mapping w = z eiα − iα (Map 4.34). The conformal
ze
mappings for more general shapes can be found in Woods [1961], Davis [1979], and Dias
[1986]. Another work on cavity flows by Chaudhrey and Schinzinger [1992] on mapping of
curve segments by direct methods is also useful.

18.4.2 Flow over a Plate. Map 5.46 conformally maps the semi-strip in the first quadrant
of the z-plane onto the upper half-plane ℑ{w} > 0. We will consider a particular case when
a semi-strip in the right-half of the z-plane is mapped onto the upper-half of the w-plane
(Figure 18.12). This mapping is given by

1 1 n iπ o
w= (b + c) + (b − c) cosh (z − z0 ) . (18.4.9)
2 2 z1 − z0

If we take b = 1 and c = −1, then the mapping (18.41) reduces to w = −i sinh z (Map
5.70), which maps the horizontal region −π/2 ≤ y ≤ π/2, x ≥ 0 in the z-plane onto the
lower-half ℑ{w} < 0 of the w-plane (Figure 18.13).
566 18 FLUID FLOWS

y
v
z 0 •B A

Flow
A’ Bʼ Cʼ A’
• x • •c u
0 D
b 0
z1 • A
w - plane
C
z- plane
Figure 18.12 Flow over a flat plate.

π /2 •
B
A v
A’ Bʼ Cʼ A’
• u
_• 0
0
A x 1 1
• D
_ π /2
•C A
w - plane
z- plane
Figure 18.13 Flow over a flat plate.

18.4.3 Potential Flow at Separation. The separation must be smooth, otherwise

Us = 0 at separation which is not consistent with the velocity of the free-stream velocity.
A smooth separation and a wedge flow at separation are presented in Figure 18.14. The
potential
√ near separation with no curvature at the wall of separation is defined by ζ ≈
−ik z. For different cases of k, the potential flows are shown in Figure 18.15, where case
(a) represents a sharp edge, k > 0; case (b) represents a smooth wall, k > 0; case (c) smooth
wall, k < 0; and case (d) represents the Villat condition where the cavity pressure is the
lowest with Us = U∞ . Note that the cases (a) and (b) present favorable pressure gradient,
while case (c) an adverse pressure gradient. Figure 18.16(a) represents the Villat condition
for subcritical flow, where the angle θ = 55◦ , and (b) represents the supercritical flow with
angle θ = 120◦.

Us
S (U = Us)
S (U = 0 ) Us

(a) (b)
Figure 18.14 (a) Wedge flow, and (b) smooth flow at separation.
 18.5 BOUNDARY LAYER FLOWS 567

y x
y y
y x x
x S
S S
S

(a) (b) (c) (d)

Figure 18.15 Different cases of k .

θ
θ

(a) (b)

Figure 18.16 Villat condition: (a) subcritical flow; (b) supercritical flow.

18.5 Boundary Layer Flows

The presence of the convection terms in the momentum equations for the Navier-Stokes
fluid flows introduces nonlinearity in the equations and makes it very difficult to solve
them. There are, however, certain important classes of fluid flows in which these convection
terms do not exist. They are known as the boundary layer flows, and we will present some
problems where the boundary of the flow regions are cylindrical surfaces with generators
along the x-axis. These flows are of the following two types: (i) Steady-state flows through
different pipes of uniform cross-section with constant pressure gradient, and (ii) unsteady
flows generated by the motion of a solid boundary along the x-axis.
Example 18.9. The first type of fluid flows are governed by the Poisson’s equation
∂2u ∂2u 1 dp
+ 2 = , (18.5.1)
∂y 2 ∂z µ dx
subject to the boundary condition u = 0 at the walls of the pipe, where u is the velocity
component of the flow along the x-axis, µ the coefficient of viscosity, and dp/dx the con-
stant pressure gradient. The general analytical solution of Eq (18.5.1) subject to the given
boundary condition is
1 dp
u(y, z) = −f (y, z) , (18.5.2)
µ dx
where the function f (y, z) depends on the shape of the cross-section of the pipe and is such
that ∇2 f (y, z) = −1. The volume flux across the cross-section of the pipe is determined
C dp
by , where C is a constant that depends on the volume flux per unit area of the
µ dx
cross-section. Some special cases are as follows:
(a) Two-dimensional channel −a ≤ z ≤ a: In this case
1 2
2 3
f (y, z) = a − z2 , C= a .
2 3
568 18 FLUID FLOWS

(b) Circular pipe of radius a: In this case

1 2
π 4
f (y, z) = a − r2 , C= a , r2 = y 2 + z 2 .
4 8

(c) Annular cross-section a ≤ r ≤ b: In this case

1h 2 b 2 − a2  r i
f (y, z) =a − r2 + ln ,
4 ln(b/a) a
πh 4 (b2 − a2 )2 i
C= b − a4 − .
8 ln(b/a)

y2 z2
(d) Elliptic cross-section 2
+ 2 = 1: In this case
a b

a2 b 2  y2 z2 
f (y, z) = 1 − − ,
2 (a2 + b2 ) a2 b2
π a3 b 3
C= .
4 a2 + b 2

(e) Rectangular cross-section |y| ≤ a, |z| ≤ b: In this case

a2 y2
f (y, z) = −
2 2
 2 3 X∞
(−1)n cosh(2n + 1)(πz/2a) (2n + 1)πy
− 2a2 3
cos ,
π n=0
(2n + 1) cosh(2n + 1)(πb/2a) 2a
4 3  2 5 X∞
1 (2n + 1)πb
C= ba − 8a4 5
tanh .
3 π n=0
(2n + 1) 2a

In particular, if a = b, then C = 0.562308 a4.

If the cross-section is none of the above regions, the soap film method is used to exper-
imentally compute f and C. We will not discuss this method here, but interested readers
can see the experimental technique in Taylor [1937]. 
Example 18.10. This is an example of the second type of flows. Consider an infinite
plate that is moved in its own plane with a constant velocity U at time t = 0 in a fluid
which is initially at rest. If the plate lies in the (x, y)-plane, then the velocity distribution
satisfies the equation
∂u ∂2u
= ν 2, (18.5.3)
∂t ∂z
where ν is the kinematic viscosity of the fluid. The initial and boundary conditions are
u(z, 0) = 0, and u(0, t) = U for t > 0. The solution is
 z 
u = U erfc √ . (18.5.4)
2 νt

A distinction between this boundary layer problem and the similar heat conduction problem
is that there is no true propagation velocity in the latter case. But by defining the boundary
layer thickness as the distance in which the value of u drops to a certain preassigned fraction
 18.5 BOUNDARY LAYER FLOWS 569

√
p boundary layer thickness is proportional to νt, and
of U , we find from (18.5.4) that the
it grows at a rate proportional to ν/t. 
Besides the above examples, there are many situations in which the solutions of the heat
conduction equation are applicable to the problems of fluid flows. Some examples are as
follows.
Example 18.11. In the cylindrical polar coordinates (r, θ, z), let the velocity compo-
nents of a fluid flow be denoted by ur , uθ , and uz . Consider the case of the flow for which
ur = 0 = uz , uθ = uθ (r, t), and the pressure p = const. Then uθ satisfies the equation

∂uθ  ∂2u 1 ∂uθ uθ 

θ
=ν + − , (18.5.5)
∂t ∂r2 r ∂r r2

1 ∂
and the vorticity ωz = (ruθ ) satisfies the diffusion equation
r ∂r

∂ωz  ∂2ω 1 ∂ωz 

z
=ν + . (18.5.6)
∂t ∂r2 r ∂r

A solution of Eq (18.5.6) is
Γ −r2 /4νt
ωz = e , (18.5.7)
4πνt
where Γ is the initial value of the circulation about the origin. This solution describes the
dissolution of a vortex filament concentrated at the origin at time t = 0. 
Example 18.12. The diffusion equation (18.5.5) also describes the motion of a fluid
contained inside or outside an infinite cylinder that is rotating about its axis. The vorticity
ωz is initially concentrated at the surface of the cylinder, but it spreads outside into the
fluid such that ωz → 0 as t → ∞, and then uθ = A/r, where A is a constant. However,
inside the cylinder, the vorticity wz approaches a constant value which is equal to twice the
angular velocity of the cylinder, and the fluid tends to rotate like a rigid body. 
Example 18.13. Consider the case of a steady flow parallel to an infinite plate on which
the nonzero component of velocity assumes a prescribed nonzero value. This represents the
steady-state flow far downstream of the leading edge of a semi-infinite plate. If there is
no suction in the plate, the boundary layer grows indefinitely downstream such that at a
finite distance the velocity eventually becomes zero. But if there is suction in the plate,
the boundary layer eventually stops growing and we obtain the ‘asymptotic suction profile.’
Let the x- and z-axis lie along and perpendicular to the plate, and the corresponding
components of velocity be u and w, respectively, and let the pressure p be independent of
∂u ∂w
x. Then the equation of continuity + = 0 implies that w = const= −W , say, at the
∂x ∂z
plate. Thus, the governing equation of the flow is

du d2 u
−W = ν 2, (18.5.8)
dz dz

with p = const throughout the flow, subject to the boundary conditions u = 0 at z = 0,

and lim u(z) = U < +∞, where U is the mean-stream velocity of the flow. Hence, the
z→∞
solution of this problem is  
u = U 1 − e−W z/ν . (18.5.9)
570 18 FLUID FLOWS

Note that as ν → 0, the velocity approaches the mean stream velocity which gets concen-
trated inside a boundary layer of the plate. 
Example 18.14. Consider the circulating flow around a rotating circular cylinder with
suction. Let an infinite cylinder that is immersed in a fluid at rest be suddenly rotated about
1 ∂
its axis with constant angular velocity. Then the vorticity is given by ωz = (ruθ ) (see
r ∂r
Example 18.11). We know that initially this vorticity is concentrated at the surface of the
cylinder, but it spreads out until ωz = 0 everywhere. Finally, the steady-state solution is
given by
Γ1
uθ = , (18.5.10)
2πr
where Γ1 is the circulation around the cylinder. The solution (18.5.10) is known as the
asymptotic suction profile.
Now, if there is suction throughout the surface of the cylinder, the velocity will eventually
attain its steady-state value when the outward diffusion is balanced by the convection of
vorticity toward the cylinder. Let a denote the radius of the cylinder, and let −V be the
component of the suction velocity perpendicular to the surface of the cylinder. Then the
radial velocity ur for the flow is given by

aV
ur = − .
r

This equation satisfies the equation of continuity div · v = 0. Since the rate of diffusion
∂ωz
of vorticity across a circle r = a is given by −2πaνr , and the rate of convection is
∂r
2πarur ωz , we find that ωz satisfies the first-order equation

∂ωz ωz
+R = 0, (18.5.11)
∂r r

where R = aV /ν. The solution of Eq (18.5.11) is

1 ∂
 a R
ωz = ruθ = A , (18.5.12)
r ∂r r

where A is the value of ωz at the cylinder, i.e., A = ωz (a). Since the circulation Γ = 2πruθ ,
we find from (18.5.12) that

 2πa2  a R−2
 Γ1 − A if R 6= 2,
Γ= R−2 r
 Γ1 + 2πa2 A ln r

if R = 2.
a
Thus, for R ≤ 2 the solution with finite circulation at r = ∞ is Γ = Γ1 , where ωz = 0
and uθ = Γ1 /2πr, as given by (18.5.10). However, for R > 2, the value of circulation at
infinity is Γ1 , and A can be adjusted so as to give any prescribed value of circulation at the
cylinder. Hence, to maintain different values of circulation at the cylinder and at infinity
2ν
the suction velocity V must be such that V > . 
a

18.5.1 Presence of Circulation. In Examples 18.11 and 18.14 we noticed the presence
of circulation in the fluid flow. The property of lift or propulsion is present in the design of
 18.5 BOUNDARY LAYER FLOWS 571

an airplane wing and hydrofoils, the sails of yachts and boats, and the blades of turbines
and propellers. The application of conformal mapping is appropriate in all such types
of fluid flows that include circulation, since without circulation such flows would not be
feasible. A flow induced by concentrated source of strength S at the origin z = 0, defined
by w = S log z = φ + iψ, where φ = S ln r and ψ = Sθ (z = r eiθ ), is shown in Figure
dφ S
18.17(a). The velocity is radical everywhere, and = . In Figure 18.17(b), there is
dr r
iΓ
a vortex situated at the origin z = 0, and there is a flow defined by w = log z, where
2π
Γ is the (clockwise) circulation. Notice that the equipotential lines and the streamlines in
Figures 18.17(a) and 18.17(b) are the reverse of each other.

ψ= 3 S
8 φ

φ = ln S
ψ

ψ= 5 S
8

(a) (b)

Figure 18.17 Potential field of (a) a concentrated source and (b) a vortex.

Now, since the flow around a circular cylinder is given by Eq (18.4.7) (Figure 18.14), the
flow in the presence of clockwise circulation around the same cylinder will be defined by
 a2  i Γ
w = V0 z + + log z, (18.5.13)
z 2π
where the second term in Eq (18.5.13) is the vortex term added to Eq (18.4.7). Thus, the
combined flows presented in Figure 18.18 are composed of Figure 18.14 in the z-plane and
Figure 18.14(a), and shows the effect of superposition of irrotational flow and a vortex with
circulation Γ. Also, Figure 18.18(a), (b), and (c) represent the three cases when Γ S 4πaV0 ,
respectively.
y

votex flow irrotational (a) (b) (c)

z- plane flow
Figure 18.18 Superposition of irrotational flow and a vortex with circulation.

Notice that the lift on a cylinder with circulation depends on the pressure distribution
along the length of the cylinder. In such cases, the Bernoulli equation (pressure p = p0 V02 /2,
see §18.4.1) leads to the determination of the force
Z  2
ρ dw
F = Fy + iFx = − dz, (18.5.14)
2 C dz
572 18 FLUID FLOWS

whence we get
Fx = 0, Fy = ρV0 Γ, (18.5.15)
where the drag force Fx is obviously zero, since the viscosity and boundary layer effects are
ignored, and Fy gives the lift. Woods [1961: 187] has shown by plotting Eq (18.5.13) that
there exists a jump of width Γ along the real axis.

18.6 Kirchhoff ’s Flow Problem

The classical Kirchhoff flow problem (Kirchhoff [1869]) deals with the flow of an ideal in-
compressible fluid past an obstacle and around a stationary wake bounded by free stream-
lines (see §18.7.1). It is known that a plane Kirchhoff flow past a solid polygonal obstacle
composed of an open polygonal line facing the flow, in theory, can be determined by con-
structing its conformal mapping onto an n-gon in the log-hodograph plane and then onto
the upper half-plane by using the Schwarz-Christoffel transformation. In practice, however,
this approach is fraught with computational difficulties as we shall soon see.

Γ+
zn•
Gz
Γn
•
•

z k• v≡ 0
αk π
•
•
z •
*

z 1• Γ1
• Γ−
zo

(a) z−plane

ζ = ζ (z)

Gζ Gw
w = w(ζ )
ζn
• • • • • • • • • • • • • •
ζ =0 ζο w = −1 w1 w w n −1 w n = 1
* *

(b) ζ −plane (c) w −plane

Figure 18.19 Kirchhoff’s flow problem.

The geometry of a plane Kirchhoff flow is as follows: A solid obstacle with a open
polygonal boundary Γ, composed of n straight line segments Γk = (zk−1 , zk ), k = 1, . . . , n,
lies in the region Gz in the z-plane (physical plane) as shown in Figure 18.19(a). The ideal
incompressible fluid flow, flowing past the obstacle Γ, is assumed to be irrotational. Let
the complex velocity be denoted by v(z) and normalized by v(∞) = 1. The flow divides
between an upper and a lower part at an unspecified stagnation point z∗ where the upper
 18.6 KIRCHHOFF’S FLOW PROBLEM 573

flow passes over zn and the lower over z0 . Then the flow continues smoothly forward past
zn and z0 with finite acceleration around a wake in which v ≡ 0. The two streamlines, Γ+
and Γ− denote the curves of discontinuity which separate the wake from the rest of the
flow, and the stream function is zero on Γ± . The shape of Γ± is not known but must be
determined by using the condition that |v(z)| = 1 along these straight line segments. Note
that this condition follows from Bernoulli’s equation (p + 0.5 |v| = const) and the fact that
the pressure must remain constant throughout the wake and continuous on Γ± .
Thus, the Kirchhoff flow problem can be stated as follows: Given the obstacle Γ in
the physical region Gz in the z-plane, determine the velocity field v(z), the streamlines
Γ± , and the location of the stagnation point z∗ for the above flow. Also compute the
associated lift and drag coefficients. A conformal mapping solution of this problem can
be stated as follows: Let τ denote the hodograph (or conjugate velocity) plane so that
the complex conjugate velocity is defined by τ (z) = v̄(z). Since the flow is incompressible
and irrotational, the velocity v = ∇φ, where φ(z) is the real part of the complex velocity
potential ζ(z) = φ(z) + i ψ(z) such that ∇2 φ = 0 and ψ(z) is the stream function. Thus,

dζ
τ (z) = . (18.6.1)
dz

The function ζ(z), regular in Gz , maps the region Gz conformally onto a slit region Gζ in
the ζ-plane, where the slit begins at ζ∗ = ζ (z∗ ) at which point the flow separates to go
around the polygonal obstacle (Figure 18.19(b)). Without loss of generality we take ζ∗ = 0.
Let a new complex variable w be defined by
r
2ζ W 2
w= + w∗ , ζ= (w − w∗ ) , (18.6.2)
W 2

where W is real and w∗ ∈ (−1, 1) (Figure 18.19(b) in which wk = w(ζk ) is marked), Gw is

the upper half-plane where [−1, 1] is the image of Γ, and (1, ∞) and −∞, −1) that of Γ+
and Γ− , respectively. We shall discuss two methods.
(i) Classical Hodograph Method. In this method the upper half-plane Gw in the
w-plane is mapped onto the hodograph region Gτ = τ (Gζ ) in the τ -plane. The technique
leads to a solution, at least theoretically, for the general Kirchhoff flow problem, because
although Gz is unknown due to the presence of unknown free streamlines, the region Gτ
is almost known in the following sense: Since the flow must be tangential on the solid
boundary Γ, we know arg{τ (z)} depending on whether the point on Γ is downstream of z∗
toward z0 or upstream toward zn , respectively, i.e.,

(1 − αk ) π for z ∈ Γk , w < w∗ ,
arg{τ (z)} = (18.6.3)
−αk π for z ∈ Γk , w > w∗ .

Also
|τ (z)| = 1 for z ∈ Γ± . (18.6.4)
The region Gτ is ‘gearlike’, bounded by circular arcs and subsets of rays passing through
the origin. By introducing the log-hodograph variable

Ω(z) = − log τ (z), (18.6.5)

the region Gτ is mapped onto a region GΩ which is bounded by vertical and horizontal line
segments. Then we can use a Schwarz-Christoffel transformation to map Gw onto GΩ . This
574 18 FLUID FLOWS

method establishes a relation between τ and ζ and then integrates (18.6.1) to obtain ζ and
τ as functions of z.
However, in practice only a few simple cases involving a flat plate (Kirchhoff [1869]; for
the classical case see §18.6.1) and certain wedges (Birkhoff and Zarantonello [1957]; Gure-
vich [1965]; Robertson [1965] ; and Elcrat [1982]) have been solved by this method because
the complexity of the conformal mappings grows as the number of sides of the polygonal ob-
stacle increases. Then the resulting parameter problem inherent in the Schwarz-Christoffel
integrals must be determined numerically which is not an easy task. Another difficulty stems
from the fact that although the vertices in the w-plane are known, those in the Ω-plane
must be computed by integrating (18.6.1), which can be very time consuming. Finally, the
most serious difficulty with this method is that, in general, GΩ is a Riemann surface with
slits or branch points of unknown dimensions rather than just a polygon.

(ii) Elcrat-Trefethen Method. This method, developed by Elcrat and Trefethen

[1986], for computing flows past an arbitrary obstacle with a high degree of accuracy, uses a
modified Schwarz-Christoffel integral to map the upper half-plane ℑ {w} > 0 directly onto
the physical domain Gz rather than onto the log-hodograph plane. The Schwarz-Christoffel
n
[
formula (7.1.2) is modified as follows: Let the polygonal line Γ = Γk in the z-plane
k=1
(the obstacle in the physical plane) have vertices zk , sides Γk = (zk−1 , zk ), interior angles
αk π (counterclockwise), k = 1, . . . , n, and exterior
Pn angles µk , where µk = αk−1 − αk for
k = 1, . . . , n − 1, and µn = α1 − αn + 2, thus k=1 µk = 2. Let z = F (w) be the conformal
mapping of the upper half-plane ℑ {w} > 0 onto the Gz such that the point w = ∞ goes
into a point on Γ1 . Let Wk = w (Γk ) denote the intervals (wk−1 , wk ), where wk = F (zk ).
 dz
Then arg has a constant value απ on each Wk and a jump of µk π at wk , i.e.,
dw
 dz
arg = α1 π for w ∈ (wn , ∞), (18.6.6)
dw
 dz
∆ arg = µk π at w = wk . (18.6.7)
dw
−µ
Let gk (w) = (w − wk ) k denote the factors in the formula (2.3.5), where the branch of
gk (w) is chosen such that gk (w) > 0 for w > wk . Then arg{gk (w)} = const except for
a jump of µk π at wk . It means that the function gk (w) maps ℑ {w} > 0 onto the sector
bounded by the rays e−iµk π R+ and R+ in the z-plane (Figure 18.20(a)). Hence,
n
Y n
Y
dz −µ
= C eiα1 π gk (w) = C eiα1 π (w − wk ) k , C > 0,
dw
k=1 k=1

and the modified Schwarz-Christoffel formula is

Z w
iα1 π −µk
z = F (w) = C0 + C e (ζ − wk ) dζ, (18.6.8)

where C0 is a complex constant.

 18.6 KIRCHHOFF’S FLOW PROBLEM 575

gk (w )
Im {w } > 0
−µ π
k
• •
wk gk (wk )
(a) w - plane z - plane

• hk(−1 )

hk(w ) |z|=1
Im {w } > 0
−µ π
k
• • • • •
−1 wk 1 hk ( wk ) hk (1 )

(b) w - plane z - plane

Figure 18.20 Elcrat-Trefethen method.

Now, consider the function z = F1 (ζ) which maps the slit region Gζ in the ζ-plane onto
 dz
the region Gz in the z-plane (Figure 18.19). Since we know arg for w ∈ [−1, 1] and
dζ
dz
elsewhere, we have
dζ
 dz
arg = αk π for w = wk ,
dζ
 dz
∆ arg = µk π at w = wk for k = 1, . . . , n − 1,
dζ
(18.6.9)
dz
= 1 for |w| > 1,
dζ
 dz
arg = 0 at w = ∞.
dζ
Thus, the Kirchhoff flow problem is a modification of the Schwarz-Christoffel problem
(18.6.6) in the sense that a constant-modulus condition, instead of the constant-argument
condition, is applied over the boundary. Define a function hk (w) by
h w − wk i−µk
hk (w) = p
2
, (18.6.10)
1 − wk w + (1 − w2 ) (1 − wk )

where the branch is chosen such that hk (w) > 0 for w ∈ (wk , 1). The function hk has
singularity at wk (like the function gk ) and also at w = ±1, and it maps the half-plane
ℑ {w} > 0 onto the closed circular sector bounded by the rays e−iµk π R+ , R+ and the unit
circle |z| = 1 (Figure 18.20(b)). Since hk (w) = 1 for |w| > 1, we have

dz 1 Y
= = eiαn π hk (w), (18.6.11)
dζ τ ∗
Y P
where denotes the product over k = 1, . . . , n − 1, ( defined analogously) and w∗ is
∗ ∗
the preimage of z∗ . Note that the function defined by (18.6.11) satisfies all the conditions
576 18 FLUID FLOWS

in (18.6.9) except the last one. In order to satisfy

 this last condition we must choose w∗
properly. Thus, from (18.6.10) we find that arg hk (w) = −µk cos−1 (−wk ), and hence,
n Y o X
arg eiαn π hk (w) = αn π − µk cos−1 (wk ) .
∗ ∗

Hence, the last condition in (18.6.9) implies that

X
αn π = αn π − µk cos−1 (wk ) = 0,
∗

and thus,
n−1
!
X
−1
w∗ = − cos αn π − µk cos (wk ) . (18.6.12)
k=1

Then Eq (18.6.11) yields the Kirchhoff flow as the Schwarz-Christoffel integral

Z ζ Y
iαn π
z =C+e hk (t) dt
∗
Z w Y
= C + eiαn π W (t − w∗ ) hk (t) dt
∗
Z  w p  (18.6.13)
= C + W eiαn π 1 − w∗ t + (1 − t2 ) (1 − w∗2 )
n−1
!−µk
Y t − wk
× p dt,
k=1
1 − w∗ t + (1 − t2 ) (1 − w∗2 )

where we replaced the integration with respect to ζ by that with respect to w by setting
dζ = W (w − w∗ ) dw and in the last step canceling the common factor (t − w∗ ). The above
formula basically matches the formula derived by Monakov [1983: 185, Eq (5)], where he
erroneously takes w∗ = 0. A Fortran package for the Kirchhoff flow problem, containing
the files scpack.exe and kirch1.exe, can be obtained from the second author in Elcrat and
Trefethen [1986].

18.6.1 Original Kirchhoff ’s Flow Problem. The original Kirchhoff’s flow problem deals
with an irrotational flow of a weightless, ideal, incompressible fluid past a flat plate AB with
separation of the jet, such that the modulus of flow velocity is equal to the modulus of the
approaching stream v0 on the surfaces of the jets AD and BD (Figure 18.21). The region
of constant pressure behind the plate extends to infinity and the plate AB is perpendicular
to the flow. This problem deals with the determination of the function ζ(w) such that
dz
v0 = ζ(w). Show that the function
dw
r r
u0 u0
ζ(w) = − − − 1,
w w

where u0 is a real constant maps the w-plane cut along the positive real axis from C to
+∞ onto the upper half-plane ℑ{ζ} > 0 from which a semicircle of unit radius is removed
 18.7 STREAMLINES IN FLUID FLOWS 577
r
ζ −1 w
(Figure 18.22). Use the following conformal maps: τ = , τ1 = τ 2 , t = , and
ζ +1 u0
1+t
t1 = (Gurevich [1965: 15-20]).
1−t

y
D D

x
A C B

Figure 18.21 Modulus of the flow velocity.

v
y

..
D
C A D
u
C A
−1
. 1
B C
x
0
B
0
z- plane
w - plane
Figure 18.22 Conformal map.

18.7 Streamlines in Fluid Flows

Consider a two-dimensional steady-state flow of an ideal fluid, which is incompressible (i.e.,
of constant density) and non-viscous. Then the velocity of the flow can be derived from a
potential (harmonic), and any force the flow creates on an obstacle must be perpendicular
to the obstacle’s surface. Remember that such a fluid never exists in nature, but it is used
to approximate certain physical situations.
Let f (z) = u(x, y) + i v(x, y) be an analytic function, where u(x, y) is called the velocity
potential, and v(x, y) the stream function. The equations of the streamlines are xy = c,
where c is a (constant) parameter along any streamline. Now, we will discuss the following
types of fluid flows with their streamlines and velocity potential, which are presented in
Figure 18.23.
(i) A uniform horizontal flow from left to right (w = z) (Figure 18.23(a));
(ii) flow around a corner (Map: w = z 2 ) (Figure 18.23(b));
(iii) radial flow with source at z = 0, fluid emerging from the origin (Map 5.20: w = log z)
(Figure 18.23(c));
(iv) whirlpool or vortex at z = 0 (conformal map: w = i log z) (Figure 18.23(d));
(v) source at z = a and sink at z = b, i.e., fluid emerges at z = a and absorbed at z = b
z−a
(conformal map: w = log ) (Figure 18.23(e));
z−b
(vi) dipole at z = 0, the dipole consisting of a large source and sink by an infinitesimal
578 18 FLUID FLOWS

1
distance (conformal map: w = ) (Figure 18.23(f));
z
a2
(vii) cylinder of radius a in a uniform flow from left to right (conformal map: w = z + )
z
(Figure 18.23(g)); and
(viii) source at z = 0 in a uniform horizontal flow from left to right (conformal map:
w = V z + m log z) (Figure 18.23(h)).

Legend: streamlne; velocity potential

y y
y

(a) (b)
y y

x x

(c) (d)
y y

x x

(e) (f)
y y

x x

(g) (h)
Figure 18.23 Eight types of fluid flows (i)-(viii).
 18.7 STREAMLINES IN FLUID FLOWS 579

Example 18.15. Since the streamlines are defined by v = const, they are obtained by
a2
equating the imaginary part of the map w = z + to the constant c. This imaginary part
z
is given by

a2 a2 (x − iy) a2  a2 y 
w = x + iy + = x + iy + = x + + i y − .
x + iy x2 + y 2 x+ y 2 x2 + y 2

a2 y
Hence the streamlines are v(x, y) = y − = c. 
x2
+ y2
If the fluid is non-viscous, there is no friction between the fluid and the boundary, any
streamline can be regarded as the boundary along which the fluid must flow. Consider
the case of a right-angled corner, as shown in Figure 18.24. The fluid continuously enters
the shaded region through the edge where the two walls meet Figure 18.24(a)). Once
the steady state is attained, the streamlines can be described as follows: If we use two
streamlines along the positive real and imaginary axes as the boundaries of the fluid, we
find that the streamlines in the first quadrant are simply the straight lines emerging from
the origin (Figure 18.24(b)).

Entering Fluid

slit
(a) (b)
Figure 18.24 Flow in a right-angled corner.

18.7.1 Stagnation Point. At each point we can describe the velocity of the fluid flow by
means of a vector tangent to a streamline. If there is no well-defined tangent at a point,
then the velocity must be zero there. These points are called stagnation points of the fluid.
a2
Consider the analytic function w = f (z) = z + of Example 18.15. For this function the
z
stagnation points are at z + ±a, because the streamline along the real axis splits at these
points to form the circle |z| = a as shown in Figure 18.23(g). The stagnation points occur
a2
where f ′ (z) = 0. Thus, f ′ (z) = 1 − = 0 yields z = ±a. Also, along the real axis, f (z)
z
itself is real and thus, v(x, y) = 0 is the streamline along the real axis.

18.7.2 Velocity Potential in Fluid Flows. The streamlines of a fluid flow are found, as
the level lines of the imaginary part of a given analytic function. The velocity of the flow is
a vector along the tangent to the streamlines. Recall that the gradient ∇u = ux + i uy is at
each point (x, y) orthogonal
q to the level curve u =const through that point, and the modulus
of the gradient, |∇u| = u2x + u2y is the directional derivative du/ds in the direction of the
most rapid increase in u. In fact, the gradient ∇u describes the velocity vector of the flow,
which using the Cauchy-Riemann equation uy = −ux becomes ∇u = ux − uy . Since the
∂f ∂(u + iv)
derivative = = ux + i vx , we compare it with the above result for ∇u and
∂x ∂x
580 18 FLUID FLOWS

find that the velocity vector is f ′ (z).

We have found that the analytic function f (z) = u + i v satisfies all the features of an
ideal fluid with the following properties:
(i) The stream function is v(x, y), and the streamlines are given by v(x, y) = c, where c
is an arbitrary constant; and
(ii) the velocity potential is given by u(x, y), where the equipotential lines are given by
u(x, y) = c, and the velocity vector by f ′ (z). The function f (z) is called the complex
potential of the fluid flow.

Example 18.16. To find the complex potential, velocity vector, and the stream function
of the fluid flow when a cylindrical pipe of radius a is placed in a uniform horizontal flow
with velocity V far from the pipe, consider a horizontal flow past this pipe described by the
a2 a2
function w = z + (Figure 18.23(g)). The velocity of the flow is described by w′ = 1 − 2 .
z z̄
When z is large (i.e., away from the pipe), the velocity is nearly 1. So we must adjust the
above mapping function w so that it has the same streamlines, but the velocity V is far
away from z = 0. This is done by multiplying the function w by the constant V , and the
streamlines are then given by V v(x, y) =const, where v(x, y) = c defines the same type of
 a2 
streamlines. Thus, we set w = V z + , which is the new complex potential, and the
z
2
Va
velocity far from the origin is w′ = 2 ≈ V . 
z̄

Example 18.17. Consider the uniform flow of velocity V in the direction inclined at
an angle α to the real axis. The velocity V eiα is the complex conjugate of the complex
potential, i.e., f ′ (z) = V eiα , or f ′ (z) = V e−iα , which gives the desired complex potential
as f (z) = V eiα z. 

Example 18.18. To find the points where the speed of the flow described in Example
18.16 is a maximum, consider a source of fluid at the origin, defined by f (z) = m log z,
where m is called the strength of the source. Figure 18.25 shows a cylinder of fluid of radius
r and height 1 at time t.

y
0
x
Figure 18.25 Flow past a cylinder.
 18.8 CONFORMAL MAPPING OF FLOW PATTERNS 581

A short time later at t + dt, the radius of the cylinder increases to r + dr. Since the velocity
vector has magnitude |f ′ (z)| = |m/z| = m/r, and since the speed is described by dr/dt, we
get dr/dt = m/r. Thus, the rate at which the volume increases is given by

d(volume) d(πr2 ) dr m
= = 2πr = 2πr = 2πm.
dt dt dt r
Thus, the complex potential m log z describes a source of strength m at the origin in which
a fluid emerges at the rate 2πm units of volume per unit time for each unit of length
perpendicular to the z-plane. 

Example 18.19. Consider the flow described by w = m log(sin z). Note that near the
origin, sin z ≈ z, and thus w ≈ m log z for very small z, and this is the source of strength
m at the origin. At z = π, sin z ≈ π − z, and we have

w = m log(sin z) ≈ m log(π−z) = m log(−1)(z−π) = m log(−1)+m log(z−π) = m log(z−π),

where the term log(−1), being a constant added to the complex potential, is dropped
because it does not alter the physical flow in any way. The term m log(z − π) is a source
of strength m at z = π. Thus, continuing this way and knowing that sin z has zeros at
all integral multiples of π, we have sources of strength m at the points z = nπ, where
n = 0, ±1, ±2, . . . . The streamlines of w = m log(sin z) = m log | sin z| + i m arg{sin z}
are the curves arg{sin z} = c, where c is an arbitrary constant. These curves and the
equipotential lines | sin z| = const are presented in Figure 18.26. The mapping sin z is
described in Map 5.9(v), and presented in Figure 5.10(e); also, see Maps 5.27 and 5.28. 

_π _π /2 x
0 π /2 π

Figure 18.26 Flow defined by w = m log(sin z).

Besides using an analytic function as the complex potential to describe the fluid flow, we
can also use properties of the mapping function M (z) that maps each point of the z-plane
onto a point in the w-plane.

18.8 Conformal Mapping of Flow Patterns

Fluid flows can also be described by using mapping properties of analytic functions by
transforming f (z) into a new flow pattern. Suppose that f (z) describes the flow past a
solid disk (Figure 18.27(a)) from left to right in the z-plane which we assume is made of
a flexible material. Now consider another analytic function ζ = µ(z), where ζ = ξ + iη,
582 18 FLUID FLOWS

which maps each point of the z-plane onto a new point on the ζ-plane. This mapping
can be thought of as a distortion of the flexible surface into a new shape shown in Figure
18.27(b), where the streamlines drawn on the ζ-plane have also been distorted. We can solve
ζ = µ(z) for z in terms of ζ so that z = µ−1 (ζ).

Then the complex potential describing the
new flow pattern is given by f (z) = f µ−1 (ζ) . In the following examples we will see how
the mapping properties of the function ζ = µ(z) can generate new models of different fluid
flows.

z- plane ζ- plane
(a) (b)
Figure 18.27 (a) Flow past a solid disk. (b) Distorted flow.

 1
Example 18.20. In Example 18.16 the complex potential f (z) = V0 z + describes a
z
uniform horizontal flow around a circular cylindrical obstacle of radius 1 about the origin.
If the flow is in the direction π/4 of the velocity V far from the origin around a cylindrical
obstacle of radius 4 with center at 4 + 4i (Figure 18.28), the flow can be described under
the map ζ = µ(z) = A eiα z + ζ0 with the following features:
(i) a magnification by the factor A; (ii) a rotation by the angle α; and (iii) a translation
by the vector ζ0 , in that order. Thus, we take A = 4, the angle α = π/4, and ζ0 = 4 + 4i,
which give the required mapping function

ζ = µ(z) = 4 eiπ/4 z + 4 + 4i.

Solving it for z we get

e−iπ/4
z = µ−1 (ζ) = (ζ − 4 − 4i) .
4
Substituting this result into the complex potential f (z) = V0 (z + 1/z), we obtain

 e−iπ/4  4
f (z) = f µ−1 (ζ) = V0 (ζ − 4 − 4i) + −iπ/4 ≡ F (ζ). (18.8.1)
4 e (ζ − 4 − 4i)
Now, we choose V0 such that the speed of the flow remains V far from ζ = 0. Note that for
large |ζ|, we find from Eq (18.8.1) that

V0 e−iπ/4 (ζ − 4 − 4i)
F (ζ) ≈ ,
4
and so the velocity is approximately F ′ (ζ) ≈ 14 V0 eiπ/4 . Thus, the speed V = V0 /4, and so
we choose V0 = 4V . Then from (18.8.1) the complex potential is
h 16 eiπ/4 i
V e−iπ/4 (ζ − 4 − 4i) + . (18.8.2)
ζ − 4 − 4i
 18.9 JOUKOWSKI MAPS 583

Since the function µ(z) represents a conformal map, we must have µ′ (z) 6= 0 in the interior
of the region of the flow. The streamlines are already presented in Figure 18.23 and Figure
18.26. 

4• •
4+ 4 i

0
• ξ
4

ζ- plane
Figure 18.28 Flow around a cylinder.

18.9 Joukowski Maps

Consider the irrotational plane flow of an ideal fluid around an infinite plate. Let the (x, y)-
plane intersect the plate along the segment −a ≤ x ≤ a and the velocity vector of the
flow lie in the (x, y)-plane and have a prescribed complex value w∞ . Since the Joukowski
function (Map 6.5)  
a 1
z = F (ζ) = ζ+ (18.9.1)
2 ζ
conformally maps the exterior of the unit circle in the ζ-plane onto the z-plane cut along
the segment −a ≤ x ≤ a, we have F (∞) = ∞, and F ′ (∞) = a/2. Hence, the flow problem
reduces to that of an irrotational flow around a circular cylinder of unit radius in the ζ-
a
plane with complex velocity W∞ = w∞ at infinity. The complex potential of this latter
2
problem is given by  
a w∞
ψ(ζ) = w̄∞ ζ + . (18.9.2)
2 ζ
√ √
z + z 2 − a2 1 z − z 2 − a2
If we set ζ = and = , which are obtained from (18.9.1)
√ a ζ a
such that z 2 − a2 > 0 for z = x > a, and separate w∞ into real and imaginary parts
(w∞ = (vx )∞ + i (vy )∞ ), where the vector v∞ = (vx ) i + (vy ) j and vx and vy are related to
∂u ∂v ∂u ∂v
w = u + iv by the Cauchy-Riemann equations vx = = and vy = = − , then
∂x ∂y ∂y ∂x
the complex potential of the original problem from (18.9.2) is given by
p
f (z) = (vx )∞ z − i (vy )∞ z 2 − a2 . (18.9.3)

Now, since the force of pressure acting on an element ds of any contour C is proportional
to the hydrodynamic pressure p at the given point of flux and is directed along the inward
normal n such that −dn = j dx − i dy, we find that the components
Z of the force
Z acting on
the contour C are given by R = Rx + i Ry , where Rx = − p dy and Ry = p dx. Since
C C
584 18 FLUID FLOWS

ρv 2
p=A− from Bernoulli’s integral, where A is a constant and ρ is the fluid density, we
2
obtain the pressure force with which the flow acts on the plate as
Z Z
ρ 2 ρ
R= v (dx − i dy) = − v2 dz, (18.9.4)
2 C 2 C

where the integral of the constant A around the contour C is zero. Since the velocity acts
tangentially to C at points of C, the complex velocity w of the flow is related to v by
w = v eiφ , where φ is the angle that the tangent makes with the x-axis. Then, since in view
∂u ∂u ∂u ∂v
of the Cauchy-Riemann equations w = vx + i vy = +i = −i = f ′ (z), we have
∂x ∂y ∂x ∂x
v eiφ = f ′ (z), and dz = e−iφ ds. Thus, v2 dz = v2 e−2iφ eiφ ds = f ′2 (z) dz, and (18.9.4)
becomes Z
ρ
R=− f ′2 (z) dz, (18.9.5)
2 C
which is known as Chaplygin’s formula that expresses the force exerted by a flow on a body
around which it flows in terms of the derivative of the complex potential.

If we use the formula

X∞
Γ∞ cn
f (z) = w̄∞ z + log z + n
,
2iπ n=0
z

which defines the complex potential in the neighborhood of the point at infinity, where Γ∞
is the circulation of the flow at infinity, we find that
∞
Γ∞ 1 X cn
f ′ (z) = w̄∞ z + + ,
2iπ z n=2 z n
∞
w̄∞ Γ∞ 1 X bn
f ′2 (z) = + ,
iπ z n=2 z n
Z
and thus, f ′2 (z) dz = 2w̄∞ Γ∞ . Then (18.9.5) yields R = ρ (vy )∞ Γ∞ − ρ (vx )∞ Γ∞ , or
C

|R| = ρ v∞ Γ∞ , (18.9.6)

known as Joukowski’s theorem on lifting force, which states that the force of pressure of
an irrotational flow with velocity v∞ at infinity and flowing around a contour C with
circulation Γ is given by the formula R = ρ |v∞ | |Γ|. The direction of the force is obtained
by rotating the vector v∞ through an angle π/2 in the direction of the circulation.


The Joukowski map is defined by w = 21 (z + 1/z). Since dw/dz = 12 1 − 1/z 2 = 0 iff
z = ±1, the Joukowski map is conformal everywhere except at the critical points ±1 and
at the singularity z = 0
where it is not defined. Take a point z = eiθ on the unit circle.
Then w = 12 eiθ + e−iθ = cos θ lies on the real u-axis with −1 ≤ u ≤ 1, which means that
the Joukowski map reduces the unit circle in the z-plane to the real line-segment [−1, 1] in
the w-plane.
√
The inverse map z = w ± w2 − 1 shows that every w 6= ±1 is the image of two different
points z. If w is not on the critical line-segment [−1, 1], then a point w with the minus
 18.9 JOUKOWSKI MAPS 585

sign lies inside the unit circle and the one with the plus sign lies outside the unit circle,
and if −1 < w < 1, then both points lie on the unit circle and a common vertical line.
Thus, the Joukowski map is a one-to-one conformal mapping from the exterior of the unit
circle |z| > 1 onto C\[−1, 1] which is the exterior of the unit line segment [−1, 1]. Also, the
Joukowski map transforms the concentric circles |z| = r 6= 1 onto ellipses with foci at ±1
in the w-plane (see Figure 18.29).

Figure 18.29 Joukowski map.

Under the Joukowski map, the image curves take different shapes depending on the values
of the center and radius of the circle in the z-plane; some of these images in the w-plane
are shown in Figure 18.30 for the pairs (center, radius).

( 0.1, 0.5 ) (1+ i , 1) (-2+2.5 i , 4.2 )

( 0.2+ i , 1.26 ) ( 0.1+0.1 i , 1.108 ) ( -0.2+0.1 i, 1.2 )

Figure 18.30 Airfoils for different centers and radii.

If the circle passes through the singular point z = −1, then its image is not smooth and
has a cusp at w = 1, and some of the images in Figure 18.29 are shaped like the cross-section
through an idealized airfoil (plane wing).

Example 18.21. (Tilted plate) In the case of a tilted plate in a uniform horizontal
fluid flow, the cross-section is the line segment z(t) = t eiφ , −1 ≤ t ≤ 1, which is obtained
by rotating the horizontal line-segment [−1, 1] through an angle −φ (see Figure 18.31), in
which the flow is shown as going from left to right and φ is known as the attack angle to
586 18 FLUID FLOWS

the flow relative to the flow). The resulting flow is to tilt the segment by the angle −φ
while rotating the streamlines which become asymptotically horizontal. Thus, the complex
potential of the flow is of the form
 p 
χ(z) = eiφ z cos φ − i sin z 2 − e−2iφ .

The corresponding streamlines of the flow are shown in Figure 18.31. 

ο
φ =0 φ = 30 ο
Figure 18.31 Flow past a titled airfoil.

A nonzero circulation around a body creates lift, although the precise relation depends
on the Blasius theorem, which is related to laminar boundary layer flow over a flat plate
(Blasius [1908]), as shown in Figure 18.32(a).

1.0
y

Uniform stream 0.8 dF

Boundary layer edge
dη
U
0.6
d 2F
d η2
u (x, y ) Velocity 0.4
•
profile
F
0.2
x
Plate
Leading edge 0 0.4 0.8 1.2 1.6 2.0 2.4 2.8
(a) (b)
Figure 18.32 (a) Blasius flow; (b) F (η), dF/dη , and d F/dη 2 .
2

The laminar boundary layer equations for this problem are

∂u ∂v ∂u ∂u ∂ 2u
+ = 0, u +v = ν 2,
∂s ∂n ∂s ∂n ∂n
∂ψ
where ν is the viscosity of the fluid. Using the stream function ψ, given by u = and
∂n
∂ψ
v=− , the governing equation, known as the Blasius equation, is
∂s
∂ψ ∂ 2 ψ ∂ψ ∂ 2 ψ ∂3ψ
− = ν , (18.9.7)
∂n ∂s∂n ∂s ∂n2 ∂n3
 18.10 AIRFOILS 587

subject to the following boundary conditions: (i) ψ = 0 on the solid surface, n = 0 since
∂ψ ∂ψ
v = 0; (ii) = 0 on the solid surface, n = 0 since u = 0; and (iii) → U as n → ∞
∂n ∂n
since u → U . Following Blasius [1908], the Blasius solution for a steady, planar, laminar
boundary layer with zero pressure gradient (i.e., dU/ds = 0) is
√  U 1/2
ψ= 4νU s F (η), η= n, (18.9.8)
4νs
and the velocities u(s, n) and v(s, n) are given by

dF  νU 1/2  dF 
u=U , v= F −η . (18.9.9)
dη s dη

The forms of (η), dF/dη, and d2 F/dη 2 are shown in Figure 18.32(b). For the Blasius theorem
see §18.10.1.

18.10 Airfoils
The fluid motion around an airfoil can be obtained from the flow past an off-center circle,
as shown above in Figure 18.30. First, consider an affine map w = az + b. It moves the
unit disk |z| ≤ 1 to the disk |w − b| ≤ |a| (with center b and radius |a|). The angular
component of a creates a rotation, so that the streamlines around the new disk will be
inclined at an angle φ = arg{a} with the horizontal, although the boundary circle will
pass through w = 1  so long |a| = |1 − b|. Now, using the Joukowski transformation
1
ζ = 12 (w + 1/w) = 12 az + b + , which maps the new disk |w − b| ≤ |a| to the
az + b
airfoil, the complex potential for the flow past the airfoil is obtained by substituting the
inverse map p
w−b ζ − b + ζ2 − 1
z= =
a a
into the disk potential (18.3.6), we get
 p 
p 2−1
2
ζ−b+ ζ −1 a ζ − b − ζ
Θ(ζ) = + . (18.10.1)
a b2 + 1 − 2bζ

Finally, replacing ζ by eiφ ζ in (18.10.1), the streamlines become asymptotically horizontal. 

Note that potential flows do not produce lift, so an airplane with such a wing would not
fly! The question is then, how do the birds and commercial airplanes fly? The answer lies
in the phenomenon of circulation.
The integral of the complex velocity f (z) along a curve C is given by
Z Z Z Z Z
f (z) dz = (u dx + v dy) − i (v dx − u dy) = v · dx − i v · n ds,
C C C C

such that its real part denotes the circular

R integral, while its imaginary part is minus flux
integral, which can also be defined by C v × dx. If the complex velocity admits a single-
valued complex potential in a simply connected domain

χ(z) = φ(z) − iψ(z), χ′ (z) = f (z), (18.10.2)

588 18 FLUID FLOWS

then the
R complex integral is independent of path over a curve connecting a to b, which
yields C f (z) dz = χ(b) − χ(a) by the fundamental theorem. Thus, the circulation and flux
integral for an ideal fluid flow are also path independent, so that the circulation integral is
given by Z Z
v · dx = ∇φ · dx = φ(b) − φ(a),
C C
and the flux integral by
Z Z
v × dx = ∇ψ · dx = ψ(b) − ψ(a),
C C

which is the difference in the values of the stream function at the endpoint of C and the
‘flux potential’ for the flow depends
Z only on the endpoints.
Z If C is a closed contour and
χ(z) is analytic within C, then− Cv · dv = 0 =− Cv × dx, implying that there is no
circulation or flux within any closed curve. Thus, lift on a body is possible only under a
nonzero circulation around it. It is governed by the Blasius theorem, which is as follows.

18.10.1 Blasius Theorem. Consider a steady two-dimensional harmonic flow with ve-
locity (U, 0) at infinity, past a cylinder of radius a centered at the origin, is not unique.
However, such a harmonic flow may be written as
iT
w = U (z + a2 /z) + log z, (18.10.3)
2π
where the principal branch of the logarithm function is taken. Now, we seek a conformal
map from the z-plane onto the w-plane to obtain a complex potential w(z), such that
streamlines map onto streamlines.

b2
Example 18.22. The map z(ζ) = ζ + (Map 6.8) maps the circle of radius a > b
ζ
a2 + b 2
in the ζ-plane onto the ellipse of semi-major axis and the semi-minor (y-axis)
a
2 2
a −b
in the z-plane, while the exterior is mapped onto the exterior. A uniform flow
a
with velocity (U, 0) at infinity, past the circular cylinder |ζ| = a, has the complex potential
ζ(z) =√U (ζ + a2 /ζ).

Inverting the map and requiring that ζ ≈ z for large |z| gives ζ =
1 2 − 4b2 . Then w(z) = w (ζ(z)) is the complex potential for uniform flow past
2 z + z
the ellipse. Note that dz/dζ → 1 as z → ∞. Thus, infinity maps by the identity and so the
uniform flow imposed on the circular cylinder is also imposed on the ellipse.
a2
Moreover, the same mapping w = f (z) = z + describes a flow with stagnation points
z
at z = ±a. The streamlines along the real axis split at these points to form the circle
|z| = a, which can be proved as follows: the stagnation point occurs where f ′ (z) = 0. Since

a2
f ′ (z) = 1 − = 0,
z2
we get z = ±a as the stagnation points. Along the real axis, f (z) itself is real, and thus,
v(x, y) = 0 is a streamline along the real axis. Since
 a2 
v(x, y) = y 1 − ,
x2 + y2
 18.10 AIRFOILS 589

we get v(x, y) = 0 either when y = 0 (real axis), or when x2 + y 2 = a2 (circle of radius a). 

Theorem 18.2. (Circle theorem) Let a harmonic flow have complex potential f (z),
analytic in the domain |z| ≤ a. If the circular cylinder of radius a is placed at the origin,
then the new complex potential is w(z) = f (z) + f (a2 /z).
Proof. We need to verify that the surface of the cylinder is a streamline. Note that
on the circle a2 /z̄ = z, we have w(z) = f (z) + f (z), which means that the stream function
ψ = 0, i.e., the circle is a streamline. Next, note that the added term is an analytic function
of z if it is not singular at z, since if f (z) is analytic at z, so is f (z̄). Since f is analytic in
|z| ≤ a, the function f (a2 /z) is analytic in |z| ≥ a, and so also for the function f (z̄). Hence,
the only singularity of w(z) in |z| > a are those of f (z). 
Example 18.23. If a cylinder of radius a is placed in a uniform flow, then f = U z and
w = U z + U (a2 /z). If a cylinder is placed in the flow of a point source at b > a on the
Q
x-axis, then f (z) = log(z − b) and
2π
Q Q

w(z) = log(z − b) + log (a2 /z̄ − b) = log(z − b) + log(z − a2 /z) − log z + C,
2π 2π
(18.10.4)
where Q is the source strength and C is a constant. This result helps us verify that the
imaginary part of w is constant when z = a eiθ . Note that the image system of the source,
with singularities within the circle, consists of a source of strength Q at the image point
a2 /b, and a source of strength −Q at the origin. 

In fluid dynamics the calculation of the force exerted by the fluid on a rigid body is
important. In a 2-D steady harmonic flow the calculation is done by using the complex
potential.

Theorem 18.3. (Blasius theorem) Let a steady uniform flow past a fixed two-dimensional
body with boundary C be a harmonic flow with velocity potential w(z). Then, if no external
body forces are present, the force (X, Y ) exerted by the fluid on the body is given by
I 
iρ ∂w 2
X − iY = dz, (18.10.5)
2 C ∂z

where the integral is taken around the boundary in counter-clockwise sense.

The formula (18.10.5), due to Blasius, reduces the force calculation to a complex contour
integration.
Proof. Recall that dX − i dY = p(−dy − i dx) = −i p dz̄, where p denotes pressure.
Also, by Bernoulli’s theorem for steady ideal flows we have

ρ ∂w 2
p=− + C, (18.10.6)
2 ∂z
and thus,
I
iρ ∂w ∂w
X −iY = dz̄. (18.10.7)
2 C ∂z ∂z
But since the boundary C is a streamline, so that dψ = 0 there, and so on C we have
∂w ∂w
dz̄ = dw̄ = dz, and substituting this into (18.10.7), the result follows. 
∂z ∂z
590 18 FLUID FLOWS

18.10.2 Boundary Layer Flow. We will derive the Blasius solution for a laminar flow
over a flat plate under the assumption that the flow is governed by the equation for a steady
2-D Newtonian fluid with negligible body forces, i.e., by

∂u ∂u
+ = 0 (conservation of mass), (18.10.8)
∂x ∂y
 ∂u ∂u  ∂2u
ρ u +ν = v 2 (momentum balance in the x-direction),
∂x ∂y ∂y
(18.10.9)

subject to the boundary conditions u(x, 0) = v(x, 0) = 0 and u(x, δ) = U . Using the
following change of variables
r
U p y ψ u ∂f
η= = Rex , f (η) = √ , = = f ′ (η),
vx x vxU U ∂η

the above equations reduce to

1
f ′′′ + f f ′′ = 0, (18.10.10)
2
subject to the new boundary conditions f (x, 0) = f ′ (x, 0) = 0 and lim f ′ (x, y) = 1. Then,
y→∞
u
taking η = 5 so that = 0.9, the Blasius solutions are as follows:
U
δ 5
Disturbance Thickness: = √ ,
x Re
δ ′′  δ ′′  δ  1.72
Displacement Thickness: = = √ ,
x x x Re
θ  θ  δ  0.665
Momentum Thickness: = = √ ,
x δ x Re
h ∂f ′ ∂η i r
∂u ′ U 0.332ρU 2
Wall Shear Stress: τw = µ = µU = µU fη=0 = √ ,
∂y y=0 ∂η ∂y y=0 vx Re
τw 0.664
Friction Coefficient: cf = 1 2 = √ ,
2 ρU Re
Z Z
1 1 l 0.664 1.328
Drag Coefficient for Friction: CD,f = cf dA = √ dx = √ .
A l x=0 Re Re

The numerical data for the Blasius solution for the laminar flow over a flat plate is
presented in Table 18.1.
 18.10 AIRFOILS 591

Table 18.1 Blasius solution for the laminar flow over a flat plate.
r
U u
η=y f (η) f ′ (η) = f ′′ (η)
vx U
0.0 0.0000 0.0000 0.3321
0.5 0.0415 0.1659 0.3309
1.0 0.1656 0.3298 0.3230
1.5 0.3701 0.4868 0.3026
2.0 0.6500 0.6298 0.2668
2.5 0.9964 0.7513 0.2174
3.0 1.3969 0.8461 0.1614
3.5 1.8378 0.9131 0.1078
4.0 2.3059 0.9555 0.0642
4.5 2.7903 0.9795 0.0340
5.0 3.2834 0.9916 0.0159
5.5 3.7807 0.9969 0.0066
6.0 4.2798 0.9990 0.0024
6.5 4.7795 0.9997 0.0008
7.0 5.2794 0.9999 0.0002
7.5 5.7794 1.0000 0.0001
8.0 6.2794 1.0000 0.0000

The dimensionless velocity profile for the Blasius solution for laminar flow over a flat
plate is presented in Figure 18.33.

8 •
•
7 •
•
6 •
•
5 •
•
η 4 •
•
3 •
•
2 •
•
1 •
•
0• 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
f ’(η) = u
U

Figure 18.33 Dimensionless velocity profile for laminar flow over a flat plate.

−1/2
Note that the magnitude of the velocity ratio v/u is given by (Res ) , where Res =
U s/ν is the Reynolds number based on U and the distance s along the surface measured
from the leading edge. Since the initial condition for the boundary layer is that the ratio
u/U must be small, it requires that Res must be large. This will be true if s ≫ ν/U . Thus,
592 18 FLUID FLOWS

the boundary layer approximation is valid except in a small region close to the leading edge
whose length is ν/U , which has negligible effect and therefore, can be ignored.

18.10.3 Circulation. Consider a steady-state flow of an incompressible irrotational flow.

Let f (z) = u(x, y) + i v(x, y) denote the complex velocity corresponding to the real velocity
T
vector v = (u(x, y), v(x, y)) at the point (x, y)T . The complex velocity f (z) along a curve
C is given in terms of two real line integrals, by
Z Z Z Z
f (z) dz = (u + i v)(dx + i dy) = (u dx + v dy) + i (v dx − u dy). (18.10.11)
C C C C
circulation integral flux integral

Z
Note that the circulation integral (real part) is defined by v · dx, while the flux integral
Z Z C

is defined by v · n ds = v × dx.
C C
If the complex velocity admits a single-valued complex potential χ(z) = φ(z) + i ψ(z),
where χ′ (z) = f (z), then the complex integral is independent of the path, and thus, by the
fundamental theorem, for any curve C connecting α to β
Z
f (z) dz = χ(β) − χ(α), (18.10.12)
c

Then the circulation integral (real part) is given by

Z Z
v · dx = ∇φ · dx = φ(β) − φ(α), (18.10.13)
C C

and the flux integral (imaginary part) is given by

Z Z
v × dx = ∇ψ · dx = ψ(β) − ψ(α). (18.10.14)
C C

Thus, for ideal fluid flows, the fluid flux through a curve depends only on its endpoints.
Moreover, if C is a closed contour, and χ(z) is analytic on its interior, then
I I
v · dx = 0 = v × dx, (18.10.15)
C C

and there is then no net circulation or flux along any closed curve.

Let D ⊂ C be a bounded, simply connected domain representing the cross-section of a

cylindrical body, e.g., an airplane wing. The velocity vector field v of a steady-state flow
around the exterior of the body is defined on the region Ω = C\D̄. There is no flux boundary
condition v · n = 0 on ∂D indicates that there is no fluid flow across the boundary
I of the
solid body. The resulting circulation of the fluid around the body is given by v·dx, where
C
C ∈ Ω is any simply closed contour encircling the body. By Cauchy’s theorem, the value
of this integral does not depend on the choice of C. However, if the corresponding complex
velocity f (z) admits a single-valued complex potential in Ω, then from Eq (18.10.15) we
know that the circulation integral is zero, and thus, the body will not experience any lift.
 18.10 AIRFOILS 593

The only way to get lift is through a single-valued complex velocity with a non-zero
circulation integral. This demands that its complex potential should be multiple-valued.
There is only one function that has such a property, and it is the complex logarithm
a
λ(z) = log(az + b), with derivative λ′ (z) = ,
az + b
which is single-valued away from the singularity at z = −b/a (see Map 5.20b). Thus, we
should introduce the family of complex potentials
1
χγ (z) = z + + i γ log z. (18.10.16)
z
The corresponding complex velocity
∂χγ 1 iγ
fγ (z) = =1− 2 + (18.10.17)
∂z z z
remains asymptotically 1 at large distances. On the unit circle z = eiθ . Thus,

1 1
fγ eiθ = − e−2iθ + i γ e−iθ = (sin θ + γ)i e−iθ
2 2
is a real multiple of the complex tangent vector i e−iθ = sin θ − i cos θ, and hence, its normal
velocity or flux vanishes iff γ is real. By Cauchy’s theorem, if C is a curve going once around
the disk in a counter-clockwise direction, then
I I 
1 iγ 
fγ (z) dz = 1− 2 + dz = −2πγ. (18.10.18)
C C z z
Hence, if γ 6= 0, the circulation integral is non-zero, and there is a net lift on the cylinder.
From the plots of the streamlines for the flow corresponding to a few values of γ in Figure
18.31, we notice that the asymmetry of the streamlines accounts for the lift experienced by
the disk. In particular, for |γ| ≤ 2, the stagnation points have moved from ±1 to
q
1
z± = ± 1 − 41 γ 2 − i γ. (18.10.19)
2
When we compose the modified potentials (18.10.16) with the Joukowski transformation
(Map 6.1), we obtain a complex potential for flow around the airfoil which is image of the
unit disk. The conformal map does not affect the value of the complex integrals, and hence,
for any γ 6= 0, there is nonzero circulation around the airfoil under this modified fluid flow,
and the airplane will definitely fly.
Notice that the value −2πγ in (18.10.18) is arbitrary for the circulation integral, and this
will lead to an arbitrary amount of lift. However, Kutta [1911] hypothesized that ‘Nature
chooses the constant γ so as to keep the velocity of the flow at the trailing edge of the
airfoil finite’. This requires that the trailing edge w = 1 of the Joukowski map must be a
stagnation point. The corresponding point on the unit circle is
1−β
z= = ei(ψ−φ) , (18.10.20)
α
where φ = arg{α} and ψ = arg{1 − β}, since we must have |α| = |1 − β| so that the image
of the unit circle goes through w = 1. Equating Eq (18.10.20) to Eq (18.10.19), we obtain
the Kutta’s formula
γ = 2 sin(φ − ψ), (18.10.21)
594 18 FLUID FLOWS

which produces the corresponding circulation via (18.10.18). As long as the attack angle
φ is moderate, the resulting flow and lift will remain in a fairly good agreement with the
experimental data. For more details, see Lamb [1945], Batchelor [1967], Henrici [1974], and
Keener [1988].

18.10.4 Lift. Returning to the problem of lift on a body, the Blasius theorem shows that
such a lift requires a nonzero circulation around it. Let D ⊂ C be a compact, simply
connected domain representing the cross-section of a cylindrical body, such as an airplane
wing. The velocity field v of a steady flow around the exterior of the wing is defined on
the domain G = C\D̄, and the no flux boundary conditions v · n = 0 on ∂G = ∂D show
that there is no fluid flowing across this boundary. Thus,
H there is no circulation of the fluid
across this boundary, since this circulation is given by C v · dx, where C ⊂ G is any close
contour around the body (wing), i.e.,
I I
v·n=0= v × n = 0. (18.10.22)
C C

However, if the associated complex velocity f (z) admits a single-valued complex potential
in G, then in view of (18.10.22) where the circulation integrals are zero. There will be no
lift. Moreover, since the stream lines of the flow are symmetric above and below the disk,
as in Figure 18.10, there cannot be any vertical force either. Thus, any airplane with zero
circulation integral will not fly.
However, airplanes do fly. So the lift is only possible if we consider a single-valued complex
velocity with zero circulation integral, but require that its complex potential be multiple-
valued. The only function that accomplishes it is the complex logarithm w(z) = log(az + b),
a
with the single-valued derivative w′ (z) = which is away from the singularity at
az + b
z = −b/a (see Map 5.20a). Thus, introducing the family of complex potentials
1
χγ (z) = z + + i log z, (18.10.23)
z
the corresponding complex velocity
dχγ 1 iγ
fγ (z) = =1− 2 + ∼ 1,
dz z z
that is, the velocity remains 1 asymptotically at large distances. Notice that on the unit
circle z = eiθ , we have

1

fγ eiθ = 1 − e−2iθ − iγ, eiθ = (sin θ + γ) ie−iθ ,
2
which is a real multiple of the complex tangent vector ie−iθ = sin θ + i cos θ, and its normal
velocity or flux vanishes iff γ is real. If C is a curve going once counter-clockwise around
the disk, then, using Cauchy’s theorem 2.1 and Cauchy’s formula (2.4.10), we get
I I 
1 iγ 
fγ (z) dz = 1− 2 + dz = −2πγ. (18.10.24)
C C z z
This means that if γ 6= 0, the circulation integral is not zero, and the body (wing) has a
lift, as shown in Figure 18.34, which shows streamlines for the lift of the disk. In particular,
if |γ| ≤ 2, the stagnation points move from ±1 to
q
1
z± = ± 1 − 14 γ 2 − iγ. (18.10.25)
2
 18.10 AIRFOILS 595

ο
φ =0 φ = 30 ο
Figure 18.34 Kutta flow past a tilted airfoil.

The composite mapping of the Map 6.2 and the modified potential (18.10.23) yields a
complex potential around the airfoil so that the circulation integral has an arbitrary value
−2πγ, and thus an arbitrary amount of lift. The question as to which of these possible
values correspond to the true physical situation follows from the Kutta hypothesis (Kutta
[1902]), according to which the constant γ must be chosen so that the velocity of the flow
at the trailing edge of the airfoil stays finite, thereby requiring that the trailing edge ζ = 1
must be a stagnation point. In view of the Joukowski Map 6.2, the trailing edge corresponds
to w = 1, and hence, under this map the corresponding point on the unit circle is

1−b
z= − ei(ψ−φ) , (18.10.26)
a
where φ = arg{a} and ψ = arg{1 − b}, since we require that |a| = |1 − b| so that the image
of the unit circle goes through the point w = 1. Also, equating (18.10.26) to (18.10.25), we
obtain the Kutta formula
γ = 2 sin(φ − ψ), (18.10.27)
which produces the corresponding circulation controlled by Eq (18.10.24). Note that in Eq
(18.10.27), the angle φ is known as the attack angle. Some flows of the airfoil are presented
in Figure 18.35, which shows that as long as the attack angle φ is moderate, the resulting
flow and lift remain in a fairly good agreement with the experimental data.

( 0.1, 0.5 ) (1+ i , 1) (-2+2.5 i , 4.2 )

( 0.2+ i , 1.26 ) ( 0.1+0.1 i , 1.108 ) ( -0.2+0.1 i, 1.2 )

Figure 18.35 Flows of airfoils.
596 18 FLUID FLOWS

For more information and further development, see Batchelor [1967], Henrici [1974],
Keener [1988], and Lamb [1945].
The hypersonic flow and high temperature effects are discussed in §19.6.

References used: Ahlfors [1966], Birkoff and Zarantonello [1957], Boas [1987], Carrier, Krook and
Pearson [1966], Elcrat [1982], Elcrat and Trefethen [1986], Gaier [1964], Kantorovich and Krylov [1958],
Kythe [1998], Olver [2017], Robertson [1965], Schinzinger and Laura [2003].
19
Heat Transfer

We will discuss steady heat transfer problems and their solutions both by analytical and
conformal mapping methods. The conformal transformations that are used consist of z =
z−1
sin w, w = −i , and T = z 2 , w = i log T = 2i log z. These transformations help solve
z+1
some steady and transient heat conduction problems.

19.1 Heat Flow

The properties of heat flows are summarized in Table 17.1 at the end of §17.9.1. Accordingly,
in two-dimensional heat flow problems, the potential is the temperature denoted by u(x, y);
the lines of heat flux are v(x, y) = c (c constant), thus giving the complex temperature
f (z) = u(x, y) + iv(x, y); a line of equal temperature is an isotherm u(x, y) = c; and the
heat flux is defined by Q, also known as the density of heat power flow. Thus, the equations
governing the heat flow in a region D are

Q = kU,
U = −∇u,
 (19.1.1)
2 0 for the region D without heat generation,
∇ u=
−h/k for the region D with a uniformly distributed heat source,

where h = Jc2 ρ watts per unit volume caused by current flow.

The heat equation with the constant coefficient,

ut = kuxx (19.1.2)

with its particular solutions, has been introduced in §17.2. Some examples are given below.
In heat transfer problems there are three categories of boundary conditions, namely,
Dirichlet, Neumann, and Robin, discussed in §17.2; they are also known as the isothermal,
adiabatic, and outer heat conduction boundary conditions, respectively. The last category
includes the effects of convection, radiation, and heat conduction into the surrounding
medium, which is usually regarded as negligible.
598 19 HEAT TRANSFER

The following problems are examples of each category:

ut = k uxx , 0 < x < l, t > 0,

u(x, 0) = f (x), ut (x, 0) = g(x), 0 < x < l, (19.1.3)
u(0, t) = T1 (t), u(l, t) = T2 (t), t > 0;

ut = k uxx , 0 < x < l, t > 0,

u(x, 0) = f (x), ut (x, 0) = g(x), 0 < x < l, (19.1.4)
ux (0, t) = T3 (t), ux (l, t) = T4 (t), t > 0;

ut = k uxx , 0 < x < l, t > 0,

u(x, 0) = f (x), ut (x, 0) = g(x), 0 < x < l,
) (19.1.5)
u(0, t) + α ux (0, t) = 0,
t > 0.
u(l, t) + β ux (l, t) = 0,

An example of the category (iv) (implicit conditions) discussed in §17.2, is as follows.

Example 19.1. Consider the one-dimensional heat equation

∂u ∂2u
= k 2, −∞ < x < ∞, t > 0,
∂t ∂x

where k denotes the thermal diffusivity. This equation has the following sets of solutions:
(i) u0 (x, t) = A x + B, where A and B are arbitrary constants; and
2
(ii) uλ (x, t) = cosh(λx) ekλ t , where λ ≥ 0 is a real parameter.
Note that for any fixed t, lim uλ (x, t) = +∞. Since these solutions are not bounded as
x→±∞
x → ±∞, they may not be acceptable for physical problems. If we require the solution u to
be bounded at infinity in both x and t, we must impose the following conditions (natural
conditions):
lim u(x, t) < ∞, and lim u(x, t) < ∞,
x→±∞ t→∞

as well as the initial condition u(x, 0) = f (x), −∞ < x < ∞, where f (x) is a preassigned
2
bounded function for all x, e.g., f (x) = e−x . 
Example 19.2. (Ring-shaped heat conductor) As an example of periodic boundary
conditions discussed in §17.2, consider a heat conductor of unit length such that periodic
boundary conditions are prescribed at its two ends x = ±1/2, i.e., the heat pole at x = 0
repeats periodically (see Figure 19.1(a)).1
Because of this periodicity, the temperature u and all its derivatives coincide at the end
points x = ±1/2 and there is no jump discontinuity at these end points. This is achieved by
bending the conductor rod into a ring such that its two ends coincide. Although this ring
is drawn circular in the above figure, its shape is immaterial for a linear heat conduction
problem. However, the lateral surface of the ring is assumed to be adiabatically closed.
The initial temperature is taken as u(x, 0) = f (x), where f (x) is an arbitrary function that

1 If the length of the conductor is l, then introduce a dimensionless coordinate x′ = x/l and write x
instead of x′ .
 19.1 HEAT FLOW 599

is symmetric with respect to x = 0. Then the Fourier expansion of f (x) is a cosine series
satisfying the periodicity condition at the end points, i.e.,
X∞ Z 1/2
f (x) = An cos 2πnx, An = 2 f (x) cos 2πnx dx. (19.1.6)
n=0 −1/2

The general solution of the heat equation ut = k uxx is given by

∞
X 2
n2 kt
u(x, t) = An e−4π cos 2πnx. (19.1.7)
n=0

+
− 1/2
•

• x
0 −1 −1/2 0 1/2 1
(a) (b)

Figure 19.1 Ring-shaped heat conductor.

Let f (x) denote the unit source, i.e., f (x) = δ(x), which means that f (x) = 0 for x 6= 0
Z 1/2
and f (x) dx = 1. Then the coefficients An in (19.1.6) are given by A0 = 1, An = 2
−1/2
for n ≥ 1. In this case the solution u(x, t), given by (19.1.7), becomes the theta-function
ϑ(x| t). Hence, the solution of this problem is
∞
X 2
n2 kt
ϑ(x| t) = 1 + 2 e−4π cos 2πnx, (19.1.8)
n=1

or, taking 4iπkt = τ ,

∞
X 2
ϑ(x| τ ) = 1 + 2 eiπτ n cos 2πnx. (19.1.9)
n=1

This series converges faster for large kt, and represents the later phases of exponential
damping due to the unit source. The curves sketched in Fig. 19.1(b) for the solution
(19.1.8) show the behavior for large kt (where kt > 1) by flat curves and the behavior for
small kt (kt < 1) by steep curves. However, to understand the temperature distribution we
go back to the Fourier series (19.1.7). From the heat source U0 (x, t) given in the ring we
find that at points x = n, where n = ±1, ±2, . . . , the identical heat sources are
1 2
Un (x, t) = √ e−(x−n) /4kt
. (19.1.10)
4πkt
Now, consider the series
+∞
X ∞
X
1 2
u(x, t) = Un (x, t) = √ e−(x−n) /4kt
, (19.1.11)
n=−∞ 4πkt n=−∞
600 19 HEAT TRANSFER

which for small values of kt converges rapidly. In this series the dominant terms are U0 and
2
possibly U−1 and U1 ; other terms have no effect because of the factor en /kt in (19.1.10).
Therefore, the representation (9.2.15) is a good complement of (19.1.8). If we rewrite the
series (19.1.11) as

1 2
h +∞
X 2 inx i
u(x, t) = √ e−x /4kt 1 + 2 e−n /4kt cos ,
4πkt n=1
2kt


where we have used the identity cos ix = ex + e−x /2, then in terms of τ the terms in the
square brackets become

+∞
X  
2 2πnx x 1
1+2 e−iπn /τ
cos =ϑ − .
n=1
τ τ τ

Hence, r  
i −iπx2 /τ x 1
ϑ(x| τ ) = e ·ϑ − ,
τ τ τ
or, conversely,   r
x 1 τ iπx2 /τ
ϑ − = e · ϑ(x| τ ), (19.1.12)
τ τ i
which is known as the transformation formula for the theta-function. 
Example 19.3. Consider the one-dimensional heat conduction equation

∂u ∂2u
= k 2, 0 < x < l,
∂t ∂x

subject to the boundary and initial conditions

u(0, t) = 0 = u(l, t), t > 0, u(x, 0) = f (x), 0 < x < l, (19.1.13)

where f ∈ C 1 is a prescribed function. In physical terms, this problem represents the

heat conduction in a rod when its ends are maintained at zero temperature while the initial
temperature u at any point of the rod is prescribed as f (x). Using the method of separation
of variables and the prescribed conditions, the solution is (Kythe et al. [2003: 128])
∞
X nπx −kn2 π2 t/l2
u(x, t) = Cn sin e , (19.1.14)
n=1
l

where Z l
2 nπx
Cn = f (x) sin dx, n = 1, 2, . . . . 
l 0 l

An interesting situation, considered in the next example, arises if the function f (x) is
zero in the initial condition (19.6.3), and the boundary conditions are nonhomogeneous.
Example 19.4. Consider the dimensionless partial differential equation governing the
plane wall transient heat conduction

ut = uxx , 0 < x < 1, (19.1.15)

 19.1 HEAT FLOW 601

with the boundary and initial conditions

u(0, t) = 1, u(1, t) = 0, t > 0; u(x, 0) = 0, 0 < x < 1. (19.1.16)

Since the nonhomogeneous boundary condition in (19.1.16) does not allow us to compute
the eigenfunctions, as in Example 19.3, we proceed as follows: First, we find a particular
solution of the problem, which satisfies only the boundary conditions. Although there is
more than one way to determine the particular solution, we can, for example, take the
steady-state case, where the equation becomes ũxx = 0, which, after integrating twice, has
the general solution
ũ(x) = c1 x + c2 ,
which, using the boundary conditions ũ(0) = 1, ũ(1) = 0 gives the steady-state solution as

ũ(x) = 1 − x.

Next, we formulate a homogeneous problem by writing u(x, t) as a sum of the steady-state

solution ũ(x) and a transient term v(x, t), i.e., u(x, t) = ũ(x) + v(x, t), or

v(x, t) = u(x, t) − ũ(x). (19.1.17)

Hence, the problem reduces to finding v(x, t). If we substitute v from (19.1.17) into (19.1.15),
we get
vt = vxx , (19.1.18)
where the boundary conditions (19.1.16) and the initial condition (19.6.8) reduce to

v(0, t) = u(0, t) − ũ(0) = 0,

v(1, t) = u(1, t) − ũ(1) = 0,
v(x, 0) = u(x, 0) − ũ(x) = x − 1.

Then its general solution from (19.1.14) is given by

∞
X 2
π2 t
v(x, t) = Cn e−n sin nπx,
n=1

and the coefficients Cn are determined from (19.6.5) as

Z 1
2
Cn = 2 (x − 1) sin nπx dx = − .
0 nπ

Thus,
∞
2 X 1 −n2 π2 t
v(x, t) = − e sin nπx,
π n=1 n

and finally from (19.1.17)

∞
2 X 1 −n2 π2 t
u(x, t) = 1 − x − e sin nπx.
π n=1 n
602 19 HEAT TRANSFER

In general, if the thickness of the plate is l, the solution is

∞
x 2 X 1 −n2 π2 t/l2 nπx
u(x, t) = 1 − − e sin .
l π n=1 n l

The solution for the half-space is derived by letting l → ∞. Since

∞
2 X l −n2 π2 t/l2 nπx π
lim u(x, t) = 1 − e sin · ,
l→∞ π n=1 nπ l l

let nπ/l = ξ and π/l = dξ. Then

Z ∞  x   x 
2 1 −ξ2 t
lim u(x, t) = 1 − e sin ξt dξ = 1 − erf √ = erfc √ . 
l→∞ π 0 ξ 2 t 2 t

Example 19.5. (Heat conduction equation in R1 × R+ ) Consider a laterally insulated

rod of uniform cross section with area A and constant density ρ, constant specific heat c, and
constant thermal conductivity a. We assume that the temperature u(x, t) is a function of
x and t only, t > 0, and use the law of conservation of energy to derive the heat conduction
equation. Consider a segment P Q of the rod, with coordinates x and x + ∆x (Figure
19.2). Let R denote the rate at which the heat is accumulating on the segment P Q. Then,
assuming that there are no heat sources or sinks in the rod, the rate R is given by
Z x+∆x
∂cρAu(ξ, t)
R= dξ.
x ∂t

Note that R can also be evaluated as the total flux across the boundaries of the segment
P Q, which gives R = aA[ux (x + ∆x, t) − ux (x, t)]. Now, using the mean-value theorem for
integrals, we have

cρA ut (x + h∆x, t) ∆x = aA[ux (x + ∆x, t) − ux (x, t)], 0 < h < 1.

After dividing both sides by cρA∆x and taking the limit as ∆x → 0, we get

ut (x, t) = k uxx (x, t). 

P Q

x x+∆x
Figure 19.2 Segment P Q on a thin uniform rod.

