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**Complex integration: Cauchy integral theorem and Cauchy
**

integral formulas

Deﬁnite integral of a complex-valued function of a real variable

Consider a complex valued function f(t) of a real variable t:

f(t) = u(t) +iv(t),

which is assumed to be a piecewise continuous function deﬁned in

the closed interval a ≤ t ≤ b. The integral of f(t) from t = a to

t = b, is deﬁned as

b

a

f(t) dt =

b

a

u(t) dt +i

b

a

v(t) dt.

1

Properties of a complex integral with real variable of integration

1.

Re

b

a

f(t) dt =

b

a

Re f(t) dt =

b

a

u(t) dt.

2.

Im

b

a

f(t) dt =

b

a

Im f(t) dt =

b

a

v(t) dt.

3.

b

a

[γ

1

f

1

(t) +γ

2

f

2

(t)] dt = γ

1

b

a

f

1

(t) dt +γ

2

b

a

f

2

(t) dt,

where γ

1

and γ

2

are any complex constants.

4.

b

a

f(t) dt

≤

b

a

|f(t)| dt.

2

To prove (4), we consider

b

a

f(t) dt

= e

−iφ

b

a

f(t) dt =

b

a

e

−iφ

f(t) dt,

where φ = Arg

b

a

f(t) dt

. Since

b

a

f(t) dt

is real, we deduce that

b

a

f(t) dt

= Re

b

a

e

−iφ

f(t) dt =

b

a

Re [e

−iφ

f(t)] dt

≤

b

a

|e

−iφ

f(t)| dt =

b

a

|f(t)| dt.

3

Example

Suppose α is real, show that

|e

2απi

−1| ≤ 2π|α|.

Solution

Let f(t) = e

iαt

, α and t are real. We obtain

2π

0

e

iαt

dt

≤

2π

0

|e

iαt

| dt = 2π.

The left-hand side of the above inequality is equal to

2π

0

e

iαt

dt

=

e

iαt

iα

2π

0

=

|e

2απi

−1|

|α|

.

Combining the results, we obtain

|e

2απi

−1| ≤ 2π|α|, α is real.

4

Deﬁnition of a contour integral

Consider a curve C which is a set of points z = (x, y) in the complex

plane deﬁned by

x = x(t), y = y(t), a ≤ t ≤ b,

where x(t) and y(t) are continuous functions of the real parameter

t. One may write

z(t) = x(t) +iy(t), a ≤ t ≤ b.

• The curve is said to be smooth if z(t) has continuous derivative

z

′

(t) = 0 for all points along the curve.

• A contour is deﬁned as a curve consisting of a ﬁnite number

of smooth curves joined end to end. A contour is said to be a

simple closed contour if the initial and ﬁnal values of z(t) are

the same and the contour does not cross itself.

5

• Let f(z) be any complex function deﬁned in a domain D in the

complex plane and let C be any contour contained in D with

initial point z

0

and terminal point z.

• We divide the contour C into n subarcs by discrete points z

0

, z

1

, z

2

,

. . ., z

n−1

, z

n

= z arranged consecutively along the direction of in-

creasing t.

• Let ζ

k

be an arbitrary point in the subarc z

k

z

k+1

and form the

sum

n−1

¸

k=0

f(ζ

k

)(z

k+1

−z

k

).

6

Subdivision of the contour into n subarcs by discrete points z

0

, z

1

, · · · ,

z

n−1

, z

n

= z.

7

We write △z

k

= z

k+1

−z

k

. Let λ = max

k

|△z

k

| and take the limit

lim

λ→0

n→∞

n−1

¸

k=0

f(ζ

k

) △z

k

.

The above limit is deﬁned to be the contour integral of f(z) along

the contour C.

If the above limit exists, then the function f(z) is said to be inte-

grable along the contour C.

If we write

dz(t)

dt

=

dx(t)

dt

+i

dy(t)

dt

, a ≤ t ≤ b,

then

C

f(z) dz =

b

a

f(z(t))

dz(t)

dt

dt.

8

Writing f(z) = u(x, y) +iv(x, y) and dz = dx +idy, we have

C

f(z) dz =

C

u dx −v dy +i

C

u dy +v dx

=

b

a

¸

u(x(t), y(t))

dx(t)

dt

−v(x(t), y(t))

dy(t)

dt

¸

dt

+ i

b

a

¸

u(x(t), y(t))

dy(t)

dt

+v(x(t), y(t))

dx(t)

dt

¸

dt.

The usual properties of real line integrals are carried over to their

complex counterparts. Some of these properties are:

(i)

C

f(z) dz is independent of the parameterization of C;

(ii)

−C

f(z) dz = −

C

f(z) dz, where −C is the opposite curve of C;

(iii) The integrals of f(z) along a string of contours is equal to the

sum of the integrals of f(z) along each of these contours.

9

Example

Evaluate the integral

C

1

z −z

0

dz,

where C is a circle centered at z

0

and of any radius. The path is

traced out once in the anticlockwise direction.

Solution

The circle can be parameterized by

z(t) = z

0

+re

it

, 0 ≤ t ≤ 2π,

where r is any positive real number. The contour integral becomes

C

1

z −z

0

dz =

2π

0

1

z(t) −z

0

dz(t)

dt

dt =

2π

0

ire

it

re

it

dt = 2πi.

The value of the integral is independent of the radius r.

10

Example

Evaluate the integral

(i)

C

|z|

2

dz and (ii)

C

1

z

2

dz,

where the contour C is

(a) the line segment with initial point −1 and ﬁnal point i;

(b) the arc of the unit circle Im z ≥ 0 with initial point −1 and ﬁnal

point i.

Do the two results agree?

11

Solution

(i) Consider

C

|z|

2

dz,

(a) Parameterize the line segment by

z = −1 +(1 +i)t, 0 ≤ t ≤ 1,

so that

|z|

2

= (−1 +t)

2

+t

2

and dz = (1 +i) dt.

The value of the integral becomes

C

|z|

2

dz =

1

0

(2t

2

−2t +1)(1 +i) dt =

2

3

(1 +i).

12

(b) Along the unit circle, |z| = 1 and z = e

iθ

, dz = ie

iθ

dθ. The initial

point and the ﬁnal point of the path correspond to θ = π and

θ =

π

2

, respectively. The contour integral can be evaluated as

C

|z|

2

dz =

π

2

π

ie

iθ

dθ = e

iθ

π

2

π

= 1 +i.

The results in (a) and (b) do not agree. Hence, the value of this

contour integral does depend on the path of integration.

13

(ii) Consider

C

1

z

2

dz.

(a) line segment from −1 to i

C

1

z

2

dz =

1

0

1 +i

[−1 +(1 +i)t]

2

dt = −

1

−1 +(1 +i)t

1

0

= −1−

1

i

= −1+i.

(b) subarc from −1 to i

C

1

z

2

dz =

π

2

π

1

e

2iθ

ie

iθ

dθ = −e

−iθ

π

2

π

= −1 +i.

14

Estimation of the absolute value of a complex integral

The upper bound for the absolute value of a complex integral can

be related to the length of the contour C and the absolute value of

f(z) along C. In fact,

C

f(z) dz

≤ ML,

where M is the upper bound of |f(z)| along C and L is the arc length

of the contour C.

15

We consider

C

f(z) dz

=

b

a

f(z(t))

dz(t)

dt

dt

≤

b

a

|f(z(t))|

dz(t)

dt

dt

≤

b

a

M

dz(t)

dt

dt

= M

b

a

dx(t)

dt

2

+

dy(t)

dt

2

dt = ML.

16

Example

Show that

C

1

z

2

dz

**≤ 2, where C is the line segment joining −1 +i and 1 +i.
**

Solution

Along the contour C, we have z = x + i, −1 ≤ x ≤ 1, so that 1 ≤

|z| ≤

√

2. Correspondingly,

1

2

≤

1

|z|

2

≤ 1. Here, M = max

z∈C

1

|z|

2

= 1

and the arc length L = 2. We have

C

1

z

2

dz

≤ ML = 2.

17

Example

Estimate an upper bound of the modulus of the integral

I =

C

Log z

z −4i

dz

where C is the circle |z| = 3.

Now,

Log z

z −4i

≤

ln|z|

+|Arg z|

||z| −|4i||

so that

max

z∈C

Log z

z −4i

≤

ln3 +π

|3 −4|

= ln3 +π; L = (2π)(3) = 6π.

Hence,

C

Log z

z −4i

dz

≤ 6π(π +ln3).

18

Example

Find an upper bound for

Γ

e

z

/(z

2

+1) dz

**, where Γ is the circle
**

|z| = 2 traversed once in the counterclockwise direction.

Solution

The path of integration has length L = 4π. Next we seek an upper

bound M for the function e

z

/(z

2

+ 1) when |z| = 2. Writing z =

x +iy, we have

|e

z

| = |e

x+iy

| = e

x

≤ e

2

, for |z| =

x

2

+y

2

= 2,

and by the triangle inequality

|z

2

+1| ≥ |z|

2

−1 = 4 −1 = 3 for |z| = 2.

Hence, |e

z

/(z

2

+1)| ≤ e

2

/3 for |z| = 2, and so

Γ

e

z

z

2

+1

dz

≤

e

2

3

· 4π.

19

Path independence

Under what conditions that

C

1

f(z) dz =

C

2

f(z) dz,

where C

1

and C

2

are two contours in a domain D with the same

initial and ﬁnal points and f(z) is piecewise continuous inside D.

