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2.1 INTRODUCTION
In this unit we shall introduce you to a very important area of complex analysis,
namely, complex integrals or contour integrals. Using integration of functions of a
complex variable many important results in the theory of analytic functions can be
proved. We shall prove some of these results in this unit and in the units to follow.
Before moving to integration, we shall start the unit by introducing in Sec. 2.2, a few
elementary functions of a complex variable and their hdamental properties. Sec. 2.3
introduces definite integrals of a complex-valued function in real parameters. In
Sec. 2.4, we study basic properties of contours and integration of a complex hnction
along a contour. Estimation-inequality for absolute value of complex integrals is also
introduced in this section. In Sec. 2.5, we discuss the existence of antiderivatives for
complex functions. Finally, Sec. 2.6 introduces you to a theorem which is central to
the theory of a complex variable, namely, Cauchy-Goursat theorem. Generalization of
this theorem in the context of simply and multiply connected domains is also
considered in this section.
Objectives
Afier studying this unit you should be able to
define complex exponential function and use it to develop other elementary
functions of a complex variable such as, logarithmic, trigonometric and
hyperbolic functions;
use branch cut for a multiple-valued function
- to render it single-valued;
compute definite integral of complex-valued function of a real variable;
define a contour and integrate a complex function along a contour;
obtain an upper bound for absolute value of a contour integral;
show the existence of antiderivatives for complex functions and use it to
evaluate contour integrals;
use Cauchy-Goursat theorem to show that an integral of a function around a
simple closed contour is zero if it is analytic at all points interior to and on the
contour.
Complex Analysis functions f (z) reduce to their counterparts f (x) ,the corresponding functions of real
variables, when z = x is real.
Read Sec. 2835, Chapter 3, Pages 87-110 of the book. Go through all the
examples given in these sections carefully.
I After going through Sec. 28 on the exponential functions you must have realised that
1
these functions behave similar to real exponential functions except for two important I
facts that they can take negative values and are periodic (see Eqn. (8) and example on
page 89 of the book).
You may notice that just as zn is single valued and z"" is n valued, some of these
elementary functions are multiple-valued. For example, log z is multi-valued as each
choice of n in Eqn. (2) on page 91 of the book, produces a distinct value of log z .
Understanding these multi-valued function need a little bit of maturity and therefore
have to be read carefully. You may not get an idea about it in one reading. Repeated
reading will make you familiar with working knowledge of these multi-valued
functions.
Further, observe that Sec. 30 of the book on page 92 introduces a concept of 'branch
cuts' by means of which we can take multi-valued functions and render them single-
valued. For instance, we can make log z single-valued by specifying the integer n in
Eqn. (2). If we choose n = 0,then that decision amounts to restricting 8 (i.e. arg z)
so that - x < 0 I x . Graphically, we can imagine a 'slit' or 'cut' in the z -plane, along
the negative real axis, from x = -a, all the way in to the origin, as shown in Fig. l(a).
The slit is of zero thickness. In the figure we have separated the upper and lower
edges only for clarity. It is useful to regard the slit as a physical barrier that cannot be
crossed. Within the cut plane log z is now single-valued. The cut shown in Fig. 1(a)
is by no means the only one possible. For instance, another suitable cut is shown in
Fig. l@) and restricts 0 to the interval x < 8 I 3 x . The values of the log z functions
defined by Fig. l(a) and I@) are different (at any given z point) and we can think of
these two different log z functions as members, or branches, of a whole family of
such log z functions.
(a) @)
Fig. 1
The arrangements shown in Fig. 1 are examples of branch cuts. The role of a branch
cut is to render the function single-valued. To render log z = In r + i0 single-valued
we need to make 0 single-valued, and we do that by introducing a cut from infinity to
the origin (as a barrier against complete encirclements of the origin, which are the
source of the multi-valuedness) and then defining 0 at some point in the cut plane.
For instance, in Fig. l(a) we defined 8 at an arbitrary point on the positive x axis.
-1 The branch of log z defined by the cut shown in Fig. 1(a) is known as the principal
value of log z . We shall discuss more about these multi-valued functions in Unit 6.
***
You may now try the following exercises.
In the next section we shall discuss the integration of functions of a complex variable,
i.e. the complex integral f (z) dz .
C
Read Secs. 36,37, Chapter 4, Pages 111-115 of the book. Read all the
examples carefully. Do the exercises l(a), 2(c), 4,5,7 on pages 115-116 of
the book.
