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COMPLEX INTEGRATION

Line Integrals in the Complex Plane


An indefinite integral (antiderivative) is a function whose derivative equals a given analytic function in a
region.
Complex definite integrals are called (complex) line integrals,

f ( z )dz

.
The integrand f(z) is integrated over a given curve C in the complex plane called the path of integration.
Such a curve C may be represented parametrically,
z(t) = x(t) + iy(t)
(a t b)
The sense of increasing t is called the positive sense on C.
C is assumed to be a smooth curve, has continuous and nonzero derivative z dz / dt at each point.

Definition of the Complex Line Integral


We have a curve C subdivided (partitioned) into intervals, a t b such that
t0 (= a), t1,, tn-1 (= b)
where t0 < t1< tn

Fig. 324. Complex Line integral


Each of these points have z0, z1,, zn-1, zn (= Z) where zj= z(tj).
On each subdivision, we chose an arbitrary point between z0 and z1, say (1 = z(t)) where t0 t t1.
Point 1 is between z1 and z2, and so on..
Then we form the sum,
n

S n f ( m )z m
m 1

where zm = zm zm-1.

for n = 2,3 in an independent manner such that |tm| = |tm tm-1|0 as n


which also mean |zm|0 since length of C is finite.
The limit of sequence of complex numbers S2, S3, is called the line integral (integral) of f(z) over the
oriented curve C.

f ( z )dz ,

or by

C path of integration.

f ( z )dz (for a closed path).

NOTE: All paths of integration for complex line integrals are assumed to be piecewise smooth, that is, they
consist of finitely many smooth curves joined end to end.
Three Basic Properties
1. Linearity:Integration is a linear operation.
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[k
C

f ( z ) k 2 f 2 ( z )]dz k1 f1 ( z )dz k 2 f 2 ( z )dz

1 1

2.

Sense reversal: Integrating over the same path, from z0 to Z (left) and from Z to z0 (right).
i

Partitioning of path, f ( z )dz f ( z )dz

3.

z0

z0

f ( z)dz f ( z)dz e.g.


Z
C

cos zdz

C1

C2

cos zdz

f ( z )dz

Z
C2
C1
z0
Fig. 325. Partitioning of path.
Methods for Evaluating Complex Integrals
I.
Indefinite integration and substitution of limits.
Let f(z) be analytic in a simply connected (every simple closed curve without intersection in D
encloses only points in D) domain D. Then there exists an indefinite integral of f(z) in the domain D, that
is, an analytic function F(z) such that F`(z) = f(z) in D, and for all paths in D joining two points z0 and
z1 in D we have

z1

z0

f ( z )dz F ( z1 ) F ( z 0 )

[F`(z) = f(z)].

II.

Use of representation of path


Let C be a piecewise smooth path, represented by z = z(t), where a t b. Let f(z) be a continuous
function on C (C doesnt have to be analytic). Then
b
dz

z .
C f ( z )dz a f [ z (t )] z(t )dt
dt

STEPS:
(A)
Represent the path C in the form z(t) (a t b).
(B)
Calculate the derivative z(t ) dz / dt .
(C)
Substitute z(t) for every z in f(z) (hence x(t) for x and y(t) for y).
(D)
Integrate f[z(t)] z (t ) over t from a to b.
Example for Method I: Solve the complex integrals
1i

(a)

(c)

z dz ,

(b)

cos zdz

(d)

cos zdz ,
i

dz
i z

Solution:
1i

(a)

1i

1
1
2 2
z 2 dz z 3 (1 i)3 i
3 0
3
3 3

Note that z2 is analytic everywhere (simply connected) Use C/R!


i

(b)

cos zdz sin z i 2 sin i 2i sinh 23 .097 i

Is cos z analytic in a simply connected domain? Use C/R, note that cos z = cos x cosh y i sin x sinh y
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83i

(c)

8 i

z
2

e dz 2e z / 2

83i

2(e 43i / 2 e 4i / 2 ) 0

8i

What about this function? Note the term ni/2.