19.1.1 Method of Separation of Variables. Some examples of steady-state heat con-

duction, or potential, problems, using the method of separation of variables, are given
below.
Example 19.6. We consider the steady-state heat conduction (or potential) problem
for the rectangle R {0 < x < a, 0 < y < b}:

uxx + uyy = 0, x, y ∈ R, (19.1.19)

 19.2 HEAT TRANSFER 603

subject to the Dirichlet boundary conditions

u(0, y) = 0 = u(a, y), u(x, 0) = 0, u(x, b) = f (x). (19.1.20)

Physically, this problem arises if three edges of a thin isotropic rectangular plate are insu-
lated and maintained at zero temperature, while the fourth edge is subjected to a variable
temperature f (x) until the steady-state conditions are attained throughout R. Then the
steady-state value of u(x, y) represents the distribution of temperature in the interior of the
plate. Using the method of separation of variables, the solution is (see Kythe et al. [2003:
130])
X∞
nπx nπy
u(x, y) = Cn sin sinh , (19.1.21)
n=1
a a

where Z a
nπb 2 nπx
Cn sinh = f (x) sin dx, n = 1, 2, . . . .
a a 0 a
In particular, if f (x) = f0 = const, then

nπb 2f0 [1 − (−1)n ]

Cn sinh = .
a nπ

Thus, from (19.1.21), we have

∞
2f0 X 1 − (−1)n sin(nπx/a) sinh(nπy/a)
u(x, y) = .
π n=1 n sinh(nπb/a)

Example 19.7. Consider the steady-state heat conduction or potential problem

uxx + uyy = 0, 0 < x < π, 0 < y < 1, (19.1.22)

subject to the mixed boundary conditions u(x, 0) = u0 cos x, u(x, 1) = u0 sin2 x, ux (0, y) =
0 = ux (π, y). Using the separation of variables method, the solution is given by (see Kythe
et al. [2003: 132])
 
u0 cosh 1 sinh y sinh 2y
u(x, y) = y + u0 cosh y − cos x − u0 cos 2x
2 sinh 1 2 sinh 2
  (19.1.23)
1 sinh(1 − y) sinh 2y
= u0 y + cos x − cos 2x . 
2 sinh 1 2 sinh 2

19.2 Heat Transfer

We will derive the heat transfer equation for a uniform isotropic body. Let u(x, y, z, t)
denote the temperature of a uniform isotropic body at a point (x, y, z) and time t. If
different parts of the body are at different temperatures, then heat transfer takes place
within the body. Consider a small surface element δS of a surface S drawn inside the body.
Under the assumption that the amount of heat δQ passing through the element δS in time
∂u
δt is proportional to δS δt, and the normal derivative is , we get
∂n
∂u
δQ = −a δS δt = −a δS δt ∇n u, (19.2.1)
∂n
604 19 HEAT TRANSFER

where a is the thermal conductivity of the body, which depends only on the coordinates
(x, y, z) of points in the body but is independent of the direction of the normal to the surface
S, and ∇n denotes the gradient in the direction of the outward normal to the surface element
δS. Let Q denote the heat flux which is the amount of heat passing through the unit surface
area per unit time. Then Eq (19.2.1) implies that

∂u
Q = −a . (19.2.2)
∂n
Now, consider an arbitrary volume V bounded by a smooth surface S. Then, in view of Eq
(19.2.2), the amount of heat entering through the surface S in the time interval [t1 , t2 ] is
given by
Z t2 ZZ Z t2 ZZZ
∂u
Q1 = − dt a(x, y, z) dS = dt ∇ · (a∇u) dV, (19.2.3)
t1 S ∂n t1 V

by divergence theorem, where n is the inward normal to the surface S. Let δV denote a
volume element. The amount of heat required to change the temperature of this volume
element by δu = u(x, y, z, t + δt) − u(x, y, z, t) in time δt is

δQ2 = [u(x, y, z, t + δt) − u(x, y, z, t)] c(x, y, z)ρ(x, y, z) δV,

where c(x, y, z) and ρ(x, y, z) are the specific heat and density of the body, respectively.
Integrating (19.2.3) we find that the amount of heat required to change the temperature of
the volume V by δu is given by
ZZZ Z t2 ZZZ
∂u
Q2 = [u(x, y, z, t + δt) − u(x, y, z, t)] cρ dV = dt cρ dV.
V t1 V ∂t

Next, we assume that the body contains heat sources, and let g(x, y, z, t) denote the density
of such heat sources. Then the amount of heat released by or absorbed in V in the time
interval [t1 , t2 ] is
Z t2 Z Z Z
Q3 = dt g(x, y, z, t) dV. (19.2.4)
t1 V

Since Q2 = Q1 + Q3 , we find from (19.2.3)-(19.2.4) that

Z t2 ZZZ  
∂u
dt cρ − ∇ · (a∇u) − g(x, y, z, t) dV = 0,
t1 V ∂t

or, since the volume V and the time interval [t1 , t2 ] are arbitrary, we get

∂u
cρ = ∇ · (a∇u) + g(x, y, z, t)
∂t       (19.2.5)
∂ ∂u ∂ ∂u ∂ ∂u
= a + a + a + g(x, y, z, t),
∂x ∂x ∂y ∂y ∂z ∂z

which is the heat conduction equation for a uniform isotropic body. If c, ρ, and a are
constant, Eq (19.2.5) becomes
 
∂u ∂2u ∂2u ∂2u
=k + 2 + 2 + f (x, y, z, t), (19.2.6)
∂t ∂x2 ∂y ∂z
 19.2 HEAT TRANSFER 605

where k = a/cρ is known as the thermal diffusivity, and f = g/cρ denotes the heat source
(sink) function. In the absence of heat sources or sinks (i.e., when g(x, y, z, t) = 0 ), Eq
(19.2.6) reduces to the homogeneous heat conduction equation
 
∂u ∂2u ∂2u ∂2u
= k ∇2 u = k + 2 + 2 . (19.2.7)
∂t ∂x2 ∂y ∂z

In the case when the temperature distribution throughout the body reaches the steady
state, i.e., when the temperature becomes independent of time, Eq (19.2.7) reduces to the
Laplace equation
∂2u ∂2u ∂2u
∇2 u = + 2 + 2 = 0.  (19.2.8)
∂x2 ∂y ∂z

19.2.1 Ill-Posed Problems. Consider a cylindrical material that extends to infinity in a

direction perpendicular to the z-plane. The temperature on the boundary of this cylinder
is known. The problem is to find the temperature inside the cylinder. Assuming that the
temperature is not changing with time, let u(x, y) denote the temperature at a point (x, y).
Recall that the function u(x, y), which is the real part of f (z) = u(x, y) + iv(x, y), satisfies
Laplace’s equation. The function f (z) is known as the complex temperature. The problem
to solve is to determine the appropriate function f (z) such that its real part u(x, y) matches
the given temperature on the boundary of the cylinder.
If f (z) denotes the complex temperature, then its real part u(x, y) = c, where c is a
constant, denotes the level lines of the temperature, called the isotherms, and the level lines
of v(x, y) = c are called the lines of flux, which are the lines along which heat flows.
Note that the solution of a well-posed flow problem always exists and is unique. We will
now discuss the problem of ill-posed boundary value problems.
The existence of the solution of a boundary value problem is generally difficult to es-
tablish. One of the methods to show that a solution exists is to construct it. We have
already constructed solutions of different types of boundary value problems. For example,
the existence of the solution of the Dirichlet problem ∇2 u = f (x) in a domain Ω, such that
u = g (xs ) on the boundary ∂Ω, where xs is an arbitrary point on the boundary, is estab-
lished in Kythe et al. [2003: 232] in terms of the Green’s function. To understand what an
ill-posed problem means, we will first note that a well-posed problem is the one for which
a unique solution exists, and this solution depends continuously not only on the prescribed
initial and boundary conditions but also on the coefficients in the equations, or boundary
conditions, parameters, and geometry as well. A problem that is not well-posed is said to
be ill-posed . For example, the Neumann problem ∇2 u = F (x) in a domain Ω, such that
∂u
= g (xs ) on the boundary ∂Ω, where xs is an arbitrary point on the boundary, is solved
∂n
in Kythe et al. [2003: 232]. It is shown that by the divergence theorem (see Appendix A)
ZZZ ZZZ ZZ ZZ
∂u
F (x) dΩ = ∇2 u dΩ = dS = g(xs ) dS.
Ω Ω S ∂n S
ZZZ ZZ
Thus, if the consistency condition F (x) dΩ = g(xs ) dS is not satisfied, the Neu-
Ω S
mann problem cannot have a solution. Examples of ill-posed problems arise, inter alia, in
the areas of heat conduction, forced vibrations, bifurcations, Cauchy problems for hyper-
bolic systems, and singular perturbations. We will not discuss all these problems, but solve
some specific problems only.
606 19 HEAT TRANSFER

Example 19.8. The initial value problem for the Laplace equation uxx + uyy = 0,
x > 0, −∞ < y < ∞, subject to the initial conditions u(0, y) = f (y), ux (0, y) = g(y),
−∞ < y < ∞, is ill-posed in the sense that the solution does not depend continuously on
the data functions f and g. The details are as follows: For f = f1 = 0 and g = g1 = 0
sin ny
we have the solution u1 = 0. Also, for f = f2 = 0 and g = g2 = the solution
n
1
is u2 = 2 sin ny sinh nx. Since the data functions f1 and f2 are the same, and since
n
sin ny
lim g1 − g2 = lim − = 0 uniformly for all y ∈ R1 , we conclude that the pairs of
n→∞ n→∞ n
the data functions f1 , g1 and f2 , g2 can be made arbitrarily close by choosing n sufficiently
large. We will compare the solutions u1 and u2 at y = π/2 for an arbitrary small, fixed
value of x > 0 and odd positive values of n. Then
 π  π 1 enx − e−nx
lim u1 x, − u2 x, = lim 2 sinh nx = lim = ∞.
n→∞ 2 2 n→∞ n n→∞ 2n2

Hence, by choosing n sufficiently large, the maximum difference between the data functions
can be made arbitrarily small, but the maximum difference between the corresponding
solutions becomes arbitrarily large. Thus, this initial value problem, and all such problems
for elliptic equations, are, in general, ill-posed. 
Example 19.9. Consider the backward heat equation vt = vxx , 0 < x < 1, 0 < t < T ,
subject to the boundary and initial conditions v(0, t) = 0 = v(1, t) for 0 < t < T , and
v(x, T ) = f (x) for 0 < x < 1. Note that the initial condition of the forward condition has
been replaced by a terminal condition, which specifies the state at the final time t = T . The
initial value problem for the backward heat equation is completely identical to the terminal
problem for the forward equation. The problem is to determine the previous states v(x, t)
for t < T , which have resulted up to the state f (x) at time T . This problem has no solution
for arbitrary f (x). Even if the solution exists, it does not depend continuously on the data.
To see this, let v0 (x) denote the initial state v(x, 0). Then the function
∞
X 2
π2 t
v(x, t) = Cn e−n sin nπx, 0 < x < 1, 0 < t < T,
n=1

where Z 1
Cn = 2 v0 (x) sin nπx dx, n = 1, 2, . . . ,
0

will be the solution of the problem provided the coefficients Cn are such that
∞
X 2
π2 T
f (x) = Cn e−n sin nπx dx, 0 < x < 1. (19.2.9)
n=1

However, the series in (19.2.9) converges uniformly to a function in the class C ∞ (0, 1) irre-
spective of what value Cn has. Hence, no solution exists when f (x) 6∈ C ∞ (0, 1). Moreover,
even if f (x) is in the class C ∞ (0, 1), the solution does not depend continuously on the data.
We will consider two special cases of f (x).
sin N πx
Case 1. f (x) = , where N is an integer. Then the unique solution of the
N
problem is
1 N 2 π2 (T −t)
v(x, t) = e sin N πx, 0 < x < 1, 0 < t < T.
N
 19.2 HEAT TRANSFER 607

Note that f (x) → 0 as N → ∞, which means that this data function differs by an
arbitrarily small quantity from the data function f ≡ 0, which yields the solution v ≡ 0.
On the other hand, v(x, t) → ∞ for 0 < t < T as N → ∞, which means that the solution
does not depend continuously on the data.
Case 2. f (x) = x. Then
Z 1
2
π2 T 2
Cn e−n =2 x sin nπx dx = (−1)n+1 .
0 n

Thus,
∞
X 2 n2 π2 T
v0 (x) = (−1)n+1 e sin nπx dx.
n=1
n

This series is divergent, and hence, v0 (x) = v(x, 0) cannot be determined. Moreover, the
solution does not remain close to x for x 6= 0. For another case, it can be shown that the
above problem is ill-posed for f (x) = x(1 − x), 0 < x < 1. 
Example 19.10. To show that the backward heat conduction problem in a finite rod
is ill-posed, let the ends of the rod of length l be kept at zero temperature subject to the
condition v(x, 1) = g(x), which is known, and assume that there are no sources/sinks. The
problem reduces to finding the initial state v(x, 0) = f (x). Since
∞
X nπx −n2 π2 t/l2
v(x, t) = Cn sin e ,
n=1
l

where Z l
2 nπξ
Cn = f (ξ) sin dξ,
l 0 l
we get
Z
2 Xn l nπξ o
∞
nπx −n2 π2 t/l2
v(x, t) = f (ξ) sin dξ sin e .
l n=1 0 l l

At t = 1, we get
Z
2 Xn l nπξ o
∞
nπx −n2 π2 /l2
g(x) = v(x, 1) = f (ξ) sin dξ sin e . (19.2.10)
l n=1 0 l l

Let the Fourier sine series for g(x) be given by

∞
X nπx
g(x) = Gn sin , (19.2.11)
n=1
l

where Z l
2 nπξ
Gn = g(ξ) sin dξ.
l 0 l
Comparing (19.2.10) and (19.2.11), we find that
Z l
2 −n2 π2 /l2 nπξ
Gn = e f (ξ) sin dξ,
l 0 l
608 19 HEAT TRANSFER

which, being an integral equation of the first kind, is known to be ill-posed (Kythe and Puri
[2002, Ch. 11]). .
In heat transfer problems there are other features that impose certain restrictions so as
to make a problem well-posed. These features include boundedness of the region and the
insulation at certain boundaries. They are explained by the following example.
Example 19.11. Consider a vertical slab with its left face maintained at the constant
temperature 20◦ and the right face at 90◦ in Fahrenheit or centigrade (Figure 19.3(a)).
First, we find a harmonic function u(x, y) with no singularities or discontinuities inside the
slab (0 ≤ x ≤ 1), such that u(0, y) = 20 and u(1, y) = 90. Since the boundary conditions
do not depend on y, the function u is independent of y, and we can take u = A + B.
Applying the boundary conditions we find that A = 70 and B = 20, so that temperature
distribution in the slab is given by u(x, y) = 70x + 20, and thus, the complex temperature
is f (z) = 70z + 20. Notice that if this were an electrostatic problem, then u(x, y) defines
the potential inside a channel bounded by conducting plates at x = 0 and at x = 1, with
the left plate kept at potential 20 and the right at potential 90.

y y
u = 90 o
u = 20o

u = 90 o
u = 20o

x
0 1

x
0 1
insulated
(a) (b)
Figure 19.3 (a) Vertical slab. (b) Bounded and insulated slab.

If f (z) = u(x, y) + iv(x, y) defines the complex temperature, then the level lines of
temperature ℜ{f (z)} = u(x, y) = c (constant) are called the isotherms, and the level lines
of ℑ{f (z)} = v(x, y) = c are called the lines of flux. Note that heat flows along the lines of
flux.
However, there exists another solution to this heat conduction problem. Consider the
function
sin πz = sin πx cosh πy + i cos πx sinh πy.

The real part of this function is harmonic, and zero for x = 0 and x = 1. Thus, the function

U (x, y) = 70x + 20 + sin πx cosh πy

is another solution of the problem, and this heat conduction problem is ill-posed.
Now, what happens to the temperature across the top and the bottom of the slab? Since
the slab is infinite in the y-direction, there is really no top or bottom of the slab. However,
since lim cosh y = ∞, the solution U (x, y) approaches infinity for large y, i.e., there
y→±∞
exists a great heat source both at the top and the bottom of the slab. If we require that
 19.2 HEAT TRANSFER 609

the solution u(x, y) be bounded throughout the slab, the other solution U (x, y) would have
been eliminated, thus giving a unique solution. This demands that we add the restriction
that the temperature be bounded when the material (or region) extends to infinity.
Moreover, since the presence of insulation at a boundary, or a part of it, stops the flow
of heat in or out of that boundary, we can also specify that a portion of the boundary be
insulated. The insulated segment of the boundary coincides with a line of flux v(x, y) = c.
∂u(x, y)
This means that = 0, where n is normal to the insulated boundary surface. 
∂n
Example 19.12. To find the temperature inside the bounded slab (Figure 19.3(b)), the
solution u(x, y) = 70x + 20 found in Example 19.11 is the required temperature on the left
and right boundaries. Also the insulated segment on the x-axis is a line of flux y = 0. The
∂u
derivative along the outward normal to the insulated boundary is = 0. 
∂y
Example 19.13. Solve the two-dimensional steady heat conduction problem for the
quadrant x, y > 0 with thermal conductivity a if the side y = 0 is maintained at zero
temperature, while the other side x = 0 is thermally insulated except for the region 0 < y < b
through which heat flows with constant density q (Figure 19.4).

y
.
insulated

b
q
x
0 T =0

Fig. 19.4 Heat conduction in the first quadrant with a vertical insulated wall.

Thus, we solve Laplace’s equation

∂2T ∂2T
2
+ = 0, 0 < x < ∞, 0 < y < ∞, (19.2.12)
∂x ∂y 2

subject to the boundary conditions

( q
∂T − , 0 < y < b,
T (x, 0) = 0, = f (y) = a
∂x x=0 0, b < y < ∞.

Applying the Fourier sine transform with respect to y, we get

d2 T̃
− α2 T̃ = 0,
dx2
610 19 HEAT TRANSFER
r
π
which has the solution T̃ (x, α) = B(α) e−αx . On inversion this gives
2
Z ∞
T (x, y) = B(α) e−αx sin αy dα, (19.2.13)
0

where the coefficient B(α) is determined from the boundary condition

Z ∞
∂T
= f (y) = α B(α) sin αy dα, 0 < y < ∞,
∂x x=0 0

which gives Z ∞
2 2q 1 − cos αb
B(α) = − f (y) sin αy dy = .
πα 0 πa α2
Hence, the solution of the problem is
Z ∞
2q 1 − cos αb −αx
T (x, y) = e sin αy dα. (19.2.14)
πa 0 α2

Alternatively, we use the method of separation of variables, assuming that T (x, y) =

X(x)Y (y), and obtain
X ′′ Y ′′
=− = λ2 .
X Y
The equation Y ′′ + λ2 Y = 0 yields yλ = sin λy, and the equation X ′′ − λ2 X = 0 yields
Xλ = e−λx . Hence, X
T (x, y) = A(λ) e−λx sin λy. (19.2.15)
λ>0

We partition the interval [0, ∞) into subintervals 0 < λ1 < λ2 < . . . . Let A(λ) eλx sin λy
have an average value A(λ) eλx sin λy on each subinterval (λi−1 , λi ), i = 1, 2, . . . , of uniform
length dλ. Then summing over all these subintervals, we find from (19.2.15)
Z ∞
T (x, y) = A(λ) e−λx sin λy dλ,
0

which is the same as (19.2.13). Thus, the solution is given by (19.2.14) with α replaced by
λ. 

19.3 Conformal Transformations

We will consider the conformal mapping z = sin ζ (See Map 5.9(v), Map 5.27, and Map
5.28.) The transformations from the z-plane onto the ζ-plane involve

x = sin ξ cosh η,
(19.3.1)
y = cos ξ sinh η,

with the inverse transformations

h 1 p p i
ξ = arcsin (x + 1)2 + y 2 − (x − 1)2 + y 2 ,
2 (19.3.2)
h p p i
−1 1
η = cosh (x + 1)2 + y 2 + (x − 1)2 + y 2 ,
2
 19.3 CONFORMAL TRANSFORMATIONS 611

where the range of the arcsin function is [−π/2, π/2].

Example 19.14. To find the temperatures inside the shaded region in the z-plane shown
in Figure 19.5 with the indicated boundary conditions, we use Example 19.11, and use the
first two mappings in Figure 19.6.

Y η y

u = 90 o
u = 90 o

u = 20o
u = 20o

u = 20o

X ξ x
0 1 0 1 0 1 u = 90 o
Z - plane ζ- plane z- plane
Figure 19.5 Map z = sin ζ .

Note that the figures in the Z- and ζ-planes correspond to the problem of Example 19.11.
Thus, the solution in the w-plane is u = 70X + 20, where x is replaced by X as Z = X + iY .
The first transformation onto the ζ-plane is the magnification ζ = πZ/2, or Z = 2ζ/π.
Hence,
2ξ 2η
Z = X + iY = +i ,
π π

which yields X = 2ξ/π. Then the solution for u is

140ξ
u= + 20.
π

The second mapping z = sin ζ uses Eq (19.3.2) to transform this value of temperature u to
the required value

140 h 1 p p i
u= arcsin (x + 1)2 + y 2 − (x − 1)2 + y 2 + 20. 
π 2

Example 19.15. Consider the case of temperature distribution throughout the upper
and lower semicircular regions of the unit disk with the given boundary temperature


20◦ for 0 < θ < π,
u= ◦
0 for −π < θ < 0.

To find the temperature at the points z = 0 and z = 1/2, we use the above mapping
1−z
function ζ = i which maps region |z| ≤ 1 onto the upper half of the ζ-plane (see Map
1+z
3.25), such that the upper semicircular boundary is mapped onto the positive ξ-axis while
612 19 HEAT TRANSFER

the lower boundary is mapped onto the negative ξ-axis (see Figure 19.6).

y
η
u = 20o

•ζ
_1 x
0 1
α
o ξ
u=0 0 u = 20o
o
u=0 ζ- plane
z- plane
z−1
Figure 19.6 Map ζ = −i .
z+1

Then the bounded temperature distribution in the ζ-plane is given by u = Aα+B, where
α = arctan(η/ξ), where 0 ≤ arctan(η/ξ) ≤ π. The boundary conditions give B = 20 and
A = −20/π, and hence,
20
u= arctan ηξ + 20, (19.3.3)
π
z−1
using which in the mapping function ζ = −i we obtain
z+1

x1 + iy x2 + y 2 − 1 + 2iy
ξ + i η = −i = −i .
x + 1 + iy (x + 1)2 + y 2

Hence, equating real and imaginary parts, we have

2y 1 − x2 − y 2
ξ= , η= . (19.3.4)
(x + 1)2 + y 2 (x + 1)2 + y 2

Substituting (19.3.4) into (19.3.3) we get the temperature distribution

20 1 − x2 − y 2
u(x, y) = − arctan + 20, 0 ≤ arctan(· · · ) ≤ π.
π 2y

Then the temperature at z = 0 is

20 20 π/2
u(0, 0) = − arctan(∞) + 20 = − 20 = 10◦ ,
π π +

since tan(π/2) = ∞; and the temperature at (0,1/2) is

20
u(0, 1/2) = − arctan(3/4) + 20 ≈ 16.9◦ . 
π

Example 19.16 To find the temperature inside the semicircular region, shown in Figure
1−z
19.7, with the given boundary values, we use the transformation ζ = i to map the given
1+z
upper semicircular region onto the first quadrant of the ζ-plane (see Map 3.25), such that
 19.4 POISSON’S INTEGRAL FORMULAS 613

the lower boundary of the z-plane maps onto the positive η-axis and the upper boundary
maps onto the positive ξ-axis (Figure 19.7).

y η
u= 0

u = 50
x
u = 50 u= 0
ξ

z- plane ζ - plane
z−1
Figure 19.7 Map ζ = −i .
z+1

Then the solution in the ζ-plane is

100 η
u(ξ, η) = arctan ,
π ξ

which, using Eq (19.3.4), becomes

100 1 − x2 − y 2
u(x, y) = arctan ,
π 2y

where the domain of the arctan function is [0, π/2]. 

19.4 Poisson’s Integral Formulas

There are two Poisson’s integral formulas which are unique solutions of the Dirichlet prob-
lem. Given on the boundary of a simply connected domain, these formulas determine the
values of the function inside the domain.

19.4.1 First Poisson’s Integral Formula. If u is defined and continuous on the disk
D(0, r) = {z : |z| < r}, then for ρ < r
Z

iφ

r2 − ρ2 2π u reiθ
u ρe = dθ. (19.4.1)
2π 0 r2 − 2rρ cos(θ − φ) + ρ2

Proof. D(0, r) is simply connected; u is harmonic on D(0, r). Then there exists an
analytic function f (z) in D(0, r) such that

u(z) = ℜ {f (z)}, |z| < r.

By Cauchy’s integral formula

Z
1 f (ζ)
f (z) = dζ (19.4.2)
2iπ ζ −z
Γs :|z|=s|r

for all z within Γs , where ρ ∈ Γs . (Recall that the symmetric point of z with respect to
R2
the circle |z − a| + R is z ∗ = + a.) Then the symmetric point z ∗ of z with respect to
z̄ − ā
614 19 HEAT TRANSFER

s2
the circle Γs is given by z ∗ = . (z ∗ is also called the reflection of z in the circle |z| = s.)
z̄
Note that if z is within Γs , then z ∗ is given by
Z
1 f (ζ)
dζ. (19.4.3)
2iπ ζ − z∗
Γs :|z|=s|r

Subtracting (19.4.2) and (19.4.3) we get

Z n 1
1 1 o
f (z) = f (ζ) − dζ.
2iπ ζ −z ζ − z∗
Γs :|z|=s|r

Simplifying and noting that s2 = |ζ|2 = ζ ζ̄, we have

1 1 1 1 1 z̄
− = − = −
ζ −z ζ − z∗ ζ−z s2 ζ − z ζ z̄ − ζ ζ̄
ζ−
z
1 z̄ ζ(z̄ − ζ̄) + z̄(ζ − z)
= − =
ζ−z ζ(z̄ − ζ̄) ζ(ζ − z)(z̄ − ζ̄)
2 2
|ζ| − |z|
= .
ζ|ζ − z|2

Hence, Z
1 |ζ|2 − |z|2
f (z) = f (ζ) dζ.
2iπ ζ|ζ − z|2
Γs :|z|=s|r

Now, let z = ρe , ρ < s < r and ζ = seiθ . Then

iφ

Z 2π
1 f (seiθ ) (s2 − ρ2 )
f (z) = 2 iseiθ dζ.
2iπ 0 seiθ seiθ − ρeiφ

But
2 2
seiθ − ρeiφ = s cos θ − ρ cos φ + i (s sin θ − ρ sin φ)
= (s cos θ − ρ cos φ)2 + (s sin θ − ρ sin φ)2
= s2 − 2sρ sin θ cos φ + ρ2 .

Then Z 2π
1 u(seiθ ) (s2 − ρ2 )
u(ρeiφ ) = ℜ {f (ρeiφ )} = dθ.
2π 0 s2 − 2sρ sin θ cos φ + ρ2

Let s → r through a sequence of radii ρn → r. Then
Z 2π
iφ 1 u(reiθ ) (r2 − ρ2 )
u(ρe ) = dθ, ρ < r. (19.4.4)
2π 0 r2 − 2rρ sin θ cos φ + ρ2

19.4.2 Poisson’s Formula for the Unit Disk. If the domain is the unit circle |z| ≤ 1,
z = r eiθ , then
Z
1 − r2 2π u(1, φ)
u(r, θ) = dφ, (19.4.5)
2π 0 1 − 2r cos(θ − φ) + r2
 19.4 POISSON’S INTEGRAL FORMULAS 615

where the point r, θ) is inside the unit circle, and u(1, φ) is a point on the boundary |z| = 1.
The function u(1, φ) is assumed known (see Figure 19.8(a), where the length between the
fixed point P and any point Q is equal to |P Q|2 = 1 − 2r cos(θ − φ) + r2 .) Then, formula
(19.4.5) can also be written as
Z 2π
1 − r2 u(1, φ)
u(r, θ) = dφ, (19.4.6)
2π 0 |P Q|2

Q4
Q5 •
Q3
• •

Q6
• • Q2

Q7
• • • Q1
0 P (1/ 2 , 0 )

Figure 19.8 (a) Unit disk, (b) z -plane.

19.4.3 Second Poisson’s Integral Formula. This is Poisson’s integral representation

for the Dirichlet problem in the half-plane. To find the solution of the Laplace equation
uxx + uyy = 0 in the domain |x| < ∞ and y ≥ 0, subject to the conditions that u → 0 as
|x| → ∞ or as y → ∞, and u(x, 0) = δ(x), we apply the Fourier transform to the partial
differential equation with respect to x and get

ũyy − α2 ũ = 0,

whose solution is
ũ = Ae−|α|y .
Applying the boundary condition at y = 0 in the transform domain, we get ũ(α, 0) = A =
1 1
√ . Hence, ũ = √ e−|α|y . On inverting, we obtain
2π 2π

1 y
u(x, y) = .
π x2 + y 2

Now, we use the convolution theorem2 for the Fourier transform (Kythe et al. [2003: 189])
to obtain the solution to the problem with arbitrary condition u(x, 0) = f (x). Then the
solution is Z
1 ∞ y ds
u(x, y) = u(s, 0) , (19.4.7)
π −∞ (s − x)2 + y 2
which is known as the Poisson integral representation for the Dirichlet problem in the half-
plane. The values of the harmonic function u = u(s, 0) are assumed known on the real axis.

2 1 R∞
The convolution of f (t) and g(t) over (−∞, ∞) is defined by f ⋆ g = √ f (s)g(x − s) ds =
2π −∞
1 R∞
√ f (x − s)g(s) ds.
2π −∞
616 19 HEAT TRANSFER

Formula (19.4.7) allows us to compute u(x, y) at any point (x, y) in the upper half-plane
y > 0 by simply knowing the value of u on the x-axis (see Figure 19.8(b)).
To get the geometrical significance of formula (19.4.7), note that the point P at (x, y)
is fixed while the point Q moves along the x-axis, i.e., we can regard x and y as constants
while s is treated as a variable to perform the integration. Then the integrand in (19.4.7),
without the factor u(s, 0), can be rewritten as

ds s − x
d
y ds y y
=  s − x 2 =  s − x 2 .
(s − x)2 + y 2
1+ 1+
y y

s−x du
Since θ = arctan (from Figure 19.8(b)), and since d arctan u = , we can rewrite
y 1 + u2

y ds s−x
= d arctan = dθ.
(s − x)2 + y 2 y

Hence, formula (19.4.7) becomes

Z π/2
1
u(x, y) = u(s, 0) dθ. (19.4.8)
π −π/2

Example 19.17. Consider the case of heat flow when the temperature at different points
on the boundary of the unit disk is as given in Table 19.1 and Figure 19.9. Use Poisson’s
formula (19.4.6) to determine the temperature at z = 1/2.

Table 19.1 Temperature on the unit circle.

angle φ in radians 0 π/6 π/3 π/2 2π/3 3π/4 π ··· 0

temperature u(1, φ) 0 10 20 30 20 10 0 ··· 0

Q4
Q5 •
Q3
• •

Q6
• • Q2

Q7
• • • Q1
0 P (1/ 2 , 0 )

Figure 19.9 Distances |P Q|2 .

We will estimate the temperature u(1/2, 0) by using the Riemann sum, so that formula
(19.4.6) becomes
6
1 − r2 X u (1, φn ) π
u(r, θ) ≈ , (19.4.9)
2π n=2 |P Qn |2 6
 19.4 POISSON’S INTEGRAL FORMULAS 617

where we have taken only the non-zero values of u(1, φ) which are at the points Q2 , . . . , Q6
(Figure 19.9). Instead of considering the entire unit circle, we have presented only the
upper semicircle, so as to avoid considering points with zero temperature. To estimate the
distances |P Q|2 we have used the laws of cosines for a triangle. Thus,

|P Q2 |2 = (1)2 + (1/2)2 − 2 · 1 · (1/2) cos(π/6) ≈ 0.384; and similarly

|P Q3 |2 = 0.75; |P Q4 |2 = 1.25; |P Q5 |2 = 1.75; |P Q6 |2 ≈ 2.116.

Hence,
0.75 π h 10 20 30 20 10 i
u(1/2, 0) ≈ + + + +
2π
 6 0.384 0.75 1.25 1.75  2.116
≈ 0.625 2.604 + 2.667 + 2.4 + 1.142 + 0.473 ≈ 6.8. 

Example 19.18. Estimate the temperature at the z = i when the temperatures on the
x-axis are determined as

 0 for x < 1,

u(x, 0) = 20x for 1 ≤ x ≤ 3,


0 for x > 3.

Using Poisson’s formula (19.4.8), we have for this problem

Z arctan(3) Z arctan(3)
1 1
u(0, 1) = 20s dθ = 20s d(arctan s).
π π/4 π π/4

This integral holds because u(s, 0) = 0 for values of θ outside the range π/4 ≤ θ ≤ arctan(3)
(see Figure 19.10).

i•

... ...
x
0 1 1.2 1.4 1.6 1.8 2 2.2 2.4 2.6 2.8 3
}

}
}
u= 0 u = 20 x u= 0
Figure 19.10 Subintervals of [1, 3].

To evaluate this integral we will use the Riemann sum. Thus, we divide the interval
1 ≤ x ≤ 3 into 10 equal subintervals of length 0.2 each. The endpoints of the intervals are
1, 1.2, 1.4, . . . , 2.8, 3. We choose the value of u at the midpoint of each interval, i.e., at the
points x = 1.1, 1.3, 1.5, . . . , 2.9. Then we compute
10
1X
u(0, 1) ≈ 20xn ∆θn ,
π n=1
618 19 HEAT TRANSFER

where ∆θn = arctan(xn + 0.1) − arctan(xn − 0.1). The computation is presented in Table
19.2, where the angles are in radians.

Table 19.2.

n xn 20xn ∆θn 20xn ∆θn /π

1 1.1 22 0.0289 0.6358

2 1.3 26 0.0239 0.6214
3 1.5 30 0.0194 0.5820
4 1.7 34 0.0167 0.5678
5 1.9 38 0.0139 0.5282
6 2.1 42 0.0117 0.4914
7 2.3 46 0.0100 0.4600
8 2.5 50 0.0089 0.4450
9 2.7 54 0.0077 0.4158
10 2.9 58 0.0067 0.3868

The last column adds up to 6.136. Hence, u(0, 1) ≈ 6.136◦ . 

19.5 Diffusion Equation

Since Laplace’s equation is invariant under conformal mapping, we do not need a different
notation other than u, say, to express the potential in the physical as well as the model
planes. Thus, using Eq (17.9.5), we have

∇2 φ(x, y) = ∇2 ψ(u, v)|f ′ (z)|2 = ∇2 ψ(u, v)|dw/dz|2 = ∇2 ψ(u, v) |dz/dw|−2 . (19.5.1)

The basic equation for diffusion type phenomena is Fourier’s equation which is expressed
as
1 ∂φ
∇2 φ = 2 , (19.5.2)
c ∂t
which, using the method of separation of variables φ(xy) = φ0 (x, y) eαt , becomes the
Helmholtz equation
α
∇2 φ0 (x, y) + 2 φ0 (x, y) = 0. (19.5.3)
c
In the case of transforming the region onto the unit circle |w| < 1, we substitute Eq (19.5.1)
into Eq (19.5.3) and obtain

α
∇2 ψ0 (w, w̄) + |dz/dw|2 ψ0 (w, w̄) = 0. (19.5.4)
c2

Some examples, using different methods, are as follows:

Example 19.19. To find the solution of the diffusion equation ut = k uxx , 0 < x <
π, t > 0, subject to the boundary conditions u(0, t) = 1 − e−t and u(π, t) = 0 for t ≥ 0,
and the initial condition u(x, 0) = 0 for 0 < x < π, we apply the Laplace transform method,
which yields
d2 ū s
2
= ū,
dx k
 19.5 DIFFUSION EQUATION 619

1
with ū(0, s) = , and ū(π, s) = 0. The solution in the Laplace domain is
s(s + 1)
p
1 sinh s/k (π − x)
ū(x, s) = p .
s(s + 1) sinh s/kπ

C −1 0 C

Figure 19.11 Contour for integration.

The inversion formula gives

Z c+i∞
p
1 est sinh s/k(π − x)
u(x, t) = p ds,
2πi c−i∞ s(s + 1) sinh s/k π

where c is any positive constant. Assuming that k is not of the form n−2 , the integrand has
simple poles at s = 0, −1, −kn2 , n = 1, 2, · · · . The contour is shown in Fig. 19.11, where
the left semicircle, with ℜ {s} = c, is defined as the limit of a sequence of semicircles Γn
that cross the negative s-axis between the poles at −kn2 and −k(n + 1)2 . The limit of the
integrand around Γn is zero as n → ∞. The residue at the pole s = 0 is (π − x)/π, and at
the pole s = −1 is √
−t sin[(π − x)/ k]
−e √ .
sin(π/ k)
The residue at s = −kn2 is given by
p
s + n2 st sinh s/k(π − x) 2 sin nx 2
lim 2 e p = 2
e−kn t .
s→kn s(s + 1) sinh s/k π nπ(kn − 1)

Hence, √ ∞
π−x sin[(π − x)/ k] 2 X sin nx 2
u(x, t) = − e−t √ + e−kn t .
π sin(π/ k) π n=1 n(kn2 − 1)
π−x
Note that u → as t → ∞, which gives the steady-state temperature in the interval
π
0 ≤ x ≤ π. 
Example 19.20. To find the general solution of the diffusion equation ut = kuxx under
the nonhomogeneous initial condition u(x, 0) = f (x), subject to the boundary conditions
that lim f (x), u(x, t) → 0, we apply Fourier transform and get
x→±∞

ũt + kα2 ũ = 0,
620 19 HEAT TRANSFER

with the initial condition ũ(α, 0) = f˜(α), where α is the variable of the transform. The
solution, after applying the initial condition, is
2
ũ(α, t) = f˜(α)e−kα t ,

which, on inversion, yields

Z ∞
1 2
u(x, t) = √ f (s)e−(x−s) /(4kt)
ds,
2 πkt −∞

2
where we have used the convolution theorem and the Fourier transform of e−kx which is
1 2
√ e−α /(4k) . 
2πk
Example 19.21. Consider a rod of length l with periodic boundary conditions at the
end points. We will use the method of images and the result of Example 19.2 to determine
Green’s function G(x, t) for the heat conduction problem in the following four cases of
different types of boundary conditions. Note that this problem is regarded as that of an
infinite sequence of reflections by placing parallel mirrors at the end points (as an optical
example); then not only the primary heat pole (marked in Figures 19.12(a)-(d)) but also
all its images are reflected at both ends of the rod.
(a) u = 0 at both x = 0 and x = l.

ξ
− + +
• • •− • −
•
x= − l x=0 x=l x= 2 l x= 3l
Fig. 19.12(a) Heat conduction in a rod.
X Z
nπx 2 l nπx
Solution: f (x) = Bn sin , Bn = f (x) sin dx,
l l 0 l
   
x−ξ x+ξ
G(x, t) = ϑ τ −ϑ τ .
2l 2l

∂u
(b) = 0 at both x = 0 and x = l.
∂x

ξ
+ + + + +
• • • • •
x= − l x= 0 x=l x= 2 l x= 3l
Figure 19.12(b) Heat conduction in a rod.

X nπx
Solution: f (x) = An cos ,
l
Z l Z l
2 nπx 1
An = f (x) cos dx, A0 = f (x) dx,
l 0 l l 0
   
x−ξ x+ξ
G(x, t) = ϑ τ +ϑ τ .
2l 2l
 19.5 DIFFUSION EQUATION 621

∂u
(c) u = 0 at x = 0, and = 0 at x = l.
∂x

ξ
− + + − −
• • • • •
x= − l x= 0 x=l x= 2 l x= 3l
Figure 19.12(c) Heat conduction in a rod.

X (n + 1/2)πx
Solution f (x) = Bn sin ,
l
Z l
2 (n + 1/2)πx
Bn = f (x) sin dx,
l 0 l
   
x−ξ x+ξ
G(x, t) = ϑ τ −ϑ τ
4l 4l
   
x + ξ − 2l x + ξ − 2l
+ϑ τ −ϑ τ .
4l 4l

∂u
(d) = 0 at x = 0, and u = 0 at x = l
∂x

ξ
+ + − − +
• • • • •
x= − l x= 0 x=l x= 2 l x= 3l
Figure 19.12(d) Heat conduction in a rod.

The solution is
X Z
(n + 1/2)πx 2 l (n + 1/2)πx
f (x) = An cos , An = f (x) cos dx,
l l 0 l
       
x−ξ x+ξ x + ξ − 2l x + ξ − 2l
G(x, t) = ϑ τ +ϑ τ −ϑ τ −ϑ τ .
4l 4l 4l 4l

19.5.1 Finite Difference Method. Consider the one-dimensional diffusion equation

ut = k uxx , (19.5.5)

where k denotes the thermal diffusivity. For the grid (xi , tj ) = (ih, jl), we will discuss the
following three finite difference schemes:
(a) Forward Difference (Explicit Scheme):
Ui,j+1 − Ui,j Ui+1,j − 2Ui,j + Ui−1,j
=k ,
l h2
or

Ui,j+1 = 1 + r δx2 Ui,j , (19.5.6)
622 19 HEAT TRANSFER

where r = k l/h2 .
(b) Backward Difference (Implicit Scheme):

Ui,j+1 − Ui,j Ui+1,j+1 − 2Ui,j+1 + Ui−1,j+1

=k ,
l h2
or


1 − r δx2 Ui,j+1 = Ui,j . (19.5.7)

(c) Crank-Nicolson (Implicit Scheme):

Ui,j+1 − Ui,j δ 2 Ui,j + δx2 Ui,j+1

=k x ,
l h2
or
 r   r 
1 − δx2 Ui,j+1 = 1 + δx2 Ui,j . (19.5.8)
2 2

Note that the Crank-Nicolson scheme is derived by averaging the finite differences at the
points (i, j) and (i, j + 1) (see Exercise 12.2). Also, the above forward difference scheme
(19.5.6) is conditionally stable iff r < 1/2, but the other two schemes (19.5.7) and (19.5.8)
are always stable.
In the case of a function u(x, t) of two independent variables x and t, we partition
the x-axis into intervals of equal length h, and the t-axis into intervals of equal length l.
The (x, t)-plane is divided into equal rectangles of area hl by the grid lines parallel to Ot,
defined by xi = ih, i = 0, ±1, ±2, . . . , and by the grid lines parallel to Ox, defined by yj = jl,
j = 0, ±1, ±2, . . . (Fig. 19.13). We will use the following notation: Let uP = u(ih, jl) = ui,j
denote the value of the function u(x, t) at a mesh point (node) P (ih, jl). Then, in view of
formula (12.6), we have the following three central difference schemes:

∂2u ∂2u u ((i + 1)h, jl) − 2u(ih, jl) + u ((i − 1)j, jl)
= =
∂x2 P ∂x2 i,j h2
2
(19.5.9)
Ui+1,j − 2Ui,j + Ui−1,j δ Ui,j
= ≡ x 2 , i = 1, 2, . . . , n − 1,
h2 h

h2
with a truncation error − uxxxx(x̄, t), where xi−1 < x̄ < xi ;
12

∂2u ∂2u Ui,j+1 − 2Ui,j + Ui,j−1 δ 2 Ui,j

= = ≡ t 2 , j = 1, 2, . . . , m − 1, (19.5.10)
∂t2 P ∂t2 i,j l 2 l

l2
with a truncation error − utttt (x, t′ ), where tj−1 < t′ < tj ; and
12

∂2u Ui+1,j+1 − Ui+1,j−1 − Ui−1,j+1 + Ui−1,j−1

= , (19.5.11)
∂x∂t P 4hl
 19.5 DIFFUSION EQUATION 623

h2 l2
with a truncation error − uxxxt(x̄, t̄ ) − uxttt (x′ , t′ ).
6 6
t

x
i, j +1

x P x(ih, jl) x
i −1, j i, j i +1, j

x i, j − 1

l
x

h
Figure 19.13 Grid lines.

Example 19.22. Consider the boundary value problem

ut = uxx , 0 < x < 1, t > 0,

u(0, t) = 0 = u(1, t), for t > 0, (19.5.12)
u(x, 0) = f (x), for 0 < x < 1.

Since the space derivative is of second order, we will use the central difference scheme
(19.5.9), where Ui,j = u(xi , tj ) denotes the temperature at a point xi at time tj . For the
time derivative we use the forward difference scheme
Ui,j+1 − Ui,j
ut = ,
l
where l = tj+1 − tj . Then Eq (19.5.12) is approximated by
 
r Ui+1,j − 2Ui,j + Ui−1,j = Ui,j+1 − Ui,j ,
(19.5.13)
i = 1, 2, . . . , n − 1, and j = 0, 1, 2, . . . ,

where r = l/h2 , and the boundary and initial conditions become

U0,j = 0 = Un,j , for j = 1, 2, . . . ,

Ui,0 = f (xi ) = fi , for i = 0, 1, 2, . . . , n.

After rearranging the terms in Eq (19.5.13), we get

Ui,j+1 = r Ui−1,j + (1 − 2r) Ui,j + r Ui+1,j . (19.5.14)

This difference equation allows us to compute Ui,j+1 from the values of U that are computed
for earlier times. Note that the value Ui,0 = fi is a prescribed value of u at time t = 0 and
x = xi .
624 19 HEAT TRANSFER

As an example, we take n = 4, i.e., h = 1/4. The value of r in Eq (19.5.14) must be

chosen properly so that the solution remains stable. It has been determined that for a
stable solution the value of r must be such that the coefficients of u on the right side of Eq
1
(19.5.14) remains non-negative (Smith [1985: Ch. 3]). Hence, we must have 0 < r ≤ .
2
1
Then, in view of this restriction, we must have l ≤ rh2 = . In the marginal case when
32
r = 1/2, we get l = 1/32. With these values of r and l, the system (19.5.14) reduces to

1 
Ui,j+1 = Ui−1,j + Ui+1,j , j = 0, 1, 2, . . . .
2
Since U0,j = U4,j = 0 for all j, we find that
for j = 0:
1 
Ui,1 = Ui−1,0 + Ui+1,0 ,
2
or, successively,
1 1 1
U1,1 = f2 , U2,1 = (f1 + f2 ), U3,1 = f2 ;
2 2 2
for j = 1:
1 1 1
U1,2 = U2,1 , U2,2 = (U1,1 + U3,1 ), U3,2 = U2,1 ,
2 2 2
and so on. The values of Ui,j for f (x) = cos πx are listed below in Table 19.3 for some
successive values of t.
Table 19.3 Values of Ui,j for f (x) = cos πx.

t x=0 x = 0.25 x = 0.5 x = 0.75 x=1

√ √
0 1 1/ 2 ≈ 0.7071 0 −1/ 2 ≈ −0.7071 −1
1/32 0 0.5 0 −0.5 0
1/16 0 0 0 0 0
3/32 0 0 0 0 0
1/8 0 0 0 0 0

Notice that the values average out in the outer columns. This will happen if r = 1/2 is
chosen. The solution for problem (19.5.12) for different values of t with r = 0.1 is presented
in the following table Table 19.4.
Table 19.4 Solution of problem (19.5.12).

t x=0 x = 0.25 x = 0.5 x = 0.75 x=1

√ √
0 1 1/ 2 ≈ 0.7071 0 −1/ 2 ≈ −0.7071 −1
1/32 0 0.665685 0 −0.665685 0
1/16 0 0.532548 0 −0.532548 0
3/32 0 0.426039 0 −0.426039 0
1/8 0 0.340831 0 −0.340831 0
 19.6 HIGH TEMPERATURE EFFECTS 625

19.5.2 Steady-State Temperature. In this case the temperature at the point (x, y)
must be equal to the temperatures at points in its neighborhood. If the temperature was
lower than the average temperature, heat would flow toward the point (x, y) and cause the
temperature there to rise, thus destroying the steady state.
If we expand the function u into a Taylor’s series about the point (x, y), we get

X∞ X ∞
∂ m+n u(x, y) h k n
u(x + h, y + k) =
n=0 m=0
∂xm ∂y n m! n!
h2 k2
= u(x.y) + ux (x.y)h + uy (x, y)k + uxx (x, y) + uxy (x.y)hk + uyy (x, y)
2 2
h3
+ uxxx (x, y) + ··· . (19.5.15)
3!

Thus, the difference between u at (x, y) and an adjacent point (x + h, y + k) is

h2 k2 h3
u(x + h, y + k) − u(x, y) = ux huy k + uxx + uxy hk + uyy + uxxx + · · · . (19.5.16)
2 2 3!

Then the average of the differences (19.5.16) over the infinitesimal square surrounding the
point (x, y) of side 2ε is
Z ε Z ε
1 
u(x + h, y + k) − u(x, y) dk dh. (19.5.17)
4ε2 −ε −ε

If we replace the integrand in (19.5.17) by the right side of (19.5.16) and integrate, we find
that the first and second terms give
Z ε Z ε Z ε Z ε
ux (x, y) uy (x, y)
h dh dk = 0 = k dk dh,
4ε2 −ε −ε 4ε2 −ε −ε

but the third term gives

Z ε Z ε
uxx ux (x, y) h2 uxx h3 ε uxx ε2
dh dk = = 6= 0.
4ε2 4ε2 −ε −ε 2 2ε 6 −ε 6

The fourth term vanishes like the first two terms, but the fifth term does not vanish and
uyy ε2
gives . The remaining terms will involve higher powers of ε and will henceforth be
6
ignored. Thus, combining these values we have
Z ε Z ε
1  ε2
u(x + h, y + k) − u(x, y) dk dh dk dh ≈ ∇2 u. (19.5.18)
4ε2 −ε −ε 6

19.6 High Temperature Effects

For incompressible flows, the Bernoulli equation gives a stagnation pressure, i.e., static and
dynamic pressure, p0 , as p0 = p + 12 ρv 2 . For compressible flows, the stagnation pressure is
defined by
 γ − 1 2 γ/(γ−1)
p0 = p 1 + M , (19.6.1)
2
626 19 HEAT TRANSFER

where M is the Mach number, and γ is the specific heat of the fluid. Expanding Eq (19.6.1)
in a Taylor’s series expansion, we obtain

h γ γ−1 2 γ  γ  γ − 1 2 i
p0 = 1 + M + −1 M2 + · · ·
γ−1 2 2(γ − 1) γ − 1 2
h γ γ M 2 2 i
= p 1 + M2 + + ···
2 2 2
ρv 2 1 M2 ρv 2
=p+ + ρv 2 + · · · , using M 2 = , (19.6.2)
2 2 4 γp

where the first term is related to the Bernoulli equation. Note that the higher terms are
negligible for small M (< 0.3), since M 2 /4 < (0.3)2 /4 = 0.0225.
Static properties are those properties which are observed if the observer is moving with
the supersonic flow, and they are always defined with respect to the observer. On the other
hand, the stagnation properties are always defined by conditions at a point, and represent
the static properties that are measured if the fluid (i.e., air) is made to stop at that point
isentropically, typically at the nose of an aircraft.

19.6.1 Hypersonic Flow and High Temperature Effects. According to van Dyke, a
hypersonic flow past a body at high Mach number is essentially nonlinear. Let τ denote the
thickness-to-body ratio of a body. Then for thin bodies, the product M τ is of order 1. The
thin region between the shock and the body is called the shock layer. In thin bodies the
shock layer is very close to the body. Shock curvature implies that shock strength varies
for different streamlines (stagnation pressure and velocity gradients).
The hypersonic tunnel for air propulsion can be described as follows:
At 80,000 feet and dynamic pressure greater than 2 psf, the sonic boom is gener-
ated; also at 120,000 feet and dynamic pressure less than 1 psf. For other details, see
http://www.onera.fr/conferences/ramjet-scramjet-pde/images/hypersonic-funnel.gif.
For a typical re-entry case of a supersonic flight, very little deceleration is needed until
the jet reaches denser air, so as to avoid large fluctuations in aerodynamic loads and landing
point. The altitude z of different types of atmosphere that are encountered in supersonic
flights are as follows:
0 < z < 10 km: Troposphere;
10 < z < 50 km: Stratosphere;
50 < z < 80 km: Mesosphere;
z > 80 km: Ionosphere (contains ions and free electrons);
also,
60 < z < 85 km: NO+ ;
85 < z < 140 km: NO+ , and O+ 2;
140 < z < 200 km: NO+ , O+ 2 , and O+ ;
z > 200 km: presence of N+ and O+ .
A simple model for the variation of density with altitude is defined as

ρR̂T
dp = −ρg dz, p= , (19.6.3)
M̂

where ρ is the fluid density, and the temperature T = const for the isothermal case (which
is not practical). If we neglect dissociation and ionization, and assume that the molecular
 19.6 HIGH TEMPERATURE EFFECTS 627

weight remains constant, then

dp g M̂ n g M̂ z o
≈− dz, ρ ≈ ρ0 ln . (19.6.4)
p R̂T R̂T

19.6.2 Shock Layer. The presence of vorticity in the shock layer is defined by Crocco’s
theorem, which states that
T ∇s = ∇h0 = u × ω , (19.6.5)
where T is temperature, s is elevation of the point above a reference plane, h0 is the height of
the inlet, u is the flow velocity vector, and ω is the vorticity vector. The thin boundary layer
merges with shock waves to produce a merged shock-viscous layer, and various effects, such
as temperature, density, and pressure, arise in the flow field so that specific heats and mean
molecular weight may not remain constant. In most supersonic flights, except in the case
of hypervelocity projectiles, low-density flow occurs at very high altitudes. The Knudsen
number is defined as K = λ/L, where λ is the mean free path and L is the characteristic
length. Note that for z < 60 km, the mean free path L < 1. However, for z > 120 the
continuum assumption may not hold. Details about the various effects at supersonic flows
are presented in Figure 19.14. Other points of interest in this figure are: At the location
marked 1, the Mach number M ≫ 1, and between the locations 1 and 2 the shock wave is
close to the body, creating a thin shock layer. At location marked 2, the vorticity interaction
begins, and the boundary layer is δ; and finally at location √marked 3, viscous interactions
start and the boundary layer at this location is δ ∝ M 2 / Re, where Re is the Reynolds
number.

Boundary layer
1

Boundary layer
Figure 19.14 Various effects of supersonic flows.

19.6.3 Flow through a Constriction. The Bernoulli equation can be regarded as a

statement about the conservation of energy principle appropriate to fluid flows. The qual-
itative behavior, usually called the Bernoulli effect, is the lowering of fluid pressure where
the flow velocity is increased. This lowering of pressure may be seen counter-intuitive, but
it seems less when pressure is considered as energy density. In the case of high-velocity
steady-state flows through a constriction, kinetic energy must increase at the expense of
pressure energy, i.e., the energy per unit volume before and after the fluid passes through
a constriction is defined by

1 1
p1 + ρv12 + ρgh1 = p2 + ρv22 + ρgh2 , (19.6.6)
| 2 {z } | 2 {z }
energy per unit volume before energy per unit volume before
628 19 HEAT TRANSFER

where h1 is the height of the inlet, h2 is the height of the constriction, and v1,2 represent the
flow velocity, p1,2 the pressure energy, 21 ρv1,2
2
the kinetic energy per unit volume, and ρgh1,2
the potential energy per unit volume before and after the flow through the constriction. The
Bernoulli effect is the reduction in pressure which occurs when the fluid velocity is increased
and internal pressure is decreased for a flow through a constriction, such that finally p2 < p1
and v2 > v1 , as shown in Figure 19.15, where p1 is the inlet pressure, p2 is the pressure at the
constriction, v1 is the effective fluid velocity, and v2 is the fluid velocity at the constriction.

v2

v1

p p
1 2

Figure 19.15 Supersonic flow through a constriction.

For more details, see Anderson [2007], and [2016].

19.7 Transient Problems

For time-dependent problems the semi-discrete formulation is used to choose the basis
functions. Thus, for one-dimensional problems the N th approximate solution is taken as
N
X
ũN (x, t) = φ0 + cj (t) φj (x), (19.7.1)
j=1

where, as before, the functions φj satisfy the homogeneous boundary conditions and φ0
is chosen as in (9.55). Then, using the Galerkin or Rayleigh-Ritz method such that the
residual is orthogonal to the first N basis functions φi , i = 1, 2, · · · , N , we obtain the
N first-order ordinary differential equations in t. For example, for the diffusion equation
ut = ∇2 u, this system is
N
X N
X
ċj (t) φj , φi = cj (t) φj , φi + φj , φ0 ,
j=1 j=1

where the dot denotes the time derivative. The initial conditions for this system are subject
to another Galerkin approximation such that its residual R = u(x, 0)−ũN (x, 0) is orthogonal
to the first N basis functions φj . This yields the system of N algebraic equations
N
X
cj (0) φj , φi = φj , u(x, 0) − φ0 (r) ,
j=1

which is generally solved for the unknowns ci (0) by numerical methods.

Example 19.23. Consider the heat conduction equation

∂u ∂ 2 u 1 ∂u
= 2 + , 0 < r < 1,
∂t ∂r r ∂r
 19.7 TRANSIENT PROBLEMS 629

subject to the boundary conditions u(1, t) = 0 = ur (0, t), and the initial condition u(r, 0) =
ln r. For a general formulation, we will first consider the annular region a < r < 1 (a > 0),
and then let a → 0. Now the boundary conditions become u(1, t) = 0 = ur (a, t). For the
first-order approximation, we take the basis function as φ1 (r) = c0 +c1 r+c2 r2 . To determine
the coefficients c0 , c1 , and c2 , we require that φ1 satisfies the above boundary conditions.
∂φ1 (a)
Thus, φ1 (1) = c0 + c1 + c2 = 0, and = c1 + 2c2 a = 0. By solving these two equations
∂r
in terms of c0 , we find that c1 = 2ac0 /(1−2a), and c2 = −c0 /(1−2a). If we take c0 = 1−2a,
then c1 = 2a, and c2 = −1, and the basis function becomes φ1 (r) = 1 − 2a + 2ar − r2 , or
φ1 (r) = 1 − b + br − r2 , with b = 2a. This suggests that for the N th approximation we
should choose the basis functions as

φj (r) = 1 − bj + bj r − rj+1 , bj = (j + 1)aj , j = 1, 2, · · · , N,

with φ0 = 0. The N th-order approximate solution is then taken in the semi-discrete form
as
N
X
ũN (r, t) = cj (t) φj (r).
j=1

The residual is given by

XN   
bj
ċj (t) φj + cj (t) (j + 1)2 rj−1 − .
j=1
r

Then for the Galerkin method, as a → 0, we have

N Z
X 1   
2 j−1 bj
0= ċj (t) φj + cj (t) (j + 1) r − 1 − bi + bi r − ri+1 r dr
j=1 0 r
N Z
X 1
= {ċj (t) f (i, j) + cj (t) g(i, j)} ,
j=1 0

for i = 1, 2, · · · , N , where

(1 − bi )(1 − bj ) bi + bj − bi bj bi bj 1 − bj
f (i, j) = + + −
2 3 4 i+3
1 − bi bj bi 1
− − − + ,
j+3 i+4 j+4 i+j+4
 
1 − bi bi 1 bi bj bj
g(i, j) = (j + 1)2 + − − bj + + .
j+1 j+2 i+j+2 2 i+2

The initial condition is, in general, satisfied approximately. This is accomplished by requir-
ing that the residual
X N
R= cj (0) φj (r) − ln r
j=1

be orthogonal to the basis functions φi (r), i.e., φi , R = 0 for i = 1, 2, · · · , N . This means

that Z 1
lim R φi (r) r dr = 0 for i = 1, 2, · · · , N ,
ε→0 ε
630 19 HEAT TRANSFER

since R has a logarithmic singularity at r = 0. After evaluating this improper integral, we

obtain a system of N algebraic equations:

N
X 1 5 1
cj (0)f (i, j) = + bj + , i = 1, 2, · · · , N,
j=1
4 36 (i + 3)2

which is solved for the unknowns cj (0). 

Note that there are other weighted residual methods, like the collocation method, least-
squares method, and the method of moments, which are sometimes used, but we will not
discuss them. Interested readers can find detailed information on these methods in Connor
and Brebbia [1973], Davies [1980], Kantorovitch and Krylov [1958], Kythe [2003], and Reddy
[1984].
Z
3
Example 19.24. The geodesics for the problems (a) on the xy-plane, take I = ds =
Z q Z Z p
′ 2
1 + y dx; (b) on the xy-plane, take I = ds = 1 + r2 (dθ/dr)2 dr; and (c) on
Z
the cylinder x2 + y 2 = a2 , −∞ < z < ∞, take x = a cos t, y = a sin t, and I = ds =
Z p
a2 + (dz/dt)2 dt are: (a) straight lines y = c1 x+ c2 ; (b) straight lines r cos(θ − c1 ) = c2 ;
and (c) z = c1 t + c2 . 

References used: Carslaw and Jaeger [1959], Kythe [1998], Kythe et al. [2003], Kantorovitch and
Krylov [1958], Schinzinger and Laura [2003], Smith [1985].

3 A geodesic is the shortest distance between two points on the surface of the Earth, which is the segment
of a great circle.
20
Vibrations and Acoustics

We will study the vibrations of strings and other media, and present related topics from
the science of acoustics. The case of vibration of a string has been mentioned in §17.3 and
an example presented in §17.6.1. Vibrations are defined by hyperbolic equations which are
extensively discussed in Chapters 17, 18, and 19. The propagation and dispersion of waves
has also been mentioned in previous chapters. We will study some aspects of vibrating
membranes and acoustics as to how they are related to conformal mapping. In engineering
studies the notation w = u + i v has been used for transverse deflections. However, since we
use w for the model plane (w-plane) in conformal mappings, we will, therefore, use φ for
the potential function to represent deflection.

20.1 Wave Propagation and Dispersion

We discuss three important aspects of the hyperbolic equation, namely, wave propagation,
wave dispersion, and damped waves.
20.1.1 Wave Propagation. The solution of the problem of a vibrating string, defined by
the one-dimensional wave equation

∂2u ∂2u
2
= c2 2 , 0 < x < l,
∂t ∂x

and subject to the boundary conditions u(0, t) = 0 = t(l, t), t > 0, and the initial conditions
u(x, 0) = f (x), ut (x, 0) = g ′ (x), is given by

1X n nπ(x − ct) o
∞
nπ(x + ct)
u(x, t) = An sin + sin
2 n=1 l l
1X
∞ n nπ(x − ct) nπ(x + ct) o
+ Bn cos − cos (20.1.1)
2 n=1 l l
1 1
= [f (x + ct) + f (x − ct)] + [−g(x + ct) + g(x − ct)] ,
2 2

which can be represented as u(x, t) = u1 (x, t) + u2 (x, t), where

632 20 VIBRATIONS AND ACOUSTICS

f (x + ct) + f (x − ct) g(x + ct) − g(x − ct)

u1 (x, t) = , u2 (x, t) = . (20.1.2)
2 2c

The function u1 (x, t) represents the path of the propagation of the initial displacement
without the initial velocity, i.e., for g ′ (x) = 0. The other function u2 (x, t) contains the
initial velocity (initial impulse) with zero initial displacement. Geometrically, the function
u(x, t) represents a surface in the (u, x, t)-space (Figure 20.1(a)). The intersection of this
surface by a plane t = t0 is described analytically by u = u (x, t0 ), which exhibits the profile
of the string at time t0 . However, the intersection of the surface u(x, t) by a plane x = x0
is given by u = u (x0 , t), which represents the path of the motion of the point x0 .

u u’

(a) t

x’

ct x
0
u u’
t =0 t =x/c
(b)

x
0 ct
Figure 20.1 Profile of propagating waves.

The function u = f (x−ct) represents a propagating wave. The structure of a propagating

wave at different times t is described as follows: Assume that an observer moves parallel to
the x-axis with velocity c (Figure 20.1(b)). If the observer is at the initial time t = 0 at the
position x = 0, then he (she) has moved along the path toward the right until some time t.
Let a new coordinate system, defined by x′ = x − ct, t′ = t, move along with the observer.
Then u(x, t) = f (x − ct) is defined in this new coordinate system by

u (x′ , t′ ) = f (x′ ) ,

which means that the observer sees one and the same profile f (x′ ) during the entire time
t. Thus, f (x − ct) represents a fixed profile f (x′ ), which moves to the right with velocity c
(hence, a propagating wave). In other words, in the (x, t)-plane the function u = f (x − ct)
remains constant on the line x − ct =const.
The other function f (x + ct) similarly represents a wave propagating toward the left with
velocity c. For this wave we have a similar explanation. Thus, the initial form of both
 20.1 WAVE PROPAGATION AND DISPERSION 633

waves is characterized by the function f (x′ )/2, which is equal to one half of the original
displacement.
Example 20.1. The one-dimensional wave equation utt = c2 uxx, subject to the initial
conditions u(x, 0) = f (x), ut (x, 0) = g ′ (x), has the solution

u(x, t) = φ(x − ct) + ψ(x + ct), x ∈ R1 , (20.1.3)

where φ represents a disturbance (wave) traveling in the positive x direction with velocity c,
while ψ is a disturbance traveling in the negative x direction with the same velocity. Since
at x = 0, Eq (20.1.3) gives φ(−ct) + ψ(ct) = 0, we find that

u(x, t) = φ(x − ct) − φ(−x − ct).

The initial conditions give

f (x) = φ(x) + ψ(x) = φ(x) − φ(−x),

(20.1.4)
g ′ (x) = −c φ′ (x) + c ψ ′ (x) = −c φ′ (x) + c φ′ (−x).

If we integrate the second equation in (20.1.4), with x0 as an arbitrary point in R1 , we

obtain
 
g(x) = −c φ(x) + φ(−x) + 2cφ (x0 ) + g (x0 ) ,

which, when added to the first equation in (20.1.4), gives

1 1
2φ(x) = f (x) − g(x) + A, where A = −2φ (x0 ) + g (x0 ) . (20.1.5)
c c

Substituting (20.1.5) into (20.1.3), we find the solution as

Z Z x−ct 
1h 1 x+ct i
u(x, t) = f (x − ct) + f (x + ct) + − g ′ (s) ds
2 c x0 x0
Z
1h 1 x+ct ′ i
(20.1.6)
= f (x − ct) + f (x + ct) + g (s) ds
2 c x−ct
1h 1 1 i
= f (x − ct) + f (x + ct) + g(x + ct) − g(x − ct) ,
2 c c

which is valid only for all x ∈ R1 .

A geometrical interpretation of Eq (20.1.6) is obvious from Figure 20.2, where we draw
through the point P in the (x, t)-plane two lines P A and P B, which satisfy the equation
x ± ct =const. The disturbance at the point P at the time T is caused by those initial data
that lie on the segment AB = (x1 , x2 ). In optics, the triangle AP B is called the retrograde
light cone. If the initial velocities are zero, i.e., if g = 0, then

1h i
u(x, t) = f (x − ct) + f (x + ct) . (20.1.7)
2
634 20 VIBRATIONS AND ACOUSTICS

t
P (x,t)

A B
x
0 x1 x x2

Figure 20.2 Huygens principle.

This represents the Huygens principle, which states that each point of an advancing
wavefront becomes a new source of secondary waves such that the envelope tangent to all
these secondary waves forms a new wavefront. The secondary waves have the same frequency
and speed as the primary advancing waves. Thus, the disturbance at x at time t, originating
from the sources at A and B at time zero, needs the time τ = (x2 − x) /c = (x − x1 ) /c to
reach the point x. 

x3

undisturbed undisturbed

x=ct
x1
− ct 0 x0 ct
x=ct

x2
Figure 20.3 Wave propagation in R1 .

In R1 , the Green’s functions for the wave operator is

1
G1 (x, t; x′ , t′ ) = H [c(t − t′ ) − (|x − x′ |)] ,
2c

which shows that the wave originating instantaneously at a point source δ(x, t) at time t > 0
covers the interval −ct ≤ x ≤ ct, where there exist two edges defined by x = ±ct that move
forward with velocity c. This wave is observed behind the front edge and has amplitude
1/2c. Hence, the wave diffusion occurs in this case. A three-dimensional representation of
Green’s function in R1 is shown in Figure 20.3. It can be viewed as that of a wave starting
at the point source and propagating as a plane wave |x| ≤ ct whose front edge |x| = ct
moves with the velocity c perpendicular to the plane x = 0. There does not exist a rear
edge of the wave in this case.
 20.1 WAVE PROPAGATION AND DISPERSION 635

In R2 , the Green’s function defined by

H (c(t − t′ ) − r)
G2 (r; x′ , t′ ) = p , r2 = (x − x′ )2 + (y − y ′ )2 ,
2πc c2 (t − t′ )2 − r2
with (x′ , t′ ) = (0, 0), shows that the disturbance originates instantaneously at the point
source δ(x, t), and at time t > 0 it occupies the entire circle |x| ≤ ct (see Figure 20.4). The
wavefront at |x| = ct propagates throughout the plane with velocity c, but wave propagation
exists behind the front edge at all subsequent times, and the wave has no rear edge. The
wave diffusion occurs in this case, and the Huygens principle does not apply.

x2
undisturbed

x1

Figure 20.4 Wave propagation in R2 .

In R3 , the Green’s function

1  1p 
G3 (x, y, z, t; x′ , y ′ , z ′ , t′ ) = δ t − t′ − (x − x′ )2 + (y − y ′ )2 + (z − z ′ )2 ,
4πc c
where δ is the Dirac delta function, with (x′ , t′ ) = (0, 0), implies that the disturbance
originating at a point source δ(x, t) at time t > 0 occupies a spherical surface of radius
ct and center at the origin. The wave propagates as a spherical wave with wavefront at
|x| = ct and velocity c, and after the wave has passed there is no disturbance (see Figure
20.5). The Huygens principle applies in this case. The amplitude of the wave decays like
r−1 as the radius increases. For the derivation of these three Green’s functions, see Kythe
et al. [2003: 229ff]. The graphs of these three Green’s functions are shown in Figure 20.5.

G1 G2 G3

c/2 π c2 t/2 δ

0 |x | |x | |x |
t c 0 t c 0 t c
Figure 20.5 Green’s functions G1 , G2 , and G3 .
636 20 VIBRATIONS AND ACOUSTICS

There is a significant difference between the two- and three-dimensional cases. If a stone
is dropped in a calm shallow pond, the leading water wave spreads out in a circular form with
its radius increasing uniformly with time, but the water contained by this wave continues
to move after its passage. This is because of the Heaviside function H(t − t′ ) in the Green’s
function solution G2 (r; x′ , t′ ) given above, which leaves a wake behind it. On the other hand,
in the three-dimensional case, if a shot fired suddenly at time t = t′ in still air is heard only
on expanding spherical surfaces with center at the firing gun and radius c|t − t′ |, where c is
the velocity of sound. However, the air does not continue to reverberate after the passage
of this wave. This is because of the presence of the Dirac delta function in the solution,
which represents a sharp bang and no tail effect. The Huygens principle accounts for the
simplicity of communications in our three-dimensional world. If it were two dimensional,
communication would be impossible since utterances could be hardly distinguished from
one another.

x3
undisturbed

undisturbed

x
0 1

x2

Figure 20.6 Wave propagation in R3 .

20.1.2 Wave Dispersion. The one-dimensional wave equation utt = c2 uxx has solutions
of arbitrary form given by (20.1.3). Consider the general form (17.3.1) of the homogeneous,
linear partial differential equation of the second order with constant coefficients. Then
the problem of determining which solutions are of arbitrary form (20.1.3) reduces to that
of constructing relationships among the coefficients in Eq (17.3.1), which guarantee the
solution of this equation to be of the form

u(x, t) = f (x − ct), (20.1.8)

where f is an arbitrary function. Substituting (20.1.8) into (17.3.1) we get the linear
ordinary differential equation


a11 − 2a12 c + a22 c2 f ′′ (x − ct) + (b1 − b2 c) f ′ (x − ct) + c0 f (x − ct) = 0,

which must satisfy the wave profile. This equation is solvable when all its coefficients are
zero, i.e., when
a11 − 2a12 c + a22 c2 = 0,
b1 − b2 c = 0, (20.1.9)
c0 = 0.
 20.1 WAVE PROPAGATION AND DISPERSION 637

If the differential equation (17.3.1) is hyperbolic, then it is necessary and sufficient that the
conditions (20.1.9) must be satisfied. The first equation in (20.1.9) yields the wave velocity
p
a12 ± a212 − a11 a22
c= .
a22

Thus, there exist two velocities of wave propagation for hyperbolic differential equations
for which a212 − a11 a22 > 0. Then, for both values of c we find from the remaining two
equations in (20.1.9) that b1 = b2 = c0 = 0. Therefore, a solution of the form (20.1.8) for a
propagating wave without decay or growth is possible only for an equation of the form

a11 uxx + 2a12 uxt + a22 utt = 0. (20.1.10)

If a22 6= 0, then Eq (20.1.10) represents a wave equation in a moving coordinate system. To

see this, we use the characteristic coordinates ξ, η = x − β1,2 t, where
p
a11 a12 ∓ a212 − a11 a22
β1,2 = p = = c2,1 ,
a12 ± a212 − a11 a22 a22

provided a212 − a11 a22 > 0. Then Eq (20.1.10) is transformed into

   
a11 uξξ + 2uξη + uηη − 2a12 β1 uξξ + (β1 + β2 ) uξη + β2 uηη
 
+ a22 β12 uξξ + 2β1 β2 uξη + β22 uηη = 0.

Note that the coefficients of both uξξ and uηη vanish. Thus, Eq (20.1.10) reduces to uξη = 0,
which is the wave equation with solutions

u = f (ξ) + g(η) = f (x − β1 t) + g (x − β2 t) .

This solution represents two waves with speed β1 and β2 , respectively.

For elliptic equations (i.e., when a212 − a11 a22 < 0), we do not get solutions that represent
waves with real velocities.
For parabolic equations (i.e., when a212 − a11 a22 = 0), Eq (20.1.10) becomes
 ∂ ∂  ∂ ∂
α +β α +β u = 0, (20.1.11)
∂x ∂t ∂x ∂t
√ √
where α = a11 , β = a22 , and αβ = a12 , and its solution is given by

u(x, t) = f (βx − αt) + x g(βx − αt). (20.1.12)

Hence, solutions in the form of propagating waves exist in this case.

In physics, the propagating wave is denoted by u = f (x − t/c), and the concept of
wave dispersion is slightly different. Thus, in physics, a harmonic wave is represented by
u(x, t) = ei(ωt−νx) , where ω is the frequency, ν = 2π/λ the wave number, and λ the wave
length. Then the velocity by which the phase δ = ωt − νx of the wave moves is known as
the phase velocity and is equal to ω/ν. A wave dispersion occurs when the phase velocity of
a harmonic wave depends on the frequency, and the harmonic signals are displayed relative
to each other, thus creating a distorted signal.
638 20 VIBRATIONS AND ACOUSTICS

20.1.3 Damped Waves. Eq (17.3.1) admits solutions in the form of damped waves,
which are given by

u(x, t) = µ(t) f (x − ct), or u(x, t) = µ(x) g(x − ct). (20.1.13)

We will consider the first form of the waves; the other form can be analyzed similarly.
Substituting (20.1.13) into (17.3.1) we get

 
a11 − 2a12 c + a22 c2 µf ′′ + (b1 − b2 c) µ + 2 (a12 − a22 c) µ′ f ′
(c0 µ + b2 µ′ + a22 µ′′ ) f = 0.

Also, since f is arbitrary, the coefficients of f, f ′ and f ′′ must be equal to zero:

a11 − 2a12 c + a22 c2 = 0,

(b1 − b2 c) µ + 2 (a12 − a22 c) µ′ = 0, (20.1.14)
′ ′′
c0 µ + b2 µ + a22 µ = 0.

Since the function µ(t) satisfies an ordinary differential equation with constant coefficients,
it has the form µ(t) = e±κt . We consider the case when µ(t) = e−κt . Thus, substituting it
into Eqs (20.1.14), we get

a11 − 2a12 c + a22 c2 = 0,

(b1 − b2 c) κ + 2 (a12 − a22 c) = 0 (20.1.15)
2
a22 κ − b2 κ + c0 = 0.

If we eliminate c and κ from the system (20.1.15), we obtain a condition of compatibility

of these three equations. The first equation shows that only the hyperbolic differential
equation admits damped waves aspsolutions. The damping coefficient κ is obtained from
b2 ± b22 − 4c0 a22
the second equation as κ = . If we substitute this value of κ into the
2a22
third equation, we obtain the following relation for the coefficients:



4 a212 − a11 a22 c0 + a11 b22 − 2a12 b1 b2 + a22 b21 = 0. (20.1.16)

If this relation is satisfied, then the solutions of Eq (17.3.1) exist in the form of damped
waves.
Example 20.2. Consider the telegraph equation

uxx − CL utt + (CR + Lg) ut + gR u = 0, (20.1.17)

where C is the capacity, L the induction coefficient, R the resistance, and g the loss coeffi-
cient of a conductor through which an electric current passes. This equation is hyperbolic
(a212 − a11 a22 = CL > 0). Also, it does not have a solution as a propagating wave if g
and R are both nonzero, because then the relation (20.1.16) is satisfied.√ The velocity c of
the damped wave is given by the first equation in (20.1.15) as c = 1/ CL; the damping
coefficient κ by the second equation in (20.1.15) as κ = (CR + Lg)/2CL; and the third
equation yields 4CLgR − (CR + Lg)2 = −(CR − Lg)2 = 0, i.e., CR = Lg, which is the
compatibility condition for Eq (20.1.15). Using these values, the damped wave is given by
r
−κt R g 1
u(x, t) = e f (x − ct), κ = = , c= .
L C CL
 20.2 VIBRATIONS OF STRINGS 639

A physical interpretation of this analysis is as follows: It is important for a telegraphic

communication over large distances that no damping of the wave should occur in a cable.
This requires that either R or g be small, or L or C be large. Thus, the propagation
of an undamped signal should result in an undisturbed reproduction of this signal at the
receiving end, because wave dispersion, if it occurs, always impairs the quality of reception
independent of the quality of telegraphic equipment and cables. A similar situation also
exists in the acoustical effects in telephones. 

20.1.4 Thermal Waves. As we have seen above, every sinusoidal wave has its source in
some kind of periodic disturbance. The kinematical aspects of wave motion are important.
Like other kinds of waves, thermal or heat waves possess similar kinematics. We will discuss
the problem of propagation of thermal waves in the earth.
Example 20.3. It is well known that the changes in the earth’s surface occur daily
(day-night cycle) as well as annually (summer-winter cycle). Disregarding the earth’s in-
homogeneity, we will assume that the periodic temperature distribution in the earth is
homogeneous. Since the effect of the initial temperature becomes small after several tem-
perature variations, we have to solve a steady-state boundary value problem without initial
conditions. Thus, we find a bounded solution u(y, t) for the following problem:

ut = k uyy , 0 ≤ y < ∞, −∞ < t, (20.1.18)

u(0, t) = A cos ωt. (20.1.19)

Note that the range 0 ≤ y < ∞ represents the medium from the earth’s surface to its
interior. We assume the solution of the form u(y, t) = A eαy+βt , where α and β are constants
to be determined, and A is a preassigned constant. Then substituting this solution into Eq
iωt
(20.1.18) and using the complex form of the boundary condition p u(0, t) = A e , we find
2
that β = iω, and α = ω/k = iω/k, which gives α = ±(1 + i) ω/2k. Hence,
√  √ 
u(y, t) = A e±y ω/2k+i ±y ω/2k +ωt . (20.1.20)

The bounded solution is obtained by choosing the minus sign. Thus, taking the real part
of (20.1.20), we obtain the required solution as
√  p 
u(y, t) = A e−y ω/2k cos y ω/2k − ωt . (20.1.21)

It is known that when the temperature of the earth’s surface changes periodically over a long
period of time, the temperature fluctuations in its interior develop with the same period.
The structure of the thermal waves is as follows: √
(i) The amplitude of these waves, given by A e−y ω/2k , decreases exponentially with the
depth y. Thus, an increase in depth results in a decay of the amplitude.
√
(ii) The temperature fluctuations in the earth occur with a phase lag of y/ 2kω, which
denotes the time that lapses between the temperature maximum and minimum inside the
earth, and the corresponding time point on the surface is proportional to the depth y.
√
(iii) The change in the temperature amplitude is given by e−y ω/2k , which means that
the depth of penetration of the temperature is smaller when the period 2π/ω is smaller.
Thus, for two distinct temperature distributions at time t1 and t2 , the corresponding depths
y1 and y2 at which the relative temperature change is the same are related by
p
y2 = y1 t2 /t1 .
640 20 VIBRATIONS AND ACOUSTICS

For example, a comparison √ between the daily (t1 = 1) and the annual variation with
t2 = 365 t1 yields y2 = 365 y1 ≈ 19.104 y1, i.e., the depth of penetration of the an-
nual temperature distribution with the same amplitude as on the surface is about 19 times
larger than the depth of penetration of the daily temperature distribution. 