In Sec. 36 you must have realised that almost all the rules of calculus of real variables
for differentiating sums and products are as well applicable to the complex valued
function of a real variable with only a few exceptions. Example on page 1 12
illustrates the failure of mean value theorem to the function w(t) .
Obsewc that the concept of definite integral discussed in Sec. 37 for functions of a
real variable does not directly extendlo the case of complex variables. In the case of a
real variable, the path of integration in the definite integral )f (x) dx is along the x-
a
axis from x = a to x = b . That is, the path of integration is along a straight line. In
complex integration, the path could be along any curve from z = a to z = b .
In the next section we shall introduce classes of curves that are sufficient for the study
: of such integrals.
2.4 CONTOURS
You can start with reading the following.
I
Read Sec. 38, Chapter 4, pages 116-120 of the book. Go through Examples
1-4 carefully.
Complex Analysis Before we ask you to do some exercises we give below pictorial representation of
some of the arcsfcurves defined in this section.
Fig. 2 below shows some of the arcs z = z(t), a 5 t 5 b represented by Eqn. (2) on
page 117 of the book.
(c) Neither simple nor closed arc (d) Closed but not simple arc
Fig. 2
***
Consider Example 1on page 117 of the book. The polynomial line defined by
x + i x , when 0 1 x 5 1
x + i , when 1 1 x 1 2
1
z=/x+2ix, when 0 1 x 5 -2
1
2x+i , when - 5 x S l
2
1
1
This shows that the parametric representation used for any given arc C is not unique. I
It is possible to change the interval over which the parameter ranges to any other 1
- Interior
Exterior
domain
(unbounded)
Fig. 3
In the next section we give you formula to compute complex integral along a contour.
Read Sec. 39, Chapter 4, Pages 122-124 of the book. Go through Examples
1-4, Sec. 40, Pages 124-128 carefully.
Eqns. (3), (4) and (5) on page 123 of the book clearly show that all basic rules of line
integrals of real valued functions of real variables are valid here also. However, the
orientation of contour is important as indicated by Eqn.(S). Further, you may note that
the result given by Eqn. (6) on page 124 of the book can be generalised. If contour
C consists of n piecewise smooth arcs C, , C,, ..., C, joined end to end, that is, the
- .
terminahoint of C, coincided with the initial point of C,,. for k = 1. 2. ... n - 1
(see Fig. 4),
Fig. 4
then J ~ ( Z ) .B. = ~ ( J ~ ( Z ) ~ ) .
Complex Analysis Let us once again consider Examples (2) and (3) on pages 125-126 of the book. We
would like you to observe the following two important results illustrated by these
examples:
1. The integrals of some functions f (2) along two paths C , and C , may have two
different values even though those paths have the same initial and the same final
points (see Example 2). We call such integrals to be path dependent. However,
there are functions whose integrals have values that are path independent. You
will come across such functions in Sec. 42 of the book.
2. The values of integrals around closed paths are sometimes, but not always, zero
(compare Example 2 and 3).
Do the exercises l(a), l(c), 2(a), 3,4,10, Sec. 40, Pages 128-130 of the book.
-
When complex integrals cannot be evaluated explicitly (and sometimes even when
they can) we need to bound them, that is, obtain bounds on their absolute magnitude
(modulus) which we shall do in the next section.
Read Sec. 41, Chapter 4, Pages 130-133 of the book. Go through Example
1 and 2 and do the exercises 1,2,4,5 on pages 133-134.
We would like to mention here that the inequality given by Eqn.(l) on page 131 of the
book is commonly called the MEinequality or, ML bound.
***
In the next section we shall introduce the concept of an antiderivative of a continuous
function f(z) in a domain D .
2.5 ANTIDERIVATIVES
You can start with reading the following.
Read Sec. 42, Chapter 4, Pages 135-138 of the book. Read the statements
(i)-(iii) and proof of the theorem on page 135 carefully. Go through
Examples 1-4, Sec. 43, Pages 138-141. Do the exercises 1 and 2 on page 141.
Remember that the theorem on page 135, Sec. 42 does not claim the validity of
statements (i)-(iii) independently. The three statements hold together i.e. either all of
them are true or none of them is true. Also notice that the proof of the theorem uses
an extension of the fundamental theorem of calculus applied to complex-valued
function of a real variable.
***
The next section introduces you to a theorem which is central to the theory of
functions of a complex variable.
Integrals-I
2.6 CAUCHY-GOURSAT THEOREM
You can start with reading the following.
Read Sec. 44, Chapter 4, Pages 142-144 of the book. Go through the example
on page 144 carefully.
