4 - Complex Integrals
4 - Complex Integrals
Complex
Integration
#week 4
Chapter 4: Integrals
Derivatives of Functions w(t)
Definite Integrals of Functions w(t)
Contours; Contour Integrals;
Some Examples; Example with Branch Cuts
Upper Bounds for Moduli of Contour Integrals
Anti derivatives; Proof of the Theorem
Cauchy-Goursat Theorem; Proof of the Theorem
Simply Connected Domains; Multiple Connected Domains;
Cauchy Integral Formula; An Extension of the Cauchy Integral Formula;
Some Consequences of the Extension
Liouville’s Theorem and the Fundamental Theorem
Maximum Modulus Principle
2
37. Derivatives of Functions w(t)
w'(t) = u'(t)+iv'(t)
3
37. Derivatives of Functions w(t)
Properties
For any complex constant z0=x0+iy0,
u(t) v(t)
d
[z0 w(t)] = [(x0 + iy0 )(u + iv)]' = [(x0u - y0 v)+ i(y0u + x0 v)]'
dt
= (x0u - y0 v)'+i(y0u + x0v)'
4
37. Derivatives of Functions w(t)
Properties
d z0 t
e = z0 e z 0 t
dt
where z0=x0+iy0. We write
u(t) v(t)
e z0t e( x0 iy0 )t e x0t cos y0t ie x0 t sin y0t
d z0t
e (e cos y0t ) ' i(e sin y0t ) '
x0t x0 t
dt
Similar rules from calculus and some simple algebra then lead us to the expression
d z0t
e ( x0 iy0 )e( x0 iy0 )t z0e z0t
dt
5
37. Derivatives of Functions w(t)
Example
Suppose that the real function f(t) is continuous on an
interval a≤ t ≤b, if f’(t) exists when a<t<b, the mean value
theorem for derivatives tells us that there is a number ζ in
the interval a<ζ<b such that
f (b) - f (a)
f '(V ) =
b-a
6
37. Derivatives of Functions w(t)
Example (Cont’)
The mean value theorem no longer applies for some
complex functions. For instance, the function
w(t) = eit
on the interval 0 ≤ t ≤ 2π .
Please note that
| w'(t) |=| ieit |=1
And this means that the derivative w’(t) is never zero, while
w(2 ) w(0)
w(2 ) w(0) 0 w '( ) 0, (0,
2)
2 0
7
38. Definite Integrals of Functions w(t)
8
38. Definite Integrals of Functions w(t)
Example 1
1 1 1
2
0 (1 it ) dt 0 (1 t )dt i 0 2tdt 3 i
2 2
9
38. Definite Integrals of Functions w(t)
Properties
The existence of the integrals of u and v is ensured if
those functions are piecewise continuous on the interval
a ≤ t ≤ b. For instance,
b c b
10
38. Definite Integrals of Functions w(t)
W (b) W (a) W (t ) b
a
11
38. Definite Integrals of Functions w(t)
Example 2
Since d eit 1 d it 1 it
( ) e ie eit
dt i i dt i
one can see that
4 it i
e e 1 4
0 e dt i
it 4
0
i i
1 1
i (1 )
2 2
12
38. Definite Integrals of Functions w(t)
Example 3
Let w(t) be a continuous complex-valued function of t defined on an
interval a ≤ t ≤ b. In order to show that it is not necessarily true that
there is a number c in the interval a <t< b such that
b
13
38. Homework
pp. 121
Ex. 1, Ex. 2, Ex. 4
14
39. Contours
Arc
A set of points z=(x, y) in the complex plane is said to be an
arc if
x x(t ) & y y (t ), a t b
where x(t) and y(t) are continuous functions of the real
parameter t. This definition establishes a continuous
mapping of the interval a ≤ t ≤ b in to the xy, or z, plane.