20.2 Vibrations of Strings

We will discuss the vibrations of a string and the membrane motion as related to acoustics.
In the case of a membrane, we will determine the upper bound of its fundamental frequency.
First, we present the case of vibrations of a string and that of a circular membrane. Consider
a stretched string of length l that is fixed at both ends. It is assumed that (i) the string is
thin and flexible, i.e., it offers no resistance to change of form except a change in length,
and (ii) the tension T in the string is much larger than the force due to gravity acting on it
so that the latter can be neglected. Let the string in its equilibrium state be situated along
the x-axis. Let u(x, t) denote the displacement of the string at time t from its equilibrium
position. The shape of the string at a fixed t is represented in Figure 20.7.

u
Q T(x2)
P
T(x1)

X
0 x1 x2 l

Figure 20.7 Vibrations of a string.

We assume that the vibrations are small, which implies that the displacement u(x, t) and
its derivative ux are small enough so that their squares and products can be neglected. As
a result of vibrations, let a segment (x1 , x2 ) of the string be deformed into the segment P Q.
⌢
Then at time t the length of the arc P Q is given by
Z x2 p
1 + u2x dx ≈ x2 − x1 , (20.2.1)
x1

which simply means that under small vibrations the length of the segment of the string
does not change. By Hooke’s law, the tension T at each point in the string is independent
of t, i.e., during the motion of the string, any change in T can be neglected in comparison
with the tension in equilibrium. We will now show that the tension T is also independent
of x. In fact, it is evident from Figure 20.7 that the x-component of the resulting tension
at the points P and Q must be in equilibrium, i.e.,

T (x1 ) cos α(x1 ) − T (x2 ) cos α(x2 ) = 0,

where α(x) denotes the angle between the tangent at a point x and the positive x-axis at
time t. Since the vibrations are small, we have
1 1
cos α(x) = p 2
= p ≈ 1, (20.2.2)
1 + tan α(x) 1 + u2x
which implies that T (x1 ) ≈ T (x2 ). Since x1 and x2 are arbitrary, the magnitude of T is
independent of x. Hence, if T0 denotes the tension at equilibrium and T the tension in the
vibrating string, then T ≈ T0 for all x and t.
 20.2 VIBRATIONS OF STRINGS 641

Now, the sum of the components of tension T (x1 ) at P and T (x2 ) at Q along the u-axis
is given by
T0 [sin α(x2 ) − sin α(x1 )]
" #
tan α(x2 ) tan α(x1 )
= T0 p −p
1 + tan2 α(x2 ) 1 + tan2 α(x1 )
" #
ux2 ux1
= T0 p −p by using (20.2.2) (20.2.3)
1 + u2x2 1 + u2x1
   
∂u ∂u ∂u ∂u
≈ T0 − = T0 −
∂x2 ∂x1 ∂x x=x2 ∂x x=x1
Z x2 2
∂ u
= T0 2
dx.
x1 ∂x

Let g(x, t) denote the external force per unit length acting on the string along the u-axis.
⌢
Then the component of g(x, t) acting on the segment P Q along the u-axis is given by
Z x2
g(x, t) dx. (20.2.4)
x1

⌢
Let ρ(x) be the density of the string. Then the inertial force on the segment P Q is
Z x2
∂2u
− ρ(x) dx. (20.2.5)
x1 ∂t2

Hence, the sum of the components (20.2.3), (20.2.4), and (20.2.5) must be zero, i.e.,
Z x2  
∂2u ∂2u
T0 + g(x, t) − ρ(x) dx = 0. (20.2.6)
x1 ∂x2 ∂t2

Since x1 and x2 are arbitrary, it follows from (20.2.6) that the integrand must be zero,
which gives
∂2u ∂2u
ρ(x) 2 = T0 2 + g(x, t). (20.2.7)
∂t ∂x
This represents the partial differential equation for the vibrations of the string. If ρ = const,
then (20.2.7) reduces to
∂2u ∂2u
2
= c2 2 + f (x, t), (20.2.8)
∂t ∂x
p
where c = T0 /ρ, and f (x, t) = g(x, t)/ρ. In the absence of external forces, Eq (20.2.8)
becomes

∂2u ∂2u
2
= c2 2 , (20.2.9)
∂t ∂x
which is the wave equation for free vibrations (oscillations) of the string. 
642 20 VIBRATIONS AND ACOUSTICS

Next, we consider the nonhomogeneous wave equation

utt = c2 uxx + f (x, t), 0 < x < l, (20.2.10)

with the homogeneous (Dirichlet) boundary conditions u(0, t) = 0 = u(l, t), t > 0, and
the initial conditions u(x, 0) = g(x), ut (x, 0) = h(x), 0 ≤ x ≤ l. If we use the method of
separation of variables, the Dirichlet boundary conditions suggest that we assume a Fourier
series solution of the form
X∞
nπx
u(x, t) = un (t) sin ,
n=1
l

where t is regarded as a parameter. The functions f , g, h are written in terms of the Fourier
series as
∞
X Z
nπx 2 l nπξ
f (x, t) = fn (t) sin
, where fn (t) = f (ξ, t) sin dξ;
n=1
l l 0 l
X∞ Z
nπx 2 l nπξ
g(x) = gn sin , where gn = g(ξ) sin dξ;
l l 0 l
n=1 (20.2.11)
∞
X Z l
nπx 2 nπξ
h(x) = hn sin , where hn = h(ξ) sin dξ.
n=1
l l 0 l

After substituting (20.2.11) into (20.2.10), we get

X∞  
n 2 π 2 c2 nπx
ün (t) + 2
u n (t) − f n (t) sin = 0,
n=1
l l

where ü = d2 u/dt2 . This relation is satisfied if all the coefficients of the series are zero, i.e.,
if
n 2 π 2 c2
ün (t) + un (t) = fn (t). (20.2.12)
l2
The solution un (t) of this ordinary differential equation with constant coefficients is easily
obtained under the initial conditions
∞
X ∞
nπx X nπx
u(x, 0) = g(x) = un (0) sin = gn sin ,
n=1
l n=1
l
X∞ ∞
nπx X nπx
ut (x, 0) = h(x) = u̇n (0) sin = hn sin .
n=1
l n=1
l

Thus, un (0) = gn , and u̇n (0) = hn . Now, we define the solutions un (t) in the form

un (t) = u(1) (2)

n (t) + un (t),

(1)
where un (t) is a particular solution of Eq (20.2.12), which, using the variation of parameters
method, is given by
Z t
1 nπc(t − τ )
u(1)
n (t) = sin fn (τ ) dτ,
nπc 0 l
 20.3 VIBRATIONS OF MEMBRANES 643

represents the solution of the nonhomogeneous equation with the homogeneous initial con-
ditions, and
nπct lhn nπct
u(2)
n (t) = gn cos + sin
l nπc l
is the solution of the homogeneous equation with the prescribed initial conditions. Hence,
∞ h
X i
u(x, t) = u(1)
n (t) + u (2)
n (t)
n=1
X∞ Z t
1 nπc(t − τ ) nπx
= sin sin fn (τ ) dτ (20.2.13)
n=1
nπc 0 l l
X∞  
nπct lhn nπct) nπx
+ gn cos + sin sin .
n=1
l nπc l l

Note that the second term is the solution of the corresponding problem with f = 0 (repre-
senting a freely vibrating string with prescribed initial conditions. The first term represents
the forced vibrations of the string under the influence of an external force. Delillo [1994b]
discusses how the geometry of the region affects the conditions and accuracy of this method

20.3 Vibrations of Membranes

Suppose that a membrane that is a perfectly flexible, thin, stretched sheet occupies a region
D in the xy-plane in its equilibrium state. Further, let the membrane be subjected to a
uniform tension T applied on its boundary ∂D perpendicular to the lateral surface. This
means that the force acting on an element ds of the boundary ∂D is equal to T ds. We
will examine the transverse oscillations of the membrane, which move perpendicular to the
xy-plane at each point in the direction of the u-axis. Thus, the displacement u at a point
(x, y) ∈ D is a function of x, y and t. Assuming that the oscillations are small, i.e., the
functions u, ux , and uy are so small that their squares and products can be neglected, let
A ∈ D denote an arbitrary area of the membrane, which is bounded by the curve L and
lies in a state of equilibrium in the xy-plane. After the membrane is displaced from its
equilibrium position, let the area A be deformed into an area A′ bounded by a curve L′
(see Figure 20.7), which at time t is defined by
ZZ q ZZ
A′ = 1 + u2x + u2y dx dy ≈ dx dy = A.
A A
644 20 VIBRATIONS AND ACOUSTICS

A : Area in equilibrium
u A ′ : Deformed area

n′
A′

L′

0 y
n

A
x
L

Figure 20.8 Vibrations of a membrane.

Thus, we can neglect the change in A during the oscillations, and the tension in the mem-
brane remains constant and equal to its initial value T .
Note that the tension T which is perpendicular to the boundary L′ acts at all points in
the tangent plane to the surface area A′ . Let ds′ denote an element of the boundary L′ .
∂u
Then the tension acting on this element is T ds′ , and = cos α, where α is the angle
∂n
between the tension T and the u-axis, and n is the outward normal to the boundary L.
The component of the tension acting on the element ds′ in the direction of the u-axis is
∂u ′
T ds . Hence, the component of the resultant force acting on the boundary L′ along the
∂n
u-axis is Z Z ZZ  2 
∂u ′ ∂u ∂ u ∂2u
T ds ≈ T ds = + dx dy, (20.3.1)
L′ ∂n L ∂n A ∂x2 ∂y 2
by Green’s identity, where, in view of small oscillations, we have taken ds′ ≈ ds, and replaced
L′ by L. Let g(x, y, t) denote an external force per unit area acting on the membrane along
the u-axis. Then the total force acting on the area A′ is given by
ZZ
g(x, y, t) dx dy. (20.3.2)
A

Let ρ(x, y, t) be the surface density of the membrane. Thus, the inertial force at all times t
is ZZ
∂2u
ρ(x, y, t) 2 dx dy. (20.3.3)
A ∂t
Since the sum of the inertial force and the total force is equal and opposite to the resultant
of the tension on the boundary L′ , we find from (20.3.1)-(20.3.3) that
ZZ   2  
∂2u ∂ u ∂2u
ρ(x, y, t) 2 − T + − g(x, y, t) dx dy = 0,
A ∂t ∂x2 ∂y 2
 20.3 VIBRATIONS OF MEMBRANES 645

or, since A is arbitrary,

 
∂2u ∂ 2u ∂ 2 u
ρ(x, y, t) =T + 2 + g(x, y, t). (20.3.4)
∂t2 ∂x2 ∂y

This is the partial differential equation for small oscillations of a membrane. If the density
ρ = const, then Eq (20.3.4) in the absence of external forces reduces to

 
∂2u ∂ 2u ∂ 2 u p
= c2 + 2 , c= T /ρ.  (20.3.5)
∂t2 ∂x2 ∂y

To justify Eq (20.3.5), let the membrane’s equilibrium position lie in the (x, y)-plane.
Assuming that the membrane has negligible bending resistance, ignoring the gravitational
body forces, and assuming that constant tension force is applied uniformly to the membrane
in all directions, the transverse deflection measure u(x, y, t) will be in the z-direction. A
dx dy element of the membrane as viewed along the y-axis is shown in Figure 20.9, in which
du ∂  ∂u 
(a) represents + dx. A similar view occurs along the x-axis.
dx ∂x ∂x

0 x
T
z
T
∂u
∂x
∂u + ∂ ∂u
dx ∂x ∂x ( ∂x ) dx
Figure 20.9 View of the (dx dy) element of the membrane.

Using Newton’s law in the z-direction, we have

∂ 2u ∂2u ∂2u
T dy dx + T dx dy = ρ dx dy ,
∂x2 ∂y 2 ∂t2

which, after dividing by dx dy, gives

∂ 2 u ∂ 2u 1 ∂2u p
+ = , c= T /ρ,
∂x2 ∂y 2 c2 ∂t2

which is the wave equation (20.3.5). Note that T denotes the tension per unit length and
ρ the mass per unit area.

20.3.1 Force at the Boundary of a Membrane. We will discuss transverse vibrations

of an elastic membrane in R2 in the following cases:
646 20 VIBRATIONS AND ACOUSTICS

Case 1. Consider a rectangular membrane, shown in Figure 20.10.

0 x
a
Figure 20.10 Rectangular membrane.

The boundary value problem in R2 is

∂2u ∂2u 1 ∂2u

+ = ,
∂x2 ∂y 2 c2 ∂t2
(20.3.6)
u(0, y, t) = 0 = u(a, y, t), u(x, 0, t) = 0 = u(x, b, t),
u(x, y, 0) = g(x, y), u̇(x, y, 0) = 0.

Using the separation of variables method, the series solution of this problem is

∞ X
X ∞  p  mπx nπy
u(x, y, t) = Amn cos πct m2 /a2 + n2 /b2 sin sin , (20.3.7)
m=1 n=1
a b

where
Z a Z b
4 mπξ nπη
Amn = g(ξ, η) sin sin . (20.3.8)
ab 0 0 a b

The frequency of vibrations f is given by

ω cp 2 2
f= = m /a + n2 /b2 . (20.3.9)
2π 2

Note that in the case of a square (a = b), the frequency is not unique with each mode shape,
i.e., ωmn = ωnm .
Case 2. Consider a membrane of arbitrary shape clamped along its boundary and
governed by Eq (20.3.5) subject to the Dirichlet boundary condition u (B(x, y) = 0; t) = 0,
where B(x, y) = 0 is a functional relation which defines the boundary of the membrane
(Figure 20.11). Recall that the Dirichlet problem is also known as the first boundary value
 20.3 VIBRATIONS OF MEMBRANES 647

problem.

B (x, y ) = 0

x
0

Figure 20.11 Membrane of arbitrary shape.

This membrane has become a valid mathematical model for various technological and
scientific problems ranging from physiological systems to machine and transducer elements.
A survey of all such technical and scientific references for determining the variational modes
of membranes can be found in Mazumdar [1975].
Case 3. Consider the case of an axisymmetric membrane of infinite extent with some
prescribed initial displacements. The initial value problem is formulated in polar cylindrical
coordinates as follows:
∂ 2 u 1 ∂u 1 ∂2u
+ = ,
∂r2 r ∂r c2 ∂t2 (20.3.10)
u(r, 0)g(r), ut (t, 0) = 0.
Applying the zero-order Hankel transform over the variable r to Eq (20.3.10), we get

d2 û
+ c2 λ2 û = 0, û(λ, 0) = ĝ(λ), ût (λ, 0) = 0.
dt2

This equation has the solution

û(λ, t) = ĝ(λ) cos cλt,

which on inversion gives

Z ∞
u(r, t) = λĝ(λ) cos cλtJ0 (λr) dλ. (20.3.11)
0

( 1
for r < a,
If the initial condition is u(r, 0) = g(r) = πa2 , then the solution becomes
0 for r > a,

− 1 ct
, if 0 < r < ct,
2π 3/2
u(r, t) = r (c t2 − r2 )
1/2 2 (20.3.12)

0 if ct < r < ∞.

The particular case when a → 0 corresponds to a plucked membrane.

648 20 VIBRATIONS AND ACOUSTICS

20.3.2 Fundamental Frequency of a Membrane. The fundamental circular frequency

ω11 of a membrane satisfies the inequality
α00
ω11 ≤ c, (20.3.13)
c1

where α00 is the first zero of the Bessel functionP of the first kind and zero order (α00 =
2.4048), c1 is the coefficient of the w1 -term in z = cn wn , which is the conformal transfor-
mation that maps the circular membrane in the z-plane onto the unit circle in the w-plane
(see (20.3.4)), and c is the velocity. As an example, in the case of a square membrane of
side 2a, the mapping function is (see Eq (11.10.11))
 1 1 
1.0807 a w − w5 + w9 − · · · ,
10 24
thus, the upper bound of the fundamental frequency in this case is

2.4048 c c
ω11 ≤ = 2.2267 .
1.0807 a a
The exact solution, obtained by using the method of separation of variables, is
q
πc c
ω11 = m2 + n2 m=n=1 = 2.2214 .
a a
In the case of a star-shaped membrane, whose boundary is
defined in polar coordinates
by R(t) = 1 + λ cos 4t, |λ| < 1, the coefficient c1 = 1 − 94 λ2 (Laura [1964]). Hence, we
obtain the upper bound of the fundamental frequency in this case as

2.4048
ω11 ≤ c.
9
1 − λ2
4

20.3.3 Free Vibrations of Membranes. In the case of normal modes of harmonic

motion, we substitute u(x, y, t) = W (x, y) eiωt in Eq (20.2.14), then we obtain

∂2W ∂ 2 W  ω 2
+ + W = 0, (20.3.14)
∂x2 ∂y 2 c

which, using the fact that z = x + iy and z̄ = x − iy, becomes

∂2W  ω 2
4 + W = 0, (20.3.15)
∂z ∂ z̄ c
If z = f (w) is the analytic function that conformally maps the unit circle |w| = 1 onto the
physical domain in the z-plane, the Maxwell’s equation (20.3.15) can be written as

∂2W  ω 2
4 + |f ′ (w)|2 W = 0, (20.3.16)
∂w ∂ w̄ c
Notice that the above transformation has resulted in a complicated differential equation but
simpler transformed domain which is the unit circle. Thus, the boundary conditions are

W (w, w̄) |w|=1

= 0. (20.3.17)
 20.3 VIBRATIONS OF MEMBRANES 649

Note that if the original domain is doubly connected, then it is transformed onto an
annulus in the w-plane, but the boundary condition on the annulus still remains simple.
We can use any of the weighted residual methods, like collocation, Galerkin, least squares
and others, to determine an approximated solution of the boundary value problem (20.3.16)-
(20.3.17). For example, using the Galerkin method (see §24.2)), let

N
X
W (w, w̄) ≈ Wa (w, w̄) = Bn fn (w, w̄), (20.3.18)
n=1

where each function fn satisfies the boundary condition (20.3.17). Then substituting Eq
(20.3.18) into Eq (20.3.16), we obtain a residual function ε(w, w̄) which is not necessarily
zero since Wa (w, w̄) is not an exact solution of Eq (20.3.16). This residual function must
be orthogonal to each function fn on the physical domain D, i.e.,
Z
ε(w, w̄)fn (w, w̄) dD = 0 for n = 1, 2, . . . , N . (20.3.19)
D

This orthogonality condition yields a homogeneous system of N algebraic equations in the

N unknown Bn , which finally gives a determinant equation whose roots ωij /c will give the
natural frequency parameters for this boundary value problem. For details of the Galerkin
method, see Kythe [1995: 33ff], Kythe and Wei [2004: 9ff], and Sideridis [1984].
Example 20.4. As an application, consider the case of a square membrane of side 2a.
The mapping function is (7.1.12), or
Rw
(1 + t4 )−1/2 dt
z = a R01 , (20.3.20)
0 (1 + t4 )−1/2 dt

which in series form is the expression (11.10.11). Since the boundary in the w-plane is the
unit circle, we can disregard the Θ-dependence in the w-plane in the first approximation.
Thus, Eq (20.3.18) becomes

N
X

W (w, w̄) ≈ Wa (w, w̄) = Bn 1 − (r2 )n , r2 = |w|2 . (20.3.21)
n=1

For N = 1 (one-term approximation), we get ω11 a/c = 2.26, while for N = 2 (two-term
approximation) ω11 a/c = 2.222; the exact eigenvalue is ω11 a/c = 2.2214.
In the case of a regular hexagonal membrane, Laura and Faulstich [1965] determined the
approximate mapping function as


z = a 1 − 037 w − 0.0496 w7 + 0.0183 w13 − · · · , (20.3.22)

where a denotes the apothem of the hexagon. For N = 1, we have ω11 a/c = 2.36; for N = 2
2.4048
we have ω11 a/c = 2.317, while the Szegö upper bound gives ω11 a/c < = 2.318. 
1.0376

Example 20.5. Consider the boundary problem of a vibrating circular membrane of

radius a, where the modes ofpvibrations are axisymmetric. The fundamental frequency
coefficient is given by Ω00 = a ρ/T ω00 ≡ α00 , where ρ is the area density of the membrane,
650 20 VIBRATIONS AND ACOUSTICS

T the applied radial tension per unit length, ω00 the fundamental circular frequency, and
α00 is the first zero of the Bessel function of the first kind and zero order (α00 = 2.4048).
We will use the Galerkin or Rayleigh-Ritz method to determine the fundamental frequency
coefficient Ω00 for this vibrating membrane. The fundamental mode shape is defined by


W (r) ≈ Wa (r) = A a2 − r2 .

Since this value is higher than the exact eigenvalue (by 5%), Rayleigh [1894] suggested to
change this expression to
W (r) ≈ Wa (r) = A (aγ − rγ ) . (20.3.23)
Then the Galerkin method is applied to obtain Ω00 = Ω00 (γ). Since this value is an upper
∂Ω00
bound, we must have = 0, which optimizes the calculated value of the fundamental
∂γ
frequency coefficient as Ω00 = 2.41. This method, now known as the Rayleigh-Ritz method
(see §24.3), can be found in Schmidt [1981; 1983]. 

Example 20.6. Consider a square membrane of side a with rounded corners (Figure
20.12) in the z-plane which is mapped onto the unit disk in the w-plane by the conformal
transformation

z = aL w + ηw1+n , (20.3.24)
where L = 25/24, η = −(1/25), and n = 4. Substituting Eqs (20.3.23) and (20.3.24) into
Eq (20.3.15) and applying the Galerkin variational method, we get
 1/2
a 1 γ/2
ω11 =   .
c L 1 2 1 2 (1 + n)2
1 2 1
2 − + + η − +
γ + 2 2γ + 2 2n + 2 2n + γ + 2 2n + 2γ + 2
(20.3.25)
Then for the above values of L, n and η, the minimum of the expression in (20.3.25) occurs
at γ = 1.40, which gives ω11 a/c = 2.3.16, which is very close to the eigenvalue Ω11 = 2.308
obtained by Irie et al. [1983], where the details of this method can be found. 

Example 20.7. Consider
the epitrochoidal region shown in Figure 20.12. We use the
mapping z = a w + 16 w5 (Map 20.1) and using the same method as in the above example,
we get ω11 a/c = 2.393, which compares very well with the result obtained by Baltrukonis
et al. [1965] placing it in the range 2.384 ≤ ω11 a/c ≤ 2.385. 
 20.3 VIBRATIONS OF MEMBRANES 651

min (Ω 4)

min ( Ω3 )

min ( Ω2 )

min ( Ω 1)

γ
opt ( γ1 ) opt ( γ2 ) opt ( γ3 ) opt ( γ4 )

Figure 20.12 Epitrochoidal region.

Example 20.8. We will consider transverse vibrations of composite membranes, and in

particular determine the fundamental frequencies of vibration for a class of nonhomogeneous
membranes shown in Figure 20.13. The details can be found in Laura et al [1985], where the
conformal mapping method of Case 2 of §20.2.3 is used. Schinzinger and Laura [2003: 338]
have compared the results obtained from the following three methods: conformal mapping,
Fourier expansion collocation, and the finite elements, for the square and the hexagonal
membranes.

y
a
area density ρ2
area density ρ1
v

R0
r0
x u
1

w - plane

z- plane
Figure 20.13 Nonhomogeneous membrane.
652 20 VIBRATIONS AND ACOUSTICS

20.4 Acoustics
Acoustics is the science of propagation of sound waves, which surround us and interact
with our hearing in everyday activities, like talking, and hearing speech, poetry, and music.
Our hearing organs are stimulated by vibrations propagating through an elastic medium
like air. However, we cannot ‘see’ sound; we can only see the vibrations on an oscilloscope.
Mathematically, harmonic analysis and repeated application of fast Fourier transform help
clarify the structure and nature of sound.

Modulation of sound waves, which are combinations of sinusoids, is a useful tool not only
in processing all kind of waves, but also in poetry and music. The Greeks produced musical
sounds by plucking strings of the same material, thickness, and tension, but with different
lengths. They discovered that the strings of length 1, 3/2, 2 (notes C, G, C), when plucked
simultaneously or in succession, produced a pleasant and harmonious sound. The Latin
meter (or measure, µǫ′τ ρoν) is a system composed of ‘feet’, which are divided into seven
types of periodic sinusoids of values of multiples of a quaver (= 1/8).

Abbé Martin Mersenne (1588-1648) was the first mathematician to publish a qualitative
analysis of a complex tone in terms of harmonics. The French mathematician and philoso-
pher Pierre Gassendi was the first to measure the speed of sound in 1635 at 478 m/s, an
incorrect result. The correct speed was measured under the Royal Academy of Sciences in
Paris in 1750 to be 332 m/s at 0◦ C; subsequently this speed in water was determined to be
1,435 m/s at 8◦ C.

Every sound is characterized by a precise number of vibrations per second. This fact
was announced by both Galileo and Hooke. But in the 17th century Leonard Euler, Daniel
Bernoulli, Jean le Rond d’Alembert, and Joseph Louis Lagrange all investigated the vibrat-
ing string, and d’Alembert provided the solution of the wave equation.

In 1753, Bernoulli found a method of decomposing every motion of a string as a sum

of elementary sinusoidal motions. Then Fourier, in the beginning of the 18th century,
developed the Fourier transform and harmonic analysis. The German physicist Georg Simon
Ohm (1789-1854) applied the Fourier method to the study of sound. Later the physicist
Hermann von Helmholtz published in 1863 his work entitled On the Sensation of Tone as a
Physiological Basis for the Theory of Music, reprinted much later as Helmholtz [1954]. In
this work he provided a detailed account of the sensation of sound from the ear through
the sensory nerves to the brain. Finally, in 1877 and 1878 John William Stuart (Lord
Rayleigh) published the two volumes of his work The Theory of Sound. Then Alexander
Woods published his work entitled The Physics of Music in 1913.

Although the frequency limits of audibility cover a range of about 20 Hz to 20,000 Hz,
depending on the tone loudness and person’s age, varying from person to person, the human
ear with its super sensitivity can hear in the range between 500 to 4000 Hz and responds very
well in this range to change of pressure of the order 10−10 of atmospheric pressure. However,
when the change in pressure reaches about 10−4 of atmospheric pressure, hearing becomes
painful. In between these two limits, audible speech ranges from minimum audibility to
very loud noise.

20.4.1 Harmonic Analysis. Sound is detected as a plane wave by a microphone, or an

oscilloscope, or the human (animal) ear. A simple sound, generally produced by a tuning
fork struck close to the tip of the fork, as a single tone, agitates the molecules of the air in its
vicinity, which are immediately subjected to repeated compressions followed by expansions.
 20.4 ACOUSTICS 653

The motion of each molecule over time t is governed by

y = A sin 2πf t, (20.4.1)
where f is the frequency, or number of oscillations (cycles) per second, A is the amplitude
of the oscillation, i.e., A is the maximum displacement of the molecule, and the oscillations
take place in the direction of propagation. Thus, this sound is a longitudinal compression
wave.
The hearing starts around 1×10−12 Watts/meter2 . The ear drum is a wonderful receptor
of sound waves. Even at and near the lowest perceptible sound intensities, the eardrum
vibrates much less distance (i.e., with much less amplitude) than the diameter of a hydrogen
atom, which is twice the Bohr radius (a0 = 5.29 × 10−12 m = 5.29 pm). It is so amazing to
learn that if the energy in a single 1-Watt night light were converted into acoustical energy
and distributed in equal amount to every person in the world, it would still be audible to
every person with normal hearing.
The intensity (loudness) of sound is proportional to the square of the amplitude, which
is measured in ‘decibels’ (dB), the one-tenth part of a ‘bel’. The unit ‘bel’ was chosen by
electric engineers at the Bell Telephone Company in 1920s to honor the inventor of the
telephone, Alexander Graham Bell (1847-1922), from his last name slightly shortened. Let
I denote the sound intensity, and let I0 correspond to the minimum audibility level for
intact hearing. The value I0 = 0 dB was fixed by international agreement. It corresponds
to a pressure of 20 µPa, where 1 atmospheric pressure is equal to 105 pascals. The sound
intensity I is then compared to I0 > 0, as the ratio I/I0 which is a rational number (no
units). Then log10 {I/I0 } is the measure of sound intensity I in ‘bels’. This implies that
we can hear sound loudness over 14 orders of magnitude, i.e., the jet noise at 140 dB on a
runway has a loudness of 1014 dB greater than threshold which is 1 × 10−12 Watts/meter2 .
Thus, our ears can measure loudness over a very large range. Table 20.1 provides the decibel
levels for typical sounds.
Table 20.1 Decibel Levels for Typical Sounds

Source dB Intensity
Threshold 0 1 × 10−12
Breathing 20 1 × 10−10
Whispering 40 1 × 10−8
Soft talking 60 1 × 10−6
Loud talking 80 1 × 10−4
Yelling 100 1 × 10−2
Loud concert 120 1
Jet takeoff 140 100

t
0 • • • •
t= 1 t= 2 t= 3 t= 4
261.7 261.7 261.7 261.7
Figure 20.14 Waveform of a single tone.
654 20 VIBRATIONS AND ACOUSTICS

In view of formula (20.4.1), if the single tone of a tuning fork is converted to an electric
current and fed into an oscilloscope, the result is a graph of a single sinusoid with frequency
f , shown in Figure 20.14. The value of f = 261.7 cycles per second, which is the first
harmonic, is called the fundamental, since the frequency of the whole sound wave is 261.7
Hz. The higher harmonics, or overtones, are integral multiples of the fundamental. The
waveform is then decomposed as the sum of harmonics with appropriate amplitudes. Thus,
harmonic analysis of sound analyzes the sound spectrum.

20.4.2 Huygens Principle. Consider the Cauchy problem for the three-dimensional wave
equation
utt = c2 (uxx + uyy + uzz ) , −∞ < x, y, z < ∞, t > 0, (20.4.2)

subject to the initial conditions u(x, y, z, 0) = 0, ut (x, y, z, 0) = g(x, y, z), −∞ < x, y, z <
∞, where c is the wave speed. Assuming that g is absolutely integrable, and u and its first
and second partial derivatives are absolutely integrable in x, y, z for each t, and using the
Fourier transform, we find that

∂2U
+ c2 (fx2 + fy2 + fz2 ) U = 0,
∂t2
U (fx , fy , fz , 0) = 0,
∂U
(fx , fy , fz , 0) = G(fx , fy , fz ).
∂t

The solution of this problem is

sin ρ ct
U (fx , fy , fz , t) = G(fx , fy , fz ) , (20.4.3)
ρc
q
where ρ = fx2 + fy2 + fz2 . Then the formal solution of the Cauchy problem can be written
as
Z
sin ρ ct −i (fx x+fy y+fz z)
u(x, y, z, t) = G(fx , fy , fz ) e dfx dfy dfz , (20.4.4)
ρc
fx2 +fy2 +fz2 <t2

1 i ρct

Since sin(ρct) = e − e−i ρct , the solution (20.4.4) becomes
2i
Z
1 G(fx , fy , fz )
u(x, y, z, t) = ×
2 ρc
fx2 +fy2 +fz2 <t2
n o
e−i ρ(ct−fx x/ρ−fy y/ρ−fz z/ρ) − e−i ρ(ct+fx x/ρ+fy y/ρ+fz z/ρ) dfx dfy dfz .
(20.4.5)

Notice that the function e−i ρ(ct+fx x/ρ+fy y/ρ+fz z/ρ) is a solution of the wave equation ob-
tained by Bernoulli’s separation method. It also represents a plane wave propagating with
speed c, and for fixed (x, y, z) it varies sinusoidally in time with frequency ρc in the direc-
 f fy fz 
x
tion − , − , − . Thus, the solution u in (20.4.5) represents a plane wave in various
ρ ρ ρ
directions and with various frequencies.
 20.4 ACOUSTICS 655

To obtain the solution of the Cauchy problem (20.4.2) in a sphere of radius r, we introduce
the spherical coordinates by setting fx −x = r sin θ cos φ, fy −y = r sin θ sin φ, fz −z = r cos θ.
Then the solution becomes (Weinberger [1965: 335])
Z 2π Z π
1
u(x, y, z, t) = f (x+ct sin θ cos φ, y+ct sin θ sin φ, z +ct cos θ) sin θ dφ dθ. (20.4.6)
2 0 0

Note that this solution does not depend on the behavior of the function f both outside as
well as inside the above spherical domain. It depends only on the values of f on the surface
of this sphere. This fact provides another insight into the Huygens principle: if ‘a signal
concentrated in the neighborhood of a point P at time zero is concentrated at time t > 0
near a sphere of radius ct centered at P , then a listener at a distance d from a musical
instrument hears exactly what has been played at time t − d/c, rather than a mixture of all
the notes played up to that time’.

20.4.3 Audio Signals. The multiplication of two audio signals is usually carried out by
slowly varying signals. Assume that neither of the two audio signals is slowly varying. Let
us first consider the product of two sinusoids x1 = cos(α1 n + φ1 ) and x2 = cos(α2 n + φ2 ):

x1 x2 = cos(α1 n + φ1 ) cos(α2 n + φ2 )
1 
= cos ((α1 + α2 )n + (φ1 + φ2 )) + cos ((|α1 − α2 |)n + (φ1 − φ2 )) .
2
(20.4.7)

The two components in (20.4.7) are called the sidebands.

The shifting of the component frequencies of a sound is called ring modulation. A very
simple form is shown in Figure 20.15, in which an oscillator provides a carrier signal which
is simply multiplied by the input (called the modulating signal).
In general, the term ‘ring modulation’ is used to mean multiplication of any two signals,
although we have considered sinusoidal signals in the above definition. Eq (20.4.7) implies
that in terms of two phases φ1,2 and the same amplitude a we have

2a cos(αn + φ1 ) cos(αn + φ2 ) = a cos (2αn + (φ1 + φ2 )) + a cos(φ1 − φ2 ). (20.4.8)

The second term on the right side in (20.4.8) has zero frequency; its amplitude depends
on the relative phases of the two sinusoids, ranging from +a to −a as the phase difference
varies from 0 to π radians.

ωc
in out
×

−1
Figure 20.15 Ring modulation.
656 20 VIBRATIONS AND ACOUSTICS

In the case when a signal consists of more than one partial each, the signal of frequency α1
can be replaced by a sum of finitely many sinusoids, such as a1 cos(α1 n) + · · · + ak cos(αk n).
If this signal is multiplied by another signal of frequency β, we obtain partials at frequencies
α1 + β, |α1 − β|, . . . , αk + β, |αk − β|. The resulting spectrum is the original spectrum
together with its reflection about the vertical axis. This composite spectrum is then shifted
right by the carrier frequency ωc . Finally, if any component of the shifted spectrum is still
left on the vertical axis, it is reflected back to make its frequency positive.
The multiplication of two audio signals, assumed to be slowly varying, is defined by the
trigonometric identity (20.4.8), valid for φ1 − φ2 > 0. If φ1 − φ2 < 0, simply interchange
the two sinusoids, so that φ1 − φ2 becomes positive. The formula (20.4.8) means that the
multiplication of two sinusoids yields a sum of two terms, one involving the sum of the two
frequencies and the other their difference. It also provides a method for ring modulation
(shifting the component frequencies in waveshaping), as shown in Figure 20.15, in which an
oscillator provides a carrier signal ωc which is then multiplied by the input. Note that ring
modulation generally implies multiplication of any two signals. In the case of audio signals
it always uses a carrier signal ωc .

20.4.4 Acoustic Waveguides. These waveguides, even with complicated cross-section,

have been analyzed using conformal mapping techniques by Kashin and Merkulov [1966],
Laura [1967], Hine [1971], Laura and Maurizi [1971], and Laura, Romanelli and Maurizi
[1972]. Three-dimensional axisymmetric problems related to diffraction and radiation for a
general class of bodies of revolution were developed by Pond [1970] who used the conformal
mapping of the region outside the meridian profile of the body onto the region outside the
unit circle. The numerical analysis of the boundary value problem in the model space was
done by the Galerkin method. Berger [1978] obtained a numerical solution for the transient
vibrations of an arbitrary shell of revolution surrounded by an acoustic medium, where
the region outside the shell is conformally mapped onto the region outside the unit circle.
The scattering of acoustic waves has been studied using conformal mapping techniques by
Bowman et al. [1969: 37]. A recent work by Dozier [1984] deals with underwater acoustic
signals from ocean surfaces where a sequence of conformal mappings is used to locally flatten
successive segments of the surface which is assumed piecewise linear and frozen in time.
Finite element methods for vibration analysis including (i) free vibrations of an elastic
rod, of an elastic beam and of an elastic plate, (ii) axial vibrations of a plastic rod, and (iii)
eigenvalue problems for the hyperbolic, parabolic, and Helmholtz equations are discussed
in Kythe and Wei [2004: ch 13].

References used: Baltrukonis et al. [1965], Bowman et al. [1969], Hine [1971], Kashin and
Merkulov [1966], Kythe [1995; 1998], Kythe and Wei [2004], Kythe and Kythe [2012], Laura [1964, 1967],
Mazumdar [1975], Schinzinger and Laura [2003], Schmidt [1981; 1983], Sideridis [1984], Weinberger [1965].
21
Electromagnetic Field

Electromagnetism is a branch of physics involving the study of the electromagnetic force,

a type of physical interaction that occurs between electrically charged particles. The elec-
tromagnetic force usually exhibits electromagnetic fields such as electric fields, magnetic
fields and light. There are many mathematical descriptions of the electromagnetic field.
In classical electrodynamics, electric fields are described as electric potential and electric
current. Maxwell’s equations describe how electric and magnetic fields are generated and
altered by each other and by charges and currents.

We will discuss electrostatic field, electric field, electric potential, electric capacitors, AC
circuits, and Laplace’s and Poisson’s equations, and use conformal mapping techniques to
solve some problems related to these topics.

21.1 Electromagnetic Field

Gauss’s law states that the electric flux out of any closed surface is proportional to the
total charge enclosed within the surface. In applying Gauss’s law to the electric field at
a point charge, it becomes consistent with Coulomb’s law which states that the electric
charge acting at a point charge q1 as a result of the presence of a second point charge q2 is
kq1 q2 q1 q2
given by F = = , where F is the electric force. Using Gauss’s law, we obtain
r2 4πεr2
formulas for the (radial) electric field and the potential outside an infinitely long wire with
a line charge q:

q q
E(r) = , and v(r) = const − . (21.1.1)
2πεr 2πε r

Maxwell’s equations are a set of four differential equations that form the theoretical
basis for describing classical electromagnetism. They are based on the following four laws:
(i) Gauss’s law: Electric charges produce an electric field, and the electric flux across a
closed surface is proportional to the charge enclosed; (ii) Gauss’s law for magnetism:
There are no magnetic monopoles. The magnetic flux and Faraday’s law quantitative across
a closed surface are zero; (iii) Faraday’s law: Time-varying magnetic fields produce an
electric field; and (iv) Ampère’s law: Steady currents and time-varying electric fields (this
658 21 ELECTROMAGNETIC FIELD

is due to Maxwell’s correction) produce a magnetic field.

Let q and v be respectively the electric charge and velocity of a particle. Then the Lorenz
law defines the electric field E and magnetic field B by specifying the total electromagnetic
force F as F = qE + qv × B, i.e., it contains one part of the electromagnetic force that
arises from interaction of a moving charge (qv as the magnetic field) and the electric field.
In integral form, these four laws are expressed as follows:
Gauss’s law states that the total charge contained within a closed surface is proportional
to the total electric flux (the sum of the normal component of the field) across the surface:
Z Z
1
E · dn = ρ dV,
S ε0

where ε0 is the electric constant, and ρ is the charge density.

Gauss’s law for magnetism states that although magnetic dipoles can produce an analo-
gous magnetic flux, which carries a similar mathematical form, the total magnetic charge
over all space must sum to zero:
Z
B · da = 0.
S

Faraday’s law states that the electric and magnetic fields become intertwined when the
fields undergo time evolution. Faraday discovered in the 1820s that a change in magnetic
flux produces an electric field over a closed loop:
Z Z
d
E · dS = − B · da,
loop dt S

with the orientation of the loop defined according to the right-hand rule, and the negative
sign reflects Lenz’s law.
Ampère’s law suggests that steady current across a surface leads to a magnetic field
(expressed in terms of the flux). Also, Maxwell determined that rapid changes in the
electric flux (d/dt)E · da can also lead to changes in magnetic flux. Thus
Z Z
d
B · dS = µ0 j · da + µ0 ε0 E · da,
loop S dt

where j is the current density.

In summary,
Z Z
1
Gauss’s law : E · da = ρ dV,
S ε0
Z
Gauss’s law for magnetism : B · da = 0,
S
Z Z (21.1.2)
d
Faraday’s law : E · ds = − B · da,
loop dt S
Z Z
Ampère’s law : B · ds = µ0 j · da + ε.
loop S
 21.2 ELECTROSTATIC FIELD 659

In differential form:
ρ
Gauss’s law: ∇ · E = ,
ε0
Gauss’s law for magnetism: ∇ · B = 0,
dB (21.1.3)
Faraday’s law: ∇ × E = − ,
dt
∂E
Ampère’s law: ∇ × B = µ0 j + µ0 ε0 .
∂t

21.2 Electrostatic Field

Let the analytic function f (z) = u(x, y) + i v(x, y) define the two-dimensional electromag-
netic field. Consider several parallel cylindrical metal conductors, which are very long so
that the electric field established is identical in any plane orthogonal to these cylinders.
Suppose electric charges are placed on each such conductor. Then an electrostatic potential
u(x, y) is established in free space surrounding the conductors, with the following proper-
∂2u ∂2u
ties: (i) ∇2 u(x, y) = 0 in free space, i.e., Laplace’s equation + 2 = 0 holds; and (ii)
∂x2 ∂y
u = const on the surface of each conductor; and (ii) the function f (z) is called the complex
electrostatic potential or simple complex potential.
Example 21.1. Let the positive and negative halves of the real axis each represent
infinite conducting plates separated from each other by insulation at the origin. Suppose
the right plate x > 0, y = 0 is kept at potential u = 3, while the left plate x < 0, y = 0
is kept at potential u = −4. The electrostatic potential u in the upper half-plane y > 0
is determined by considering the imaginary part of the function f (z) = log z, which is
arg{z} = θ, where z = log |z| + i arg{z} = log |z| + i θ. Moreover, θ takes the value 0 on
the positive real axis and π on the negative real axis. Thus, we must find the constants A
and B such that u = Aθ + B is the desired potential. Since θ = 0 when u = 3, we find that
B = 3. Also, when θ = π when u = −4, we find that A = −7/π. Then the desired potential
7 7 y y
is u = − θ + 3 = − + arctan + 3, where 0 ≤ arctan ≤ π. Thus, the electrostatic
π π x x
7
potential is the real part of the complex potential f (z) = i log z + 3. 
π

Example 21.2. Three conductors on the x-axis, separated by insulation at x = ±1, are
charged with electrostatic potentials

 −12
 for −∞ < x < −1,
u(x, y) = 9 for −1 < x < 1,


7 for 1 < x < ∞,

as shown in Figure 21.1(a).

To determine the electrostatic potential in the upper half-plane y > 0, assume that
u = Aθ1 + Bθ2 + C, where A, B, C are constants to be determined, and θ1 and θ2 are the
angles at x = −1 and x = 1, respectively, as shown in Figure 21.1(b). Since u is harmonic
because θ1 is the imaginary part of log(z − 1) and θ2 the imaginary part of log(z + 1). Using
the boundary conditions, we have: (i) u = 7 when θ1 = 0 = θ2 ; (ii) u = 9 when θ1 = π and
θ2 = 0; and (iii) u = −12 when θ1 = π = θ2 , we find that C = 7, A = 2/π, and B = −19/π.
Thus,
2 19 2 y 19 y
u = θ1 − θ2 + 7 = arctan − arctan + 7,
π π π x−1 π x+1
660 21 ELECTROMAGNETIC FIELD

where 0 ≤ θ1 , θ2 ≤ π. This electrostatic potential is the real part of the complex potential

2i 19i
f (z) = − log(z − 1) + log(z + 1) + 7. 
π π

y
y

•z

θ1 θ2
− 1• 0
• x 0 x
1
u = _ 12 u= 9 u= 7
(a) (b)

Figure 21.1 Three charged conductors.

21.2.1 Electric Potential. In view of Example 18.18, the function f (z) = m log(z − z0 )
describes the source of fluid flow at a point z0 . This situation can be perceived as an
infinitely long line piercing the complex z-plane orthogonally at the point z0 with fluid
rushing out radially in all directions, where the quantity of fluid from each linear foot of
the line source is 2πm units of volume per second.
In the case of an electrostatic field, these line sources of fluid flow become the line sources
of the electric potential. Imagine a straight wire conductor orthogonal to the z-plane at the
origin, on which an electric charge of density q units of charge per linear foot of distance
on the wire is evenly distributed. Then the electric potential generated by this wire is
u = −2q log r, and the complex potential is

f (z) = 2q log z. (21.2.1)

Proof. In general, a line charge q per unit length is subjected to the force qE per unit
length, where E is the electric field intensity vector, defined by the equations

E = −∇u, and E = −f ′ (z).  (21.2.2)

Example 21.3. Let a line of charge q1 per unit length be at z = 0 and another charge
q2 per unit length be at z = 1. Then from (21.2.1) the complex potential is given by the
sum of the potentials due to the sources at z = 0 and z = 1, i.e., by

f (z) = −2q1 log z − 2q2 log(z − 1). (21.2.3)

Since the potential u = ℜ{f (z)}, we have

p p
u = −2q1 ln |z| − 2q2 ln |z − 1| = −2q1 ln x2 + y 2 − 2q2 ln (x − 1)2 + y 2
p p
= −q1 ln x2 + y 2 − q2 ln (x − 1)2 − y 2 .

2q1 2q2
From (21.2.2) we get the electric field intensity vector as E = + .
z̄ z̄ − 1
 21.2 ELECTROSTATIC FIELD 661

As we have seen, the electrostatic potential is defined by ℜ{f (z)} = u. But what does
ℑ{f (z)} = v define? Going back to the fluid flow problems, we recall that v = c, where c is
constant, define the streamlines, and the velocity vectors are tangent to these lines. In the
electrostatic case, the lines v = c are called the lines of force and the vector E is tangent to
these lines.

For example, if q1 = q2 = q in Example 21.3, the complex potential (21.2.3) becomes

2xy − y
f (z) = −2q log |z(z − 1)| − 2qi arg{z(z − 1)}. Since arg{z(z − 1)} = arctan 2 , the
x − y2 − x
imaginary part of this complex potential is given by

2xy − y
v(x, y) = −2q arctan ,
x2 − y2 − x

and thus, the lines of force, defined by v = c, are given by

2xy − y  c
= tan − = C,
x2 2
−y −x 2q

where C is an arbitrary constant. The equipotential lines u = const and the lines of force
v = const at the points z = ±1 are presented in Figure 21.2. 

•
x
•
•• •
_1 0 1

Figure 21.2 Equipotential lines (dashed) and lines of force (solid).

Example 21.4. Let the line charge q unit per length be placed at the points z =
nπ, n = 0, ±1, ±2, . . . . This case is similar to the fluid flow problem defined by the function
f (z) = m log(z − z0 ), where m is replaced by −2q. Thus, the complex potential is f (z) =
−2q log(sin z). 
Example 21.5. Consider a line of charge q per unit length located at the point z = 1,
and let the real axis be a ground conductor, i.e., it has potential u = 0. Recall that the line
charge in this case is −2q log |z − 1| at z = i, but it will not make the potential zero on the
real axis. Let us place a charge −q at z = −i. Then the potential on the real axis will be
zero. Thus, the electrostatic potential and the complex potential are given, respectively, by

z+i
u(x, y) = −2q log |z −i|+2q log |z +i|, and f (z) = −2q log(z −i)+2q log(z +i) = 2q log .
z−i
662 21 ELECTROMAGNETIC FIELD

The charge at z = −i is called the image of the charge at z = i. Now, using the method of
images (see Kythe [1998: 341]), since

z+i x2 + y 2 − 1 + 2i x
= ,
z−i x2 + (y − 1)2

the complex potential is given by

|z + i| nz + io
f (z) = 12 log + 2qi arg
|z − i| z−i
p
2
x + (y + 1) 2 2x
= 2q log p + 2qi arctan 2
x2 + (y − 1)2 x + y2 − 1
x2 + (y + 1)2 2x
= q log 2 2
+ 2qi arctan 2 .
x + (y − 1) x + y2 − 1

Notice that the electrostatic potential u(x, y) = ℜ{f (z)}, and the lines of force are v(x, y) =
2x
ℑ{f (z)} = c, or 2 = C, which can be rewritten as (x − C)2 + y 2 = C 2 + 1, and
x + y2 − 1
they represent the circles with centers (C, 0) on the real axis passing through the line charges
at z = ±i (Figure 21.3). The electric intensity vector E is given by

 2q 2q   4qi  1 − 4q
E = −f ′ (z) = − + = = 2 .
z−i z+i z2 + 1 z̄ + 1

•••

x
0

•••

Figure 21.3 Lines of force.

The conformal transformation z = eζ maps the upper-half of the z-plane onto the infinite
strip (channel) 0 ≤ ℑ{ζ} ≤ π in the ζ-plane (see Map 5.5). Let ζ = ξ + iη. Now, it is known
that under this mapping the real axis on the ζ-plane, η = 0, −∞ < ξ < ∞, is mapped onto
the positive real axis of the z-plane and that the line ζ = ξ + iπ, −∞ < ξ < ∞, is mapped
onto the negative real axis of the z-plane, and also the line segment ζ = iη, 0 ≤ η ≤ π is
mapped onto the upper-half of the unit circle on the z-plane (see Map 5.3 and Map 5.6).
 21.2 ELECTROSTATIC FIELD 663

Example 21.6. Consider a channel of width π bound on both sides by grounded con-
ductors. Then under the mapping z = eζ , a line of charge q at the point ζ = iπ/2 is mapped
onto z = 1; the lower boundary of the channel is mapped onto positive x-axis and the upper
boundary onto the negative x-axis. To solve this problem, consider a line source of charge
at z = i, where x-axis is at zero potential. In Example 21.5, the complex potential is given
z+i
by f (z) = 2q log . If we set z + eζ , we get the complex potential as
z−i

eζ + i
f (z) = 2q log . (21.2.4)
eζ − i

To find the potential u(ξ, η) and the lines of force v(ξ, η) = C, notice that

eζ + i eξ eiη + i e2ξ − 1 + 2i eξ cos η

= = .
eζ − i eξ eiη − i e2ξ − 1 + 2i eξ sin η

Then its real part is

q
2
ζ
e +i (e2ξ − 1) + 4e2ξ cos2 η
= ,
eζ − i e2ξ + 1 − 2eξ sin η

and the imaginary part is

n eζ + i o 2eξ cos η
arg = arctan .
eζ − i e2ξ − 1

Combining these two parts, we find that the complex electrostatic potential is given by

2
e2ξ − 1 + 4e2ξ cos2 η
u(ξ, η) = q log 2 ,
(e2ξ + 1 − 2eξ sin η)

and the lines of force are given by

2eξ cos η
v(ξ, η) = 2q arctan = c,
e2ξ − 1

or by
2eξ cos η
= C,
e2ξ − 1

where C is an arbitrary constant. 

Example 21.7. A line of charge q per unit length is located at z = 1/2 inside the unit
circle which is a ground conductor (Figure 21.4). The problem is to find the complex and
664 21 ELECTROMAGNETIC FIELD

electrostatic potentials in |z| ≤ 1.

y
grounded
conductor
η

q
• x i/ 3 • q
0 1/ 2 1

ξ
0
grounded
conductor
ζ- plane
z- plane
Figure 21.4 Unit circle as ground conductor.

z−1
We will use the transformation ζ = −i (see Map 3.25), which maps the conducting
z+1
boundary |z| = 1 onto the real ζ-axis and the line of charge at z = 1/2 onto the point
ζ = i/3, as shown in Figure 21.4. Then, placing an image line of charge −q per unit length
at ζ = −i/3, the complex potential in the ζ-plane is given by

ζ + i/3
f (ζ) = −2q log (ζ − i/3) + 2q log (ζ + i/3) = 2q log .
ζ − i/3

Using the above bilinear transformation this complex potential is mapped onto the unit
circle |z| = 1 as
z−1 i
−i + 2z − 1
f (z) = 2q log z + 1 3 = 2q log .
z−1 i z−2
−i −
z+1 3
The electrostatic potential u = ℜ{f (z)} is then given by

2z − 1 (2x − 1)2 + 4y 2
u(x, y) = 2q log = q log .
z−2 (x − 2)2 + y 2

In electrostatic problems, the streamlines are parallel to the electric field with electric
intensity E. We have

df ∗ (z)
E(z) = Ex (x, y) + i Ey (x, y) = − ,
dz
or
∂u(x, y) ∂u(x, y)
Ex (x, y) = − , Ey (x, y) = − .
∂x ∂y
Example 21.8. The potential from a line charge, of charge density q along the z-axis
is u(r) = −2q log r = −2q ℜ{log z}. The electric field can be calculated in two methods:
 21.2 ELECTROSTATIC FIELD 665

Method 1. we have
   
d 1 z x y
− [(−2q log z] = 2q = 2q 2 = 2q 2 +i 2 ,
dz z̄ |z| x + y2 x + y2
x y
Ex = 2q , Ey = 2q .
x2 + y 2 x2 + y 2
Method 2. We have
" p #
∂u(x, y) ∂ log x2 + y 2 x
Ex (x, y) = − = − −2q = 2q 2 ,
∂x ∂x x + y2
" p #
∂u(x, y) ∂ log x2 + y 2 y
Ey (x, y) = − = − −2q = 2q 2 .
∂y ∂y x + y2

Example 21.9. Consider two infinite parallel flat plats, separated by a distance and
maintained at zero potential. A line of charge q per unit length is located between the two
plates at a distance a from the lower plate. The problem is to find the electrostatic potential
in the region D of the z-plane. The transformation w = eπz/d maps the shaded region of the
z-plane onto the upper half of the w-plane (see Map 5.10 also), such that the point z = ia
is mapped onto the point w0 = eiπa/d ; the points on the lower plate z = x and on the upper
plate z = x + id are mapped onto the real u-axis for u > 0 and u < 0, respectively. i.e., the
points A, B, C, D, E, F are mapped onto A’, B’, C’, D’, E’, F’, respectively.
Consider the line of charge q at w0 and a line of charge −q at w̄0 . The associated complex
potential is given by

w − w̄0
F (w) = −2 log (w − w0 ) + 2q log (w − w̄0 ) = 2q log .
w − w0

The real part is zero on the real axis u = 0, which satisfies the boundary condition on the
plates. Hence, the electrostatic potential at any point in the shaded region of the z-plane
is given by
w − e−iv
ℜ{F (w)} = 2q log , v = πa/d.  (21.2.5)
w − eiv

y
v
C

{
D A
•
•q • w0
d
E
a
{•
FF E B
x A’
•
Cʼ Dʼ Eʼ Fʼ
•
Bʼ
u
0 _• 0•
1 1
z- plane
w - plane
Figure 21.5 Problem of two infinite parallel flat plates.
666 21 ELECTROMAGNETIC FIELD

21.3 Electric Field

Let j denote the current density vector, V the voltage, E the electric field intensity, which
is the gradient of the voltage, but opposite in sign, to E, and σ the conductivity which is
the reciprocal of resistivity. In the absence of any sources in the medium, these quantities
are related as follows:

j = σ E, (21.3.1)
E = −∇V, (21.3.2)
2
∇ V = 0. (21.3.3)

Any ‘flux tube’, a pipe of uniform depth, between two adjacent flowlines carries a fixed total
current throughout its entire length from electrode to electrode in a source-free region. Only
the current density changes as the tube narrows or widens. No current passes through the
‘walls’ of such a tube. Assuming that conduction takes place in a conductor of uniform
thickness or depth in R3 along the z-axis, i.e., normal to the (x, y)-plane, the flux ‘tubes’
appearing in the (x, y)-plane are indicated by the outlines of their side walls as shown in
Figure 21.6(a) or (b).

4
3
wall
e
ub

e
ub
xt

5
xt
flu

2
flu

1
source
sink source 9 sink

6 8

(a) (b)
Legend:
Insulator ; source, sink ; flow line ; equipotential

Figure 21.6 Current flow in a conducting annulus.

Given a grid of orthogonal field lines (potential lines and flow lines which are orthogonal
to each other), such a grid can be divided into curvilinear squares such that each tube
consists of cubes in a row, with cubes of one row or tube adjacent to corresponding cubes
in adjoining tubes. Then each tube carries an equal amount of current and the total
conductance of the circuit between source S1 and sink S2 can be easily determined, as
follows: Any square of a conducting plate of thickness d has a conductance in the direction
ad
of value G = σ , where ad is the cross-sectional area of length b. Since, by definition,
b
a = b for any square of width a and length b, including a curvilinear square, we get G = σd,
which is independent of the size of the square and of the direction of flow as long as it
occurs parallel to either side a or side b and uniformly enters and leaves the boundaries at
opposite ends. The advantage of dividing the given electric field into squares is now obvious
 21.3 ELECTRIC FIELD 667

(see Figure 21.7). The current flow in Figure 21.6(a) is mostly radial, while that in Figure
21.6(b) is mostly circular.

Flow surface at uniform potential

Flow
d d

potential difgference
b
a eff
a
beff

surface at uniform potential

Figure 21.7 Current flow through ‘squares’ in the (x, y)-plane.

Note that the total conductance of the configuration in Figure 21.6(a) is that of 9 flux
tubes side-by-side, having a total width equivalent to nine squares, and a total length
equivalent to two squares. Thus, the conductance of the path is (9/2)σd, and
9 squares widthwise
Gtotal = σd = 4.5 σd. (21.3.4)
2 squares lengthwise
The ratio 4.5 is called the modulus or shape factor of the device in Figure 21.6(a), as defined
in Schinzinger and Laura [2003:163]. This device can be scaled up or down, but as long as
the ratio of the squares widthwise to lengthwise and the thickness d remain unchanged, the
conductance stays at 4.5 σd. In practice, however, other matters, such as limits imposed
by heat dissipation, mechanical strength, or electrical breakdown across the electrodes, are
taken into account.
1
In Figure 21.6(b), the total conductance Gtotal = σd, where 1/4.5 is its modulus or
4.5
shape factor.
If the rectangular surface is square in Figure 21.7, then a = b, which gives aeff = beff .
Also, the shaded part of this figure represents the cross-sectional area of flow, which is ad
or aeff d.
Figure 21.6 also represents the electric field between two charge carrying electrodes. The
flow quantity is the dielectric flux density or the displacement vector, denoted by D, the
potential is the electric potential φ, and the negative of the potential gradient is the electric
field intensity E. For a medium characterized by permittivity ε, we have
D = ε E,
E = −∇φ,
∇2 φ = 0. (21.3.5)
We will use Figure 21.7 to establish the capacitance of a square which comes to
ad
C =ε = ε d. (21.3.6)
b
668 21 ELECTROMAGNETIC FIELD

Also, as in Eq (21.3.4), the total capacitance for Figure 21.6 is given by

9 squares widthwise
Ctotal = ε d = 4.5 ε d. (21.3.7)
2 squares lengthwise

A magnetic field as in Figure 21.6(a) exists because of a pair of magnetic north and south
poles at the source S1 and the sink S2 , respectively; we have, however, not shown the return
path in this figure. Let the magnetic flux density be denoted by B, the magnetomotive force
by φ, the field intensity by H, and the permeability by µ. Then the governing equations
are
B = µ H,
H = −∇φ, (21.3.8)
∇2 φ = 0.

The permeance of a square and the total permeance are given by

ad
P =µ = µ d. (21.3.9)
b
9 squares widthwise
Ptotal = µd = 4.5 µ d. (21.3.10)
2 squares lengthwise

A magnetic field is commonly caused not by a permanent magnet but by an electric current
or an energized winding. Figure 21.6(a) may be regarded as representing the cross-section
of a coaxial cable, with the source S1 carrying current into the plane of the figure and
the sink S2 carrying return current in the opposite direction, both S1 and S2 representing
perfectly conducting thin walls or ‘current sheets’ in cross-section. Then the magnetic flux
lines due to the current in the cable would be directed tangentially through the annulus,
i.e., orthogonal to the direction shown in Figure 21.6(a). Figure 21.6(b) may also be used
as a model by assuming that S1 and S2 represent the source and sink, respectively, of a
‘magnetomotive force’ or scalar magnetic potential measured in Ampere-turns. Thus, for a
path between S1 and S2 in this electric model, the total permeance is given by

2
Ptotal = µ d, (21.3.11)
9

and the inductance L, with N = 1 turn, by

2
L = N 2 Ptotal = µ d. (21.3.12)
9

Finally, the characteristic impedance of the coaxial cable in the lossless case (i.e., with no
resistance) is given by (Schinzinger and Laura [2003: 165])

p 2p
Z0 = L/C = µ/ε. (21.3.13)
9

21.3.1 Hall Effect. The classical Hall effect, discovered by Edwin Hall in 1879, is the
production of a potential difference across an electrical conductor when a magnetic field is
applied in a direction perpendicular to that of flow of current. As defined in Trefethen and
Williams [1986], the Hall effect is the production of a voltage difference (known as the Hall
voltage) across an electrical conductor, transverse to an electric current in the conductor and
 21.3 ELECTRIC FIELD 669

to an applied magnetic field perpendicular to the current. The Hall effect devices are often
used as magnetometers, i.e., to measure magnetic fields, or inspect materials, such as tubing
or pipelines. The measurement of this voltage difference is important in semiconductor
electronics. Its sign reveals whether the material being tested carries current primarily by
electron (type n) or by ‘holes’ (type p).
Let D denote a planar polygonal domain (as in Problem O, see §8.8, and Trefethen
and Williams [1986]), which can be regarded as having been cut from a thin material of
uniform electrical conductivity (Figure 21.8). On each boundary arc Γk , k in an index set
Σ ⊆ {1, . . . , n}, a fixed constant voltage u = uk is applied, while the remainder of the
boundary is insulated. Assuming that Σ contains no adjacent pairs k, k +[ 1 except with
uk = uk+1 , let K ≤ n/2, K ≥ 1, be the number of disjoint components of Γ̄k , that is,
k∈Σ
the number of separate voltages applied on the boundary ∂D.

z1 Γ4 z4

α u = u3 f
α
Γ1 α
Γ
α 3
u = u1
u = u3
α
z2 Γ2 z3
u = u1

Figure 21.8 Schwarz-Christoffel transformations.

If a constant magnetic field B is applied perpendicular to D, the resulting steady-state

voltage u(z), electric field E(z), and current density j(z) are as in §21.1, defined by

E = −∇u, j = E + j × B. (21.3.14)

If the two vectors E and j are interpreted as complex scalars and if E = |E|, j = |j|, and
B = |B|, then Eq (21.3.14) becomes E = (1 − iB)j. Thus, E and j form a constant angle
α = arctan B at every point z ∈ D, i.e,
j |j|
= = cos α, arg{j} − arg{E} = α, (21.3.15)
E |E|

where α is called the Hall angle. Without loss of generality, we assume that |α| < π/2.
Then the problem of determining u is of the form of Problem O: On each side with k ∈ Σ,
the voltage u is constant, which implies that it satisfies the oblique derivative boundary
conditions with θk = π/2. On each side with k ∈ / Σ, there is no current through the
boundary, i.e., j is tangent to Γk . Then using Eqs (21.3.14) and (21.3.15), ∇u makes an
angle α clockwise from Γk in this case, which implies that the directional derivative of u is
zero at an angle clockwise from the normal to Γk , i.e., θk = α. Thus, an oblique derivative
boundary condition is satisfied on every side of ∂D. Moreover, we have two more conditions:
the values u = uk on Γk are specified for k ∈ Σ, and any physically meaningful solution
must be continuous. This leads to the following general Hall effect problem:
Problem OH . (Trefethen and Williams [1986]) Let D, Σ, uk , and α be given as defined
above. Find a solution to the problem O subject to the homogeneous oblique derivative
670 21 ELECTROMAGNETIC FIELD

boundary conditions (8.8.1) with


π/2 for k ∈ Σ,
θk = (21.3.16)
α for k ∈
/ Σ, |α| < π/2,

together with the additional conditions

u ∈ C(D̄), u(z) = uk for all z ∈ Γk , k ∈ Σ. (21.3.17)

The conditions (21.3.17) ensure a unique solution in the form u = ℜ{ψ ◦ φ}, where
Z t K
Y
iθkm −1 ′ α/π− 12 −α/π− 21
ψ(t) = C3 + e p(t ) (t′ − qk ) (t′ − rk ) dt′ , (21.3.18)
tφ k=1

and p is a real polynomial of degree at most K − 1.

Example 21.10. Consider the simple case where D is a rectangle of height 1 and length
L (Figure 21.9). Here K = 2, so p reduces to a constant in (21.3.18). The constant C3 can
be determined by setting up a Schwarz-Christoffel integral (21.3.18), then shift and scale
the resulting parallelogram so that ℜ{f (Γ1 )} = u1 and ℜ{f (Γ3 )} = u3 . Then, the height
h of f (D) can be determined by evaluating an integral, i.e., determining the total current
I from Γ3 to Γ1 , for I is equal to the magnitude of the normal component of j along Γ1 ,
or equivalently along f (Γ1 ), since current is invariant under conformal mapping. Using
(21.3.15), we have |E| = 1 and |j| = cos α along f (Γ1 ), so the normal component of j has
constant magnitude cos2 α. Hence, I = h cos2 α. The Fortran subroutine SCPACK has
been used with L = 2, α = π/6, and u3 − u1 = 1. The numerical values obtained for height
and current are h = 0.615567 and I = 0.461675. 
In the case when D is a more general polynomial with K ≥ 3 prescribed voltages, the
situation changes qualitatively because now Eq (21.3.18) contains a nontrivial polynomial
p, which introduces slits and/or branch points in f (D). We will consider an example.

Example 21.11. Consider a 6-gon shown on the left in Figure 21.9 with vertices at
−1 + i, −1, 0, 12 − 2i , 2 − 2i , 2 + 2i .
6
1
*
3 3 5
2 4
6
1 6
1
Γ1 u=0 *
u= 1 Γ
5 5
2 2
3 4 6
Γ
3
4
5 1
5
* 4
3
2

Figure 21.9 A 6-gon.

In this problem, voltages are prescribed as follows: u1 = 0, u3 = U , and u5 = 1 on the

sides Γ1 , Γ3 and Γ5 , while the sides Γ2 , Γ4 and Γ6 are insulated. Let p(t) = c(t − t∗ ), where
 21.4 ELECTROMAGNETIC WAVES 671

c is a constant, so that t∗ marks the ‘extra vertex’ corresponding to the end of the slit.
For arbitrary U , t∗ must lie anywhere on R, but let us assume 0 < U < 1. Then there
are exactly three possibilities for f (D) as presented in Figure 21.9. In each case one of
the sides of f (D) protrudes beyond the vertex at which it might be expected to stop, then
doubles back, so that f (D) is now not a 6-gon but a 7-gon with vertices w1 , . . . , w6 and w∗ .
These three cases differ in the order in which the vertices and prevertices appear along the
boundary as follows:

(a) : w1 , w2 , w∗ , w3 , w4 , w5 , w6 ;
(b) : w1 , w2 , w3 , w∗ , w4 , w5 , w6 ;
(c) : w1 , w2 , w3 , w3 , w4 , w∗ , w5 , w6 .

They also differ physically in each case, i.e., (a) current flows into Γ3 only; current flows
both into and out of Γ3 ; and (c) current flows out of Γ3 only. However, it might happen
that f (D) has no slit in it. If U is specified as in Figure 21.9, nothing is known a priori as
to which of the cases (a)-(c) will occur, nor do we know the correct slit length or any other
vertical dimensions of f (D), although we know its horizontal (i.e., oblique) dimensions.
This is why the determination of ψ is a generalized parameter problem, which is linear.
For a practical illustration, let K > 2, U = 21 , and α − π/6, and the numerical solution is
determined, which turns out to be of type (b). The results are: total current 0.449016 out
of Γ5 ; 0.166622 into Γ3 ; 0.045959 out of Γ3 , and 0.328354 into Γ1 .
The cases (a) and (c) can occur, as is shown in Figure 21.10 with a 3 × 3 array of numer-
ically determined boundary polygons f (∂D) with α = −π/6, 0, π/6 and U = 0.1, 0.5, 0.9.
The case (a) is obtained with U = 0.1, (b) with U = 0.5, and (c) with U = 0.9. 
U = 0.1 U = 0.5 U = 0.9

α = π /6

α= 0

α = _ π /6

Figure 21.10 Image polygons f (∂D) for the Hall effect.

21.4 Electromagnetic Waves

Electromagnetic waves are generated by the electromagnetic radiation (EMR) as a form of
energy emitted and absorbed by charged particles. This energy behaves like a wave as it
travels through space. It has both electric and magnetic components, which are always in
a fixed ratio of intensity with each other, oscillate in phase perpendicular to each other,
672 21 ELECTROMAGNETIC FIELD

and are orthogonal to the direction of energy and wave propagation. These properties are
presented in Figure 21.11, where the solid curves are in the vertical (k, E)-plane which
corresponds to the electric field E, while the dotted curves are in the horizontal (k, B)-
plane which corresponds to the magnetic field B. Electromagnetic waves can be regarded
as a self-propagating transverse oscillating wave of electric and magnetic fields. In vacuum,
electromagnetic radiation propagates at the speed of light.
E λ

} B
Figure 21.11 Components of electromagnetic radiation.

The classification of electromagnetic radiation is based on the frequency of its waves. It

is governed by the laws of electrodynamics (known as Maxwell’s equations). Electric and
k

magnetic fields obey the superposition principle. Since they are vector fields, all electric
and magnetic field vectors add together by laws of vector addition.
Electromagnetic radiation exhibits both wave properties and particle properties simulta-
neously. This is known as the wave-particle duality. As a wave, it is transverse, so that the
oscillations of the wave are perpendicular to the direction of the energy transfer. The elec-
tric and magnetic parts of the field remain in a fixed ratio and satisfy Maxwell’s equations
involving both E and B fields.

21.5 Electric Capacitors

We present Maxwell’s transformation
a

Map 21.1a. 1 + w + w2 z=
π
that shows the fringing field in the end-zone of an electric capacitor.

α 1= _ π α3 = 2 π A
C A C B P C
(a) _
ξ 1 =•_ 1 • •
B ∞ ξ =0
2
∞ξ
(z’) a
C P
B
x (b) B
•
C A B
α2 = π 0 _ • • ξ
∞ ξ 3 = 0 ξ 1= 1 ∞
_
∞BC A α 1= _ π

α2 = π
2a
(z’’) x C A B D C
B
0 _ • • • ξ
∞ ξ 1= _ 1 ξ ξ4 = 1 ∞
2=0
_ D
∞ BC α4 = _ π
ξ - plane
z- plane
Figure 21.12 One-quarter (z ′ ) and one-half (z ′′ ) of an electric capacitor.
 21.5 ELECTRIC CAPACITORS 673

We will derive the results using Schwarz-Christoffel transformation, where the freedom
of choosing points is significant. Thus, we can select points in the ζ-plane that correspond
to the vertices in the z-plane. The following three cases are analyzed, each with a different
set of points. The part (z ′ ) in Figure 21.12 represents one-quarter of the capacitor, while
the part (z ′′ ) represents one-half of an electric capacitor.
We start with (z ′ ): Recall that ζ = ξ+iη. The point C is at ξ = ∞, point A is at ξ1 = −1,
and point B is at ξ2 = 0. Thus, we have α1 = −π and α2 = π, and the transformation is
given by

Z
dξ
z(ξ) = C1 + C2
(ξ + 1)−1 (ξ
− 0)
Z
ξ+1
= C1 dξ + C2 = C1 (ξ + log ξ) + C2 . (21.5.1)
ξ

At the point B, the boundary condition ξ = 0, z = −∞±ia is not easily applicable. However,
the integration constant C1 can be obtained by using the infinitesimal changes as we track
through an arc around ξ2 with ξ = r eiθ and r → 0 in the ξ-plane. Then we get

Z Z Z 0+ 
−∞+i0
ξ+1 0+
1
dz = C1 dξ = C1 1+ dξ
−∞+ia 0 ξ 0 ξ
Z 0 (21.5.2)
1 
− ia = lim C1 1 + eiθ ireiθ dθ = −iC1 π,
ξ→0 π r

which gives C + 1 = a/π.

At the point A, set ξ = −1, z = 0 + ia. Then

a  a
ia = − 1 + log(−1) + C2 = (−1 + ia) + C2 ,
π π

a
which gives C2 = a/π. Hence z = (1 + ζ + log ζ), which, using w = log ζ, gives
π

a
z= (1 + w + ew ) , (21.5.3)
π

or
a a u
x= (1 + u + eu cos v) , y= (e sin v + v) . (21.5.4)
π π

Thus, v = 0 corresponds to y = 0, and x = πa (1 + eu + u) shows that even close points on

the u-axis correspond to distant points on the x-axis. The line v = π corresponds to y = a
and x = πa (1 − eu + u). The points A, B, C correspond to similar points in Figure 21.13,
674 21 ELECTROMAGNETIC FIELD

part (z ′ ) and (a).

π A

B C

u
_
∞ 0 ∞

w - plane
Figure 21.13 One-quarter (z ) and one-half (z ′′ ) of an electric capacitor.
′

Map 21.1b. We again start with the part (z ′ ), but with a different selection of the
three points ξ2 = ±∞ (point B), ξ3 = 0 (point C), and ξ1 = 1 (point A). Then, since
α1 = π, α3 = 2π, we obtain the integral equation
Z
dξ
z(ξ) = C1 2 −1 + C2
(ξ + 0) (ξ − 1)
Z 
ξ−1 1
= C1 dξ + C2 = C 1 log ξ + + C2 . (21.5.5)
ξ2 ξ
Now, at the point B the change in z is from 0 + ia to 0 + i0 and the angle θ changes from
0 to π as we traverse the ξ-axis. Thus, with r → ∞ at B, we get
Z −∞+i0 Z 0+
ξ−1
dz = C1 dξ,
−∞+ia 0− ξ2
or Z π
reiθ − 1
−ia = lim C1 ireiθ dθ,
0 r2 e2iθ
which gives C1 = −a/π.
a 
At point A, we have ξ = 1 and z = ia, ia = − log(1) = 1 + C2 , which gives
π
C2 = ia + a/π. Hence,
a  a 1 
z(i) = − log ξ + 1ξ + ia + a
π = 1 − − log ξ + ia,
π π ξ
which, with w = log ζ, we get
a 
z(w) = 1 − ew − w + ia. (21.5.6)
π
If we use the transformation w 7→ w∗ , we find the same result as above, but with w∗ instead
of w, i.e., w∗ = iπ − w, thus
a ∗ 
z(w∗ ) = 1 + e−w + w∗ . (21.5.7)
π
 21.5 ELECTRIC CAPACITORS 675

Map 21.1c. We start with (z ′′ ), and find that it yields similar results as obtained
in Maps 21.1a and 21.1b if we use the symmetry on the ξ-axis, and the transformation
w = 2 log ζ.

21.5.1 Capacitance between Two Conductors. Let q be the electrical charge on

either conductor and ∆u be the difference between one conductor and the other. Then the
capacitance C is defined by
|q|
C= .
|∆u|
In two-dimensional problems, the capacitance is calculated per unit length, denoted by c,
and its cross-section is typically displayed in the complex plane. In this case, let qL denote
the charge per unit length of one of the conductors. Then

|qL |
c= .
∆u|

Theorem 21.1. The electrical charge per unit length on a conductor that belongs to a
charged two-dimensional configuration of conductors is
ε
qL = ∆v(x, y), (21.5.8)
4π
where ε is the permeability (or dielectric constant) of the surrounding material, and ∆v(x, y)
is the decrement (initial value minus final value) of the stream function as we proceed in
the positive direction once around the boundary of the cross-section of the conductor in the
complex plane.
The stream function v(x, y) ≡ v(z) is a multiple-valued function defined using a branch
cut. Thus, this function does not return to its original value after encircling the conductor,
which means that ∆v(z) 6= 0. Then

ε |∆v|
c= . (21.5.9)
4π |∆u|

Theorem 21.2. The capacitance of a two-dimensional system of conductors is not

affected by a conformal transformation of its cross-section.

21.5.2 Problem of Two Cylinders. The problem is to find the potential outside two
conducting cylinders, each with radius r0 and their centers separated by a distance d, and
kept at the potential ±V0 /2 (Figure 21.14(a)). The solution is constructed based on the
potential of two line charges (Figure 21.14(b)), where the potential is given by
p
q r2 q (x + a)2 + y 2
v(x, y) = log = log p , (21.5.10)
2πε r1 2πε (x − a)2 + y 2

where q and a are parameters related to V0 , r0 , and d.

To determine the surface of the equipotential surfaces, consider the points on the surface
with constant potential equal to the potential v (xP , yP ) ≡ vP at the point P (Figure
21.14(b)), which satisfies

VP
r2 = r1 eu , where u =  q  . (21.5.11)
2πε
676 21 ELECTROMAGNETIC FIELD

r0 r0
•P
• • r2
_V +V0 /2 r
0 /2 r1

_ q• 0 a •q
d
(a) (b)

Figure 21.14 Problem of two conducting cylinders.

In this form, it is hard to determine what the surface looks like. But in terms of the
coordinates (x, y), the surface is a circle (i.e., a cylinder in R3 ) defined by

a2
(x − a coth u)2 + y 2 = , (21.5.12)
sinh2 u
d
where a = r0 sinh u, d = 2a coth u = 2r0 cosh u, q/(2πε) = V0 /(2u), where u = cosh−1 .
2r0
Hence, the two conducting cylinders are held at the potential ±V0 /2, where

V0 log(r2 /r1 )
v(x, y) = . (21.5.13)
2 u

Example 21.12. Consider an equipotential surface (Figure 21.14(a)) with the potential
u = 0.8. Then from (21.1.3) we find that this surface corresponds to the potential V (x, y) =
VP = (0.8q)/(2πε), and if, for example, the charge is q = 2πε volts, the equipotential surface
u = 0.8 would correspond to the surface of 0.8 volts. The plot, if desired, can be obtained
by first calculating the radius of the circle a/ sinh(0.8) ≈ 1.13a and translating the circle
away from the origin by a coth(0.8) ≈ 1.5a. 

In practical problems we can replace the parameters VP , a, and q by V0 /2, r0 , and d,

respectively. Thus,
a = r0 sinh u, d = 2a coth u = 2r0 cosh u. (21.5.14)
Since u is defined in terms of q, Eq (21.1.3) determines

q V) d
= , = cosh−1 . (21.5.15)
2πε 2u 2r0

Hence, the solution of the problem of two conducting cylinders held at potential ±V + 0/2
is
V0 log(r2 /r1 )
V (x, y) = , (21.5.16)
2 u
p p
where r1 = (x − a)2 + y 2 , r2 = (x + a)2 + y 2 , and a and u are determined from
(21.5.14) and (21.5.15).
 21.6 AC CIRCUITS 677

21.6 AC Circuits
Complex numbers can be used to analyze a circuit containing an AC generator, resistors,
capacitors, and inductance coils in the same way as they are used to analyze a DC circuit
containing a battery and resistors. There exists a phase difference between the current
through a device and the voltage across the device. The AC voltage V (t) and current I(t)
are said to be sinusoidal, i.e., both these quantities vary with time according to

V (t) = Vp sin (2πft + φV ) , I(t) = Ip sin (2πft + φI ) , (21.6.1)

where f is the frequency of the AC generator, and φV and φl are the phase angles, and the
subscript p denotes the peak or maximum voltage or current. The phase difference between
the voltage and current is φV − φI .