The result proved in Sec. 44 shows that if a function f is analytic at each point
interior to and on a simple closed contour C ,described counterclockwise, and if the
derivative f ' of f is continuous in the closed region consisting of all points interior to
and on C then Cauchy (1789-1857)
f(z)=dz=O.
The above result proved by French mathematician Cauchy (1789-1857) in the early
part of the nineteenth century was revised by Goursat (1858-1936) who proved the
result by omitting the condition of continuity on f ' with other conditions remaining
same. The revised result is known as the Cauchy-Goursat theorem and its proof is
given in Sec. 45 of the book. Before we ask you to read this proof we first prove the
theorem for a triangular contour. This will make you comfortable in understanding
the complexities involved in the proof given in the book.
Fig. 5
Fig. 6
Each contour is positively oriented so if we sum the integrals along the four triangular
contours, then the integral along,the segments interior to A cancel out in pairs (see
Fig.7).
We write
Fig. 7
Since la f(z)dzl<Z
4
k=l
1 Ck
f(z)dzl
Complex Analysis
we must have 16 1 f (z) dz 2
4
for at least one of the triangular contour C , .
Chose one of these triangles say C, ,out of C, , C, ,C,, C, so that the following
relation holds true:
Thus C, with longest side = max (say) has the property that
Repeat the process by subdividing C, and choosing C,, with longest side P / 4 such
that
Continuing the above process, we obtain for each n r 1,a triangle C,, with longest
side 1/ 2 " such that
For each n ,we can select a point a, in C,, and obtain a Cauchy sequence < a , >
with limit a lying inside every C,, .
Since f is analytic at a point a , for given E > 0, 3 6 > 0 such that
Fig. 8
Since Ic f (a) dz = 0 and (z - a ) f '(a) dz = 0 , therefore
i
lo
Now the perimeter of C,, is at most 31 12" and the maximum value of 1 z - a ( for z
and a in or on C,, is PI 2" . Therefore by estimates of Sec. 2.4.2, we get
[since E is arbitrarilysmall]
Example 1: Let C be the polygonal contour as shown in Fig. 9. Let the interior of
the contour is contained in an open set D (say). If f (z) is analyhc inside and on the
contour then i f (z) dz = 0 .
Solution: Triangulate the polygon as shown in Fig. 9 and apply Theorem 1 above to
each triangle to obtain the desired result.
1 Fig. 9
Remember that there can be many ways of triangulating the above polygon.
You can now read the proof of the theorem from Sec. 45 of the book. We are also
asking you here to read Sec. 46 to get familiar with simply and multiply connected
domains.
Note that Sec. 46 gives you an extension of Cauchy's theorem to simply and multiply
connected domains. We do not want you to learn necessarily the proof of any theorem
or corollary of this section but you must get a feel about the concept. Corollary 2 on Fig. 10
page 151, known as the principle of deformation of paths, is of interest. Example on
page 152 illustrate this corollary. We give here one more example to illustrate it.
Fig. 11
Do the exercises I@), l(c), 2(a), 2(c), 5 , 6 on pages 153 - 156 of the book.
We now end this unit by giving a summary of what we have covered in it.
2.7 SUMMARY
In this unit we have covered the following:
defined as I
b
f (z) dz = f [z(t)] zl(t) dt .
a
2. Let f(z) = 2z2 - 3, g(z) = z, h(z) = eZ and k(z) = e-' ,all these function are
entire, i.e. they are complex differentiable for all z . Then
f(z) - g(z) h(z) + k(z) is complex differentiable V z and hence
2z2 - 3 - zeZ + e-" is entire.
f(z) = e % e x - i ~ cosy-iex siny
Wehave, u = e x c o s y , v=-eXsiny
Now ux=excosy,uy=-eXsiny
vx =-ex siny, v, =-ex cosy
Now if f(z) is analytic at some z then at this point C-R equations must be
satisfied, i.e., u, = v, and vx = -u ,
3 e x cosy=-ex cosy and - e x siny=-ex siny
3 excosy=O and exsiny=O
3 cosy=O and siny=O (since e x # O )
3 cos2 y + sin2 y = 0 , which is not true.
Therefore f(z) is nowhere analyhc.
1 e 2 ~ + iI = eRe(2z+i) -
- e 2x [using Eqn. (7) page 89 of the book)]
and leiz2 I =e ~ e =
~ e2- ~ m z 2 - e-2xy
3 e x cosy=l, ex s i n y = &
3 eZX= 4 3ex = 2 (recall ex > 0 )
3x'=ln2
and t a n y = & = tan(n13)
Alternatively:
3 z = Log w + 2kni
= l n I w J + i (Arg w +2kx)
= l n 2 + i (Arg(l+&i)+2kn)
Complex Analysis
=
cosy=O (ex #0)
3 y = 2 n n f n / 2 (n=O, f 1, f 2, ...)