The property of path independence is valid for f(z) =

1

z

2

but it fails

when f(z) = |z|

2

. The above query is equivalent to the question:

When does

C

f(z) dz = 0

hold, where C is any closed contour lying completely inside D? The

equivalence is revealed if we treat C as C

1

∪ −C

2

.

We observe that f(z) =

1

z

2

is analytic everywhere except at z = 0

but f(z) = |z|

2

is nowhere analytic.

20

Cauchy integral theorem

Let f(z) = u(x, y)+iv(x, y) be analytic on and inside a simple closed

contour C and let f

′

(z) be also continuous on and inside C, then

C

f(z) dz = 0.

Proof

The proof of the Cauchy integral theorem requires the Green theo-

rem for a positively oriented closed contour C: If the two real func-

tions P(x, y) and Q(x, y) have continuous ﬁrst order partial deriva-

tives on and inside C, then

C

P dx +Q dy =

D

(Q

x

−P

y

) dxdy,

where D is the simply connected domain bounded by C.

21

Suppose we write f(z) = u(x, y) +iv(x, y), z = x +iy; we have

C

f(z) dz =

C

u dx −v dy +i

C

v dx +u dy.

One can infer from the continuity of f

′

(z) that u(x, y) and v(x, y)

have continuous derivatives on and inside C. Using the Green the-

orem, the two real line integrals can be transformed into double

integrals.

C

f(z) dz =

D

(−v

x

−u

y

) dxdy +i

D

(u

x

−v

y

) dxdy.

Both integrands in the double integrals are equal to zero due to the

Cauchy-Riemann relations, hence the theorem.

In 1903, Goursat was able to obtain the same result without assum-

ing the continuity of f

′

(z).

22

Goursat Theorem

If a function f(z) is analytic throughout a simply connected domain

D, then for any simple closed contour C lying completely inside D,

we have

C

f(z) dz = 0.

Corollary 1

The integral of a function f(z) which is analytic throughout a simply

connected domain D depends on the end points and not on the

particular contour taken. Suppose α and β are inside D, C

1

and C

2

are any contours inside D joining α to β, then

C

1

f(z) dz =

C

2

f(z) dz.

23

Example

If C is the curve y = x

3

−3x

2

+4x−1 joining points (1, 1) and (2, 3),

ﬁnd the value of

C

(12z

2

−4iz) dz.

Method 1. The integral is independent of the path joining (1, 1)

and (2, 3). Hence any path can be chosen. In particular, let us

choose the straight line paths from (1, 1) to (2, 1) and then from

(2, 1) to (2, 3).

Case 1 Along the path from (1, 1) to (2, 1), y = 1, dy = 0 so that

z = x +iy = x +i, dz = dx. Then the integral equals

2

1

{12(x +i)

2

−4i(x +i)} dx = {4(x +i)

3

−2i(x +i)

2

}

2

1

= 20 +30i.

24

Case 2 Along the path from (2, 1) to (2, 3), x = 2, dx = 0 so that

z = x +iy = 2 +iy, dz = idy. Then the integral equals

3

1

{12(2+iy)

2

−4i(2+iy)}i dy = {4(2+iy)

3

−2i(2+iy)

2

}

3

1

= −176+8i.

Then adding, the required value = (20 + 30i) + (−176 + 8i) =

−156 +38i.

Method 2. The given integral equals

2+3i

1+i

(12z

2

−4iz) dz = (4z

3

−2iz

2

)

2+3i

1+i

= −156 +38i.

It is clear that Method 2 is easier.

25

Corollary 2

Let f(z) be analytic throughout a simply connected domain D. Con-

sider a ﬁxed point z

0

∈ D; by virtue of Corollary 1,

F(z) =

z

z

0

f(ζ) dζ, for any z ∈ D,

is a well-deﬁned function in D. Considering

F(z +∆z) −F(z)

∆z

−f(z) =

1

∆z

z+∆z

z

[f(ζ) −f(z)] dζ.

By the Cauchy Theorem, the last integral is independent of the path

joining z and z +∆z so long as the path is completely inside D. We

choose the path as the straight line segment joining z and z + ∆z

and choose |∆z| small enough so that it is completely inside D.

26

By continuity of f(z), we have for all points u on this straight line

path

|f(u) −f(z)| < ǫ whenever |u −z| < δ.

Note that |∆z| < δ is observed implicitly.

27

We have

z+∆z

z

[f(u) −f(z)] du

< ǫ|∆z|

so that

F(z +∆z) −F(z)

∆z

−f(z)

=

1

|∆z|

z+∆z

z

[f(u) −f(z)] du

< ǫ

for |∆z| < δ. This amounts to say

lim

∆z→0

F(z +∆z) −F(z)

∆z

= f(z),

that is, F

′

(z) = f(z) for all z in D. Hence, F(z) is analytic in D

since F

′

(z) exists at all points in D (which is an open set).

28

• This corollary may be considered as a complex counterpart of

the fundamental theorem of real calculus.

• If we integrate f(z) along any contour joining α and β inside D,

then the value of the integral is given by

β

α

f(z) dz =

β

z

0

f(ζ) dζ −

α

z

0

f(ζ) dζ

= F(β) −F(α), α and β ∈ D.

29

Corollary 3

Let C, C

1

, C

2

, . . ., C

n

be positively oriented closed contours, where

C

1

, C

2

, . . ., C

n

are all inside C. For C

1

, C

2

, . . ., C

n

, each of these

contours lies outside of the other contours. Let int C

i

denote the

collection of all points bounded inside C

i

. Let f(z) be analytic on

the set S: C ∪ int C \ int C

1

\ int C

2

\ · · · \ int C

n

(see the shaded

area in Figure), then

C

f(z) dz =

n

¸

k=1

C

k

f(z) dz.

30

The proof for the case when n = 2 is presented below.

31

Proof

• The constructed boundary curve is composed of C ∪−C

1

∪−C

2

and the cut lines, each cut line travels twice in opposite direc-

tions.

• To explain the negative signs in front of C

1

and C

2

, we note that

the interior contours traverse in the clockwise sense as parts of

the positively oriented boundary curve.

• With the introduction of these cuts, the shaded region bounded

within this constructed boundary curve becomes a simply con-

nected set.

We have

C

f(z) dz +

−C

1

f(z) dz +

−C

2

f(z) dz = 0,

so that

C

f(z) dz =

C

1

f(z) dz +

C

2

f(z) dz.

32

Example

Let D be the domain that contains the whole complex plane except

the origin and the negative real axis. Let Γ be an arbitrary contour

lying completely inside D, and Γ starts from 1 and ends at a point

α. Show that

Γ

dz

z

= Log α.

Solution

Let Γ

1

be the line segment from 1 to |α| along the real axis, and

Γ

2

be a circular arc centered at the origin and of radius |α| which

extends from |α| to α. The union Γ

1

∪ Γ

2

∪ −Γ forms a closed

contour. Since the integrand

1

z

is analytic everywhere inside D, by

the Cauchy integral theorem, we have

Γ

dz

z

=

Γ

1

dz

z

+

Γ

2

dz

z

.

33

The contour Γ starts from z = 1 and ends at z = α. The arc Γ

2

is

part of the circle |z| = |α|.

34

Since α cannot lie on the negative real axis, so Arg α cannot assume

the value π. If we write α = |α|e

iArg α

(−π < Arg α < π), then

Γ

1

dz

z

=

|α|

1

dt

t

= ln|α|

Γ

2

dz

z

=

Arg α

0

ire

iθ

re

iθ

dθ = i Arg α.

Combining the results,

Γ

dz

z

= ln|α| +i Arg α = Log α.

Note that the given domain D is the domain of deﬁnition of Log z,

the principal branch of the complex logarithm function.

35

Poisson integral

Consider the integration of the function e

−z

2

around the rectangular

contour Γ with vertices ±a, ±a+ib and oriented positively. By letting

a → ∞ while keeping b ﬁxed, show that

∞

−∞

e

−x

2

e

±2ibx

dx =

∞

−∞

e

−x

2

cos 2bx dx = e

−b

2

√

π.

y

x

(a, b)

(−a, b)

(−a, 0) (a, 0) Γ

1

Γ

2

Γ

3

Γ

4

The conﬁguration of the closed rectangular contour Γ.

36

Solution

Since e

−z

2

is an entire function, we have

Γ

e

−z

2

dz = 0,

by virtue of the Cauchy integral theorem. The closed contour Γ

consists of four line segments: Γ = Γ

1

∪ Γ

2

∪ Γ

3

∪ Γ

4

, where

Γ

1

= {x : −a ≤ x ≤ a},

Γ

2

= {a +iy : 0 ≤ y ≤ b},

Γ

3

= {x +ib : −a ≤ x ≤ a},

Γ

4

= {−a +iy : 0 ≤ y ≤ b},

and Γ is oriented in the anticlockwise direction.

37

The contour integral can be split into four contour integrals, namely,

Γ

e

−z

2

dz =

Γ

1

e

−z

2

dz +

Γ

2

e

−z

2

dz +

Γ

3

e

−z

2

dz +

Γ

4

e

−z

2

dz.

The four contour integrals can be expressed as real integrals as

follows:

Γ

1

e

−z

2

dz =

a

−a

e

−x

2

dx,

Γ

2

e

−z

2

dz =

b

0

e

−(a+iy)

2

i dy,

Γ

3

e

−z

2

dz =

−a

a

e

−(x+ib)

2

dx,

= −e

b

2

¸

a

−a

e

−x

2

cos 2bx dx −i

a

−a

e

−x

2

sin2bx dx

,

Γ

4

e

−z

2

dz =

0

b

e

−(−a+iy)

2

i dy.