IR
t
(a)
VR
t

IC
t

(b)

VC
t

IL
t

(c)

VL
t

Figure 21.15 Conformal and isogonal mappings.

In an AC circuit, the current IR through a resistor is in phase with VR which is the voltage
across the resistor so that φV − φI = 0. This implies that when one of these quantities (e.g.,
the current) is at a maximum, the other is zero. Also, the current and voltage are 90◦ out
of phase with each other for a capacitor and for an inductor. This means that for either
device, the voltage becomes zero at the instant when the current is a maximum. In the case
of a capacitor, the voltage is 90◦ behind the current at every instant, which means that
φV − φI = −90◦ for a capacitor. In the case of an inductor the voltage is 90◦ ahead of the
current at every instant, so that φV − φI = 90◦ . These phase relations are shown in Figure
21.15(a)–(c), where (a) has voltage in phase with the current through a resistor; (b) has
678 21 ELECTROMAGNETIC FIELD

voltage 90◦ behind the current through a capacitor; and (c) has voltage 90◦ ahead of the
current through an inductor; the subscripts R, C, and L represent the resistor, capacitor,
and inductor, respectively. For more details, see Serway and Jewett [2004: 1034-1042].
Since there is an equal amount of positive or negative voltage or current, the average
voltage or current over one period is zero. Thus, average voltage and current do not define
the peak or maximum values Vp and Ip . Instead, these average values, called root mean
squared or rms values, are determined by taking the averages of the squares of the voltage
and current over one cycle. For example, the rms of voltage is given by
s s
Z T Z t
1 2 1 2 Vp
Vrms = [V (t)] dt = V sin2 (2πft) dt = √ , (21.6.2)
T 0 T p 0 2 2

where T = 1/f is the inverse of the frequency of the AC voltage and current, i.e., T is the
time it takes for the oscillations of these quantities in one cycle.
The rms (or peak) voltage across a resistor and the rms (or peak) current through the
resistor is given by Ohm’s law:
VR = IR R, (21.6.3)

where R is the resistance in ohms. Ohm’s law relating the rms voltage and current for a
capacitor in an AC circuit is
VC = IC XC , (21.6.4)

where XC is a resistance-like quantity called the capacitance reactance, defined by XC =

1/(2πfC). The device number C is the capacitance of a capacitor; it measures the maximum
charge that can be stored on the device. The value of C is expressed in farads. The
capacitance of a typical capacitor is of the order of microfarads (µfd).
Ohm’s law for an inductor in an AC circuit is

VL = IL XL , (21.6.5)

where XL is the inductive reactance defined by XL = 2πfL, and L is called inductance of

the inductor, and it measures the coil’s resistance to a change in the current through it,
measured in henries. The inductance of a typical coil is of the order of millihenries (mH).
Electromagnetic (EM) fields are typically generated by alternating currents (AC) in
electrical conductors. The standard unit of EM frequency is the Hertz, abbreviated Hz.
The wavelength of an EM field is related to the frequency f of the EM wave, related by the
formula: wavelength = 300/f meters.

21.6.1 Two-Dimensional Phase Diagrams. These are used to describe the phase dif-
ference between the voltage across and the current through the above-mentioned devices.
(i) An RCL AC series circuit containing a resistor, a capacitor, and an inductor in series,
is shown in Figure 21.16(a). The same current flows through each device in such a circuit,
and the sum of the potential differences across the device is the potential difference across
the generator. Notice that the voltage across the resistor is in phase with the current
through the three devices. Hence, VR is also along the positive horizontal axis; the voltage
across the capacitor is 90◦ behind the current through it, so VC is along the negative vertical
axis; VL is ahead of the current by 90◦ , and VL is along the positive vertical axis (Figure
 21.6 AC CIRCUITS 679

21.16(b), where the length of the lines, with arrowhead, represent the rms or peak values
of VR , VL , and VC ).

R C L
vvvvv VL = I XL

VR = IR

VC = IXC

(a) (b)
Figure 21.16 (a) An RCL AC series circuit. (b) Phase diagram.

The phase diagram in Figure 21.16(b) when viewed as a complex plane, can represent
the current and voltage as complex numbers, where the current is taken along the real axis
and therefore a real number. Thus, VR → VR is a real number, while VC → −i VC is a
negative imaginary number, so also is VL → i VL . Each of these reactances acts as a resistor
in a DC circuit such that the reactance is a measure of how the device ‘impedes’ the flow
of current. In the case of AC circuits, the complex number that represents the reactance of
a device is called the complex impedance.
Addition of voltages across the device in a series circuit gives the net voltage Vnet =
VR + i VL − i VC . If the voltages are expressed in terms of the common current and various
impedances, we get IZnet = IR + I (i XL − i XC ), which yields the net impedance

Znet = R + i XL + (−i XC ) = R + i (XL − Xc ) . (21.6.6)

(ii) An AC parallel circuit containing a resistor, capacitor, and inductor in parallel, is

shown in Figure 21.17(a).
R
vvvvv
I C= V /XC
C
IR = V/ R
L

IL = V / XL

(a) (b)
Figure 21.17 (a) An RCL AC parallel circuit. (b) Phase diagram.

The potential differences across these three devices are the same, and the sum of the
currents through the devices adds to the current drawn from the generator. Since the
voltage across all three devices is the same, the line representing this voltage is taken along
the positive horizontal axis and the currents are represented by lines drawn at appropriate
680 21 ELECTROMAGNETIC FIELD

phase angles relative to the voltage. Thus, the current through the resistor is in phase with
the voltage across it; so IR is along the positive horizontal axis. The current through the
capacitor is 90◦ ahead of the voltage across it, so IC is along the positive vertical axis. Since
IL is behind VL by 90◦ , so IL is along the negative vertical axis (Figure 21.17(b), where the
length of the lines (with arrowhead) represent the rms or peak values of IR , IL , and IC ).
The phase diagram in Figure 21.17(b), when viewed as a complex plane, shows that
the voltage is a real number and the currents carry the phase angles. Thus, IR → IR
is a real number, while IC → i IC is a positive imaginary number whereas IL → −i IL
is a negative imaginary number. Thus, the total current drawn from the generator is
Inet = IR + i (IC − IL ), which yields
V V  V V  V V V
= +i − = + − ,
Znet R XC XL R i XL i XC
or, dividing by V ,
1 1 1 1
= + + . (21.6.7)
Znet R i XL i XC

Older Terminology. It is still used for the electromotive force or emf, where E is used
to represent voltage. Some of the mnemonics are as follows:
ELI : voltage (E) across the inductor (L) is 90◦ ahead of current (I) through it.
ICE : current (I) through a capacitor (C) is 90◦ ahead of voltage (E) across it.
EIR : voltage (E) across a resistor (R) and current (I) are in phase.

21.7 Laplace’s Equation

One basic feature of conformal mapping is that it does not solve problems, but it may
reduce hard problem to easier ones. The amount of work that must be done to solve easier
problems varies considerably with the application. In some cases the original problem may
be reduced to a model problem whose solution is known exactly. This is the case in the fluid
flow problems of Figure 21.18, in which a crooked channel may be mapped onto an infinite
straight channel of constant width. If the simpler methods fail, a solution of the model
domain may be found by finite difference or finite element methods. For problems involving
Poisson’s equation or more complicated equations, this procedure is normally necessary.

(a) (b)

(c) (d)
Figure 21.18 Different channels for fluid flows.
 21.7 LAPLACE’S EQUATION 681

If a problem involving Laplace’s equation with either Dirichlet or Neumann conditions can
be mapped conformally to a disk, then Poisson’s formula or Dini’s formula (see Kantorovich
and Krylov [1958]) provides integral representations of the solution at each interior point.
Such integrals are readily computed to high accuracy. However, the main disadvantage of
this approach is that a new integral may be evaluated for each point at which the solution
is desired.
If the solution is required at many points in the region of interest, then it is probably
more efficient to solve Laplace’s equation by a trigonometric expansion of the form a0 +
m
P
rk (ak sin kθ + bk cos kθ), where the coefficients ak and bk are chosen so as to fit the
k=1
boundary conditions closely. The only disadvantage in this method is that convergence
may be slow if the boundary conditions are not smooth.
Example 21.13. (Non-coaxial cable) Consider the problem of determining the elec-
trostatic potential inside a non-coaxial cylindrical cable with prescribed constant potential
value on the two bounding cylinders. Assume, e.g., the larger cylinder has radius 1 and is
centered at the origin, while the smaller cylinder has radius 2/5 and is centered at z = 2/5.
The resulting electrostatic potential is independent of the longitudinal coordinates, and
thus it can be regarded as a planar potential in the annular region between two circles that
represent the cross-section of the cylinders. The required potential, therefore, satisfies the
Dirichlet boundary value problem ∇2 φ = 0 for |z| < 1 and |z − 2/5| > 2/5, given that φ = a
2z − 1
when z = 1, and φ = b when |z − 2/5| = 2/5. The bilinear transformation w =
z−2
maps the annular region in the z-plane onto the annulus A1/2,1 = { 21 < |w| < 1}, which
is the cross-section of the cable. The transformed potential Φ(u, v) satisfies the Dirichlet
boundary conditions Φ = a when |u| = 12 , and Φ = b when |u| = 1. Thus, the potential Φ
is given by
Φ(u, v) = α log |u| + β,

where α, β are constant. For the above dimensions of the two cylinders, the particular
potential function

b−a b−a
Φ(u, v) = log |u| + b = log(u2 + v 2 ) + b
log 2 2 log 2

satisfies the prescribed boundary conditions. Hence the required non-coaxial electrostatic
potential is obtained by composition with the above conformal map, and is given by

b−a 2z − 1 b−a  (2x − 1)2 + y 2 

φ(x, y) = log =b= log + b. 
log 2 z−2 2 log 2 (x − 2)2 + y 2

21.7.1 Electric Potential and Field between Two Infinite Sheets. This is a problem
in which the original problem is reduced to a model problem whose solution is known
exactly. Figure 21.19(a) represents an infinite region bounded by a straight boundary fixed
at potential φ = 0 and one jagged boundary fixed at potential φ = 2. This may be regarded
as a simple electrostatic problem. The main question to be answered computationally is:
what are the voltage φ and the electric field E = −∇φ at a given point, either within the
field or on the boundary? The procedure begins by mapping the given region onto the unit
disk using a Schwarz-Christoffel transformation, like Map 7.4; then analytically onto an
infinite straight channel, as in the four cases of Figure 21.18. In the straight channel, φ and
682 21 ELECTROMAGNETIC FIELD

E are known trivially, and the data thus obtained may be transferred to the problem region
through a conformal map that connects the two regions. The details are simple enough,
so they are left out. Figure 21.19(b) shows |E| as a function of z on the upper and lower
boundaries of the original region. Detailed behavior of φ, |E|, and arg{φ}/π at three points
near 3 + 1.5i are presented in Table 21.1.

ℑ {w}= 2 φ =2

(a) •
3+1.5 i
ℑ {w}=0 φ=0

2
Electric Field Strength

1
(b)

-5 0 5
Field Strength
Legend:
Solid boundary: Field strength change top boundary ( φ = 2 )
Dashed boundary: Bottom boundary ( φ = 0 )

Figure 21.19 Electric potential and field between two infinite sheets.

The computed potential φ, field strength |E|, and arg{E}/π at three points near 3 + 1.5i
are presented in Table 21.1.
Table 21.1 (Trefethen [1979: 41]).

w φ |E| arg{E}/π
3.1 + 1.4i 1.7564 1.3082 −0.3823
3.01 + 1.49i 1.9486 2.4403 −0.2833
3.01 + 1.499i 1.9889 5.2137 −0.2572
3.01 + 1.50i 2.0000 −− −0.2500

21.7.2 Poisson’s Equation. A 7-sided polygon, including a 16 × 32 finite-difference grid

in the unit disk, is presented in Figure 21.20(a), and a (r, θ) grid for r = 4 and θ = 8 on the
unit disk in the w-plane is shown in Figure 21.20(b). On this region we will solve Poisson’s
equation
1
∇2 φ(x, y) = sin 2x (1 − 2(y + 1)α ) , (21.7.1)
5
subject to the Dirichlet boundary conditions

1
φ(x, y) = ρ(x, y) = sin 2x(y + 1)2 (21.7.2)
10
 21.7 LAPLACE’S EQUATION 683

on the boundary. The procedure is as follows: We map the region onto the disk and solve
a transformed problem in the disk in polar coordinates using a second-order fast finite-
difference solver (PWSPLR, by Swarztrauber and Sweet [1975]), and obtain ρ(x, y), which
is the correct solution in the interior as well as on the boundary. Thus, the accuracy of the
numerical solution is easily determined.

z4 π /2
z3
3π /4 θ= π /4
z5

z2 π r= 1
0.25 0.5 0.75
z6

5 π /4 7 π /4
z7 z1
(a) 3 π /2
(b)
z- plane w - plane
Figure 21.20 A 7-sided polygon with a 4 × 8 finite-difference grid in the unit disk.

Computed results for four different grids are presented in Table 21.2.
Table 21.2 (Trefethen [1979: 43]).

Grid Transformation Past Position Max. Error RMS Error

(r × θ) and setup time solver time
4×8 1.3 secs. < 0.01 secs. 0.132 0.0309
8 × 16 2 secs. 0.01 secs. 0.055 0.0085
16 × 32 5 secs. 0.03 secs. 0.031 0.0037
32 × 64 16 secs. 0.15 secs. 0.026 0.0012

To summarize, the main suggestions for solving Laplace’s and Poisson’s equations using
Schwarz-Christoffel transformations with better accuracy are as follows:
(i) Use Map 7.4 (unit disk) rather than the upper half-plane as the domain model; it
provides better numerical scaling.
(ii) Use complex contour integrals interior to the model domain rather than along the
boundary; it makes the treatment of unbounded polygons easy.
(iii) Use compound Gauss-Jacobi quadrature in complex arithmetic to accurately evaluate
the Schwarz-Christoffel integrals.
(iv) Formulate the parameter problem as a constrained nonlinear system in N − 1 vari-
ables.
(v) Eliminate constraints in the nonlinear system by a simple variable transformation.
(vi) Solve the system by a packaged nonlinear solver, that requires no initial estimate.
(vii) Once the parameter problem is solved, compute a reliable estimate of the accuracy
684 21 ELECTROMAGNETIC FIELD

of further computations.
(viii) If accurate computation of the inverse mapping in two steps is required, use a
packaged o.d.e. solver and a packaged complex root-finder.
A program listing is available in Trefethen [1979: 46-55].

References used: Kober [1957], Kythe [1998/2012; 2015], Mader [1991], Purcell [2013], Schinzinger
and Laura [2003], Serway and Jewitt [2004], Trefethen [1979], Trefethen and Williams [1986].
22
Transmission Lines and Waveguides

Applications of conformal mapping to transmission systems cover a wide range of electrical

engineering problems. For example, the power system engineer needs to know to what
extent the nonlinear and frequency dependent characteristics of conductors and soils will
affect the propagation of surges on very high-voltage lines. Communication engineers and
their circuit designers cover the areas of maintaining low loss and low distortion transmission
on lines, waveguides, or microstrip configurations. The problems of dielectric breakdown,
power dissipation, and nonionizing electromagnetic radiation are important, and conformal
mapping helps the analysis and synthesis of transmission systems.

We will use conformal mapping to determine the modulus, impedance, propagation con-
stant, or other characteristics of transmission lines, microstrip lines, and waveguides. Mi-
crostrip and coplanar waveguide are chosen for the analysis, which included three configura-
tions of each transmission line geometry: a reference with no additional thin film material,
one with the thin film on top of the conductors, and one with the thin film beneath the
conductors but on top of the transmission line substrate.

Conformal mapping techniques are used in the analysis and synthesis of transmission
lines, microstrip lines, and waveguides. Many applications and recent developments in
transmission technology also require calculation of secondary effects, nonuniformities, and
new configurations in conformal transformations. Such applications demand that the sys-
tems engineer should know to what extent the nonlinear frequently dependent characteristics
of conductors affect the propagation of surges on ultra high-voltage lines. The communi-
cation engineers and integrated circuit designers are interested in low loss, low distortion
transmission on lines, waveguides or microstrip lines.

We will discuss basic Maxwell’s equations and their transformation from the physical
space onto the model space, and their application in transmission lines and waveguides.

22.1 Maxwell’s Equations

Following Schinzinger and Laura [2003: 195]), consider a potential field of the kind
presented in Figure 22.1, in which the physical field in the z-plane is transformed into the
686 22 TRANSMISSION LINES AND WAVEGUIDES

image plane w = u + iv. Let u = U and v = V describe particular field lines representing
flow and potential. Consider an infinitesimally curvilinear square in the z-plane formed by
the intersection of the field lines U , U + du, V , and V + dv. Under a conformal mapping
w = f (z), all these four sides and both diagonals are magnified or contracted by the same
factor M (or m) defined in Map 3.1. This factor is the same in all directions at a point,
but its magnitude generally depends on the location of the point.

y v
u=
U+
du
dv

dw
V+

dlv dlu du
v=

dz dv
u=
U v=V
V
x u
0
z- plane
0 U
w - plane
Figure 22.1 Conformal map of a curvilinear system.

Using Figure 22.1, we find that the relations holding at the level of different lengths are
as follows:

dlu ↔ du dlv ↔ dv,

dlu = Mu (x, y) du dlv = Mv (x, y) dv,
√ √
dlu = |dz/ 2| dlv = |dz/ 2|. (22.1.1)

Since conformal mapping produces uniform scaling, we have Mu = dlu /du, Mv = dlv /dv,
which gives
Mu = Mv = M = |dz/dw| = 1/|f ′ (z)|. (22.1.2)
In polar coordinates, we have

dlr = Mr dr, dlθ = Mθ r dθ,

Mr = dlr /dr, Mθ = dlθ /(r dθ), (22.1.3)

and Mr = Mθ = M = |dz/dw| = 1/|f ′ (z)| as above in (22.1.2). The inverse relations are
expressed in terms of the scale factor m = 1/M . Thus,

du = mu dlu dv = mv dlv ,
mu = du/dlu , mv = dv/dlv , (22.1.4)

so that
mu = mv = m + |dw/dz| = |f ′ (z)|. (22.1.5)
In polar coordinates, we have

dr = mr dlr , r dθ = mθ dlθ ,
mr = dr/dlr , mθ = r dlθ /dlθ , (22.1.6)
 22.1 MAXWELL’S EQUATIONS 687

and mr = mθ = m = |dw/dz| = |f ′ (z)| as above in (22.1.5). The scale factor m or M

can be obtained from dz/dw and dw/dz using different methods, such as (i) analytically
by differentiation, (ii) graphically by field plots, and (iii) experimentally from current-field
analogs. See Meinke [1949], Piloty [1949], and Flachenecker and Lange [1967].
In the cases of field lines U and V we have
h ∂U 2  ∂U 2 i1/2
|∇Uz | = + ,
∂lu ∂lv
thus,
h ∂U 2  ∂U 2 i1/2
|∇Uw | = +
∂u ∂v
h ∂U 2  ∂U 2 i1/2
2
= Mu + Mv2 .
∂lu ∂lv

Since Mu = Mv = M = 1/m, we get

|∇Uw | = M |∇Uz |, or |∇Uz | = m |∇Uw |. (22.1.7)

Maxwell’s equations (21.1.3) for electric field intensity E, or displacement density D =

εE, (or dielectric constant) for the surrounding material, and magnetic field strength H (or
flux density B = µH) in a uniform source-free medium of permeability µ, permittivity ε,
and conductivity σ become

∂H
curl E = −µ , (22.1.8)
∂t
∂E
curl H = σE + ε , (22.1.9)
∂t
÷ D = 0, (22.1.10)
÷ B = 0. (22.1.11)

Let the physical space be (x, y, ζ),† z = x + iy ‡ and the model (transformed) space be
(u, v, ζ), w = u + iv, w = w(z). The scale factors m and 1/M are defined as M = |dz/dw| =
1/m. Then the transformations are

z 7→ w, ζz = ζw = ζ, |dz/dw| = Mu = Mv = M, Mζ = 1.

The vector components of E and H are

Ex , Ey , Eζ where Eu = M Ex , Ev = M Ey , Eζ (same, unchanged);

Hx , H y , H ζ where Hu = M Hx , Ev = M Hy , Hζ (same, unchanged).
(22.1.12)

Then Maxwell’s equation (22.1.8) becomes

∂H
curl E = −µ = −i ωµH. (22.1.13)
∂t
† x, y, ζ are the three axes in a rectangular coordinate system in R3 . Note that ζ used here is a real
quantity, and does √ not mean ζ = ξ + iη used in the ζ-plane in conformal mappings.
‡ Although j = −1 is used for the imaginary unity in electrical engineering, we will keep our notation
√
i = −1 for the imaginary unity, and denote the current by J.
688 22 TRANSMISSION LINES AND WAVEGUIDES

such that

∂Eζ ∂Ey ∂Eζ ∂Ev

− = −i ωµHx, − = −i ωµHu , (22.1.13a)
∂y ∂ζ ∂v ∂ζ
∂Ex ∂Eζ ∂Eu ∂Eζ
− = −i ωµHy , − = −i ωµHv , (22.1.13b)
∂ζ ∂x ∂v ∂u
∂Ey ∂Ex ∂Ev ∂Eu
− = −i ωµHζ , − = −i ωµM 2 Hζ . (22.1.13c)
∂x ∂y ∂u ∂v

Eq (22.1.9) becomes
∂E
curl H = σE + ε = (σ + i ωε)E. (22.1.14)
∂t
such that

∂Hζ ∂Hy ∂Hζ ∂Hv

− = (σ + i ωε)Ex , − = i (σ + i ωε)Eu , (22.1.14a)
∂y ∂ζ ∂v ∂ζ
∂Hx ∂Hζ ∂Hu ∂Hζ
− = (σ + i ωε)Ey , − = (σ + i ωε)Ev , (22.1.14b)
∂ζ ∂x ∂ζ ∂u
∂Hy ∂Hx ∂Hv ∂Hu
− = (σ + i ωε)Eζ , − = (σ + i ωε)M 2 Eζ . (22.1.14c)
∂x ∂y ∂u ∂v

Eq (22.1.10) becomes
÷D = 0, (22.1.15)
such that
 ∂E ∂Ey ∂Eζ   ∂E ∂Ev ∂Eζ 
x u
ε + + = 0, ε + + M2 = 0. (22.1.15a)
∂x ∂y ∂ζ ∂u ∂v ∂ζ

Eq (22.1.11) becomes
÷B = 0, (22.1.16)
such that
 ∂H ∂Hy ∂Hζ   ∂H ∂Hv ∂Hζ 
x u
µ + + = 0, µ + + M2 = 0. (22.1.16a)
∂x ∂y ∂ζ ∂u ∂v ∂ζ

Also,
∂Ey
Ey = Eym ei ωt , = i ωEy , (22.1.17)
∂t
where ω is the frequency in radians per second. The scale factor m or 1/M is defined by
(22.1.3) with Mζ = 1. However, in the above transformations for Maxwell’s equation, the
longitudinal axis ζ is not involved.

According to experimental data, the vector fields E, H, D, B, and the current density j
are not independent and therefore, they should be supplemented with the material equations
(constitutive relations) of the medium. For isotropic linear media, these equations are

D = εE, B = σH, j = λE, (22.1.18)

 22.2 WAVE PROPAGATION 689

where ε and µ are the dielectric permittivity and the magnetic permeability of the medium.
For a perfect dielectric, i.e., for a medium that does not conduct electric current at all, we
should set λ = 0.
The general solution of Maxwell’s equations (22.1.8)–(22.1.11) is

H = − curl curl Ψ , E = µ curl Ψ t , (22.1.19)

where the vector function Ψ satisfies the equation

µ (εΨ Ψt ) − ∇2Ψ = 0.
Ψtt + σΨ (22.1.20)

By successively eliminating the vectors H and E from the system (22.1.8)-(22.1.11), we

obtain two independent overdetermined subsystems:
(a) for the magnetic field intensity,

µ (εHtt + σHt ) − ∇2 H = 0,
÷ H = 0, (22.1.21)

(b) for the electric field intensity,

µ (εEtt + σEt ) − ∇2 E + ∇2 (÷E) = 0,

÷ E = 0. (22.1.22)

22.2 Wave Propagation

There are two types of wave formulations: (a) a transverse electromagnetic (TEM wave),
and (b) a transmission magnetic (TM )wave.
Example 22.1. For a TEM wave propagation in the ζ direction, the electric and mag-
netic fields are confined to the transverse (x, y)-plane. Thus, Eζ = 0, Hζ = 0 in both
physical space and the model space. For the sake of simplicity, we will assume that the
wave is polarized vertically with respect to E so that Ex = 0 = Hy as shown in Figure 22.2.
Then Eqs (22.1.13a) and (22.1.14b) are reduced, respectively, to

∂Ey ∂Hx
= −i ωµHx, = (σ + i ωε)Ey , (22.2.1)
∂ζ ∂ζ

P
ζ
0 H
x

Figure 22.2 Vertically polarized TEM wave.

690 22 TRANSMISSION LINES AND WAVEGUIDES

After further differentiation with respect to ζ and t, and then combining the equations,
we obtain the Helmholtz equations
∂ 2 Ey
= −i ωµ(σ + i ωε)Ey ,
∂ζ 2
(22.2.2)
∂ 2 Hx
= −i ωµ(σ + i ωε)Hx .
∂ζ 2
The wave propagation along the direction of increasing ζ can be expressed in terms of a
complex propagation constant Γ which modifies the wave’s amplitude and phase according
to the following relations:
Ey = Eym eiωt e−Γζ , Hx = Hxm eiωt e−Γζ . (22.2.3)
Then Eqs (22.2.2) can be written as

Γ2 Ey = −i ωµ(σ + i ωε)Ey ,
(22.2.4)
Γ2 Hx = −i ωµ(σ + i ωε)Hx ,
which gives Γ as
h  σ i1/2
Γ2 = −i ωµ(σ + i ωε), or Γ = ω µε 1 − , (22.2.5)
ωε
whence the ratio Ey /Hx ≡ η, known as intrinsic impedance, is given by
h i ωµ i1/2
η= . (22.2.6)
σ + i ωε
Under conformal mapping from the physical z-plane onto the model w-plane, we find that
the wave equations are identical to Eqs (22.2.4), except that Ey and Hx are replaced by
Ev /M and Hu /M , respectively; but the factor 1/M cancels out. Hence, the TEM wave can
as well be analyzed in the w-plane provided an appropriate conformal map is selected.
(b) In the case of a transverse mode (TM) wave propagating along the x-axis, the trans-
mission channel is not uniform in the direction of propagation. For example, we may have a
parallel plate transmission line which undergoes a step change in plate separation. However,
this configuration can be treated with conformal mapping techniques. Let the (y, ζ)-plane
be the transverse plane, with propagation along the x-axis (Figure 22.3). Then Hx = 0.
Also, assume that Eζ = 0 = Hy . Then Ex components will appear in the vicinity of the
change in plate separation.

E
v
ay Ey

y
H •a E
x x
x u
ζ
ζ

(a) (b)
Figure 22.3 TM wave.
 22.3 TRANSMISSION LINES 691

By differentiating Eq (22.1.13c) with respect to x and Eq (22.1.15) with respect to y,

then adding the equations and using Eq (22.1.14b), we obtain the wave equation in terms
of Ey as
∂ 2 Ey ∂ 2 Ey
+ = −i ωµ(σ + i ωε)Ey . (22.2.7)
∂y 2 ∂ζ 2

which is equal to Γ2 Ey , as in Eq (22.2.4). Other results can be similarly obtained. 

Note that the scale factor M that occurs in the above equations in the model plane
is significant. Suppose that an appropriate conformal transformation is determined which
maps the physical (x, y)-plane onto the model (u, v)-plane and that no transformation is
required for the third dimension ζ. The same procedure we have used above to derive
the equation for Ey will permit us to derive the wave equation for Ev . Thus, from Eqs
(22.1.13c), (22.1.15) and (22.1.14b) we find that

∂ 2 E)v ∂ 2 Ev
2
+ = i ωµm2 (σ + i ωε)Ev . (22.2.8)
∂ζ ∂v 2

Similarly, using Eqs (22.1. 14a), (22.1.14b) and (22.1.13c) we get

∂ 2 Hζ ∂ 2 Hζ
2
+ = i ωµm2 (σ + i ωε)Hζ . (22.2.9)
∂u ∂v 2

22.3 Transmission Lines

A transmission line, e.g., coaxial cables and twisted pair cables, is a pair of electrical con-
ductors carrying an electrical signal from one place to another. The two conductors have
inductance per unit length, which is calculated from their size and shape. They have ca-
pacitance per unit length, which is calculated from the dielectric constant of the insulation.
In the early days of cable making, there would be current leaking through the insulation,
but in modern cables, such leakage is negligible. The electrical resistance of the conductors,
however, is significant because it increases with frequency. The magnetic fields generated
by high-frequency currents drive all currents to the outer edge of the conductor that carries
them, so the higher the frequency, the thinner the layer of metal available to carry the cur-
rent, and the higher the effective resistance of the cable. We will state the two well-known
Kirchhoff’s laws and then discuss solutions of the equations that govern a transmission line.
There are two theorems that are stated below for ready reference.
(i) Kirchhoff ’s Current Law (KCL theorem), which states that the total current or
charge entering a junction or node is exactly equal to the charge leaving the node, i.e., the
algebraic sum of all currents entering and leaving a node must be equal to zero. This law
is also known as the conservation of charge.
(ii) Kirchhoff ’s Voltage Law (KVL theorem), which states that in any closed loop
network the total charge around the loop is equal to the sum of all the voltage drops within
the same loop, which is equal to zero, i.e., the algebraic sum of all voltages within the loop
must be zero. This law is also known as the conservation of energy.
A transmission line is a two-port network connecting a generator circuit at the sending
end to a load at the receiving line. The length of a transmission line is very important in
transmission line analysis. Common types of transmission lines are: (i) coaxial line; (ii)
two-wire line; (iii) parallel-line line; (iv) microstrip line; and (v) waveguide.
692 22 TRANSMISSION LINES AND WAVEGUIDES

The following distributed parameters are used to characterize the circuit properties of a
transmission line;
R: resistance per unit length (Ω/m);
L: inductance per unit length (H/m);
G: conductance per unit length (S/m);
C: capacitance per unit length (F/m); and
∆z: increment of length (m).
These parameters are related to the physical properties of the material filling the space
between two wires, i.e.,
G σ
LC = µε, = , (22.3.1)
C ε
where µ, ε, and σ are the permittivity, permeability, and conductivity, respectively, of the
surrounding medium.
For the coaxial and two-wire transmission lines, the above distributed parameters are
related to the physical properties and geometrical dimensions as given in Table 22.1.
Table 22.1 Coaxial and Two-Wire Transmission Lines.

Parameter Coaxial Two-Wire

Rs  1 1  R
R +
2π a b πap
µ µ h i
L ln(b/a) ln (d)/(2a) + (d/2a)2 − 1
2α π
2πσ πσ
G h p i
ln(b/a) ln (d)/(2a) + (d/2a)2 − 1
2πε πε
C h p i
ln(b/a) ln (d)/(2a) + (d/2a)2 − 1

where Rs denotes the surface resistivity of the conductors.

Example 22.2. Consider a short section ∆z of a transmission line shown in Figure

22.4. Using KVL and KCL circuit theorems, we obtain the following differential equations
for this section of the transmission line:

∂J(z, t)
v(z, t) − R∆z J(z, t) − L∆z − v(z + ∆z, t) = 0,
∂t
∂v(z + ∆z, t
J(z, t) − G∆z v(z + ∆z, t) − C∆z − J(z + ∆z, t) = 0,
∂t
(22.3.2)

where J(z, t) denotes current. Let ∆z → 0. Then we obtain a system of two coupled
equations

∂v(z, t) ∂J(z, t)
− = R J(z, t) + L ,
∂z ∂t
∂J(z, t) ∂v(z, t)
− = Gv(z, t) + C . (22.3.3)
∂z ∂t
 22.3 TRANSMISSION LINES 693

In the case of sinusoidally varying voltages and currents, we use the phasor forms
 
v(z, t) = ℜ V (z) eiωt , J(z, t) = ℜ I(z) eiωt , (22.3.4)

where V (z) and I(z) are called phasors of v(z, t) and J(z, t). The coupled equations (22.3.3)
can be written in terms of these phasors as

∂V (z) ∂I(z)
− = (R + iωL)I(z), − = (G + iωC)V (z), (22.3.5)
∂z ∂z
which after decoupling, yield

∂ 2 V (z) ∂ 2 I(z)
= γ 2 V (z), = γ 2 I(z), (22.3.6)
∂z 2 ∂z 2
p
where γ = α + iβ = (R + iωL)(G + iωC), is called the complex propagation constant,
with real part α known as the attenuation constant (N p/m) and the imaginary part β
known as the phase constant (rad/m), and two quantities are generally functions of ω.

i (z , t) i (z +∆ z , t)
+ • +
R∆z
L∆z

•
C∆ z
Generator

v (z ,t) v (z +∆ z , t)

Local
G∆ z

_ _
•
∆z
Figure 22.4 Section ∆z of a transmission line..

The solutions of the transmission line equations (22.3.6) are

V (z) = V + (z) + V − (z) = V0+ e−γz + V0− eγz ,

I(z) = I + (z) + I − (z) = I0+ e−γz + I0− eγz ,
(22.3.7)
where V0+ and I0+ are the wave amplitudes of the forward traveling wave at z = 0 and V0−
and I0− the wave amplitudes of the backward traveling wave. Note that these amplitudes
are generally complex numbers.
The solutions (22.3.7) imply that

V0+ V0− R + iωL

+ = − − = . (22.3.8)
I0 I0 γ

This is known a the characteristic impedance Z0 , given by

r
R + iωL γ R + iωL
Z0 = = = . (22.3.9)
γ G + iωC G + iωC
694 22 TRANSMISSION LINES AND WAVEGUIDES

Note that Z0 and γ are the two important parameters of a transmission line; they depend
on the distributed parameters R, L, G, C of the line itself and ω, but not the length of the
line. 
22.3.1√Lossless Transmission Lines. For lossless transmission lines, R = G = 0, α = 0,
√
β = ω LC = ω µε. Then
ω 1 1
phase velocity up = =√ = √ ,
β LC µε
√ √ 2π
complex propagation constant γ = iβ = iω µε = 2πf i µε = i = ki,
λ
u+p 1 ω 2π 1
wavelength along the transmission line λ = = √ = = = √ ,
f f µε fβ β f LC
r r
R + jωL L
characteristic impedance Z0 = = .
G + iωC C
Let ΓL define a reflection coefficient at z = 0 as the ratio
reflected voltage at z = 0 V − eik(0) V + 0−
ΓL = = 0+ ik(0) = = |ΓL | eiθL . (22.3.10)
incident voltage at z = 0 V0 e V0+
Then the total voltage and current can be written in terms of ΓL as
 V− 

V (z) = V0+ e−ikz + V0− eikz = V0+ e−ikz 1 + 0+ e2ikz = V0+ e−ikz 1 + ΓL e2ikz ;
V0
V0+ −ikz V0− ikz V0+ −ikz  V− 

I(z) = e − e = e 1 − 0+ e2ikz = I0+ e−ikz 1 − ΓL e2ikz .
Z0 Z0 Z0 V0 (22.3.11)
22.3.2 Infinitely Long Transmission Line. In such a line there is no reflected wave
(backward traveling wave). Thus,
V (z) V+
V (z) = V + (z) = V0+ e−ikz , I(z) = I + (z) = I0+ e−ikz , Z0 = = 0+ , ΓL = 0.
I(z) I0
(22.3.12)
22.3.3 VSWR. A voltage standing wave ratio (VSWR) S is defined as
|V0+ | (1 + |ΓL |) 1 + |ΓL |
S= = , (22.3.13)
|V0+ | (1 − |ΓL |) 1 − |ΓL |
which is a dimensionless quantity, and thus,
S−1
|ΓL | = . (22.3.14)
S+1
The special terminations of transmission lines are presented in Table 22.2.
Table 22.2 Special Terminations.

ΓL S ZL

0 1 Z0 (matched)
−1 ∞ 0 (short-circuited)

1 ∞ ∞ (open-circuited)
 22.3 TRANSMISSION LINES 695

At high frequencies, the wavelength is much smaller than the circuit size, which results
in different phases at different locations in the circuit.

22.3.4 Parallel Wire Transmission Lines. There are two geometries involved in trans-
mission lines: the parallel wire line, and the circular coaxial line, and both can conveniently
provide reference images in conformal mapping of more complicated transmission line con-
figurations. These two basic lines, (a) parallel wires and (b) circular coaxial cable, are
presented in Figure 22.5, with their inductance L and capacitance C defined in §22.3, and
the characteristic impedance Z0 defined by Eq (22.3.9).

b
a
a
d

(a) (b)
Figure 22.5 Two basic transmission lines.

_
π/k
y

a +
x u
0 0

d _
z- plane

w - plane
−1
Figure 22.6 Transformation w = k log z .

In the case (a), it is assumed at a ≪ d, the magnetic field inside the wire is neglected,
and the line is lossless in air. Then
µ επ
L = ln(d/a), C = , Z0 = 120 ln(d/a). (22.3.15)
π ln(d/a)

In the case (b), for both thin cylindrical shells, or thicker conductors at high frequency,
696 22 TRANSMISSION LINES AND WAVEGUIDES

and for lossless line in air, we have

2µ 2επ
L= ln(b/a), C= , Z0 = 60 ln(b/a). (22.3.16)
π ln(b/a)

IIIb +

IIa _

I π/k
+

IIb _

_
IIIa +

Figure 22.7 Array of images of a conductor between two ground plates.

v
y
+ _

_ +

_ _ + _ u
+ + x 0
0

_
+

z- plane
+ _

w - plane
Figure 22.8 Transformation of two balanced pairs of wires.

The parallel wire configuration of Figure 22.5(a) and Figure 22.6 can be conformally
transformed onto the w-plane by an array of equally spaced wires carrying charge of opposite
signs and currents in opposite directions. For example, under the conformal transformation

w = k −1 log z, z = ekw , where u = k −1 log(rz ), v = Θz /k, (22.3.17)

the distances between adjacent wires become ∆v = h = π/k, since a wire is encountered
with each rotation ∆Θz = π in the z-plane.
The array of wires is the result of producing the image of a wire, or of several wires,
between parallel ground plates of infinite extent. For example, consider Figure 22.7, in
which, suppose, a positively charged wire is placed half-way between two grounded plates
 22.3 TRANSMISSION LINES 697

located at v = ±π/(2k). Among other wires beyond the plates, IIa and IIb represent the
images of the original wire I; and IIIa is the image of IIa with respect to the upper ground
plate; there would follow a IVa as image of IIIa, and a IVb as image of IIIb, and so on. The
array thus produced by the conformal mapping allows us to interject the ground plates at
lines of symmetry without altering the electric or magnetic fields.
As a result of conformal mapping, the characteristic impedance of a single wire between
two parallel plates behaving like return conductors can be determined by taking the radius
a small, which can be considered in the z-plane as representing an incremental displacement
from the center of the wire, i.e., a = |dz| = drz . Since |dz/dw| = k|z|, the displacement |dw|
in the w-plane will be |dw| = |dx|/|kz| = a/|kz|. For small radii, z is almost constant for
all points around the periphery of each wire at |z| = d/2, so that the corresponding radius
in the w-plane becomes b = |dw| = 2a/(kd) for small b.
Note that the characteristic impedance Z0 of the pair of wires I and II is the same as
that of, say, the wires I and IIa in the w-plane. However, the capacitance between wire I
and the ground plate in the w-plane is twice that of the capacitance between I and II in the
z-plane, because the inductances follow the inverse of that ratio. Hence, the characteristic
impedance of the single-wire-between-parallel-plates configurations is one half of the parallel
wire configuration, i.e.,

d 2h
Z0 = 60 ln = 60 ln . (22.3.18)
a πb

Also, the array of two pairs of parallel wires symmetrically arranged on the x-axis confor-
mally mapped onto the w-plane is shown in Figure 22.8, where the electric and magnetic
fields have equipotential lines that are indicated by broken lines.

Based on Frankel [1942, 1977], a selection of five cross-sections of shielded wires are
presented in Figure 22.9, where it is assumed that the conductors are lossless and thin;
µ = µ0 , ε = ε0 ; and wire radii b are small compared to other dimensions.

b × b

d
(a)
(b)

b h × b h b

C
h
d /2 (e)
(c) (d)
Figure 22.9 Different cross-section of shielded wires.

The characteristic impedances obtained by conformal mapping for these five selections
698 22 TRANSMISSION LINES AND WAVEGUIDES

are as follows:
2h h 2h πd i 1.08h
(a): Z0 = 60 ln ; (b): Z0 = 120 ln tanh ; (c): Z0 = 60 ln ;
πb πb 2h πb
h H 4c2 − H 2 i h 2h (22.3.19)
πd i
(d): Z0 = 120 ln ; (e): Z 0 = 60 ln ln tanh ,
b 4c2 + H 2 πb 2h
√
and if ε = εr ε0 , then divide Z0 by εr .

2b
2a

(b) • •
(a)

2c

(c) W h
W
W d dn
(d)
h

n=2 Wn
n=6
Figure 22.10 Coaxial lines of different shapes.

There are other shapes of coaxial cables, namely, the square coaxial line (Figure 22.10(a));
the confocal elliptic line (Figure 22.10(b)); the rectangular coaxial strip (Figure 22.10(c));
and the n-fin lines (Figure 22.10(d)).
The characteristic impedances for these coaxial lines are as follows:

K
(a): Z0 = 15π ;
K′ √
b + b 2 − c2
(b): Z0 = 60 ln √ ;
a + a2 − c2
K (22.3.20)
(c): Z0 = 30π ′ , k = cn(1.854W/h; 0.707);
K
 K d2 − W 2

 Z02 = 30π ′ , k = 2 ;
K d + W2
(d):
 Z = 2 Z , Wn = W ,

0n 02
n dn d
where the value for Z0 for (a) is from Schinzinger and Laura [2003], for (b) and (d) from
 22.3 TRANSMISSION LINES 699

Harrington [1961], for (c) from Oberhettinger and Magnus [1949]. Note that coaxial con-
figurations can serve as waveguides for acoustic and electromagnetic waves.

22.3.5 Transmission with Lossy Conductors. We will consider two applications: (i)
a cable enclosed in a metal pipe (Figure 22.11(a)), and (ii) a wire above ground (Fig-
ure 22.11(b)), which are conformally mapped onto a two conductor coaxial line (Figure
22.11(c)). This application has been studied by Stratton [1941], and Schinzinger and
Ametani [1978].

y y
1
•
1 r2
r1
• x
2
2 3
3
c1 x
c2 z- plane
z- plane v

R2
R1
• u
2 1
3
Legend: n medium n

w - plane
Figure 22.11 Coaxial lines in different media.

The series impedance is

Z = Z1 + Z2 + Z3 , where
1 I0 (γ1 r1 )
Z1 = (i + i) = ‘inner’ impedance of interior conductor;
2πr1 δ1 σ1 I1 (γ1 r1 )
(22.3.21)
µ2 r2
Z2 = iω ln = inductive reactance due to annular field; (22.3.22)
2π r1
1 K0 (γ3 r3 )
Z3 = (i + i) = ‘inner’ impedance of outer conductor;
2πr2 δ3 σ3 K1 (γ3 r3 )
(22.3.23)

and
√
δ = 2/ ωµσ depth of penetration;

i ωµ(σ + i µσ) − r2 for intrinsic propagation constant
γ= √ ;
iωµσ for conductors
700 22 TRANSMISSION LINES AND WAVEGUIDES

I0 and K0 are the modified Bessel functions of the first and second kind, respectively.
Moreover, the shunt admittance Y = i ω2π/ ln (r2 /r √1 ), which is the capacitive admittance
of the annulus; and the propagation constant Γ = ZY = Z/Z0 .
In the polar coordinate system where z = r eiθ , Maxwell’s equations are

∂ 2 Eζ ∂Eζ
r2 2
+r = c2 r2 Eζ ,
∂r ∂r
∂ 2 Hθ ∂Hθ

r2 2
+r = 1 + c 2 r 2 Hθ , (22.3.24)
∂r ∂r
2

∂ E r ∂E r
r2 2
+r = 1 + c2 r 2 ,
∂r ∂r

where
  ∂
c2 = i ωµ(σ + i ωε) − r2 M 2 , = −r.
∂ζ

These equations hold inside each of the transmitting regions 1 , 2 , and 3 (Figure 22.11),
with the substitution of the corresponding µ, ε, and σ. Take M = 1 in the absence of any
transformation. The solutions of Eqs (22.1.19) are

Er = r [Ar I1 (cr) + Br K1 (cr)] ,

Hθ = r [Aθ I1 (cr) + Bθ K1 (cr)] ; (22.3.25)
Aζ I0 (cr) + Bζ K0 (cr),

where the constants Ar , Br , Aζ , and others are related to one another by Eqs (22.3.15), and
all of them can be expressed in terms of Aζ /Bζ ≡ Cζ . The surface impedance in the three
media is determined by Zs = −Eζ /Hθ , where the surfaces are located at r = r1 and r = r2 .
However, these surfaces have a counterpart in the adjacent medium. Continuity of Eζ and
Hθ at the boundary surfaces requires equal surface impedances on both sides, and +ζ can
be determined by equating the impedances. This process leads to an equation for Γ which
is the propagation constant.
The series impedance Z can be determined from Z = rz0 = rV ′ J, where
Z r2
V = Er dr, J = 2πrHθ (r),
r1

where these quantities assume propagation in the TEM mode, i/e., Eζ is neglected. Since the
values of Eζ are relatively very small, the computed results are very close to the experimental
values.

22.3.6 Pipe-Enclosed Cable. Consider the cable shown in an off-center position in Figure
(22.10(a)). A bilinear transformation of the form (see Map 3.15)

z−a
w= ,
z+a

where

s2 = c21 − r12 , c1,2 = r22 − r12 ∓ b2 /(2b), R1,2 = r1,2 / (c1,2 + s) ,
will map this cable in the z-plane onto two concentric circles in the w-plane (Figure 22.10(c)).
 22.3 TRANSMISSION LINES 701

22.3.7 Homogeneous Strip Lines. These lines consist of two or more parallel thin
conductors, with rounded edges, arranged face-to-face or side-by-side. In the case of a
single homogeneous strip lines, the dielectric is assumed to be air (of permittivity ε = ε0 ).
The characteristic impedance is
µ0 ε 0 ε0 p
Z0 = = µ0 /ε0 = 120πε0 /C.
C C
Any conformal transformation to the geometry of the strip lines should be applied to a
repeatable segment of the strip line cross-section. This will allow one to obtain the total
impedance of the strip line as a parallel combination of Z0 of the segment.
Example 22.3. Consider the cases of two plates, (a) and (b), in Figure 22.12, where the
ground plate in (b) is regarded as a plane of symmetry halfway between the strips of (a).
We use the Schwarz-Christoffel transformation and obtain, using points in the T -plane, the
integral and its general solution
Z 1
t2 − λ2 C 
z = Ck 1/2
dt = (1 − k 2 λ2 )F (k, t) − E(k, t) , (22.3.26)
0 [(1 − t2 )(1 − k 2 t2 )] k

where F and E are elliptic integrals of the first and second kind, respectively. The constants
C, k, and λ are determined from the function relationships which direct the solution by
numerical methods; thus, for example, for W = h = 2ha = 1, we get k = 0.14337, λ =
3.8716, C = −0.30491 (Durrand [1966:317]).
W W

(a) h (b) ha

_∞
∞
Conformal Mapping of (a):
y
A

A B C D E F G A
B t
C _∞ _ 1•/k _•λ _•1 0
• • •1/k ∞
π /2 1 λ

π /2 D _π T - plane

h = 2 ha
x
0 v
E K’
F
π /2
π /2 G _π
• u
0 K

A z- plane w - plane
Figure 22.12 Symmetrical segments of two plates.

Using the logarithmic derivative of the theta function θ1 and its parameter K ′ /K, Schnei-
der [1969] mapped the twin plates in the Z-plane directly onto the w-plane, and obtained

K ∂
z = −h ln θ1 (ω, K ′ /K).
π ∂ω
702 22 TRANSMISSION LINES AND WAVEGUIDES

W 2 ∂
In case (b), since = ln θ4 (ξ, K ′ /K) and dn2 (2Kξ) = E/K, we get the charac-
h π ∂ξ
teristic impedance Z0 = 60πK ′ /K, where after substituting h = 2ha and Z0 = 120πK ′ /K,
we will find Z0 for the case (a). 
Other cases of homogeneous (single dielectric) strip lines, namely, balanced, even and
odd mode coupled and slotted, are discussed in Schinzinger and Laura [2003: 292ff], using
the Schwarz-Christoffel transformations.
The selection of inhomogeneous strip lines with two dielectrics and quasi-TEM mode is
presented in a tabular form in Schinzinger and Laura [2003: 304-305]; it describes microstrip
lines, shielded striplines, and coplanar waveguides in the z-plane. Using the Schwarz-
Christoffel transformations, these case are studied there and the characteristic impedances
Z0 are determined in each case.

22.4 Conformal Mapping and Electric Transmission

An application of the transformation w = k/z (Map 3.10) is used in electric transmission
through a single wire, and discussed in the following example.
Example 22.4. (Schinzinger and Laura [2003: 40]) It is an application to a single wire
transmission line with ground return situated at x = 0, y = 60, and running parallel to
the ground plane at y = 30. The cross-section of this geometry is shown on the z-plane in
Figure 22.13.

v
120 • |w | = R
A
I
y
90
•C
II
II 60 • B 72
60 • B •D
I
z 60
30 A C D E F
• • • • • • 30 •E
60 100 r 36
40 50 • F R = 1/ r
θ •w Θ = −θ
x u
0 0
z- plane (z = r e i θ) w - plane (w = R e i Θ )
Figure 22.13 Transformation w = 3600/z .

The computations are as follows: The point F in the z-plane (r = 100) is mapped onto
the point F in the w-plane at R = 3600/100 = 36 at an angle which is negative of that in
the z-plane, since the positive direction of Θ is taken clockwise in the w-plane. In the same
manner, the points A, B, C, and D in the z-plane are mapped onto the same points in the w-
plane: Point E in the z-plane has R = 3600/60 = 60; point D has R = 3200/50 = 72; point
C has R = 3600/40 = 90; point A has R = 3600/120 = 30, so that the point B is at R = 60.
Thus, in the w-plane R = 3600/r and Θ = −θ. These results are shown on the w-plane,
where w = ReiΘ , R = 1/r. All the surface points on the wire are at z = (0 + 60 i) + R eiΘ .
 22.5 CONFORMAL MAPPING AND WAVEGUIDES 703

Since R = k/r2 = 3600/602 = 1, the magnification of the transformation is m = 1 for the

entire wire cross-section, implying that the wire itself will not change in size if its radius is
small enough. Finally, note that it is an isogonal mapping and not a conformal one, i.e.,
the magnitude of an angle will be preserved but not its sense of rotation. This problem is
solved in Schinzinger and Laura [2003: 40-43], with k = 6400.
We will reformulate this application for the transformation of the wire under the assump-
tion that the cross-section of the wire is a circle of radius R and centered at the point B
(Figure 22.14). Then the points on the surface of the wire are given by

k k + cv − icu
R = |z − ic| = |k/w − ic| = − ic = ,
u + iv u + iv
thus, giving
(k + cv)2 + c2 u2
R2 = , (22.4.1)
u2 + v 2
which can be rearranged as
 kc 2 k 2 R2
u2 + v + = 2 . (22.4.2)
c2 −R 2 (c − R2 )2

kR
The image of this circle in the w-plane is a circle with radius 2 , centered at (u, v) =
  c − R2
kc
0, − 2 . If we let k = c2 − R2 , the center of the image of the wire will be at (0, −c).
c − R2
If R is very small, we may have k = c2 , and the wire in the w-plane will have radius
R c2 R kR
2 2
= 2 2
= 2 = R.
1 − R /c c −R c − R2
The transformation of the ground plane y = g is obtained from z = k/w, which gives

k k(u − iv)
z = x + iy = = 2 .
u + iv u + v2
Thus,
v
y=− , (22.4.3)
u2 + v2
which is rearranged with y = g as
 k 2  k 2
u2 + v + = . (22.4.4)
2g 2g

This is another circle centered at v = −k/(2g).

If we want the centers of the circle of the wire (22.4.2) and of the ground plane (22.4.4)
kc k
to coincide, the origin of the z-plane must be placed such that 2 2
= − , or
R −c 2g

c R2
g= − . (22.4.5)
2 2c
We can describe the physical model of this transmission in terms of the height h of the wire
above ground, i.e., we take h = c − g. Then
c R 2  c2 + R 2
h=c−g =c− − = . (22.4.6)
2 2c 2c
704 22 TRANSMISSION LINES AND WAVEGUIDES

√
c2 − 2hc + R2 = 0, its roots are c = h ± h2 − R2 . Hence, the proper
Since Eq (22.4.6) is √
value of c is c = h + h2 − R2 , which for a wire of very small radius (R ≪ h), gives c = 2h.
The general transformation with k =√c2 − R2 is presented in Figure 22.14, where, for given
R and h (R ≪ h), we have c = h + h2 − R2 ≈ 2h, g = c − h ≈ h, and k = c2 − R2 ≈ c2 .
If we take c = 60 and a very small R, we have k = 3600, which takes us back to Example
22.4. 

v
y

w = k/z
R R
C C
z = k /w
II II
h
I
c
c g=h I

x u
0 0

z- plane w - plane
Figure 22.14 Transformation of a circle and a line into two concentric circles.

22.5 Conformal Mapping and Waveguides

While discussing waveguides for electromagnetic wave propagation at microwave and radio
wave frequencies, the term waveguide in electromagnetics and communication engineering
refers to any linear structure that conveys electromagnetic waves between its endpoints.
However, the original and most common meaning is a hollow metal pipe used to carry
radio waves. This type of waveguide is used as a transmission line mostly at microwave
frequencies, for such purposes as connecting microwave transmitters and receivers to their
antennas, in equipment such as microwave ovens, radar sets, satellite communications, and
microwave radio links.
A dielectric waveguide uses a solid dielectric rod rather than a hollow pipe. An optical
fiber is a dielectric guide designed to work at optical frequencies. Transmission lines such
as the microstrip, coplanar waveguide, stripline or coaxial cable may be considered to be
waveguide.
The electromagnetic wave in a metal-pipe waveguide may be imagined as traveling down
the guide in a zig-zag path, being repeatedly reflected between opposite walls of the guide.
In the particular case of a rectangular waveguide, it is possible to base an exact analysis on
this point of view. Propagation in a dielectric waveguide may be viewed in the same way,
with the waves confined to the dielectric by total internal reflection at its surface. Some
structures, such as non-radioactive dielectric waveguides and the Goubau line, use both
metal walls and dielectric surfaces to confine the wave.
Depending on the frequency, waveguides can be constructed from either conductive or
dielectric materials. Generally, the lower the frequency to be passed the larger the waveguide
 22.6 HELMHOLTZ EQUATION AND RIB-SHAPED WAVEGUIDE 705

is. For example, the natural waveguide the earth forms given by the dimensions between the
conductive ionosphere and the ground as well as the circumference at the median altitude
of the Earth is resonant at 7.83 Hz (known as Schumann resonance). On the other hand,
waveguides used in extremely high frequency (EHF) communications can be less than a
millimeter in width.
Electromagnetic waveguides are analyzed by solving Maxwell’s equations, or their re-
duced form, the electromagnetic wave equation, with boundary conditions determined by
the properties of the material and their interfaces. These equations have multiple solutions,
or modes, which are eigenfunctions of the system of equations. Each mode (solution) is char-
acterized by a cutoff frequency below which the mode cannot exist in the guide. Waveguide
propagation modes depend on the operating wavelength and polarization and the shape
and size of the guide. The longitudinal mode of a waveguide is a particular standing wave
pattern formed by waves confined in the cavity. The transverse modes are classified into
different types: (i) transverse electric (TE) modes which have no electric field in the direc-
tion of propagation; (ii) transverse magnetic (TM) modes which have no magnetic field in
the direction of propagation; (iii) transverse electromagnetic (TEM) modes which have no
electric and magnetic fields in the direction of propagation; and (iv) hybrid modes which
have both electric and magnetic field components in the direction of propagation.
In hollow waveguides (single conductor), TEM waves are not possible, since Maxell’s
equations require that the electric field must then have zero divergence and zero curl and
be equal to zero at the boundaries, resulting in a zero field, or equivalently ∇2 Φ = 0
with boundary conditions guaranteeing only the trivial solution. This contrasts with two-
conductor transmission lines used at low frequencies; coaxial cable, parallel wire line and
stripline, in which TEM mode is possible. Moreover, the propagating mode (i.e., TE and
TM) inside the waveguide can be mathematically expressed as the superposition of TEM
waves (Chakravorty [2015]).
The mode with the lowest cutoff frequency is called the dominant mode of the guide.
It is common to choose the size of the guide such that only this one mode can exist in
the frequency band of operation. In rectangular and circular (hollow pipe) waveguides, the
dominant modes are designated the TE1,0) mode and TE1,1 modes, respectively (Modi and
Balanis [2016]).
Waveguides in practice act like equivalents of cables for high-frequency systems. For such
applications, it is desired to operate waveguides with only one mode propagating through
the waveguide. With rectangular waveguides, it is possible to design the waveguide such
that the frequency band over which only one mode propagates is as high as 2 : 1 (i.e., the
ratio of the upper band edge to lower band edge is 2). The relation between the waveguide
dimensions and the lowest frequency is: If W is the greater of the two dimensions, then
the longest wavelength that will propagate is λ = 2W and the lowest frequency is thus
f = c/λ = c/(2W ). With circular waveguides, the highest possible bandwidth allowing
only a single mode to propagate is only 1, 3601 : 1. (Modi and Balanis [2016]). Since
rectangular waveguides have a much larger bandwidth over which only a single mode can
propagate, there are standards for rectangular waveguides, but for circular ones. A list of
standard waveguides is available in Fuller [1969]. For dielectric waveguides, see Rana [2005].

22.6 Helmholtz Equation and Rib-Shaped Waveguide

The Helmholtz equation, also known as the scalar wave equation, deals with the electromag-
netic distribution under certain approximation in a given system. We will find a solution of
the Helmholtz equation in complex geometries using conformal mapping and the homotopy
706 22 TRANSMISSION LINES AND WAVEGUIDES

perturbation method (He [1999]).

In the optical system if the refractive index contrast is small and the field is independent
of polarization, we use the scalar wave equation


∇2 φ(r) + n2r k02 − β 2 φ(r) = 0, (22.6.1)

where φ is the electromagnetic field, r is the position vector, nr is the refractive index, k0
is the vacuum wave number, and β is the propagation constant. Eq (22.6.1) can be solved
using different methods, such as Green’s function method (see Kythe et al. [2003: 234],
and Kythe [2011: 219]), the discrete spectral-index method (Ng and Stern [1998]), and the
beam propagation method (Shih and Chao [2008]).
The model field φ(x, y) for an anti-resonant reflecting optical waveguide (ARROW) struc-
ture is described by the Helmholtz equation (22.6.1), which is rewritten as

∂ 2 φ(x, y) ∂ 2 φ(x, y)
+ + λ2 φ(x, y) = 0, λ2 = n2r k02 − β 2 . (22.6.2)
∂x2 ∂y 2

We will solve this equation using the anti-resonance boundary condition φ(Γ) = 0, where Γ is
the boundary. This boundary condition is valid at a single wavelength; however, it provides
a very good approximation for well-confined modes at wavelengths close to anti-resonance.

y
v
A B

a
C D G H
2d
(a) b
A’C’ D’ E’ F’ G’ H’B’
x u
0 F _1 • _1• _•1 • • •
E /k1 /k 0 1 1/k 1/k1
z- plane w - plane
τ v
D
i• •C

(b)

A B D’ A’ B’ C’
• t • • u
0 1 _ 1/k _•1 0
•
1 1/ k r
T - plane r
w - plane
Figure 22.15 ARROW waveguide cross-section.

The conformal map is the Schwarz-Christoffel transformation that maps the half-plane
ℑ{w} > 0 onto the polygon in the z-plane (see Figure 22.15(a)), defined as the inverse
mapping of in Map 7.1 by
Z n
w Y
−αj
z(w) = A (w − aj ) dw, (22.6.3)
0 j=1

where A is a scaling factor, n is the number of sides of the polygon, and αj π are the external
angles at the vertices ak of the polygon for k = 1, 2, . . . , n.
 22.6 HELMHOLTZ EQUATION AND RIB-SHAPED WAVEGUIDE 707

The next conformal mapping of a unit square in the T -plane onto the upper half-plane
ℑ{w} > 0 (Figure 22.15(b)) is obtained from the Jacobi elliptic integral of the first kind
and is given by (see Map 7.7)
Z w Z w
dw 1 dθ
T (w) − T (0) = Csq √ p = √ p
0
2 2
1 − w 1 − kr w 2 2K(kr ) 0 1 − θ 1 − kr2 θ2
2

arcsn (w, kr )
= , (22.6.4)
2K(kr )

where T (0) = 21 , K(kr ) is the complete elliptic integral of the first kind of modulus kr ,
arcsn (w, kr ) is the inverse of the Jacobi elliptic sine amplitude sn (z, kr ), both of modulus
−1
kr , and the scaling factor Csq = [2K(kr )] is determined by the length of the base line AB
(Figure 22.15(b)) of the unit square, since TB − TA = Csq 2K(kr ) = 1. The modulus kr con-
′ ′
trols the aspect ratio of the rectangle
p  TD −TA = Csq (i K (kr )) = i K (k)/ [2K(kr )] = i,
since
where K ′ (kr ) = K(kr′ ) = K 1 − kr2 . These results imply that kr ≈ 0.17157 is needed
for an aspect ratio of 1. From Eq (22.6.4) we get the inverse map as

w(T ) = sn [(2T − 1) K(kr ), kr ] . (22.6.5)

Next, the mapping (22.6.3) from the upper half-plane ℑ{w} > 0 onto the rib-shaped
waveguide in the z-plane (Figure 22.15(a)), is given by
Z w
√ p Z w √
1 − k 2 w2 2ak1 1 − k12 1 − k 2 θ2
z(w) = C 2 2
√ dw = p √ dθ,
0 (1 − k1 w ) 1 − w
2 π k 2 − k12 0 (1 − k 2 − k12 ) 1 − θ2
(22.6.6)
where w = 0 is mapped onto z = 0. The scaling factor C is determined by requiring that
the integral must increase by ∆z = a i when w passes 1/k1 between the points H and B.
According to Gibbs [1958], this integral can be expressed in terms of the Jacobi elliptic
integral of the third kind, Π(ζ, α, k), in terms of two parameters ζ and α (see Appendix F).
Then defining ζ from w = sn(ζ) and α from k1 = k sn(α), and using a change of variables
ϑ = sn(θ), which gives dϑ = cn(θ) dθ, the integral (22.6.6) becomes
Z
2a sn(α) dn(α) ζ
1 − k 2 sn2 ϑ 2a  sn(α) dn(α) 
z(ζ) = 2 dϑ = ζ − Π(ζ, α) , (22.6.7)
π cn(α) 0 1 − k1 sn2 ϑ π cn(α)

where all Jacobi elliptic functions are of modulus k, and the constants k and α are deter-
mined by the aspect ratios of the rib-shaped structure by considering mapping of the point
G (Figure 22.15(a)) and separating real and imaginary parts, which gives

d 2K(k)  sn(α) dn(α) 

= − Z(α, k) , (22.6.8)
a π cn(α)
b ′ 
2K (k) sn(α) dn(α)  α
= − Z(α, k) − , (22.6.9)
a π cn(α) K(k)

where Z(α, k) is the Jacobi zeta function. Then using Eqs (22.6.7), (22.6.8) and (22.6.9),
the rib-shaped waveguide of different dimensions d, a, b can be easily mapped onto the upper
half-plane ℑ{w} > 0 (Figure 22.15(a)), which is then mapped onto the unit square (Figure
22.15(b)), although the Helmholtz equation becomes nonlinear under these two conformal
maps. To see this, assume that the potential in the physical z-plane φ(z) = φ(x, y) and the
708 22 TRANSMISSION LINES AND WAVEGUIDES

potential in the model T -plane ψ(T ) = ψ(ξ, η) are related by ψ (ξ(x, y), η(x, y)) = φ(x, y).
Then the Laplace operator becomes

dT 2
∇2x,y φ(x, y) = ∇2ξ,η ψ(ξ, η) ,
dz

and thus, the Helmholtz equation to be solved in the mapped domain, with T = ξ + iη,
becomes
∂ 2 ψ(ξ, η) ∂ 2 ψ(ξ, η) dT −2 2
2
+ 2
= λ ψ(ξ, η) = 0, (22.6.10)
∂ξ ∂η dz

where for the conformal transformation from the rib-shaped waveguide onto the unit square,

dT dT dw π cn(α) 1 − k12 w2
= = p √ . (22.6.11)
dz dw dz 4aK(kr ) sn(α) dn(α) 1 − kr2 w2 1 − k 2 w2

22.6.1 Homotopy Perturbation Method. The perturbation methods provide approx-

imate solutions for boundary value and initial value problems. These methods are used
when such problems contain a small parameter, say ε, and the solution for ε = 0 is known.
This parameter occurs, in general, in a partial differential equation of the form

L(u) + εN (u) − g(r) = 0, r ∈ D, (22.6.12)

 
∂u
with boundary conditions B u, = 0 on the boundary Γ ≡ ∂D, where L is a linear
∂n
partial differential operator, N is either a nonlinear or a linear differential operator, and
g(r) is an analytic function, which makes the solution of Eq (22.6.12) difficult. If, by taking
ε = 0, Eq (22.6.12) reduces to an ordinary differential equation, then the perturbation
method fails. Another kind of perturbation problems arises by perturbing the boundary.
In this case the parameter ε will appear in the boundary conditions.
Following Reck et al. [2011], and using the concept of homotopy,1 we can set up a
homotopic equation of the form

H(v, p) = (1 − p) [L(v) − L(u0 )] + p [A(v) − g(r)] = 0, p ∈ [0, 1], (22.6.13)

where A(v) is a general differential operator, which can be separated into a linear and a
nonlinear operator L and N , respectively, and u0 is an initial approximation satisfying the
P∞
boundary conditions, and u = vn pn . Then the solution of Eq (22.6.12) is u = lim v =
n=0 p→1
∞
P
vn . For Eq (22.6.10) the following homotopy can be constructed:
n=0

 ∂ 2ψ ∂ 2 π ∂ 2 ψ ∂ 2 ψ0   ∂ 2 ψ ∂ 2ψ dT −2 
0
H = (1 − p) 2
+ 2
− 2
− 2
+ p 2
+ 2
+ λ2 ψ = 0, (22.6.14)
∂ξ ∂η ∂ξ ∂η ∂ξ ∂η dz

1 In topology, homotopy is defined as a continuous transformation of one continuous function to another

if one can be ‘continuously deformed’ into the other.
 22.6 HELMHOLTZ EQUATION AND RIB-SHAPED WAVEGUIDE 709

which reduces to Eq (22.6.10) for p = 1. By equating terms of identical powers of p we

obtain the following set of equations:

p0 : ψ0 ,
∂ 2 ψ0 ∂ 2 ψ0 dT −2 2 ∂ 2 ψ1 ∂ 2 ψ1
p1 : 2
+ 2
+ λ ψ0 + 2
+ = 0,
∂ξ ∂η dz ∂ξ ∂η 2
dT −2 2 ∂ 2 ψ2 ∂ 2 ψ2
p2 : λ ψ1 + 2
+ = 0,
dz ∂ξ ∂η 2
dT −2 2 ∂ 2 ψ3 ∂ 2 ψ3 (22.6.15)
p3 : λ ψ2 + + = 0,
dz ∂ξ 2 ∂η 2
..
.
dT −2 ∂ 2 ψn ∂ 2 ψn
pn : λ2 ψn−1 + + = 0,
dz ∂ξ 2 ∂η 2

P
∞
which has the solution is ψ = ψn pn for p → 1. Since ψ0 is the initial guess and known,
n=0
we are left with the problem of solving an infinite set of Poisson’s equations of the form

∇2ξ,η ψn (ξ, η) = hn (ξ, η), (22.6.16)

where hn (ξ, η) is the source term. Since the conform mapping transformed the rib-shaped
waveguide onto an s × t rectangle (here the unit square (Figure 22.15)), the solution of
Poisson’s equations can be expressed as a two-dimensional Fourier series, i.e.,
∞ X
X ∞  mπ   jπ 
ψn (ξ, η) = Emj sin ξ sin η , (22.6.17)
j=1 m=1
s t

where the coefficients Emj are determined by substituting Eq (22.6.17) into Poisson’s equa-
tion and using the orthogonality relations
Z s  mπξ   qπξ  Z t  jπη   rπη 
s t
sin sin dξ = δmq , and sin sin dη = δjr .
0 s s 2 0 t t 2

Then Z Z
4 s t  mπξ   jπη 
Emj = − hn (ξ, η) sin sin dξ dη, (22.6.18)
stκmj 0 0 s t
where the coefficients κmj are given by
 mπ 2  jπ 2
κmj = + , m, j = 1, 2, . . . .
s t

Thus, the solution of the nonlinear Helmholtz equation (22.6.10) is obtained in the form of
an infinite series of solutions for Poisson’s equations, where the choice of the initial guess ψ0
that satisfies the boundary conditions is the first eigenfunction for the Helmholtz eigenvalue
problem (22.6.2), i.e.,
 πξ   πη 
ψ0 (ξ, η) = sin sin . (22.6.19)
s t
710 22 TRANSMISSION LINES AND WAVEGUIDES

For the unit square we take s = t = 1. Now, substituting Eqs (22.6.19) and (22.6.17) into
Eq (22.6.15), the first term of the homotopy solution is obtained with the source function
   
h1 (ξ, η) = − ∇2 ψ0 + |dT /dz|−2 λ2 ψ0 = − |dT /dz|−2 λ2 − 2π 2 ψ0 ,

which gives

X∞ X ∞
4 sin(mπξ) sin(jπη)
ψ1 (ξ, η) =
j=1 m=1
κmj
ZZ 1  
dT −2 2
× λ − 2π 2 sin(πξ) sin(πη) sin(mπξ) sin(jπη) dξ dη.
0 dz
(22.6.20)

In general, by repeated application of Eq (22.6.17) into Eq (22.6.15) we find that for n > 1
Z Z
4 sin(mπξ) sin(jπη) 1 1  dT 
X∞ X ∞ −2
ψn (ξ, η) = λ2 − 2π 2 sin(mπξ) sin(jπη) dξ dη,
j=1 m=1
κmj 0 0 dz
(22.6.21)
where R1
2 ψ∇2 (ξ, η)ψ dΓ
λ = − R 10 , (22.6.22)
0 |dT /dz|−2 ψ 2 dΓ
which can be calculated using both the initial guess ψ0 and the above solutions including
higher order terms.
Another example is that of a half coaxial waveguide with outer radius ra and inner radius
rb corresponding to the physical plane z = r eiθ with rb ≤ r ≥ ra and 0 ≤ θ ≤ 2π (see Map
5.20). In this case the mapping function T (z) = log(z/rb ) = ln(r/rb ) + iθ, or z(T ) = rb eT ,
maps the physical plane onto the rectangle 0 ≤ ξ ≤ ln(ra /rb ) and 0 ≤ η ≤ π, with the
Jacobian |dT /dz|−2 = rb2 e2ξ .
The general Helmholtz equation has been solved using a combination of conformal map-
ping and the homotopy perturbation for ARROW structures of the rib-shaped and half
coaxial waveguides. This method can also be used for other waveguide structures so long
as a zero boundary condition is used for these waveguides.
The results for the eigenvalue λ2 for the second mode in a rib-shaped waveguide with
aspect ratios b/a = 1, 2 and d/(2a) = 1 as a function of homotopy perturbation with the
number of Fourier terms as parameters are presented in Table 22.3. These results are
compared to the result from FEM computed using MATLAB. The HPM result λ2 = 13.99
matches with the FEM for 12 or more Fourier terms at homotopy order 6. The performance
of these methods is compared in Table 22.4.
Table 22.3 Eigenvalues λ2 (Reck et al. [2011]).

Mode λ2HPM λ2FEM ε b/a d/(2a)

1 12.16 12.13 0.29% 1 1
1 6.788 6.789 0.14% 2 1
2 19.06 18.84 1.78% 1 1
2 13.99 13.96 0.75% 2 1
 22.7 COPLANAR WAVEGUIDES 711

Comparison with the FEM method is provided in Table 22.4.

Table 22.4 Comparison of HPM and FEM Methods (Reck et al. [2011])

PointsMemory [MB] CPU Time [s]

FEM HPM FEM HPM
12417 40 7 0.9 1.1
56000 65 30 4.4 4.9
109857 173 45 13.3 9.9
143265 208 59 16.5 12.8
172257 254 73 22.8 16.0

22.7 Coplanar Waveguides

Coplanar waveguides (CPWs), used extensively in microwave and transmission lines, have
wide range of applications. The structure of a CPW consists of a center conductor and two
ground planes printed on the same surface of a dielectric slot. This structure has a very
high frequency response, provides immediate access to adjust power plane, low conduction
and dispersion loss, and generates elliptical polarized magnetic fields with two modes of
propagation, TEM and non-TEM. We will obtain closed-form design equations using con-
formal mapping and analytical results in terms of complete elliptic integral, and provide
approximate formula for its computation.
There are two main types of coplanar lines, as follows.
(i) The CPW which is composed of a median metallic strip separated by two narrow
slits from an infinite ground plate, as shown in Figure 22.16(a). The dimensions of a CPW
are: the central strip of width 2d, and slots of width s. This structure is symmetric along
a vertical plane located on the middle of the central strip.
(ii) The coplanar slot (CPS) consists of two strips running side-by-side shown in Figure
22.16(b); it is complementary of the topology of the CPW.

z y

x
(a)

y v
A B

2d
(b) s s
x C D
0 0 u
z- plane w - plane
Figure 22.16 (a) Coplanar waveguide. (b) Coplanar slot line.
712 22 TRANSMISSION LINES AND WAVEGUIDES

In view of the symmetry along the vertical line (Figure 22.16(b)), the quasi-static analysis
of a CPW in the z-plane (shaded part) conformally mapped onto a parallel strip (capacitor
ABCD, Figure 22.16(c)) in the w-plane (model plane) is given by the Schwarz-Christoffel
transformation Z z
dz
w= p , (22.7.1)
z0 (z − d)(z − d − s)

where the capacitor ABCD is assumed to have a magnetic wall so that BC and AD also
become magnetic walls with no resulting fringing field. The capacitances per unit length
Ctop of the dielectric field on the top and Cbot on the bottom of the dielectric substrate are
given by
K(k1 ) K(k1 )
Ctop = 2ε0 ′ , Cbot = 2ε0 εr ′ , (22.7.2)
K (k1 ) K (k1 )

K(k) and K ′ (k) are the complete elliptic integral of the first and second kind,
where √
′
K = 1 − K 2 , and k1 = d/2(d + s), where the accuracy of the above formulas ranges
between 10−5 and 3 · 10−6 . Thus, the total line capacitance is Ctop + Cbot , and the effective
permittivity and the impedance are, respectively,

εr + 1 30π K ′ (K1 )
εre = , Z= √ . (22.7.3)
2 εre K(k1 )

However, in practice, the substrate has a finite thickness h (Figure 22.16(c)). Then the
effective permittivity becomes
√
εr − 1 K(k2 ) K ′ (k1 ) 2 k1
εre =1+ , k2 = . (22.7.4)
2 K(k2 ) K(k1 ) 1 + k1

Finally, for a CPW over a dielectric of finite thickness and backed by an infinite ground
plate, the quasi-TEM wave is a hybrid between the microstrip and true CPW mode, and
so εre = 1 + q (εr − 1), where q is known as the filling factor, and its impedance is
√
60π h K(k1 ) K(k3 ) i−1 2 k2
Z=√ + , k3 = . (22.7.5)
εre K ′ (k1 ) K ′ (k3 ) 1 + k2

This is a particular case of the waveguide in Figure 22.15.

22.7.1 Conductors. Recall that the invariance of Laplace’s equation under a conformal
transformation is confirmed by the scale factor M = |dw/dz|. Often these transformations
are carried out through a number of intermediate steps to obtain a simpler and more
efficiently analyzable mapping. Many transmission lines have been analyzed using conformal
mapping to give characteristic impedance and effective permittivity in the case of lossless
thin conductors. However, for the lossy conductor of finite conductivity and finite thickness,
the conformal map must be able to transform the regions both inside and outside of the
conductor when considering the field penetration into the conductor.
To calculate the conductor loss using conformal mapping techniques and to frequently
predict accurately the dependent resistance and inductance, the model should account for
not only the current crowding towards the surface and edges of the conductor due to skin
and proximity effects, but also due to uniform current distribution at low frequency.
 22.7 COPLANAR WAVEGUIDES 713

Example 22.5. Consider the case of two rectangular conductors, A and B, in the
z-plane, which are mapped into infinitesimally thin coplanar strips A’ and B’ in the inter-
mediate T -plane by the map T = f (z), T = t + i τ , and then mapped into parallel plates
A” and B” onto the w-plane by a map w = g(T ) (Figure 22.17.)

y τ
T = f(z)
B
A B’ A’
x t
0 0
T - plane
z- plane
v
w = g (T )
B’’

0 u
A’’
w - plane
Figure 22.17 Mapping of two rectangular conductors A and B.

A point (x, y) on the surface of the conductor in the z-plane with corresponding effective
internal impedance (EII) of ZE (x, y) maps onto a point in the w-plane at (u, vtop ) on the
top plate. The EII is scaled in the w-plane by
 


M (u, vtop )ZE (x, y) = M (u, v)ZE ℜ f g −1 (u, vtop ) , ℑ f g −1 (u, vtop ) , (22.7.6)

where M is a scaling factor, g −1 (u, v) is the inverse of the mapping function, and (u, vtop )
is a point on the top plate, and the subscript E denotes the EII. Let dZtop denote the
differential series impedance per unit length of the top plate due to a differential width du.
Then
M (u, vtop )ZE (u, vtop )
dZtop = ,
du
where ZE is the EII at some point (x, y) in the z-plane corresponding to a given point (u, v)
in the w-plane. Using the same method, the differential series impedance per unit length
dZbot of the bottom plate due to a differential width du is given by

M (u, vbot )ZE (u, vbot )

dZbot = ,
du
where (u, vbot ) is a point on the bottom plate. Assuming a uniform magnetic field be-
tween the two plates and using the transverse resonance technique, the inductance due to
a differential width du and a separation |vtop − vbot | is given by

µ0 |vtop − vbot |
dL = ,
du
where µ0 is the permeability of free space. Next, the total differential series impedance per
unit length is given by
dZtotal = dZtop + dZbot + iω dL. (22.7.7)
714 22 TRANSMISSION LINES AND WAVEGUIDES

Finally, the total series impedance per unit length Z(ω) for the transmission line can be
approximated by the parallel combination of each differential impedance. Hence,

hZ u0
du i−1
Z(ω) = , (22.7.8)
0 jωµ0 |vtop − vbot | + ZE (u, vtop ) + ZE (u, vbot )

where µ0 is the plate width in the image domain (w-plane).