(d)

dz
i
i
Lni Ln(i)
( ) i
z
2
2

And this? The domain is +ve and does not include 0. So it is simply connected!
Example for Method II:
dz
C z , integrate around the unit circle
Solution:
The function is not analytic (Use C/R), thus use Method 2.
Let z(t) = cos t + i sin t = eit (0 t 2 )

f ( z )dz f [ z (t )] z (t )dt
a

2
2
dz
it it

e
ie
dt

i
C z 0
0 dt 2i

If we now use the trigometric function instead,


2
dz
1



( sin t i cos t )dt
C z
0
cos
t

i
sin
t

Try to solve it!!

Integral of integer powers

(z z

2i
) m dz
0

( m 1)

and integer)
( m 1
A complex line integral depends not only on the endpoints of the path but in general also on the path itself (path
function).
C

Example: Integrate f(z) = Re z = x from 0 to 1 + 2i (a) along C*, and (b) along C consisting of C1 and C2,
y
2
C*

z=1+2i
C2

C1
1
(a)

The path C* can be parametrically represented by


z(t) = t + 2it (0 t 1). Hence z (t ) 1 2i and f[z(t)] = x(t) = t on C*. Thus

Re zdz t (1 2i)dt 2 (1 2i) 2 i .


C*

(b) Path C1: z(t) = t, z (t ) 1 ,


Path C2: z(t) = 1+it,
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0t1

f[z(t)] = x(t) = t

z(t ) i ,

f[z(t)] = x(t) = 1
3

0 t 2.

Partitioning the path,

Re zdz Re zdz Re zdz tdt 1 idt 2 2i .


C

C1

C2

Note the different answer from (a).


Parametric representation of a straight line from 0
I. Given that the endpoints of a straight line is
z0 = 0,
and
z1 = a bi,
The representation is z(t) = (a - bi)t, with 0 t 1. How?
If we set z(t) = x(t) +iy(t) = (a - bi)t, for t = 0, and t = 1, we obtain
z(1) = a bi = z1 respectively.

z(0) = 0 = z0 ,

II. Given that the endpoints of a straight line is just z0 (a1 + ib1) and z1 (a2 + ib2), the parametric
representation can be shown to be
z(t) = z0 + (z1 z0)t = a1 + ib1 + (a2 + ib2 (a1 + ib1)) .

Parametric representation of a circle


Given |z (-a + i)| = .
We know that is the radius of a circle with center at x = -a, y = 1.
Since z = x + iy, this can be rewritten as
|x + iy + a i| = |x + a + i(y - 1)| = ( x a) ( y 1)
or squaring both sides,
(x + a)2 + (y - 1) 2 = 2.
Parametrically, for a circle of radius with center at 0, we normally write as
z(t) = x(t) +iy(t) = eit = (cos t + i sin t).
Note that as t increases, the circle is traced in the counterclockwise sense.
Moving the center from 0 to (-a + i), we just add this,
z(t) = (-a + i) + eit = -a + i + (cos t + i sin t).= -a + cos t + i(1 + sin t)
= -a + i + eit where 0 t 2.
2

Example: Find a parametric representation z = z(t) for the upper half of |z 4 + 2i| = 3.
|z (4 - 2i)| = 3
z(t) = (4 2i) + eit = 4 - 2i + 3(cos t + i sin t)
= 4 - 2i + 3eit where 0 t (upper half).
For an ellipse with centre 0, we have x = a cos t and y = b sin t, where then we get
2

x y
with centre 0; Parametric equation for z, z = (a ) cos t + i(b ) sin t
a b
If we now move the centre from 0, putting the ellipse in this form,

x x0 y y
we get the parametric equation


a
b

z = x0 + (a ) cos t + i(y0 + b ) cos t


2

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COMPLEX INTEGRATION
Cauchys Integral Theorem
To state Cauchys integral theorem, the following 2 concepts have to be understood;
1. A simple closed path is a closed path that does not intersect or touch itself.

simple

simple

not simple

not simple

Fig. 342. Closed paths


2. A simply connected domain D in the complex plane is a domain such that every simple closed path in D
encloses only points in D.