38

First, we consider the bound on the modulus of the second integral.

Γ

2

e

−z

2

dz

≤

b

0

|e

−(a

2

−y

2

+2iay)

i| dy

= e

−a

2

b

0

e

y

2

dy

≤ e

−a

2

b

0

e

b

2

dy (since 0 ≤ y ≤ b)

=

be

b

2

e

a

2

→ 0 as a → ∞ and b is ﬁxed.

Therefore, the value of

Γ

2

e

−z

2

dz → 0 as a → ∞.

By similar argument, the fourth integral can be shown to be zero

as a → ∞.

39

lim

a→∞

Γ

e

−z

2

dz = lim

a→∞

a

−a

e

−x

2

dx −e

b

2

a

−a

e

−x

2

cos 2bx dx

+ i lim

a→∞

e

b

2

a

−a

e

−x

2

sin2bx dx

= 0,

so that

∞

−∞

e

−x

2

cos 2bx dx−i

∞

−∞

e

−x

2

sin2bx dx = e

−b

2

∞

−∞

e

−x

2

dx = e

−b

2

√

π.

Either by equating the imaginary parts of the above equation or

observing that e

−x

2

sin2bx is odd, we deduce

∞

−∞

e

−x

2

sin2bx dx = 0.

Hence, we obtain

∞

−∞

e

−x

2

e

±2ibx

dx =

∞

−∞

e

−x

2

cos 2bx dx = e

−b

2

√

π.

40

Cauchy integral formula

Let the function f(z) be analytic on and inside a positively oriented

simple closed contour C and z is any point inside C, then

f(z) =

1

2πi

C

f(ζ)

ζ −z

dζ.

Proof

We draw a circle C

r

, with radius r around the point z, small enough

to be completely inside C. Since

f(ζ)

ζ−z

is analytic in the region lying

between C

r

and C, we have

1

2πi

C

f(ζ)

ζ −z

dζ =

1

2πi

C

r

f(ζ)

ζ −z

dζ

=

1

2πi

C

r

f(ζ) −f(z)

ζ −z

dζ +

f(z)

2πi

C

r

1

ζ −z

dζ.

The last integral is seen to be equal to f(z). To complete the proof,

it suﬃces to show that the ﬁrst integral equals zero.

41

×

x

y

z

C

C

r

The contour C is deformed to the circle C

r

, which encircles the

point z.

42

Since f is continuous at z, for each ǫ > 0, there exists δ > 0 such

that

|f(ζ) −f(z)| < ǫ whenever |ζ −z| < δ.

Now, suppose we choose r < δ (it is necessary to guarantee that

C

r

lies completely inside the contour C), the modulus of the ﬁrst

integral is bounded by

1

2πi

C

r

f(ζ) −f(z)

ζ −z

dζ

≤

1

2π

C

r

|f(ζ) −f(z)|

|ζ −z|

|dζ|

=

1

2πr

C

r

|f(ζ) −f(z)| |dζ|

<

ǫ

2πr

C

r

|dζ| =

ǫ

2πr

2πr = ǫ.

Since the modulus of the above integral is less than any positive

number ǫ, however small, so the value of that integral is zero.

43

By the Cauchy integral formula, the value of f(z) at any point inside

the closed contour C is determined by the values of the function

along the boundary contour C.

Example

Apply the Cauchy integral formula to the integral

|z|=1

e

kz

z

dz, k is a real constant,

to show that

2π

0

e

k cos θ

sin(k sinθ) dθ = 0

2π

0

e

k cos θ

cos(k sinθ) dθ = 2π.

44

Solution

By Cauchy’s integral formula:

|z|=1

e

kz

z

dz = (2πi)e

kz

z=0

= 2πi.

On the other hand,

2πi =

|z|=1

e

kz

z

dz =

2π

0

e

k(cos θ+i sinθ)

e

iθ

ie

iθ

dθ

= i

2π

0

e

k cos θ

[cos(k sinθ) +i sin(k sinθ)] dθ.

Equating the real and imaginary parts, we obtain

0 =

2π

0

e

k cos θ

sin(k sinθ) dθ

2π =

2π

0

e

k cos θ

cos(k sinθ) dθ.

45

Example

Evaluate

C

sinπz

2

+cos πz

2

(z −1)(z −2)

dz,

where C is the circle: |z −i| = 3.

Solution

C

sinπz

2

+cos πz

2

(z −1)(z −2)

dz =

C

sinπz

2

+cos πz

2

z −2

dz −

C

sinπz

2

+cos πz

2

z −1

dz

By Cauchy’s integral formula, we have

C

sinπz

2

+cos πz

2

z −2

dz = 2πi{sinπ(2)

2

+cos π(2)

2

} = 2πi

C

sinπz

2

+cos πz

2

z −1

dz = 2πi{sinπ(1)

2

+cos π(1)

2

} = −2πi

since z = 1 and z = 2 are inside C and sinπz

2

+ cos πz

2

is analytic

on and inside C. The integral has the value 2πi −(−2πi) = 4πi.

46

Remark

Alternately, by Corollary 3 of the Cauchy Integral Theorem, we have

C

sinπz

2

+cos πz

2

(z −1)(z −2)

dz =

C

1

(sinπz

2

+cos πz

2

)/(z −2)

z −1

dz

+

C

2

(sinπz

2

+cos πz

2

)/(z −1)

z −2

dz,

where C

1

and C

2

are closed contours completely inside C, C

1

encir-

cles the point z = 1 while C

2

encircles the point z = 2.

47

By the Cauchy Integral formula, choosing f(z) =

sinπz

2

+cos πz

2

z −2

,

we obtain

C

1

f(z)

z −1

dz = 2πif(1) = 2πi

sinπ +cos π

−1

= 2πi.

In a similar manner

C

2

(sinπz

2

+cos πz

2

)/(z −1)

z −2

dz = 2πi

sinπz

2

+cos πz

2

z −1

z=2

= 2πi.

Hence, the integral is equal to 2πi +2πi = 4πi.

48

The Cauchy integral formula can be extended to the case where the

simple closed contour C can be replaced by the oriented boundary

of a multiply connected domain.

Suppose C, C

1

, C

2

, . . . , C

n

and f(z) are given the same conditions

as in Corollary 3, then for any point z ∈ C ∪ int C \ int C

1

\

int C

2

\ · · · \ int C

n

, we have

f(z) =

1

2πi

C

f(ζ)

ζ −z

dζ −

n

¸

k=1

1

2πi

C

k

f(ζ)

ζ −z

dζ.

49

Derivatives of contour integrals

Suppose we diﬀerentiate both sides of the Cauchy integral formula

formally with respect to z (holding ζ ﬁxed), assuming that diﬀeren-

tiation under the integral sign is legitimate, we obtain

f

′

(z) =

1

2πi

d

dz

C

f(ζ)

ζ −z

dζ =

1

2πi

C

d

dz

f(ζ)

ζ −z

dζ =

1

2πi

C

f(ζ)

(ζ −z)

2

dζ.

How to justify the legitimacy of direct diﬀerentiation of the Cauchy

integral formula? First, consider the expression

f(z +h) −f(z)

h

−

1

2πi

C

f(ζ)

(ζ −z)

2

dζ

=

1

h

1

2πi

C

¸

f(ζ)

ζ −z −h

−

f(ζ)

ζ −z

−h

f(ζ)

(ζ −z)

2

¸

dζ

¸

=

h

2πi

C

f(ζ)

(ζ −z −h) (ζ −z)

2

dζ.

50

It suﬃces to show that the value of the last integral goes to zero

as h → 0. To estimate the value of the last integral, we draw the

circle C

2d

: |ζ −z| = 2d inside the domain bounded by C and choose

h such that 0 < |h| < d.

For every point ζ on the curve C, it is outside the circle C

2d

so that

|ζ −z| > d and |ζ −z −h| > d.

Let M be the upper bound of |f(z)| on C and L is the total arc

length of C. Using the modulus inequality and together with the

above inequalities, we obtain

h

2πi

C

f(ζ)

(ζ −z −h) (ζ −z)

2

dζ

≤

|h|

2π

ML

d

3

.

51

In the limit h → 0, we observe that

lim

h→0

h

2πi

C

f(ζ)

(ζ −z −h)(ζ −z)

2

dζ

≤ lim

h→0

|h|

2π

ML

d

3

= 0;

therefore,

f

′

(z) = lim

h→0

f(z +h) −f(z)

h

=

1

2πi

C

f(ζ)

(ζ −z)

2

dζ.

By induction, we can show the general result

f

(k)

(z) =

k!

2πi

C

f(ζ)

(ζ −z)

k+1

dζ, k = 1, 2, 3, · · · ,

for any z inside C. This result is called the generalized Cauchy

Integral Formula.

52

Theorem

If a function f(z) is analytic at a point, then its derivatives of all

orders are also analytic at the same point.

Proof

Suppose f is analytic at a point z

0

, then there exists a neighborhood

of z

0

: |z − z

0

| < ǫ throughout which f is analytic. Take C

0

to be

a positively oriented circle centered at z

0

and with radius ǫ/2 such

that f is analytic inside and on C

0

. We then have

f

′′

(z) =

1

πi

C

0

f(ζ)

(ζ −z)

3

dζ

at each point z interior to C

0

. The existence of f

′′

(z) throughout

the neighborhood: |z − z

0

| < ǫ/2 means that f

′

is analytic at z

0

.

