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Complex 4 PDF
Complex 4 PDF
1
Properties of a complex integral with real variable of integration
1.
Z b Z b Z b
Re f (t) dt = Re f (t) dt = u(t) dt.
a a a
2.
Z b Z b Z b
Im f (t) dt = Im f (t) dt = v(t) dt.
a a a
3.
Z b Z b Z b
[1f1(t) + 2f2(t)] dt = 1 f1(t) dt + 2 f2(t) dt,
a a a
where 1 and 2 are any complex constants.
4.
Z b Z b
f (t) dt |f (t)| dt.
a a
2
To prove (4), we consider
Z b Z b Z b
f (t) dt = ei f (t) dt = eif (t) dt,
a a a
!
Z b Z b
where = Arg f (t) dt . Since f (t) dt is real, we deduce that
a a
Z b Z b Z b
f (t) dt = Re ei f (t) dt = Re [eif (t)] dt
a a a
Z b Z b
|eif (t)| dt = |f (t)| dt.
a a
3
Example
|e2i 1| 2||.
Solution
4
Definition of a contour integral
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
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 z0 and terminal point z.
We divide the contour C into n subarcs by discrete points z0, z1, z2,
. . ., zn1, zn = z arranged consecutively along the direction of in-
creasing t.
6
Subdivision of the contour into n subarcs by discrete points z0, z1, ,
zn1, zn = z.
7
We write zk = zk+1 zk . Let = max |zk | and take the limit
k
n1
X
lim f (k ) zk .
0
n k=0
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) dx(t) dy(t)
= +i , a t b,
dt dt dt
then
Z Z b
dz(t)
f (z) dz = f (z(t)) dt.
C a dt
8
Writing f (z) = u(x, y) + iv(x, y) and dz = dx + idy, we have
Z Z Z
f (z) dz = u dx v dy + i u dy + v dx
C C C
Z b" #
dx(t) dy(t)
= u(x(t), y(t)) v(x(t), y(t)) dt
a dt dt
Z b" #
dy(t) dx(t)
+ i u(x(t), y(t)) + v(x(t), y(t)) dt.
a dt dt
The usual properties of real line integrals are carried over to their
complex counterparts. Some of these properties are:
Z
(i) f (z) dz is independent of the parameterization of C;
C
Z Z
(ii) f (z) dz = f (z) dz, where C is the opposite curve of C;
C C
9
Example
Solution
z(t) = z0 + reit , 0 t 2,
where r is any positive real number. The contour integral becomes
I
1
Z2 1 dz(t) 2 ireit
Z
dz = dt = dt = 2i.
C z z0 0 z(t) z0 dt 0 reit
The value of the integral is independent of the radius r.
10
Example
(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.
11
Solution
Z
(i) Consider |z|2 dz,
C
z = 1 + (1 + i)t, 0 t 1,
so that
12
(b) Along the unit circle, |z| = 1 and z = ei , dz = iei d. The initial
point and the final point of the path correspond to = and
= 2 , respectively. The contour integral can be evaluated as
Z Z 2
2 2 i i
|z| dz = ie d = e = 1 + i.
C
The results in (a) and (b) do not agree. Hence, the value of this
contour integral does depend on the path of integration.
13
Z
1
(ii) Consider 2
dz.
Cz
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,
Z
f (z) dz M L,
C
where M is the upper bound of |f (z)| along C and L is the arc length
of the contour C.
15
We consider
Z Z b
f (z) dz = f (z(t))
dz(t)
dt
C a dt
Z b
dz(t)
|f (z(t))| dt
a dt
Z b
dz(t)
M dt
a dt
v
u dx(t) 2
Z bu ! !2
dy(t)
= M t
+ dt = M L.
a dt dt
16
Example
Show that
Z
1
2, where C is the line segment joining 1 + i and 1 + i.
dz
C z2
Solution
17
Example
18
Example
Z
z 2
Find an upper bound for e /(z + 1) dz , where is the circle
|z| = 2 traversed once in the counterclockwise direction.
Solution
19
Path independence
20
Cauchy integral theorem
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
I ZZ
P dx + Q dy = (Qx Py ) dxdy,
C D
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
I I I
f (z) dz = u dx v dy + i v dx + u dy.
C C C
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.
I ZZ ZZ
f (z) dz = (vx uy ) dxdy + i (ux vy ) dxdy.
C D D
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
Corollary 1
23
Example
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
Z 3 3
2 3 2
{12(2+iy) 4i(2+iy)}i dy = {4(2+iy) 2i(2+iy) } = 176+8i.