We will consider some cases of different kind of conductors.
Case 1. (Parallel rectangular conductors) There are two configurations: (i) Two con-
ductors in parallel as in a parallel plate waveguide, and (ii) two conductors side-by-side as
in coplanar strips. Using the Schwarz-Christoffel transformation the two rectangular con-
ductors are mapped onto parallel plates by two steps of maps. The first map transforms
the two conductors in the z-plane onto two thin coplanar strips in the T -plane by
s


Z t
s2 − 1/k12 s2 − 1/k22
z(T ) = C ds, (22.7.9)
0 (s2 − 1) (s2 − 1/k 2 )

where C, k1 , K2 , and k are mapping coefficients and are determined by the separation width
and thickness of the conductors. This mapping is followed by another map from the T -plane
onto the w-plane, defined by
Z t
ds
w(T ) = p , (22.7.10)
0 (s2 − 1) (s2 − 1/k 2 )

which transforms the coplanar strips in the T -plane onto the parallel plates in the w-plane.
The scale factor from the z-plane onto the T -plane is
s


dT 1 T 2 − 1 T 2 − 1/k 2
M (T ) = = ,
dz C (T 2 − 1k12 ) (T 2 − 1/k22 )

the scale factor from the T -plane to the w-plane is

dT p
N (T ) = = (T 2 − 1) (T 2 − 1/k 2 ),
dw

and the series impedance per unit length, Z(ω), is given by

hZ 1/k
ds i−1
Z(ω) = .
1 jωµ0 |vtop − vbot | N (s) + 2ZE (s)M (s)

Case 2. V-groove conductor-backed coplanar waveguide (VGCPW) This coplanar

waveguide has its backside ground plate made V-shaped in order to reduce current crowding
and, therefore, reduce the conductor loss. However, no accurate model for the actual con-
ductor loss in this structure has been studied. Only the attenuation constant is evaluated
using conformal mapping. To determine if the V-groove reduces loss, design constraints are
first taken into consideration. A design is shown in Figure 22.18(a), where the angle corre-
sponds to an anisotropically etched groove in (100) Si. The coplanar waveguide (CPW) gap
 22.7 COPLANAR WAVEGUIDES 715

(b − a) is a function of the V-groove distance d for a constant Z0 = 50Ω, with d = 16 µm for

a 50Ω V-groove microstrip line (i.e., no CPW ground loss) is presented in Figure 22.18(b).

2b
90
2a= 20 µ m

1µ m
80

CPW gap = b _ a µ m
70
60
h = 100 µ m

50
2 β=70.52 40
30
20
10

2 l = 500 µ m 10 20 30 40 50 60 70 80 90 100
V-groove distance d µ m
(a) (b)
Figure 22.18 (a) V-groove conductor-based coplanar waveguide, (b) gap (b − a) vs. d.

Other cases, like that of the normal coplanar waveguide (CPW) and microstrip lines of
normal structure and V-shaped ground, are treated in the same way. It is observed that
the conformal mapping method combined with the EII is very efficient in computing the
conductor loss for the transmission line mode. This method consists of two parts: (i) The
EII is assigned on the surface of the conductor, which represents the internal behavior of
the conductor, and (ii) the conformal map is found for given geometries from the list of
Schwarz-Christoffel transformations.
When numerically calculating the hyperelliptic integrals, the integration and parameter
evaluation in Schwarz-Christoffel transformation is carried out by first dividing each side
of the conductor into 10 segments and then 24-point Gaussian quadrature is used in each
interval. However, to compute the integral having singular points with a tolerable accuracy,
a large number of points is inevitable. In this case the Gauss-Chebyshev and Gauss-Jacobi
quadrature formulas consider singular points in the integral properly, and therefore, appear
to be a good choice in the hyperelliptic integrals.
In hyperelliptic integrals of Schwarz-Christoffel transformations, the mapping coefficient
should be a priori known before computing the series impedance. Various iterative opti-
mization schemes can be used to find the mapping coefficients. It is found that Powell’s
method (or Powell’s conjugate direction method), which is an algorithm for finding a local
minimum of a real-valued function is very effective; it is a direct search method and one of
the least-square methods with constraints (Powell [1964]). There are other direct methods,
such as the Hooke and Jeeves method for unconstrained optimization without using deriv-
ative (Hooke and Jeeves [1961]), and others, which can be adopted to coefficient evaluation
often quite efficiently. There are gradient methods as well as direct search methods, e.g.,
the steepest descent method, Newton’s method, and Newton-Raphson method.
Although the conformal mapping technique has been quite successful in evaluating the
conductor loss, it does not work for multi-conductor (more than two) transmission lines,
because it does not result in a simple parallel plate. For conformal mapping of multilayer
microstrip lines, see Svacina [1992].

22.7.2 CPW Directional Couplers. In modern wireless communication systems the

716 22 TRANSMISSION LINES AND WAVEGUIDES

design of high-performance and low-cost directional couplers is very important. These cou-
plers constitute the basic components used in applications of microwave integrated circuits,
to combine or divide RF signals, antenna feeds, balanced mixers, modulators and others.
For practical purposes these couplers should be compact so as to be easily integrated with
other components in the same circuit. For example, the microstrip branch line couplers or
hybrid ring couplers have been extensively used in printed microstrip array feeding networks
(Nguyen [1995]). There are different configurations of couplers that are proposed when the
couplers have narrow bandwidths (see Nedil et al. [2005; 2006; 2008]).
A new wideband multilayer directional coupler, which is a hexagonal slot-coupled direc-
tional coupler, is shown in Figure 22.19. It allows coupling of two CPW lines placed in two
stacked substrate layers through a rectangular slot etched on the common ground plane
located between these layers. This component is symmetrical, and the layout is presented
in Figure 22.19 and the odd and even-mode electric field distribution in Figure 22.20.

s s

0 A B
a d
C

a
D

z- plane
Figure 22.19 Broadside directional slot-coupled coupler.

The odd and even-mode configurations are considered in Figure 22.20 under conformal
mapping, where it is assumed that these configurations have infinitely wide ground planes,
and all conductors are assumed to be perfectly conducting and with zero thickness. This
structure supports both odd and even modes, and the odd and even-mode impedances, Zodd
and Zeven are calculated using conformal methods which determine the coupling capacitance
per unit length.

Electric Wall Magnetic Wall

Figure 22.20 Odd- and even-mode electric fields.
 22.7 COPLANAR WAVEGUIDES 717

B’ A’ A B E ∞ B’ A’ A B E ∞
0 0

C D C C D C

A B E ∞ E ∞
A B
0 0

_i _i
D C D C

D C A B E ∞ D C A B E ∞
0 1 tA tB 0 tC 1 tA tB

w0 wA wB wC E ∞
C B

D A

z- plane
x0 xC

xA xB
Figure 22.21 Odd and even-mode configurations.

This structure (Figure 22.21(a)) supports both fundamental (even and odd) modes, with
their respective coplanar impedances Zeven and Zodd per unit length, which are calculated
using conformal mapping techniques. These modes, shown in Figure 22.21(b), can be
isolated by assuming an electric wall for the odd mode and a magnetic wall for the even
modes (as shown on the left and right side). The odd mode is obtained when the currents
have equal amplitudes but opposite phases, but the even mode propagates when equal
currents, in amplitude and phase, flow on the two coupled lines. For each mode the overall
capacitance per unit length is the sum of the coupling capacitance for the air and the
dielectric regions. Using the sequence of conformal mappings shown in Figure 22.21 (which
can be identified as Maps 3.9 and 6.1), with the line CC’ regarded as the magnetic line, the
total even-mode capacitance CeT per unit length (the suffix e for even mode) is defined as
718 22 TRANSMISSION LINES AND WAVEGUIDES

the sum of the capacitances for the even mode, denoted by Ce1 and Ce2 ,† i.e.,

CeT = Ce1 + Ce2 , (22.7.11)

thereby giving the even-mode permittivity εe,eff as

CeT (εr )
εe,eff = . (22.7.12)
CeT (εr = 1)

Similarly, for the odd-mode coupling characteristics, where the line CC’ is considered as
an electric wall, the total capacitance per unit length and the odd-mode permittivity are
defined by
CoT (εr )
CoT = Co1 + Co2 , εo,eff = . (22.7.13)
CoT (εr = 1)
Then the coupling coefficient K is given by (Tanaka et al. [1988])

Z0,e − Z0,o
K= , (22.7.14)
Z0,e + Z0,o

and the coupling length L by

λge + λgo
L= . (22.7.15)
8
Numerical results obtained by Nedil and Denidni [2008], with substrate thickness a =
0.254 mm, show that as the strip conductor width G increases, the characteristic impedance
Z0,o decreases and the effective permittivity increases. For a fixed strip conductor and
thickness (G, a), the impedance Z0,e increases and the effective permittivity decreases when
the slot-coupled width d increases. It is also shown that the slot-coupled width d affects
the impedance Z0,o considerably, but this width does not affect the odd-mode characteristic
impedance, which is forced to be short circuited via the electric wall. The computed coupling
coefficient K for a fixed strip conductor G, increases as s and d increase. The parameter d
affects the coupling coefficient of the coupler considerably.
Haydl [2002] noted that the main drawback of this circuit-backed CPW (CB-CPW) tech-
nology is the parallel plate modes which are considered as unwanted bulk modes. However,
this kind of leakage effect observed in the conventional CB-CPW geometry becomes quite
negligible for the above geometry up to 18.33 GHz, owing to smaller lateral dimensions as
well as a lower dielectric constant of the thin substrate (εr = 2.2). Thus, the minimum
parasitic resonant frequency from the parallel-plate modes of CB-CPW can be derived from
s
c  m 2  n 2
Fmn = √ + , (22.7.16)
2 εr dg Lg

which is based on the rectangular patch theorem (Haydl [2002]), where c is the velocity of
light, εr is the relative permittivity, and dg (= 7 mm) and Lg (= 30 mm) are the width and
length of the ground in the coupler shown in Figure 22.19.

22.7.3 Cell Simulation. The design and simulation of measurement cells can be completed
using a combination of LINPAR transmission line software (Djordjevic et al. [1999]) and
† The suffix e is for even mode and o for odd mode.
 22.8 NONUNIFORM WAVEGUIDES 719

MATLAB. As a file manager, MATLAB acts as a creator and editor of the structure-defining
data file, LINPAR executioner, and data processor. LINPAR uses a two-dimensional special
technique to perform numerical computation of the transmission line structures, to provide
the primary transmission line matrices, and inductance, capacitance, resistance and conduc-
tance per unit length, and to produce primary transmission line parameters. The LINPAR
analysis is quasi-static where bound charges in a vacuum replace the dielectric materials,
and free charges replace the conductors. The boundary conditions for the electrostatic po-
tential and the normal component of the electric field derive a set of integral equations for
the charge distribution.
LINPAR is applicable to both the microstrip and the CPW lines as a multi-layered and
multi-conductor planar structure. Thus, LINPAR analysis of multi-layered structures with
N conductor s results in an N × N matrix with elements xij , i, j = 1, 2, . . . , n, for each
transmission line parameter. In the case of the CPW structure, it results in a 3 × 3 matrix
for each parameter. In each case, the element x22 corresponding to the transmission line
parameter for the center conductor of the planar structure is very significant. Details of the
application of LINPAR can be found in Skidmore [2012: 24ff].

22.8 Nonuniform Waveguides

There are three examples of nonuniform waveguides shown in Figure 22.22: (a) the cross-
sectional configuration which is difficult to analyze in the (x, y)-plane (the waveguide a.1 is
from Meinke et al. [1963], and waveguide a.2 is from Choi et al. [1988]); (b) the waveguide
with a bend, that destroys longitudinal uniformity in the (x, ζ)-plane; and (c) the cross-
section varies along the length of the guide. However, using conformal transformations,
these and similar cases can be mapped onto familiar prismatic or longitudinal waveguides
shown in Figure 22.23.

a.1 (b) Bend ζ

a.2 x

(a) Low-loss guides (c) Obstruction ζ

Figure 22.22 Nonuniform waveguides.

Figure 22.22 Nonuniform waveguides.
720 22 TRANSMISSION LINES AND WAVEGUIDES

v
top view u

ζ ζ
v
u
W

side view front view h

ζ v

Figure 22.23 Rectangular waveguides in the model plane.

The hollow waveguide consisting of a single conductor cannot support the transverse
electromagnetic mode (TEM), although mathematically one can imagine the physically
acceptable modes as consisting of superposed, oblique TEM components. The transverse
electric (TE) and transverse magnetic (TM) modes can propagate at various levels. For
example, the fundamental TE mode (TE0 ) has its electric field vector normal to those walls
which are the closest. The field intensity varies as E sin(πu/W ), i.e., it peaks at the center
and tapers off towards the walls u = 0, W where the electric field must vanish. The longest
wavelength that can be accommodated is the cutoff wavelength λc = 2W . Besides λc , two
other wavelengths will determine the propagation of the wave: they are (i) the wavelength
of the signal or exciting wave (λ), and (ii) the longitudinal component in the waveguide.

The TE and TM waves in the z-plane in a waveguide, whose cross-section is shown in

Figure 22.23, have been conformally transformed onto the w-plane (model plane).

Example 22.6. Consider three cases (a), (b), and (c) of inhomogeneous microstrip
lines. The microstrip line in case (a) and the parallel strips opposing each other across the
dielectric slab in case (b) are symmetric about the vertical axis and can be analyzed using
the Schwarz-Christoffel transformation as in Example 22.3.

W W

h hb

(a) (b)

W h /2

h /2
(c)
Figure 22.24 Inhomogeneous microstrip line.
 22.8 NONUNIFORM WAVEGUIDES 721

In cases (a) and (b), the characteristic impedance Z0 is given by (Wheeler [1965; 1978])

30 h  p i
Z0 = √ ln 1 + A2 B + B 2 + (1 + εr )π 2 / (2B 2 εr ) , (22.8.1)
εeff

where
14 + 8/εr 1
A = 4h/W, B= , εeff = (1 + εr ) .
11 2
In case (c) which represents the shielded stripline, the characteristic impedance Z0 is given
by (Homentcovshi et al. [1988])

30π K ′ (k)
Z0 = √ , (22.8.2)
εeff K(k)

where εeff is the same as above, and k = tanh(πW/(2h)). 

Example 22.7. Consider the case of an inhomogeneous microstrip line shown in Figure
22.25, where its first quadrant in the z-plane is transformed onto the T -plane by mapping
the conductor boundaries neglecting the line separating the two dielectrics, which is then
mapped onto the w-plane to obtain the rectangle EGBD.

y
A

III
B H
C
A B C D E F G A
D t
_∞ 0
• • • • • • • ∞
π I II
x T - plane
E F G

D C B

a I III
z- plane II
E u
F GHA
w - plane
Figure 22.25 Conformal mapping of the microstrip line.

This mapping is carried out in the same manner as in Example 22.3 using the Schwarz-
Christoffel transformation. The horizontal line CH in the z-plane corresponds to the border
between region III with ε = ε0 and region II with ε = εr ε0 . The line CH is mapped onto
the curved line in the w-plane.
722 22 TRANSMISSION LINES AND WAVEGUIDES

C B C B

III III
I I
II

II

F G F G
(a) (b)
Figure 22.26 Two approximate methods.

A couple of numerical methods with results that approximate the test values are: (a)
the one by Wheeler [1965], and (b) the other by Joshi et al. [1980]. Wheeler’s method
uses different techniques to represent region II, for example, he forms an equivalent lab in
parallel with I and a horizontal slab in series with III, all depending on the proportions
of the cross-section (Figure 22.26(a)). In the other method by Joshi et al. [1980], region
II is divided into several vertical rectangular slabs as shown in Figure 22.26(b), where the
capacitance (or modulus) between FH and CB consists of many series-parallel combinations
of elemental capacitors. 
There are other cases of inhomogeneous microstrip lines in Schinzinger and Laura [2003:
301-308]. They are resolved using the Schwarz-Christoffel transformations.

Consider the TE and TEM waves in a wave guide whose cross-section in the z-plane has
been conformally mapped onto the w-plane as in Figure 22.23. With σ = 0 (no conductiv-
ity), the equations for the ζ-components in the w-plane are

∂ 2 Hζ ∂ 2 Hζ
2
+ = −kW M −2 Hζ for TE waves, (22.8.3)
∂u ∂v 2
∂ 2 Eζ ∂ 2 Eζ
+ = −kW M −2 Eζ for TM waves, (22.8.4)
∂u2 ∂v 2
∂ ∂
where the factor kW combines the effects of = iω and = −2πi/λg . These equations
∂t ∂z
are similar to Eqs (22.2.8) and (22.2.9). If M = 1, the waveguide has a rectangular cross-
section, and the solutions Hζ and Eζ do not require conformal mapping. In this case the
field components in mode m, n, and in terms of the cut-off wavelength λc and the wavelength
in the guide λg , are

Hζ = Amn cos(km u) cos(kn v), Eζ = Bmn sin(km u) sin(kn v), (22.8.5)

and the impedances are

 1/2
Eu 2 λ2
ZTE = = ω µε 1 − 2 ,
Hv TM λc
 −1/2 (22.8.6)
Eu 2 λ2
ZTM = = ω µε 1 − 2 ,
Hv TE λc

where the wave numbers are:

km = mπ/W, kn = nπ/h; kc2 = k+m2 +kn2 = m2 π 2 /W +n2 π 2 /h2 ; 2

kW = ω 2 µε−(2π/λg ) ;
 22.8 NONUNIFORM WAVEGUIDES 723

the cut-offs frequencies are λc = 2π/kc , fc = ckc /(2π), c = [µε]−1/2 ;

h i−1/2
2
the wavelength is λg = λ 1 − (λ/λc ) ;
the attenuation is Γ = 2πi/λg (ideal walls, σ = 0);
and the mode indices are m and n.† When the rectangular cross-section is a result of
conformal mapping, the scale factor M (u, v) = |dz/dw| appears in the above results.

22.8.1 Conformal Mapping of the Transverse Section of the Waveguide. Let the
transformation w = w(z) map the transverse cross-section of the waveguide in the z-plane
onto a rectangle in the w-plane, and let M (u, v) = |dz/dw|. We will discuss the TE waves;
the treatment of TM waves is similar. For M = 1, the solution is given by (22.8.5). However,
for M 6= 1, let
∞ X
X ∞
mπu nπv
Hζ = Amn cos cos , (22.8.7)
m=0 n=0
W h

where the coefficients Amn that satisfy the first of the Eqs (22.8.5) are obtained by expressing
1/M 2 (u, v) as a Fourier series (Meinke and Gundlach [1962])

∞ X
X ∞
mπu nπv
M −2 (u, v) = Cmn cos cos , (22.8.8)
m=0 n=0
W h

where Z Z
W h
p mπu nπv
Cmn = M −2 (u, v) cos cos , (22.8.9)
Wh u=0 v=0 W h
where 
1
 for m = 0 and n = 0,
p= 2 for m = 0 or n = 0,


4 for m > 0 and n > 0.
Note that C00 is the ratio of the cross-section area in the physical plane and the image area in
the model plane. The conformal mapping can be adjusted by taking C00 = 1. To determine
the other coefficients Cmn , we can use graphical Fourier series when integration becomes
cumbersome. Further, substituting Hζ from Eq (22.8.5) and M −2 from Eq (22.8.8), Meinke
et al. [1963] obtained
h mπ 2  nπ 2 i  2π 2 h  1 1 1 i
Amn + = Amn 1+ C0,2n + C2m,0 + C2m,2n +· · · , (22.8.10)
W h λc 2 2 4

2
where the factor (2π/λc ) is due to the propagation constant Γ. The cut-off wavelength is
found from Eq (22.8.6) as
  o−1/2
m2 n2  1 1 1
λc = 2 + 1 + C0,2n + C2m,0 + C2m,2n + · · · . (22.8.11)
W2 h2 2 2 4

The wave equations (22.8.5) can be solved by other methods. For example, Laura and
Chi [1964] and Schinzinger and Laura [2003: 314] used the collocation method and applied it

† Here m does not mean 1/M .

724 22 TRANSMISSION LINES AND WAVEGUIDES

to the vane-like ‘inductations’ in circular waveguides to force the modes into a predetermined
pattern; and in their 1980 paper they used the conformal transformation w = A(z + pz 2 )
(Map 4.18), where A represents the scale factor and p a shape factor, thereby obtaining a
cardioid in the limit when p = 12 . The wave numbers computed by these methods were in
agreement up to p = 12 .

Literature used. Bowman, Senior and Uslenghi [1969], Brown [1967], Djordjevic, Bazdar, Sarkar
and Harrington [1999], Durrand [1966], Flachenecker and Lange [1967], Foster and Anderson [1974], Haydl
[2002], He [1999], Homentcovshi et al. [1988], Joshi [1980], Kumar, Saxena, Kapoor, Kala and Pant [2012],
Ng and Stern [1998], Oberhettinger and Magnus [1949], Nedil, Denidni and Talbi [2005], Nedil and Denidni
[2006; 2008], Nguyen [1995], Reck, Thomson and Hansen [2011], Schinzinger and Laura [2003], Shih and
Chao [2008], Skidmore [2012], Tanaka, Tunoda and Aikawa [1988], Wandell [1991], Wen [1970], Wheeler
[1964; 1965; 1978].
23
Elastic Medium

We will analyze linear elastic continua under the assumption that they undergo small strains.
The linear theory of elasticity is based on the following two basic assumptions: (i) The
material is subject to an infinitesimal strain and the stress is expressed as a linear function
of strain, and (ii) any variation in the orientation of this material due to displacements
is negligible. These assumptions lead to small strain and equilibrium equations under an
undeformed geometry. The linearity assumption is an attempt to simplify the mathematical
aspect of the behavior of solids. Although we assume that the material properties are linear,
the deformations in a body may not be completely linear. For example, under certain loads,
various materials exhibit plastic deformation while others creep with time, or they may
crack, in which case the stresses are redistributed.
We will use conformal mapping methods to solve problems in elastic media related to
the plane stresses and to torsion of prismatic rods. The classical theory of elasticity can be
found in Sneddon and Berry [1958], Sokolnikoff [1956], and Green and Zerna [1968] for use
of conformal mapping. Application of transformations to stress concentration around holes
is available in Savin [1961].

23.1 Stress and Strain

We will express small strains and related stresses with respect to a right-hand rectangular
coordinate system. Thus, in a Cartesian system where the coordinates are denoted by
x = (x1 , x2 ), consider an infinitesimal element (Figure 23.1). The stress vector is defined
by  
σ11 σ12
σ= . (23.1.1)
σ21 σ22
Note that if the coordinate system is taken as (x, y), instead of (x1 , x2 ), then the normal
stresses σ11 , σ22 are denoted by σx , σy respectively, and the shearing stresses σ12 , σ21 by
τxy , τyx respectively. The equilibrium of the infinitesimal element implies that σ12 = σ21 .
726 23 ELASTIC MEDIUM

Thus, we need to consider only two independent components of the shearing stress.

σ12

σ 11 x
0

(a)
(b)
Figure 23.1 (a) Plane stresses on an infinitesimal element, (b) nonuniform loading.

Corresponding to these stresses, the normal and shearing strains are defined as follows:

Normal strains: σii = ui,i , i = 1, 2;

1 (23.1.2)
Shearing strains: τij = (ui,j + uj,i ) , i, j = 1, 2 (i 6= j),
2
where (u1 , u2 ) are translations along the (x1 , x2 ) directions respectively. As before, only
three of the above shearing strains are independent.
To determine the normal stresses σx (x, y) and σy (x, y) and the shear stress τxy (x, y), we
must first obtain the strains εx , εy and γxy , which will finally provide the displacements
u(x, y) and v(x, y). Mushkhelishvili [1963] has shown that this problem can be stated in
terms of the stress function U (x, y) such that

∂2U ∂2U ∂ 2U
σx = , σy = , τxy = − , (23.1.3)
∂x2 ∂y 2 ∂x∂y

where U (x, y) is a solution of the biharmonic equation

∇4 U = 0, (23.1.4)

such that the governing boundary conditions are satisfied.

The biharmonic equation (23.1.4) is encountered in plane elasticity problems where U

is known as the Airy stress function. It is also used to describe slow flows of viscous
incompressible flows, in which case U is the stream function. The particular solutions of
Eq (23.1.4) are:

U (x, y) = Ax3 + Bx2 y + Cxy 2 + ax2 + bxy + cy 2 + αx + βy + q,

U (x, y) = (A cosh βx + B sinh βy + Cx cosh βx + Dx sinh βx)(a cos βy + b sin βy),
U (x, y) = (A cos βx + B sin βy + Cx cos βx + Dx sin βx)(a cosh βy + b sinh βy),
p
U (x, y) = Ar2 ln r + Br2 + C ln r + D, r = (x − a)2 + (y − b)2 ,
U (x, y) = (Ax + By + C)(D cosh βx + E sinh βx)(a cos βx + b sin βx),
U (x, y) = (x2 + y 2 )(D cosh βx + E sinh βx)(a cos βy + b sin βy),
U (x, y) = (x2 + y 2 )(D cosh βy + E sinh β)(a cos βx + b sin βx),
(23.1.5)
 23.2 STRESS FUNCTION 727

where A, B, C, D, E, a, b, c, α, β, and q are arbitrary constants. In polar coordinates the

solutions of Eq (23.1.4) are:


U (r, θ) = Ar2+λ + Br2−λ + Crλ + Dr−λ cos(λθ),


U (r, θ) = Ar2+λ + Br2−λ + Crλ + Dr−λ sin(λθ), (23.1.6)
2 2
U (r, θ) = Ar ln r + Br + C ln r + D at λ = 0,

where A, B, C, D, and λ are arbitrary constants. The fundamental solution of Eq (23.1.4)

is p
1 2
U ∗ (x, y) = r ln r, r = x2 + y 2 . (23.1.7)
8π
Various forms of the general solution of Eq (23.1.4) in terms of harmonic functions are:

U (x, y) = xu1 (x, y) + u2 (x, y),

U (x, y) = yu1 (x, y) + u2 (x, y), (23.1.8)
2 2
U (x, y) = (x + y )u1 (x, y) + u2 (x, y),

where u1 and u2 are arbitrary harmonic functions satisfying Laplace’s equation ∇2 uk = 0

(k = 1, 2). The complex form of the representation of the general solution is

U (x, y) = ℜ{z̄ f (z) + g(z)}, (23.1.9)

where f (z) and g(z) are arbitrary analytic functions of z = x + iy.

Example 23.1. (Boundary value problem for the upper half-plane −∞ < x < ∞, 0 ≤
y < ∞) (a) The boundary conditions are U (x, 0) = 0 and Uy (x, 0 = f (x), and the solution
is Z ∞
1 y2
U (x, y) = f (ξ)G(x − ξ, y) dξ, G(x, y) = . (23.1.10)
−∞ π x2 + y 2
(b) The boundary conditions are Ux (x, 0) = f (x) and Uy (x, 0) = g(x), and the solution is
Z h x − ξ  Z
1 ∞
y(x − ξ) i y 2 ∞ g(ξ) dξ
U (x, y) = f (ξ) arctan + 2 2
+ + C,
π −∞ y (x − ξ) + y π −∞ (x − ξ)2 + y 2
(23.1.11)
where C is an arbitrary constant. 

Example 23.2. (Boundary value problem for a disk 0 ≤ r ≤ a, 0 ≤ θ ≤ 2π) The

boundary conditions are U (a, 0) = f (θ), Ur (a, 0) = g(θ), and the solution is
h (a − r cos(s − θ)) f (s) ds Z i
1 2 2 1 2π g(s) ds
U (r, θ) = (r − a ) 2 − 2 .
2πa (r2 + a2 − 2ar cos(s − θ)) 2 0 (r2 + a2 − 2ar cos(s − θ))
(23.1.12)

23.2 Stress Function

We will discuss the case of an infinite plate. However, we first analyze the stress equation
(23.1.4) more closely. The solution of this stress equation can be expressed in the z-plane
in terms of analytic functions φ(z) and χ(z); thus,

U (x, y) = ℜ{z̄φ(z) + χ(z)}, (23.2.1)

728 23 ELASTIC MEDIUM

which can also be written as

1 
U (x, y) = z̄φ(z) + z φ̄(z̄) + χ(z) + χ̄(z̄) . (23.2.2)
2

From (23.1.3) and (23.2.1) we get

σx = ℜ{2φ′ (z) − z̄φ′′ (z) − χ′′ (z)},

σy = ℜ{2φ′ (z) + z̄φ′′ (z) + χ′′ (z)}, (23.2.3)
′′ ′′
γxy = −ℑ{z̄φ (z) + χ (z)},

where the first two equations (23.2.3) give

σx + σy = 4ℜ{φ′ (z)},
(23.2.4)
σy − σx = 2ℜ{z̄φ′ (z) + χ′′ (z)},

Similarly,
σy − σx − 2i τxy = 2 [zφ′′ (z̄) + χ̄′′ (z̄)] ,
(23.2.5)
σy − σx + 2i τxy = 2 [z̄φ′′ (z̄) + χ̄′′ (z̄)] .

The boundary conditions are derived as follows: Using the boundary element shown in
Figure 23.2, the components of the resultant force per unit area at a point C are given by

px = σx cos α + τxy sin α, py = σy sin α + τxy cos α, (23.2.6)

dy dx
where cos α = , sin α = − , ds2 = dx2 + dy 2 .
ds ds

y
py
B
n

dy px
C

dx
A
x
0
Figure 23.2 Equilibrium condition at the boundary.

Substituting (23.1.3) into (23.2.6), we get

∂ 2 U dy ∂ 2 U dx
px = +
∂y 2 ds ∂x∂y ds
∂  ∂U  dy ∂  ∂U  dx d  ∂U 
= + = , (23.2.7)
∂y ∂y ds ∂x ∂y ds ds ∂y
∂ 2 U dx ∂ 2 U dy d  ∂U 
py = − 2 − =− .
∂x ds ∂x∂y ds ds ∂x
 23.3 INFINITE PLATE AND CONFORMAL MAPPING 729

Hence, the components of the total resultant force due to the curved boundary element AB
are given by
Z B 
d ∂U  ∂U B
Fx = ds = ,
A ds ∂y ∂y A
Z B  (23.2.8)
d ∂U  ∂U B
Fy = − ds = − .
A ds ∂x ∂x A
Thus, from Eqs (23.2.1) and (23.2.8) we obtain
 
Fx + i Fy = −i φ(z) + z φ̄′ (z̄) + χ̄′ (z̄) = 0. (23.2.9)

Note that in the case of stress-free boundary, we have

φ(z) + z φ̄′ (z̄) + χ̄′ (z̄) = 0. (23.2.10)

23.3 Infinite Plate and Conformal Mapping

Consider the case of an infinite plate with a hole of arbitrary size and a prescribed loading
on both boundaries. Using Mushkhelishvili [1963], we can conclude from Eq (23.2.4) that
both φ′ (z) and χ′′ (z) must be finite at infinity, and they can, therefore, be expanded in
infinite series of the form
∞ ∞
dφ(z) X d2 χ(z) X
= Cn z −n , = Dn z −n . (23.3.1)
dz n=0
dz 2 n=0

We will now use conformal mapping, which should transform the hole of arbitrary shape in
the physical plane onto a circular hole in the model plane (w-plane). Let such a transfor-
mation be w = w(z), where z = x + i y = r eiθ and w = u + i v = R ei Θ , where the scale
factor (magnification) is m = |dw/dz|, or m−1 = M = |dz/dw|. Thus, in the w-plane we
have ∞ ∞
dφ(w) X d2 χ(w) X
= An w−n , 2
= Bn w−n , (23.3.2)
dw n=0
dw n=0

which upon integration give

X∞
An w1−n
φ(w) = A0 w + A1 log w + ,
n=2
1−n
∞ (23.3.3)
dχ X Bn w1−n
= B0 w + B1 log w + .
dw n=2
1−n

Since the components of the displacement u and v must be single-valued, we must have
A1 = B1 = 0. Hence, Eqs (23.3.3) can be expressed as
∞
X X∞
dχ
φ = Aw + an w−n , = Bw + bn w−n . (23.3.4)
n=1
dw n=1

By change of variables we have

dφ dχ
dφ dφ dw dχ dχ dw
φ′ (z) = = = dw , χ′ (z) = = = dw ,
dz dw dz dz dz dw dz dz
dw dw
730 23 ELASTIC MEDIUM

which after substituting into Eq (23.2.10) gives

dz dφ̄(w̄) dχ̄
φ(w) + z(w) + = 0, r = 1, (23.3.5)
dw dw̄ dw̄

or equivalently,
dz dφ(w) dχ
+ φ̄(w̄) + z̄(w̄) + = 0, r = 1. (23.3.6)
dw dw dw
Also, from the first equation in (23.3.4) we get
n dφ . dz o
σx + σy = 4ℜ{φ′ (z)} = 4ℜ , (23.3.7)
dw dw

and similarly after some lengthy calculation we get

2 h dz̄ d2 z̄ dz̄ d2 z̄ i
σx − σy − 2i τxy =  3 z(w)χ̄′′ (w̄) − z(w)φ̄′ (w̄) 2 + χ̄′′ (w̄) − χ̄′ (w̄) 2 ,
dz̄ dw̄ dw̄ dw̄ dw̄
dw̄
(23.3.8)
or

2 h dz d2 z dz d2 z i
σx − σy − 2i τxy =  3 z̄(w̄)χ′′ (w) − z̄(w̄)φ′ (w) 2 + χ′′ (w) − χ′ (w) 2 ,
dz̄ dw dw dw dw
dw̄
(23.3.9)
Next, we use the conformal transformation
∞
X
z = f (w) = M an w1−n , a0 = 1, (23.3.10)
n=0

where M is the scale factor. Then, using the boundary conditions at infinity

σx x,y→∞
= σx (∞), σy x,y→∞
= σy (∞),

we find from (23.3.7) that

h dφ dz i A
σx (∞) + σy (∞) = 4ℜ / =4 , (23.3.11)
dw dw ∞ M

which gives
M
A= [σx (∞) + σy (∞)] . (23.3.12)
4
Similarly, (σx − σy ) ∞ can be determined from the second equation in (23.2.4). Further,
since φ′′ (z) ∞ = 0, we have

(σx − σy |) ∞
= 2ℜ{χ′′ (z)}. (23.3.13)

However, since
h d  dχ dz  dw i n 2B o
2ℜ [χ′′ (z)]∞ = ℜ 2 =ℜ , (23.3.14)
dw dw dw dz ∞ M2
 23.3 INFINITE PLATE AND CONFORMAL MAPPING 731

we finally get
1 2
M [σy (∞) − σx (∞)] = ℜ{B}.
2
Using the shear stress we can similarly show that M 2 τxy (∞) = ℑ{B}. Moreover, if σx (∞) =
σy (∞) = T1 and τxy (∞) = 0, then

1
A= M T1 , and ℜ{B} = 0 = ℑ{B}. (23.3.15)
2

Next, we determine the stress field in the infinite plate with a circular hole subject
to the boundary conditions σx (∞) = σy (∞) = T1 in the case when the hole undergoes
circumferentially periodic disturbances produced by the boring process (Figure 23.3).

0 x
Figure 23.3 Hole with periodic disturbances.

Assuming that there are n periods around the circle and the amplitude of radial disturbance
is µ = max{δr/r}, let the region be conformally transformed onto the w-plane with a
circular hole by the following mapping:
Map 23.1.

1
z = z(w) = M w + µw1−n , 0 ≤ µ ≤ . (23.3.16)
n−1
Then in view of (23.3.15), we have

1
A= M T1 , and B = 0.
2

Example 23.3. Let the number of circumferential periods n = 16, and the radial
disturbance µ = ∆r/r = 1/100. Thus, there are 16 axes of symmetry, and substituting
(23.3.4) into (23.3.7) we get

φ(w) = Aw + a15 w−15 , (23.3.17)

′ −1
χ (w) = Bw + b1 w , (23.3.18)

where

1 1 M T1
a15 = − M T1 µ, A= M T1 , b1 = − [1 − 7µ + 15µ(1 − 7µ)] , B = 0.
2 2 1 − 7µ
732 23 ELASTIC MEDIUM

It is obvious that the stress distribution along the boundary of the hole will attain their
maximum value there. This point should be taken into consideration in design lest a crack
might develop at this boundary.
Finally, in the w-plane the value of σx + σy , defined by Eq (23.3.7), becomes for r = 1
h dφ . dz i 1 − 225µ2
σx + σy ≡ σT = 4ℜ = 2T1 , (23.319)
r=1 dw dw r=1 1 − 30µ cos 16θ + 225µ2

where µ = max{∆r/r is the perturbation. The stress concentration factor σT /T1 for the
stressed infinite plate with a hole is defined by Eq (23.3.4) for n = 16. The values of this
stress concentration factor are presented in Table 23.1 for µ = 1/1000, 1/100, and 1/20.
Note that if T1 is applied in one direction only, then the stress concentration factors will be
considerably higher.
Table 23.1 Stress Concentration Factor σT /T1 (Schinzinger and Laura [2003: 385]).

θ µ = 1/1000 µ = 1/100 µ = 1/20

0◦ 2.0609 2.706 14.000
2◦ 2.0513 2.545 3.000
4◦ 2.0257 2.194 0.967
6◦ 1.9929 1.855 0.509
8◦ 1.9629 1.619 0.352
10◦ 1.9443 1.499 0.294
11◦ 15′ 1.9409 1.478 0.286

A finite element method has also been used to solve this problem; see Laura, Reyes and
Rossi [1974].
Finite element methods for plane elasticity and Stokes equations are discussed in Kythe
and Wei [2004: Chapters 11, 12].

References used: Kythe and Wei [2004], Schinzinger and Laura [2003], Mushkhelishvili [1963],
Sneddon and Berry [1958], Sokolnofoff [1956].
24
Finite Element Method

The pioneers in the development of the finite element method include Courant [1943],
Prager and Synge [1947], Schoenberg [1948], Pólya and Szegö [1951], Hersch [1955], and
Weinberger [1965]. Courant’s work on the torsion problem is regarded as a classic; it
defined piecewise linear polynomials over a triangulated region. Prager and Synge found
approximate solutions for plane elasticity problems based on the concept of function space.
Schoenberg developed the theory of splines, and used piecewise polynomials (interpolation
functions) for approximation.
The finite element method is sometimes used in cases of irregular boundaries. It provides
fast and economical solutions. The only disadvantage of this method is in the processing
time for mesh generation. There are good programs already available, and they are men-
tioned toward the end of this chapter. Conformal mapping techniques are often used,
especially in generating meshes and in infinite boundaries.
Recall that the conformal transformations map a region D in the z-plane (physical plane)
onto a region G in the w-plane (model plane). If the domain Ω ⊂ G is regarded as a region
in the model plane, then the function u (and v) must be replaced by a different notation,
say φ and ψ, since we have used w = u + iv.
We will discuss the weak variational form, the Galerkin method, and the Rayleigh-
Ritz method, followed by linear three-node triangular elements, single dependent variable
problems and their local weak formulation, stiffness matrix and load vector, boundary
integrals, applications to fluid flows, heat conduction, torsion, vibrations of elastic rods,
electric circuits and capacitance, and other topics.

24.1 Weak Variational Form

The weak variation formulation of boundary value problems is derived from the fact that
variational methods for finding approximate solutions of boundary value problems, viz.,
Galerkin, Rayleigh-Ritz, collocation, or other weighted residual methods, are based on
weak variational statements of the boundary value problems.
Consider a general second-order boundary value problem
734 24 FINITE ELEMENT METHOD

∂F ∂  ∂F  ∂  ∂F 
− − =0 in Ω, (24.1.1)
∂u ∂x ∂p ∂y ∂q
subject to the boundary conditions

∂F ∂F
u = u0 on Γ1 , nx + ny = q0 on Γ2 , (24.1.2)
∂p ∂q

where F = F (x, y, u, p, q), p = ux , q = uy , and nx , ny are the direction cosines of the unit
vector n normal to the boundary ∂Ω ≡ Γ = Γ1 ∪ Γ2 of a two-dimensional region Ω such
that Γ1 ∩ Γ2 = ∅.
For example, a special case of (24.1.1) is when F is defined as

1 h  ∂u 2  ∂u 2 i
F = k1 + k2 − f u.
2 ∂x ∂y

This equation arises in heat conduction problems in a two-dimensional region with k1 , k2

as thermal conductivities in the x, y directions, and f being the heat source (or sink).
If k1 = k2 = 1, then we get Poisson’s equation −∇2 u = f with appropriate boundary
conditions.
The weak variational formulation for the boundary value problem (24.1.1)-(24.1.2) is
defined by ZZ h Z
∂F ∂w ∂F ∂w ∂F i
w + + dx dy − w q0 ds = 0. (24.1.3)
Ω ∂u ∂x ∂p ∂y ∂q Γ2

Details of derivation of the form (24.1.3) can be found, e.g., in Kythe and Wei [2004: 3-5].
The form (24.1.3) can be written in terms of the bilinear and linear differential forms as

b(w, u) = l(w), (24.1.4)

where
ZZ h ZZ Z
∂w ∂F ∂w ∂F i ∂F
b(w, u) = + dx dy, l(w) = − w dx dy + wq0 ds. (24.1.5)
Ω ∂x ∂p ∂y ∂q Ω ∂u Γ2

Formula (24.1.4) defines the weak variational form for Eq (24.1.1) subject to the boundary
conditions (24.1.2). The quadratic functional associated with this variational form is given
by
1
I(u) = b(u, u) − l(u). (24.1.6)
2

24.2 Galerkin Method

Consider the boundary value problem

Lu = f in Ω, (24.2.1)

subject to the boundary conditions

∂u
u=g on Γ1 , +ku = h on Γ2 , (24.2.2)
∂n
 24.2 GALERKIN METHOD 735

where Γ = Γ1 ∪ Γ2 is the boundary of the region Ω. Let us choose an approximate solution

ũ of the form
N
X
ũ = ci φi . (24.2.3)
i=1

An approximate solution does not, in general, satisfy the system (24.2.1)-(24.2.2). The
residual (error) associated with an approximate solution is defined by

X
N 
r(ũ) ≡ L ũ − f = L ci φi − f. (24.2.4)
i=1

Note that if u0 is an exact solution of (24.2.1)-(24.2.2), then r(u0 ) = 0. The Galerkin

method requires that the residual must be orthogonal withRR respect to the basis functions φi
(also called the trial functions) used in (24.2.3), i.e., Ω r (ũ) φi dx dy = 0 for 1, . . . , N .
Hence, ZZ
 
L(ũ) − f φi dx dy = 0, i = 1, . . . , N, (24.2.5a)
Ω
or n ZZ ZZ
X
cj φi Lφj dx dy = f φi dx dy,
j=1 Ω Ω

which in the matrix form is written as

A c = b, (24.2.5b)

where ZZ ZZ
Aij = φi Lφj dx dy, bi = f φi dx dy. (24.2.5c)
Ω Ω

In the examples given below, we choose different values of N for the trial function ũ.
There is some guidance from geometry for such choices. However, the larger the N is, the
better the approximation becomes.
Example 24.1. Consider Poisson’s equation
 
2∂2u ∂2u
−∇ u ≡ − + 2 = c, 0 < x < a, 0 < y < b,
∂x2 ∂y

such that u = 0 at x = 0, a and y = 0, b. First, we choose the first-order approximate

solution as
(1)
ũ1 = α xy(x − a)(y − b).
Note that this choice satisfies all four Dirichlet boundary conditions. The Galerkin equation
(24.2.5a) gives
Z b Z a 

− 2α y 2 − by + x2 − ax − c xy(x − a)(y − b) dx dy = 0
0 0

α
 3 3 2
 a3 b3 c 5c
which simplifies to 90 a b a + b2 − 36 = 0. Thus, α =
. Hence,
2 a2 +b2

(1) 5c
ũ1 =
xy(x − a)(y − b). 
2 a2+ b2
736 24 FINITE ELEMENT METHOD

Example 24.2. We will use the Galerkin method to solve the eigenvalue problem
∇2 u + λu = 0 in the polar coordinates for 0 < r < a.
1 d  du  jπr
To solve r + λu = 0, 0 < r < a, take φj (r) = cos . For the first approxi-
r dr dr 2a
πr πr
mation, we have φ1 = cos , and ũ1 = α1 cos , which leads to
2a 2a
Z an
1 d h rπ  πr i πr o
2π − sin α1 + λα1 cos r dr = 0.
0 r dr 2a 2a 2a

This gives the equation for the eigenvalue λ as

π2  1 2  1 2
+ 2 − λa2 − 2 = 0.
4 2 π 2 π

Hence,
π 2 (π 2 + 4) 5.8304
λ1 = ≈ .
4a2 (π 2 − 4) a2
5.779 πr
The exact value is λ1 = . For the second-order approximation ũ2 = α1 cos +
a2 2a
3πr 5.792
α2 cos , which gives λ2 = . Note that the disadvantage of Eq (24.2.5) is that it
2a a2
requires φj to satisfy the differential requirement of L. 

24.3 Rayleigh-Ritz Method

Consider Poisson’s equation −∇2 u = f , with the homogeneous boundary conditions u = 0
on Γ1 and ∂u/∂n = 0 on Γ2 . Then, the weak variational form leads to
ZZ n o
1 2
I(u) = ∇u − f u dx dy = 0, (24.3.1)
Ω 2

2
where ∇u = u2x + u2y . A generalization of the result in (24.3.1) for the case of the system
Lu = f with the above homogeneous boundary conditions, where L is a linear self-adjoint
and positive definite operator, leads to the functional
ZZ
1 
I(u) = uLu − 2f u dx dy. (24.3.2)
2 Ω

Theorem 24.1. If the operator L is self-adjoint and positive definite, then the unique
solution of Lu = f with homogeneous boundary conditions occurs at a minimum value of
I(u).
An application of Theorem 24.1 is the Rayleigh-Ritz method, where we find the direct
solution of the variational problem for the system Lu = f by constructing minimizing
sequences and securing the approximate solutions by a limiting process based on such se-
quences. Thus, we choose a complete set of linearly independent basis (test) functions φi ,
i = 1, · · · , and then approximate the exact solution u0 by taking the approximate solution
ũ in the form
Xn
ũ = ci φi , (24.3.3)
i=1
 24.3 RAYLEIGH-RITZ METHOD 737

where the constants ci are chosen such that the functional I(ũ) is minimized at each stage.
If ũ → u0 as n → ∞, then the method yields a convergent solution. At each stage the
method reduces the problem to that of solving a set of linear algebraic equations. The
details for the boundary value problem −∇2 u = f with homogeneous boundary conditions
are as follows: Using (24.3.3) in the functional (24.3.1) we get

Z Z 
2  2 

∂ ũ ∂ ũ
I(ũ) = I c1 , · · · , cn = + − 2ũf dx dy
Ω ∂x ∂y
Z Z X 2 X 2 X 
∂φi ∂φi
= ci + ci − 2f ci φi dx dy.
Ω ∂x ∂y

Thus,

Z Z  2 2 
∂φi ∂φi
I(ci ) = c2i + dx dy
Ω ∂x ∂y
X ZZ   ZZ
∂φi ∂φj ∂φi ∂φj
+2 ci cj + dx dy − 2ci φi f dx dy.
Ω ∂x ∂x ∂y ∂y Ω
i6=j

Hence,
∂I X
= 2Aii ci + 2 Aij cj − 2hi , (24.3.4)
∂ci
i6=j

and ZZ   ZZ
∂φi ∂φj ∂φi ∂φj
Aij = + dx dy, hi = φi f dx dy.
Ω ∂x ∂x ∂y ∂y Ω

Now, if we choose ci such that I(ci ) is a minimum (i.e., ∂I/∂ci = 0), then from (24.3.4) we
get
Xn
Aij ci = hi , i = 1, · · · , n, (24.3.5)
j=1

which in the matrix notation is

A c = h, (24.3.6)

where the vector c = [c1 , · · · , cn ]T . Note that (24.3.6) is a system of linear algebraic
equations to be solved for the unknown parameter ci , and A is nonsingular if L is positive
definite.
The Rayleigh-Ritz method is alternatively also developed by solving for u the equation
(24.1.4), where we require that w satisfy the homogeneous essential conditions only. Then
this problem is equivalent to minimizing the functional (24.1.6). In other words, we find an
approximate solution of (24.1.4) in the form

n
X
un = cj φj + φ0 , (24.3.7)
j=1

where the functions φj , j = 1, . . . , n, satisfy the homogeneous boundary conditions while

the function φ0 satisfies the nonhomogeneous boundary condition, and the coefficients cj
738 24 FINITE ELEMENT METHOD

are
 chosen such that Eq (24.1.4) is true for w = φi , i = 1, · · · , n, i.e., b(φi , un ) = l(φi ), or
Pn
b φi , j=1 cj φj + φ0 = l(φi ) for i = 1, · · · , n. Thus,

n
X
cj b(φi , φj ) = l(φi ) − b(φi , φ0 ), i = 1, · · · , n. (24.3.8)
j=1

This is a system of n linear algebraic equations in n unknowns cj and has a unique solution
if the coefficient matrix in (24.3.8) is nonsingular and thus has an inverse.
The functions φi must satisfy the following requirements: (i) φi must be well defined
such that b(φi , φj ) 6= 0, (ii) φi must satisfy at least the essential homogeneous boundary
condition, (iii) the set {φi }ni=1 must be linearly independent, and (iv) the set {φi }ni=1 must be
complete. The term φ0 in the representation (24.3.7) is dropped if all boundary conditions
are homogeneous.
Example 24.3. Consider the Stokes flow of an ideal fluid in a channel of width b with
zero vertical velocity component (v = 0). Then u = u(y) is the velocity component in the
y direction (Figure 24.1). The equation governing the Stokes flow is

∂p d2 u
= µ 2, (24.3.9)
∂x dy

∂p
with the boundary conditions u(0) = 0 = u(b). Since = 0, Eq (24.3.9) implies that
∂y
d2 u ∂p
µ is constant. Hence, = const, say, f0 . Then, this problem has the exact solution
dy 2 ∂x

f0

u(y) = − by − y 2 .
2µ

This exact solution suggests that we consider an approximate solution of the form ũ =
πy πy
α sin with φ(y) = sin . Then, using the Galerkin method, the residual is
b b

d2 ũ π2 πy
r (ũ) = µ 2
− f0 = −µ α 2 sin − f0 .
dy b b

Z b
Hence, solving r (ũ) φ(u) dy = 0, we find that
0

Z b h i
π2 πy πy
− µα sin − f 0 sin dy = 0,
0 b2 b b

4f0 b2
which gives α = − . Note that the Rayleigh-Ritz method also gives the same result;
µπ 3
for details, see Kythe and Wei [2004]. Next, we take f0 = 1 = µ = 1, and b = 1. Then
α = −4/π 3 . Since the flow is symmetric about the line x = 0.5, the values of the exact and
 24.3 RAYLEIGH-RITZ METHOD 739

approximate solutions of u are compared in the following table.

0
0.1 0.2 0.3 0.4 0.5
y uexact uapprox - 0.02
-0.04
0.0 0.0 0.0
-0.06
0.1 −0.045 −0.039865
0.2 −0.08 −0.075827 - 0.08
0.3 −0.105 −0.104368 - 0.10
0.4 −0.12 −0.122692 - 0.12
0.5 −0.125 −0.129006 
Figure 24.1 Stokes flow.

∂2T   ∂2T
Example 24.4. Consider the boundary value problem −k = f in the +
∂x2 ∂y 2
region Ω with boundary conditions as shown in Figure 24.2. The following boundary con-
ditions are prescribed: kTx = q0 (y) on HA; kTx = −β (T − T∞ ) on BC; T = T0 (x) on AB,
and ∂T /∂n = q0 = 0 on CDEF GH (insulated), where k is the thermal conductivity of the
material of the region Ω, β and T∞ are ambient quantities, and ∂T /∂n = −∂T /∂x = −Tx on
HA (two-dimensional heat conduction). The boundary conditions on C1 = AB (prescribed
temperature T0 ): nx = 0, ny = −1; on C2 = BC (convective boundary, T∞ ): nx = 1,
ny = 0; on C3 = CDEF GH (insulated boundary): q = ∂T /∂n = 0; and on C4 = HA (pre-
scribed conduction q0 (y)): nx = −1, ny = 0. The weak variational forms for this problem
are
ZZ  dw dT Z b
dw dT 
b(w, T ) = k + dx dy + β w(a, y)T (a, y) dy,
Ω dx dx dy dy 0
Z b Z b
l(w) = − w(0, y)q0 (y) dy + βT∞ w(a, y) dy. 
0 0

F E
insulated d
q o= 0
H G D C

c
y Ω b
k Tx = qo(y ) k Tx = _ β (T _ T ∞ )

x B
0 A

a
Figure 24.2 Region Ω.

Example 24.5. We will use the Galerkin method to solve Poisson’s equation ∇2 u =
2, subject to the Dirichlet boundary condition u = 0 along the boundary of the square
{−a ≤ x, y ≤ a}, we use the basis functions φ(x, y) = (a2 − x2 )(a2 − y 2 ), and consider the
approximate solution

ũN (x, y) = (a2 − x2 )(a2 − y 2 )(A1 + A2 x2 + A3 y 3 + · · · + An x2i y 2j ).

740 24 FINITE ELEMENT METHOD

Then, for N = 1, we have

Z a Z a
[−2(a2 − y 2 )A1 − 2(a2 − x2 )A1 + 2](a2 − x2 )(a2 − y 2 ) dx dy = 0.
−a −a

5 5(a2 − x2 )(a2 − y 2 )
This yields A1 = , ũ 1 = . We must have A2 = A3 . Then for
8a2 8a2
1295 525
N = 3, we set ũ2 = (a2 −x2 )(a2 −y 2 )[A1 +A2 (x2 +y 2 )], where A1 = 2
, A2 = ,
1416a 4432a4
which gives
35 h 15 i
ũ2 (x, y) = 2
(a2 − x2 )(a2 − y 2 ) 74 + 2 (x2 + y 2 ) .
4432a a
jπx kπy
Alternately, if we choose the basis functions as φjk = cos cos , where j, k are odd,
2a a
then
X jπx kπy
ũN = αjk cos cos ,
a 2a
j,k=1
j,k odd

which leads to
Z Z X  j 2 π2 
a a
k2 π2  jπx kπxy mπx kπy
αjk + cos cos cos cos dx dy = 0.
−a −a 4a2 4a 2 a 2a 2a 2a
j,k

Hence, for j = m and k = n, we have

128a2 (−1)j+k−2)/2
αjk = .
jk(j 2 + k 2 )π 4

24.4 Linear Three-Node Triangular Elements

We choose the linear function
u = α1 + α2 x + α3 y, (24.4.1)

as the interpolation function in a triangular element Ω(e) . Let the coordinates of the nodes of
this triangular element be (x1 , y1 ), (x2 , y2 ), and (x3 , y3 ) (see Figure 24.3). We will solve for
(e)
α1 , α2 , and α3 in the linear function (24.4.1) satisfying the nodal conditions u (xi , yi ) = ui
at each node for i = 1, 2, 3 at the three global nodes of the linear triangular element Ω(e) .
Then
(e) (e)
at node 1: u1 = α1 + α2 x1 + α3 y1 ; at node 2: u2 = α1 + α2 x2 + α3 y2 ;
(e)
at node 3: u3 = α1 + α2 x3 + α3 y3 .
Thus, we solve
    
(e)

 u1   1 x1 y1  α1 
(e)
u2 = 1 x2 y2  α2 ,

 (e)    
u 1 x3 y3 α3
3
 24.4 LINEAR THREE-NODE TRIANGULAR ELEMENTS 741

and obtain

1  (e) (e) (e) 

α1 = u (x2 y3 − x3 y2 ) + u2 (x3 y1 − x1 y3 ) + u3 (x1 y2 − x2 y1 ) ,
2|Ω(e) | 1
1  (e) (e) (e) 
α2 = (e)
u1 (y2 − y3 ) + u2 (y3 − y1 ) + u3 (y1 − y2 ) ,
2|Ω |
1  (e) (e) (e) 
α3 = (e)
u1 (x3 − x2 ) + u2 (x1 − x3 ) + u3 (x2 − x1 ) ,
2|Ω |

where  
1 x1 y1
1 
|Ω(e) | = area of the element Ω(e) = 1 x2 y2  .
2
1 x3 y3

The area of a triangular element Ω(e) is also denoted by A(e) .

3 (x 3 , y 3 )
•

Ω(e )
•2
(x 2 , y 2 )

1•
(x1 , y 1 )

Figure 24.3 3-Node triangular element.

Hence, since u = α1 + α2 x + α3 y, we get

3
X (e) (e)
u= ui φi , (24.4.2)
i=1

where
(e) (e) (e) (e)
φi = ai + bi x + ci y, (24.4.3)

and
xj yk − xk yj 
(e)
ai = ,

2|Ω(e) | 

y − y  i = 1, 2, 3
(e) j k
bi = , j = 2, 3, 1 (24.4.4)
2|Ω(e) | 

xk − xj 
 k = 3, 1, 2.
(e)
ci = , 

2|Ω(e) |
  X
(e) (e) (e) (e)
The functions φi satisfy the conditions φi xj = δij , and φi (x) = 1, where δij
i=1N
denotes the Kronecker delta, which is equal to 1 if i = j and zero otherwise. Note that
(e) (e) (e)
a1 + a2 + a3 = 1.
Example 24.6. Consider the linear triangular element Ω(e) shown in Figure 24.3. Let
(x1 , y1 ) = (2, 2), (x2 , y2 ) = (5, 3), and (x3 , y3 ) = (3, 6). Then we have 2|Ω(e) | = 11, and
742 24 FINITE ELEMENT METHOD

from (24.4.4) we get

(e) x2 y3 − x3 y2 21 (e) x3 y1 − x1 y3 6 (e) x1 y2 − x2 y1 4

a1 = = , a2 = = − , a3 = =− ,
2|Ω(e) | 11 2|Ω(e) | 11 2|Ω(e) | 11
(e) y2 − y3 3 (e) y3 − y1 4 (e) y1 − y2 1
b1 = = − , b2 = = , b3 = 1=− ,
2|Ω(e) | 11 2|Ω(e) | 11 2|Ω(e) | 11
(e) x3 − x2 2 (e) x1 − x3 1 (e) x2 − x1 3
c1 = (e)
= − , c2 = (e)
= − , c3 = (e)
= .
2|Ω | 11 2|Ω | 11 2|Ω | 11

Then, from (24.4.3) we obtain the interpolation functions

(e) 1  
(e) 1  
(e) 1  
φ1 = 21 − 3x − 2y , φ2 = − 6 + 4x − y , φ3 = − 4 − x + 3y .
11 11 11
(e) (e) (e)
The values of ai , bi and ci , i = 1, 2, 3, can also be written in matrix form as

a(e) = [ x2 y3 − x3 y2 x3 y1 − x1 y3 x1 y2 − x2 y1 ] /(2|Ω(e) |)
= [ 21 −6 −4 ] /11,
b(e) = [ y2 − y3 y3 − y1 y1 − y2 ] /(2|Ω(e) |) = [ −3 4 −1 ] /11,
(e) (e)
c = [ x3 − x2 x1 − x3 x2 − x1 ] /(2|Ω |) = [ −2 −1 3 ] /11. 

24.5 Single Dependent Variable Problems

The finite element analysis of two-dimensional boundary value problems involves the fol-
lowing steps:
1. The boundary value problem is defined in a given domain Ω by a second-order partial
differential equation which is subject to prescribed boundary and initial values, and
2. the boundary ∂Ω of the domain Ω is a closed curve in most problems.
Thus, the finite elements for the domain Ω are two-dimensional figures, like triangles,
rectangles, or quadrilaterals. A mesh of these elements covers the given domain, and the
solution of the boundary value problem is approximated over this finite element mesh.
Obviously, such a solution contains the discretization as well as approximation errors; the
former error is because of the approximation of the domain, and the latter because of the
approximation of the numerical solution.
We consider the general second-order equation

∂G1 ∂G2
− − + c u − f = 0, in Ω, (24.5.1)
∂x ∂y

where c and f are known functions of

x and y, subject to the prescribed boundary conditions:
u = û on Γ1 , and − G1 nx + G2 ny = qn on Γ2 , where Γ1 ∪ Γ2 = ∂Ω and Γ1 ∩ Γ2 = ∅, and

∂u ∂u ∂u ∂u
G1 ≡ a11 + a12 , G2 ≡ a21 + a22 , (24.5.2)
∂x ∂y ∂x ∂y

with aij (i, j = 1, 2), as known functions of x and y. Note that if a11 = a = a22 , a12 = 0 =
a21 , and c = 0, then Eq (24.5.1) reduces to Poisson’s equation

∂  ∂u  ∂  ∂u 
− a − a =f in Ω. (24.5.3)
∂x ∂x ∂y ∂y
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 743

A mesh of quadrilateral elements in the region Ω is shown in Figure 24.4. This mesh consists
of different geometric figures of triangular, rectangular, or quadrilateral shapes. A typical
element is denoted by Ω(e) , and the discretization error is represented as the portions of
the region (shaded in Figure 24.4) between its boundary Γ ≡ ∂Ω and the boundaries of the
elements that lie toward the boundary Γ.

∆(e)

Discretization Error
Figure 24.4 Finite elements.

24.5.1 Local Weak Formulation. Let the essential boundary conditions

be prescribed
as u = u0 and the natural boundary condition as − G1 nx + G2 ny = qn . Let w denote
the test function. Then the weak variational form for an element Ω(e) is

ZZ h ∂w  ∂u ∂u  ∂w  ∂u ∂u 
0= a11
+ a12 + a21 + a22
Ω(e) ∂x ∂x ∂y ∂y ∂x ∂y
i Z (24.5.4)
+ c wu − wf dx dy − wqn ds,
Γ(e) ∩Γ2

where Γ(e) = ∂Ω is the boundary of Ω(e) . The bilinear and the linear forms are given by

ZZ  ∂w 
∂w
b(w, u) = G1 + G2 + c wu dx dy,
(e) ∂x ∂y
ZZ Ω Z (24.5.5)
l(w) = wf dx dy + wqn ds.
Ω(e) Γ(e) ∩Γ2

24.5.2 Finite Element Equation. Let the function u be approximated by

n
X (e) (e)
u≈ ui φi , (24.5.6)
i=1

(e) (e) (e)

where ui = u (xi , yi ), and φi are the linear interpolation functions such that φi (xj , yj ) =
δij . Note that Eq (24.5.4) holds for any test function w. The natural choice for w is the
(e)
n interpolation shape functions φi , i = 1, . . . , n, and each choice of w yields an algebraic
(e)
relation between ui . The ith algebraic equation is known as the finite element equation,
744 24 FINITE ELEMENT METHOD

(e)
which is obtained by substituting (24.5.6) for u and φj for w in Eq (24.5.4), i.e.,

Z Z h ∂φ(e)  ∂φi 
n
X (e) (e)
(e) j ∂φi
0= ui a11 + a12
i=1 Ω(e) ∂x ∂x ∂y
(e) 
∂φj  (e)
∂φi ∂φi 
(e)
(e) (e)
i
+ a21 + a22 + c φi φj − f φj dx dy
∂y ∂x ∂y
Z
(e)
− φj qn ds, j = 1, . . . , n,
Γ(e)

which we write as
n
X (e) (e) (e)
Kij ui = Fj , or Ku = F, (24.5.7)
i=1

where
ZZ h ∂φ(e)  ∂φi 
(e) (e)
(e) ∂φi
j
Kij = + a12a11
Ω(e) ∂x ∂x ∂y
(e)  (e) (e)  i
∂φj ∂φi ∂φi (e) (e) (24.5.8)
+ a21 + a22 + c φi φj dx dy,
∂y ∂x ∂y
ZZ Z
(e) (e)
Fj = f φj dx dy + φj qn ds.
Ω(e) Γ(e) ∩Γ2

(e) (e)
Note that Kij = Kji only if a12 = a21 , and F(e) = f (e) + Q(e) .
Before we solve the system (24.5.7), we will derive formulas for the evaluation of the stiff-
ness matrix and the force vector for triangular and rectangular elements, impose boundary
conditions, compute the boundary integrals, and discuss the assembly of local matrices.

24.5.3 Evaluation of Stiffness Matrix and Load Vector. We assume that the coeffi-
cients aij and c, and the function f are constant. Then the matrix K and the vector f are
evaluated as described below.
(a) For a Triangular Element Ω(e) , the matrix K(e) is composed of four double
integrals
ZZ (e) (e) ZZ (e) (e)
11 ∂φi ∂φj 12 ∂φi ∂φj
Hij = dx dy, Hij = dx dy,
Ω(e) ∂x ∂x Ω(e) ∂x ∂y
ZZ (e) ZZ (24.5.9)
(e)
21 ∂φi ∂φj (e) (e)
Hij = dx dy, Hij = φi φj dx dy.
Ω(e) ∂y ∂y Ω(e)

Thus,

T
K(e) = a11 H11 + a12 H12 + a21 H12 + a22 H22 + c H. (24.5.10)

The vector f (e) is defined by ZZ

(e)
fj = f φj dx dy. (24.5.11)
Ω(e)

Note that the integrals in (24.5.10) and (24.5.11) are of the type
ZZ
Imn = xm y n dx dy. (24.5.12)
Ω(e)
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 745

The integrals Imn for m, n = 0, 1, 2 have the following values:

3
1 X
I00 = A(e) ≡ |Ω(e) | (area of the element Ω(e) ), I10 = A(e) x̂, x̂ = xk ,
3
k=1
3
1 X A (e) X
3 
I01 = A(e) ŷ, ŷ = yk , I11 = xk yk + 9 x̂ŷ , (24.5.13)
3 12
k=1 k=1

A(e)  X 2  A(e)  X 2 
3 3
I20 = xk + 9 x̂2 , I02 = yk + 9 ŷ 2 .
12 12
k=1 k=1

(e) (e)
∂φi (e) ∂φi (e)
Then, using the results in (24.4.3)-(24.4.4), we get = bi , and = ci , which,
∂x ∂y
in view of formulas (24.5.9), yield

11 (e) (e) (e) (e) (e) (e)

Hij = A(e) bi bj , Hij 12
= A(e) bi cj , Hij 22
= A(e) ci cj ,
h     i
(e) (e) (e) (e) (e) (e) (e) (e) (e) (e)
Hij = A(e) ai aj + ai bj + aj bi x̂ + ai cj + ci aj ŷ
  (24.5.14)
(e) (e) (e) (e) (e) (e) (e) (e)
+ bi bj I20 + bi cj + bj ci I11 + ci cj I02 ,

(e) f (e) A(e) (e) qn A(e)

fj = , Qj = .
3 3

The values of K(e) and f (e) are then evaluated for each element Ω(e) from the data (coor-
dinates) of the nodes. 
(b) For a Rectangular Element Ω(e) = (x, y) : 0 ≤ x ≤ a, 0 ≤ y ≤ b , let amn ,
(e)
c and f have the constant values amn , c(e) and f (e) , respectively, for m, n = 1, 2. Then,
evaluating the double integrals, we get
   
2 −2 −1 1 1 1 −1 −1
b  −2 2 1 −1  1  −1 −1 1 1 
H11 =  , H12 =  ,
6a −1 1 2 −2 4 −1 −1 1 −1
1 −1 −2 2 1 1 −1 −1
   
2 1 −1 −2 4 2 1 2
(24.5.15)
a  1 2 −2 −1  ab  2 4 2 1 
H22 =  , H=  ,
6b −1 −2 2 1 36 1 2 4 2
−2 −1 1 2 2 1 2 4
abf (e) T
f (e) = [1 1 1 1] .
4

24.5.4 Evaluation of Boundary Integrals. This is an important aspect in the process

of finite elements method. Consider the boundary integral
Z
(e) (e)
Qj = φj qn(e) ds, (24.5.16)
∂Ω(e)

(e) (e)
where qn = qn (s) is prescribed, and s is measured along the boundary ∂Ω(e) . Note that
(e)
in the case of two adjacent triangular elements e and e′ (see Figure 24.5) the function qn
746 24 FINITE ELEMENT METHOD

(e′ ) (e)
cancels qn on the interface of these two elements. Also, in Figure 24.5 the function qn
(e′ )
along the side k l of the element e cancels qn along the side m n of the element e′ , where
the sides k l and m n represent the same interface between the elements e and e′ . This
situation can be regarded as the equilibrium state of the internal forces, known as interface
continuity.

e
Γ
e k l l (e )
qn(e )
e’ qn(e ’) e
n qn(e )
m
e’

(a) (b) (c)

Figure 24.5 Interface continuity and boundary elements.

(e)
Now, if an element Ω(e) falls on the boundary of the region, then the function qn (s)
is either known, or it can be computed if not prescribed. In the latter case the primary
variable must be prescribed on that side of the element Ω(e) . Again, this boundary consists
of linear one-dimensional elements. Hence, to evaluate the boundary integrals we compute
the line integrals (24.5.16).

24.5.5 Assembly of Element Matrices. This is carried in the same way as in one-
dimensional problems. For example, consider a mesh of two elements shown in Figure
24.6.

5•
4 4
•
3
3

2
1
1 • 2
2 1 •3
•
2
Figure 24.6 Mesh of two elements.

(e)
Let Kij and Kij denote the global and local coefficient matrices, respectively. Then the
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 747

following relations hold for the stiffness matrix K:

Global −→ Local
(1)
K11 K11
(1) (1)
K12 = K21 K12 = K21
K13 = K31 0
(1) (1)
K14 = K41 K13 = K31
(1) (1)
K15 = K51 K14 = K41
(1) (2)
K22 K22 = K11
(2) (2)
K23 = K32 K12 = K21
(1) (2) (1) (2)
K24 = K42 K23 + K13 = K32 + K31
(1) (1)
K25 = K52 K24 = K42
(2)
K33 K22
(2) (2)
K34 = K43 K23 = K32
K35 = K53 0
(1) (2)
K44 K33 + K33
(1) (1)
K45 = K54 K34 = K43
(1)
K55 K44

The above relations between the global and local nodes can also be obtained from the
connectivity matrix C for the mesh shown in Figure 24.6. This matrix is

 
1 1 2 4 5
C= ,
2 2 3 4

where the first column gives the element number, and the bold face numbers refer to the
global nodes. The vector F = f + Q can be similarly written. Thus, we have

 
K11 K12 K13 K14 K15
 K21 K22 K23 K24 K25 
 
K =  K31 K32 K33 K34 K35  ,
 
K41 K42 K43 K44 K45
K51 K52 K53 K54 K55
 (1)   (1) 

 f1 
 
 Q1 


 (1) (2) 
 
 (1) (2) 


 f2 + f1   Q2 + Q1 
  
T (2) (2)
F = [ F1 F2 F3 F4 F5 ] = f2 + Q2 .

 (1) (2) 
 
 (1) (2) 


 f3 + f3  
   Q +Q  

    3 (1) 3  
(1)
f4 Q4

(e)
The extended form of the matrix K in terms of the local functions Kij can be written by
replacing the global forms by the respective local forms given in the above relations. This
is left as an exercise.
(1) (1) (2) (2) (1)
The primary variables are given by: U1 = u1 , U2 = u2 = u1 , U3 = u2 , U4 = u3 =
(2) (1)
u3 ,U5 = u4 . This enables us to write the finite element equation Ku = F.
748 24 FINITE ELEMENT METHOD

Example 24.7. Consider the mesh of elements shown in Figure 24.7.

6•
3

9•
4 8
3
• 7
•4 •5
3 2 2
3 5
3
3
1
2 4
1 1
1
1• 2 1 2
2 1
• • •
3 4
2
Figure 24.7 Mesh of triangular and rectangular elements.

The connectivity matrix C is given by

 
1 1 2 8 9
2 2 3 8 
 
C = 3 3 7 8 .
 
4 3 4 7
5 4 5 6 7

After establishing the correspondence between the global and local nodes, details of which
are left as an exercise, we obtain

 
K11 K12 K13 . . . K18 K19
 K21 K22 K23 . . . K28 K29 
K= ,
... ... ... ... ... ...
K91 K92 K93 . . . K98 K99
 (1)   (1) 

 f1 
 
 Q1 


 (1) (2) 
 
 (1) (2) 


 f2 + f1 
 
 Q2 + Q1 


 (2) (3) (4) 
 
 (2) (3) (4) 


 f + f + f 
 
 Q + Q + Q 1 


 2 1 1 
 
 2 1 


 (4)
f2 + f1
(5) 
 
 (4)
Q2 + Q1
(5) 

   
T (5) (2) (5) (2)
F = [ F1 F2 . . . F8 F9 ] = f2 + f1 + Q2 + Q1 .

 (5) 
 
 (5) 


 f3 
   Q3 


 
   (5) 

 f4(5) + f3(4) + f2(3)    Q4 + Q(4) (3) 



 
 
 3 + Q 2  

   
 
f3 + f3 + f3   Q3 + Q3 + Q3 
(3) (2) (1) (3) (2) (1)

   

 (1)
  (1)

f4 Q4

(e)
The extended form of the matrix K in terms of the local functions Kij can be written by
replacing the global forms by the respective local forms given in the above relations. This
is left as an exercise to the reader since the size of the matrix is too large to present here.
(1) (1) (2) (2) (3) (4)
The primary variables are given by: U1 = u1 , U2 = u2 = u1 , U3 = u2 = u1 = u1 ,
(4) (5) (5) (5) (5) (4) (3) (3) (2) (1)
U4 = u 2 = u 1 , U5 = u 2 , U6 = u 3 , U7 = u 4 = u 3 = u 2 , U8 = u 3 = u 3 = u 3 ,
(1)
U9 = u4 . This enables us to write the finite element equation Ku = F. 
Example 24.8. We will solve Poisson’s equation −∇2 u = 2 over the triangular region
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 749

shown in Figure 24.8, subject to the boundary conditions

u(x, y) = 5 − 1.5 y + 2.5 y 2 on the boundary joining the nodes 1 and 6,

∂u ∂u
− = 0 for y = 0, and = 0 for x = 0.
∂y ∂x

We will use a uniform mesh of four equivalent triangular elements. The local nodes are
chosen such that all four triangles are identical in both geometry and orientation. This
reduces the numerical computation significantly in that we compute the required quantities
only for one (the first) element. The numbering of the six global nodes is arbitrary. Note
that there are no discretization errors in the problem.
Using formulas (24.4.3)-(24.4.4) we find for the element Ω(1) that A(1) = 3/16, and

b1 = −4/3, b2 = 4/3, b3 = 0, c1 = 0, c2 = −2, c3 = 2.

Then, after using the formulas (24.5.9) and (24.5.14), we get

(e)  (e) (e) (e) (e)  (e) f A(e)

Kij = A(e) bi bj + ci cj , fj = ,
3
which yields
     (1) 
1/3 −1/3 0 1 Q 
8    1(1) 
K(1) =  −1/3 13/12 −3/4  , F(1) = 1 + Q2 , (24.5.17)
 (1) 
9    
0 −3/4 3/4 1 Q 3

(1) (1) (1) (1)

where Qj = Q11 + Q21 + Q13 .

•6
3 (0, 1)
2
.5 y
y +2
− 1.5 4
u =5
1 2
(−0.75, 0.5) • • 5 (0, 0.5)
3
2 1
3 3
∂u =
2 0
∂x
1 3
3
1 2 1 2
1• • •4
(−1.5, 0) 2 (0, 0)
∂u = 0 (−0.75, 0)
∂y
Figure 24.8 Mesh of 4 triangular elements.

The connectivity matrix of the finite element domain is given by

 
1 1 2 3
2 2 5 3
C= .
3 2 4 5
4 3 5 6
750 24 FINITE ELEMENT METHOD

Thus, the connectivity matrix K and the load vector F are defined by

 (1) (1) (1)

K11 K12 K13 0
 (1) (2) (3) (1) (2) (3)
 K22 + K33 + K11 K23 + K32 K12
 (1) (2) (1)
 K33 + K22 + K11 0
K=
 (3)
K22

 sym

0 0
(2)
(3)
K31
+ K13 0  
K13 
(2)
(4) (4)
K21
+ K12 
(3) ,
K23 0 
(2) (3) (4) (4) 
K11 + K33 + K22 K32 
(4)
K33
 (1) 

 F1 


 (1) (2) (3) 


 F2 + F3 + F1 

 (1)
 (2) (4) 

F3 + F2 + F1
F= (2) .

 F2 


 
(4) 

 F + F3 + F2 
(2) (3)


 1 

(4)
F3

Note that U1 = 5, U3 = 39/8, and U6 = 6.

Q (e)
33

• (e)
3 Q
32

Q (e)
13 e (4)
1 2 Q33
• •
Q (e) •6
22 Q32(4)
(e) 3
Q (e)
11 Q 21
Load Distribution for an Element
(4)
Q13 (3) Q (2)
Q (1)Q (2) 4 Q33 11
33 21 (3)
Q
(2) 1 2 5 Q32
22 3• • (4)
Q22
Q32(1) 1
3 2 3 Q (2)
Q (4) 13
11 2 Q (4)
21

Q (1) 1 3
13 Q13(3)
3
1 2 1 2 (3)
1• • •4 Q
22
Q (2) 2 Q22(1)
32 (1)
Q11(1) Q Q (2) (3)
Q21
21 33
Q (3)
11
Figure 24.9 Resolution of the vector Q.
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 751

Since
(1) (1) (1) (2) (4) (1) (4) (4) 4)
Q1 = Q13 , Q3 + Q2 + Q1 = Q33 + Q13 , Q3 = Q33 ,
(see Figure 24.9 for the resolution of the vector Q), we use the values from (24.5.17), which
holds for all four elements, i.e., K(1) = K(2) = K(3) = K(4) and F(1) = F(2) = F(3) = F(4) ,†
and using the prescribed boundary conditions solve the system
  
1/3 −1/3 0 0 0 0  U1 = 5 
 
 −1/3 13/6 −3/2 −1/3 0 0   U2 

   

 0 −3/2 13/6 0 −2/3 0  U 3 = 39/8
 
 0 0 0 13/12 −3/4 0  U4 
   

0 0 −2/3 −3/4 13/6 −3/4  
 U5 


0 0 0 0 −3/4 3/4 U6 = 6
 (1) 
   Q1 
 1   


 
 
 Q
(1)
+ Q
(2)
+ Q
(3)
= 0 

 3
     2 3 1 

8    (1) (2) (4) 
3 Q3 + Q2 + Q1
= + (2) .
1
9     Q2 = 0 


 
   

3
   
 Q + Q3 + Q2 = 0 
(2) (3) (4)


1  1 (4) 
Q3

The values of the unknown quantities are

U2 = 4.67601, U4 = 5.45655, U5 = 6.6965.

These values then give

(1) (1) (4) (4)
Q13 = −2.55867, Q33 + Q13 = −12.5112, Q33 = −1.41126. 

Example 24.9. We use two linear triangular elements over the unit square (Figure
24.10) and solve Poisson’s equation

∂2u ∂2u
+ 2 = 0, (x, y) ∈ Ω = [0, 1] × [0, 1], (24.5.18a)
∂x2 ∂y

subject to the boundary conditions

∂u
u(1, y) = 1, (0, y) = 0, 0 ≤ y ≤ 1,
∂x
(24.5.18b)
∂u ∂u
(x, 0) = 0 (x, 1) = 1 − u(x, 1), 0 ≤ x ≤ 1.
∂y ∂y

For a linear triangular element Ω(e) the stiffness matrix is defined by

(e)  (e) (e) (e) (e) 
Kij = A(e) bi bj + ci cj . (24.5.19)

The connectivity matrix is  

1 4 2
C= ,
3 4 1
† If the local nodes are numbered counterclockwise in a manner different from that in Figure 24.8, the

stiffness matrix and the force vector must be computed for each element separately before their assembly
and the solution of the system (24.5.7).
752 24 FINITE ELEMENT METHOD

where we have dropped the element numbers. For the element Ω(1) , we have A(1) = 0.5,
(1) (1) (1) (1) (1) (1) (1) (1)
b1 = 0, b2 = 1, b3 = −1, c1 = −1, c2 = 0, c3 = 1. Then K11 = 0.5, K12 = 0 =
(1) (1) (1) (1) (1) (1) (1)
K21 , K13 = −0.5 = K31 , K22 = 0.5, K23 = −0.5 = K32 , and K33 = 1, which
yield  
0.5 0 −0.5
K(1) =  0 0.5 −0.5  .
−0.5 −0.5 1
(2) (2) (2) (2)
Similarly, for the element Ω(2) , we have A(2) = 0.5, b1 = 1, b2 = 0, b3 = −2, c1 = −1,
(2) (2) (2) (2) (2) (2) (2) (2)
c2 = 1, c3 = 0. Then K11 = 1, K12 = −0.5 = K21 = K13 = K31 , K22 =
(2) (2) (2)
0.5, K23 = 0 = K32 , and K33 = 0.5, which yield
 
1 −0.5 −0.5
K(2) =  −0.5 0.5 0 .
−0.5 0 0.5
y
∂u = 1− u
∂y
2• •4
3 2
2
1
∂u =
∂x 0 u =1 1
2
1
• 3
1
1
• x
∂u = 0 3
∂y

1
Figure 24.10 Two triangular elements of the unit square.

Hence, after assembly the stiffness matrix is given by

 
1 −0.5 −0.5 0
 −0.5 1 0 −0.5 
K= ,
−0.5 0 1 −0.5
0 −0.5 −0.5 1

and the force vector f = 0.