Repeating the argument to the analytic function f

′

, we can conclude

that f

′′

is analytic at z

0

.

53

Remarks

(i) The above theorem is limited to complex functions only. In

fact, no similar statement can be made on real diﬀerentiable

functions. It is easy to ﬁnd examples of real valued function

f(x) such that f

′

(x) exists but not so for f

′′

(x) at certain points.

(ii) Suppose we express an analytic function inside a domain D as

f(z) = u(x, y) + iv(x, y), z = x + iy. Since its derivatives of

all orders are analytic functions, it then follows that the par-

tial derivatives of u(x, y) and v(x, y) of all orders exist and are

continuous.

54

To see this, since f

′′

(z) exists, we consider

f

′′

(z) =

∂

2

u

∂x

2

+i

∂

2

v

∂x

2

=

∂

2

v

∂y∂x

−i

∂

2

u

∂y∂x

¸

from f

′

(z) =

∂u

∂x

+i

∂v

∂x

or

f

′′

(z) =

∂

2

v

∂x∂y

−i

∂

2

u

∂x∂y

= −

∂

2

u

∂y

2

−i

∂

2

v

∂y

2

¸

from f

′

(z) =

∂v

∂y

−i

∂u

∂y

¸

.

The continuity of f

′′

implies that all second order partials of u and

v are continuous at points where f is analytic. Continuing with the

process, we obtain the result.

The mere assumption of the analyticity of f(z) on and inside C is

suﬃcient to guarantee the existence of the derivatives of f(z) of all

orders. Moreover, the derivatives are all continuous on and inside

C.

55

Example

Suppose f(z) is deﬁned by the integral

f(z) =

|ζ|=3

3ζ

2

+7ζ +1

ζ −z

dζ,

ﬁnd f

′

(1 +i).

Solution

Setting k = 1 in the generalized Cauchy integral formula,

f

′

(z) =

|ζ|=3

3ζ

2

+7ζ +1

(ζ −z)

2

dζ

=

|ζ|=3

3(ζ −z)

2

+(6z +7)(ζ −z) +3z

2

+7z +1

(ζ −z)

2

dζ

=

|ζ|=3

3 dζ +(6z +7)

|ζ|=3

1

ζ −z

dζ

+ (3z

2

+7z +1)

|ζ|=3

1

(ζ −z)

2

dζ.

56

The ﬁrst integral equals zero since the integrand is entire (a constant

function). For the second integral, we observe that

|ζ|=3

1

ζ −z

dζ =

0 if |z| > 3

2πi if |z| < 3

.

Furthermore, we deduce that the third integral is zero since

|ζ|=3

1

(ζ −z)

2

dζ =

d

dz

¸

|ζ|=3

1

ζ −z

dζ

¸

= 0.

Combining the results, we have

f

′

(z) = (2πi)(6z +7) if |z| < 3.

We observe that 1 + i is inside |z| < 3 since |1 + i| =

√

2 < 3.

Therefore, we obtain

f

′

(1 +i) = 2πi [6(1 +i) +7] = −12π +26πi.

57

Example

Evaluate

C

e

2z

(z +1)

4

dz, where C is the circle |z| = 3.

Solution

Let f(z) = e

2z

and a = −1 in the Cauchy integral formula

f

(n)

(a) =

n!

2πi

C

f(z)

(z −a)

n+1

dz.

If n = 3, then f

′′′

(z) = 8e

2z

and f

′′′

(−1) = 8e

−2

. Hence,

8e

−2

=

3!

2πi

e

2z

(z +1)

4

dz

from which we see the required integral has the value 8πie

−2

/3.

58

Cauchy inequality

Suppose f(z) is analytic on and inside the disc |z−z

0

| = r, 0 < r < ∞,

and let

M(r) = max

|z−z

0

|=r

|f(z)|,

then

|f

(k)

(z)|

k!

≤

M(r)

r

k

, k = 0, 1, 2, . . . .

This inequality follows from the generalized Cauchy integral formula.

59

Example

Suppose f(z) is analytic inside the unit circle |z| = 1 and

|f(z)| ≤

1

1 −|z|

,

show that

|f

(n)

(0)| ≤ (n +1)!

1 +

1

n

n

.

Solution

We integrate

f(ζ)

ζ

n+1

around the circle |ζ| =

n

n+1

, where f(ζ) is analytic

on and inside the circle. Using the generalized Cauchy integral

formula, we have

f

(n)

(0) =

n!

2πi

|ζ|=

n

n+1

f(ζ)

ζ

n+1

dζ

60

=

n!

2πi

2π

0

f

n

n+1

e

iθ

n

n+1

n+1

e

i(n+1)θ

n

n +1

e

iθ

i dθ

=

1 +

1

n

n

n!

2π

2π

0

f

n

n +1

e

iθ

e

−inθ

dθ.

The modulus |f

(n)

(0)| is bounded by

|f

(n)

(0)| ≤

1 +

1

n

n

n!

2π

2π

0

f

n

n +1

e

iθ

dθ

≤

1 +

1

n

n

n!

2π

2π

0

1

1 −

n

n+1

dθ

=

1 +

1

n

n

n!

2π

[(n +1) 2π]

= (n +1)!

1 +

1

n

n

.

61

Gauss’ mean value theorem

If f(z) is analytic on and inside the disc C

r

: |z −z

0

| = r, then

f(z

0

) =

1

2π

2π

0

f(z

0

+re

iθ

) dθ.

Proof

From the Cauchy integral formula, we have

f(z

0

) =

1

2πi

C

r

f(z)

z −z

0

dz

=

1

2πi

2π

0

f(z

0

+re

iθ

)ire

iθ

re

iθ

dθ

=

1

2π

2π

0

f(z

0

+re

iθ

) dθ.

Write u(z) = Re f(z), it is known that u is harmonic. We have

u(z

0

) =

1

2π

2π

0

u(z

0

+re

iθ

) dθ.

62

Example

Find the mean value of x

2

−y

2

+x on the circle |z −i| = 2.

Solution

First, we observe that x

2

− y

2

+ x = Re(z

2

+ z). The mean value

is deﬁned by

1

2π

2π

0

u(i +2e

iθ

) dθ,

where u(z) = Re(z

2

+z). By Gauss’ mean value theorem,

1

2π

2π

0

u(i +2e

iθ

) dθ = Re(z

2

+z)

z=i

= Re(−1 +i) = −1.

63

Maximum modulus theorem

If f(z) is analytic on and inside a domain D bounded by a simple

closed curve C, then the maximum value of |f(z)| occurs on C,

unless f(z) is a constant.

Example

Find the maximum value of |z

2

+3z −1| in the disk |z| ≤ 1.

Solution

The triangle inequality gives

|z

2

+3z −1| ≤ |z

2

| +3|z| +1 ≤ 5, for |z| ≤ 1.

64

However, the maximum value is actually smaller than this, as the

following analysis shows.

The maximum of |z

2

+3z−1| must occur on the boundary of the disk

(|z| = 1). The latter can be parameterized as z = e

it

, 0 ≤ t ≤ 2π;

whence

|z

2

+3z −1|

2

= (e

i2t

+3e

it

−1)(e

−i2t

+3e

−it

−1).

Expanding and gathering terms reduces this to (11−2cos 2t), whose

maximum value is 13. The maximum value is obtained by taking

t = π/2 or t = 3π/2.

Thus the maximum value of |z

2

+ 3z − 1| is

√

13, which occurs at

z = ±i.

65

Example

Let R denote the rectangular region:

0 ≤ x ≤ π, 0 ≤ y ≤ 1,

the modulus of the entire function

f(z) = sinz

has a maximum value in R that occurs on the boundary.

To verify the claim, consider

|f(z)| =

sin

2

x +sinh

2

y,

the term sin

2

x is greatest at x = π/2 and the increasing function

sinh

2

y is greatest when y = 1. The maximum value of |f(z)| in R

occurs at the boundary point

π

2

, 1

**and at no other point in R.
**

66

Proof of the Maximum Modulus Theorem

Proof by contradiction. Suppose |f(z)| attains its maximum at α ∈

D. Using the Gauss Mean Value Theorem:

f(α) =

1

2π

2π

0

f(α +re

iθ

) dθ

where the neighborhood N(α; r) lies inside D. By the modulus in-

equality,

|f(α)| ≤

1

2π

2π

0

|f(α +re

iθ

)| dθ.

Since |f(α)| is a maximum, then |f(α+re

iθ

)| ≤ |f(α)| for all θ, giving

1

2π

2π

0

|f(α +re

iθ

)| dθ ≤

1

2π

2π

0

|f(α)| dθ = |f(α)|.

Combining the results, we obtain

2π

0

[|f(α)| −|f(α +re

iθ

)|]

. .. .

non-negative

dθ = 0.

67

One then infer that |f(α)| = |f(α + re

iθ

)|. However, it may be

possible to have |f(α + re

iθ

)| < |f(α)| at isolated points. We argue

that this is not possible due to continuity of f(z).

If |f(α + re

iθ

)| < |f(α)| at a single point, then |f(α + re

iθ

)| < |f(α)|

for a ﬁnite arc on the circle, giving

1

2π

2π

0

|f(α +re

iθ

)| dθ < |f(α)|,

a contradiction. We can then deduce that

|f(α)| = |f(α +re

iθ

)|

for all points on the circle.