And the image points are ordered according to increasing
values of t. It is convenient to describe the points of C by
means of the equation
z (t ) x(t ) iy (t )
15
39. Contours
16
39. Contours
Example 1
The polygonal line defined by means of the equations
x ix, if 0 x 1
z
x i, if 1 x 2
and consisting of a line segment from 0 to 1+i followed
by one from 1+i to 2+i is a simple arc
17
39. Contours
Example 2~4
i
The unit circle z e ,(0 2 )
about the origin is a simple closed curve, oriented in the
counterclockwise direction.
i
So is the circle z z 0 e , (0 2 )
centered at the point z0 and with radius R.
The set of points z ei ,(0 2 )
This unit circle is traveled in the clockwise direction.
The set of point z ei 2 ,(0 2 )
This unit circle is traversed twice in the counterclockwise
direction. Note: the same set of points can make up different arcs.
18
39. Contours
C : z (t ), a t b
C : Z ( ) z ( ( )),
The same arc C
Differentiable arc
Suppose the arc function is z(t)=x(t)+iy(t), and the
components x’(t) and y’(t) of the derivative z(t) are continuous
on the entire interval a ≤ t ≤ b.
Then the arc is called a differentiable arc, and the real-valued
function
| z '(t ) | [ x '(t )]2 [ y '(t )]2
is integrable over the interval a ≤ t ≤ b.
In fact, according to the definition of a length in calculus, the
length of C is the number b
L | z '(t ) | dt ds
a C
Note: The value L is invariant under certain changes in the representation for C.
20
39. Contours
Smooth arc
A smooth arc z=z(t) (a ≤ t ≤ b), then it means that the derivative z’(t)
is continuous on the closed interval a ≤ t ≤ b and nonzero
throughout the open interval a < t < b.
Interior of C (bounded)
Exterior of C (unbounded)
22
39. Homework
pp. 125-126
Ex. 1, Ex. 3, Ex.4
23
40. Contour Integrals
f ( z )dz
C
or z2
f ( z )dz
z1
24
40. Contour Integrals
Contour Integrals
Suppose that the equation z=z(t) (a ≤ t ≤b) represents a
contour C, extending from a point z1=z(a) to a point z2=z(b).
We assume that f(z(t)) is piecewise continuous on the interval
a ≤ t ≤b, then define the contour integral of f along C in terms
of the parameter t as follows
25
40. Contour Integrals
Properties
z
C
0 f ( z )dz z0 f ( z )dz
C
f ( z )dz f ( z )dz
-C C
26
40. Contour Integrals
Properties
The contour C is called the sum of its legs C1 and C2 and is denoted by C1+C2
27
41. Some Examples
Example 1
Let us find the value of the integral I zdz
C
4 dz
C z dz 4 i C z i
zz
zdz 4 i
C
C z dz 4 i
28
41. Some Examples
Example 2
C1 denotes the polygnal line OAB, calculate the integral
I1 f ( z)dz
OA
f ( z )dz
AB
f ( z )dz
C1
Where
f ( z) y x i3x2 ,( z x iy)
The leg OA may be represented parametrically as z=0+iy, 0≤y ≤1
29
41. Some Examples
Example 2 (Cont’)
AB 0
2
Therefore, we get
I1 f ( z)dz
C1 OA
f ( z )dz
AB
f ( z )dz
i 1 1 i
( i)
2 2 2
30
41. Some Examples
Example 2 (Cont’)
C2 denotes the polygonal line OB of the line y=x, with
parametric representation z=x+ix (0≤ x ≤1)
1
I2
C2
f ( z )dz i3 x 2 (1 i ) dx 1 i
0
-1+i
OABO
f ( z )dz
C1 -C2
f ( z )dz =I1 -I 2 =
2
A nonzero value
31
41. Some Examples
Example 3
We begin here by letting C denote an arbitrary smooth arc
z z (t ), (a t b)
from a fixed point z1 to a fixed point z2. In order to calculate
the integral b
32
41. Some Examples
Example 3 (Cont’)
The value of the integral is only dependent on the two end points z1 and z2
z2 2 z12
z2
C zdz z zdz 2
1
33
41. Some Examples
Example 3 (Cont’)
When C is a contour that is not necessarily smooth since a
contour consists of a finite number of smooth arcs Ck
(k=1,2,…n) jointed end to end. More precisely, suppose that
each Ck extend from wk to wk+1, then
n
zdz zdz
C k 1 Ck
n wk 1 n
wk 12 wk 2
zdz
k 1 wk k 1 2
wn 12 w12 z2 2 z12
2 2
34
42. Examples with Branch Cuts
Example 1
Let C denote the semicircular path z 3ei (0 )
from the point z=3 to the point z = -3.