 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 753

y
l1 = 1 l1 s
3 2 3 2 3 2
Ω1
s Ω2
h Ω3
l2 = 1

h
l2 Ω2

1 1
1
x
(a) (b) (c)
Figure 24.11 2-Element triangular mesh.

Now, before we solve the equation Ku = Q, we will evaluate the vector Q. Since φ1 = 0
sh/2 s
on l1 and l3 , and φ1 = = on l2 (see Figure 24.11b), and φ2 = 0 on l2 and l3 , and
l2 h/2 l2
(l1 − s) h/2 l1 − s sh/2 s
φ1 = 0, φ2 = = , φ3 = = − 1 on l1 , we get
l1 h/2 l1 l1 h/2 L
Z l3 Z l1 Z l2 Z l2 Z l2
(1) s (1)
Q1 = φ1 qn ds + φ1 qn ds + φ1 qn ds = 0 + 0 + φ1 qn ds = q ds;
0 0 0 0 0 l2 1
Z l3 Z l1 Z l2 Z l1 Z l1
(1)
Q2 = φ2 qn ds + φ2 qn ds + φ2 qn ds = 0 + φ2 qn ds + 0 = φ2 (1 − u) ds
0 0 0 0 0
Z l1 X3 Z l1 X3
l1 − s
= ds − φ2 φi ds ui , where u = φi ui ,
0 l1 i=1 0 i=1
 
(1)

 u1  
1  l1  R R l1 R l1 
= l1 s − s2 /2 0 − 0l1 φ2 φ1 ds 0 φ2 φ2 ds
(1)
0 φ2 φ2 ds  u2 
l1  (1) 
u3
 
(1)
l1 h i
 u1  
l1 l1 (1)
= − 0 u2 .
2 3 6   (1) 
u3

l1 − s s sh/2 s
Similarly, since φ1 = 0, φ2 = , φ3 = on l1 , and φ1 = = , φ2 = 0,
l1 l1 l2 h/2 l2
(l2 − s) h/2 l2 − s
φ3 = = (Figure 24.11c), we get
l2 h/2 l2
Z l3 Z l1 Z l2 Z l1 Z l2
(1)
Q3 = φ3 qn ds + φ3 qn ds + φ3 qn ds = 0 + φ3 qn ds + φ3 qn ds
0 0 0 0 0
Z l1 Z l2
(1)
= φ3 (1 − u) ds + φ3 q1 ds
0 0
Z l2 Z l1 X3 Z l1 X3
l2 − s (1) s
= q1 ds + ds + φ3 φi ds ui , where u = φi ui ,
0 l2 0 l1 i=1 0 i=1
754 24 FINITE ELEMENT METHOD
  (1) 
 R l1 
(1)

h 2 il1 0
φ2 φ1 ds   u1  l h i
 u1  
1 s  R l1  1 l1 l1
= l1 s − −  0 φ2 φ2 ds  u(1) 2
= − 0
(1)
u2 .
l1 2 0 R l1 
 (1) 
 2 3 6   (1) 
0
φ2 φ3 ds u3 u3

2 2 2

l1 Ω1
l 3= 1 l3
l3
h h
s Ω1 Ω3
Ω2
3 1 3 1 3 1
x
l2=1 s l2
(a) (b) (c)
Figure 24.12 2-Element triangular mesh.

Hence,

 R l2 s (1) 
   (1) 


 0 l q1 ds 

 0 0 0 
 u1 
2
Q(1) = l1 /2 − 0 l1 /3 l1 /6  u(1)
2
 R   
 l2 l2 − s q (1) ds + l1 
  0 l1 /6 l1 /3  u(1) 
0 1 3
 l 2 2   (24.5.20)
R 1 s (1)   (1) 

 q 1 ds 
 0 0 0   u1  
0 l
1 0  (1)
= 0.5 − 1/3 1/6 u2 ,

R1 
  
(1 − s)
(1)
q1 ds + 0.5 0 1/6 1/3  u(1) 
0 3

where l1 = l2 = 1.
Now, for the element 2, refer to Figure 24.12(a-c), and note that φ1 = 0 on l1 ; φ1 =
sh/2 s (l2 − s) h/2 l2 − s
= , φ2 = 0, and φ3 = = on l2 (Figure 24.12c); and φ1 =
l2 h/2 l2 l2 h/2 l2
(l3 − s) h/2 l3 − s sh/2 s
= , φ2 = = , and φ3 = 0 on l3 (Figure 24.12b). Thus, we have
l3 h/2 l3 l3 h/2 l3

Z l3 Z l1 Z l2 Z l3 Z l2
(2) (2) (2)
Q1 = φ1 qn ds + φ1 qn ds + φ1 qn ds = φ1 q1 ds + 0 + φ1 q2 ds
0 0 0 0 0
Z l3 Z l2
l3 − s (2) s (2)
= q1 ds + q2 ds;
0 l3 0 l2
Z l3 Z l3
(2) s (2)
Q2 = φ2 qn ds = q1 ds;
0 0 l3
Z l2 Z l2
(2) l2 − s (2)
Q3 = φ3 qn ds = q2 ds.
0 0 l2
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 755

Thus,
R l −s R l2 s (2) 
l3 3 (2)
 q ds +     (1) 


 0 l3 1 0 l q2 ds 


 R l3 s (2) 2  0 0 0   u1  
Q(2) = 0 l
q 1 ds −  0 0 0  (1)
u2

 3 
  

 R l2 l2 − s (2)

 0 0 0  u(1) 
 q2 ds  3
(24.5.21)
0 l2
R1 (2) R 1 (2)     (1) 
 0 (1 − s)Rq1 ds + 0 sq2 ds 
  0 0 0   u1 
1 (2)
= sq ds − 0 0 0  u(1) ,

 R 1 0 1 (2) 
 0 0
 2 
0  u(1) 
0
(1 − s) q2 ds 3

where l2 = l3 = 1. Then, combining (24.5.20) and (24.5.21) we obtain

 R 1 (1) R1 (2) 
 sq1 ds + 0 (1 − s) q2 ds    

 0 R1 
 0 0 0 0  U1 
 (1 − s)q
(1)
ds + 1   
1  0 1/3 0 1/6  U2
Q = R1 0 (2) R 1 2(2) − 
  0 0 0 0   U3  (24.5.22)
 0 (1 − Rs) q1 ds + 0 sq2 ds 

 


1 (2) 0 1/6 0 1/3 U4
0
sq1 ds + 12
= Qb − Kb u.

Thus, since Ku = Q = Qb − Kb u, we get

 
K + Kb u = Q b , (24.5.23)

where
    
1 −0.5 −0.5 0 0 0 0 1 −0.5 −0.5 0
 −0.5 1 0 −0.5   0 1/3 0 1/6  −0.5 4/3 0 −1/3 
K + Kb=  +  .
−0.5 0 1 −0.5 0 0 0 0 −0.5 0 1 −0.5
0 −0.5 −0.5 1 0 1/6 0 1/3 0 −1/3 −0.5 4/3

Then, from (24.5.23) we obtain

R R 
     1 sq1(1) ds + 1 (1 − s) q2(2) ds 
1 −0.5 −0.5 0  U1    0 R 0 

   1 (1)
(1 − s)q1 ds + 0.5 
 −0.5 4/3 0 −1/3  U2 0
  = R1 (2) R 1 (2)
−0.5 0 1 −0.5   U3   


 0 (1 −Rs) q1 ds + 0 sq2 ds  

0 −1/3 −0.5 4/3 U4 1 (2)
0
sq1 ds + 0.5
 
 0 

 

R 0.5
= 1
(1 − s) q1 ds  .
(2)

 
 R01 (2) 
0 sq1 ds + 0.5

After applying the essential boundary conditions U1 = U4 = 1, this system simplifies to

    
1 −0.5 U1 0.5
= ,
−0.5 4/3 U2 5/6

(2)
which yields U1 = 1 = U2 , and q1 = 0. 
756 24 FINITE ELEMENT METHOD

Example 24.10. We will solve Laplace’s equation ∇2 u = 0 to compute the two-

dimensional electrostatic field due to the electrodes shown in Figure 24.13.
4
• (0 , b )
3 3 6 a
3• •
3 4 3
•9
u=v 4
u = -v a a
2 u = -v 1 2 u=v
1
1 2 2 1 1 2 1 2
1• •5 •3 2• •5 • 8 (a, 0)
1 2 2 1 (-a, 0) 4 3 4 3
3 4 3 4
a a
u = -v u=v 1 2 1 2
3 3 1• • •7
4
• (0 , -b)
2
(a) (b)
Figure 24.13 Electrostatic field.

Part (a). Four Identical Triangular Elements. We consider the four identical
triangular elements (Figure 24.13a), and compute the stiffness matrix and the force vector
for the element Ω(1) . Thus, from (24.4.3)-(24.4.4) we have A(1) = a2 /4, and
(1) √ (1) √ (1)
b1 = − 2/a, b2 = 2/a, b3 = 0,
(1) (1) √ (1) √
c1 = 0, c2 = − 2/a, c3 = 2/a,
which leads to

  
(1)
1 −1 0 
 Q1  
1
K(1) =  −1 2 −1  , F(1) = {0} + Q(1)
2
. (24.5.24)
2 
 (1) 
0 −1 1 Q3
Note that by taking the numbering of the local nodes as in Figure 24.13(a), the above
results hold for all four K(e) and F(e) for e = 1, 2, 3, 4. Since the connectivity matrix is
 
1 5 4
3 5 4
C= .
1 5 2
3 5 2
The stiffness matrix K and the force vector F are given by
 (1) (3) (3) (1)
K11 + K11 K12 0 K13
 (3)
K33 + K33
(4) (4)
K31 0

 (2) (4) (2)
K= K11 + K11 K13
 (1) (2)
 sym K33 + K33
(1) (3)
K12 + K12
(3) (4)

K32 + K32
(2) (4) 
K12 + K12 
(1) (2) ,
K32 + K32 
(1) (2) (3) (4)
K22 + K22 + K22 + K22
T
F = [ −v −v v v 0] .
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 757

Hence, we solve the system (taking a = 1)

    
1 0 0 0 −1  U1   −v 
   
 0 1 0 0 −1  
 U2 
 
 −v 

 
 0 0 1 0 −1  U3 = v ,
    
0 0 0 1 −1   U 

 4 

 v 


−1 −1 −1 −1 4 U5 0

which gives U1 = −v, U2 = −v, U3 = v, U4 = v, and U5 = 0. The exact solution is given

by (see Lebedev et al. [1965, Problem 271]

√ ∞   √ 
v 2 4v X nπ a − 2 (y − x)
u(x, y) = (x + y) − (−1)n sinh
a π n=1 2a
 √ 
 √   sin nπ a − 2 (y + x)
nπ a + 2 (y − x) 2a
+ sinh ,
2a n sinh nπ

where u(x, y) denotes the electrostatic potential. The above results match with those ob-
tained from this exact solution.
Part (b). Four Identical Rectangular Elements. We consider the four identical
triangular elements (Figure 24.13b), and compute the stiffness matrix and the force vector
for the element 1. This is left as an exercise (Exercise 6.6).
The exact solution is given by (Lebedev et al. [1965, Problem 271]

hx 2 X cosh (nπy/a) sin (nπx/a) i

∞
u(x, y) = v + ,
a π n=1 cosh (nπb/a) n

where u(x, y) denotes the electrostatic potential. The above results match with those ob-
tained from this exact solution. 
Example 24.11. Find the distribution of d-c current in a thin rectangular sheet, if the
current is applied by electrodes at the points x = −a, y = 0 and x = a, y − 0 (see Figure
24.14). This problem is equivalent to solving Laplace’s equation

 ∂2u ∂2u  
− + = 0 in Ω = (x, y) : −a ≤ x ≤ a, −b ≤ y ≤ b , (24.5.25)
∂x2 ∂y 2

subject to the boundary conditions

∂u
= 0. (24.5.26)
∂x y=±b

∂u  − J ≡ A if |y| < ε,
= f (y) = 2εkh (24.5.27)
∂x y=±a 
0 if |y| > ε.

We will use the following values: Total current J = 1.198 × 103 A; conductivity k =
0.599 × 108 Ω−1 m−1 ; thickness of the sheet h = 0.1 cm = 10−3 m; ε = 0.1 cm = 10−3 m;
758 24 FINITE ELEMENT METHOD

a = 5 cm, b = 3 cm, and c = 0.1 cm. Then A = −10A · Ω · m−1 .

y

b
J x
0 a

7 uy = 0 8
uy = 0 9
(0 , b )• • •

3 4

ux = 0 ux = 0

(0 , c ) 5
4• • •6
ux = A 1 2
• • • x
1 2 3
(0, 0) (a /2 , 0 ) (a, 0 )

Mesh of Four Rectangular Elements

Figure 24.14 Distribution of d-c current.

Since there exists a bi-axial symmetry, we will model the first quadrant of the domain for
finite element analysis. To discretize this quadrant we use a 2 × 2 mesh of four rectangular
elements, of which the element 1 is identical to the element 2, and the element 3 is identical
to the element 4. There is no discretization error in this model.
We find that for the element 1 and 2, each with sides 0.025 m and 0.001 m, the stiffness
matrix is given by
 626 623 
75 150 − 313
75 − 1249
150
 623 626
− 1249 − 313 
K(1) =  150 75
 − 313 − 1249
150
626
75  = K(2) .
623 
75 150 75 150 }
1249 313 623 626
− 150 − 75 150 75

Similarly, for the elements 3 and 4, each with sides 2.5 cm and 2.9 cm, we have
 1466 1057 733 409 
2175 − 4350 − 2175 − 4350
 − 1057 1466 409
− 4350 733 
− 2175
K(3) = 
−
4350 2175  = K(4) .
733
2175
409
− 4350 1466
2175 − 4350 
1057
409 733 1057 1466
− 4350 − 2175 − 4350 2175

The connectivity matrix is

 
1 2 5 4
2 3 6 5
C= .
4 5 8 7
5 6 9 8
 24.5 SINGLE DEPENDENT VARIABLE PROBLEMS 759

Thus, after assembly the stiffness matrix is given by

 626 623

75 150 0 − 1249
150 − 313
75 0 0 0 0
 623 1252
− 313 − 313 − 1249 − 313 0 0 0 
 150 75 75 75 75 75 
 0 − 313 626
0 − 313 − 1249 0 0 0 
 75 75 75 150 
 − 1249 − 313 0 1308 567
0 409
− 4350 733
− 2175 0 
 150 75 145 145 
 737 
K =  − 313 − 1249 − 313 567 2616 567 737
− 2175 409
− 2175 − 2175  .
 75 75 75 145 145 145
409 
 0 − 313
75 − 1249
150 0 567
145
1308
145 0 733
− 2175 − 2175 
 409 733 1466 1057 
 0 0 0 − 4350 − 2175 0 − 4350 0 
 733 409 733
2175
1057 2932

 0 0 0 − 2175 − 2175 − 2175 − 4350 2175 − 1057 
4350
733 409
0 0 0 0 − 2175 − 2175 0 − 1057
4350
1466
2175

The vector f = 0, and thus,

 (1) 

 Q1 


 (1) (2) 


Q2 + Q1 


 (2) 


 Q2 


 


 (1)
Q4 + Q1
(3) 

 
(1) (2) (3) (4)
F = Q = Q3 + Q4 + Q2 + Q1 .

 (2) (4) 


 Q3 + Q2 


 


 Q
(3) 


 4 


 (3) (4) 


 Q 3 + Q 4 

 (4)

Q3

(1) (1) (2) 0.001 A

(2) 0.001 × (−10) (1) (3)
Since Q1 = 0, Q2 +Q1 = 0, Q2 = = = −0.005, Q4 +Q1 = 0,
2 2
(1) (2) (3) (4) (2) (4) (3) (3) (4) (4)
Q3 + Q4 + Q2 + Q1 = 0, Q3 + Q2 = 0, Q4 = 0, Q3 + Q4 = 0, and Q3 = 0,
we solve the system KU = F, and obtain U1 = 4.31058 × 10−4 , U2 = 5.64686 × 10−4 ,
U3 = 2.99468 × 10−5 , U4 = 4.45957 × 10−4 , U5 = 5.34319 × 10−4 , U6 = 7.96766 × 10−5 ,
U7 = 4.60917 × 10−4 , U8 = 3.649 × 10−4 , and U9 = 4.20937 × 10−4 . The exact solution,
given by

J hx nπy i
∞
2 X sinh(nπx/b)
u(x, y) = − + cos + const.
2kh b π n=1 n cosh(nπa/b) b

(see Lebedev et al. [1965, Problem 190]), yields results which differ from the finite element
solution, because of the unknown constant in the exact solution. 
Example 24.12. Consider Laplace’s equation −∇2 u = 0 on a rectangle Ω = {(x, y) :
0 < x < π, 0 < y < 1} such that u(x, 0) = sin x, u(x, 1) = 1 + sin 2x, u(0, y) = y = u(π, y),
760 24 FINITE ELEMENT METHOD

by considering a mesh of 2 × 2 linear triangular elements, as shown in Figure 24.15.

u = sin 2x + 1
(0, 1) 7 9
•
8
• •2 1
2 1
4 3 3
8

3 3 3 7
1 25 1 2
u =y 4• • •6
2 1
3
2 1 3 u =y
2 6

3 1 3 5
1 2 1 2
• • •
(0, 0) 1 2 3
u = sin x (π , 0)

Figure 24.15 Heat conduction in a rectangle.

We find that  2 
π /4 + 1 −1 −π 2 /4
1 
K(e) = −1 1 0 .
π
−π 2 /4 0 2
π /4
√
Note that U1 = 1, U2 = 1/ 2, U3 = 0, U6 = 1/2, U7 = 1, U8 = 0, and U9 = 1. Also, f = 0.
Then, solve  (e) (e)     (e) (e) 
K44 K45 U4 K41 U1 + K47 U7
(e) (e) = (e) (e) .
K54 K55 U5 K52 U2 + K56 U6
We have U4 = 0.324782, U5 = 0.252299. The exact solution is given by
 cosh 1  sinh 2y
u(x, y) = y + cosh y − sinh y sin x + sin 2x,
sinh 1 sinh 2

which gives U4 = u(π/2, 1/2) = 0.943409, U5 = u(π, 1/2) = 0.489511. 

Example 24.13. Consider Laplace’s equation −∇2 u = 0 on a rectangle Ω = {(x, y) :
0 < x < π, 0 < y < 1} such that u(x, 0) = cos x, u(x, 1) = sin2 x, ux (0, y) = 0 = ux (π, y),
by considering a mesh of 2 × 2 linear triangular elements, as shown in√Figure 24.15. Using
the matrix K(e) in Example 24.12, and noting that U1 = 0, U2 = −1/ 2, U3 = −1, U7 = 1,
U8 = 1/2, and U9 = 0, we obtain U4 = 0.140261, U5 = −0.0273159, and U6 = −0.30838.
The exact solution is given by (see Kythe et al. [2003:132-133])
 cosh 1  sinh 2y
u(x, y) = y + cosh y − sinh y cos x − cos 2x,
sinh 1 sinh 2

which yields u(π/2, 0.5) = U4 = 0.574027, u(3π/4.0.5) = U5 = −0.0635378, u(π, 0.5) =

U6 = −0.517437. 

Example 24.14. Consider Laplace’s equation −∇2 u = 0 in a half-strip (see Figure

24.16) subject to the boundary conditions

u(0, y) = f (y), lim u(x, y) = u∞ ,

x→+∞
uy (x, 0) = 0, uy (x, b) + β[u(x, b) − u∞ ] = 0,
 24.6 FLUID FLOWS 761

where β is the film coefficient. Take f (y) = 50 (1 + y), and u∞ = 20◦ C. 

y
β , u∞
b
u = f(y) u∞

0 x
10 1112 13 14 15 16 17 18
• • •• • • • •
4 3
1 2 3 4 5 6 7 8

• • •• •1 2
• • •
1 2 3 4 5 6 7 8 9
Figure 24.16 Rectangular mesh of the finite half-strip.

24.6 Fluid Flows

We will study two dimensional steady-state fluid flows of ideal fluids. These flows are also
known as the potential flows, which are governed by Poisson’s equation. We will solve the
flow problem around an elliptic cylinder and that of a partially filled circular cylinder.
Example 24.15. (Flow around an elliptical cylinder) Formulate and solve the problem of
irrotational flow of an ideal fluid around an elliptical cylinder using (a) the stream function
ψ, and (b) the velocity potential φ. The flow in the case (a) is governed by Laplace’s
equation ∇2 ψ = 0, and in the case (b) by −∇2 φ = 0. We will, therefore, solve the equation
−∇2 u = 0 in a rectangular region Ω which is 8 × 4 m2 , where u is either the stream function
ψ or the velocity potential φ. Thus, in the former case the velocity components u = (u1 , u2 )
∂ψ ∂ψ ∂φ ∂φ
are given by u1 = , u2 = − , whereas in the latter case by u1 = − , u2 = − . In
∂y ∂x ∂x ∂y
either case the constant term in the solution u does not affect the velocity field.

Insulated Boundary

Rigid Elliptical Cylinder

u =1 u =1

Semi-major Axis = 1 m
Semi-minor axis = 0.5 m

Insulated Boundary
Figure 24.17 Flow around an elliptical cylinder.
762 24 FINITE ELEMENT METHOD

Since the problem is symmetric about both horizontal and vertical centerlines, we will
consider only the top left quadrant. A mesh of 32 triangular elements is chosen (Figure
24.18). Note that in the case of the stream function formulation the velocity component
orthogonal to the horizontal line of symmetry is zero. Thus, we use this line as a stream
line, and take the value of the stream function on this horizontal line of symmetry to be
zero. Then we determine the value of ψ on the upper wall by using the condition that
∂ψ
= U0 , where U0 denotes the inlet horizontal velocity.
∂y
The mesh of elements in Figure 24.18 consists of three sets of similar triangular elements:
Set 1. All elements 1 through 24 and 29 through 32 are like the element 1 (see Figure
24.19a);
Set 2. the elements 25, 26, and 27 are all like the element 25 (see Figure 24.19b); and
Set 3. the element 28 is the only one of its kind (see Figure 24.19c).
10 15 20
5• • • • • 25
8 16 24 32
7 15 23 31
4• • • • • 24
6 14 22 30
5 13 21 29
3• • • • • 23
4 12 20 28
3 11 19 26 27
2• • • • • • 22
2 10 18 25 21

1 9 17
• • • • •
1 6 11 16

Figure 24.18 Mesh of 32 triangular elements.

We use formula (24.5.9) to compute the stiffness matrices for the first two sets of trian-
gular elements, and formulas (24.4.3)-(24.4.4) for the third set. They are given by
   
1/4 −1/4 0 1/2 −1/2 0
(e) (e)
KSet 1 =  −1/4 5/4 −1  , KSet 2 =  −1/2 1 −1/2  ,
0 −1 1 0 −1/2 1/2
 
1 −1/2 −1/2
(e)
KSet 3 =  −1/2 1/2 0 .
−1/2 0 1/2
 24.6 FLUID FLOWS 763

(1, 0.5) (4, 1) (3, 1) (4, 1)

3 3 3 2

1
1 2 1 2
(0, 0) (1, 0) (3.5, 0.5) (4, 0.5) (3.5, 0.5)

(a)
x − 3.5 x −3

(0.5, 0.5) (0, 0.5) (1, 0.5)

3 2
3

1
1 2
(0, 0) (0.5, 0) (0.5, 0)

(b) (c)
Figure 24.19 Three sets of triangular elements.

The connectivity matrix for this mesh is

 
e i j k e i j k e i j k
 1 1 6 7 12 13 8 7 23 14 19 20 
 
 2 7 2 1 13 8 13 14 24 20 15 14 
 
 3 2 7 8 14 14 9 8 25 21 17 16 
 
 4 8 3 2 15 9 14 15 26 17 21 18 
 
 5 3 8 9 16 15 10 9 27 21 22 23 
C= .
 6 9 4 3 17 11 16 17 28 21 23 18 
 
 7 4 9 10 18 17 12 11 29 18 23 24 
 
 8 10 5 4 19 12 17 18 30 24 19 18 
 
 9 6 11 12 20 18 13 12 31 19 24 23 
 
10 12 7 6 21 13 18 19 32 25 21 19
11 7 12 13 22 19 14 13

Then the assembled stiffness matrix is given by K, which is given below in the assembled
equation. Since U1 = U6 = U11 = U16 = U5 = U10 = U15 = U21 = U22 = U25 = 0, and
U21 = U3 = U4 = 1, the assembled equation KU = Q simplifies to the following 11 × 11
system
764 24 FINITE ELEMENT METHOD

 
5 −2 0 − 21 0 0 0 0 0 0 0
 −2 5 −2 0 − 12 0 0 0 0 0 0 
 
 0 −2 5 0 0 − 12 0 0 0 0 0 
 
 −1 0 0 5 −2 0 − 21 0 0 0 0 
 2 
 0 − 21 0 −2 5 −2 0 − 21 0 0 0 
 
 
 0 0 − 12 0 −2 5 −2 0 − 21 0 0 ×
 
 0 0 0 − 21 0 0 9
2 − 23 0 0 0 
 
 0
 0 0 0 − 12 0 3
2
19
4 −2 − 14 0  
 0 0 0 0 0 − 41 0 −2 5 0 − 41 
 
 0 0 0 0 0 0 0 − 41 0 9
−1 
4
0 0 0 0 0 0 0 0 − 21 −1 5
2
× [ U7 U8 U9 U12 U13 U14 U17 U18 U19 U23 U24 ]T
= [ 12 1
2
1
2 0 0 0 0 0 0 0 0 ]T .

By using the Gauss elimination method, this system reduces to the following system, which
is in the upper echelon form, and thus the results are obtained by starting at the value of
U24 and working upwards all the way to the value of U7 .

1 −0.4 0 −0.1 0 0 0
0 1 −0.47619 −0.47619 −0.119 0 0

0 0 1 −0.0235 −0.0588 −0.1235 0

0 0 0 1 −0.4109 −0.00239 −0.10125

0 0 0 0 1 −0.497 −0.0502

0 0 0 0 0 1 −0.0263

0 0 0 0 0 0 1

0 0 0 0 0 0 0

0 0 0 0 0 0 0

0 0 0 0 0 0 0
0 0 0 0 0 0 0
   
  U7   0.1 
0 0 0 0 
 
 
 
 U8   0.16667 

0 0 0 0  


 
 




 U 9   0.20588 
0 0 0 0  

 
 
 



 U 12   0.02084 
−0.122 0 0 0    
  

  U13   0.04267 
   
−0.063 −0.1273 0 0 
 U14 = 0.04838 .
−0.345 −0.0029 0 0     
  U17   0.00545 
 
1 −0.4913 −0.0603 0  


 
 




 U 18   0.01006 
0 1 −0.0312 −0.127  











 U 19   0.01137 
0 0 1 −0.455  











 U 23  
  0.00175 

0 0 0 1
U24 0.00378

Solving this upper echelon form, we get

U7 = 0.21756, U8 = 0.2811185, U9 = 0.217569, U12 = 0.0511291,

U13 = 0.070667, U14 = 0.05122, U17 = 0.011065, U18 = 0.016152,
U19 = 0.011961, U23 = 0.003476, U24 = 003783.
 24.6 FLUID FLOWS 765

For the stream function ψ, we find that ψ7 = 0.8246008, ψ8 = 0.7735452, ψ9 = 0.824699,

ψ12 = 0.8059803, ψ13 = 0.7942585, ψ14 = 0.8090609, ψ17 = 0.7835873, ψ18 = 0.8113408,
ψ19 = 0.8275934, ψ23 = 0.7848073, and ψ24 = 0.6837628.

The contours of the velocity potential and of the stream function are presented in Figure
24.20 and Figure 28.21, respectively. 
10 15 20
5• • • • • 25

4• • • • • 24

0.2 0.05 0.01 0.003

3• • • • • 23

2• • • • • • 22
21

• • • • •
1 6 11 16

Figure 24.20 Contours of the velocity potential.

10 15 20
5• • • • • 25

4• • • • • 24
0.8247 0.8276
0.8091

3• • • • 0.811 • 23
0.7735 0.794

2• • • • • • 22
0.8246 0.8 0.78 21

• • • • •
1 6 11 16

Figure 24.21 Contours of the stream function.

Example 24.16. Consider the steady-state heat transfer problem with a prescribed
convection coefficient β, thermal conductivity k, and an internal heat generation f0 , in a
square region of side a. This region is insulated both at the top and the bottom; a uniform
heat flux q0 acts on the left side; and the right side is kept at a prescribed temperature
T0 . The boundary conditions are shown in Figure 24.22, where T∞ denotes the ambient
temperature. Take a mesh of 2 × 2 linear square elements, and compute the temperature
distribution at the global nodes. Use the following data: a = 0.002 m; k = 30 W/(m·◦ C),
766 24 FINITE ELEMENT METHOD

β = 80 W/(m2 ·◦ )C; T∞ = 10◦ C; T0 = 100◦ C, f0 = 107 W/m3 , and q0 = 3 × 105 W/m2 .

Convection β, T ∞
Insulated
(0, a ) 7
• ( , a) a
8 9
• •
4 3 4 3

3 4

1 25 1 2
(0, a /2) 4 • • • 6 T = To
4 3 4 3
Heat Flux qo
1 2

1 2 1 2
•
(0, 0)1
• •
2 3 ( a , 0)
( a /2, 0)
Insulated
Figure 24.22 2 × 2 square mesh.

Using (24.6.10), (24.6.11), and (24.6.15), we obtain

     
2 −2 −1 1 2 1 −1 −2 4 −1 −2 −1
k  −2 2 1 −1  k  1 2 −2 −1  k  −1 4 −1 −2 
K(e) =  +  =  ,
6 −1 1 2 −2 6 −1 −2 2 1 6 −2 −1 4 −1
1 −1 −2 2 −2 −1 1 2 −1 −2 −1 4
 
4 1 0 1
(e) f 0 a2 T (e) βa  1 4 1 0 βT∞ a T
f = [1 1 1 1] , H =   , P(e) = [1 1 1 1] ,
16 12 0 1 4 1 2
1 0 1 4

and solving (K + H) T = f + P + Q, where T3 = T6 = T9 = 100, we find that T1 = 450.357,

T2 = 326.768, T4 = 416.402, T5 = 311.457, T7 = 441.355, T8 = 288.786. 
Example 24.17. The torsion of a hollow membrane of square cross section of inner
and outer dimensions 2a and 6a, respectively, is governed by Poisson’s equation −∇2 u − 2,
where u denotes the stress function.

•9
3
5
7• 1 2
•8
4 3
3
3 4
1 25 1 2
4 • • •6
4 3 4 3
1 2

1 2 1 2
• • •
1 2 3
Figure 24.23 Mesh of elements for the shaded region.

The boundary conditions are u = 2r on the outer boundary and u = 3r2 on the inner
 24.6 FLUID FLOWS 767

boundary, where r denotes the ratio of the outer and inner dimensions of the squares. Take
a = 1, and compute the stress function at the global nodes of the mesh of elements shown
in Figure 24.23.
Hint. For the triangular elements, use (I.1)-(I.2) given in Appendix I, which give
 
1 −1 0
1 1 T
K(e) =  −1 2 −1  , f (e) = [ 1 1 1 ] .
2 3
0 −1 1

For the rectangular elements (a = b = 1), using (I.5) we have

 
4 −1 −2 −1
1  −1 4 −1 −2  1 T
K(e) =  , f (e) = [1 1 1 1] .
6 −2 −1 4 −1 16
−1 −2 −1 4
Use the boundary conditions U1 = U4 = 27, U3 = U6 = U8 = U9 = 6.
Ans. U2 = 15.8651, U5 = 13.4852, U7 = 5.91974. 

Example 24.18. Use the Prandtl theory of torsion, governed by

 ∂2u ∂2u 
− + + 2gθ = 0,
∂x2 ∂y 2

where u(x, y) is the stress function, g the shear modulus (N/cm2 ), and θ is the angle of
twist per unit length (rad/cm). Let Ω denote the cross section of an elliptical membrane
being twisted, and compute the stress function u at the global nodes marked in Figure
24.24, where the semi-major axis is a = 3 and the semi-minor axis b = 2, and g θ = 2.

8
•
•
9
2 1
4 3 1
3 3 7
1 2 2 3
5• 6• •7
2 1 2 1
3 3
2 6 1
1 3 5 8
3
1 2 1 2 2 3
1
• • •3 •
2 4

(a) (b)
Figure 24.24 Mesh of elements for the shaded region.

Computing the stiffness matrices and the force vectors for the elements 1, 2, 3, 5, 6, 7, 8,
and (24.4.3)-(24.4.4) for the element 4, we obtain U1 = 4.32553, U2 = 2.11027, U3 =
4.24104, U5 = 3.18775, U6 = 4.36778. Compare these values with the exact solution

Gθa2 b2  x2 y2 
u(x, y) = 1 − − .
a2 + b 2 a2 b2
Example 24.19. Consider the two-dimensional steady heat conduction problem for the
quadrant x, y > 0
∂2T ∂2T
2
+ = 0, 0 < x < ∞, 0 < y < ∞,
∂x ∂y 2
768 24 FINITE ELEMENT METHOD

where k is the thermal conductivity, if the side y = 0 is maintained at zero temperature,

while the other side x = 0 is thermally insulated except for the region 0 < y < b through
which heat flows with constant density q (Figure 24.25), that is, the boundary conditions
are ( q
∂T − , 0 < y < b,
T (x, 0) = 0, = f (y) = a
∂x x=0 0, b < y < ∞.

y (0, 3) 10 •
3

1 2
insulated

(0, 2) 8 •
1•
9
2
3 3
3
1 26 1 2
b
(0, 1) 5 • 2 •
1 2 1•
7
3 3 3
q 3 3
x 1 2 1 2 1 2
(0, 0) • •2 •3 •
0 T =0 1 4
(1, 0) (2, 0) (3, 0)
Figure 24.25 Mesh of triangular elements.

The exact solution is (Kythe et al. [2003: 280])

Z ∞
2q 1 − cos αb −αx
T (x, y) = e sin αy dα.  (24.6.1)
πa 0 α2

24.7 Free Axial Vibrations of an Elastic Rod

For simplicity, first we use linear shape functions to approximate the axial displacement u.
Let

(e) (e) (e) (e)

u(e) (x, t) = φ1 (x)u1 (t) + φ2 (x)u2 (t)
 
 (e)  u̇(e) (t)
(e)
= φ1 (x) φ2 (x) 1
(e) φ(e) )T U(e) (t)
= (φ
u̇2 (t)

be
 the linear
 interpolation function in x. Here the nodal displacement vector U(e) (t) =
(e)
u1 (t)
(e) is assumed to be a function of time t. Then, using the method of separation of
u2 (t)
variables, we have
 (e)    (e) 

2   φ1 (x)   u̇1 (t)
u̇(e) = u̇(e) (e)
1 (t) u̇2 (t) (e)
(e)
φ1 (x)
(e)
φ2 (x) (e)
φ2 (x) u̇2 (t)
  
  φ(e) (e)
1 (x)φ1 (x)
(e)
φ1 (x)φ2 (x)
(e) (e)
u̇1 (t)
= u̇(e) (e)
1 (t) u̇2 (t) (e) (e) (e) (e) (e) .
φ2 (x)φ1 (x) φ2 (x)φ2 (x) u̇2 (t)
 24.7 FREE AXIAL VIBRATIONS OF AN ELASTIC ROD 769

The kinetic energy for an element is given by

Z (e)
x2   (e) 
(e) 1
2 ρ(e) A(e) l(e)  (e)  2 1 u̇1 (t)
Ek = ρ(e) A(e) u̇(e) dx = u̇1 (t)
(e)
u̇2 (t) (e)
2 x1
(e) 6 1 2 u̇2 (t)
1
= (U̇(e) (t))T M(e) U̇(t)(e) ,
2
where  
(e) ρ(e) A(e) l(e) 2 1
M = .
3 1 2
Similarly, the local elastic potential energy is given by
1
Ep(e) = (U(e) )T K(e) U(e) ,
2
where
 (e) (e) (e) (e)

Z (e) dφ1 dφ1 dφ1 dφ2  
x2  
E (e) A(e)  dx dx dx
(e) (e)
dx  dx = E A 1 −1
K(e) =  dφ(e) ,
dφ2 
(e) (e) (e) −1 1
2 x1
(e)
2 dφ1 dφ2 l(e)
dx dx dx dx
and the work for the element is given by
Z x2
(e)  (e) 
(e)
 (e) (e)
 φ1 (x)
W = f u1 (t) u2 (t) (e) dx = (U(e) )T F(e) ,
(e)
x1 φ2 (x)

where  
(e) f (e) l(e) 1
F = .
2 1
Therefore, the local energy is

1 1
I (e) U(e) = (U̇(e) )T (t)M(e) U̇(t)(e) + (U(e) )T (t)K(e) U(t)(e) − (U(e) )T F(e) ,
2 2
and the total energy is given by
NE
X
1 1
I(U) = I (e) U(e) = (U̇)T (t)MU̇(t) + UT (t)KU(t) − UT F,
e=1
2 2

where U is the corresponding global nodal displacement vector, and M, K, F are the global
matrices obtained after assembly of the local matrices. By Hamilton’s principle, we need
to solve for U from the global system

MÜ(t) + KU(t) = F,

that satisfies the appropriate initial and boundary conditions. A problem of interest in
vibration is to determine solutions of the form
 
 X1 

 X2 
U(t) = X sin ωt = .. sin ωt,
 
 . 
 
XN
770 24 FINITE ELEMENT METHOD

where X is independent of time in the corresponding homogeneous problem

MÜ(t) + KU(t) = 0,

which is equivalent to solving for ω and X from

(K − ω 2 M) X = 0,

where X also satisfies appropriate conditions translated from that of U. A solution to the
last equation is a pair of eigenvalue and eigenvector (ω 2 , X), where X is known as the free
vibration mode and the associated ω the corresponding frequency.

Example 24.20. Compute the axial modes of vibration of an elastic rod with Young’s
modulus E = 29 × 106 lb/in2 , density ρ = 0.29 lb/in3 , cross-sectional area A = 1 in2 , and
length L = 100 in, by using two linear finite elements (Figure 24.26). Assume that one end
du
of the rod at x = 0 is fixed and the other end is free of stress, i.e., E (L) = 0.
dx

• • • x
1 L 2

Figure 24.26 Mesh of 2 linear elements.

We have    
0.29 · 50 2 1 145 2 1
M(e) = = ,
3 1 2 30 1 2
   
29 × 106 1 −1 1 −1
K(e) = = 5.8 × 10 5
, e = 1, 2.
50 −1 1 −1 1
The global system is
       
 1 −1 0 2 1 0   X1   0 
5 2
1.2 × 10 −1 2 −1  − ω  1 4 1 X2 = 0 .
   
0 −1 1 0 1 2 X3 0

Applying the boundary condition U1 = u(0) = 0 gives X1 = 0 for the fixed left end of the
rod. Then        
2 −1 4 1 X2 0
1.2 × 105 − ω2 = .
−1 1 1 2 X3 0
The solutions are    
(1)
X2 0.5774
ω1 = 398.0578, = ,
X31 −0.8165
and    
(2)
X2 0.5774
ω2 = 113.9298, = .
X32 0.8165
In general, if F 6= 0, the global system

MÜ(t) + KU(t) = F
 24.8 ELECTRIC POTENTIAL 771

is said to be nonhomogeneous, and it can be solved by numerical schemes based on finite

difference and/or finite element methods. The choice of the numerical schemes may depend
on the form of F. 

24.8 Electric Potential

The finite element method can be used for an approximate solution of axisymmetric exterior-
field problems by truncating the unbounded domain, obtained by conformal mapping from
the original, unbounded domain. Although the proposed method presented below with four
examples can be used for both bounded and unbounded axisymmetric fields, it is best suited
to unbounded field problems.

24.8.1 Axisymmetric Exterior-Field Problems. The FE method is used to find an ap-

proximate solution of axisymmetric exterior-field problems by truncating the unbounded do-
main at a sufficiently large distance and imposing conditions on the terminating boundaries,
and then conformally transforming it so that the domain in the model plane is bounded.
This method has been used by McDonald and Wexler [1972], Bettess [1981], and Medina
and Taylor[1983].
Let a three-dimensional axisymmetric scalar field described in the polar cylindrical coor-
dinates (r, θ, z), with the z-axis as the axis of symmetry, be defined by the Euler-Lagrange
equation  
1 κ11 (r, z) κ12 (r, z)
κ · ∇φ)] = g(z, r), κ =
[∇ · (rκ , (24.8.1)
r κ21 (r, z) κ22 (r, z)
where the matrix κ is positive-definite at all points (r, z), and the function g(r, z) defines
the source space distribution. Eq (24.8.1) can be written as

1n ∂  ∂φ ∂φ i ∂ h  ∂φ ∂φ io
κ11 + κ12 + r κ21 + κ22 = g(z, r). (24.8.2)
r ∂z ∂z ∂r ∂r ∂z ∂r

Consider the domain D in the azimuthal (z, r)-plane with boundary C (Figure 24.27).

r
D n
C
dl

h
C1
z
0
C2

Figure 24.27 Azimuthal section in the upper half-plane

The boundary conditions are of mixed type, i.e.,

φ = φ + 0(s), s ∈ C1 , and κ · ∇φ) · n] + σ(s)φ(s) = h(s), on C2 ,

[(rκ (24.8.3)
C1
772 24 FINITE ELEMENT METHOD

where σ(s) ≥ 0, and n denotes the outward unit normal to the boundary C = C1 + C2 .
The solution of this general problem, available in Davies [1980], is

Z Z
1 1
F = κ · ∇φ + 2rφg] dz dr +
[(∇φ) · (rκ (rφ2 − 2hφ) dl. (24.8.4)
2 D 2 C2

Let the domain D + C1 + C2 in the (z, r)-plane be conformally mapped onto the bounded
domain G + Γ1 + Γ2 in the w = (u, v)-plane by

z + i r ≡ z(u, v) + i r(u, v) = f (w), w = u + iv. (24.8.5)

Then using the Cauchy-Riemann equations, Eq (24.8.4) can be written as

Z h Z
1 e · (Rκ e + 2RΦg ′ df i 1 df
F = (∇Φ) κ′ · ∇Φ dz dr + (RΦ2 − 2h′ Φ) dl′ , (24.8.6)
2 G dw 2 Γ2 dw

where ∇e = au ∂ + av ∂ , and Φ, R, g ′ , σ ′ and h′ denote the functions φ, r, g, σ and h in

∂u ∂v
terms of u and v, respectively. The tensor κ ′ = T κ T −1 , where

 
∂u ∂u
 ∂z ∂r 
T =  ∂v ∂v  . (24.8.7)
∂z ∂r

In the two-dimensional case in the transformed domain, Rκ κ′ can be interpreted as rep-

′ 2
resenting Rg df /dw , which corresponds to the source space distribution, with σ and h
replaced by σ ′ df /dw and h′ df /dw , respectively. In the case of isotropic and homogeneous
medium, both κ and κ ′ are scalar quantities.

Example 24.21. (Conducting sphere in the presence of an infinite ground plane) The
center of the sphere of radius a is at a distance b from an equipotential infinite plane (Figure
∂φ
24.28, where for brevity we have used the notation: φn = ). An electric potential φ0
∂n
is applied to the sphere relative to the plane. The infinitely extended dielectric medium
between the sphere and the plane is unchanged and is homogeneous with permittivity ε0 .
The electric potential φ satisfies Eq (24.8.2), where κ11 = κ22 = ε0 and κ12 = κ21 = g = 0,
and the boundary conditions are


 φ0
 for (z − b)2 + r2 = a2 ,
∂φ
φ= 0 at z = 0, and ≡ φr = 0 at r = 0. (24.8.8)

 ∂r
0 at infinity;
 24.8 ELECTRIC POTENTIAL 773

r v Φn= 0
π • •

φ = φ0 Φ =0 Φ = Φ0
φ =0 D • •
• •
a
• •
• z
b u
φn = 0 Φn= 0 u0
φn = 0
w - plane
(b)
(a)
1 • • • • •

Φ / Φ0 Exact
FEM •
0.5 • •
•
• •
• •
• • •
0 • z /a
10 20
(c)
Figure 24.28 (a) Azimuthal section for sphere-to-plane, (b) FE mesh.

Use the conformal map Map 24.1: z = f (w) = c tanh(w/2), which maps the domain D
onto the rectangular domain G (Figure 24.28(b)), where c = a sinh u0 and u0 = cosh−1 (b/a),
we obtain
c sinh u c sin v
z= , r= . (24.8.9)
cosh u + cos v cosh u + cos v
Then the transformed functional in Eq (24.8.6) becomes
Z   2 
ε0 c sin v Φ0 for u = u0 ,
F = e
∇Φ du dv, where Φ = (24.8.10)
2 G cosh u + cos v 0 for u = 0.

The normalized electrostatic capacitance C of this system is obtained from Fmin of the
Fmin
functional (24.8.10), which, according to Morse and Feshbach [1953], is C = . The
ε0 aφ20
numerical solution for b/a = 8 is shown in Figure 24.28(c). 

Example 24.22. (Capacitance of a torus in free space) As in Example 24.21, this is also
inverse transformation. The capacitance of a torus, shown in Figure 24.29, is calculated
from the minimum value of the functional
Z
ε0
F = r(∇φ)2 dz dr, (24.8.11)
2 D

subject to the constraints


φ0 for z 2 + (r − b)2 = a2 ,
φ=
0 at infinity.
774 24 FINITE ELEMENT METHOD

The inverse transformation with respect to the circle z 2 + (r − b)2 = a2 is given by

Map 24.2: z = a/w + ib,
which yields
au av
z = + 2, r = − 2 . (24.8.12)
u v u + v2 b
∂Φ
The original and the transformed domains are shown in Figure 24.29, where is written
∂n
as Φn in Figure 24.29(b), so that in the transformed domain (model plane) Eqs (24.8.11)-
(24.8.12) become
Z 
ε0 Φ0 for u2 + v 2 = 1,
F = e 2 du dv,
R(∇Φ) Φ= (24.8.13)
2 G 0 for u = v = 0.

The function R in Eq (24.8.13) is given by

a sin θ
R(r, θ) = − + b.
r

For a ratio b/a = 8, the mesh in Figure 24.29(b) contains 30 quadratic triangles. The exact
value of the capacitance normalized with respect to 4πε0 a is 6.1007 ± 0.00092 (Wong and
Ciric [1985: 132]). 
v
r
1
• Φ = Φ0
φ = φ0
•
Φn= 0 •
• ( R, Θ ) •
a • R •
•
b• •
0 •• • •
u
a /2b •
D •
• • • 1

•
• •
φn = 0 Φn= 0 •
•
z
0 _ •
1
φn = 0
w - plane
(a)
(b)
Figure 24.29 (a) Azimuthal section of a torus, (b) FE mesh.

Example 24.23. (Conducting sphere in a nonhomogeneous dielectric) Consider a con-

ducting sphere of radius a in an infinitely extended nonhomogeneous dielectric, with the
electric potential φ0 with respect to the zero potential at infinity. Let the variation of per-
 10a 
mittivity ε of the dielectric be ε = ε0 + 1 , where ρ denotes the radial distance from
ρ
the center of the sphere. Using the inverse conformal transformation z = a/w, the physical
domain D is mapped onto a bounded domain G (Figure 24.30), so that the transformed
functional in Eq (24.8.6) is
Z  p 
ε0 a v e du dv.
F =− 10 u2 + v 2 + 1 (∇Φ) (24.8.14)
2 G u2 +v 2
 24.9 WAVEGUIDE 775

The FEM solution for normalized potential distribution in the radial direction is presented
in Figure 24.30(c): I with 25 quadratic elements. The
potential distribution so obtained
yields electrostatic capacitance C = Fmin / ε + 0aΦ20 which is 68% above the exact value
of 10/(ln 11).
r v

a
D w=
z+ ir

a 1

• z • u
b 0
G

v (a) w - plane
Φ =0
Φn= 0
• • • • u
0 • 1 Φ/ Φ 0
• •
• • 1 ••
• w= • •
• • •
•
Φn= 0 π •
• • 0.5
•
• I
• •
Φ = Φ0 •
• • II • •
• •
• R/ a
_
• • • •
1
(b) 0 10 20 30 40
w - plane (c)

Figure 24.30 (a) Azimuthal section of a sphere, (b) FE mesh.

Note that Figure 24.30(c) has two curves marked I and II; the first one refers to Example
24.23 and the second one to Example 24.24 (which follows). 
Example 24.24. (Charged sphere with external source distribution) Consider a con-
ducting sphere of radius a in an infinitely extended homogeneous dielectric with a source
distribution outside the sphere, given by g = 1/ρ4 , where ρ is the distance from the center
of the sphere. Using the same conformal map as in Example 24.23, the normalized potential
distribution is shown in Figure 24.30(c). It is found that within a radial distance of 11 times
the radius of the sphere, the minimum percentage error in the nodal potential is 1.04%. 

24.9 Waveguide
An analytic expression for an effective dielectric constant and impedance of a coplanar wave-
guide with finite grounds and embedded in a dielectric is developed by Jessie and Larson
[2001]. Consider a closed-form CPW structure with finite grounds, buried in a dielectric,
conductor backed, and with finite conductor thickness (ECPWFG) shown in Figure 24.31,
where the dielectric height extends from the grounded plane at the bottom to above the
776 24 FINITE ELEMENT METHOD

conductors, which is h1 + t + h2 , and the conductor pitch is b + a.

air

h1
t

2a
dielectric
2b h2
2c

ground
Figure 24.31 ECPWFG cross-section.

The two outside conductors are grounded to the backplane conductor below. The ca-
pacitances per unit length for the ECPWFG line are as follows: (i) Capacitance C1 is for
the top face of the conductors where the electric field lines are contained partially in the
dielectric and partially in air; (ii) C2 is the parallel plate capacitance between the conduc-
tors due to finite metal thickness; and (iii) C3 is due to the electric fields on the bottom of
the conductors. The chain of conformal mappings from the z-plane onto the t-plane onto
the w-plane is presented in Figure 24.32. These mappings are given by

Z tj
dt
τ = z2, w= p , t1 = a 2 , t2 = b 2 , t3 = c 2 . (24.9.1)
ti t(t − t1 )(t − t2 )(t − t3 )

Then the capacitance C1A per unit length for the air case (marked by A) in the z-plane is
given by
s
K(k1A ) a 1 − b2 /c2
C1A = 2ε0 ′ , k1A = , (24.9.2)
K (k1A ) b 1 − a2 /c2

where K and K ′ are solutions to the complete elliptic integrals of the first kind and its
complement, respectively.
Since the formulation with dielectric present above the conductors is similar to that
derived with the expression of the dielectric, the thickness h2 is transformed into unity
offset from the origin. The transformation onto the τ -plane for the configuration with ε 6= 1
dielectric above the interface is given by
 πz 
t = cosh2 . (24.9.3)
2h2

Then the capacitance C1D per unit length for the dielectric case (marked by D) is

 v
u
πa u1 − sinh2 (πb/(2h2 ))
K(k1D ) sinh 2h2 u sinh2 (πc/(2h2 ))
C1D = 2ε0 (εr − 1) ′ , k1D =  t . (24.9.4)
K (k1D ) πb sinh2 (πa/(2h2 ))
sinh 2h2
1− sinh2 (πc/(2h2 ))
 24.9 WAVEGUIDE 777

∞ y ∞ t
6 6

0 x 0 s
1 2 3 4 5 ∞ 1 2 3 4 5 ∞
z- plane τ - plane

1 2
v • •

5,6

0• • u
4 w - plane 3
Figure 24.32 Conformal mappings of top face of ECPWFG without dielectric.

Thus, the total capacitance above the dielectrics is C1A + C1D . The capacitance C3 per
unit length in the w-plane can be derived in a similar manner. The transformations for
the configuration with the only dielectric below the interface is the same as Eqs (24.9.3)-
(24.9.4) with h2 replaced by h1 and εr replaced by εr − 1. The numerical results are plotted
in Figure 24.33 for a = 10 mil, b = 18 mil, and c varied from 20 to 40 mil in the graphs (a),
and for a = 10 mil, b varied from 12 to 32 mil, and c = b + 2 mil in the graphs (b). The
CPW curve is denoted by the solid line and the ECPWFG curve by the dotted line.

80 2.8 140 2.9

• •
75 120

70 2.7 100 • 2.5

impedance
impedance

effect
effect

65 80

60 2.6 60 2.1

55 40

50 2.5 20 1.7
2 2.4 2.8 3.2 3.6 4.0 1.2 1.6 2.0 2.4 2.8 3.2
c/a b/a
Figure 24.33 Graphs (a) and (b).

The capacitance C2 due to finite metal thickness is evaluated using the classic parallel
plate capacitor formula, because the fringing fields at the top and bottom faces of the
conductors are contained in the above derivations. They are denoted by C2A for the air
778 24 FINITE ELEMENT METHOD

case and C2D for the dielectric case. Since all capacitances are now known, the effective
dielectric constant is given by
C1A + C1D + C3D + C2D C
εeff = ≡ ∗. (24.9.5)
C1A + C3A + C2A C
Then the characteristic impedance is given by
1
Z0 = √ , (24.9.6)
v εeff C ∗
where v is the speed of light in vacuum. In Figure 24.33(a) the top curve shows ECPWFG
change in εeff for h1 = 40 mil and h2 = 10 mil, and the bottom curve shows the values for
Z0 for h1 = 40 mil and h2 = 28 mil. The above equations show good agreement with the
known CPW equation in the asymptotic limit.

24.10 Motor Design

The Schwarz-Christoffel (SC) transformation from the unit disk onto a polygon with vertices
w1 , . . . , wn and the exterior angles απ , . . . , αn π in the counter-clockwise order is given by
Eq (7.1.18). However, most problems have no solution for the prevertices. For n > 3
vertices, without a lot of symmetry, there is no solution. A numerical solution is therefore
required for solving the parameter problem, calculating the Schwarz-Christoffel integral,
and inverting the conformal mapping. Some historical milestones are:
1820s: Gauss provided the idea of conformal mapping
1867-1890: Schwarz and Christoffel discover the SC formula
1900-01: F. W. Carter uses SC mapping for the field between poles
1980: Trefethen - SCPACK Fortran program
1998: Driscoll and Vavavis: CRDT algorithm for multiply elongated regions

wn
•
P
periodic b. c.

periodic b. c.

w1• w 2•
•
w 3
Figure 24.34 Periodic boundary conditions at sides.

Application to motor design resolves to calculate the electromagnetic fields and the cor-
responding rotor torque/forces for a given geometry and set of materials and sources. The
following assumptions are needed: (i) two-dimensional machine cross-section, (ii) the air gap
is a polygon, without curves, with n sides, (iii) the magnetics are linear, (iv) the boundary
condition at polygonal edges is periodic, and (v) the sources are finite, discrete currents,
as shown in Figure 24.34. The Schwarz-Christoffel transformations needed are presented in
Figure 24.35, and their application to motor design in Figure 24.36.
 24.10 MOTOR DESIGN 779

v y

40 • • 15
35 •
40 •
1•
x
•35

• • u
1 14 •15
w - plane •
14
z- plane
y’ v’

40 35
• • • 15
z ’= e -iw ’
• 35
15•40 • 1•14 x’
w ’ = log z ’

u’
1• •
14
z ’- plane w ’- plane

Figure 24.35 Conformal transformation.

y’
v

40 • • 15 _
1 35•
z=f (w)
40 • x’
15• 1 14
• 35 w = f (z)

1
• •
w - plane z- plane
v y

•4 4
• •3

• x

2
• •3 u
• •1• 2
w - plane 1
z- plane
Figure 24.36 Application to motor design.
780 24 FINITE ELEMENT METHOD

Notice that three prevertices in Figure 24.35 can be placed arbitrarily, and the motor
gap polygon can have multiple elongations. This leads to what is known as the crowding
phenomenon. Multiple prevertices are indistinguishable in machine precision.
The CRDT algorithm (Driscoll and Vivasis [1998]) is incorporated in the SC Toolbox; it
solves the parameter problem for half-plane, disk, strip, rectangle, and exterior maps. For
these problems it uses cross ratio formulation for multiply elongated regions. It computes
forward and inverse maps; it computes derivatives of maps; and has graphical and object-
oriented user interfaces. It eliminates the crowding problem, is very well suited for multiply-
elongated regions, and tends to be O(n3 ).

24.11 Other Applications

A few noteworthy applications are as follows:
(i) The flux-switching permanent magnet (FSPM) machines are double salient machines
with a high energy density suitable for e-mobility. For a fast design process, machine
specialists need easy-to-use motor models. For the FSPM model, analytical methods require
an extensive effort to create and to improve upon them. Numerical methods such as the
finite element method (FEM) have been extensively studied. The research shows that the
Schwarz-Christoffel mapping for the FSPM is used by first transforming the double salient
motor geometry into a simpler one to reduce model complexity. For the electromagnetic
analysis, the Schwarz-Christoffel mapping is implemented both as a stand-alone method and
as an integrated method with the tooth contour method and the orthogonal field diagram
method. The results are presented in a comprehensive form for all created models including
the finite element method; they show very good agreement among all the methods reported
by Ilhan et al. [2010, 2012], and Gysen et al. [2010].
(ii) Hybrid FE methods are sometimes used. An example is Kempel, Volakis, Woo and Yu
[1992], dealing with conformal antenna arrays using the finite element-boundary integral
method (FEM-BI) on cylindrical shell elements and developing the cylinder’s dyadic Green’s
functions which are then computed.
(iii) Some examples using the boundary elements method are given below. If the regions
in the model plane (i.e., the w-plane) happen to match with the regions in these examples,
then the BE method can solve the problem numerically with good results.

Example 24.25. This example deals with a region shown in Figure 24.37. Although
this region is used in various heat transfer, fluid flow and elasticity problems, we have
given it here for the purpose of showing how the boundary element method compares
with the finite element method in terms of the number of elements and nodes. Imagine
a confined potential flow about a circular pipe with its axis perpendicular to the plane of
the flow between two long horizontal walls. We consider only the quarter region because of
symmetry, and find that for the mesh in Figure 24.37(b) the finite element method requires
58 triangular elements and 42 nodes, whereas the boundary element method needs only 24
constant elements (or mid-nodes). 
 24.11 OTHER APPLICATIONS 781

• • • • • • •
region modeled • •
on the right •
• •
rigid •
cylinder
•
•
•
• •
• • • • • •

(a) (b)
Figure 24.37 Model region.

Example 24.26. Consider the problem of a hollow circular pipe of radii a = 10 and
b = 15 units, respectively, under an internal pressure p = 100 (see Figure 24.38). The other
data is: µ = 80, 000, and ν = 0.25. Because of axial symmetry, the input file is created
with constant elements as in Figure 24.38(b). For the plane stress case, the displacement
is given by  
pa2 b2
u(r) = (1 − ν)r + (1 + ν) 2 , a ≤ r ≤ b,
E(b2 − a2 r
and the stress by
   
pa2 b2 pa2 b2
σ(r) = 1− 2 , θ(r) = 1− 2 , for a ≤ r ≤ b.
E(b2 − a2 ) r E(b2 − a2 ) r

Both circumferential and radial results for displacements and stresses compare very well
with the exact solutions. However, the boundary element results for the stresses in the
vicinity of the boundary do not match with the exact solutions; but this was expected. It
is found that the boundary element results are, in general, correct for those interior points
which lie at a distance more than half an element length away from the boundary.
• 10
•
•15
•20
4• • •25
•
5 • • 30
3• • •
•
↑ • • • 35
2• • • •
¬ p→ •
↓ • • •
1• • • • • 40
6 • •
•• • •
• • • • • 45
• • •
• • •
• • • • • 52
(a) 10
(b)
25
10
25
Figure 24.38 A hollow circular pipe.

If this problem is solved with the finite element method of Figure 24.38(b), with 52 nodes
and 76 triangular elements, the results do not agree with the exact solutions. This means
that if constant strains are used in linear elasticity, the resulting finite elements computed
at the center of each element will produce poor results. This method should therefore be
avoided. 
782 24 FINITE ELEMENT METHOD

Example 24.27. Consider the problem of stress concentration due to a spherical cavity
of radius a in an infinite medium. The assumption of axisymmetry will be valid if we replace
the infinite medium by a solid circular cylinder of large radius R and height H. The upper
and lower surfaces of the cylinder parallel to the plane z = 0 are subjected to a tensile stress
σ0 . The exact solution for the axial stress through the midplane of a large cylinder is given
by
"  3  5 #
4 − 5ν R 9 R
σzz = σ0 1 + + .
2(7 − 5ν r 2(7 − 5ν) r

Use the data a = 0.25, R = 1.0, H = 4.0, σ0 = 1.0, ν = 0.3 and the mesh of 32 linear
elements shown in Figure 24.39. 

32
• • • • • • • •
•

•
•

•
1
•
•
3
•
•
5•
•
• •• • • • • • • • •
6 16
24
Figure 24.39 Mesh of 32 linear elements.

×
× × ×
× ×

i
(a) (b)
Figure 24.40 Concrete circular structure.

Example 24.28. In order to investigate the impedance of a rigid foundation in a concrete

circular structure (Figure 24.40), we are interested in computing the stresses when subjected
to torsional, vertical, horizontal, or rocking displacements. The boundary conditions are:
For torsional displacements: ur = 0 = uz , uθ = u0θ (r); pr = 0 = pz , pθ = p0θ (r).
 24.11 OTHER APPLICATIONS 783

For vertical displacements: ur = u0r (r), uθ = 0, uz = u0z ; p − r = p0r (r), pθ = 0, pz = p0z (r).
For horizontal and rocking displacements: ur = u0r cos θ, uθ = −u0θ sin θ, uz = u0z cos θ;
pr = p0r sin θ, pθ = −p0θ sin θ, pz = −pz cos θ.
One-half of the symmetric regions between any two concentric rings can be discretized
(Figure 24.40(b)), using constant, linear or quadratic elements S̃j , j = 1, . . . , N . If we choose
constant elements, then the values of u and p are constant, say, u0 and p0 respectively,
on each boundary element S̃j . If we further take the point i such that θ = 0, then from
(25.6.45) and (25.6.46) we obtain the following system of algebraic equations for the case
of Figure 24.40(b) when 0 ≤ θ ≤ π:
 0
u ZZ
1  r0   T
u +2 [A] u0r (x′ ) u0θ (x′ ) u0z (x′ ) dS
2  θ0  S
uz (24.11.1)
ZZ
 T
=2 [B] p0r (x′ ) p0θ (x′ ) p0z (x′ ) dS
S

where [A] and [B] are 3 × 3 matrices given by

 
p11 cos θ + p12 sin θ 0 p13
[A] =  0 −p21 sin θ + p22 cos θ 0 , (24.11.2)
p31 cos θ + p32 sin θ 0 p33

 
u11 cos θ + u12 sin θ 0 u13
[B] =  0 −u21 sin θ + u22 cos θ 0 , (24.11.3)
u31 cos θ + u32 sin θ 0 u33

integration is performed over the half-ring 0 ≤ θ ≤ π (hence the factor 2), and dS =
r dr dθ. 
(iv) Conformal mapping techniques for consumer products are described by Upton, Haddad
and Sørensen [2007]. It analyses the practical noise source identification by introducing
reliable sound intensity measurement techniques with associated mapping as described in
Fahy [1989]. Such mappings are based on intensity mapping methods, near-field acoustical
holography (NAH) and beamforming. They produce results that are mapped over flat
planes, which are mapped over a conformal surface corresponding to that of the measured
object. The method used in this area is the boundary-element modeling (IBEM). Upton
et al. [2007] describe a conformal mapping method that is based on NAH, and uses the
statistically optimized NAH (SONAH) algorithm that allows the use of a small, hand-held
microphone array, and positional detectors in the array that allow the use of the so-called
patch holography. In this method, the acoustic quantities on the mapping surface are
calculated by using a transfer matrix defined in such a way that all propagating waves and
a weighted set of evanescent waves are projected with optimal average accuracy. Note that
SONAH differs from NAH by avoiding spatial Fourier transforms, since the processing is
carried out directly in the spatial domain. The basic theory of SONAH includes a description
of phenomena such as spatial aliasing and wave-number domain leakage and a set of formulas
for the estimation of error level of the method, and for visualizing the regions of the SONAH
predictions for some typical microphone array geometries. This algorithm also investigates
the sensitivity of the inherent error level distribution to changes in its parameters. The
main advantage of SONAH as compared with NAH is that the usual requirement of a
measurement aperture that extends beyond the source can be relaxed. Both NAH and
784 24 FINITE ELEMENT METHOD

SONAH are based on the assumption that all sources are on the one side of the measurement
plane whereas the other side is source-free (see, e.g., Jacobson and Jaud [2007], and Hald
[2009], and references given on these articles). For the superposition method applied to
near-field acoustical holography, see Sarkissian [2005].
(v) On conformal mapping methods for interfacial dynamics, see Crowdy [1999; 2000; 2003].
(vi) Spontaneous branching of discharge channels is frequently observed. Meulenbroek et
al. [2003] have proposed a new branching mechanism based on simulations of a simple
continuous discharge model in high fields. They present analytical results for such stream-
ers in the Lozansky-Firsov limit (see Meulenbroek et al. [2003, 2004] for rationalization
of streamer branching by conformal mapping techniques), where they can be modeled as
moving equipotential ionization fronts. This model can be analyzed by conformal mapping
techniques, which allow the reduction of the dynamical problem to finite sets of nonlinear
ordinary differential equations. The solutions illustrate that branching is generic for the
intricate head dynamics of streamers in the Lozansky-Firsov-limit. There are two tran-
sitions: the first, known as the avalanche-to-streamer transition, is a classical concept; it
occurs when the space charge cannot be ignored. In the streamer phase, the interior of
the ionized channel is screened from the externally applied field, and the field at the active
head is enhanced. This field enhancement makes the streamer propagate more rapidly than
the avalanche. The second transition deals with the case where ionizing gradients are much
steeper and the field enhancement much stronger, which often results in the streamer split-
ting spontaneously according to the old concept of Lozansky and Firsov [1973, 1975] who
found the simple parabolic front shape solution for the ‘ideally conducting’ streamer. The
conformal mapping and numerical results are available in Ebert et al. [2003].

References used: Davies [1980], Driscoll and Vivasis [1998], Ebert et al. [2003], Gysen, Ilhan,
Meesen, Paulides and Lomonova [2010], Gysen, Ilhan, Motoasca, Pauldes, et al. [2010], Kempel, Volakis,
Woo and Yu [1992], Kythe [1995], Kythe et al. [2003], Kythe and Wei [2004], Meulenbroek et al. [2003],
Morse and Feshbach [1953], Upton, Haddad and Sørensen [2007].
25
Computer Programs and Resources

25.1 Numerical Methods

This part contains applications of conformal transformations to the flow problems of ideal
incompressible fluids, heat transfer problems, eletromagnetic and electric transmissions, and
elastic problems.

The conformal mapping technique transforms the physical domain into the model domain
and solves the problem in the model domain, mostly by analytical methods. However, the
results need to be computed often to provide additional and usable information about the
problem thus solved. There are different numerical methods to use, including free-hand
plotting, which, although very fast and capable of handling irregular boundaries, may not
be very reliable. However, it can be used when approximate solutions suffice the enquiry; it
can also be used to check if the solutions from other methods are reliable. Another useful
method involves experimentation in a laboratory, which provides data in many cases; it is
worthwhile to use with recurrent problems so that the same laboratory setup can be used.
Other mathematically oriented methods are as follows:

(i) Finite difference method. It is easily programmable using grids that are simple
to use, and it does not require large computer memory. However, since it requires that the
entire domain be computed, difficulties arise if the boundary of the domain is irregular.
This method works well with small and special programs.

(ii) Finite element method. It handles the irregular boundaries very well by using tri-
angular elements. The solutions are fast and economical, although it needs more processing
time for mesh generation. Many good programs are available.

(iii) Boundary element method. It is useful in problems with one dimension less
than those computed by finite difference and finite element methods. Boundaries are very
easily handled, and in problems involving Laplace’s equation it can compute points one at a
time. The main disadvantage is generally processing, involving mesh generation, although
it is reduced for the elliptic cases.

(iv) Source simulation method. It handles both interior and exterior domains very
786 25.1 NUMERICAL METHODS

well. But it requires problem-specific programming or interactive operation. It is usually

advantageous in cases when sources can be simulated as charges in the form of uniformly
charged line segments or sets of individual charges.
(v) Monte Carlo method. It is simple and easily programmable, but it is limited to
interior problems. Most of the time it is not very efficient. It may be used when accuracy
is not demanded and when only isolated points of the domain are of interest. In order to
integrate a function over a complicated domain D, this method picks random points over
some simple domain D′ which is a superset of D, checks whether each point is within D,
and estimates the area (or volume) of D as that of D′ multiplied by the fraction of points
falling within D′ . The Mathematica implementation is: NINtegrate[f, ..., Method ->
MonteCarlo]
An estimate of the uncertainty produced by this technique is given by

Z 2
f2 − f
f dV ≈ V f ± .
N

For more details, see Ueberhaber [1997], and Weinzierl [2000].

25.2 Software
Many programs and codes that may be required for computations are available in the public
domain. Other sources for the software for the methods discussed above are as follows.
(i) For the finite difference method, besides algorithms for forward difference (explicit
scheme), backward difference (implicit scheme), and the Crank-Nicolson implicit scheme,
a Mathematica program, and solutions for certain examples involving second-order par-
tial differential equations, such as one-dimensional steady-state heat conduction initial and
boundary value problems, wave equation with the Neumann initial conditions, and wave
equation boundary value problems, Poisson’s equation with the Dirichlet boundary value
problem, and Laplace’s equation on the quarter circular region x2 + y 2 < 1, y > 0, are
available in Kythe et al. [2003].
(ii) For the finite element method, the theory, algorithms and Fortran programs are
available in Kythe and Wei [2004].
(iii) For boundary element methods, the basic theory with many useful algorithms for
solving boundary value problems, and a C program are available in Kythe [1995]. This
C-program works only with the GNU C-compiler. A very useful summary and the said C
code are also available in Kythe and Schäfferkotter [2005: 547ff].
For conformal mapping in general, there are algorithms and a few Mathematica codes
available in Kythe [1998].

Various useful algorithms and computer programs are included in the Bibliography. This
list is, however, not comprehensive.

25.2.1 Finite Difference Approximations. Fortran subprograms (subroutines) for the

solution of partial differential equations are available in Swarztrauber and Sweet [1975].
The description of these subroutines are as follows:
(i) Subroutine PWSCRT. It solves the standard five-point finite difference approxima-
∂2u ∂2u
tion to the Helmholtz two- and three-dimensional equations + + λu = f (x, y), and
∂x2 ∂y 2
 25.2 SOFTWARE 787

∂2u ∂2u ∂2u

+ + = f (x, y, z). In the two-dimensional equation, the solution may some-
∂x2 ∂y 2 ∂z 2
times fail for λ > 0. The subroutine for the three-dimensional equation may be used with a
fast Fourier transform (FFT) routine to solve the three-dimensional Poisson’s equations. A
two-dimensional boundary value problem is presented that uses the PWSCRT subroutine
to solve the problem

∂2u ∂2u   π
2
+ 2 − 4u = 2 − (4 + π 2 /4)x2 cos (y + 1)
∂x ∂y 2

on the rectangle 0 < x < 2, −1 < y < 3, subject to the boundary conditions

∂u π
u(0, y) = 0, (2, y) = 4 cos (y + 1), −1 < y < 3, and u periodic in y.
∂x 2
The numerical solution is obtained by the finite difference approximation, and it uses the
program XAMPLE, where the x-interval 0 ≤ x ≤ 2 is divided into 100 panels and the
y-interval −1 ≤ y ≤ 3 into 80 panels. This solution has four-digit accuracy as compared
π
with the exact solution u(x, y) = x2 cos (y + 1).
2
Subroutine (ii) PWSPLR. It provides a finite difference approximation to the Helmholtz
equation, which in polar coordinates is

1 ∂  ∂u  1 ∂2u
r + 2 2 + λu = f (r, θ). (25.2.1)
r ∂x ∂r r ∂θ
If the domain is a portion of the disk A < r < B, C < θ < D, and if the boundary data is in
the form of a linear system of equations, then the problem is solved by the subroutine POIS
(see Subroutine (vi) given below). A grid of points (ri , θj ) is defined by selecting integers
N and M such that
ri = A + (i − 1)∆r, i = 1, 2, . . . , N + 1,
(25.2.2)
θj = C + (j − 1)δθ, j = 1, 2, . . . , N + 1,

where ∆r = (B − A)/M and θj = (D − c)/N . If each derivative of Eq (25.2.1) is approxi-

mated by a centered difference approximation and the approximation to u (ri , θj ) is denoted
by ui,j , then for ri 6= 0 we get
   
1 h 1 1 i
r i + ∆r (u i+1,j − u i,j ) − ri − ∆r (u i,j − u i−1,j )
∆r2 ri 2 2
1 h i
+ ui,j−1 − 2ui,j − ui,j+1 + λui,j = f (ri , θj ) ,
∆θ ri2
or
−1/2∆r 1/2∆r
ri 2 r
ui−1,j − ui,j + i 2 ui+1,j
∆r2 ri ∆r2 ∆r ri (25.2.3)
 1 2
+ [ui,j−1 − 2ui,j + ui,j+1 ] + λui,j = f (ri , θj ) ,
∆θ ri
which becomes the basic equation used to determine the unknowns ui,j , where near the
boundary this equation is modified by the boundary conditions. For this purpose, let us
first consider the case when A > 0 so that the origin is not included in the disk. Then at
r = A, two different types of boundary conditions are described:
788 25.1 NUMERICAL METHODS

(a) Given a function g such that u(A, θ) = g(θ), C ≤ θ ≤ D, we have

ui,j = g(θj ), = 1, 2, . . . , N + 2, (25.2.4)

and the i-index of the unknowns ui,j begins with i = 2. Then incorporating Eq (25.2.4)
into Eq (25.2.3) for i = 2, we get

2
1/2∆r
r2  1 2
− 2
u 2,j + 2
u3,j + [u2,j−1 − 2u2,j + u2,j+1 ] + λu2,j
∆r ∆r r2 ∆θ r2
−1/2∆r
r2
= f (r2 , θj ) − g(θj ).
∆r2 r2
(b) Given a function h(θ) such that
∂u
(A, θ) = h(θ), (25.2.5)
∂r
the solution is unknown at r = A, and the i-index of the unknowns ui,j begins with i = 1.
Assuming that Eq (25.2.1) holds at r = A and that the unknown u1,j is defined by Eq
(25.2.3) with i = 1, we have
−1/2∆r 1/2∆r
r1 2 r
2
u1−1,j − 2
u1,j + 1 2 u2,j
∆r r1 ∆r ∆r r1 (25.2.6)
 1 2
+ [u1,j−1 − 2u1,j + u1,j+1 ] + λ u1,j = f (r1 , θj ) .
∆θ r1
This assumption requires that a virtual point (r0 , θj ) just lying outside the boundary of the
disk be introduced. Then the unknowns u0,j are eliminated from Eq (25.2.6) by approxi-
mating Eq (25.2.5) with a second-order central difference to get

u0,j = u2,j − 2∆r h(θj ). (25.2.7)

Combining Eq (25.2.6) with Eq (25.2.7), we obtain the defining equation for ui, j as
2 2  1 2
− u 1,j + u 2,j + [u1,j−1 − 2u1,j + u1,j+1 ] + λ u1,j
∆r2 ∆r2 ∆θ r1
2r1 − ∆r
= f (A, θj ) + h(θj ).
∆r r1
The same boundary conditions may be specified at r = B. Two boundary conditions may
be specified at θ = C, D, but a third type is also possible, which is defined as follows:
Assuming that u(r, C + θ) = u(r, D + θ), which leads to the conditions

ui,0 = ui,N , and ui,N +1 = ui,1 , (25.2.8)

and also assuming again that Eq (25.2.1) holds at r = A, we see that ui,0 , ui,1 , . . . , ui,N +1
are unknowns, but because of Eq (25.2.8) a complete nonredundant set of unknowns is
ui,1 , ui,2 , . . . , ui,N . The defining equation for ui,j , i.e., Eq (25.2.6), is modified using Eq
(25.2.8), to give
−1/2∆r 1/2∆r
ri 2 r
2
ui−1,j − 2
ui,j + 1 2 ui+1,j
∆r ri ∆r ∆r ri
 1 2
+ [u1,j−1 − 2ui,j + ui,2 ] + λ ui,1 = f (ri , C) .
∆θ ri
 25.2 SOFTWARE 789

Similarly, the equation for ui,N becomes

−1/2∆r 1/2∆r
ri 2 r
ui−1,N − ui,N + 1 2 ui+1,N
∆r2 ri ∆r2 ∆r ri
 1 2
+ [u1,N −1 − 2ui,N + ui,2 ] + λ ui,1 = f (ri , θN ) .
∆θ ri

When periodicity in θ is assumed, it is not necessary that D − C = 2π. However, it is likely

that k(D − c) = 2π for some integer k which may correspond to the solution for the kth
wave number. This permits solutions for high wave numbers with less computation.
When A = 0, the origin is included in the region of the disk. There is no change in the
possible boundary conditions on the θ-boundaries, but the above boundary condition (b)
may not be prescribed at r = A; instead, the above condition (a) may be prescribed, or we
may prescribe the following condition:
For solution at r = A = 0, the solution is unspecified and Eq (25.2.3) cannot be used,
and the equation for u1,1 is obtained by multiplying Eq (25.2.1) by r over the sector of the
disk 0 ≤ r ≤ 12 ∆r, C ≤ θ ≤ D, which gives

Z D   Z 12 ∆r h i
1 ∂u 1 1 ∂u ∂u
∆r ∆r, θ dθ + (r, D) − (r, C) dr
2 C ∂r 2 0 r ∂θ ∂θ
Z 12 ∆rZ D (25.2.9)
+ r(λu − r) dθ dr = 0 ≡ I1 + I2 + I3 = 0.
0 C

Then

∆θ h X i
N
1 1 1
I1 = [u(r2 , θ) − u(0, 0)]] ≈ u2.j + u2,1 + u2,N +1 − N u1,1 . (25.2.10)
∆r 2 j=2 2 2

∂u
Integral I2 is zero when periodicity in θ is specified. Suppose that is specified on the
∂θ
∂u
two boundaries. Then = 0, since
∂θ

∂u h ∂u ∂u i
(r, θ) = r − sin θ + cos θ .
∂θ ∂x ∂y

∂u
Hence, using a Taylor series, a linear approximation to near r = 0 is
∂θ

∂u ∂u
∂u ∂u (∆r, θ) − (0, v) r ∂u
(r, θ) = (0, 0) + r ∂θ ∂θ = (∆r, θ).
∂θ ∂θ ∆r ∆r ∂θ

Using this formula we get

Z
1 h ∂u i 1 h ∂u i
1
2 ∆r ∂u ∂u
I2 = (∆r, D) − (∆r, C) dr = (r2 , θN +1 ) − (r2 , θ1 ) , (25.2.11)
0 ∆r ∂θ ∂θ 2 ∂θ ∂θ
790 25.1 NUMERICAL METHODS

where the derivatives on the right-hand side of Eq (25.2.11) are input data. Finally, a
second-order approximation to I3 is obtained by replacing (λu − f )(r, θ) by (λu − f )(0, 0)
and integrating, which yields

∆r2 N ∆θ δr2
I3 ≈ (D − C) [λu1,1 − f (0, 0)] = [λu1,1 − f (0, 0)] . (25.2.12)
8 8

Thus, combining Eqs (25.2.10), (25.2.11) and (25.2.12), and dividing by 81 ∆θ ∆r2 , we obtain
formula:
 4  4 Xn
N
1 1 o
λ− u 1,1 + u 2,j + u 2,1 + u 2,N +1
∆r2 ∆r2 j=2 2 2
(25.2.13)
4  
= f (0, 0) − ∂D(2) − ∂C(2) ,
N ∆θ ∆r2
where ∂D and ∂C denote the boundaries D and C. By examining the input parameters,
the subroutine PWSPLR determines which ui,j are unknowns, then sets up the equations
defining them, and incorporates the given boundary data. The final system of equations
can then be solved by the subroutine POIS (see below Subroutine (vi)).
(iii) Subroutine PWSCYL. It provides a finite difference approximation to the Helmholtz
equation in cylindrical coordinates defined by

1 ∂  ∂u  ∂ 2 u 1
r + 2 + 2 u = f (r, z).
r ∂r ∂r ∂z r

The details can be found in Swarztrauber and Sweet [1975: 37-59].