• Since r can be any value, |f(z)| is constant in any neighborhood

of α lying inside D.

68

Finally, we need to show that |f(z)| is constant at any point in D.

Take any z ∈ D, we can join α to z by a curve lying completely

inside D. Taking a sequence of points z

0

= α, z

1

, · · · , z

n

= z such

that each of these points is the center of a disc (plus its boundary)

lying completely inside D and z

k

is contained in the disk centered at

z

k−1

, k = 1, 2, · · · , n.

We then have |f(z

1

)| = |f(α)|. Also z

2

is contained inside the disc

centered at z

1

, so |f(z

2

)| = |f(z

1

)|, · · · , and deductively |f(z)| =

|f(α)|.

Lastly, we use the result that if |f(z)| = constant throughout D,

then f(z) = constant throughout D.

69

Liouville’s Theorem

If f is entire and bounded in the complex plane, then f(z) is constant

throughout the plane.

Proof

It suﬃces to show that f

′

(z) = 0 for all z ∈ C. We integrate

f(ζ)

(ζ −z)

2

around C

R

: |ζ −z| = R. By the generalized Cauchy integral formula

f

′

(z) =

1

2πi

C

R

f(ζ)

(ζ −z)

2

dξ,

which remains valid for any suﬃciently large R since f(z) is entire.

Since f(z) is bounded, so |f(z)| ≤ B for all z ∈ C,

|f

′

(z)| =

1

2π

C

R

f(ζ)

(ζ −z)

2

dζ

≤

1

2π

B

R

2

2πR =

B

R

.

70

Now, B is independent of R and R can be arbitrarily large. The

inequality can hold for arbitrarily large values of R only if f

′

(z) = 0.

Since the choice of z is arbitrary, this means that f

′

(z) = 0 every-

where in the complex plane. Consequently, f is a constant function.

Remark

Non-constant entire functions must be unbounded. For example,

sinz and cos z are unbounded, unlike their real counterparts.

71

**Properties of a complex integral with real variable of integration 1. Re 2. Im 3.
**

b a b a b a

f (t) dt =

b a

Re f (t) dt =

b a

u(t) dt.

f (t) dt =

b a

Im f (t) dt =

b a

v(t) dt.

[γ1f1(t) + γ2f2(t)] dt = γ1

b a

f1(t) dt + γ2

b a

f2(t) dt,

**where γ1 and γ2 are any complex constants. 4.
**

b a

f (t) dt ≤

b a

|f (t)| dt.

2

To prove (4), we consider

b a

f (t) dt = e−iφ

b a

b a

f (t) dt =

b a

b a

e−iφf (t) dt,

where φ = Arg

b a

f (t) dt . Since

b a

**f (t) dt is real, we deduce that
**

b a b a

f (t) dt

= Re ≤

b a

e

−iφ

f (t) dt = =

Re [e−iφf (t)] dt

|e−iφf (t)| dt

|f (t)| dt.

3

4 . we obtain |e2απi − 1| ≤ 2π|α|. |α| Combining the results. The left-hand side of the above inequality is equal to 2π 0 e iαt dt = eiαt iα 2π 0 |e2απi − 1| = . We obtain 2π 0 e iαt dt ≤ 2π 0 |eiαt| dt = 2π.Example Suppose α is real. show that |e2απi − 1| ≤ 2π|α|. Solution Let f (t) = eiαt. α is real. α and t are real.

5 . y) in the complex plane deﬁned by x = x(t). a ≤ t ≤ b. One may write z(t) = x(t) + iy(t). y = y(t). • The curve is said to be smooth if z(t) has continuous derivative z ′(t) = 0 for all points along the curve. A contour is said to be a simple closed contour if the initial and ﬁnal values of z(t) are the same and the contour does not cross itself.Deﬁnition of a contour integral Consider a curve C which is a set of points z = (x. where x(t) and y(t) are continuous functions of the real parameter t. • A contour is deﬁned as a curve consisting of a ﬁnite number of smooth curves joined end to end. a ≤ t ≤ b.

z2. . • Let ζk be an arbitrary point in the subarc zk zk+1 and form the sum n−1 k=0 f (ζk )(zk+1 − zk ). zn = z arranged consecutively along the direction of increasing t. . 6 . zn−1. • We divide the contour C into n subarcs by discrete points z0.. z1. .• Let f (z) be any complex function deﬁned in a domain D in the complex plane and let C be any contour contained in D with initial point z0 and terminal point z.

7 . zn−1. zn = z. z1.Subdivision of the contour into n subarcs by discrete points z0. · · · .

If the above limit exists. dt dt dt then dz(t) f (z) dz = f (z(t)) dt. Let λ = max |△zk | and take the limit k n−1 λ→0 n→∞ k=0 lim f (ζk ) △zk . then the function f (z) is said to be integrable along the contour C. a ≤ t ≤ b.We write △zk = zk+1 − zk . If we write dx(t) dy(t) dz(t) = +i . dt C a b 8 . The above limit is deﬁned to be the contour integral of f (z) along the contour C.

+ v(x(t). Some of these properties are: (i) (ii) f (z) dz is independent of the parameterization of C.Writing f (z) = u(x. y(t)) dt. we have C f (z) dz = dx(t) dy(t) = u(x(t). y(t)) dt dt a The usual properties of real line integrals are carried over to their complex counterparts. f (z) dz = − f (z) dz. y(t)) dt − v(x(t). y(t)) dt dt a b dy(t) dx(t) + i u(x(t). 9 . y) and dz = dx + idy. C b u dx − v dy + i C u dy + v dx C −C C (iii) The integrals of f (z) along a string of contours is equal to the sum of the integrals of f (z) along each of these contours. y) + iv(x. where −C is the opposite curve of C.

Solution The circle can be parameterized by z(t) = z0 + reit . 10 . C z − z0 0 z(t) − z0 dt 0 reit The value of the integral is independent of the radius r.Example Evaluate the integral 1 dz. The path is traced out once in the anticlockwise direction. 0 ≤ t ≤ 2π. C z − z0 where C is a circle centered at z0 and of any radius. The contour integral becomes 2π 2π ireit 1 dz(t) 1 dz = dt = dt = 2πi. where r is any positive real number.

(b) the arc of the unit circle Im z ≥ 0 with initial point −1 and ﬁnal point i. 2 Cz C where the contour C is (a) the line segment with initial point −1 and ﬁnal point i. Do the two results agree? 11 .Example Evaluate the integral (i) |z|2 dz and (ii) 1 dz.

C (a) Parameterize the line segment by z = −1 + (1 + i)t.Solution (i) Consider |z|2 dz. and The value of the integral becomes C 2 − 2t + 1)(1 + i) dt = 2 (1 + i). so that |z|2 = (−1 + t)2 + t2 |z|2 dz = 1 0 0 ≤ t ≤ 1. (2t 3 12 . dz = (1 + i) dt.

π The results in (a) and (b) do not agree. |z| = 1 and z = eiθ . Hence. The contour integral can be evaluated as 2 |z|2 dz = π 2 C π ieiθ dθ = eiθ π 2 = 1 + i. dz = ieiθ dθ. 13 . The initial point and the ﬁnal point of the path correspond to θ = π and θ = π . respectively.(b) Along the unit circle. the value of this contour integral does depend on the path of integration.

(ii) Consider 1 dz. 2 Cz (a) line segment from −1 to i 1 1 1 1 1+i dz = dt = − = −1− = −1+i. C z2 π e2iθ π π 2 14 . −1 + (1 + i)t 0 i C z2 0 [−1 + (1 + i)t]2 1 (b) subarc from −1 to i π 2 1 1 iθ dz = ie dθ = −e−iθ = −1 + i.

f (z) dz ≤ M L. In fact. C where M is the upper bound of |f (z)| along C and L is the arc length of the contour C.Estimation of the absolute value of a complex integral The upper bound for the absolute value of a complex integral can be related to the length of the contour C and the absolute value of f (z) along C. 15 .

16 .We consider f (z) dz = ≤ ≤ b a b C f (z(t)) dz(t) dt dt dz(t) |f (z(t))| dt dt a dz(t) M dt dt a b a b = M dx(t) dt 2 dy(t) + dt 2 dt = M L.

−1 ≤ x ≤ 1. We have 1 dz ≤ M L = 2. 2 Cz Solution Along the contour C. ≤ 2 ≤ 1. Here. where C is the line segment joining −1 + i and 1 + i. so that 1 ≤ √ 1 1 1 |z| ≤ 2. Correspondingly. M = max 2 = 1 z∈C |z| 2 |z| and the arc length L = 2.Example Show that 1 dz ≤ 2. 2 Cz 17 . we have z = x + i.

18 . z − 4i max ln |z| + |Arg z| ||z| − |4i|| so that Log z ln 3 + π = ln 3 + π.Example Estimate an upper bound of the modulus of the integral Log z I= dz C z − 4i where C is the circle |z| = 3. Hence. Log z ≤ Now. C z − 4i L = (2π)(3) = 6π. ≤ z∈C z − 4i |3 − 4| Log z dz ≤ 6π(π + ln 3).