Although the branch
1
f ( z) z 1/2
exp( log z ), (| z | 0, 0 arg z 2 )
2
of the multiple-valued function z1/2 is not defined at the
initial point z=3 of the contour C, the integral
35
42. Examples with Branch Cuts
Example 1 (Cont’)
Note that z( ) 3ei
3 3
f [ z ( )]z '( ) ( 3ei /2 )(3iei ) 3 3 sin
i3 3 cos 0
2 2
At θ=0, the real and imaginary component are 0 and 3 3
Thus f[z(θ)]z’(θ) is continuous on the closed interval 0≤ θ ≤ π when its value at θ=0
is defined as 3 3i
I z1/2 dz 3 3i ei 3 /2 d
C 0
2 i 3 /2
e 0 2 3(1 i)
3i
36
42. Examples with Branch Cuts
Example 2
Suppose that C is the positively oriented circle
z Rei ( )
Let a denote any nonzero real number. Using the principal branch
I z a 1dz
-R C
37
42. Examples with Branch Cuts
Example 2 (Cont’)
when z(θ)=Reiθ, it is easy to see that
f [ z( )]z '( ) iRa eia
where the positive value of Ra is to be taken.
Thus, this function is piecewise continuous on -π ≤ θ ≤ π, the
integral exists.
eia 2Ra
I z dz iR e d iR [
a 1 a ia
] i
a
sin a
C
ia a
If a is a nonzero integer n, the integral becomes 0
If a is zero, the integral becomes 2πi.
38
42. Homework
pp. 135-136
Ex. 2, Ex. 5, Ex. 7, Ex. 8, Ex. 10
39
43. Upper Bounds for Moduli of Contour Integrals
Lemma
If w(t) is a piecewise continuous complex-valued function
defined on an interval a ≤ t ≤b
b b
| w(t )dt | | w(t ) | dt
a a
Proof:
b b b
b b
40
43. Upper Bounds for Moduli of Contour Integrals
Lemma (Cont’)
b
r0 ei0 w(t )dt
a
Note that the values in both sizes of this equation are real numbers.
b b
r0 Re[ ei0 w(t )dt ] Re[ei0 w(t )]dt
a a
b b
r0 | w(t )dt | | w(t ) | dt
a a
Why?