1. a) WeknowthatLogz=lnr+iO(r>0,-n<O<n).
Our z is - e i . Therefore r = e and 0 = - n / 2 (Imz=-e and Rez=O).
3n
Thus, 2 Log(-1 + i) = In 2 + i -
2
and, Log(-1 + i)2 # 2 Log(-1 + i) ,but observe that
Log(-1 + i)2 = 2 Log(-1 + i) - 2ni
5. i = l exp [i(n/2+2nn)], n=O, f 1, f 2, ...
and l o g i = l n l + i -+2nn
( 1 , n=O,+-1, f 2, ...
9. z-i=x+iy-i=x+i(y-1)
Log (z-i)=Log [ x + i ( y - l ) ] = l n r + i ~ .
One can see easily that Branch cut is the half line y = l(x 1 0 ) including origin.
Therefore all point lying on it are singular (see Fig. 12).
n
If Re z, > 0, Re z, > 0 then - - < Arg zl , Arg 2, < - this implies that
71
1.
2 2
- n < Arg(z,z,)< n and Arg(z,z,) = Arg(zl) + Arg(z,).
Now Fig. 12
Log(z,z,)=ln{I 212, I) +iArg(z,z,)
= I n ( z l( + I n ( z ,(+iArgz, +iArgz, =Logzl +Logz,.
I
Argz, +Argz, if -n<Argz, +Argz, < n
Arg(z1z2)= Argz, +Argz, + 2 n if nSArgz, +Argz, <2n
Argz, + Argz, - 271 if - 2n <Argzl + Argz, I -n
It can be expressed as
Arg(z1z2)=Argzl + Argz, + 2Nn
where N has one of the values 0, f 1 . Now
Log(z,z,) = In tz1z2 I + h g ( z , z , )
= l n ( z l ( + l n ) z ,( + h g z , + Arg"z, +2Nx=Logz, + Logz, + 2Nn.
Exercises on Pages 99-100 of the book.
I. a) (l+i)=fiexP(:+2nn)i, n = 0 7 * 1 , i 2,...
(: I
= e x p -1n2
(-4.. ) ,
exp -+2nn n = O , f l , ....
1
-1 -1 l o g - 1 -(lnl+(2n+l)ni)
b) (-l)"=en =ex - e(2n+l)i
- ,x
[(
=exp 4i l n f i -i-
,2iLn2
I);
= en [cos(2 In 2) + i sin(2 ln 2)] .
6. We know that
za =ea'ogz
47
Complex Analysis N~~ lza 1 =eRe(alogz)
-
- eRe(a In Izl+i (Arg z+2nx))
- ,a
- lo lzl
9. ~sinz(2=(sinxcoshy+icosxsinhy(2
= sin x cosh2 y + cos2 x sinh2 y
=sin2 x (1+sinh2 y)+(l-sin2 x)sinh2 y
= sin2 x + sin2 x sinh2 y + sinh2 y - sin2 x sinh2 y
= sin x + sinh2 y.
Similarly do for I cos z l2 .
e2z - e-2z
2. a) sinh 22 =
2
= 2 cosh z sinh z.
sin z
b) We have sinh (iz) = -= i sin z
-1
3 sinh (z) = i sin (42) .
Now sinh (22) = i sin (-i2z)
= i2 sin(-iz) cos(-iz)
=i 2 - sinh z C O S (2)
~
i
= 2 sinh z cosh z.
8. sinhz = 0
a 2z=2nni ( n = O , f l , f 2 , ...)
a z = n x i ( n = O , f l , f 2 , * 3 ,...)
Similarly, cosh z = 0
1 1 sin yt
Now 1= e-* cos(yt)dt = I e - x t sin(yt) + x e-xt-dt
Y Y
0
Complex Analysis m
- -(l+er) +i(l+en)
2 2
Thus comparing with RHS, we get
i
0
e x cosx dx =--
2
and ]ex sinx dx=-
0
1+ e n
2
5. Wehave w ( t ) = e i t w h e r e O I t S 2 n ,
2n 2n
Now 2jeitdt=21(cost+isint)d t = J'cost d t + i J'sint dt
2x 2n
= [+sin t], + i [- cos t],
= i {-1+1)=0.
