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Prove. Let u(x, y) be harmonic in some region R. Then there exists a function v(x, y) such that f(z) = u(x, y) + iv(x, y) is analytic in R.


Proof. By the definition of a harmonic function u(x, y) satisfies Laplace’s equation. Thus


ole.gif


for all (x, y) in R. Rewriting 1) we get


ole1.gif


Now if for two functions M(x, y) and N(x, y) we know that


             ole2.gif


then M dx + N dy = 0 is an exact differential equation and there exists some function Φ such that dΦ = M dx + N dy. If in 2) we let M = -∂u/∂y and N = ∂u/∂x we see that 2) is an exact differential equation and there exists some function v(x, y) such that


ole3.gif


Taking the partial derivative of 3) with respect to x we get


ole4.gif


Taking the partial derivative of 4) with respect to y we get


ole5.gif


Thus from 4) and 5) we see that u and v satisfy the Cauchy-Riemann equations. Since u(x, y) satisfies Laplace’s equation, the second partial derivatives exist and, consequently, the first partial derivatives ∂u/∂x and ∂u/∂y are continuous in R. Thus the function f(z) = u(x, y) + iv(x, y) is analytic in R.


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