21

(2/23/2015)

Example 21.1 (Example 19.2 revisited). [Skipped this example]. Draw a closed 21.1 Cauchy Goursat Theorem
contour, C, which winds around 0 counterclockwise one time which starts and
ends at −a say. For example, C : z : [0, 2π] → C\ {0} crosses (−∞, 0) only at Notation 21.2 We will write Ω ⊂o C if Ω is an open subset of C and f ∈
z(0) = z(2π), then H(Ω) if f is analytic on Ω. Also let

D(z0 , ρ) = {z ∈ C : |z − z0 | < ρ}
Z Z
1 1
dz = lim dz = lim [Log(z (2π − ε)) − Log(z (ε))]
C z ε↓0 Cε z ε↓0 D(z0 , ρ) = {z ∈ C : |z − z0 | ≤ ρ} and
= ∂D(z0 , ρ) = {z ∈ C : |z − z0 | = ρ} .
= lim (ln |z (2π − ε)| + i (π − O (ε)) − [ln |z (ε)| − iπ + iO (ε)])
ε↓0 Notation 21.3 Let D ⊂o C and α : [a, b] → D and β : [a, b] → D be two
= ln |a| + iπ − [ln |a| − iπ] = 2iπ. piecewise C 1 – contours in D. Further assume that either α (a) = β (a) and
α (b) = β (b) or α and β are loops. We say α is homotopic to β if there is a
Alternate method: We use two branches of log (z) . So write continuos map σ : [a, b] × [0, 1] → D, such that σ (t, 0) = α (t) , σ (t, 1) = β (t)
Z Z Z and either σ (a, s) = α (a) = β (a) and σ (b, s) = α (b) = β (b) for all s or
1 1 1 t → σ (t, s) is a loop for all s. Draw lots of pictures here.
dz = dz + dz
C z C+ z C− z
Notation 21.4 Given D ⊂o C and a C 2 map σ : [a, b] × [0, 1] → D, let σs :=
where C+ and C− are the parts of the contour C on the right and

left half planes σ(·, s) ∈ C 1 ([a, b] → D). In this way, the map σ may be viewed as a map
respectively. For C+ we use Log (z) and for C− we use ` reiθ = ln r + iθ where
0 < θ < 2π. Lets say C+ starts at z0 and ends at z1 and C− starts at z1 and s ∈ [0, 1] → σs := σ(·, s) ∈ C 2 ([a, b] → D),
ends at z0 where z0 = −iα and z1 = iβ with α, β > 0. Then we have i.e. s → σs is a path of contours in D.
Z
1 Definition 21.5. Given a region D and α, β ∈ C 2 ([a, b] → D) , we will write
dz = Log (z1 ) − Log (z0 ) and
C+ z α ' β in D provided there exists a C 2 – map σ : [a, b] × [0, 1] → D such that
Z
1 σ0 = α, σ1 = β, and σ satisfies either of the following two conditions:
dz = ` (z0 ) − ` (z1 )
C− z d d
1. ds σ(a, s) = ds σ(b, s) = 0 for all s ∈ [0, 1], i.e. the end points of the paths
and so σs for s ∈ [0, 1] are fixed.
Z 2. σ(a, s) = σ(b, s) for all s ∈ [0, 1], i.e. σs is a loop in D for all s ∈ [0, 1].
1
dz = Log (z1 ) − ` (z1 ) + ` (z0 ) − Log (z0 ) See Figure 21.1.
C z
π  π 3π  π
= ln |z1 | + i − ln |z1 | + i + ln |z0 | + i − ln |z0 | − i Definition 21.6 (Simply Connected). A connected region D ⊂o C is sim-
2 2 2 2
= 2iπ ply connected if all closed contours, C ⊂ D are homotopic to a constant path.
Lemma 21.7. C is simply connected. Explain that C \ (−∞, 0] is simply con-
as before. No limiting arguments needed here.
nected.
68 21 (2/23/2015)
Z 
 ±R−iλ 1 2  1 2
−2z
e dz  ≤ |λ| e− 2 R → 0 as R → ∞,
 