(iv) Subroutine PWSCSP. It provides a finite difference approximation to the Helmholtz
equation in spherical coordinates, assuming axisymmetry (i,e., no dependence on longitudes
z), which is defined by

1 ∂  2 ∂u  1 ∂  ∂u  1
2
r + 2 sin θ + 2 2 u = f (, θ),
r ∂r ∂r r sin θ ∂θ ∂θ r sin θ

where θ is the colatitude, and r the radial coordinate. The details can be found in Swarz-
trauber and Sweet [1975: 60-80].
(v) Subroutine PWSSSP. It provides a finite difference approximation to the Helmholtz
equation in spherical coordinates and on the surface of the unit sphere. The details can be
found in Swarztrauber and Sweet [1975: 81-95].
(vi) Subroutine POIS. It solves the linear system of equations

A(I) ∗ X(I − 1, J) + B(I) ∗ X(I, J)

+ C(I) ∗ [X(I + 1, J) + X(I, J − 1) − 2 ∗ X(I, J) + X(I, J + 1)] = Y (I, J),
for I = 1, 2, . . . , N ; J = 1, 2, . . . , N .

The details are given in Swarztrauber and Sweet [1975: 96-114].

(vii) Subroutine BLKTRI. It solves the system of linear equations of the form

AN (J) ∗ X(I, J − 1) + AM (I) ∗ X(I − 1, J) + (BN (J) + BM (I)) ∗ X(I, J)

+ CN (J) ∗ X(I, J + 1) + CM (I) ∗ X(I + 1, J) = Y (I, J),
for I = 1, 2, . . . , N , and J = 1, 2, . . . , N ,
 25.3 COMPUTER CODES 791

where I ± 1 is evaluated modulo M and J ± 1 modulo N , i.e.,

X(I, 0) = X(I, N ); X(I, N + 1) = X(I, 1); X(0, J) = X(M, J); X(M + 1, J) = X(1, J).

These equations usually result from discretization of separable elliptic equations. Boundary
conditions may be Dirichlet, Neumann, or periodic. The details are given in Swarztrauber
and Sweet [1975: 115-131].
The least-square solution of singular linear systems of equations is given in Swarztrauber
and Sweet [1975: 133-137].

25.3 Computer Codes

The following computer codes are available in Kythe and Wei [2004: 351-391]:
Computer codes in Mathematica are available to compute solutions of the matrix equa-
tion KU = F, and to plot the solutions.
Algorithms for the following equations are available in Zwillinger [2002: 771-776]:
Algorithm for Poisson’s equation finite-difference

∂2u ∂2u
+ 2 = f (x, y), a ≦ x ≦ y, c ≦ y ≦ d,
∂x2 ∂y

subject to the boundary condition u(a, y) = u(b, y) = h(x, y), c ≦ y ≦ d, and u(x, c) =
u(x, d) = g(x, y), a ≦ x ≦ y.
Algorithm for heat or diffusion equation finite-difference

∂u ∂2u
= k 2, 0 < x < l, t > 0,
∂t ∂x

subject to the initial and boundary conditions u(0, t) = 0 = u(l, t), 0 ≦ x ≦ l for t > 0, and
u(x, 0) = f (x) for 0 ≦ x ≦ l. This algorithm uses the Crank-Nicolson method.
Algorithm for the wave equation

∂u ∂2u
− a2 2 (x, t) = 0, 0 < x < l, t > 0.
∂t ∂x

Software Content information is as follows: Fortran: http://www.fortran.com; MATLAB:

http://www.mathworks.com; Mathematica: http://www.wolfram.com.
Electronic math resources are available at: http//www.mathworld.wolfram.com;
http://www.google.com; and http://dir.yahoo.com/science/math. For Mathematica and
MATLAB subroutines, see Polyanin and Nazaikinskii [2016: 1277-1398].
SCPACK Version 2 and the User’s guide are available in Trefethen [1983, 1989b].
Mathematica subroutines for numerical solutions of Fredholm and Volterra integral equa-
tions of the first and second kinds, with examples, are available in Kythe and Puri [2002].
Simulative investigations of manufacturing processes and subsequent structural analy-
sis for composite components operate with different software packages, e.g., those from
ESI Group, SIMULIA Abaqus and MSC.Nastran. Most interfaces between simulation and
analysis in Laminate Modeler tool1 is based on CATIA data form. The software Beta-CAE
1 Anaglyph Ltd. MSC.Laminate Modeler, www.anaglyph.co.uk
792 25.1 NUMERICAL METHODS

ANSA2 is used in an internal approach for data transfer into a crash simulation. The e-
Xtream Engineering tools3 convert Moldflow data onto an imported mesh from ANSYS,
ABAQUS or PAM-Crash. ANSY4 software converts data sets from the FiberSIM tool only
on an internal mesh.
For airfoil problems, the following references are useful: Abbott et al. [1959], Arafeh and
Schinzinger [1978], Babinsky [2003], Bertin and Cummings [2009], Buzbee et al. [1971],
Clancy [1975], Clancy et al. [1971], Cooley and Tuckey [1965], Croom and Holmes [1985],
Croom et al. [1970], Davis and Rabinowitz [1961], De Rivas [1972], Dorr [1970], Gutknecht
[1981; 1983], Henrici 1979], Hockney [1970], Holmes et al. [1984], Houghton and Carpenter
[2003], Hu [1998], Hurt [1960], Kantorovitch [1934], Khamayseh and Mastin [1996], Linz
[1985], Longuet-Higgins and Cocket [1976], Morris [2009], Morris and Rusk [2003], Phillips
[2010], Swarztrauber [1974], Swarztrauber and Sweet [1973; 1975], Sweet [1973; 1974], Traub
[2016], Trefethen [1979; 1980; 1983; 1989a, b].
Hu [1998] has published Algorithm 785: a software package for computing Schwarz-
Christoffel conformal transformation for doubly connected polygonal regions. This package
fully describes the mathematical, numerical, and practical perspectives. It solves the so-
called accessory parameter problem associated with the mapping function as well as evalu-
ates forward and inverse maps. The robustness of the package is reflected by the flexibility
in choosing the accuracy of the parameters to be computed, the speed of computation, the
ability of mapping ‘difficult’ regions, and being user friendly. Several examples are presented
to demonstrate the capabilities of the package.
For Aerospaceweb’s information on Thin Foil Theory, see
(http://www.aerospaceweb.org/question/aerodynamics/q0136.shtml). NASA Publications
[2011] are also available.
Bazant and Crowdy [2005] have considered moving free boundary value problems for-
mulated using conformal mappings. Recent developments in the material sciences include
models of void electro-migration in metals, brittle fracture, and viscous sintering. Confor-
mal mapping dynamics has also been used for stochastic problems, such as diffusion-limited
aggregation and dielectric breakdown leading to new developments in fractal pattern for-
mulation. They also discuss conformal mapping methods for interfacial dynamics.
Lastly, Upton, Haddad and Sørensen [2007] have discussed conformal mapping techniques
for consumer products using NAH and SONAH methods. Also see §24.11(iv). For finite
element methods in electrical engineering problems, consult Salon [1995], Silvestor and
Ferrari [1996], Bianchi [2005], and Jin [2014].

References used: Bazant and Crowdy [2005], Buzzbee, Dorr, George and Golub [1971], Buzzbee,
Golub and Nielson [1971], de Rivas [1972], Dorr [1970], Hockney [1970], Kythe and Puri [2002], Kythe et
al. [2003], Kythe and Wei [2004], Swarztrauber [1974; 1974; 1975], Swarztrauber and Sweet [1973; 1975],
Sweet [1973; 1974].

2 BETA CAE Systems USA Inc., ANSA v13.1.3 Edition. http://www.beta-cae.gr, 2013.
3 e-Xtream Engineering. DIGIMAP Release Notes. 4th ed, 2012.
4 ANSYS Documentaion, 14th ed., 2013.
A
Green’s Identities

Let D be a finite domain in Rn bounded by a piecewise smooth, orientable surface ∂D, and
let w and F be scalar functions and G a vector function in the class C 0 (D). Then
Z I
Gradient theorem: ∇F dD = nF dS,
D ∂D
Z I
Divergence theorem: ∇ · G dD = n · G dS,
D ∂D
Z I
Stokes’s theorem: ∇ × G dD = G · t dS,
D ∂D

where
I n is the outward normal to the surface ∂D, t is the tangent vector at a point on ∂D,
denotes the surface or line integral, and dS (or ds) denotes the surface (or line) element
depending on the dimension of D. The divergence theorem in the above form is also known
as the Gauss theorem. Stokes’s theorem in R2 is a generalization of Green’s theorem which
states that if G = (G1 , G2 ) is a continuously differentiable vector field defined on a region
containing D ∪ ∂D ⊂ R2 such that ∂D is a Jordan contour, then
Z   I
∂G2 ∂G1
− dx1 dx2 = G1 dx1 + G2 dx2 . (A.1)
D ∂x1 ∂x2 ∂D

Let the functions M (x, y) and N (x, y), where (x, y) ∈ D, be the components of the vector
G. Then, by the divergence theorem
Z   I
∂M ∂N
+ dx dy = [M cos(n, x) + N cos(n, y)] ds,
D ∂x ∂y Γ
I (A.2)
= M dx + N dy,
Γ

with the direction cosines cos(n, x) and cos(n, y), where Γ = ∂D. If we take M = f gx and
N = f gy , then (A.2) yields
Z   Z Z
∂f ∂g ∂f ∂g ∂g
+ dx dy = f ds − f ∇2 g dx dy, (A.3)
D ∂x ∂x ∂y ∂y Γ ∂n D
794 A GREEN’S IDENTITIES

which is known as Green’s first identity. Moreover, if we interchange f and g in (A.2), we

get Z   Z Z
∂f ∂g ∂f ∂g ∂f
+ dx dy = g ds − g∇2 f dx dy. (A.4)
D ∂x ∂x ∂y ∂y Γ ∂n D

If we subtract (A.3) from (A.4), we obtain Green’s second identity:

Z Z  

∂g ∂f
f ∇2 g − g∇2 f dx dy = f −g ds, (A.5)
D Γ ∂n ∂n

which is also known as Green’s reciprocity theorem. Note that Green’s identities are valid
even if the domain D is bounded by finitely many closed curves. In that case, however, the
line integrals must be evaluated over all paths that make the boundary of D. If f and g
are real and harmonic in D ⊂ R, then from (A.5)
Z  
∂g ∂f
f −g ds = 0. (A.6)
Γ ∂n ∂n

Let D be a simply connected region in the complex plane C with boundary Γ. Let z0 be
any point inside D, and let D be the region obtained by indenting a disk B(z0 , ε) from D,
where ε > 0 is small (Figure A.1 (a)). Then ∂D consists of the contour Γ together with the
contour ∂B(z0 , ε) = Γε .

.z
ε r
zο
Γε Γ zο •
ε
Γε
Dε
Γ
(a) (b)
Figure A.1 Simply connected region and its boundary.

∂ ∂
If we set f = u and g = log r in (A.6), where z ∈ D and r = |z − z0 |, then, since =−
∂n ∂r
on Γε , we get
Z   Z  
∂ ∂u u ∂u
u (log r) − (log r) ds − − (log r) ds = 0. (A.7)
Γ ∂n ∂n Γε r ∂r

Now, let ε → 0 in (A.7). Then, since

Z Z 2π
u 1
lim ds = lim u(z0 + εθ) ε dθ = 0,
ε→0 Γε r ε→0 0 ε
Z Z 2π
∂u ∂u
lim log r ds = lim log ε ε dθ = 0,
ε→0 Γε ∂r ε→0 0 ∂ε
 A.1 GREEN’S IDENTITIES 795

we obtain Z  
∂ ∂u
2π u(z0 ) = u (log r) − (log r) ds, (A.8)
Γ ∂n ∂n
which is known as Green’s third identity. Note that Eq (A.8) gives the value of a harmonic
∂u
function u at an interior point z0 in terms of the boundary values of u and . If the
∂n
contour Γ has no corners and if the point z0 is on the boundary Γ, then instead of the whole
disk B(z0 , ε) we consider a half disk at the point z0 deleted from D (Figure A.1(b)), and
Green’s third identity becomes
Z  
∂ ∂u
π u(z0 ) = p.v. u (log r) − (log r) ds, (A.9)
Γ ∂n ∂n

where p.v. denotes the principal value of the integral, i.e., it is the limit, as r → 0, of the
integral over the contour Γ obtained by deleting that part of Γ which lies within the circle
of radius ε and center z0 .
Note that if the point z0 lies on the boundary Γ, a consequence of Green’s third identity
(A.8) is Z
1 ∂G
u(z0 ) = u ds. (A.10)
2π Γ ∂n

References used: Carrier, Krook and Pearson [1966], Kythe [1996], Kythe, Puri and Schäferkotter
[1997], Nehari [1952], Koppenfels [1959], Wayland [1970].
B
Cauchy’s P.-V. Integrals

B.1 Numerical Evaluation

We will derive approximate formulas to compute Cauchy principal-value (p.-v.) integrals.
We will consider the Cauchy p.-v. integral

Z
1 f (t)
F (t0 ) = − Γ dt, t0 ∈ Γ, (B.1)
iπ t − t0

where Γ is a smooth, open arc or a Jordan contour and f ∈ H 1 (Γ), i.e., f satisfies the
Hölder condition on Γ with α = 1 (see §2.2.1). We can rewrite (B.1) as

Z Z
1 f (t) − f (t0 ) f (t0 ) dt
F (t0 ) = − Γ dt + − Γ = F1 (t0 ) + F2 (t0 ). (B.2)
iπ t − t0 iπ t − t0

The integral F1 (t0 ) is an improper integral whereas F2 (t0 ) may be evaluated directly. There-
fore, the problem reduces to evaluating the improper integral

Z
1 f (t) − f (t0 )
F1 (t0 ) = f1 (t) dt, f1 (t) = . (B.3)
iπ Γ t − t0

B.1.1 Method of Separation of Singularities. If the independent variable t in (B.3)

is changed to the arc length parameter of Γ or a real parameter in the parametric equation
of Γ, then certain classical results can be applied to the improper integral (B.3). In fact, if
f (t) ∈ H 1 , then f1 (t) is bounded, and (B.3) becomes a proper integral. In particular, if Γ
is a straight line segment on the real axis, then the variable t is real. If Γ is a circle or a
circular arc with a fixed radius r, then the substitution t = r eiθ also transforms (B.3) into
an integral of the real variable θ. The method of separation of singularities is very easy
to use when Γ is a straight line segment [a, b] of the real axis. The following result can be
proved by induction.

 g(t) − g(t0 ) , if t 6= t ,
0
Theorem B.1. Let G(t) = t − t0 where g(t) ∈ C n+1 [a, b], n ≥ 0,
 ′
g (t0 ), if t = t0 ,
and a ≤ t0 ≤ b. Then
798 B CAUCHY’S P.-V. INTEGRALS

 (k+1)

 g (τk )
 , if t 6= t0 ,
(k) k + 1
G (t) = t0 < τk < t. (B.4)
 (k+1)
 g
 (t0 )
, if t = t0 ,
k+1

In the case when Z

1 f (t)
F (t0 ) = − Γ w(t) dt, t0 ∈ Γ, (B.5)
iπ t − t0
where w(t) ≥ 0 is a weight function which may have integrable singularities at certain points,
e.g., at the end points, then the above theorem can be used, provided (B.5) is written as
Z Z
1 f (t0 ) w(t)
F (t0 ) = − f
Γ 1 (t) w(t) dt + − Γ w(t) dt, t0 ∈ Γ, (B.6)
iπ iπ t − t0
in which the second integral may be evaluated exactly. The above results are due to Ivanov
[1968] and Pukhteev [1980].

B.1.2 Gauss-Chebyshev Type Quadrature. As an application of the above result we

will find an approximate value of the Cauchy p.-v. integral
Z
1 1 g(t) dt
I(x) = − −1 √ , −1 < x < 1, (B.7)
π t − x 1 − t2
1
with weight function w(t) = √ , where g(x) is sufficiently smooth. First, note that if
1 − t2
g(t) ≡ 1, the value of the integral (B.7) is zero. In fact, it can be proved by the contour
integration method that
Z
1 1 dt
√ = 0, −1 < x < 1, (B.8)
π −1 (t − x) 1 − t2

by taking a closed contour Γ−Zcontaining the line segment −1 ≤ x ≤ 1, and using the
1 dζ 1
residue theorem to obtain p = √ , where Γ− is clockwise and
2iπ Γ− ζ − z) 1 − ζ 2 1 − z2
p √
1 − ζ 2 is the analytic continuation of the positive real-valued function 1 − x2 along the
upper side of −1 < x < 1. As Γ shrinks to −1 ≤ x ≤ 1, we get
Z 1
1 dt 1
√ =√ , z 6∈ [−1, 1].
iπ −1 (t − z) 1 − t2 1 − z2

Then (B.7) follows as z → x from the upper side (or lower side) and using Plemelj formula
(2.4.19). Thus, we can rewrite (B.7) as
Z 1
1 g(t) − g(x) dt
I(x) = √ , −1 < x < 1. (B.9)
π −1 t−x 1 − t2

Now, if f ∈ C 2n [−1, 1], then we have the following Gauss-Chebyshev quadrature formula
(see Abramowitz and Stegun [1972])
Z n
1 1
f (t) 1 X
I ≡ I[f ] = √ dt ≈ f (tk ) , (B.10)
π −1 1 − t2 n
k=1
 B CAUCHY’S P.-V. INTEGRALS 799

where tk , k = 1, 2, . . . , n, are the zeros of the Chebyshev polynomial Tn (x) = cos n cos−1 x
(2k − 1)π
of the first kind and degree n, i.e., tk = cos , k = 1, 2, . . . , n, with the remainder
2n
Rn after n terms defined by

1
Rn = f 2n (τ ), −1 < τ < 1. (B.11)
(2n)! 22n−1

g(t) − g(x)
If we set f (t) = in (B.10), we obtain the quadrature formula
t−x
n n
1 X g (tk ) g(x) X 1
I(x) ≈ + , −1 < x < 1, x 6= tk . (B.12)
n tk − x n x − tk
k=1 k=1

n

X 1 Tn′ (x) sin n cos−1 x
′ √
However, since = and Tn (x) = n Un−1 (x), where Un−1 (x) =
x − tk Tn (x) 1 − x2
k=1
is the Chebyshev polynomial of the second kind and degree n − 1, we find that

n
X 1 n Un−1 (x)
= ,
x − tk Tn (x)
k=1

and formula (B.12) becomes

n
1 X g (tk ) Un−1 (x)
I(x) ≈ + g(x) , −1 < x < 1, x 6= tk , (B.13)
n tk − x Tn (x)
k=1

which is a Gauss-Chebyshev type quadrature formula. In particular, if x = xj is taken as a

jπ
zero of Un−1 (x), i.e., if xj = cos , j = 1, 2, . . . , n − 1, then formula (B.13) simplifies to
n
n
1 X g (tk )
I (xj ) ≈ , j = 1, 2, . . . , n − 1. (B.14)
n tk − xj
k=1

This quadrature formula is useful in solving the following integral equation of the first kind:
Z 1 Z 1
1 φ(t)
dt + k(x, t) φ(t) dt = f (x), −1 < x < 1, (B.15)
π −1 t−x −1

where k(x) ∈ H 0 ([−1, 1] × [−1, 1]).

B.1.3 Approximation by Arcwise Linear Functions. The arc length parameter s

can be used for approximating (B.1) in the case of simple contours (of integration). If the
contour is complicated, we will first approximate the function f (t) by an arcwise linear
function and estimate error.
Let AB denote an open, smooth arc, and let f (t) ∈ H α , 0 < α ≤ 1, be defined on
AB. We partition AB by A = t1 , . . . , tn = B, and let Γj denote a partition (tj , tj+1 ). Let
yj = f (tj ), ∆yj = yj+1 − yj , and Dj = ∆yj /∆tj . We will define arcwise linear functions
800 B CAUCHY’S P.-V. INTEGRALS

Lj (t) on AB such that Lj (t) = yj + Dj (t − tj ) for t ∈ Γj , j = 1, . . . , N . Then, if the error

is denoted by ej (t), we have

ej (t) = f (t) − Lj (t) ≤ f (t) − yj + Dj t − tj

α C α (B.16)
≤ C t − tj + 1−α t − tj ≤ C δ ,
∆ (tj )

where C is a constant and δ = max ∆yj . This inequality implies that the error ej (t)
j
becomes very small if {tj } is very dense, i.e., if δ is very small.
Z
Lj (t)
For example, let us consider the error when the integral in (B.1) is replaced by dt.
Z Z Z Γ t−τ
ej (t) ej (t) − ej (τ ) dt
Then dt = dt + ej (τ ) = I1 (τ ) + I2 (τ ), and, in view of
Γ t − τ Γ t − τ Γ t − τ
(B.16), we have
I2 (τ ) ≤ C ej (τ ) ≤ C δ α . (B.17)
Now, if t and τ are in the same Γj , we have
α ε
ej (t) − ej (τ ) ≤ C t − τ ≤ C δ α−ε t − τ , (B.18)

where ε, 0 < ε < α, is very small. If τ ∈ Γj−1 and t ∈ Γk , j ≤ k, then, since ej (τj ) =
ej (τk ) = 0, we find that

ej (t) − ej (τ ) ≤ ej (t) + ej (τ ) ≤ ej (t) − ej (τk ) + ej (τ ) − ej (τj )

α α
ε ε

≤ C t − τk + t − τj ≤ C δ α−ε t − τk + t − τj
ε ε
ε
ε

≤ C δ α−ε τk t + τj t ≤ C δ α−ε τ t ≤ C δ α−ε t − τ .

Thus, (B.18) always holds for some constant C, and

Z Z
I1 (t) ≤ C δ α−ε |t − τ |−1+ε |dt| ≤ C δ α−ε s−1+ε ds ≤ Cε δ α−ε , (B.19)
Γ Γ

where Cε is a constant that depends on ε. In general, Cε → +∞ as ε → 0. Hence, the

inequalities (B.18) and (B.19) yield
Z
f (t) Lj (t)
dt − dt ≤ Cε δ α−ε , 0 < ε < α. (B.20)
Γ t−τ t−τ

Since ε is arbitrary, we find that for very small δ the left side of (B.20) becomes arbitrarily
XN
small. Thus, Lj (t) approximates the kernel f (t) in Cauchy’s p.-v. integral (B.1), and
j=1

Z XN Z
f (t) Lj (t)
dt ≈ dt, (B.21)
Γ t−τ j=1 Γj t−τ

which can be easily computed. For more on this topic, see the references cited below.

References used: Ivanov [1968], Lu [1984; 1994], Pukhteev [1980].

C
Riemann Mapping Theorem

A proof of the Riemann mapping theorem is presented. Associated with this proof is the
Riemann-Hilbert problem, which is related to two boundary value problems of the theory
of analytic functions, known as the Hilbert and the Riemann problems. A close relationship
exists between the Hilbert problem and the theory of singular integral equations. Although
the latter may be developed to a large extent without the former, it is this relationship that
makes the latter theory simple and clear. For example, the iterative method for solving
Theodorsen’s integral equation, as outlined in Chapter 11, is based on a certain Riemann-
Hilbert problem. In fact, Theodorsen’s problem is a linearized version of a singular integral
equation of the second kind.

C.1 Theorem and Proof

The Riemann mapping theorem (§2.6, Theorem 2.15) is stated as follows: Let D ⊂ C be a
simply connected region. Then there exists a bijective conformal map f : D 7→ U , where U
is the open unit disk. Moreover, the map f is unique provided that f (z0 ) = 0 and f ′ (z0 ) > 0
for z0 ∈ D.
Ahlfors [1953:172] has hailed this theorem as “one of the most important theorems of
complex analysis.” We will first provide a short historical development of this theorem
before proving it. Riemann [1851: 40] stated that “two simply connected plane surfaces can
always be mapped onto each other such that each point of the one corresponds to a unique
point of the other in a continuous manner and the correspondence is conformal; moreover,
the correspondence between an arbitrary interior point and an arbitrary boundary point of
the one and the other may be given arbitrarily, but when this is done the correspondence is
determined completely.” This assertion came to be known as the Riemann mapping theorem,
in which the explicit requirement that the boundary has at least two points is necessary
to rule out the cases where the domain is either the complex plane or the sphere; these
are the counter-examples provided by Riemann himself. The uniqueness of the mapping f
was first specified by conditions on it only at an interior point as it was made explicit by
Carathéodory [1913a,b; 1914] and Koebe [1913].
As Gray [1994] has mentioned, Riemann’s own proof used the Dirichlet principle, and
802 C RIEMANN MAPPING THEOREM

for this reason it was not accepted, specially in view of Hilbert’s first paper [1905] on the
Dirichlet principle, in which he stated the problem as follows: Suppose a boundary curve
and a function on this curve are given. Let S be the part of the plane bounded by this
curve. Then the function f (x, y) is taken for which the value of the integral
Z  
∂α ∂β 2  ∂α ∂β 2
L(α, β) = − + +f dS (C.1.1)
S ∂x ∂y ∂y ∂x

is finite, where α and β are two arbitrary real functions of x and y, and S is the surface
over which the integral is taken. The function f is necessarily harmonic. Hilbert claimed
that such considerations had led Riemann to his proof of the existence of functions with
the given boundary values. However, Weierstrass was first to show that this approach was
not reliable. According to Hilbert, the Dirichlet principle had “fallen into disrepute, and
only Brill and Noether [1894] continued to hope that it could be resurrected, perhaps in a
modified form.”
If we vary α in the integral (C.1.1) by a continuous function, or by one discontinuous
only at a single point, the integral L(α, β) attains a minimal value, and this minimum
is attained by a unique function if we exclude the points of discontinuity. Such unique
minimizing function is harmonic. In Riemann’s proof, a function λ is constructed such that
it vanishes on the boundary, may be discontinuous at isolated points, and for which the
integral Z  2  2 
∂α ∂λ
L(λ) = + dT (C.1.2)
∂x ∂y
is finite. The integral L(λ) was called the Dirichlet integral later by Hilbert. Let α + λ = w.
Then Riemann considered the integral
Z  
∂α ∂β 2  ∂w ∂β 2
Ω= − + + dT, (C.1.3)
∂w ∂y ∂y ∂x

and wrote: “In the totality of these functions, λ represents a connected domain closed
in itself, in which each function can be transformed continuously into every other, and a
function cannot approach indefinitely close to one which is discontinuous along a curve
with L(λ) becoming infinite.” Thus, for each λ, the integral Ω only becomes infinite with
L, which depends continuously on λ and can never be less than zero. Hence, Ω has at least
one minimum. The uniqueness follows directly from functions of the form u + hλ near to a
minimum u.
After this brief historical background we will provide a complete proof of the Riemann
mapping theorem, which requires a prior knowledge of the maximum principle (Theorem
2.10) and Schwarz’s lemma (Lemma 2.1, §2.4). There are other proofs of the Riemann
mapping theorem, available in Gray [1994], and Rudin [1976].
Proof. This proof takes into account Riemann’s own approach and is based on the
existence of a solution to the Dirichlet problem in any domain. We will use real variables,
so that z = x + i y is written as (x, y), and f (z) = u + i v is written as f (u, v). Consider
the boundary value problem in a domain D ⊂ C:

∂2u ∂2u
+ 2 = 0, u(x, y) = log |x + i y − a|, (C.1.4)
∂x2 ∂y

where x + i y ∈ ∂D, and a ∈ D. Thus, log |x + i y − a| is bounded on ∂D. In view of the

existence theorem, there exists a unique function u satisfying the boundary value problem
 C.1 THEOREM AND PROOF 803

(C.1.4). Since the boundary value of u is bounded, u remains bounded on the interior of
D. The function u satisfies the Laplace equation in (C.1.4). By the regularity theorem
for the Laplace equation, u is differentiable and harmonic, thus analytic (synonymously,
holomorphic or regular) on D, and the curl of this vector field is given by (−uy , ux ). Since
D is simply connected, by Poincaré’s lemma,1 there exists a function v such that this vector
field is grad v = vx + i vy . Since v is only determined up to an additive constant, we impose
the condition v(a) = 0. This leads to the Cauchy-Riemann equations (2.1.6), and u + i v is
analytic on D.
Now, define three functions p, q, and f as

p(z) = u(z) − log |z − a|,

q(z) = v(z) − arg |z − a|, (C.1.5)
−p(z)−i q(z) −u(z)−i v(z)
f (z) = e = (z − a) e .

Note that the function p is single-valued while q is multiple-valued with the branch point
at a, yet both satisfy the Laplace equation in D\{a}. Also, the value of q increases by 2πi
after one winding around the point a. However, the function f is single-valued since the
exponentiation operation cancels the multiple-valued property of q. Moreover, f is analytic
on D.
Notice that p(z) = 0 for z ∈ ∂D. We will show that p(z) ≥ 0 whenever z ∈ D\{a}.
Since log |z − a| → −∞ as z → a, and p(a) is finite, there exists an ε > 0 such that
p(z) > 0 when 0 < |z − a| ≤ ε. Consider the region G = {z ∈ D : |z| > ε}. For a point
z ∈ ∂G, either |z − a| = ε or z must lie on ∂D. In either case we get p(z) ≥ 0, which, in
view of the maximum principle (Theorem 2.10), implies that p(z) ≥ 0 for all z ∈ G. We
already have p(z) ≥ 0 whenever 0 < |z − a| < ε, so p(z) ≥ 0 whenever z ∈ D\{a}. Since
|f (z) = e−p(z) ≤ 1, we have |f (z)| ≤ 1 when z ∈ D. Also, f(a)=0 and f ′ (a) is real and
positive because f ′ (a) = e−u(a)−i v(a) = e−u(a) ∈ R.
To show that f is bijective, consider the level sets of p. For the sake of simplicity, we
exclude those points where f ′ = 0. Then for every real number r > 0, define A(r) =
{z ∈ D : |f (z) ≥ e−r and f ′ (z) = 0}. We must show that A(r) is finite. Note that the
set {z ∈ D : |f (z)| ≥ e−r } is compact. Hence, if A(r) were infinite, it would have an
accumulation point. But since f (z) = 0 whenever z ∈ A(r) and f is analytic, this would
imply that f (z) ≡ 0, which is a contradiction. Hence, A(r) is finite.
Next, choose r such that f ′ (z) 6= 0 whenever |z| = r. Let C(r) denote the level set
C(r) = {z : p(z) = r}. We will show that C(r) is smooth and homeomorphic2 to a circle.
Since C(r) is a level set of a continuous function on a compact set, C(r) is compact. Let w
be a point on C(r). By assumption, f ′ (w) 6= 0. Thus, by the inverse function theorem, there
exists a neighborhood E of w on which f is invertible, i.e., f −1 exists, and is an analytic
function. Since z ∈ C(r) if and only if |f (z)| = e−r , it follows that C(r) ∩ E is the image
of an arc of the circle {z : |z| = e−r } under the mapping f −1 . Also, f −1 is an analytic
function which is differentiable also. Hence, C(r) ∩ E is bijectively mapped onto a line
segment. This is true for every point z ∈ C(r), and thus C(r) is a compact one-dimensional
manifold. Therefore, it must be either a circle or a finite union of circles. Suppose C(r) is a
union of more than one circle. Then by Jordan theorem (§2.2), each of these circles divides

1 This lemma states that a closed form on a starshape set is exact; it is a generalization of the fundamental
theorem of calculus.
2 Two curves are homeomorphic if they can be deformed into each other by a continuous, bijective and

invertible mapping.
804 C RIEMANN MAPPING THEOREM

the complex plane into two components, one the interior and the other the exterior, with
C(r) as a common boundary. If there were two circles which together comprise C(r), one
of these circles would have to lie inside the other and there would be an open set Q which
would have the two circles as its boundary. However, since p(z) is assumed to be constant
on both circles and takes the same value on both, the maximum principle would imply that
p is constant in the region Q, which in turn would imply that f = const on D. But this is
impossible. Hence C(r) consists of only one circle.
Next, we must show that a lies on Int(C(r)). Since the winding number of C(r) about
the point a is 1, the phase of q(z) will increase by 2π after traversing C(r) once. Since f −1
is analytic, C(r) is not only homeomorphic to a circle; however, it is a smooth curve, and
therefore, it has a tangent and a normal. The normal and tangential derivatives are obtained
∂p ∂q ∂p ∂q
from the Cauchy-Riemann equations which in this case are = and = − . Since
∂t ∂n ∂n ∂t
p(x) = r for z ∈ C(r) and p(x) ≥ r for x ∈ Int(C(r)), so by the Cauchy-Riemann equations,
∂p ∂p ∂q
both > 0 and > 0. This implies that ≤ 0, which is impossible because otherwise
∂t ∂n ∂t ′
all the derivatives of p and q would vanish, i.e., f would be zero, contrary to the hypothesis.
Hence, q is a monotonically decreasing function on C(r) and arg{q} decreases by 2π upon
traversing C(r), which together imply that the function e−iq is a bijection from C(r) onto
the unit circle E. Hence, f is a bijection from C(r) onto the circle of radius e−r .
Finally, we must show that f ′ cannot have any zeros inside C(r). Consider the points z
for which f ′ (z) = 0, and choose r such that f ′ (z) 6= 0 whenever
|z| = r. Note that C(r) is
a smooth closed curve, and since f ′ (z) = −f (z) u′ (z) + i v ′ (z) . We use the fact that the
argument of a product is the sum of the arguments of the factors. Consider f ′ and u′ + i v ′
separately. By argument principle (§2.4.4), f has only one simple zero, located at a, inside
C(r), and so arg{f } will increase by 2π after traversing C(r) once. On the other hand,
arg{u′ + i v ′ } is determined by using the fact that the argument of the derivative of an
analytic function is the same along any direction chosen to determine it. So we choose the
normal direction, and find that arg{u′ + i v ′ } changes by −2π after traversing C(r) once.
Hence, arg{f ′ } remains the same after once traversing C(r). Since f ′ is analytic inside
C(r), by the argument principle, f ′ cannot have any zero inside C(r). This proof is also
available in Kythe [2016:29-32]. 

C.2 Homogeneous Hilbert Problem

Consider the n-tuply connected region of Figure C.1, with the boundary Γ = ∪nk=1 Γk . The
homogeneous Hilbert problem states: Find a sectionally analytic function Φ(z) of finite
degree at infinity such that
Φ+ (t) = G(t) Φ− (t) on Γ, (C.2.1)

where Φ+ (t) and Φ− (t) are limiting values from the right and the left at a point t ∈ Γ (if
t is an end point, then Φ+ (t) = Φ− (t) = Φ(t)), and G(t), defined on Γ, satisfies the Hölder
condition and G(t) 6= 0 at the point t ∈ Γ. If we take the logarithm on both sides of (C.2.1),
we get
[log Φ(t)]+ − [log Φ(t)]− = log G(t).

As t moves along the contours Γk in the positive sense, i.e., counterclockwise for k = 0
and clockwise for k = 1, . . . , n (Figure C.1), log G(t) increases by integral multiples of 2iπ.
Thus,
1 1
[log Φ(t)]Γk = [arg{G(t)}]Γk = λk , k = 0, 1, . . . , n,
2iπ 2π
 C.2 HOMOGENEOUS HILBERT PROBLEM 805

where λk are integers (positive, negative, or zero), and [arg{G(t)}]Γk denotes the increment
of arg{G(t)} as it goes around the contour Γk . The sum
n
X 1 1
κ= λk = [log Φ(t)]Γ = [arg{G(t)}]Γ = λk
2iπ 2π
k=0

is known as the index of the Hilbert problem and also as the index of the function G(t)
given on Γ. The index κ is an integer.

+
D Do−

Γ2 D 2−

D−
n

Γn
Γ1 D1−
0.
Γο

Figure C.1 n-tuply connected domain.

Let a1 , . . . , an be arbitrary fixed points in the regions D1− , . . . , Dn− , and let the origin of
the coordinates be in the region D+ . Let
 −α −αn
(z − a1 ) 1 · · · (z − an ) if Γ = ∪nk=1 Γk ,
p(z) =
1 if Γ = Γ0 .

Let
G0 (t) = t−κ p(t) G(t). (C.2.2)

Then, after traversing the contours Γ0 , Γ1 , . . . , Γn , the function arg G0 (t) returns to its
initial value, and therefore log G0 (t) is a well-defined single-valued and continuous function
on Γ and satisfies the Hölder condition there with an arbitrarily fixed branch on each contour
Γk .
To determine the solution Φ(z) of the homogeneous Hilbert problem (C.2.1), we introduce
a new unknown function 
p(z) Φ(z) in D+
Ψ(z) =
z k Φ(z) in D− ,
which is regular except possibly at z = ∞. Then the condition (C.2.1) can be written as

Ψ+ (t) = G0 (t) Ψ− (t). (C.2.3)

First, we will find the fundamental solution for the homogeneous Hilbert problem. By
taking the logarithm on both sides of (C.2.3), we formally get

log Ψ+ (t) − log Ψ− (t) = log G0 (t). (C.2.4)

806 C RIEMANN MAPPING THEOREM

If we assume that log Ψ(z) is single-valued, sectionally regular on Γ, and zero at z = ∞,

then Z
1 log G0 (t)
log Ψ(z) = dt,
2iπ Γ t − z
thus, by using the Plemelj formulas (2.4.19) we find that

Ψ(z) = eg(z) , (C.2.5)

where Z
1 log G0 (t)
g(z) = dt. (C.2.6)
2iπ Γ t−z
Obviously, Ψ(z) is sectionally regular on Γ, Ψ(z) 6= 0 for all finite z, and Ψ(∞) = 1. It is
also a particular solution of the problem (C.2.3), since, in view of (C.2.6), g + (t0 ) − g −(t0 ) =
log G0 (t0 ) for an arbitrary point t0 ∈ Γ. Thus,

Ψ+ (t0 )
= elog G0 (t0 ) = G0 (t0 ),
Ψ− (t0 )

which is the same as (C.2.4). Hence, from this particular solution we obtain a particular
solution of the homogeneous Hilbert problem (C.2.1) which we represent as
 1
 for z ∈ D+
Z(z) = p(z) (C.2.7)
 −κ g(z) −
z e for z ∈ D ,

where g(z) is defined by (C.2.5). This particular solution Z(z) is called a fundamental
solution of the homogeneous Hilbert problem (C.2.1) because it vanishes nowhere in any
finite part of the z-plane if κ > 0 and Z(∞) = 0. This also holds for the boundary values
Z + (t) and Z − (t). Note that Z(z) is of degree (−κ) at z = ∞. By using the Plemelj formulas
(2.4.19), we get

1 1
g + (t0 ) = log G0 (t0 ) + g(t0 ), g − (t0 ) = − log G0 (t0 ) + g(t0 ),
2 2
and then, in view of (C.2.7), the boundary values Z + (t) and Z − (t) are given by
p p
+ eg(t0 ) G0 (t0 ) eg(t0 ) G(t0 )
Z (t0 ) = = κ/2 p ,
p(t0 ) t0 p(t0 )
eg(t0 ) eg(t0 )
Z − (t0 ) = p = κ/2 p ,
tκ0 G0 (t0 ) t0 p(t0 )G0 (t0 )

where we have used (C.2.2) which also gives

p p
G(t) G0 (t)
p = .
tκ/2 p(t) p(t)

Theorem C.1. All solutions of the homogeneous Hilbert problem (C.2.1) which have
finite degree at infinity are given by

Φ(z) = Z(z) P (z), (C.2.8)

 C.3 NONHOMOGENEOUS HILBERT PROBLEM 807

where P (z) is an arbitrary polynomial. Proof. Let Φ(z) be any solution. Then by (C.2.1)

Φ+ (t) = G(t) Φ− (t), and Z + (t) = G(t) Z − (t).

Since Z + (t) 6= 0 and Z − (t) 6= 0, we find that

F + (t) F − (t)
= = G(t),
Z + (t) Z − (t)

Φ(z)
which implies that the function is regular in the entire z-plane, and has finite degree
Z(z)
at z = ∞. Thus, it is a polynomial, which proves the theorem. 
Some of the consequences of this theorem are as follows:
(i) The limiting values Φ+ (t) and Φ− (t) of any solution Φ(z) of the homogeneous Hilbert
problem satisfy the Hölder condition because the function G(t) does so.
(ii) If the polynomial P (z) is of degree n, then the degree of the solution Φ(z), given by
(C.2.8), at z = ∞ is (n − κ), i.e., the degree of this solution is not less than the degree
(−κ) of Z(z). The degree of Φ(z) and Z(z) at z = ∞ are the same only if n = 0, i.e., if
P (z) ≡ const 6= 0. Hence, the index (−κ) is the lowest possible degree of a solution of the
homogeneous Hilbert problem.
(iii) The fundamental solution Z(z) has the following properties:
(a) Z(z) does not vanish in any finite part of the z-plane;
(b) Z(z) has the lowest possible degree (−κ) at z = ∞; and
(c) Z(z) is a factor of every solution of the problem (C.2.1).
(iv) An application of the solution (C.2.1) produces the following result: If κ ≤ 0, the ho-
mogeneous Hilbert problem has no solution vanishing at z = ∞, except the trivial solution
Φ(z) ≡ 0. If κ > 0, it has exactly κ linearly independent solutions Φ(z), zΦ(z), . . . , z κ−1 Φ(z),
each of which vanishes at z = ∞. In fact, since the polynomial P (z) in (C.2.8) is of de-
gree at most (κ − 1), all solutions of (C.2.1) that vanish at z = ∞ must have the form
Φ(z) = Z(z) pκ−1 (z), where

pκ−1 (z) = c0 + c1 z + · · · + cκ−1 z κ−1 ,

and c0 , c1 , . . . , cκ−1 are arbitrary constants.

(v) If the contour Γ0 is at infinity, then the solution (C.2.8) holds only for λk = 0, i.e., for
κ = 0.
(vi) The homogeneous Hilbert problems that correspond to the conditions

Φ+ (t) = G(t) Φ− (t) and Ψ+ (t) = [G(t)]−1 Ψ− (t),

are known as adjoint problems of one another. Hence, if the former problem has index κ
and fundamental solution Z(z), then the latter has index (−κ) and fundamental solution
[Z(z)]−1 .

C.3 Nonhomogeneous Hilbert Problem

A generalization of the homogeneous Hilbert problem is the nonhomogeneous problem which
states: Find a sectionally analytic function Φ(z) of finite degree at infinity such that

Φ+ (t) = G(t) Φ− (t) + g(t) on Γ, (C.3.1)

808 C RIEMANN MAPPING THEOREM

where G(t) and g(t), defined on Γ (t ∈ Γ), satisfy the Hölder condition on Γ and G(t) 6= 0
on Γ.
The nonhomogeneous Hilbert problem can be easily solved by using the results of the
previous section. Let Z(z) be the fundamental solution for the homogeneous problem,
defined by (C.2.7). Then this is also the fundamental solution for (C.3.1) with g(t) ≡ 0, in
which case Eq (C.3.1) yields
Z + (t)
G(t) = − ,
Z (t)
which when substituted in (C.3.1) gives

Φ+ (t) Φ− (t) g(t)

− = + .
Z + (t) Z − (t) Z (t)

Φ(z)
Since the function has finite degree at infinity, we get
Z(z)
Z
Φ(z) 1 g(t) dt
= + P (z),
Z(z) 2iπ Γ Z + (t) t − z

where P (z) is an arbitrary polynomial. Hence, the general solution of the nonhomogeneous
Hilbert problem (C.3.1) is given by
Z
Z(z) g(t) dt
Φ(z) = + Z(z) P (z). (C.3.2)
2iπ Γ Z + (t) t − z

The function Z(z) which is the fundamental solution for the corresponding homogeneous
problem is called the fundamental function for the nonhomogeneous Hilbert problem. The
index of this problem is also κ.
We will examine the solution (C.3.2) when Φ(∞) = 0. Then the degree of Z(z) at infinity
is (−κ), and the solution (C.3.2) will vanish at infinity for κ ≥ 0 iff the degree of P (z) is
≤ (κ − 1). Hence, for κ = 0 it suffices to take P (z) ≡ 0. For κ < 0, obviously P (z) ≡ 0,
and the coefficients of z −1 , z −2 , . . . , z −κ must be zero in the expansion
Z X∞ Z j
1 g(t) z −(j+1) t g(t)
+
dt = − +
dt,
2iπ Γ Z (t)(t − z) j=0
2iπ Γ Z (t)

i.e.,
Z
1 tj g(t)
dt = 0, for j = 0, 1, . . . , −κ − 1,
2iπ Γ Z + (t)
which is a necessary and sufficient condition for the solution to vanish at infinity for κ < 0.
Hence, we have proved the following:
Theorem C.2. If κ ≥ 0, the general solution of the nonhomogeneous Hilbert problem
(C.3.1) that vanishes at infinity is given by
Z
Z(z) g(t) dt
Φ(z) = + Z(z) Pκ−1 (z), (C.3.3)
2iπ Γ Z + (t) t − z
 C.4 RIEMANN-HILBERT PROBLEM 809

where Pκ−1 (z) are arbitrary polynomials of degree ≤ (κ − 1) and Pκ−1 (z) = 0 for κ = 0. If
κ < 0, then the solution is given by
Z
Z(z) g(t) dt
Φ(z) = , (C.3.4)
2iπ Γ Z + (t) t − z

provided conditions (C.3.3) are satisfied. Note that for κ = 0 there is a unique solution
that vanishes at infinity. For κ < 0 there is a unique solution vanishing at infinity, if such
a solution exists, but for κ > 0 there is an unlimited number of solutions, and the general
solution (C.3.2) contains κ arbitrary constants.
In view of the Schwarz reflection and symmetry principles, the Hilbert problems can be
applied to the upper half-plane D+ or the unit disk. The general theory of the Riemann-
Hilbert problem is presented in the next section. The Riemann-Hilbert problem is a lin-
earized form of a singular integral equation of the second kind.

C.4 Riemann-Hilbert Problem

A generalization of the Hilbert boundary problem is the Riemann-Hilbert problem. This
problem deals with determining a function Φ(z) = u + iv which is regular in D+ , continuous
on D+ ∪ Γ, and satisfies the boundary condition

ℜ{a + ib} Φ+ ≡ a u − b v = c on Γ, (C.4.1)

where a(t), b(t), c(t) are real continuous functions defined for t ∈ Γ, satisfy the Hölder
condition, and are such that a2 + b2 6= 0 everywhere on Γ. Before we solve this problem,
note that if
Φk (z) = uk + ivk , k = 1, . . . , n,
is any particular solution of the homogeneous problem

au − bv = 0 on Γ,

then any linear combination

n
X
Φ(z) = Ck Φk (z)
k=1

is also a solution of the homogeneous problem, where Ck , k = 1, . . . , n, are real constants,

and the functions Φk (z) are linearly independent. Now we will determine the solution of
problem (C.4.1) for the circle.

C.4.1 Riemann-Hilbert Problem for the Unit Disk. Let U + denote the unit disk
with boundary Γ (|z| = 1). Then boundary condition (C.4.1) becomes

2 ℜ{a + ib} Φ+ (t) = (a + ib) Φ+ (t) + (a − ib) Φ+ (t) = 2c on Γ. (C.4.2)

Let the solution Φ(z) be a sectionally analytic function on Γ such that it can be extended
in U + by the function Φ∗ (z), defined by (2.2.12), i.e.,
 
1
Φ∗ (z) = Φ̄ = Φ(z) for |z| 6= 1. (C.4.3)
z
810 C RIEMANN MAPPING THEOREM

The function Φ∗ (z) is bounded at z = ∞. Boundary condition (C.4.2) becomes

(a + ib) Φ+ (t) + (a − ib) Φ− (t) = 2c, (C.4.4)

or,
Φ+ (t) = G(t) Φ− (t) + g(t), (C.4.5)
where
a − ib 2c
G(t) = − , g(t) = . (C.4.6)
a + ib a + ib
Thus, the Riemann-Hilbert problem (C.4.2) reduces to a solution of the Hilbert problem
(C.4.4). However, if Φ(z) is any solution of the Hilbert problem (C.4.4), it may not be
the solution of the original Riemann-Hilbert problem (C.4.1) because it may fail to satisfy
condition (C.4.3). But we can always construct a solution of the problem (C.4.2) by using
the function Φ(z). Note that if Φ(z) satisfies (C.4.2), then taking conjugates in (C.4.2) and
using the fact that Φ− (t) = Φ̄− (1/t), we get

(a − ib) Φ∗− (t) + (a + ib) Φ∗+ (t) = 2c,

which shows that Φ(z) is also the solution of the Hilbert problem (C.4.4). Let

1
Ω(z) = [Φ(z) + Φ∗ (z)] . (C.4.7)
2

Then Ω(z) is the solution of the Riemann-Hilbert problem (C.4.2), because Φ(z) = Φ∗ (z) =
1
[Φ(z) + Φ∗ (z)].
2
We will determine the complete set of solutions of the Riemann-Hilbert problem (C.4.2).
First, we consider homogeneous problem (C.4.2) for c([Φ(z) + Φ∗ (z)]) ≡ 0. Let κ be the
index of the function G([Φ(z) + Φ∗ (z)]), i.e.,
 
1 1 a − ib 1
κ= [log G(t)]Γ = log = [arg{a − ib} − arg{a + ib}]Γ
2iπ 2iπ a + ib Γ 2π
1
= [arg{a − ib}]Γ .
π

Thus, κ is an even integer since a(t) and b(t) are continuous functions. The number κ is
the index of the Riemann-Hilbert problem (C.4.2).
Let Z(z) be the fundamental solution of the homogeneous Hilbert problem (C.4.5), i.e.,

C eg(z) for |z| < 1,
Z(z) = −κ g(z)
Cz e for |z| > 1,

where C 6= 0 is an arbitrary constant and

Z Z
1 log [t−κ G(t)] 1 h(t)
g(z) = dt = dt, (C.4.8)
2iπ Γ t−z 2π Γ t−z

where n a − ib o
h(t) = arg − t−κ
a + ib
 C.4 RIEMANN-HILBERT PROBLEM 811

is a real-valued continuous function defined on Γ. Using (2.2.12) we get

Z
∗ 1 h(t)
g (z) = dt − iα = g(z) − ia,
2π Γ t−z

where α is a real constant defined by

Z Z 2π
1 h(t) 1
α= dt = h(t) dθ, t = eiθ .
2iπ Γ t 2π 0

Hence,
 ∗
C̄ eg (z)
= C̄ eg(z)−iα for |z| > 1,
Z ∗ (z) = κ g(z)−iα
C̄ z e for |z| < 1,
or, for all z 6∈ Γ,
C̄ κ −iα
Z ∗ (z) = z e Z(z),
C
or, taking C̄/C = eiα , we get
Z ∗ (z) = z κ Z(z). (C.4.9)

Now we will discuss two cases:

Case 1. If κ ≥ 0, the homogeneous Hilbert problem (C.4.4) for c(t) ≡ 0 has a nonzero
solution bounded at infinity and is given by

Φ(z) = P (z) Z(z), (C.4.10)

where
P (z) = C0 z κ + C1 z κ−1 + · · · + Cκ

is an arbitrary polynomial of degree ≤ κ − 1. Thus (C.4.10) is a solution of the Riemann-

Hilbert problem (C.4.2) iff Φ∗ (z) = Φ(z), i.e., P ∗ (z)Z ∗ (z) = P (z)Z(z), where P ∗ (z) =
P̄ (1/z) and Z ∗ (z) = z κ Z(z). Since
 
κ 1
z P̄ = C̄0 + C̄1 z + · · · + C̄κ z κ = C0 z κ + C1 z κ−1 + · · · + Cκ = P (z), (C.4.11)
z

i.e., Cκ = C̄κ−n , n − 0, 1, . . . , κ, we can set Cn = An + iBn , n = 0, 1, . . . , κ/2, where An , Bn

are real numbers with Bκ/2 = 0. Then Cm = Aκ−m − iBκ−m for m = κ/2 + 1, . . . , κ. Thus,
there are in all (κ + 1) arbitrary real constants. We will denote them by D0 , D1 , . . . , Dκ .
Then the formal general solution of the homogeneous Riemann-Hilbert problem (C.4.2) is
given by
Xκ
Φ(z) = Dk Φk (z),
k=0

where Φk (k = 0, 1, . . . , κ) are linearly independent solutions of the same problem.

Case 2. If κ ≤ −2, the homogeneous Hilbert problem (C.4.4) has no nonzero solution
bounded at infinity. Hence, there is only the trivial (zero) solution of the homogeneous
Riemann-Hilbert problem (C.4.4).
812 C RIEMANN MAPPING THEOREM

Theorem C.3. For κ ≥ 0 the homogeneous Riemann-Hilbert problem (C.4.4) has exactly
(κ + 1) linearly independent solutions. Its general solution is given by (C.4.10), where Z(z)
is the fundamental solution of the Hilbert problem (C.4.4) subject to condition (C.4.9). For
κ ≤ −2, the homogeneous Riemann-Hilbert problem (C.4.2) has only the trivial solution
Φ(z) = 0.
Now we will consider the nonhomogeneous Riemann-Hilbert problem (C.4.2). We can
construct its general solution, provided that we find only one particular solution. Then the
general solution is the sum of this particular solution and the general solution of the homo-
geneous problem. However, the problem of finding a particular solution of the Riemann-
Hilbert problem (C.4.4) is equivalent to finding any particular solution of the Hilbert prob-
lem (C.4.4) that is bounded at z = ∞, because, in view of (C.4.7), it will provide us with
a particular solution of the Riemann-Hilbert problem (C.4.2). Hence,
Theorem C.4. For κ ≥ 0 there always exists a solution for the nonhomogeneous
Riemann-Hilbert problem (C.4.2). For κ ≤ −2, this problem has a solution iff the following
conditions are satisfied:
Z 2π
ei(n+κ/2 Ω(θ) c(θ) dθ = 0, n = 1, 2, . . . , −κ − 1, (C.4.12)
0

where  Z 2π 
1 1 ψ−θ
Ω(θ) = p exp − h(ψ) cot dψ .
a2 (θ) + b2 (θ) 4π 0 2

Note that conditions (C.4.12) are equivalent to the (−κ − 1) conditions

Z 2π
κ
Ω(θ) c(θ) cos nθ dθ = 0, n = 0, 1, . . . , − − 1,
0 2
Z 2π
κ
Ω(θ) c(θ) sin nθ dθ = 0, n = 1, . . . , − − 1.
0 2

The solutions of the Hilbert problem (C.4.4) do not vanish at infinity, although they are
bounded there. Thus, conditions (C.4.12) become
Z
tn g(t)
dt = 0, n = 0, 1, . . . , −κ − 1,
Γ Z + (t)

or Z
tn c(t)
dt = 0, n = 0, 1, . . . , −κ − 2. (C.4.13)
Γ [a(t) + ib(t)] Z + (t)
Since, in view of (C.4.8),
Z
i 1 h(t)
g + (t0 ) = h(t0 ) + dt,
2 2π Γ t − t0

we set t = eiθ , t0 = eiθ0 . Then

Z 2π Z 2π
i 1 θ − θ0 i
g + (t0 ) = h(t0 ) + h(t) cot dθ + h(t) dθ.
2 4π 0 2 4π 0
 C.4 RIEMANN-HILBERT PROBLEM 813

In view of (C.4.11) the last term in the above expression is equal to iα/2. Hence, Z(z) =
eg(z)−iα/2 for |z| < 1, and
a(t0 ) − ib(t0 )
eih(t0 ) = −tκ0 ,
a(t0 ) + ib(t0 )
which yields
s  Z 
2π
+ κ/2 a(t0 ) − ib(t0 ) 1 θ − θ0
Z (t0 ) = ± t − exp h(t) cot dθ .
a(t0 ) + ib(t0 ) 4π 0 2

This proves the theorem. 

Some particular cases of Theorem C.4 are as follows:
1. If κ ≤ −2 and (C.4.13) is satisfied, then the Hilbert problem (C.4.4) has a unique solution
which, in view of (C.3.4) and (C.4.6), is given by
Z
Z(z) c
Φ(z) = dt.
iπ Γ (a + ib) Z + (t) (t − z)

Since this solution is unique, it is also the solution of problem (C.4.2).

2. For κ ≥ 0, the formula
Z
Z(z) c
Q(z) = dt,
iπ Γ (a + ib) Z + (t) (t − z)

gives a particular solution of the problem (C.4.4). Then a particular solution of problem
(C.4.2), as in (C.4.7), is given by

1  + 
Φ(z) = Q (z) + Q∗ (z) , (C.4.14)
2

where the function Q∗ (z) is defined as follows: Since, in view of (38.18), Z ∗ (z) = z κ Z(z),
Z + (t) = Z ∗− (t) = tκ Z − (t), and (a − ib) Z − (t) = −(a + ib) Z − (t), we have
 Z Z 
∗ ∗ 1 c 1 c
Q (z) = Z (z) − dt + dt
iπ Γ (a + ib) Z + (t) (t − z) iπ Γ (a − ib) Z + (t)
 Z Z 
1 c tκ 1 c tκ
= z κ Z(z) dt − dt .
iπ Γ (a + ib) Z + (t) (t − z) iπ Γ (a + ib) t Z + (t)

Substituting this in (C.4.14), we get a particular solution for the Hilbert problem (C.4.4)
for κ ≥ 0 as
Z Z 
Z(z) c dt κ c t−κ dt
Φ(z) = +
+z +
2iπ Γ (a + ib) Z (t) (t − z) Γ (a + ib) Z (t) (t − z)
κ Z −κ
(C.4.15)
z Z(z) c t dt
− +
.
2iπ Γ (a + ib) t Z (t)

3. For κ = 0, solution (C.4.15) simplifies to

Z Z
Z(z) c dt Z(z) c dt
Φ(z) = − . (C.4.16)
iπ Γ (a + ib) Z + (t) (t − z) 2iπ Γ (a + ib) t Z + (t)
814 C RIEMANN MAPPING THEOREM

Example C.1. (Dirichlet problem for the unit disk) We will discuss this problem for
the unit disk U + , i.e., we will find a function u which is harmonic in U + , continuous on
U + ∪ Γ, and satisfies the boundary condition

u = f (t), t ∈ Γ,

where f (t) is a real-valued continuous function given on Γ. This problem is a special case of
the Riemann-Hilbert problem with a = 1, b = 0, c = f (t). Then the corresponding Hilbert
problem (C.4.4) for c ≡ 0 reduces to

Φ+ (t) + Φ− (t) = 0. (C.4.17)

This corresponds to case 1 of §C.2 with index κ = 0. Then the fundamental solution for
the problem (C.4.17) is given by

A for z ∈ U + ,
Z(z) =
−A for z ∈ U − ,

where A is an arbitrary constant. To satisfy the condition (C.4.9) we require that Z ∗ (z) =
Z(z), and thus it suffices to take A = i, which yields

i for z ∈ U + ,
Z(z) =
−i for z ∈ U − ,

Hence, from Theorem C.3 the general solution of the corresponding Riemann-Hilbert prob-
lem is given by Φ(z) = C i, where C is an arbitrary real constant. Then from (C.4.16) the
general solution of the nonhomogeneous Cauchy problem is given by
Z Z Z
1 f (t) 1 f (t) 1 f (t) t + z
Φ(z) = dt − dt − i C = dt + i C. (C.4.18)
iπ Γ t−z 2iπ Γ t 2iπ Γ t t−z

This solution is known as the Schwarz formula. Note that this solution has been obtained
by applying the results of §C.2, which assume that the function f (t) satisfies the Hölder
condition. But the solution (C.4.18) is also valid if instead of this condition only continuity
of the function f (t) is assumed. 
The Riemann-Hilbert problem for the half-plane can be reduced to that for the unit
disk and the fact that conformal mapping of a half-plane onto the unit disk leads to an
inversion.

References used: Ahlfors [1953], Kantorovich and Krylov [1958], Kythe [1996; 2016], Muskhelishvili
[1992], Sveshnikov and Tikhonov [1974], Wegmann [1986].
D
Gudermannian

D.1 Gudermannian.
The Gudermannian function gd(x) is related to the circular functions and hyperbolic func-
tions. It is defined as
Z x
1
gd(x) = dt, −∞ < x < ∞.
0 cosh t

Other alternative definitions are:

gd(x) = arcsin(tanh x) = arctan(sinh x) = arccsc((coth x)

= sgn(x) · arccos(sech x) = sgn(x) · arcsec(cosh x)
 
= 2 arctan tanh(x/2) = 2 arctan (ex ) − π2 .

Some identities are:

sin(gdx) = tanh x; csc(gdx) = coth x;

cos(gdx) = sech x; sec(gdx) = cosh x;
tan(gdx) = sinh x; cot(gdx) = csch x;
   
1 1
tan gdx = tanh x .
2 2

The inverse gd−1 x is defined as

Z x
1
gd−1 (x) = dt, − π2 < x < π2
0 cos t
1 + sin x 1 1 + sin x
= ln = ln
cos x 2 1 − sin x
 
π 1
= ln | tan x + sec x| = ln tan 4 + x
2
= arctanh(sin x) = arcsinh(tan x) = arccoth(csc x) = arcsinh(cot x)
= sgn(x) arcsinh(sec x) = sgn(x) arcsinh(cos x)
= −i gd(ix).
816 D GUDERMANNIAN

Some identities for the inverse are:

sinh gd−1 (x) = tan x; csch gd−1 (x) = cot x;



cosh gd−1 (x) = sec x; sech gd−1 (x) = csc x



tanh gd−1 (x) = sin x; coth gd−1 (x) = csc x.

The derivatives are

d d

(gd (x)) = sech x; gd−1 (x) = sec x.
dx dx

References used: Carrier, Krook and Pearson [1966], Kythe [1996], Olver et al. [2010], Weisstein
[2003].
E
Tables

The successive approximations are presented in tabular form. Note that the desired level of
successive approximation is obtained by first choosing an initial guess. In all tables given
below the initial guess for all coefficients is taken as zero. Then substituting these values into
the right side of the respective equations, the first approximation is determined. Then the
values of the first approximation are substituted into the right side of the same equations,
and the second approximation is obtained. This process is continued successively until the
desired approximation is attained.

Table E.1.

Coefficient α3 α5 α7 α9 α11

Initial Guess 0 0 0 0 0
1st Approx. −λ2 0 0 0 0
2nd Approx. −λ2 λ4 0 0 0
3rd Approx. −λ2 − λ6 λ4 −λ6 0 0
4th Approx. −λ2 − λ6 λ + 3λ8
4
−λ6 λ8 0
5th Approx. −λ − λ6 − 4λ10
2
λ4 + 3λ8 −λ − 5λ10
6
λ8 λ10
818 E TABLES

Table E.2.

Coefficient A1 A2 A3 A4 A5

Initial Guess 0 0 0 0 0
λ
1st Approx. − 0 0 0 0
2
λ λ2
2nd Approx. − 0 0 0
2 2
λ λ3 λ2 5λ 3
3rd Approx. − + − 0 0
2 4 2 8
λ λ3 λ2
9λ4 5λ3 7λ 4
4th Approx. − + − − 0
2 4 2 16 8 8
λ λ3 3λ5 λ2 9λ4 5λ3 9λ5 7λ4 21λ5
5th Approx. − + − − − + −
2 4 32 2 16 8 8 8 16

Table E.3.

Coefficient a1 a5 a9 a13

Initial Guess 1 0 0 0
k k
1st Approx. 1+ − 0 0
16 16
k 3k 2 k 7k 2 k2
2nd Approx. 1+ + − − 0
16 256 16 256 64
k 3k 2 3k 3 k 7k 2 11k 3 k2 27k 3 11k 3
3rd Approx. 1+ + + − − − + −
16 256 1024 16 256 1024 64 2048 2048

Table E.4.

Coefficient a3 a5 a7 a9

Initial Guess 0 0 0 0
1st Approx. −λ 0 0 0
2nd Approx. −λ λ2 0 0
3rd Approx. −λ + 5λ3 λ2 −λ3 0
4th Approx. −λ + 5λ3 λ2 − 11λ3 −λ3 λ4
 E TABLES 819

Table E.5.

Coefficient a1 a5 a9

Initial Guess 1 0 0
λ −λ
1st Approx. 1+ − 0
16 16
λ 7λ2 λ 7λ2
2nd Approx. 1+ + − − 0
16 256 16 256
λ 7λ2 9λ3 λ 7λ2 19λ3 λ3
3rd Approx. 1+ + + − − −
16 256 1024 16 256 2048 2048

References used: Kythe [1998].

F
Elliptic Functions

F.1 Elliptic Integrals

1 2 1
It is known that if u = arcsin x, then u′ = √ , and (u′ ) = . So we define
1 − x2 1 − x2
Z x
dx′
u = F (k, x) = √ = arcsin x.
0 1 − x′2

The three kinds of elliptic integrals are as follows:

F.1.1 Incomplete Elliptic Integral of the First Kind is defined by
Z φ Z x
dθ dv
u = F (k, φ) = p = p ,
0 1 − k 2 sin2 θ 0 (1 − v )(1 − k 2 v 2 )
2

where φ = am u is the amplitude of u, x = sin φ, and 0 < k < 1 (here and below).
F.1.2. Complete Elliptic Integral of the First Kind is defined by
Z π/2 1 Z
dθ dv
K(k) = F (k, π/2) = p = p
0 2 2
1 − k sin θ 0 (1 − v )(1 − k 2 v 2 )
2

π n  
1 2 2  
1·3 2 4 h (2n − 1)!! i2 2n o
= 1+ k + k + ··· + k + ··· .
2 2 2·4 (2n)!!

F.1.3 Incomplete Elliptic Integral of the Second Kind is defined by

Z φ p Z x
√
1 − k2 v2
E(k, φ) = 1 − k 2 sin2 θ dθ = p .
0 0 (1 − v 2 )

F.1.4. Complete Elliptic Integral of the Second Kind is defined by

Z π/2 p Z √ 1
1 − k2 v2
E(k) = E(k, π/2) = 1 − k 2 sin2 θ dθ = p dv
0 0 (1 − v 2 )
πn  1 2  1 · 3 2 k 4 h (2n − 1)!! i2 k 2n o
= 1+ k2 − − ···− − ··· .
2 2 2·4 3 (2n)!! 2n − 1
822 F ELLIPTIC FUNCTIONS

F.1.5 Incomplete Elliptic Integral of the Third Kind is defined by

Z φ Z x
dθ dv
Π(k, n, φ) = p = p ,
2 2 2 2 2 2
2
0 (1 + n sin θ) 1 − k sin θ 0 (1 + nv ) (1 − v )(1 − k v )

where n is the characteristic parameter.

F.1.6. Complete Elliptic Integral of the Third Kind is defined by
Z π/2 Z 1
dθ dv
Π(k, n, π/2) = p = p .
0 (1 + nv ) 1 − k 2 sin2 θ
2 0 (1 + nv 2 ) (1 − v 2 )(1 − k 2 v 2 )

Notation: The argument k is the elliptic module, (k 2 < 1), and

p
k ′ = 1 − k 2 , K ′ (k) = K(k ′ ), E ′ (k) = E(k ′ ),

where k ′ is the complementary module. The following properties hold:

K(−k) = K(k), K(k) = K ′ (k ′ );

E(k) = E ′ (k ′ ), E(−k) = E(k);
π
E(k)K (k) + E (k)K(k) − K(k)K ′ (k) =
′ ′
.
2
Conversion formulas for complete elliptic integrals:
 1 − k′ 1 + k′
K = K(k);
1 + k′ 2
 1 − k′  1 + k′
E = [Ek + k ′ K(k)] ;
1 + k′ 2
 2√k 
K = (1 + k)K(k);
1+k
√
2 k 1  
E = 2E(k) − (k ′ )2 K(k) .
1+k 1+k
Differentiation formulas and differential equations:
dK(k) E(k) K(k) dE(k) E(k) + K(k)
= ′ 2
− , = .
dk k(k ) k dk k

The functions K(k) and K ′ (k) satisfy the second-order linear ordinary differential equation
dh
dK i
k 1 − k2 − kK = 0.
dk dk
The functions E(k) and E ′ (k) satisfy the second-order linear ordinary differential equation

d  dE 
1 − k2 k + kE = 0.
dk dk
The complete elliptic integrals satisfy
 k, π   k, π 
K(k) = F , E(k) = E ,
2 2
 k′ , π   π
K ′ (k) = F , E ′ (k) = E k ′ , .
2 2
 F.2 JACOBI’S ELLIPTIC FUNCTIONS 823

Properties of complete elliptic integrals:

F (k, −φ) = −F (k, φ), F (k, nπ ± φ) = 2nK(k) ± F (k, φ),

E(k, −φ) = −E(k, φ), E (k, nπ ± φ) = 2nE(k) ± E(k, φ).

sin 2φ1
F.1.2 Landen’s Transformation (Gauss’s Transformation). Set tan φ = ,
k + cos 2φ1
or k sin φ = sin(2φ1 − φ). Then
Z φ Z φ1
dθ 2 dθ1
F (k, φ) = p = q ,
0 2 2
1 − k sin θ 1 + k 0 1 − k12 sin2 θ1

√
2 k
where k1 = . By successive applications, the sequences k1 , k2 , . . . and φ1 , φ2 , . . . are
1+k
obtained such that k < k1 < k2 < · · · < 1 where lim kn = 1. Then
n→∞

r Z r π
k1 k2 . . . Φ
dθ k1 k2 . . . Φ
F (k, φ) = p = ln tan + ,
k 0 1 − sin2 θ k 4 2

where √ √
2 k 2 k1
k1 = , k2 = , · · · , and Φ = lim φn .
1+k 1 + k1 n→∞

F.2 Jacobi’s Elliptic Functions

Jacob’s elliptic functions are defined as

sin φ = sin am(u, k) = sn(u, k),

cos φ = cos am(u, k) = cn(u, k),
q q
1 − k 2 sin2 φ = 1 − k 2 sin2 am(u, k) = dn(u, k).

The functions sn, cn, dn are read as sine amplitude, cosine amplitude, and delta amplitude,
respectively. Note that

sn(u, 0) = sin u; cn(u, 0) = cos u; dn(u, 0) = 1;

sn(u, 1) = tanh u; cn(u, 1) = sech u; dn(u, 1) = sech u;
K  1 K  k′ K  √
sn ,k = √ , cn , k = √ , dn , k = k′ ;
2 1 + k′ 2 1 + k′ 2
sn(K, k) = 1, cn(K, k) = 0; dn(K, k) = k ′ .

d sn u
Let x = sn u, sn′ u = = cn u dn u; then sn u satisfies the first-order differential
du
equation
 dx 2


= 1 − x2 1 − k 2 x2 .
du
824 F ELLIPTIC FUNCTIONS

d cn u
Let y = cn u, cn′ u = = − sn u dn u; then cn u satisfies the first-order differential
du
equation
 dy 2


= 1 − y2 1 − k2 + k2 y2 .
du
d dn u
Let z = dn u, dn′ u = = −k 2 sn u dn u; then cn u satisfies the first-order differential
du
equation
 dz 2



= 1 − z 2 z 2 − 1 − k2 .
du
The elliptic functions sn u, cn u, dn u also satisfy the algebraic differential equations of
second order, as follows:
(i) If x = sn u, then
d2 x

x′′ = 2 = − 1 − k 2 x + 2k 2 x3 .
du
(i) If y = cn u, then
d2 y

y ′′ = = − 1 − 2k 2 y − 2k 2 y 3 .
du2
(iii) (i) If z = dn u, then

d2 z

z ′′ = 2
= 2 − k 2 z − 2z 3 .
du

The relation among sn u, cn u, and dn u is as follows:

x = sin(am u) = sn u,
p
1 − x2 = cos(am u) = cn u,
p p
1 − k 2 x2 = 1 − k 2 sn2 u = dn u.

The factor (i − k 2 ) is known as the complementary elliptic modulus.

The following identities hold:

sn(−u) = − sn u, cn(−u) = cn u, dn(−u) = dn u;

2
2 2
sn u + cn u = 1; 2
dn u + k sn u = 1; 2
dn2 u − k 2 cn2 u = k ′2 ;
1 − cn 2u dn 2u + cn 2u 1 − k 2 + dn 2u + k 2 cn u
sn2 u = ; cn2 u = ; dn2 = ;
1 + dn 2u 1 + dn 2u 1 + dn 2u
r r
1 − cn 2u sn u dn u 1 − dn 2u k sn u cn u
= ; = .
1 + cn 2u cn u 1 + dn 2u dn u

Additional formulas are:

sn u cn v dn v + cn u sn v dn v
sn(u + v) = ,
1 − k 2 sn2 u sn2 v
cn u cn v − sn u sn v dn u dn v
cn(u + v) = ,
1 − k 2 sn2 u sn2 v
dn u dn v − k 2 sn u sn v cn u cn v
dn(u + v) = .
1 − k 2 sn2 u sn2 v
 F.2 JACOBI’S ELLIPTIC FUNCTIONS 825

Catalan’s constant is
Z 1 Z 1 Z π/2
1 1 dθ dk 1 1 1
K dk = p = 2 − 2 + 2 + · · · ≈ 0.915965594.
2 0 2 k=0 θ=0
2
1 − k 2 sin θ 1 3 5

F.2.1 Periods. Let

Z π/2 Z π/2
dθ dθ
K= p , and K ′ = p ,
2
0 1 − k 2 sin θ 0 1 − k ′2 sin2 θ
√
where k ′ = 1 − k 2 . The periods of Jacobi’s elliptic functions are

sn u has periods 4K and 2iK ′ ;

cn u has periods 4K and 2K + 2iK ′ ;
dn u has periods 2K and 4iK ′ .

F.2.2 Special Values:

sn 0 = 0, cn 0 = 1, dn 0 = 1, am 0 = 0.
F.2.3 Legendre’s Relations:

EK ′ + E ′ K − KK ′ = π/2,

where
Z π/2 p Z π/2
dθ
E= 1 − k 2 sin2 θ dθ, K= p ,
0 0 1 − k 2 sin2 θ
Z π/2 p Z π/2
dθ
E′ = 1 − k ′2 sin2 θ dθ, K′ = p .
0 0 1 − k ′2 sin2 θ

F.2.4 Jacobi Integrals of the Third Kind Π(z, α, k) is the definite integral
Z 1
√
1 − k 2 t2
Π(z, α, k) = k 2 sn(α, k) cn(α, k) dn(α, k) √ dt.
0 1 − t2

F.2.5 Jacobi Zeta Function Z(u, k) = Z(u) is related to the incomplete elliptic integrals
of the first and second kind by

E(k)
Z(u, k) = E(u, k) − F (u, k) .
K(k)
826 F ELLIPTIC FUNCTIONS

F.3 Weierstrass Elliptic Function

The Weierstrass elliptic function ℘(z) is defined by

1 Xh 1 1 i
℘(z) = ℘ z ω1 , ω2 = 2 + 2 − 2 ,
z m,n (z − 2mω1 − 2nω2 ) (2mω1 + 2nω2 )

where the summation is taken over all integers m and n, except m = n = 0. This function
is a complex, double period function of a complex variable z with periods ω1 and ω2 , i.e.,

℘(−z) = ℘(z),
℘ (z + 2mω1 + 2nω2 ) = ℘(z),

where m, n = 0, ±1, ±2 . . . , and ℑ{ω2 /ω1 } =

6 0. The above series representation for ℘(z)
converges everywhere except for second-order poles located at zmn = 2mω1 + 2nω2 . Note
that
1 h ℘′ (z1 ) − ℘′ (z2 ) i2
℘ (z1 + z2 ) == −℘(z1 ) − ℘(z2 ) + .
4 ℘(z1 ) − ℘(z2 )
The Weierstrass elliptic function ℘(z) is also defined by

X ∞
1
℘(z) = 2 − gk z 2k−2 ,
z
k=2

g2 g2
where g2 = , g3 = , and
20 28
k−2
X
3
gk = gm gm−k , k ≥ 4.
(2k + 1)(k − 3) m=2

The parameters g2 and g3 are known as the invariants.

The inverse function of w = ℘(z) = ℘ (z; g2 , g3 ) is defined as
Z w Z w
ds ds
z= p = p .
−∞ 4 (s − e1 ) (s − e2 ) (s − e3 ) −∞ 4s3 − g2 s − g3

The periods of ℘(z) are written as 2ω1 , 2ω2 , and ω3 = −ω1 − ω2 ; thus, ℘(ω1 ) = e1 , ℘(ω2 ) =
e2 , and ℘(ω3 ) = e3 .
Other notations are:
∞
P 2
(i) θ0 (z|τ ) = (−1)n q n cos 2nπz, where q = eiπτ . Similar notation are for θ1 (z|τ ), θ2 (z|τ ),
n=−∞
and θ3 (z|τ ); and
(ii) Θ0 (τ ) = θ0 (0|τ ), Θ2 (τ ) = θ2 (0|τ ), and Θ3 (τ ) = θ3 (0|τ ).
 F.4 JACOBI’S THETA FUNCTIONS 827

F.4 Jacobi’s Theta Functions

Let q = einτ , |q| < 1, where q is the nome and τ is the half-period. Then the Jacobi theta
function is expressed as ϑn (z, q) in terms of the nome, or ϑn (z|τ ) in terms of the half-period,
n = 1, . . . , 4. The function ϑn (z, q) is defined successively by
∞
X 2
ϑ1 (z, q) = (−1)n−1/2 q (n+1/2) e(2n+1)iz ,
n=−∞
X∞
2
ϑ2 (z, q) = q (n+1/2) e(2n+1)iz ,
n=−∞
X∞
2
ϑ3 (z, q) = q n e2niz ,
n=−∞
X∞
2
ϑ4 (z, q) = (−1)n q n e2niz .
n=−∞

Also (Whittaker and Watson [1990:463-464]),

∞
X 2
ϑ1 (z, q) = 2 (−1)n−1/2 q (n+1/2) sin [(2n + 1)iz]
n=0
∞
X
= 2q 1/4 (−1)n q n(n+1) sin [(2n + 1)z] ,
n=0
∞
X 2
ϑ2 (z, q) = q (n+1/2) e(2n+1)iz
n=0
∞
X
= 2q 1/4 (−1)n q n(n+1) cos [(2n + 1)z] ,
n=0
X∞
2
ϑ3 (z, q) = 1 + 2 q n cos(2nz),
n=0
X∞
2
ϑ4 (z, q) = 1 + 2 (−1)n q n cos(2nz).
n=0

Also,
ϑ1 (z, q) = 2q 1/4 sin z − 2q 9/4 sin(3z) + 2q 25/4 sin(5z) + · · · ,
ϑ2 (z, q) = 2q 1/4 cos z + 2q 9/4 cos(3z) + 2q 25/4 cos(5z) + · · · ,
ϑ3 (z, q) = 1 + 2q cos(2z) + 2q 4 cos(4z) + 2q 9 cos(6z) + · · · ,
ϑ4 (z, q) = 1 − 2q cos(2z) + 2q 4 cos(4z) − 2q 9 cos(6z) + · · · .
See Weisstein [2003].