1
1
Then adding, the required value = (20 + 30i) + (176 + 8i) =
156 + 38i.
25
Corollary 2
26
By continuity of f (z), we have for all points u on this straight line
path
|f (u) f (z)| < whenever |u z| < .
Note that |z| < is observed implicitly.
27
We have
Z
z+z
[f (u) f (z)] du < |z|
z
so that
Z
F (z + z) F (z)
1 z+z
f (z) = [f (u) f (z)] du <
z |z| z
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 and inside D,
then the value of the integral is given by
Z Z Z
f (z) dz = f () d f () d
z0 z0
= F () F (), and D.
29
Corollary 3
30
The proof for the case when n = 2 is presented below.
31
Proof
We have
I Z Z
f (z) dz + f (z) dz + f (z) dz = 0,
C C1 C2
so that
I Z Z
f (z) dz = f (z) dz + f (z) dz.
C C1 C2
32
Example
Let D be the domain that contains the whole complex plane except
the origin and the negative real axis. Let be an arbitrary contour
lying completely inside D, and starts from 1 and ends at a point
. Show that
Z
dz
= Log .
z
Solution
Let 1 be the line segment from 1 to || along the real axis, and
2 be a circular arc centered at the origin and of radius || which
extends from || to . The union 1 2 forms a closed
contour. Since the integrand 1z is analytic everywhere inside D, by
the Cauchy integral theorem, we have
Z Z Z
dz dz dz
= + .
z 1 z 2 z
33
The contour starts from z = 1 and ends at z = . The arc 2 is
part of the circle |z| = ||.
34
Since cannot lie on the negative real axis, so Arg cannot assume
the value . If we write = ||eiArg ( < Arg < ), then
Z
dz
Z|| dt
= = ln ||
1 z 1 t
irei
Z Z Arg
dz
= i
d = i Arg .
2 z 0 re
Combining the results,
Z
dz
= ln || + i Arg = Log .
z
35
Poisson integral
z 2
Consider the integration of the function e around the rectangular
contour with vertices a, a+ib and oriented positively. By letting
a while keeping b fixed, show that
2
Z Z
x2 2ibx x2 b
e e dx = e cos 2bx dx = e .
3
(a, b) (a, b)
4 2
x
(a, 0) 1 (a, 0)
z 2
Since e is an entire function, we have
I
2
ez dz = 0,
by virtue of the Cauchy integral theorem. The closed contour
consists of four line segments: = 1 2 3 4, where
1 = {x : a x a},
2 = {a + iy : 0 y b},
3 = {x + ib : a x a},
4 = {a + iy : 0 y b},
and is oriented in the anticlockwise direction.
37
The contour integral can be split into four contour integrals, namely,
I Z Z Z Z
z 2 z 2 z 2 z 2 2
e dz = e dz + e dz + e dz + ez dz.
1 2 3 4
38
First, we consider the bound on the modulus of the second integral.
Z Z b
2 2 2
ez
dz |e(a y +2iay)i| dy
2 0
Z b
a2 2
= e ey dy
0
Z b
a 2 b2
e e dy (since 0 y b)
0
2
beb
= 2 0 as a and b is fixed.
ea
Z
z 2
Therefore, the value of e dz 0 as a .
2
39
I Z a Z a
lim ez 2 dz = lim ex2 dx e b2 x2
e cos 2bx dx
a a a a
2 a
Z
+ i lim eb x2
e sin 2bx dx = 0,
a a
so that
b2
Z Z Z
x2 x2 b2 x2
e cos 2bx dx i e sin 2bx dx = e e dx = e .
40
Cauchy integral formula
Proof
41
y
Cr
42
Since f is continuous at z, for each > 0, there exists > 0 such
that
|f () f (z)| < whenever | z| < .
Now, suppose we choose r < (it is necessary to guarantee that
Cr lies completely inside the contour C), the modulus of the first
integral is bounded by
1 I f () f (z) 1
I
|f () f (z)|
d |d|
2i Cr z 2 Cr | z|
I
1
= |f () f (z)| |d|
2r ICr
< |d| = 2r = .
2r Cr 2r
Since the modulus of the above integral is less than any positive
number , 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
44
Solution
ekz
I
kz
By Cauchys integral formula: dz = (2i)e = 2i.
|z|=1 z
z=0
On the other hand,
I
ekz 2 ek(cos +i sin )
Z
i
2i = dz = ie d
|z|=1 z 0 ei
Z 2
= i ek cos [cos(k sin ) + i sin(k sin )] d.