 ±R 
see Figure 21.2.Therefore we conclude that

Im

−R R
Re
0
Fig. 21.1. Smooth homotopy of open paths and loops.
AR BR

Proof. Take σs (t) := (1 − s) α (t) + sβ (t) . For C \ (−∞, 0], drag α and β −iλ
to the right, then use the previous homotopy, then drag the results back to the ΓR
left.
Theorem 21.8 (Cauchy Goursat Theorem). Suppose that f : D → C is Fig. 21.2. By the Cauchy Goursat theorem, the integral of any entire function around
an analytic function and α and β are two contours in D which are homotopic the closed countour shown is 0.
relative end-points or homotopic loops in D, then
Z Z
f (z) dz = f (z) dz. Z ∞
1 2 1 2
Z R
1 2 √ 1 2
α β e− 2 x eiλx dx = e− 2 λ lim e− 2 x dx = 2πe− 2 λ ,
−∞ R→∞ −R
In particular if D is simply connected, then
Z where the last
√ integral is done by a standard real variable trick and the answer
f (z) dz = 0 is given by 2π.
C

for all closed contours in D and complex analytic functions, f, on D.

21.2 Cauchy-Goursat Theorem Examples
Example 21.9 (Fourier Transform). The goal here is to compute the integral
Z ∞ Z R Example 21.10. Suppose C is a closed contour in C\ {0} , then
1 2 1 2
Z := e− 2 x eiλx dx := lim e− 2 x eiλx dx. n+1 z=C
1. C z n dz = zn+1 |z=Cfinin = 0 provided n 6= −1. The Cauchy Goursat theorem
R
−∞ R→∞ −R
does not apply to the cases n < 0.
We do this by completing the squares,
2. If C is a counter clockwise path winding around 0 once, we have found in
1 1 2 1 Example 19.2 that
− x2 + iλx = − (x − iλ) − λ2 Z
2 2 2 z −1 dz = 2πi 6= 0.
from which we learn C

Z R Z This can also be done using the Cauchy Goursat theorem to argue that the
1
Z = e− 2 λ
2
lim
1 2 1
e− 2 (x−iλ) dx = e− 2 λ
2
lim
1 2
e− 2 z dz contour C may be deformed into reiθ with 0 ≤ θ ≤ 2π. For this contour the
R→∞ −R R→∞ ΓR direct computation in Example 19.3.
3. If C is a loop in C \ (−∞, 0], then we know
where ΓR (x) := x − iλ for x : −R → R. We would like to replace the contour
ΓR by [−R, R]. This can be done using the Cauchy Goursat theorem and the
Z
z=C
estimates, z −1 dz = Log z|z=Cfinin = 0.
C

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 which follows from the Cauchy Goursat theorem1 as well.
4. The Cauchy Goursat theorem also implies, for all closed contours in
C \ (−∞, 0], that Z sin z
e
dz = 0,
C z
which is not obvious by direct means.

Example 21.11. Suppose C is a closed contour in C, then

1. RC esin z dz = 0 and α esin z dz depends only on the endpoints of α.
R R

2. C z n dz = 0 for all n ∈ N∪ {0} .

3. However if C (θ) = reiθ for θ : 0 → 2π, then
Z Z 2π
z̄dz = re−iθ ireiθ dθ = 2πir2 6= 0.
C 0

Example 21.12. Suppose D is an open subset of C and f : D → C is analytic,

then I I
f (z) dz = f (z) dz
C1 C2

where C1 and C2 are as in Figure 21.3.

C1
C2 C2

Fig. 21.3. To see that C1 and C2 are homotopic simply slide C1 to the right so that
C1 and C2 have the same centers, then shrink the radius of the larger cirle to match
that of the smaller.

1
Note that Log : C \ (−∞, 0] → {w ∈ C : |Im w| < π} is a homeomorphism with
inverse given by the exponential map. The latter region is convex and therefore
simply connected.
22
(2/25/2015)

22.1 Estimating Integrals 2. q

Let us first recall that if z (t) = x (t) + iy (t) , then d` =
2 2
Proposition 22.1. Let us recall some estimates of complex integrals [ẋ (t)] + [ẏ (t)] dt = |ż (t)| dt so that

1. Z  Z Z b Z b
 β  β
L= d` = |ż (t)| dt.
w (t) dt ≤ |w (t)| dt.
 
 a a
 α  α

2. We also have Z  Z Therefore

 
 f (z) dz  ≤ |f (z)| |dz| ≤ M L (22.1)
 