Writing z = x + iy. where Γ is the circle Γ |z| = 2 traversed once in the counterclockwise direction. Hence. and by the triangle inequality |z 2 + 1| ≥ |z|2 − 1 = 4 − 1 = 3 for |z| = 2. |ez /(z 2 + 1)| ≤ e2/3 for |z| = 2. 2+1 3 Γz 19 . we have |ez | = |ex+iy | = ex ≤ e2. for |z| = x2 + y 2 = 2. and so ez e2 dz ≤ · 4π.Example Find an upper bound for ez /(z 2 + 1) dz . Solution The path of integration has length L = 4π. Next we seek an upper bound M for the function ez /(z 2 + 1) when |z| = 2.

where C is any closed contour lying completely inside D? The equivalence is revealed if we treat C as C1 ∪ −C2. where C1 and C2 are two contours in a domain D with the same initial and ﬁnal points and f (z) is piecewise continuous inside D. The above query is equivalent to the question: When does C f (z) dz = 0 hold. 20 .Path independence Under what conditions that C1 f (z) dz = C2 f (z) dz. 1 We observe that f (z) = z 2 is analytic everywhere except at z = 0 but f (z) = |z|2 is nowhere analytic. The property of path independence is valid for f (z) = 1 but it fails z2 when f (z) = |z|2.

.Cauchy integral theorem Let f (z) = u(x. y)+iv(x. 21 D (Qx − Py ) dxdy. Proof The proof of the Cauchy integral theorem requires the Green theorem for a positively oriented closed contour C: If the two real functions P (x. y) have continuous ﬁrst order partial derivatives on and inside C. then C P dx + Q dy = where D is the simply connected domain bounded by C. y) and Q(x. then C f (z) dz = 0. y) be analytic on and inside a simple closed contour C and let f ′(z) be also continuous on and inside C.

y).Suppose we write f (z) = u(x. Both integrands in the double integrals are equal to zero due to the Cauchy-Riemann relations. y) have continuous derivatives on and inside C. One can infer from the continuity of f ′(z) that u(x. Goursat was able to obtain the same result without assuming the continuity of f ′(z). In 1903. Using the Green theorem. hence the theorem. the two real line integrals can be transformed into double integrals. C f (z) dz = D (−vx − uy ) dxdy + i D (ux − vy ) dxdy. y) and v(x. y) + iv(x. we have C f (z) dz = C u dx − v dy + i C v dx + u dy. z = x + iy. 22 .

we have C f (z) dz = 0.Goursat Theorem If a function f (z) is analytic throughout a simply connected domain D. Suppose α and β are inside D. 23 . C1 and C2 are any contours inside D joining α to β. then C1 f (z) dz = C2 f (z) dz. Corollary 1 The integral of a function f (z) which is analytic throughout a simply connected domain D depends on the end points and not on the particular contour taken. then for any simple closed contour C lying completely inside D.

1) and (2. y = 1. In particular.Example If C is the curve y = x3 − 3x2 + 4x − 1 joining points (1. let us choose the straight line paths from (1. 1) to (2. 1) and (2. ﬁnd the value of C (12z 2 − 4iz) dz. 1 24 . 1) to (2. The integral is independent of the path joining (1. Method 1 . dz = dx. Case 1 Along the path from (1. 1) to (2. Then the integral equals 2 1 2 {12(x + i)2 − 4i(x + i)} dx = {4(x + i)3 − 2i(x + i)2} = 20 + 30i. dy = 0 so that z = x + iy = x + i. 3). 1) and then from (2. Hence any path can be chosen. 3). 3). 1).

dz = idy. Method 2 . 3). 25 . 2+3i 1+i The given integral equals 2+3i (12z 2 − 4iz) dz = (4z 3 − 2iz 2) 1+i = −156 + 38i. Then the integral equals 3 1 {12(2+iy)2−4i(2+iy)}i dy = {4(2+iy)3−2i(2+iy)2} = −176+8i.Case 2 Along the path from (2. 1) to (2. x = 2. dx = 0 so that z = x + iy = 2 + iy. 1 3 Then adding. the required value = (20 + 30i) + (−176 + 8i) = −156 + 38i. It is clear that Method 2 is easier.

∆z ∆z z By the Cauchy Theorem. 26 . Consider a ﬁxed point z0 ∈ D. is a well-deﬁned function in D. for any z ∈ D. We choose the path as the straight line segment joining z and z + ∆z and choose |∆z| small enough so that it is completely inside D. by virtue of Corollary 1.Corollary 2 Let f (z) be analytic throughout a simply connected domain D. F (z) = z z0 f (ζ) dζ. Considering z+∆z F (z + ∆z) − F (z) 1 − f (z) = [f (ζ) − f (z)] dζ. the last integral is independent of the path joining z and z + ∆z so long as the path is completely inside D.

we have for all points u on this straight line path |f (u) − f (z)| < ǫ whenever |u − z| < δ. 27 .By continuity of f (z). Note that |∆z| < δ is observed implicitly.

∆z→0 ∆z that is. This amounts to say F (z + ∆z) − F (z) = f (z).We have z+∆z z [f (u) − f (z)] du < ǫ|∆z| z+∆z z so that 1 F (z + ∆z) − F (z) − f (z) = ∆z |∆z| lim [f (u) − f (z)] du < ǫ for |∆z| < δ. F ′(z) = f (z) for all z in D. Hence. F (z) is analytic in D since F ′(z) exists at all points in D (which is an open set). 28 .

29 . = F (β) − F (α).• This corollary may be considered as a complex counterpart of the fundamental theorem of real calculus. • If we integrate f (z) along any contour joining α and β inside D. then the value of the integral is given by β α f (z) dz = β z0 f (ζ) dζ − α z0 f (ζ) dζ α and β ∈ D.

. . C2..Corollary 3 Let C. Cn be positively oriented closed contours. . Cn are all inside C. 30 . then n C f (z) dz = k=1 Ck f (z) dz. Let int Ci denote the collection of all points bounded inside Ci. . Let f (z) be analytic on the set S : C ∪ int C \ int C1 \ int C2 \ · · · \ int Cn (see the shaded area in Figure). . . each of these contours lies outside of the other contours. C1. . . C2. C2. For C1. where C1. .. . Cn.

The proof for the case when n = 2 is presented below. 31 .

• With the introduction of these cuts. the shaded region bounded within this constructed boundary curve becomes a simply connected set. We have C f (z) dz + so that C −C1 f (z) dz + −C2 f (z) dz = 0.Proof • The constructed boundary curve is composed of C ∪ −C1 ∪ −C2 and the cut lines. 32 . each cut line travels twice in opposite directions. • To explain the negative signs in front of C1 and C2. we note that the interior contours traverse in the clockwise sense as parts of the positively oriented boundary curve. f (z) dz = C1 f (z) dz + C2 f (z) dz.

we have dz dz dz = + . Since the integrand 1 is analytic everywhere inside D. Let Γ be an arbitrary contour lying completely inside D. Γ z Γ1 z Γ2 z 33 . and Γ2 be a circular arc centered at the origin and of radius |α| which extends from |α| to α. The union Γ1 ∪ Γ2 ∪ −Γ forms a closed contour. Γ z Solution Let Γ1 be the line segment from 1 to |α| along the real axis. by z the Cauchy integral theorem. and Γ starts from 1 and ends at a point α.Example Let D be the domain that contains the whole complex plane except the origin and the negative real axis. Show that dz = Log α.

The contour Γ starts from z = 1 and ends at z = α. 34 . The arc Γ2 is part of the circle |z| = |α|.

the principal branch of the complex logarithm function. so Arg α cannot assume the value π.Since α cannot lie on the negative real axis. 35 . then |α| dt dz = = ln |α| z t Γ1 1 Arg α ireiθ dz = dθ = i Arg α. Γ z Note that the given domain D is the domain of deﬁnition of Log z. iθ re Γ2 z 0 Combining the results. If we write α = |α|eiArg α (−π < Arg α < π). dz = ln |α| + i Arg α = Log α.

show that ∞ ∞ −x2 e±2ibx dx = −x2 cos 2bx dx = e−b2 √π. 0) Γ1 (a. b) Γ4 Γ2 (−a. e e −∞ −∞ y (−a. 36 . 0) x The conﬁguration of the closed rectangular contour Γ. By letting a → ∞ while keeping b ﬁxed. ±a+ib and oriented positively.Poisson integral −z 2 around the rectangular Consider the integration of the function e contour Γ with vertices ±a. b) Γ3 (a.

we have Since e Γ e−z dz = 0. where Γ1 = {x : −a ≤ x ≤ a}. 37 . Γ4 = {−a + iy : 0 ≤ y ≤ b}. The closed contour Γ consists of four line segments: Γ = Γ1 ∪ Γ2 ∪ Γ3 ∪ Γ4. 2 by virtue of the Cauchy integral theorem. and Γ is oriented in the anticlockwise direction. Γ3 = {x + ib : −a ≤ x ≤ a}. Γ2 = {a + iy : 0 ≤ y ≤ b}.Solution −z 2 is an entire function.

2 e−z dz = 0 −a a e −(a+iy)2 e−(x+ib) dx. 2 The four contour integrals can be expressed as real integrals as follows: Γ1 Γ2 Γ3 e e −z 2 −z 2 2 dz = dz = a −a b e −x2 dx.The contour integral can be split into four contour integrals. Γ e−z dz = 2 Γ1 e−z dz + 2 Γ2 e−z dz + 2 Γ3 e−z dz + 2 Γ4 e−z dz. namely. a −a = −e Γ4 2 e−z dz b2 e −x2 2 cos 2bx dx − i a −a e −x2 sin 2bx dx . = 0 b e−(−a+iy) i dy. 38 . i dy.