Now we have to find c (0 < c < 2n), (if it exists) s.t w(c) (2%- 0) = 0
Now w(c) (271 - 0) = 0 3 2neic = 0 =eic = 0 ,which is not possible.
Hence the result.
-b -b -b -b
a a
= - ju(r) dr - i .
v(r) d~ putting t = -7, dt = -dr
b b (using the fact that
b b b u(-t) and v(t) are
= ) +i
~ ( r dr J' ~ ( 7 dr) = W(T)dr. . real valued enctions
a a a
of real variables)
b)
b
I w(t) dt b
= u(t) dt + i I v(t)dt . In each of the integrals on the r.h.s put
b
a a a
t = $(T) where $(a)= a and $(P) = b by definition of $ . Complete the
proof yourself.
2. Consider Fig. 15. Now observe that if you travel from 8 = -n 12 to €=I.rr 12 ,
you trace the right half of the circle z = z(8) = 2 eie.
Similarly, with other representation z = z(y) = J4 - y 2 + iy (-2 5 y L 2)
I
(Note: tan-'(t) is not defined at t = -n/ 2 and t = n / 2 and these are the
situation when y = -2 and y = 2 .)
YA
3 (eie+l)de
2n
f(z)h= 12eie+2,2ieied&2i
2e 0
C A 0
x = 4ni.
2. f(z)=z-l(itisanentirefunction).
D
I a) Clearly z'(9) = i eie is piecewise continuous (in fact continuous).
Ng. 16 Now C is represented by OBA in Fig. 17. Thus,
[sii"27]:' [coy]
=i - + 2n
= 0.
Z
f(z) = n en'
See Fig. 18. We parametrize C as follows:
1
, OStS-
4
Fig. 17
Now we observe that all conditions for existence of contour integral are satisfied
(Eqn. (2) page 122 Sec. 39 of the book). Thus,
Fig. 18
= 4(ex - 1).
4. Parametric form of C can be written as:
0 1
f(z) dz= J (1+3t2i) d t + J 4t3.(1+3t2i)dt (see Fig. 19)
10. Using Exercise 9 on page 129 of the book, we can see that
dz
dz where C is the circle z = Reie (-n 5 0 S n)
x12 x12
L = lengthofarc C = J ) 2 i e i t l d t = 2 J d t = n (see Fig. 20)
0 0
Using ML-inequality (Page 131. Eqn. (1). Sec. 41)
Therefore, I*5
l 2R2 +1 =M
z 4 + 5 z 2 + 4 (R2-4)(R2-1)
Length of C, = xR
Then by ML-inequality (Note that f(z) is defined and continuous along C, ,
see Fig. 22)
IlnR+i€lI<lnR+IeI<lnR+n
-
R~ R~ R~
-1
*x -LO^ 2,
z2
I
and L (C, ) = 2x R . Then by ML-inequality
dz <2xR
(x+RI:R)=2n(x+tR).
x+lnR
NOW, lim =0. [use 'I' Hospital's rule.]
R+Q R
Fig. 23 Thus, for R large enough
C,
1
Log z
-
z2
dz-0.
1
2. a) f(z)=- . Now 3z2 + l = 0 j 3 z 2 = - 1 3 z 2 = - 1 / 3 j z = f - . i
3z2 + 1 &
1
Clearly, singularities of f (z) are inside the contour C, . f (z) = -is
3z2 +. 1
analytic in the closed region consisting of contours C, and C, and all
points between them as shown by the shaded region in Fig. 24. From
Corollary 2 in Sec. 46, 1
CI
1
f (z) dz = f (z) dz .
c2
1-eZ = O a e z = I
a e x + l ~ = 1.e2"'
-ex = l and y = 2 x + 2 n n = 2 ( n + l ) x , (n=O, f 1, f 2, ...)
a x = O and y = 2 n x ( n = O , f l , f 2 , ...)
z = 2nx i (n = 0, f 1, f 2, ...) are the points of singularities of
f(z) which lie outside the closed region between contour C, and C, and
hence f(z) is analyhc in closed region in Fig. 24 and the result follows
from corollary 2 in Sec. 46.
5. Consider Fig. 63 on Page 155 of the book in two parts as shown in Fig. 25
below.
(b)
Fig. 25
r-I. €I--%
-_-_-
e-3zilZ
3 3
-2
----I=-
3
2.
3
I Cl
f(z) dz.
-1 r=l, 0s-x
similarly, J
C,=BO
1
f(z) dz = - zl"dz = {$r J; eife"] = --
0 r=O, €I=-rr
r-1. ,0=0