C C
where |dz| = |ż (t)| dt and M = supz∈C |f (z)| and L denotes the arc-length
of the path C.
Proof.
1. [This has already been proved, see Theorem 3.4.] To prove this let ρ ≥ 0
and θ ∈ R be chosen so that
Z β
w (t) dt = ρeiθ ,
α
then
Z 
 β  Z β Z β
−iθ
w (t) dt = ρ = e w (t) dt = e−iθ w (t) dt
 

 α  α α
Z β Z β
 −iθ    −iθ 
= Re e w (t) dt ≤ Re e w (t)  dt
α α
Z β  −iθ 
Z β
≤ e w (t) dt = |w (t)| dt.
α α
Z  Z b
 Z
 b
 
 f (z) dz  =  f (z (t)) ż (t) dt ≤ |f (z (t))| |ż (t)| dt

Alternatively:   
Z   C a  a
 β   X 
 X  Z b
w (t) dt =  lim w (ci ) (ti − ti−1 ) = lim  w (ci ) (ti − ti−1 )
    

 α  mesh→0 mesh→0 ≤M |ż (t)| dt ≤ M L
a
X
≤ lim |w (ci )| (ti − ti−1 ) (by the triangle inequality)
mesh→0
Z β In order to do use Eq. (22.1) we will often use the following two tools.
= |w (t)| dt.
α 1. If |f (z)| ≤ M and |g (z)| ≥ m for z ∈ C then
72 22 (2/25/2015)
 
 f (z)  |f (z)| M 1. Let CR+
 
(θ) = R eiθ for θ : 0 → π, then z k + 1 ≥ 1 − Rk for |z| = R and
 g (z)  = |g (z)| ≤ m for z ∈ C.
 
therefore if k ≥ 2,
Z 
2. If a, b ∈ C, then  1 
 ≤ lim 1
lim 
 dz  R→∞ Rk − 1 πR = 0.
||a| − |b|| ≤ |a − b| . (22.2) R→∞ CR 1 + z k

Indeed, 2. Let ΓR be the contour [−R, R] followed by CR , we have

|a| = |a − b + b| ≤ |a − b| + |b| Z ∞ Z R
1 1
which is equivalent to 2k
dx = dx
|a| − |b| ≤ |a − b| . −∞ 1 + x −R 1 + x2
Z Z
1 1
Replacing a with b and b with a also shows = lim dz = lim dz.
R→∞ [−R,R] 1 + z 2k R→∞ Γ 1 + z 2k
R

|b| − |a| ≤ |b − a| = |a − b|
3. The last integral is independent of R > 1 and can be computed by deforming
and combining the last two displayed equations gives the estimate in Eq. the contours. For the first case we have
Z Z Z
(22.2). 1 1 1 1
2
= 2
dz = dz = 2πi = π.
Example 22.2. Let C := CR be the contour, z = R eiθ with R > 2 fixed and ΓR 1 + z Cε 1 + z ΓR (z − i) (z + i) i+i
0 ≤ θ ≤ π. We want to estimate, Example 22.4 (Not done in class.). Let C be the contour consisting of straight
2 line paths −4 → 0, 0 → 3i and then 3i → −4 and we wish to estimate the
ez
Z
dz. integral
4
CR z + 3
Z
(ez − z̄) dz.
C
We begin by noting, if z = R eiθ , then z 2 = R2 ei2θ and therefore,
 2 To do this notice that on C we have
 z  2 2 2
e  = eRe z = eR cos 2θ ≤ eR . |ez − z̄| ≤ |ez | + |z̄| ≤ eRe z + |z| ≤ e0 + 4 = 5
On the other hand, while
 4 p
z + 3 = z 4 − (−3) ≥ z 4  − |−3| = R4 − 3.
     
` (C) = 4 + 3 + |3i − (−4)| = 4 + 3 + 32 + 42 = 3 + 4 + 5 = 12

Therefore we have shown, and hence Z 

 (ez − z̄) dz  ≤ 12 · 5 = 60.
 
 
 ez 2  eR
2
 
C
≤ for z ∈ C.
 
 4
 z + 3  R4 − 3 Example 22.5 (Homework Problem). The goal here is to estimate the integral
Z 
This leads to the estimate,  1 

4
dz
C z
Z   
2 2
 ez  eR
dz  ≤ · πR.
 