41
43. Upper Bounds for Moduli of Contour Integrals
Theorem
Let C denote a contour of length L, and suppose that a
function f(z) is piecewise continuous on C. If M is a
nonnegative constant such that
| f ( z ) | M
42
43. Upper Bounds for Moduli of Contour Integrals
Theorem (Cont’)
Proof: We let z=z(t) (a ≤ t ≤ b) be a parametric
representation of C. According to the lemma, we have
b b
| f ( z )dz || f [ z (t )]z '(t )dt | | f [ z (t )]z '(t ) | dt
C a a
b b
b
M | z '(t ) | dt ML
a
43
43. Upper Bounds for Moduli of Contour Integrals
Example 1
Let C be the arc of the circle |z|=2 from z=2 to z=2i that lies
in the first quadrant. Show that z 4 6
| dz |
C
z 1
3
7
Example 2
i
Here CR is the semicircular path z Re ,0
and z1/2 denotes the branch (r>0, -π/2<θ<3π/2)
1
z 1/2
exp( log z ) rei /2
2
Without calculating the integral, show that
z1/2
R z 2 1
lim dz 0
CR
45
43. Upper Bounds for Moduli of Contour Integrals
Example 2 (Cont’)
z1/2
lim 2 dz 0
R
CR
z 1
Note that when |z|=R>1
| z1/2 || Rei /2 | R z1/2 R
| 2 | M R 2
z 1 R 1
| z 2 1||| z |2 1| R2 1
46
43. Homework
pp. 140-141
Ex. 3, Ex. 4, Ex. 5
47
44. Antiderivatives
Theorem
Suppose that a function f (z) is continuous on a domain D. If
any one of the following statements is true, then so are the
others
a) f (z) has an antiderivative F(z) throughout D;
b) the integrals of f (z) along contours lying entirely in D and
extending from any fixed point z1 to any fixed point z2 all
have the same value, namely
z2
f ( z )dz F ( z ) F ( z2 ) F ( z1 )
z2
z1
z1
Example 1
The continuous function f (z) = z2 has an antiderivative
F(z) = z3/3 throughout the plane. Hence
1 i 3
z 2
1 i
z 2 dz 0 (1 i )
0
3 3
49
44. Antiderivatives
Example 2
The function f (z) = 1/z2, which is continuous everywhere
except at the origin, has an antiderivative F(z) = −1/z in the
domain |z| > 0, consisting of the entire plane with the origin
deleted. Consequently,
dz
C z 2 0
Where C is the positively oriented circle
50
44. Antiderivatives
Example 3
Let C denote the circle as previously, calculate the integral
1
I dz
C
z
It is known that
1
For any given branch (log z ) ' , ( z 0)
z
1
I dz 0 ?
C
z
51
44. Antiderivatives
Example 3 (Cont’)
i
Let C1 denote z 2e , ( 2 2 )
The principal branch
Logz ln r i, (r 0, )
2i
1 1
C1 z dz 2i z dz Logz Log (2i ) Log (2i ) i
2i
2i
52
44. Antiderivatives
Example 3 (Cont’)
3
Let C2 denote z 2ei , ( )
2 2
Consider the function
logz ln r i , (r 0, 0 2 )
Why not Logz?
2i
1 1
C 2 z dz 2i z dz logz log (2i ) log (2i ) i
2i
2 i
53
44. Antiderivatives
Example 3 (Cont’)
The value of the integral of 1/z around the entire circle
C=C1+C2 is thus obtained:
dz dz dz
C z C1 z C2 z i i 2 i 0
54
44. Antiderivatives
Example 4
Let us use an antiderivative to evaluate the integral
C1
z1/ 2 dz
55
44. Antiderivatives
Example 4 (Cont’)
1
f ( z ) z1/2 exp( log z ) rei /2 , (r 0, 0 2 )
2
3
f1 rei /2 , (r 0, )
2 2
f1 is defined and continuous everywhere on C1
2 i 3 /2 3
F1 ( z ) r re , (r 0, )
3 2 2
dz F1 ( z) 2 3(1 i)
1/2 3
z 3
C1
56
44. Antiderivatives
Example 4 (Cont’)
1
f ( z ) z1/2 exp( log z ) rei /2 , (r 0, 0 2 )
2
5
f 2 rei /2 , (r 0, )
2 2
f2 is defined and continuous everywhere on C2
57
45. Proof of the Theorem
Note: C is not necessarily a smooth one, e.g. it may contain finite number of smooth arcs.
58
45. Proof of the Theorem
b) (b) (c)
Suppose the integration is independent of paths, we try
to show that the value of any integral around a closed
contour C in D is zero.
f ( z)dz f ( z)dz
C1 C2
f ( z)dz f ( z)dz
C C1 C2
f ( z )dz
f ( z)dz f ( z)dz 0
C1 C2
59
45. Proof of the Theorem
c) (c) (a)
Suppose that the integrals of f (z) around closed
contours lying entirely in D all have value zero. Then,
we can get the integration is independent of path in D
(why?)