Cauchys integral theorem:


1. If f(z) is analytic in a simply connected domain D, then for every simple closed path C in D,

Example:

f ( z )dz 0 .

z
e dz 0 ,
C

cos zdz 0 ,
C

n
z
dz 0
C

(n = 0,1,2..)

for any closed path.


The functions are all analytic in a simply connected domain. The functions are entire.
Example:

sec zdz 0 ,
C

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1
dz 0 where C is a unit circle.
z 4
2

For sec z = 1/cos z, the function is not analytic at z = /2, 3/2, but all these points lie outside the unit

1
. It is not analytic at z = 2i, outside C.
z2 4

circle. Similarly for

Example:
Example:

it
it it
zdz e ie dt 2i where C: z(t) = e is the unit circle. The function is not analytic.
C

dz
0 where C is the unit circle.
C z2

Why is the integral still 0 even when the function is not analytic at z = 0, within the unit circle?
2. If f(z) is analytic in a simply connected domain D, then the integral of f(z) is independent of path in D.
z2

z2

C1
z1

C2

C1
z1

C2 *

Fig.345

Fig. 346

Let z1 and z2 be any points in D. Consider two paths C1 and C2 in D from z1 to z2 without further common
points.

C1

fdz

C 2*

fdz 0

thus

C1

fdz

C2*

fdz

Removing the minus sign will change the direction of integration, fdz fdz
C1

C2

For paths that have finitely number of common points, the present argument has to be applied to each loop,
z 2

C2

z1

Fig. 347 Paths with more


common points

C2

Principle of Deformation of Path


As long as the deforming path always contains only points at which f(z) is analytic, the integral retains the
same value.
z2

C1
z1
C2
Fig. 348. Continuous deformation of paths

Cauchys Theorem for Multiply Connected Domains


The theorem not only applies to simply connected domain, but to multiply connected domains as well,

C1

f ( z )dz f ( z )dz

C1

C2

C2
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Fig. 350. Paths


6

If D is cut into two simply connected domains D1 and D2 in which and on whose boundaries f(z) is analytic, by
Cauchys theorem the integral over the entire boundary of D1 and so is that over D2 (counter or clockwise).

C1

f ( z )dz f ( z )dz 0
C2

The idea remains the same with other multiply connected domains.
NOTE:

( m 1)
2i
m
(
z

z
)
dz

0
C
(
m

1
,
int
eger
0

for counterclockwise integration around any simple closed path containing z0 in its interior.

Cauchys Integral Formula


If f(z) is analytic in a simply connected domain D, then for any point z 0 in D and any simple closed path C in D
that encloses z0,

f ( z)
dz 2if ( z 0 )
C z z
0
1
f ( z)
dz
Alternatively, f ( z0 )

C
2i z z0

Example: Solve

ez
dz 2ie z
z2

z 2

counterclockwise.

2ie 2 46 .4268 i

for any contour containing z0 = 2 (note f(z) = ez is entire).


The integral is 0 for any contour for which z0 = 2 lies outside (Cauchys integral theorem)

1 3
z 3
z3 6
1 3

2
dz

dz

i
[
z

3
]

6i ; (z0 = (1/2)i inside C).


Example: C
C 1
2z i
2
8
z i / 2
z i
2
z2 1
z2 1
g
(
z
)

Example 3: Integrate
counterclockwise around each of the four circles,
z 2 1 ( z 1)( z 1)
Derivatives of Analytic Functions
Complex analytic functions have derivatives of all orders which is unlike real calculus.
If f(z) is analytic in a domain D, then it has derivatives of all orders in D, which are then also analytic functions
in D. The values of these derivatives at a point z0 in D are given by the formulas
1
f ( z)
f ( z 0 )
dz

2i C ( z z 0 ) 2

2!
f ( z)
dz

2i C ( z z0 ) 3
n!
f ( z)
f ( n ) ( z0 )
dz

2i C ( z z0 )n 1

f ( z0 )

and in general
(n = 1,2,);

C is any simple closed path in D that encloses z0 and whose full interior belongs to D, integrating
counterclockwise.
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