F.4.1 Connection with Jacobi elliptic functions.

ϑ3 (0)ϑ1 (v) ϑ4 (0)ϑ2 (v) ϑ4 (0)ϑ3 (v)

sn(w) = , cn(w) = , dn(w) = , w = 2Kv.
ϑ2 (0)ϑ4 (v) ϑ2 (0)ϑ4 (v) ϑ3 (0)ϑ4 (v)
828 F ELLIPTIC FUNCTIONS

The parameters are related by

ϑ22 (0) ϑ24 (0) π 2

k= , k′ = , K= ϑ (0), K ′ = −iτ K.
ϑ23 (0) ϑ23 (0) 2 3

F.5 Modular Function

A function f is said to be modular (or elliptic modular) if it satisfies the following conditions:
(i) f is meromorphic in the upper half-plane; (ii) f (Aτ ) = f (τ ) for every matrix A in the
modular group Gamma1 ; and (iii) the Laurent series of f has the form
m
X
f (τ ) = a(n) e2πinτ .
n=−m

The elliptic lambda function

ϑ42 (0, q)
λ(τ ) = λ(q) = h2 )q) − ,
ϑ43 (0, q)

where z, q and r are the same as in §F.3, is a λ-modular function defined on the upper
half-plane, and ϑi (z, q) are the Jacobi’s theta functions. It satisfies the functional equations
 τ 
λ(τ + z) = λ(τ ), λ = λ(τ ).
2τ + 1

F.6 Weierstrass Zeta Function

The Weierstrass zeta function ζ(z) is defined by

dζ(z)
= −℘(z),
dz
such that lim |℘(z) = z −1 | = 0. Then
z→0
Z z X Z z h i
 
ζ(z) − z −1 = − ℘(z) − z −2 dz = − ′
(z − Ωmn )−2 − Ω−2
mn dz,
0 0
P′
where means that the term m = n = 0 is omitted from the sum. Thus ζ(z) is an odd
function. Integrating ℘ (z + 2ω1 ) = ℘(z) gives

ζ(z + 2ω1 ) = ζ(z) = 2η1 .

Let z = ω1 , which yields ζ(−ω1 ) + 2η1 = −ζ(ω1 ) + 2η1 , or η1 = ζ(ω1 ). Similarly, η2 =

ζ(−ω2 ). From Whittaker and Watson [1990:444], we have
1
η1 ω2 − η2 ω1 = iπ.
2
aτ + b
1 It is defined as follows: Of all Möbius transformations of the form τ ′ =
, ad−bc = 1, the λ-group
cτ + d
is a subgroup
  with a and d odd, and b and c even. This group can also be represented by the 2 × 2 matrix
a b
A= , det A = 1.
c d
 F.7 WEIERSTRASS SIGMA FUNCTION 829

If x + y + z = 0, then (Whittaker and Watson [1990:446])

2
[ζ(x) + ζ(y) + ζ(z)] + ζ ′ (zx) + ζ ′ (y) + ζ ′ (z) = 0.

Also,
1 ℘(x) ℘2 (x)
1 ℘(y) ℘2 (y)
1 ℘(z) ℘2 (z)
2 = ζ(x + y + z) − ζ(x) − ζ(y) − ζ(z).
1 ℘(x) ℘′ (x)
1 ℘(y) ℘′ (y)
1 ℘(z) ℘′ (z)
The series expansion of ζ(z) is
∞
X gk z 2k−1
ζ(z) = z −1 − ,
2k − 1
k=2

where g2 , g3 , and gk are defined as above. See Abramowitz and Stegun [1972:635; 627-671].

F.7 Weierstrass Sigma Function

The Weierstrass sigma function σ(z) is related to the Weierstrass zeta function ζ(z) by

d
log σ(z) = ζ(z),
dz
σ(z)
such that lim = 1. Then
z→∞ z

′
∞
Y h z   z z 2 i
σ(z) = z 1− exp + ,
m,n=−∞
Ωmn Ωmn 2Ω2mn

where ′ means that the term with m = n = 0 is omitted from the product. Also,

σ(z + 2ω1 ) = e−2η1 (z+ω1 ) σ(z),

σ(z + 2ω2 ) = −e−2η2 (z+ω2 ) σ(z),

and
e−ηj (z) σ(z+ωj )
σj (z) = , j = 1, 2, . . . .
σ(ωj )
The function σ(z) can be expressed in terms of the Jacobi theta function using

2ω1  −ν 2 ϑ′′   ω 
1 2
σ(z ω1 , ω2 ) = exp ϑ1 ν ,
πϑ1 6ϑ′1 ω1

πz π 2 ϑ′′′
1 π 2 ω2 ϑ′′′
1 iπ
where ν = , η1 = − ′ , and η2 = − − . Also,
2ω1 12ω1 ϑ1 12ω12 ϑ′1 2ω1
∞
X 1
m
n z 4m+6n+1
σ(z) = amn g2 2g3 ,
m,n=0
2 (4m + 6n + 1)!
830 F ELLIPTIC FUNCTIONS

where a00 = 1 and amn = 0 for either subscript negative; the other values are given by the
recurrence relation
16 1
amn = 3(m + 1)am+1,n+1 + (n + 1)am−2n+1 − (2m + 3n − 1)(4m + 6n + 1)am−1,n .
3 3

See Abramowitz and Stegun [1972:635-636], and Whittaker and Watson [1990:446].

References used: Abramowitz and Stegun [1972], Whittaker and Watson [1990].
G
Gauss-Jacobi Rule

G.1 Gauss-Jacobi Rule

(α,β)
The Jacobi polynomials Pn (x) are orthogonal polynomials with the weight function
w(x) = (1 − x)α (1 + x)β , α > −1, β > −1. The Gauss-Jacobi rule (also known as the
Mehler quadrature formula) is defined by

Z 1 n
X
(1 − x)α (1 + x)β f (x) dx = wi f (xi ) + E, (G.1)
−1 i=1

where

2n + α + β + 2 Γ(n + α + 1)Γ(n + β + 1) 2α+β

wi = − ′ (α,β) (α,β)
, (G.2)
n + α + β + 1 (n + 1)! Γ(n + α + β + 1) Pn (x) P (x) n+1

and the error term En in the n-point rule is

Γ(n + α + 1)Γ(n + β + 1)Γ(n + α + β + 1)

En =
(2n + α + β + 1) [Γ(2n + α + β + 1)]2
n! 22n+α+β+1 (2n)
× f (ξ), ξ ∈ (−1, 1). (G.3)
(2n)!

The Gauss-Legendre rule is a special case of formula (G.2) with α = β = 0. The Gauss-
Chebyshev rule is another special case with α = β = −1/2.
For integrands with the Jacobi weight function w(x) = (1 − x)α (1 + x)β , Piessens and
Branders [1973] use the formulas

Z 1 N
X
(1 − x)α (1 + x)β g(x) dx ≈ 1
bk Gk (α, β) + EN , (G.4)
−1 k=0
Z 1 1 + x N
X
(1 − x)α (1 + x)β ln g(x) dx ≈ 2
bk Ik (α, β) + EN , (G.5)
−1 2
k=0
832 G1 GAUSS-JACOBI RULE

where g(x) is assumed to have a rapidly convergent Chebyshev series expansion

∞
X ′
g(x) = ak Tk (x),
k=0

and
N
2 X ′′ mπ
bk = g (xm ) Tk (xm ) , xm = cos
,
N m=0 N
 
Γ(α + 1)Γ(β + 1) n, −n, α + 1
Gn (α, β) = 2α+β+1 F
3 2 1 ; 1 ,
Γ(α + β + 2) 2, α + β + 2


Ek1 ≈ ak+1 Gk+1 (α, β) − Gk−1 (α, β) ,


Ek2 ≈ ak+1 Ik+1 (α, β) − Ik−1 (α, β) ,

and In (α, β) are obtained from the recurrence relation

(α + β + n + 2) In+1 (α, β) + 2(α − β) In (α, β) + (α + β − n + 2) In−1 (α, β)

= 2Gn (α, β) − Gn−1 (α, β) − Gn+1 (α, β).
Z 1
Example G.1. Compute (1 − x)1/2 (1 + x)1/2 gi (x) dx, i = 1, 2, where g1 (x) = e−2x ,
−1
and g2 (x) = (x + 1.01)−3/2 . The results are given in Table 3.2.1, due to Piessens and
Branders [1973].
Table G.1 Exact Values and Absolute Errors.

Exact N Gauss-Jacobi Formula (G.4)-(G.5)

g1 (x) 2.1643953820 5 7.9(−7) 1.8(−6)
6 6.0(−9) 7.2(−8)
g2 (x) 4.2785147337 10 2.7(−1) 2.5(−1)
20 2.3(−2) 2.6(−1)
50 8.1(−6) 9.3(−6)
100 < 5.0(−11) < 5.0(−11)
π
The value of these two integrals areI1 (2) ≈ 2.4985665285 and 5.7963478953, respectively
2
(by Mathematica), which casts doubt about the accuracy of the above method.

G.2 Piessens’ Method

Following Piessens [1972], we assume that f¯(s) can be represented as
∞
X (α,β)

f¯(s) = s−a ck Pk 1 − bs−1 , (G.6)
k=0

(α,β)
where Pk (·) denotes the Jacobi polynomials of degree k, and a, α, β and b are free
parameters; their choice will be discussed later. The coefficients ck are given by
Z 1
1 (α,β)
ck = (1 − u)α (1 + u)β Pk (u) ψ(u) du,
hk −1
 G.2 PIESSENS’ METHOD 833

where
Z 1  (α,β) 2
hk = (1 − u)α (1 + u)β Pk (u) du,
−1
 a 
b b 
ψ(u) = f¯ .
1−u 1−u

Inverting the series (G.6) term-by-term, we find that

ta−1 X (α + 1)k  bt 
∞
f (t) = ck φk ,
Γ(a) k! 2
k=0

where (α + 1)k is the Pochhammer’s symbol with (α + 1)0 = 1, and φk (x) is a polynomial
of degree k defined by
 
−k, k + α + β + 1
φk (x) = 2 F2 ;x .
α + 1, a

To evaluate numerical values of ck , we note that if the series (G.6) is truncated after M + 1
terms, we obtain

ta−1 X (2k + α + β + 1) Γ(k + α + β + 1)  bt  X

M N
(α,β)
f (t) ≈ φk Vj Pk (uj ) , (G.7)
Γ(a) 2α+β+1 Γ(α + 1)Γ(k + β + 1) 2 j=1
k=0

where N is the order of the Gauss-Jacobi quadrature formula, uj are the nodes and Vj =
wj ψ (uj ) the weights, wj being the weights of the Gauss-Jacobi quadrature. In the special
case when α = β = −1/2, formula (G.7) becomes

ta−1 X ′
M  bt 
f (t) ≈ ck φk , (G.8)
Γ(a) 2
k=0

where  
−k, k
φk (x) = 2 F2 1 ;x ,
2, a
and the coefficients ck are obtained by using Clenshaw’s method for the computation of
Chebyshev coefficients as

 
2 X ′′  mπ 
N
mkπ
ck ≈ ψ cos cos (G.9)
N m=0 N N

or
N    
2 X ′′ (2m + 1)π (2m + 1)kπ
ck ≈ ψ cos cos , k ≤ N. (G.10)
N + 1 m=0 2(N + 1) 2(N + 1)

In formula (G.9) we need the value of lim sf¯(s). If this limit is not known, we use formula
s→∞
(G.10).
834 G1 GAUSS-JACOBI RULE

The polynomials φk (x) in formula (G.8) become very large as k increases, and they have
alternating signs. For example, some of these polynomials are

φ0 (x) = 1,
2
φ1 (x) = 1 − x,
a
8 8
φ2 (x) = 1 − x + x2 ,
a a(a + 1)
18 48 32
φ3 (x) = 1 − x+ x2 − x3 ,
a a(a + 1) a(a + 1)(a + 2)
32 160 256
φ4 (x) = 1 − x+ x2 − x3
a a(a + 1) a(a + 1)(a + 2)
128
+ x4 .
a(a + 1)(a + 2)(a + 3)

In general, using Fasenmyer’s technique (see Rainville [1960]), φk (x) for formula (G.7) can
be determined from the recurrence formula

φk (x) = (A + B x) φk−1 (x) + (C + D x) φk−2 (x) + E φk−3 (x), k ≥ 3,

where

(2n + α + β)(2n + α + β − 1)(a + n − 1)(a + n − 2)(n − 1)

A=
(α + n)(a + n − 1)(2n + α + β − 3)(n + α + β)
n(2n + α + β − 1)
− ,
n+α+β
(2n + α + β)(2n + α + β − 1)
B= ,
(α + n)(a + n − 1)(n + α + β)
C = −1 − A − E,
n−1
D=B ,
n+α+β−1
(n − 2)(n + β − 2)(a + 1 − n − α − β)
E=D ,
(2n + α + β − 3)(2n + α + β − 4)
φ0 (x) = 1,
α+β+2
φ1 (x) = 1 − x,
a(α + 1)
2(α + β + 3) (α + β + 3)(α + β + 4) 2
φ2 (x) = 1 − x+ x .
a(α + 1) a(a + 1)(α + 1)(α + 2)

The parameter a must be such that f¯(s) → s−a as s → ∞. However, there may be
functions f¯(s) for which such a does not exist.
Generally it is convenient to take α = β = −0.5. This choice simplifies the calculations
considerably. However, these values of α and β are not suitable when the Laplace transform
is known in a small interval on the real line. In that case formula (G.9) must be used and
π b
the value of N must be so low that it satisfies the condition cos ≤ 1 − , where
2(N + 1) A
[0, A] is the interval in which f¯(s) is known. This restricts the number of coefficients ck
that can be calculated. The problem can be avoided by taking α large and β ≈ 1.
 G.3. GAUSS-JACOBI QUADRATURE 835

The value of b is related to the interval of convergence on the real line for the series in
(G.6). The minimum value of ℜ{s} for which the series in (G.6) is convergent is b/2.
Piessens computes the polynomials φk (x) and gives a generating formula for these polyno-
mials. Hypergeometric functions are available in Mathematica; for details see piessens.nb.
Finally, the error is given by

ta−1  bt 
E(t) ≈ cM+1 φM+1 . (G.11)
Γ(a) 2

Formulas (G.7) and (G.8) are compared with those by Salzer [1958] and Luke [1969],
where Salzer approximates the Laplace transform f¯(s) by an interpolating function f¯(s) ≈
s−a QN (1/s), where Qn (x) is a polynomial of degree N ; this formula uses equally spaced
interpolation points sk = k. The approximating function is then inverted exactly. If N is
large, this inversion loses accuracy. Luke’s method is a generalization of methods of Erdélyi
[1943], Lanczos [1956], Miller and Guy [1966], and is also related to the method of Bellman,
Kalaba and Lockett [1966] (see §4.3.1). In this method the original function f (t) is obtained
as a series of shifted Jacobi polynomials

N
X

α (α,β)

f (t) ≈ 1 − 2−λt e−bt ak Pk 2e−λt − 1 ,
k=0

where α, β, λ and b are free parameters, and

k  
λ (2k + α + β + 1) X m k Γ(2k − m + α + β + 1)
ak = (−1)
Γ(k + α + 1) m=0
m Γ(k − m + β + 1)
× F (λ (k − m + β + 1) − b) .

1
Example G.2. Piessens [1971] considers two examples: (i) f¯(s) = √ , for which
1
s +1
√
e−(1/s) cos(2 t )
f (t) = J0 (t), and (ii) f¯(s) = √ , for which f (t) = √ , and compares the results
s πt
for these two examples with those of Salzer, Luke, and the exact solution.

G.3. Gauss-Jacobi Quadrature

Erdogan and Gupta [1972], Erdogan, Gupta and Cook [1973], and Krenk [1975] show that
by a proper choice of collocation points, both CSK1 and CSK2 can be solved using the
Gauss-Jacobi quadrature rule. Consider a CSK2 in its general form
Z XN Z 1
bi 1 ds
ai φi (x) + − −1 φi (s) +λ kij (x, s)φ(s) ds = fi (x), |x| < 1, (G.12)
π s−x i=1 −1

for j = 1, . . . , N , where ai and bi are real constants, the kernels kij (x, s) ∈ H ([−1, 1]),
and the free terms fi (x) are known functions. The unknown functions φi (x) or their first
derivatives have integrable singularities at the endpoints x = ±1. A general closed-form
solution of Eq (G.12) is not known. However, for a numerical solution based on the Gauss-
Jacobi quadrature rule, Erdogan, Gupta and Cook [1973] have found a group of fundamental
functions defined by
wi (x) = (1 − x)αj (1 + x)βj , (G.13)
836 G1 GAUSS-JACOBI RULE

where

1 aj − ibj
αj = log + Nj ,
2iπ aj + ibj
1 aj − ibj
βj = − log + Mj ,
2iπ aj + ibj

Nj and Mj being integers for j = 1, . . . , N , and for each of the N equations in (G.12) the
index κj of the integral operators Kij is defined by

κj = − (αj + βj ) = − (Nj + Mj ) , j = 1, . . . , N.

Since we have assumed that φi or their first derivatives have integrable singularities at the
endpoints, the index must be −1, 0, 1 (see Mushkhelishvili [1992]). The numerical solution
of Eq (G.12) is given by
φi (x) = gi (x) wi (x),
where
∞
X (α,β)
gi (x) = cij Pj (x). (G.14)
i=1

Here Pn(α,β) (x) are Jacobi polynomials of degree n with indices α and β, and cij are constants
to be determined. The general scheme is to truncate the series (G.14) for i = 1, . . . , n, and
determine methods to compute the unknown coefficients cij . We discuss this problem below
for a simple case of Eq (G.12), but the method can be easily extended to Eq (G.12).

G.4 Solution by Jacobi Polynomials

For the sake of simplicity we consider a special case of Eq (G.12) of the form
Z Z 1
b 1 ds
a φ(x) + − −1 φ(s) +λ k(x, s)φ(s) ds = f (x), |x| < 1, (G.15)
π s−x −1

for which, by using the orthogonality properties of the Jacobi polynomials, Erdogan, Gupta
and Cook [1973] derive an infinite system of linear algebraic equations

∞
X
φ(x) = cn w(x) Pn(α,β) (x), (G.16)
n=0

where w(x) = (1 − x)α (1 + x)β and cn , n = 0, 1, . . . , are constants to be determined. Before

substituting (G.16) into Eq (G.15), note that for the index κ = (−1, 0, 1) we have (see
Tricomi [1957], Szegö [1939])
Z
1 1 (α,β) ds
− −1 w(s) Pn (s) = cot(πα) w(x) Pn(α,β) (x)
π s−x
2α+β Γ(α)Γ(n + β + 1)  1 − x
− F n + 1, −n − α − β; 1 − α; ,
πΓ(n + a + β + 1) 2 (G.17)
− 1 < x < 1, ℜ{α} > −1, ℜ{α} 6= 0, 1, . . . , ℜ{β} > −1,
h 1  a − ib  i a
cot(πα) = cot π log + N = − , α + β = −κ,
2iπ a + ib b
 G.4 SOLUTION BY JACOBI POLYNOMIALS 837

and

Γ(n − κ − α + 1)  1 − x
(−α,−β)
Pn−κ (x) = F n + 1, −n + κ; 1 − α; . (G.18)
Γ(1 − α) Γ(n − κ + 1) 2

Hence, combining (G.17) and (G.18), we get

Z
b ds
a w(x) Pn(α,β) (x) + − 1 (α,β)
−1 w(s) Pn (s)
π s−x
(G.19)
−κ Γ(α)Γ(1 − α) (−α,−β)
= −2 b Pn−κ (x), |x| < 1.
π

Then, substituting (G.16) into Eq (G.15) and using (G.19), we obtain an infinite system of
algebraic equations

∞
X h 2−κ b i
(−α,−β)
cn − Pn−κ (x) + hn (x) = f (x), (G.20)
n=0
sin(πα)

where Z 1
hn (x) = λ w(s) Pn(α,β) (s) k(x, s) ds, |x| < 1.
−1

Now, we use the orthogonality relations

Z 1 
0 if n 6= m,
Pn(α,β) (s) Pm
(α,β)
(s) w(s) ds = (α,β)
−1 θm if n = m,

for m = 0, 1, 2, . . . , where

(α,β) 2α+β+1 Γ(m + α + 1)Γ(m + β + 1)

θm = , m = 0, 1, 2, . . . ,
2m + α + β + 1 m! Γ(m + α + β + 1)

and Z 1
(α,β) 2α+β+1 Γ(α + 1)Γ(β + 1)
θ0 = w(s) ds = .
−1 Γ(α + β + 2)
Then we truncate the series (G.20) to obtain

XN
2−κ b
− θm (−α, −β) cm+κ + dnm cn = Fm , m = 0, 1, . . . , N, (G.21)
sin(πα) m=0

where Z 1
(−α,−β)
dnm = Pm (x) w(−α, −β, x) hn (x) dx,
−1
Z 1
(−α,−β) (G.22)
Fm = Pm (x) w(−α, −β, x) f (x) dx,
−1
w(−α, −β, x) = (1 − x)−α (1 + x)−β = w−1 (x).

There are three cases to consider.

838 G1 GAUSS-JACOBI RULE

Case 1. κ = −1: Note that the first term of the series (G.20) is equal to a constant
(−α,−β)
multiplied by c0 P1 (x). Hence, in solving Eq (G.15) we can take c−1 = 0. Also, since
(−α,−β)
P0 (x) = 1, it can be seen from Eqs (G.21) and (G.22) that the first equation obtained
from (G.21) for m = 0 is equivalent to the consistency condition
Z 1 h Z 1 i ds
f (x) − k(x, s)φ(s) ds = 0.
−1 −1 w(s)

Thus, Eqs (G.21) give (N +1) linear equations to compute the unknown constants c0 , . . . , cN .
Case 2. κ = 0: This case does not need any additional conditions, and Eqs (G.21) give
the unique solution for c0 , . . . , cN .
Case 3. κ = 1: In this case there are (N + 2) unknown constants c0 , . . . , cN +1 but only
(N + 1) equations given by (G.21). Thus, we need one more equation, which is provided
Z 1
by the equilibrium or compatibility condition φ(s) ds = A, which, after its substitution
−1
into (G.16) and using the orthogonality condition, reduces to

c0 θ0 (α, β) = A.

Then Eqs (G.21) together with this condition are solved to compute the (N + 2) constants
c0 , . . . , cN +1 .

References used: Abramowitz and Stegun [1972].

H
Orthogonal Polynomials

Functions analytic in a region D can always be represented by Taylor series only if D is

a circular disk. If the boundary Γ of D is not a circle, such a series representation is not
possible. Therefore, we must find a sequence of functions which depend only on the region
D so that any analytic function in D can be expanded in the form of a series involving
functions from this sequence. It turns out that all such functions are certain polynomials
of a special form which are either orthogonal on the boundary Γ or in the region D. They
not only provide a series expansion for analytic functions on D but also play a significant
role in conformal mapping.

H.1 Polynomials Orthogonal on the Boundary

We will analyze the structure of polynomials that are orthogonal on a contour. Let Γ
be an arbitrary rectifiable curve (not necessarily closed) of length l. By using the Gram-
Schmidt orthogonalization process (see Gaier  [1964:132] for an algorithm for this process)
we construct a sequence of polynomials P0 (z), P1 (z), . . . , Pn (z), . . . with the following
properties:
(i) Pn (z) is a polynomial of degree n in z;
(ii) the coefficient of z n in Pn (z) is positive; and
(iii) the polynomials Pn (z) are orthonormal (orthogonal and normalized) along the curve
Γ, i.e.,
Z
1
Pn (z) Pm (z) ds = δnm , (H.1)
l Γ

where δnm is the Kronecker delta. We will introduce the constants

Z
1
hpq = z p z̄ q ds. (H.2)
l Γ

Note that ds = |dz| and hpq = h̄qp . Consider the positive-definite Hermitian quadratic
forms
Xn Z
1 2
Hn (t) = hpq tp t̄q = t0 + t1 z + · · · , +tn z n ds, (H.3)
p,q=0
l Γ
840 H ORTHOGONAL POLYNOMIALS

with determinants Dn defined by

h00 h10 ··· hn0

h h11 ··· hn1
D0 = 1, Dn = 01 . (H.4)
··· ··· ··· ···
h0n h1n ··· hnn

Then the Szegö polynomials σn (z) are represented by

h00 h10 ··· hn0

h01 h11 ··· hn1
1
σn (z) = p ··· ··· ··· ··· . (H.5)
Dn−1 Dn h h1 n−1 ··· hn n−1
0 n−1
1 z ··· zn

It can be verified that these polynomials possess the above three properties. As regards the
question of expansion of an arbitrary analytic function in a series involving Szegö polyno-
mials, the following result due to Smirnov [1928] holds:
Theorem H.1. Suppose that a function f (z) is analytic inside a region D bounded by
a Jordan curve Γ, has almost everywhere boundary values on Γ, and can be represented in
terms of these boundary values by Cauchy integrals. Then f (z) can be expanded in a series
involving Szegö polynomials:
∞
X
f (z) = An σn (z), (H.6)
n=0

which is uniformly convergent everywhere within Γ, and the coefficients An are determined
by Z
1
An = f (z) σn (z) ds. (H.7)
l Γ
For a proof of this theorem see Smirnov [1928].
As an application of Szegö polynomials to conformal mapping, let w = F (z) map the
region D in the z-plane onto the disk |w| < R such that a point a ∈ D goes into the origin
w = 0, F (a) = 0, and F ′ (a) = 1. In view of Theorem 4.3.1, p out of all functions F (z)
analytic on D and normalized at a by F (a) = 1, the function f ′ (z) minimizes the integral
(4.3.1), i.e.,
Z
1
I= |F (z)|2 ds in the class L1 . (H.8)
l Γ
Using the series expansion (H.6) for the function F (z) in terms of Szegö polynomials σn (z),
and using F (a) = 1, we find that

∞
X
Aj σj (a) = 1. (H.9)
j=0

Then, from (H.8)

Z ∞
X
1
F (z) F (z) ds = Aj Āj . (H.10)
l Γ j=0
 H.1 POLYNOMIALS ORTHOGONAL ON THE BOUNDARY 841
p
Then the system of coefficients corresponding to the function F (z) = f ′ (z) attains the
minimum value for the sum in (H.10) such that the condition (H.9) is satisfied. We will
denote these coefficients by δj , and set Aj = δj + ε ηj . Since, in view of (H.9), the condition
∞
X
δj σj (a) = 1 (H.11)
j=0

still holds, the numbers ηj must be such that

∞
X
ηj σj (a) = 0. (H.12)
j=0

Then, from (H.10)

Z ∞
X ∞
X
1
F (z) F (z) ds = δj δ̄j + ε ηj δ̄j
l Γ j=0 j=0
∞ ∞
(H.13)
X X
2
+ ε̄ η̄j δj + |ε| ηj η̄j .
j=0 j=0

∞
X
Since the expression on the right side in (H.13) must be less than δj δ̄j , which is the
j=0
minimum value of the integral (H.8), it is necessary and sufficient that the coefficients of ε
and ε̄ vanish for all ηj subject to the condition (H.12), i.e.,
∞
X ∞
X
ηj δ̄j = 0 = η̄j δj . (H.14)
j=0 j=0

∞
X
Now, from (H.12) we get η0 = − ηj σj (a), since σ0 (z) = 1, and
j=0

∞
X  
ηj δ̄j − δ̄0 σj (a) = 0, (H.15)
j=0

which is valid for arbitrary η1 , η2 , . . . only if

δ̄j = δ̄0 σj (a). (H.16)

Substituting the values of δj from (H.16) and (H.11) we get

∞
X
δ0 σj (a) σj (a) = 1. (H.17)
j=0

Set
∞
X
S(z, a) = σj (a) σj (z). (H.18)
j=0
842 H ORTHOGONAL POLYNOMIALS

Then we have
1 σ0 (a)
δ0 = δ̄0 = = ,
S(a, a) S(a, a)
σj (a)
δj = ,
S(a, a)
∞ (H.19)
p 1 X S(z, a)
f ′ (z) = σj (a) σj (z) = ,
S(a, a) j=0 S(a, a)
Z z
1
f (z) = 2 S 2 (z, a) dz,
S (a, a) a

where S(z, a) is the Szegö kernel. In order to derive an approximate formula for f (z), we
will assume that only n Szegö polynomials σj (z) are known. Then

n
X
Sn (z, a) ≈ σj (a) σj (z), (H.20)
j=0

and
Z z
1
f (z) ≈ S 2 (z, a) dz. (H.21)
S(a, a) a

The radius R of the disk |w| < R is given exactly by

Z Z z
1 ′ 2 1
R= |f (z)| ds = S(z, a) S(z, a) ds
2π Γ 2π S 2 (a, a) a
X∞ (H.22)
1 l
= σj (a) σj (a) = .
2π S 2 (a, a) j=0 2π S(a, a)

Then obviously the function g(z) that maps the region D onto the unit disk U is given by

Z z
2π
g(z) = 2
S 2 (z, a) dz. (H.23)
l S (a, a) a

Example H.1. We will determine the mapping function F (z) that maps the square
{−1 ≤ x, y ≤ 1} onto the disk |w| ≤ R. Since z = x + i on A B, z = x − i on D C, z = 1 + iy
on C B, and z = −1 + iy on D A, the numbers

Z
1n 1  
hpq = (x + i)p (x − i)q + (x − i)p (x + i)q dx
8 −1 (H.24)
  o
+ (1 + iy)p (1 − iy)q + (−1 + iy)p (−1 − iy)q dy

are computed in cs422.nb for p, q = 0, 1, . . . , 8 (see Notes, at the end). If Mathematica is

 H.1 POLYNOMIALS ORTHOGONAL ON THE BOUNDARY 843

not used, then (H.24) can be written as

Z 1 n
1
hpq = (x + i)p (x − i)q + (x − i)p (x + i)q
8 −1
 o
+ ip−q (x + i)p (x − i)q + (x − i)p (x + i)q dx
Z 1
1 + ip−q  
= (x + i)p (x − i)q + (x − i)p (x + i)q dx
8 −1 (H.25)
1+i p−q nZ 1 o
= ℜ (x + i)p (x − i)q dx
4 −1
(
0, if p − q 6= 4k,
= 1
R1 2 q
 p−q
2 −1 (x + 1) ℜ (x + i) dx, if p − q = 4k,

and then the numbers hpq can be evaluated with the same values as in (H.25). Now, from
(H.5),
√ r
3 1 15 2
σ0 (z) = 1, σ1 (z) = z, σ2 (z) = z ,
2 2 7
r r
1 35 3 3 7
σ3 (z) = z , σ4 (z) = (4 + 5z 4 ),
4 6 16 22
r r
3 11 4 1 429 2
σ5 (z) = z(8 + 7z ), σ6 (z) = z (220 + 147z 4 ),
8 379 128 3941
r
1 65
σ7 (z) = z 3 (182 + 99z 4).
8 96222

Since all σj (0) are zero except for j = 1, 4, we find from (H.18) that
∞
X 63
S(z, 0) = σn (0) σn (z) ≈ 1 + (4 + 5z 4 ),
n=0
1408

415
S(0, 0) = , and thus, from (H.19)
352
Z z
1 63 5 441
f (z) ≈ 2 S 2 (z, 0) dz = z + z + z9
S (0, 0) 0 830 110224 (H.26)
≈ z + 0.0759036 z 5 + 0.004 z 9,

which can be compared with (4.2.19). Let z = φ(w) be the inverse function of w = f (z)
such that φ(w) maps the circle |w| = R onto the given square, and φ(0) = 0, φ′ (0) = 1. By
using the Schwarz-Christoffel transformation analogous to Map 7.4, the function z = φ(w)
is represented by the elliptic integral
Z w
dζ k4 k8
z= p = w − w5 + w9 + · · · , (H.27)
0 1 + k4 ζ 4 10 24

where Z 1
dζ
k= p ≈ 0.927037. (H.28)
0 1 + ζ4
844 H ORTHOGONAL POLYNOMIALS

On inversion, (H.27) yields

k4 5 k 8 9 11k 12 13
w = f (z) = z + z + z + z + ··· , (H.29)
10 120 15600

k4 63
(see, e.g., Gaier [1964:148].) A comparison of (H.27) and (H.30) shows that = ,
r 10 830
4 63
or k = ≈ 0.933395, which, after comparing with the value of k in (H.29) shows
83
that the polynomial approximation of f (z) has an error of 0.636%. This means that the
polynomial f (z) maps the boundary of the square onto some curve that does not quite
coincide with the circle |w| = R. In order to determine the closeness of this curve to the
circle |w| = R, we evaluate |f (1)| and |f (1 + i)|, which are given by |f (1)| = 1.0799036, and
|f (1 + i)| = 1.075368896, which shows that the radius of the circle onto which the square is
mapped by the approximate polygon lies between these two values. However, from (H.22)
we find that R = 1/k ≈ 1.078705, which gives a maximum error of at most 0.5% of the
value of R.
The polynomial that maps the given square onto the unit disk U can be determined from
(H.23). The exact solution is given by the elliptic integral
Rw
(1 + t4 )−1/2 dt
z = R01
(1 + t4 )−1/2 dt
0
  (H.30)
1 5 1 9 5 11
≈ 1.08 w − w + w − w + ··· . 
10 24 208

The exact mapping function is known in terms of Jacobian elliptic functions (see Map 7.4).

H.2 Polynomials Orthogonal to a Region

Let D be, as before, a simply connected region with a Jordan boundary Γ and area
A.
 Using the Schmidt orthogonalization process, we construct a system of polynomials
Q0 (z), Q1 (z), . . . , Qn (z), . . . , with the following properties:
(i) Qn (z) is a polynomial of degree n in z;
(ii) the coefficient of z n in Qn (z) is positive; and
(iii) the polynomials Qn (z) are orthonormal (orthogonal and normalized) along the curve
Γ, i.e., ZZ
1
Qn (z) Qm (z) dx dy = δnm . (H.31)
A D

These properties are similar to those in §H.1, except that the line integral is now replaced
by the surface integral. We introduce the constants
ZZ
1
γpq = z p z̄ q dx dy, (H.32)
A D

and, analogous to (H.4), define the determinants ∆n by

γ00 γ10 ··· γn0

γ γ11 ··· γn1
∆0 = 1, ∆n = 01 . (H.33)
··· ··· ··· ···
γ0n γ1n ··· γnn
 H.2 POLYNOMIALS ORTHOGONAL TO A REGION 845

Then the polynomials

γ00 γ10 ··· γn0

γ01 γ11 ··· γn1
1
Πn (z) = p ··· ··· ··· ··· (H.34)
∆n−1 ∆n γ0n γ1n ··· γnn
1 z ··· zn

are orthogonal in the region D, and form a complete closed system. Any function f (z)
analytic on D such that the integral
ZZ
|f (z)|2 dx dy < +∞
D

can be uniquely expanded in a series involving the polynomials Πn (z), i.e.,

∞
X
f (z) = αn Πn (z), (H.35)
n=0

where the coefficients αn are determined by

ZZ
1
αn = f (z) Πn (z) dx dy. (H.36)
A D

As an application, note that, in view of §4.1, the function F (z) = f0 (z) ∈ K1 maps the
region D conformally onto the disk |w| < R such that a point a ∈ D goes into w = 0 and
f0′ (a) = 1. Out of all analytic functions F (z) ∈ K1 with F (a) = 0 and F ′ (a) = 1, the
function f0 (z) gives the minimum for the integral (4.1.2). Analogous to Theorem H.1 the
function f0 (z) can be represented in a series expansion involving the polynomials Πj (z) as
Z z
1
f0 (z) = K(z, a) dz, (H.37)
K(a, a) a

where, as in (4.1.5),
∞
X
K(z, a) = Πj (a) Πj (z). (H.38)
j=0

Then the area of the circle |w| = R is given by

ZZ
π R2 = |F ′ (z)|2 dx dy
D
X∞ (H.39)
A A
= Πj (a) Πj (z) = ,
K 2 (a, a) j=0 K(a, a)

whence s
A
R= , (H.40)
π K(a, a)
and the mapping function is determined by
s Z z
A
f0 (z) = K(a, a) dz. (H.41)
π K(a, a) a
846 H ORTHOGONAL POLYNOMIALS

Mathematica code: cs442.nb:

A[j , k ] := Integrate[ Integrate[ (x+ I*y)^ j * (x-I*y)^ k,
{x, -1,1}], {y, -1,1}];
MatA = Table[A[j,k], {j,1,8}, {k,1,8}];
MatrixForm[MatA];
B=Table[A[j,0], {j,1,8}];
c=LinearSolve[MatA,- B];
(* These are the coefficients of phi 8[z] *)
phi8[z ] := 1 + c . Table[z^ i, {i, 8}];
phi8[z];
(* The mapping function is given by f’[z]=phi8[z] *)
f[z ] := Integrate[phi8[t], {t, 0,z}];
f[z]

References used: Gaier [1964], Goluzin [1957; 1969], Kantorovich and Krylov [1958], Kythe [1998],
Nehari [1952]
I
Special Finite Elements

Some special triangular and rectangular elements lead to different stiffness matrices and
force vectors. The following three cases are valid for the Laplacian −∇2 on a right-angled
triangular element with sides a and b, a ≥ b, and the location of the local nodes 1, 2, and
3, such that the local node 1 is at the origin.
1. For a right-angled linear triangular element Ω(e) with base a and altitude b, if the local
nodes 1, 2 and 3 are at (0, 0), (a, 0) and (a, b), respectively, and the local node 2 is at
the right angle (see Fig. I.1a), then

 
b2 −b2 0
1  2
K(e) = −b a2 + b 2 −a2  , (I.1)
2ab
0 −a2 a2

and
 
1
f0 ab  
f (e) = 1 . (I.2)
6  
1

2. For a right-angled linear triangular element Ω(e) with base a and altitude b, if the local
node 1 is at the right angle and the nodes 2 and 3 are numbered counter-clockwise (see
Fig. I.1b), then
 
a2 + b 2 −b2 −a2
1 
K(e) = −b2 b2 0 , (I.3)
2ab
−a2 0 a2

and the force vector f (e) is the same as in (I.2).

3. For a right-angled linear triangular element Ω(e) with base a and altitude b, if the local
node 3 is at the right angle and the nodes 1 and 2 are numbered counter-clockwise (see
Fig. I.1c), then
848 I SPECIAL FINITE ELEMENTS

 2 
a 0 −a2
1 
K(e) = 0 b2 −b2  , (I.4)
2ab
−a2 −b2 a + b2
2

and the force vector f (e) is the same as in (I.2).

(a, b ) (0, b ) (0, b ) (a, b )

3 2
3 3

1
1 2 1 2
(0, 0) (a , 0) (0, 0) (a , 0) (0, 0)
(a) (b) (c)
Fig. I.1. Three Cases of a Right Triangle.

4. For a 4-node bilinear square element Ω(e) of side a, the stiffness matrix and the force
vector for the Laplacian −∇2 are given by
   
4 −1 −2 −1 1
1  −1 4 −1 −2  f a 1 (e) 2
K(e) =  , f (e) = . (I.5)
6 −2 −1 4 −1 4 1
 
−1 −2 −1 4 1

5. For heat transfer problems with convective conductance β, the following elements are
mostly used, with the respective stiffness matrices.
(5a) For a 3-node linear triangular element:
 
(e) (e) 2 1 0
β12 l12 
S(e) = 1 2 0
6
0 0 0
   
(e) (e) 0 0 0 (e) (e) 2 0 1
β23 l23  β l
+ 0 2 1  + 31 31  0 0 0  , (I.6)
6 6
0 1 2 1 0 2
 
(e)
β12 T∞12
l12
(e) 1
P(e) = 1
2  
0
   
(e)
β23 T∞23
l23
(e)  0  β (e) T 31 l(e)  1 
+ 1 + 31 ∞ 31 0 . (I.7)
2   2  
1 1

(5b) For a 4-node bilinear rectangular element:

   
2 1 0 0 0 0 0 0
(e) (e) (e) (e)
β12 l12 1 2 0 0  β23 l23  0 2 1 0
S(e) =  +  
6 0 0 0 0 6 0 1 2 0
0 0 0 0 0 0 0 0
 I SPECIAL FINITE ELEMENTS 849

   
0
0 0 0 2 0 0 1
(e) (e) (e) (e)
β34 l34 0 0 0  β41 l41  0 0 0 0 
0
+  +  , (I.8)
6 0
0 2 1 6 0 0 0 0
0
0 1 2 1 0 0 2
   
1 0
(e) 12 (e)   (e) 23 (e)  
β12 T∞ l12  1  β23 T∞ l23  1 
P(e) = +
2 0
  2 1
 
0 0
   
0 1
(e) 34 (e) 
  (e) 41 (e) 
β34 T∞ l34 0 β41 T∞ l41  0 
+ + . (I.9)
2 1
  2 0
 
1 1

(5c) For a 6-node quadratic triangular element:

   
4 2 −1 0 0 0 0 0 0 0 0 0
 1 16 2 0 0 0  0 0 0 0 0 0
(e) (e)   (e) (e)  
β l  −1 2 4 0 0 0  β35 l35  0 0 4 2 −1 0 
S(e) = 13 13  +  
30  0 0 0 0 0 0 30  0 0 2 16 2 0 
   
0 0 0 0 0 0 0 0 −1 2 4 0
0 0 0 0 0 0 0 0 0 0 0 0
 
4 0 0 0 −1 2
 0 0 0 0 0 0 
β51 l51  
(e) (e)
 0 0 0 0 0 0 
+  , (I.10)
30  0 0 0 0 0 0 
 
−1 0 0 0 4 2
2 0 0 0 2 16
     
 1   0  1

 
 
  
0
 4   0  

(e) 13 (e) 
 
 (e) 35 (e) 
 
 (e) (e) 
  
β T
13 ∞ 13l 1 β T l
35 ∞ 35 1 β T 51 l 0
(e)
P = + + 51 ∞ 51 . (I.11)
6 
 0 6 
 4 6 
 0

 
 
 
 
 


 0   1
   1
 
0 0 4

References used: Kythe and Wei [2004].

J
Schwarz Formula

We will consider specially the case when D is a circle with center at the origin and radius
R. In this case we carry out the mapping onto the unit disk by

z
w= , (J.1)
R

w − w0
and Green’s function G(z, z0 ) = log becomes
1 − ww̄0

R(z − z0 )
G(z, z0 ) = log . (J.2)
R2 − z z¯0

Then  
1 z¯0
d G(z, z0 ) = + 2 dz. (J.3)
z − z0 R − z z¯0
2
Since |z| = z z̄ = R2 on the boundary of the circle and dz = iz dθ, so
 z z̄ 
d G(z, z0 ) = i + − 1 dθ. (J.4)
z − z0 z̄ − z¯0

Setting z = R eiθ and z0 = ρ eiφ , we find that

R 2 − ρ2
d G(z, z0 ) = i dθ. (J.5)
R2 + ρ2 − 2Rρ cos (θ − φ)

If we substitute (J.5) in (A.10), we obtain the Poisson integral

Z 2π
1 R 2 − ρ2
u(ρ eiφ ) = u(R eiφ ) dθ. (J.6)
2π 0 R2 + ρ2 − 2Rρ cos (θ − φ)

By a similar integral representation we can determine the harmonic function v(z) which
is conjugate to u(z). In view of (2.5.2)
Z z
∂u
v(z) − v(0) = ds. (J.7)
0 ∂n
852 J SCHWARZ FORMULA

When we apply this operation on (J.6) and follow through the corresponding integrations
and differentiations, we get
Z 2π Z ρeiφ  
iφ 1 iφ ∂ R 2 + ρ2
v(ρe ) − v(0) = u(R e ) ds dθ, (J.8)
2π 0 0 ∂u R2 + ρ2 − 2Rρ cos (θ − φ)

where the inner integral is taken on an arbitrary path that lies entirely in the interior of
the circle. Note that

R 2 − ρ2 z z̄
2 2
= + −1
R + ρ − 2Rρ cos (θ − φ) z − z0 z̄ − z¯0
    (J.9)
2z z + z0
=ℜ −1 =ℜ .
z − z0 z − z0

Thus,  
z + z0 −2Rρ sin (θ − φ)
ℑ = , (J.10)
z − z0 R2 + ρ2 − 2Rρ cos (θ − φ)
and hence
Z 2π
iφ 1 2R sin(θ − φ)
v(ρe ) = v(0) − u(R eiθ ) dθ. (J.11)
2π 0 R2 + ρ2 − 2Rρ cos (θ − φ)

If we combine (J.6) and (J.11), we obtain the Schwarz formula:

Z 2π
1 Reiθ + ρeiφ
w(ρeiφ ) = i v(0) + u(R eiφ ) dθ, (J.12)
2π 0 Reiθ − ρeiφ

which allows us to determine the value of a complex potential function f (z) = u(z) + i v(z)
in a circle with prescribed boundary values u(z) and v(0).

References used: Kythe [1998].

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Index

A element 728
AC circuits 679ff integrals 745ff,
current 677 layer flow 505ff
generator 677 branch points 23, 516
parallel circuit 679
resisters 677 C
acoustics 631ff, 652ff CB-CPWtechnology 718
acoustic waveguides 656ff cable(s), coaxial 691, 698, 704
Ahlfors estimate 337ff , non-coaxial 681
airfoil theory 8 , pipe-enclosed 700ff
airfoils, 8, 126, 138, 417ff, 205, 515, 585, , twisted pair 691
587ff, 595, 792 capacitance 481, 692, 695, 712, 718, 773,
, Joukowski’s 8, 193ff, 197, 417 775ff, 777ff
, single-element 8, 419ff, 422, 425 between two conductors 675
, two-element 426ff of a torus 773ff
, multiple-element 8, 428ff capacitor 255, 678, 712
ALGOL 307 capacity 30, 434
Ampère’s law 657ff, 659 cardioid 51, 83
amplitude 731 , generalized 83ff
analytic continuation 38 carrier frequency 656
annulus 5, 29,160ff, 162ff, 451ff, 463ff, 481ff Carter’s integral equation 329ff
annular regions 451ff, 460 cascade configurations 512ff
area theorem 458ff Cassini’s ovals 50, 81ff, 238, 352, 397ff, 415,
argument principle 26 475, 496
assembly of element matrices 746ff , generalized 82
asymptotic suction profile 570 Catalan’s constant 833
audio signals 655ff Cauchy’s argument principle 26
axial displacement 768 conditions 522
formula 23
B integral 26ff, 498, 840
B-splines 413 kernel 21, 348
Banach space 20 p.- v. integrals 376, 431, 433, 797ff
Banin’s integral equation 331ff problem 654ff
bel 653 Cauchy-Riemann equations 15ff, 37, 535, 548,
bean-shaped region 448 561, 564,584, 772, 803ff
Bergman kernel 281ff, 353 theorem 491
kernel method 286ff cell simulation 718ff
Bernoulli effect 627 chain property 38
bi-axial symmetry 758 Chaplygin’s formula 584
Bieberbach conjecture 43 charge density 658
polynomial 291 charged sphere 775
bilinear differential form 734 Chebyshev approximation 10
transformations 51ff, 54ff, 65ff, 68,73ff polynomials of the first kind 338
binomial expansion 312 polynomials of the second kind 292
Bloch’s constant 142 series expansion 832
896 INDEX

circle 49, 74, 84ff, 199 ratio 481

circular arcs 134ff transformation 34, 36ff, 47, 55, 124, 156,
disk 205 550, 610ff, 648, 663, 675, 701, 712,
circulation 570ff, 587, 593ff 719, 724, 730, 773ff, 776
circumferentially periodic disturbance 731 collocation points 412ff
code ODE 298 complementary elliptic modulus 832
complete elliptic functions of the first kind complete integral of the first kind 821ff
515, 776 of the second kind 821ff
complete elliptic integral of first kind 707, concrete circular structure 782
712, 821ff conductance 481, 692
, elliptic integral of second kind 712, 821ff conductivity 687
, elliptic integral of the third kind 821ff conjugate operator 3
complex electrostatic potential 659 connectivity matrix 748ff, 750ff, 758, 763
computer programs and resources 785ff conservation of charge 691
codes 791ff constant, attenuation 693
concentric squares 228 , complex propagation 693
conductance 666 , phase 693
conducting sphere 772ff, 774ff constriction 627ff
conductivity 549 convection coefficient 765
conductor(s), 663, 685, 692, 701, 712ff, 776 convergence 357ff
, ground 663ff coordinate transformations 504ff
, parallel rectangular 714 Coulomb’s law 657
, rectangular 713 CPWdirectional couplers 715ff
conformality 32 Cramer’s rule 344
conformal equivalence 41 CRDTalgorithm 778ff
image 43, 141 cross in a square 479, 481
invariant 451 cross-ratio 56
mapping (map) 3ff, 5ff, 7ff, 9ff, 11, 31ff, crowding phenomenon 778
34, 36ff, 38, 42, 46, 49, 51ff, 72,79, current, AC 677
84, 101, 103, 113, 139ff, 141ff, 193ff, , d-c 757
195, 203, 207ff, 211ff, 236, 263ff, density 658, 666, 669, 688
275, 280, 286ff, 288, 298, 300, 303, cutoff wavelength 720, 722
305, 312, 325ff, 327, 329, 331, 337ff, cylindrical polar coordinates 533ff
342, 352, 355, 372, 375, 380, 382,
384, 393ff, 404, 406ff, 419, 422, D
426, 428ff, 430, 438, 445, 448, 451ff, d’Alembert’s solution 529
457, 460, 464, 467, 469, 471, 481ff, degenerate kernel 344ff
487, 489, 492, 497, 504, 506, 516, density of heat power flow 549
522, 531, 534, 547ff, 549, 551, 553, dielectric constant 687, 778
563ff, 565, 571ff, 573ff, 577ff, 583ff, permittivity 689
588, 593, 597, 610, 618, 631, 650ff, differential(s) 14ff
656ff, 670, 680ff, 685ff, 687, 690ff, differential form, bilinear 734
695ff, 697, 699, 704ff, 706ff, 710ff, , linear 734
712, 714ff, 716ff, 722ff, 725, 729, diamond-shaped square 242
731,733, 771ff, 775ff, 783, 786, 801,840 Dini’s formula 681
module 507 dipole densities 468
modulus 459, 493ff distribution 467ff,
of an area element 37 Dirichlet boundary conditions 522ff, 548, 597,
mapping of flow patterns 581ff 603, 605, 615, 642, 681ff,735, 786,
radius 33 791
integral 802
 INDEX 897

principle 802 , Bernoulli 626

problem 3ff, 7ff, 490ff, 493ff, 503, 522 , Blasius 586ff
problem for the annulus 462ff , Cauchy-Riemann 15ff, 37, 535
problem for the unit disk 814 , characteristic 526
displacement (s) density 687 , collocation 412
, horizontal 782 , concentration 506
, rocking 782 , CPW778
, torsional 782 , diffusion 569, 618ff, 620ff, 791
, vertical 782 , elliptic 531ff, 637, 791
dominant mode 705 , Euler’s 526
doubly connected region 5ff, 451ff , finite element 743ff
, fourth-order stationary 546ff
E , general second-order 742
eigenfunctions 524, 545, 770 , Gershgorin integral 328ff, 472
eigenvalues 524, 545, 736, 770 , heat 526ff, 597ff, 599, 791
elastic medium 725 heat conduction 604ff, 629
rod 768ff, 770ff , homogeneous heat conduction 605
ellipse(s) 49, 65, 99ff, 157ff, 195, 201ff, 238, , Helmholtz 526, 540ff, 618, 690, 706ff,
255, 292, 307, 315, 320, 352, 378, 708ff, 787, 790
400, 404, 408, 415ff, 440ff, 442, , hyperbolic 529ff, 631ff, 637
444, 474, 525 , integral, of first kind 608
elliptic integral of the first kind 218 , Laplace’s 5ff, 11, 523ff, 526, 531ff, 533ff,
sine function 218 536ff, 547ff, 554, 562, 606,609, 618,
theta function 471 681, 727, 736, 759ff, 785ff, 803
electric capacitors 672ff, 674 , Lichtenstein 328
charge(s) 658ff , Lichtenstein-Gershgorin 325, 327ff
conductors 691 , Maxwell’s 527, 648, 657, 685ff, 687ff,
constant 658 689, 700, 705
field 658, 660, 666ff, 669, 697 , Navier-Stokes 526
field intensity 689 , parabolic 527ff, 637
flux 658 , Poisson 526, 535ff, 537ff, 709, 734, 748ff,
intensity 549, 666 786ff
potential between two infinite sheets 681 , Poisson, in polar coordinate system 539ff,
transmission 702ff 567, 682, 735ff, 739, 791
electromagnetic field 657ff, 659, 706, 778 , scalar wave 706
radiation 671ff, 685 , second-order 525ff
waves 671ff , second-order hyperbolic 529ff,
wave propagation 704 , stress 727
electrostatic 549 , Sturm-Liouville 524
field 659ff, 756 , Symm’s 10
element(s), constant 782 , telegraph 638ff.
, linear 3-node triangular 740ff , Theodorsen’s integral 356
, linear 770, 782 , wave 526, 530ff, 631ff, 633, 637, 642,
, quadrilateral 743, 782 654, 691, 706, 791
, rectangular 745ff, 757ff, 767, 848 , Weierstrsss elliptic integral 232ff
, square 848 equilibrium condition 728
, triangular 744ff, 751ff, 756, 760, 762, equipotential lines 549, 564, 661
767ff, 847ff, 849 surfaces 675ff
epitrochoid 352 Euler’s formula 140
epitrochoidal region 650ff, exterior regions 320ff, 329ff, 370ff, 394ff, 398ff,
equation(s), biharmonic 526, 546ff, 726
898 INDEX

444ff past a solid disk 562

extra high frequency (EHF) 705 past a cylinder 580ff
past a tilted airfoil 586, 595
F , Poiseuille 555ff
Faraday’s law 657ff, 659 , potential 563ff
Fasenmyer’s technique 834 , stress 727ff,
fast finite difference solver (PWSPLR) 682 , Stokes inflow 556, 738
Fourier transform (FFT) 8ff, 424, 426, , supersonic 627
787 through a constriction 627ff
Poisson solver 494ff, 497ff , two-dimensional 547ff
Fatou’s lemma 17, 360 , viscous laminar 553ff
Fejér points 408 , wedge 566
field, between two infinite sheets 681ff fluid density 627
, electrostatic 756 flux-switching permanent magnet (FSPM)
intensity 686, 720 machines 780
theories 521ff force at the boundary of a membrane 645ff
finite difference schemes 622 Fornberg’s method of successive approxima-
, forward difference 622ff tion 379ff
, backward difference 622 Fortran code TOMCAT519
, Crank-Nicolson 622 program GAUSSQ 278
finite element equation 743ff Fourier analysis 510
method (FEM) 710ff coefficients 291, 313, 371, 477, 519
fixed points 53ff, 64 polynomial 371
flow(s) around a disk 562 series 292, 371, 462ff, 516, 599, 607
around a circular cylinder 565 transform 379, 424, 654
around an elliptical cylinder 761ff sine transform 609
around a sphere 557 Fréchet metric 19
, Blasius 586 distance 334
, boundary layer 557, 567ff, 590ff Fredholm integral equation of the second kind
, Boussinesq 554 325, 380, 392, 487
, complex fluid 560 free axial vibrations 768
, complex potential 563 frequency 688
, compressible 626 function(s), Airy stress 546, 726
, Couette 555 , algebraic 101ff
, creeping 556ff , analytic 14, 22, 305
, external 556ff , arcwise linear 799ff
, fluid 549, 553ff, 761ff , basis 735
, harmonic 589 , Bessel 648, 650, 700
, heat 549, 597ff, 605 , beta 215ff
, hypersonic 626 , circular 815
, ideal fluid 559ff , complex exponential function 140, 191ff
, incompressible 559, 592 , conjugate harmonic 464
inside a corner 561ff , density 437, 499
, internal pipe 553ff, , differentiable 14
, irrotational 559, 592 , Dirac delta 635ff
, Kutta 593ff, 595 , elliptic 821ff
, laminar 555 , elliptic lambda 828
, ocean 558ff , elliptic sine 218
of airfoils 595 , theta 471
over a flat plate 557ff, 564ff, 586, 590 , exponential 139ff
, parabolic 555
 INDEX 899

, fundamental 808 Gauss-Legendre rule 831

, gamma 255 Gautschi criterion 404
, Green’s 446, 471ff, 491, 497, 503, 519, Gauss-Jacobi (quadrature) formula 279
536, 543ff, 605, 634ff, 780 Gaussian hypergeometric series 251
, harmonic 27ff, 371, 395, 463, 493, 522, quadrature 287
531, 561, 608, 727, 795 geodesics 630
, Heaviside 636 geographical maps 141
, Hölder-continuous 374, 376 Gershgorin integral equation 328ff
, hyperbolic 156ff, 815 Glauert mapping 200ff
, implicit complex 313 modification 200
, incomplete beta 274 Goubau line 704
, inverse hyperbolic 156ff Gram-Schmidt orthogonalization process 839
, inverse trigonometric 156ff Green’s first identity 794
, Jacobi(an) elliptic 218, 827, 844 formula 20, 287, 476
, Jacobi weight 831 function 6ff
, Jacobi zeta 239 identity 644
, Joukowski 194ff, 198, 417 identities 793ff
, Lagrange’s interpolation 406 reciprocity theorem 794
, linear interpolation 743, 768 second identity 794
, meromorphic 141 theorem 793
, modular 828 third identity 795
, periodic 410, 509, 512 grid concentration 506
, principal square root 119 generation 503ff
, potential 353 lines 622
, residual 649 Gudermannian 815ff
, Riemann mapping 349
H
, schlicht (simple) 106
Hall angle 669
, Schottky 492
effect 668ff
, stream 765
voltage 668
, stress 726ff, 767
Hankel transform 647
, theta 599, 701
harmonic analysis 652ff
, trial 735
, first 654
, trigonometric 156ff
functions 27ff
, univalent 31
, fundamental 654
, vector 689
conjugate 29
, Weierstrss elliptic integral 234
hearing 653
, Weierstrass sigma 829ff
hermitian quadratic forms 839ff
, Weierstrass zeta 828ff
heat conduction 597, 602ff, 739, 786
fundamental frequency 648, 651
conduction, backward 607ff, 609ff,
solution 530, 532, 546, 727
flux 549, 604, 765
theorem for line integrals 17
transfer 507ff, 603ff
conduction, transient 600
G
high temperature effects 626ff
gamma function 255
Hilbert space 19, 285
Gaubau line 704
Hölder condition 18, 325
Gauss’s law 657ff, 659
Huygens principle 634, 636, 654ff
law for magnetism 658ff
hyperbola(s) 49, 99ff, 195, 525
Gauss-Chebyshev type quadrature 798
, rectangular 50, 111
Gauss-Jacobi rule 831ff
hypersonic tunnel 626
quadrature 835
quadrature formula 833 I
900 INDEX

ill-posed problems 605ff Jordan curves 4, 303, 355

impedance 685, 695, 700, 712, 714, 717, 782 contour 5ff, 17ff, 334ff, 337, 372, 396,
, characteristic 668, 693, 694ff, 697ff, 702, 464, 467, 517, 797
721 Joukowski map(s) 193ff, 196, 204ff, 583ff,
, effective internal (EII) 713ff 585, 595
, intrinsic 690 profile 202
, series 700 theorem 584
incomplete elliptic integral of the first kind
K
821ff
Kirchhoff flow problem 11
elliptic integral of the second kind 821ff
, original 576
elliptic integral of the third kind 822
Kirchhoff’s law (KCL) 691
inductance 668, 677ff, 692, 695, 713ff
voltage law (KVL) 691
inductor 678
Knudsen number 627
inequality, Cauchy’s 22
Kronecker delta 5, 384
Cauchy-Schwarz 19
kernel functions 6ff
Hölder 19
Kerzman-Stein kernel 349ff
Minkowsky’s 19, 362, 364, 369
Kutta formula 595
triangle 19ff
infinite plate 729ff L
initial and boundary conditions 522ff Lagendre’s relations 833
inlet configuration 507ff Lagrange interpolation 403ff
, one-step method 508ff polynomials 6
, two-step method 510ff Lamé differential equations 6
integral equation(s), Arbanez’s 430ff, 432 Landen transformation 218ff
, Carrier’s 563 Laplace operator 708
, Gershgorin’s 5, 470, 472 transform 834
, Lichtenstein-Gershgorin 483 Laplacian 495, 497, 505, 519,
methods 325ff , discrete 497ff, 499
, Mikhlin’s 492ff, 494ff, 499 Laurent series expansion 23ff, 377, 462
, singular 8 lemniscate 51, 83
, Stieltjes 431 Lenz’s law 658
, Symm’s 3, 10, 393ff, 406, 434, 464 Lichtenstein-Gershgorin approximations 482
, Theodorson’s 3ff, 5, 8, 376ff Lichtenstein’s integral equation 327ff
intensity of sound 653 lift 593ff
interior regions 327ff, 393ff, 395 limaçons 51, 414, 465
interior and exterior maps 332 linear transformation 54, 60
internodal point 465 linear-fractional transformations 51ff
inversion 55, 61 line(s) 49
invertibility condition 104 , circular coaxial 695
involutory transformation 54ff, 61, 68, 73, , confocal elliptical 698
90, 132, 185 , coplanar slot (CPS) 711ff
, inhomogeneous microchip 720, 722
J , lossless 696
Jacobi elliptic function(s) 218, 513, 707, 831ff, , microstrip 692
827 , parallel-line 691, 695
elliptic integral 232 , square coaxial 698
elliptic sine amplitude 707 , strip 701ff
integrals of the third kind 833 , transmission 695, 711
theta function 826ff lines, force 549, 663
zeta function 239, 707, 833 of flux 605, 608
Jacobian 504ff of heat flux 549
 INDEX 901

LINPAR 719 , boundary element (BEM) 785ff

load vector 744ff, 750 , boundary-element modeling (IBEM) 783
logarithmic potential 464 , Brown’s 227ff
singularity 492 , classical iterative 355ff
spiral 487 , classical hodograph 574ff
transformation 152ff , Clenshaw’s 833
Lorenz law 658 , conformal 651
Lozansky-Firsov limit 783ff , Elcrat-Trefethen 574ff
, finite difference 621ff, 785ff
M , finite element (FEM) 651, 710ff, 733ff,
Mach number 626 771, 785ff
magnetic field 657ff, 668, 697 , finite element boundary integral (FEM-
flux density 668, 687 BI) 780
filed intensity 689 , Fornberg’s 379ff
field strength 687 , Foster-Anderson’s 295ff
permeability 689 , Fourier series 643
magnetometer(s) 668 , Fourier expansion collocation 651
magnetomotive force 668 , Gaier’s variational 475ff, 477
magnification 55 , Galerkin 11, 628ff, 649ff, 656, 734ff,
mapping, conformal 677, 704ff, 784 736, 739
, exponential 143 , Garrick 8
, isogonal 36, 677, 703 , Gauss elimination 764
onto annulus 481ff , generalized conjugate gradient 351
matrix, connectivity 748ff, 750ff, 758, 763 , Green’s function 446
, positive-definite 771 , grid generation 503
, skew-hermitian 351 , homotopy perturbation (HPM) 705ff,
, stiffness 744ff, 752, 756, 758, 763, 767 708ff
maximum modulus 346 , hybrid FE 780
principle 28 , iteration 3
Maxwell’s correction 658 , iterative 6, 332ff, 351, 355ff, 372, 507,
mean-value theorem for integrals 602 510, 513
membrane 563 , Ives-Liutermoza 512ff,
, axisymmetric 647 , James’s 8, 419, 420ff
, boundary element (BE) 780 , Kantorovich’s 266ff, 377ff, 379, 384
, circular 640, 649 , Kantorovich-Krylov’s 304ff
, elliptical 767 , least-squares 649
, force at the boundary 645ff , Lichtenstein-Girshgorin’s 382ff
, free vibrations 648ff , Mayo’s 494ff
, fundamental (circular) frequency 648ff , modified ONP400ff, 419
, hexagonal 651 , Monte-Carlo 786
, plucked 647 , near-field acoustical holography (NAH),
, rectangular 646 792
, regular hexagonal 649 , Newton’s 3, 8ff, 265ff, 267ff, 299, 373,375ff,
, square 649ff, 766 377, 715
, transverse vibrations 651 , numerical 482ff, 785ff
Mercator’s projection 3, 43ff, 141 , Nyström 351,
method, beamforming 783 , Nyström quadrature 494
, Bergman kernel 286ff, 419, 436, 445, of conjugates 384
447, 477 of conjugate functions 47
, Bernoulli’s separation 654 of infinite systems 303, 307ff
, Bowman’s 227ff
902 INDEX

of matrix inversion 336 , ring 655

of successive approximations 306, 379ff modulating signal 655
of reduction of connectivity 469 modulus 667, 685
of separation of singularities 797ff motor design 778ff
of separation of variables 602ff, 610, 646, multiply connected regions 487ff
648,
, orthogonal 506ff
N
, orthonormal polynomial (ONP) 395ff, NAH algorithm 783, 792
nearly circular approximations 417ff,
398, 464
regions 303ff
, parameter 293ff
, perturbation 708 numerical methods 482ff
parameter problem 293ff
, Piessens’ 832ff
Neumann boundary conditions 522ff, 548, 597,
, Powell’s minimization 295
, quadrature convergence 372 605, 681, 786, 791
kernel 327ff, 334ff, 344
, Radon 430ff
, Rayleigh-Ritz 628, 650, 736ff, 738 lemma 335
problem 523
, Ritz 4, 282, 289ff, 419, 436, 445, 477
Newton’s law 645
, Schmidt 358ff
, sound intensity mapping 783 Newtonian fluid 554
no-flux condition 560
, source simulation 785ff
, Symm’s 493 O
, Taylor series 379ff oblique derivative problem 299
, Theodorsen’s 419ff, 421 Ohm’s law 678
, Theodorsen’s iterative 358ff optimality condition 387
, Theodorsen-Garrick 384ff, 482 orthogonal polynomials 839ff
, Trefethen’s 275ff, 294ff orthogonalization 388ff
, van Dyke’s 293ff overtones 654
, variation of parameters 643
, variational 386ff P
, Wagman’s 372ff parabola(s) 50, 110, 174, 178, 525
, weighted residual 649 parallel plate capacitor formula 777
methods to determine residues 26 parameter method 293ff
metric spaces 19 problem 214, 227, 263, 779
microstrip lines 685 , numerical 293ff
microwave 711 , numerical computations 269ff
minimum area problem 280ff patch holography 783
area principle 387 periodic conditions 524ff, 598, 620, 791
boundary problem 288ff permeability 668, 687, 713
circumference principle 387 permeance 668
, numerical methods 282ff permittivity 687, 712, 718, 774
minimization of the parameter 390ff perturbation 732
process 387ff phase difference 677
minimizing principle 4, phase diagrams 679
min-max principle, Chebyshev’s 392 velocity 694
mixed boundary conditions 523 phasor(s) 693
Möbius transformations 51ff, 408, 428 forms 692
model plane 548, 690 pipe-enclosed cable 700ff
modified Symm’s equation 407 Plemelj formula 26, 806
modular functions 828ff Pochhammer’s symbol 833
modulation of sound waves 652ff point charge 657
Poisson’s integral formulas 613ff, 615ff, 617,
 INDEX 903

681 , Riemann boundary value 7

pole-type singularities 438ff , Riemenn-Hilbert 809ff
polygon onto unit disk 298 , single dependent variable 742ff
polygons with round corners 229ff , Sturm-Liouville 524
polynomials 101ff transient 628ff
, Chebyshev 799 program SCPACK 295
, complex 101ff, XAMPLE 787
, Jacobi 831ff, 836ff propagating wave 632ff,
, orthogonal 839ff propagation constant 694, 700, 723
, orthogonal on the boundary 839ff of sound waves 652ff
, orthogonal to a region 844ff
, orthonormal 839
Q
quadrature principle 279
, Szegö 840
potential, complex 206, 549, 561, 563, 608, , Gauss-Chebyshev type 798ff
quasiconformal map 507
618, 659ff, 661ff, 663ff, 665
, complex electrostatic 659ff, 663ff, R
distribution 551, 774 radial disturbance 731
, elastic 769 RCLAC series circuit 678
, electric 660ff, 771ff reciprocal transformation 64
, electromagnetic 652 rectangles 235ff
, electrostatic 549, 660ff, 662, 665, 757, reflection coefficient 694
flow of ideal fluids 563ff refractive index 706
flow at separation 566ff relaxation constant 513
problem 602 removal of singularities 273ff
, velocity 549, 765 retrograde light cone 633
Prandtl theory of torsion 767 residues 23
problem(s), axisymmetric exterior-field 771ff residual 629, 735
, boundary value 531, 532ff, 737, 739 resistance 692
, Cauchy 531, 654ff, registor 678
, crowding 779 Reynolds number 554
, Dirichlet 3ff, 7ff, 325, 532 mapping theorem 4, 8, 32ff, 280, 481,
, eigenvalue 736 507, 801ff
, electrostatic 608 sphere 42, 142
, general Hall effect 669 sum 617
, generalized Schwarz-Christoffel 299ff surfaces 14, 106,119, 459,
, Goursat 530 Riemann-Hilbert problem 9, 809ff
, heat conduction 608ff, 734, 767ff problem for the unit disk 809ff
, heat transfer 765ff, ring-shaped heat conductor 598ff
, Helmholtz eigenvalue 709ff, Robin boundary conditions 522ff, 597
, Hilbert 5, 804ff, 807ff, Robin’s constant 394, 435
, homogeneous Hilbert 804ff, 811 rotation 55
, nonhomogeneous Hilbert 807ff rotor/torque forces 778
, Kirchhoff flow 11, 572ff, 575,
, minimum area 280ff S
, minimum boundary 288ff S-condition 290, 292
, Neumann 4ff, 532 SC formula 778
of two cylinders 675ff, SC mapping filed 778
, original Kirchhoff’s 577ff SCPACK 778, 791
O 299ff SCToolbox 779
, parameter 214, 227, 263 scheme, backward difference (implicit) 786
, Crank-Nicolson implicit 786
904 INDEX

, forward difference (explicit) 786 stagnation point 516, 560, 579, 588, 595
Schumann resonance 705 pressure 626
Schwarz formula 340, 356, 814, 851ff standing wave 530
Schwarz-Christoffel formula 6, 10, 207, 225, starlike regions 368ff
263, 276, 301, 340, 356, 409, stereographic projection 141
integral(s) 207, 211, 263ff, 275, 576 straight lines 84ff
integral for the unit disk 272, 778 strip lines, homogeneous 701ff
, inverse 212, 259 , inhomogeneous 702
lemma 22 streamlines 514, 549, 577ff, 579ff, 593
reflection principle 39ff, 438, stress and strain 725ff,
theorem 275 stress equation 727
transformations 3, 207ff, 209ff, 213ff, 217, concentration 732, 781
222ff, 225ff, 227ff, 233ff, 239ff, 241ff, distribution 732
244ff, 246ff, 248ff, 253ff, 256ff, 258ff, function 726ff
271, 293, 298ff, 301, 435, 481, 669, , shear 731
672ff, 683, 702, 706, 712, 715, 721, vector 725
778, 780, 843 stresses, normal 725ff,
Schwarzian derivative 55ff , shearing 725ff,
Schwarz’s symmetry 232 stretching parameter 506
second-order equations 525ff stiffness matrix 744ff, 752, 756, 758, 763 767
series, trigonometric 304, 320 subroutine BLKTRL791
shape factor 667 POIS 787, 790
shear modulus 767 PWSCRT786ff
shielded wires 697 PWSCPS 790
shock layer 627ff PWSCYR 790
shunt admittance 700 PWSPLR 787
sidebands 655 PWSSSP790
simply connected region 6 SCFUN 275ff
singularity behavior 436ff SCSOLVE 279
singularities 22ff, 273ff WSC 298
sinusoidal wave 639 YZTRAN 278
skew-hermitian matrix 351 ZQUAD 278ff
small parameter expansions 303ff ZSC 298
Smirnov class 290ff successive approximations 5
Sobolev space 20, 376 superposition principle 527ff
software 786ff surface resistivity 692
content information 791ff, symmetric points 56
packages 792 symmetry principle 58ff
solid propellant rocket 483 Symm’s integral equation 393ff, 406
Sommerfeld radiation conditions 542 integral equation for interior regions 394
SONAH algorithm 783, 792 kernel 325, 348ff, 351, 390,
sound intensity 783 Szegö kernel 350, 353, 390, 842
source density 464ff polynomials 840, 842
strength 549
sources and sinks 549ff, 666 T
specific density 604 tables 817ff
heat 604, 626ff, Taylor series 265, 346, 379, 436, 625ff, 789ff,
spline approximations 409ff 839
square with round corners 409 approximations 46ff
, inner 478 tear-drop wing profile 430
temperature 549, 603, 609, 616ff, 627,
 INDEX 905

, ambient 765 , Joukowski 193ff, 196, 205

amplitude 639 , Landen’s 218ff, 831
, complex 549, 597, 608 , loxodromic 53
distribution 563, 605, 610ff, 640 , linear 54, 60
, steady-state 625ff , linear-fractional 51ff,
tension 640ff, 644 , logarithmic 152ff,
Theodorsen’s integral equation 3ff, 8, , Maxwell’s 203ff, 672
theorem, Blasius 589ff, 594 , Möbius 51ff, 408, 428
, Casorati-Weierstrass 24 , reciprocal 64
, Cauchy’s 21, 592, , Schwarz-Christoffel 3, 207ff, 209ff, 213ff,
, Cauchy-Goursat, for a disk 21 217, 222ff, 225ff, 227ff, 233ff, 239ff,
, Cauchy-Goursat, for a rectangle 21 241ff, 244ff, 246ff, 248ff, 253ff, 256ff,
, circle 589 258ff, 271, 293, 298ff, 435, 481,
, convolution 615 669, 672ff, 683, 702, 706, 712, 715,
, coordinate 504ff 721, 778, 780, 843
, Crocco’s 627 , Theodorsen-Garrick 423ff,
, de Moivre’s 140 , von Karman-Trefftz 8, 422ff, 426, 428
, divergence 30, 604, 793 translation 54ff, 726
, gradient 793 transmission lines 685, 691ff, 693ff, 695
, Green’s 793 , coaxial 692
, Green’s reciprocity 794 , infinitely long 694
, Hally’s 432 , lossless 694ff
, Harnack 29ff, , parallel wire 695ff
, identity 29 , single wire 702
, Kirchhoff’s KCL691ff , two-wire 692
, Kirchhoff’s KVL691ff transonic flow 515
, local inverse 35 transverse modes, 705
, Landen 218ff electric (TE) 705
, Liouville 22 magnetic (TM) 705
, maximum modulus 22, 397, electromagnetic (TEM) 705
, Picard’s 141 hybrid 705
, Picards ’big’ 141 triangle(s) 210ff, 243, 253
, Riemann mapping 4, 8, 32ff, 280, 481, , circular 252
507, 801ff , curvilinear 249ff, 252ff
, Stokes’s 793 , equilateral 215, 243, 245
thermal conductivity 604, 765, 768 , equilateral equiangular 251ff
diffusivity 598, 605, 622, , isosceles 403
waves 639ff, , right-angled 214
tilted plate 585ff, trigonal region 159, 215ff,
torsion 766ff trigonometric interpretation 371ff
, Prandtl theory of 767 series 304, 320
trapezoid 220, 223ff, 271 triply connected region 496ff
rule 494 through-flow grid 514ff
transformation(s), bilinear 51ff, 54ff, 68ff, 72ff, truncation error 622ff
700
, conformal 610ff, 662 U
formula for theta function 600 unit circle 5ff, 7ff, 40, 43, 46ff, 61, 64ff, 69ff,
, Gauss’s 831 72, 74, 78, 84, 112ff, 126, 128ff,
, identical 53 141, 162, 178,194, 196, 201, 213ff,
, involutory 54ff, 61, 68, 73, 90, 132, 185 225, 238ff, 243, 249ff, 251, 272ff,
275ff, 278, 294, 311, 316, 318, 325,
906 INDEX

340, 343, 355, 368, 371, 373ff, 375, , backward traveling 693
377, 379, 382, 384, 391, 408, 417ff, dispersion 631ff, 636ff
419, 423, 426ff, 429, 453, 465, 471, , damped 638ff
487, 516ff, 518, 562ff, 575, 583ff, , dielectric 704
585, 593, 593, 617, 648ff, 656, 662ff, form of a single tone 653ff
664 number 706, 722
depth 555 propagation 631ff, 635ff, 637, 672, 689ff,
disk 1, 5, 8ff, 10ff, 14, 22, 32, 35, 39, 46, 704
49, 51 68, 72, 79, 81, 100, 104, 128, , sinusoidal 639
134, 141, 160, 195, 197, 207ff, 213, , standing 530
221, 242, 255, 263ff, 272, 277ff, , thermal 639ff
287, 294, 308, 312, 314, 323, 325, , transverse electromagnetic (TEM) 689ff,
327, 332, 334, 349, 355, 360, 370, 700
372, 379, 382, 386ff, 393, 404, 407, , vertically polarized TEM 689ff, 720,
417ff, 431, 433, 446, 451ff, 460, 722,
469, 471ff, 487ff, 492ff, 512, 518, , transverse magnetic mode (TM) 690ff,
587, 611, 614, 616, 618, 650, 681ff, 720, 722
683, 778, 809, 814 waveguide(s) 685ff, 691, 704ff, 723ff, 775ff,
semi-circle 145, 171 , anti-resonant reflecting (ARROW) 706,
sink(s) 514ff, 710
source(s) 514ff , coplanar (CPW) 685, 704, 711ff, 715,
span 549 775ff
sphere 42, 141 , dielectric 704, 776
square 352, 497, 707ff, 709, 751ff , ECPWFG 776ff, 778
, electromagnetic 705
V
, half axial 710
Vandermonde determinant 15
, hollow 705, 720,
velocity vector 549,
, longitudinal 719
vibrating string 631ff
, nonuniform 719ff,
vibrations 631ff
, rib-shaped 706ff, 709
, free 642
, stripline 704
, free axial 768
, V-groove conductor-based coplanar (VGCPW)
, frequency 646
714ff
of strings 640ff,
, circuit-backed CPW(CB-CPW) 718
of membranes 643ff
wavelength(s) 694ff,
Villat condition 566ff
weak variational form 733ff,
voltage 666, 670, 677, 692
formulation, local 743ff
line 685
wedge 566
, incident 694
Weierstrass elliptic function 826
, reflected 694
elliptic integral equation 232ff
Volterra integral equation of the second kind
elliptic integral function 234
380, 392
sigma 829ff
von Karman-Trefftz transformation 8
zeta function 828ff
vorticity 627
voltage standing wave ratio (VSWR) 694
W
wake 636
Wallis criterion 55
Warschawski’s sufficient condition 421, 425
Warschawski-Stiefel’s integral equation 332ff
wave amplitude 693