Analysis of a Complex Kind

Week 5

Lecture 1: Complex Integration

Petra Bonfert-Taylor

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 1 / 12

Recall... Integration in R
Let f : [a, b] R be continuous. Then
Z b n1
X
f (t) dt = lim f (tj )(tj+1 tj ),
a n
j=0

where a = t0 < t1 < < tn = b.

Z b
If f 0 on [a, b] then f (t) dt is
a
the area under the curve.
Otherwise: sum of the areas above
the x-axis minus sum of the areas
below the x-axis.

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 2 / 12

The Fundamental Theorem of Calculus
Theorem
Z x
Let f : [a, b] R be continuous, and define F (x) = f (t)dt. Then F is
a
differentiable and F 0 (x) = f (x) for x [a, b].

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 3 / 12

Antiderivatives

Let f : [a, b] R as above. A function F : [a, b] R that satisfies that

F 0 (x) = f (x) for all x [a, b] is called an antiderivative of f .

Note: If F and G are both antiderivatives of the same function f , then

(G F )0 (x) = G0 (x) F 0 (x) = f (x) f (x) = 0 for all x [a, b],

and so G F is constant.

Conclusion: Let G be any antiderivative of f . Then

Z b
f (t) dt = G(b) G(a).
a

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 4 / 12

Generalization to C
Instead of integrating over an interval [a, b] R we are in C! What will we
integrate over? Curves!

Recall: A curve is a smooth or piecewise smooth function

: [a, b] C, (t) = x(t) + iy (t).

If f is complex-valued on , we
define
Z n1
X
f (z)dz = lim f (zj )(zj+1 zj ),
n
j=0

where zj = (tj ) and

a = t0 < t1 < < tn = b.

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 5 / 12

The Path Integral

Z n1
X
f (z) dz = lim f (zj )(zj+1 zj ),
n
j=0
where zj = (tj ) and a = t0 < t1 < < tn = b. One can show:
If : [a, b] C is a smooth curve and f is continuous on , then
Z Z b
f (z) dz = f ((t)) 0 (t) dt.
a
Proof Idea:
n1 n1
X X (tj+1 ) (tj )
f (zj )(zj+1 zj ) = f ((tj )) (tj+1 tj )
tj+1 tj
j=0 j=0
Z b
f ((t)) 0 (t) dt as n .
a

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 6 / 12

Integrals over Complex-Valued Functions

Note: If g : [a, b] C, g(t) = u(t) + iv (t), then

Z b Z b Z b
g(t)dt = u(t)dt + i v (t)dt.
a a a

Examples
Z Z Z
it
e dt = cos t dt + i sin t dt = sin t|0 i cos t|0 = 0 i(1 1) = 2i.
0 0 0
Z 
Alternatively: e dt = ieit  = iei + ie0 = 2i.
it 
0 0
Z 1  1
1 2  1
(t + i)dt = t + it  = + i.
0 2 0 2

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 7 / 12

Examples of Path Integrals

1 (t) = t + it, 0 t 1, 0 (t) = 1 + i, f (z) = z 2 . Then

Z Z 1 Z 1
f (z)dz = f ((t)) 0 (t)dt = (t + it)2 (1 + i)dt
0 0
Z 1 Z 1
2 2 2
= (t + 2it t )(1 + i)dt = 2it 2 2t 2 dt
0 0
Z 1 Z 1
= 2 t 2 dt + 2i t 2 dt
0 0
2 3 1 2i 3 1
 
= t  + t 
3 0 3 0
2 2 2
= + i = (1 + i).
3 3 3

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 8 / 12

Examples of Path Integrals

Z
1
2 dz =?
|z|=1 z
Let (t) = eit , 0 t 2. Then 0 (t) = ieit , so:
Z Z 2
1 1 0
dz = (t)dt
|z|=1 z 0 (t)
Z 2
1 it
= ie dt
0 eit
Z 2
= i dt
0
2
= it|0 = 2i.

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 9 / 12

Examples of Path Integrals

(t) = eit , 0 t 2, 0 (t) = ieit

Z
3 z dz =?
|z|=1

Z Z 2 Z 2
0
z dz = (t) (t) dt = eit ieit dt
|z|=1 0 0
Z 2
2
1 2it 
e2it dt =

= i e 
0 2 0
1 4i
= (e e0 ) = 0.
2

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 10 / 12

Examples of Path Integrals

(t) = eit , 0 t 2, 0 (t) = ieit

Z
1
4 dz =?
|z|=1 z2

2 2
ieit
Z Z Z
1 1 0
dz = (t)dt = dt
|z|=1 z2 0 2 (t) 0 e2it
Z 2 2
= ieit dt = eit 

0 0
2i 0
= e + e = 0.

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 11 / 12

Examples of Path Integrals

5 In general: (
2i , if m = 1
Z
m
z dz =
|z|=1 0 , otherwise.

Next: More examples and first facts.

Lecture 1: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 12 / 12