Γ2 e −z 2 By similar argument.First. e −z 2 Γ2 dz ≤ b 0 2 2 |e−(a −y +2iay)i| dy = e ≤ = Therefore. dz → 0 as a → ∞. the fourth integral can be shown to be zero as a → ∞. 39 . we consider the bound on the modulus of the second integral. the value of 0 b 2 −a2 e eb dy 0 2 beb 2 ea −a2 b ey dy (since 0 ≤ y ≤ b) 2 → 0 as a → ∞ and b is ﬁxed.

e −x2 cos 2bx dx − i ∞ −∞ e −x2 sin 2bx dx = e −b2 ∞ −∞ e −x2 dx = e −b2 √ π. 40 .a→∞ Γ lim −z 2 dz e = a→∞ lim a −a −x2 dx − eb2 e b2 e a −a a −a −x2 cos 2bx dx e + i lim so that ∞ −∞ a→∞ −x2 sin 2bx dx e = 0. we obtain ∞ −∞ e −x2 ±2ibx e dx = ∞ −∞ e −x2 cos 2bx dx = e −b2 √ π. Either by equating the imaginary parts of the above equation or 2 observing that e−x sin 2bx is odd. we deduce ∞ −∞ e −x2 sin 2bx dx = 0. Hence.

with radius r around the point z. we have 1 1 f (ζ) f (ζ) dζ = dζ 2πi C ζ − z 2πi Cr ζ − z 1 f (ζ) − f (z) f (z) 1 = dζ + dζ. 2πi Cr ζ −z 2πi Cr ζ − z 1 f (ζ) dζ. it suﬃces to show that the ﬁrst integral equals zero. 2πi C ζ − z The last integral is seen to be equal to f (z). To complete the proof. 41 . then f (z) = Proof We draw a circle Cr . Since f (ζ) is analytic in the region lying ζ−z between Cr and C. small enough to be completely inside C.Cauchy integral formula Let the function f (z) be analytic on and inside a positively oriented simple closed contour C and z is any point inside C.

42 .y C Cr × z x The contour C is deformed to the circle Cr . which encircles the point z.

suppose we choose r < δ (it is necessary to guarantee that Cr lies completely inside the contour C). Now. there exists δ > 0 such that |f (ζ) − f (z)| < ǫ whenever |ζ − z| < δ.Since f is continuous at z. |dζ| = 2πr Cr 2πr Since the modulus of the above integral is less than any positive number ǫ. for each ǫ > 0. so the value of that integral is zero. ≤ 1 f (ζ) − f (z) dζ 2πi Cr ζ−z 43 . however small. the modulus of the ﬁrst integral is bounded by 1 |f (ζ) − f (z)| |dζ| 2π Cr |ζ − z| 1 |f (ζ) − f (z)| |dζ| = 2πr Cr ǫ ǫ < 2πr = ǫ.

44 . |z|=1 z 2π 0 2π 0 k is a real constant.By the Cauchy integral formula. to show that ek cos θ sin(k sin θ) dθ = 0 ek cos θ cos(k sin θ) dθ = 2π. Example Apply the Cauchy integral formula to the integral ekz dz. the value of f (z) at any point inside the closed contour C is determined by the values of the function along the boundary contour C.

we obtain 0 = 2π = 2π 0 2π 0 ek cos θ sin(k sin θ) dθ ek cos θ cos(k sin θ) dθ. Equating the real and imaginary parts. 2πi = = i ekz dz = (2πi)ekz |z|=1 z = 2πi. 45 .Solution By Cauchy’s integral formula: On the other hand. z=0 2π ek(cos θ+i sin θ) ekz dz = ieiθ dθ eiθ |z|=1 z 0 2π 0 ek cos θ [cos(k sin θ) + i sin(k sin θ)] dθ.

The integral has the value 2πi − (−2πi) = 4πi.Example Evaluate sin πz 2 + cos πz 2 dz. we have sin πz 2 + cos πz 2 dz = 2πi{sin π(2)2 + cos π(2)2} = 2πi z−2 C sin πz 2 + cos πz 2 dz = 2πi{sin π(1)2 + cos π(1)2} = −2πi z−1 C since z = 1 and z = 2 are inside C and sin πz 2 + cos πz 2 is analytic on and inside C. Solution sin πz 2 + cos πz 2 sin πz 2 + cos πz 2 sin πz 2 + cos πz 2 dz = dz − dz z−2 z−1 C (z − 1)(z − 2) C C By Cauchy’s integral formula. 46 . C (z − 1)(z − 2) where C is the circle: |z − i| = 3.

z−2 C2 where C1 and C2 are closed contours completely inside C. we have (sin πz 2 + cos πz 2)/(z − 2) dz z−1 C1 (sin πz 2 + cos πz 2)/(z − 1) + dz. sin πz 2 + cos πz 2 dz = C (z − 1)(z − 2) 47 . C1 encircles the point z = 1 while C2 encircles the point z = 2.Remark Alternately. by Corollary 3 of the Cauchy Integral Theorem.

−1 C1 z − 1 In a similar manner sin πz 2 + cos πz 2 (sin πz 2 + cos πz 2)/(z − 1) dz = 2πi = 2πi. z−2 z−1 C2 z=2 Hence.sin πz 2 + cos πz 2 By the Cauchy Integral formula. the integral is equal to 2πi + 2πi = 4πi. z−2 we obtain f (z) sin π + cos π dz = 2πif (1) = 2πi = 2πi. choosing f (z) = . 48 .

The Cauchy integral formula can be extended to the case where the simple closed contour C can be replaced by the oriented boundary of a multiply connected domain. Suppose C, C1, C2, . . . , Cn and f (z) are given the same conditions as in Corollary 3, then for any point z ∈ C ∪ int C \ int C1 \ int C2 \ · · · \ int Cn, we have

n 1 f (ζ) 1 f (ζ) f (z) = dζ − dζ. 2πi C ζ − z 2πi Ck ζ − z k=1

49

Derivatives of contour integrals Suppose we diﬀerentiate both sides of the Cauchy integral formula formally with respect to z (holding ζ ﬁxed), assuming that diﬀerentiation under the integral sign is legitimate, we obtain f (ζ) 1 d f (ζ) 1 f (ζ) 1 d dζ = dζ = dζ. f (z) = 2πi dz C ζ − z 2πi C dz ζ − z 2πi C (ζ − z)2

′

How to justify the legitimacy of direct diﬀerentiation of the Cauchy integral formula? First, consider the expression f (z + h) − f (z) 1 f (ζ) − dζ 2 h 2πi C (ζ − z) 1 1 f (ζ) f (ζ) f (ζ) = − −h h 2πi C ζ − z − h ζ − z (ζ − z)2 f (ζ) h = dζ. 2 2πi C (ζ − z − h) (ζ − z)

dζ

50

It suﬃces to show that the value of the last integral goes to zero as h → 0. To estimate the value of the last integral, we draw the circle C2d: |ζ − z| = 2d inside the domain bounded by C and choose h such that 0 < |h| < d. For every point ζ on the curve C, it is outside the circle C2d so that |ζ − z| > d and |ζ − z − h| > d.

Let M be the upper bound of |f (z)| on C and L is the total arc length of C. Using the modulus inequality and together with the above inequalities, we obtain h f (ζ) |h| M L dζ ≤ . 2 3 2πi C (ζ − z − h) (ζ − z) 2π d

51

we can show the general result k! f (ζ) dζ. 2. we observe that f (ζ) |h| M L h lim dζ ≤ lim = 0. h→0 2πi C (ζ − z − h)(ζ − z)2 h→0 2π d3 therefore. 3.In the limit h → 0. f (z + h) − f (z) 1 f (ζ) f (z) = lim = dζ. · · · . (k) 52 . f (z) = 2πi C (ζ − z)k+1 for any z inside C. This result is called the generalized Cauchy Integral Formula. k = 1. h→0 h 2πi C (ζ − z)2 ′ By induction.

then its derivatives of all orders are also analytic at the same point. then there exists a neighborhood of z0 : |z − z0| < ǫ throughout which f is analytic. Proof Suppose f is analytic at a point z0. 53 . We then have f ′′(z) = f (ζ) 1 dζ 3 πi C0 (ζ − z) at each point z interior to C0. Repeating the argument to the analytic function f ′. Take C0 to be a positively oriented circle centered at z0 and with radius ǫ/2 such that f is analytic inside and on C0.Theorem If a function f (z) is analytic at a point. we can conclude that f ′′ is analytic at z0. The existence of f ′′(z) throughout the neighborhood: |z − z0| < ǫ/2 means that f ′ is analytic at z0.

y) and v(x. In fact. it then follows that the partial derivatives of u(x. 54 . z = x + iy. y) of all orders exist and are continuous. y) + iv(x. It is easy to ﬁnd examples of real valued function f (x) such that f ′ (x) exists but not so for f ′′(x) at certain points. (ii) Suppose we express an analytic function inside a domain D as f (z) = u(x. y). Since its derivatives of all orders are analytic functions. no similar statement can be made on real diﬀerentiable functions.Remarks (i) The above theorem is limited to complex functions only.