We create the following function
z
F ( z) f ( s)ds
z0
60
45. Proof of the Theorem
z
F ( z) f ( s)ds
z0
z z z z z
F ( z z) F ( z)
z0
f ( s )ds f ( s )ds
z0
z
f ( s )ds
z z
F ( z z) F ( z) 1
z
f ( z)
z
z
[ f ( s) f ( z )]ds
61
45. Proof of the Theorem
Please note that f is continuous at the point z, thus, for each positive number ε,
a positive number δ exists such that
When | s z | | f ( s ) f ( z ) |
z z
F ( z z) F ( z) 1 1
|
z
f ( z ) ||
z
z
[ f ( s) f ( z )]ds |
| z|
| z |
F ( z z) F ( z)
F '( z ) lim f ( z)
z 0 z
62
45. Homework
pp. 149
Ex. 2, Ex. 3, Ex. 4
63
46. Cauchy-Goursat Theorem
Cauchy-Goursat Theorem
Give other conditions on a function f which ensure that
the value of the integral of f(z) around a simple closed
contour is zero.
The theorem is central to the theory of functions of a
complex variable, some modification of it, involving
certain special types of domains, will be given in
Sections 48 and 49.
64
46. Cauchy-Goursat Theorem
Let C be a simple closed contour z=z(t) (a≤t ≤b) in the positive sense,
and f is analytic at each point. Based on the definition of the
contour integrals b
65
46. Cauchy-Goursat Theorem
Based on Green’s Theorem, if the two real-valued functions P(x,y) and Q(x,y), together
with their first-order partial derivatives, are continuous throughout the closed region R
consisting of all points interior to and on the simple closed contour C, then
Pdx Qdy (Q
C R
x Py )dA
(v
R
x u y )dA,( P u, Q v) (u
R
x vy )dA,( P v, Q u )
66
46. Cauchy-Goursat Theorem
Example
If C is any simple closed contour, in either direction,
then
)dz 0
3
exp( z
C
67
46. Cauchy-Goursat Theorem
68
46. Cauchy-Goursat Theorem
Cauchy-Goursat Theorem
If a function f is analytic at all points interior to and on a
simple closed contour C, then
69
48. Simply Connected Domains
A simple
connected domain
70
48. Simply Connected Domains
Theorem 1
If a function f is analytic throughout a simply connected
domain D, then
f ( z )dz 0
C
f ( z)dz f ( z )dz 0
C k 1 Ck
71
48. Simply Connected Domains
Example
If C denotes any closed contour lying in the open disk
|z|<2, then
z
ze
C ( z 2 9)5 dz 0
72
48. Simply Connected Domains
Corollary
A function f that is analytic throughout a simply
connected domain D must have an antiderivative
everywhere in D.
73
49. Multiply Connected Domains
Theorem
Suppose that
(a) C is a simple closed contour, described in the counterclockwise direction;
(b) Ck (k = 1, 2, . . . , n) are simple closed contours interior to C, all described in
the clockwise direction, that are disjoint and whose interiors have no points in
common.