0
Equating the real and imaginary parts, we obtain
Z 2
0 = ek cos sin(k sin ) d
0
Z 2
2 = ek cos cos(k sin ) d.
0
45
Example
Evaluate
sin z 2 + cos z 2
I
dz,
C (z 1)(z 2)
where C is the circle: |z i| = 3.
Solution
47
sin z 2 + cos z 2
By the Cauchy Integral formula, choosing f (z) = ,
z2
we obtain
I
f (z) sin + cos
dz = 2if (1) = 2i = 2i.
C1 z 1 1
In a similar manner
(sin z 2 + cos z 2)/(z 1) 2 2
I
sin z + cos z
dz = 2i = 2i.
C2 z2 z1
z=2
Hence, the integral is equal to 2i + 2i = 4i.
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
I n I
1 f () X 1 f ()
f (z) = d d.
2i C z k=1
2i Ck z
49
Derivatives of contour integrals
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: | z| = 2d inside the domain bounded by C and choose
h such that 0 < |h| < d.
For every point on the curve C, it is outside the circle C2d so that
51
In the limit h 0, we observe that
I
h f () |h| M L
lim
d lim
= 0;
h0 2i C ( z h)( z)2 h0 2 d3
therefore,
I
f (z + h) f (z) 1 f ()
f (z) = lim = d.
h0 h 2i C ( z)2
52
Theorem
Proof
53
Remarks
54
To see this, since f (z) exists, we consider
2u 2v 2v 2u u
v
f (z) = +i 2 = i from f (z) = +i
x2 x yx yx x x
or
" #
2v 2u 2u 2v v u
f (z) = i = 2
i 2
from f
(z) = i .
xy xy 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. Continuing with the
process, we obtain the result.
55
Example
Solution
56
The first integral equals zero since the integrand is entire (a constant
function). For the second integral, we observe that
I (
1 0 if |z| > 3
d = .
||=3 z 2i if |z| < 3
Furthermore, we deduce that the third integral is zero since
I "I #
1 d 1
2
d = d = 0.
||=3 ( z) dz ||=3 z
Combining the results, we have
We observe that 1 + i is inside |z| < 3 since |1 + i| = 2 < 3.
Therefore, we obtain
f (1 + i) = 2i [6(1 + i) + 7] = 12 + 26i.
57
Example
Evaluate
e2z
I
4
dz, where C is the circle |z| = 3.
C (z + 1)
Solution
58
Cauchy inequality
Suppose f (z) is analytic on and inside the disc |zz0| = r, 0 < r < ,
and let
M (r) = max |f (z)|,
|zz0|=r
then
|f (k) (z)| M (r)
k
, k = 0, 1, 2, . . . .
k! r
59
Example
Solution
()
We integrate fn+1 n , where f () is analytic
around the circle || = n+1
on and inside the circle. Using the generalized Cauchy integral
formula, we have
I
(n) n! f ()
f (0) = n n+1
d
2i ||= n+1
60
Z 2 n
f n+1 e i
n! n
= n+1 ei i d
2i 0 n e i(n+1) n+1
n+1
n
n! 2
Z
1 n
= 1+ f ei ein d.
n 2 0 n+1
61
Gauss mean value theorem
Proof
62
Example
Solution
63
Maximum modulus theorem
Example
Solution
64
However, the maximum value is actually smaller than this, as the
following analysis shows.
65
Example
0 x , 0 y 1,
the modulus of the entire function
f (z) = sin z
has a maximum value in R that occurs on the boundary.
66
Proof of the Maximum Modulus Theorem
67
One then infer that |f ()| = |f ( + rei )|. However, it may be
possible to have |f ( + rei )| < |f ()| at isolated points. We argue
that this is not possible due to continuity of f (z).
|f ()| = |f ( + rei )|
for all points on the circle.
68
Finally, we need to show that |f (z)| is constant at any point in D.
Take any z D, we can join to z by a curve lying completely
inside D. Taking a sequence of points z0 = , z1, , 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
zk1, k = 1, 2, , n.
69
Liouvilles Theorem
Proof
f ()
It suffices to show that f (z) = 0 for all z C. We integrate
( z)2
around CR : | z| = R. By the generalized Cauchy integral formula
I
1 f ()
f (z) = d,
2i CR ( z)2
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,
I
1
f ()
1 B B
|f (z)| =
2
d
2
2R = .
2 CR ( z)
2 R 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.
Remark
71