Moreover. Continuing with the process.To see this. we obtain the result. we consider ∂ 2v ∂ 2v ∂ 2u ∂v ∂ 2u ∂u ′′ ′ +i 2 = −i +i f (z) = from f (z) = ∂x2 ∂x ∂y∂x ∂y∂x ∂x ∂x or ∂ 2u ∂ 2u ∂ 2v ∂v ∂u ∂ 2v −i = − 2 − i 2 from f ′ (z) = −i . since f ′′(z) exists. the derivatives are all continuous on and inside C. f (z) = ∂x∂y ∂x∂y ∂y ∂y ∂y ∂y ′′ The continuity of f ′′ implies that all second order partials of u and v are continuous at points where f is analytic. The mere assumption of the analyticity of f (z) on and inside C is suﬃcient to guarantee the existence of the derivatives of f (z) of all orders. 55 .

2 |ζ|=3 (ζ − z) ′ 56 . 3ζ 2 + 7ζ + 1 f (z) = dζ (ζ − z)2 |ζ|=3 3(ζ − z)2 + (6z + 7)(ζ − z) + 3z 2 + 7z + 1 = dζ (ζ − z)2 |ζ|=3 1 = 3 dζ + (6z + 7) dζ |ζ|=3 |ζ|=3 ζ − z 1 + (3z 2 + 7z + 1) dζ. ζ−z |ζ|=3 ﬁnd f ′ (1 + i).Example Suppose f (z) is deﬁned by the integral 3ζ 2 + 7ζ + 1 f (z) = dζ. Solution Setting k = 1 in the generalized Cauchy integral formula.

57 . 2πi if |z| < 3 1 dζ = 0. we observe that 1 dζ = |ζ|=3 ζ − z 0 if |z| > 3 . we obtain f ′(1 + i) = 2πi [6(1 + i) + 7] = −12π + 26πi. For the second integral. |ζ|=3 ζ − z if |z| < 3. Furthermore. Therefore. we deduce that the third integral is zero since 1 d dζ = 2 dz |ζ|=3 (ζ − z) Combining the results.The ﬁrst integral equals zero since the integrand is entire (a constant function). we have f ′ (z) = (2πi)(6z + 7) √ We observe that 1 + i is inside |z| < 3 since |1 + i| = 2 < 3.

n+1 2πi C (z − a) 3! = 2πi e2z dz 4 (z + 1) from which we see the required integral has the value 8πie−2/3. then f ′′′(z) = 8e2z and f ′′′(−1) = 8e−2. 58 . Hence. (z + 1)4 C Solution Let f (z) = e2z and a = −1 in the Cauchy integral formula f (n) If n = 3.Example Evaluate e2z dz. where C is the circle |z| = 3. 8e −2 f (z) n! (a) = dz.

. and let M (r) = then |f (k) (z)| M (r) ≤ .Cauchy inequality Suppose f (z) is analytic on and inside the disc |z−z0| = r. . |z−z0|=r max |f (z)|. . 2. k k! r k = 0. 0 < r < ∞. 1. . 59 . This inequality follows from the generalized Cauchy integral formula.

we have (n) show that 1 n . |f (z)| ≤ 1 − |z| |f Solution (ζ) n We integrate fn+1 around the circle |ζ| = n+1 .Example Suppose f (z) is analytic inside the unit circle |z| = 1 and 1 . (0)| ≤ (n + 1)! 1 + n f (n) n! f (ζ) (0) = dζ n ζ n+1 2πi |ζ|= n+1 60 . Using the generalized Cauchy integral formula. where f (ζ) is analytic ζ on and inside the circle.

n 61 .2π n! = 2πi 0 n f n+1 eiθ = 1+ n n+1 ei(n+1)θ n+1 1 n n! 2π n iθ n n+1 eiθ i dθ n 2π 0 f n+1 e e−inθ dθ. The modulus |f (n) (0)| is bounded by |f (n) (0)| ≤ 1 n n! 2π n 1+ f eiθ n 2π 0 n+1 dθ 1 n n! 2π 1 ≤ 1+ n dθ n 2π 0 1 − n+1 1 n n! = 1+ [(n + 1) 2π] n 2π 1 n = (n + 1)! 1 + .

we have f (z) 1 dz 2πi Cr z − z0 2π f (z0 + reiθ )ireiθ 1 = dθ iθ 2πi 0 re 1 2π = f (z0 + reiθ ) dθ. We have f (z0) = 1 2π u(z0) = u(z0 + reiθ ) dθ. 2π 0 Proof From the Cauchy integral formula. it is known that u is harmonic. then 1 2π f (z0) = f (z0 + reiθ ) dθ.Gauss’ mean value theorem If f (z) is analytic on and inside the disc Cr : |z − z0| = r. 2π 0 62 . 2π 0 Write u(z) = Re f (z).

1 2π u(i + 2eiθ ) dθ = Re(z 2 + z) 2π 0 = Re(−1 + i) = −1. we observe that x2 − y 2 + x = Re(z 2 + z).Example Find the mean value of x2 − y 2 + x on the circle |z − i| = 2. z=i 63 . By Gauss’ mean value theorem. 2π 0 where u(z) = Re(z 2 + z). The mean value is deﬁned by 1 2π u(i + 2eiθ ) dθ. Solution First.

for |z| ≤ 1. 64 .Maximum modulus theorem If f (z) is analytic on and inside a domain D bounded by a simple closed curve C. Solution The triangle inequality gives |z 2 + 3z − 1| ≤ |z 2| + 3|z| + 1 ≤ 5. unless f (z) is a constant. then the maximum value of |f (z)| occurs on C. Example Find the maximum value of |z 2 + 3z − 1| in the disk |z| ≤ 1.

65 . The maximum value is obtained by taking t = π/2 or t = 3π/2. whose maximum value is 13. whence |z 2 + 3z − 1|2 = (ei2t + 3eit − 1)(e−i2t + 3e−it − 1). Thus the maximum value of |z 2 + 3z − 1| is √ 13. Expanding and gathering terms reduces this to (11−2 cos 2t).However. as the following analysis shows. The latter can be parameterized as z = eit . which occurs at z = ±i. the maximum value is actually smaller than this. The maximum of |z 2 +3z−1| must occur on the boundary of the disk (|z| = 1). 0 ≤ t ≤ 2π.

Example Let R denote the rectangular region: 0 ≤ x ≤ π. To verify the claim. 0 ≤ y ≤ 1. the modulus of the entire function f (z) = sin z has a maximum value in R that occurs on the boundary. The maximum value of |f (z)| in R π occurs at the boundary point . 1 and at no other point in R. the term sin2 x is greatest at x = π/2 and the increasing function sinh2 y is greatest when y = 1. 2 66 . consider |f (z)| = sin2 x + sinh2 y.

1 2π |f (α)| ≤ |f (α + reiθ )| dθ. 2π 0 2π 1 2π iθ )| dθ ≤ 1 |f (α + re |f (α)| dθ = |f (α)|. 2π 0 2π 0 Combining the results. Suppose |f (z)| attains its maximum at α ∈ D. giving [|f (α)| − |f (α + reiθ )|] dθ = 0. r) lies inside D. Using the Gauss Mean Value Theorem: 1 2π f (α + reiθ ) dθ f (α) = 2π 0 where the neighborhood N (α. then |f (α+reiθ )| ≤ |f (α)| for all θ. By the modulus inequality. non-negative 67 .Proof of the Maximum Modulus Theorem Proof by contradiction. we obtain 2π 0 Since |f (α)| is a maximum.

|f (z)| is constant in any neighborhood of α lying inside D. If |f (α + reiθ )| < |f (α)| at a single point. giving 1 2π |f (α + reiθ )| dθ < |f (α)|. then |f (α + reiθ )| < |f (α)| for a ﬁnite arc on the circle. We argue that this is not possible due to continuity of f (z). We can then deduce that |f (α)| = |f (α + reiθ )| for all points on the circle. However. 68 . • Since r can be any value. 2π 0 a contradiction. it may be possible to have |f (α + reiθ )| < |f (α)| at isolated points.One then infer that |f (α)| = |f (α + reiθ )|.

zn = z such that each of these points is the center of a disc (plus its boundary) lying completely inside D and zk is contained in the disk centered at zk−1. · · · . · · · . z1. Take any z ∈ D.Finally. k = 1. we can join α to z by a curve lying completely inside D. then f (z) = constant throughout D. we need to show that |f (z)| is constant at any point in D. n. We then have |f (z1)| = |f (α)|. 2. 69 . Lastly. so |f (z2)| = |f (z1)|. and deductively |f (z)| = |f (α)|. · · · . Taking a sequence of points z0 = α. Also z2 is contained inside the disc centered at z1. we use the result that if |f (z)| = constant throughout D.

We integrate f ′(z) = 1 f (ζ) dξ. By the generalized Cauchy integral formula It suﬃces to show that f ′ (z) = 0 for all z ∈ C. Since f (z) is bounded. so |f (z)| ≤ B for all z ∈ C. Proof f (ζ) (ζ − z)2 around CR : |ζ − z| = R. |f ′(z)| = 1 2π f (ζ) 1 B B dζ ≤ 2πR = .Liouville’s Theorem If f is entire and bounded in the complex plane. then f (z) is constant throughout the plane. 2πi CR (ζ − z)2 which remains valid for any suﬃciently large R since f (z) is entire. 2π R2 R CR (ζ − z)2 70 .

Now. sin z and cos z are unbounded. The inequality can hold for arbitrarily large values of R only if f ′ (z) = 0. 71 . Remark Non-constant entire functions must be unbounded. For example. B is independent of R and R can be arbitrarily large. Consequently. f is a constant function. unlike their real counterparts. Since the choice of z is arbitrary. this means that f ′(z) = 0 everywhere in the complex plane.

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