If a function f is analytic on all of these contours and throughout the multiply
connected domain consisting of the points inside C and exterior to each Ck,
then n
f ( z)dz f ( z)dz 0
C k 1 Ck
Main Idea:
Multiple Finite Simple connected domains
75
49. Multiply Connected Domains
Corollary
Let C1 and C2 denote positively oriented simple closed
contours, where C1 is interior to C2. If a function f is
analytic in the closed region consisting of those
contours and all points between them, then
f ( z)dz f ( z)dz
C2 C1
76
49. Multiply Connected Domains
Example
When C is any positively oriented simple closed
contour surrounding the origin, the corollary can be
used to show that dz
2 i
C
z
For a positively oriented circle C0 with center at the original
dz
C z 2 i pp. 136 Ex. 10
0
f ( z)dz f ( z)dz 2 i
C C0
77
49. Homework
pp. 160-163
Ex. 1, Ex. 2, Ex. 3, Ex. 7
78
50. Cauchy Integral Formula
Theorem
Let f be analytic everywhere inside and on a simple closed contour
C, taken in the positive sense. If z0 is any point interior to C, then
1 f ( z)
f ( z0 )
2 i C z z0
dz Cauchy Integral Formula
79
50. Cauchy Integral Formula
1 f ( z)
f ( z0 )
2 i C z z0
dz f ( z)
C z z0 dz 2 if ( z0 )
Proof:
Let Cρ denote a positively oriented circle |z-z0|=ρ, where ρ is small enough that Cρ
is interior to C , since the quotient f(z)/(z-z0) is analytic between and on the contours
Cρ and C, it follows from the principle of deformation of paths
f ( z )dz f ( z )dz
C
z z 0 C z z 0
pp. 136 Ex. 10
This enables us to write 2πi
f ( z )dz dz f ( z )dz dz
C
z z0
f ( z0 )
C
z z 0 C z z 0
f ( z0 )
C
z z0
f ( z )dz [ f ( z ) f ( z0 )]dz
C
z z0
2 if ( z0 )
C
z z0
80
50. Cauchy Integral Formula
f ( z )dz f ( z ) f ( z0 )dz
C
z z0
2 if ( z0 )
C
z z0
| f ( z) f ( z0 ) |
f ( z )dz f ( z ) f ( z0 )dz
| 2 if ( z0 ) || | ( )(2 ) 2
C
z z0 C
z z0
f ( z )dz
C
z z0
2 if ( z0 ) The theorem is proved.
81
50. Cauchy Integral Formula
1 f ( z) f ( z)
f ( z0 )
2 i C z z0
dz C z z0 dz 2 if ( z0 )
This formula can be used to evaluate certain integrals along simple closed contours.
Example
Let C be the positively oriented circle |z|=2, since the function
z
f ( z)
9 z2
is analytic within and on C and since the point z0=-i is interior to C,
the above formula tells us that
z z /(9 z 2 ) i
C (9 z 2 )( z i) C z-(-i)
dz dz 2 i (
10
)
5
82
51. An Extension of the Cauchy Integral Formula
f ( z) 2 i ( n )
C ( z z0 )n1 dz n ! f ( z0 )
n 0,1, 2,...
83
51. An Extension of the Cauchy Integral Formula
Example 1
If C is the positively oriented unit circle |z|=1 and
f ( z ) exp(2 z )
then
exp(2 z ) f ( z) 2 i 8 i
C z 4 dz C ( z 0)31 dz 3! f '''(0) 3
84
51. An Extension of the Cauchy Integral Formula
Example 2
Let z0 be any point interior to a positively oriented
simple closed contour C. When f(z)=1, then
dz
C z z0 2 i
And
dz
C ( z z0 )n1 0, n 1, 2,...
85
52. Some Consequences of the Extension
Theorem 1
If a function f is analytic at a given point, then its derivatives of all
orders are analytic there too.
n! f ( z)
( z0 )
(n)
f dz
2 i C ( z z0 ) n 1
n 0,1, 2,...
Corollary
If a function f (z) = u(x, y) + iv(x, y) is analytic at a point z = (x, y),
then the component functions u and v have continuous partial
derivatives of all orders at that point.
86
52. Some Consequences of the Extension
Theorem 2
Let f be continuous on a domain D. If
f ( z )dz 0
C
87
52. Some Consequences of the Extension
Theorem 3
Suppose that a function f is analytic inside and on a
positively oriented circle CR, centered at z0 and with
radius R. If MR denotes the maximum value of |f (z)| on
CR, then
n!M R
| f ( z0 ) |
(n)
n
(n 1, 2,...)
R
The Cauchy’s Inequality
88
52. Homework
pp.170-172
Ex. 2, Ex. 4, Ex. 5, Ex. 7
89