 CR z 4 + 3  R4 − 3
 where C is the contour joining √ i to 1 by a straight line path. In this case
M = 1 1 4 and L = |1 − i| = 2 and this gives the estimate
| 2 (1+i)|
Example 22.3. Use complex methods to show
1  √ √
Z 
Z ∞  1
dz  ≤ 2  4 = 4 2.
Z
1 1 
4
dx = dz C z
  √1 
2 2
−∞ 1 + x Cε 1 + z
 2

where Cε (θ) = i + εeiθ for θ : 0 → 2π. Here are the steps; Example 22.6. Revisit Example 21.9.

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22.2 Multiply Connected Domains
C
Our goal now is to show how complicated contour integrals of analytic functions
may be replaced by a sum of simpler contour integrals. In what follows we will
work in the context of Figure 22.1.
D D
C

C1
C2
R
D D

C3

C1 C2
Fig. 22.1. In this picture, the oriented boundary of the region R is C ∪ (−C1 ) ∪
(−C2 ) ∪ (−C3 ) .
D

Theorem 22.7 (Residue Theorem). Suppose that f is an analytic function Fig. 22.2. Deforming C into C1 and C2 . Think of a cell splitting into two cells. We
on a neighborhood of a region R whose boundary is made up of simple contours, first pinch off a neck and then deform the remaining cells into circles.
{C, C1 , C2 , C3 , . . . , Cn } , see Figure 22.1 for the situation we have in mind when
n = 3. Then
I X3 I
f (z) dz = f (z) dz.
C i=1 Ci

Proof. We will give two proofs of this important theorem. The first proof
will make use of Proposition 25.3 while for the second we will apply Green’s
theorem.
First Proof. See Figures 22.2 for the case of two holes and 22.3 for the
case of three holes.
 C

D
D D

C3

C2
C1
D D D

Fig. 22.3. Deforming a countour C into three contours by pinching one circle off at
a time. This leads to an inductive procedure to prove the theorem.
23
(2/27/2015)

23.1 Residues and the Residue Theorem C

C1
Definition 23.1 (Residue). Suppose that D is a disk centered at z0 ∈ C and
f : D \ {z0 } → C is analytic. The residue of f at z0 is defined by C2
I R
1
resz0 f := f (z) dz (23.1)
2πi |z−z0 |=ρ
C3
where ρ > 0 such that the contour |z − z0 | = ρ is in D. As usual the contour is
given the counter clockwise orientation. As the formula for resz0 f in Eq. (23.1)
is independent of ρ > 0 sufficiently small, we also have,
I Fig. 23.1. In this picture, the oriented boundary of the region R is C ∪ (−C1 ) ∪
1 (−C2 ) ∪ (−C3 ) .
resz0 f := lim f (z) dz. (23.2)
ρ↓0 2πi |z−z |=ρ
0

In order to use this theorem we need methods for computing residues. The and therefore that
first theorem records what we know (and a little bit more) so far.The following
Z Z Z Z Z
theorem is essentially a restatement of Theorem 22.7. f dz = f dz + f dz + f dz + f dz
∂R
ZC Z−C1 Z −C2 Z −C3
Theorem 23.2 (Residue Theorem). Suppose that f : D \ {z1 , . . . , zn } → C = f dz − f dz − f dz − f dz. (23.4)
is an analytic function and C is a simple counter clockwise closed contour in C C1 C2 C3
D such that C “surrounds” {z1 , . . . , zn } , then Green’s identity in Eq. (23.3) holds when a and b are complex valued func-
Z n
X tions by considering the real an imaginary parts of the equation. Applying this
f (z) dz = 2πi reszi f. result to the region depicted in figure 22.1 shows
C i=1 Z Z
f dz = (f dx + if dy)
Proof. See Theorem 22.7. ∂R
Z∂R
Z ZZ
Second proof using Green’s theorem. Recall that Green’s theorem
= ((if )x − fy ) dxdy = (ifx − ifx ) dxdy = 0, (23.5)
states, Z ZZ R R
(adx + bdy) = (bx − ay ) dxdy (23.3) wherein we have used the Cauchy Riemann equations (11.3), i.e. fy = ifx .
∂R R
Combining Eqs. (23.4) and (23.5) implies
where R is a bounded region in R2 and ∂R denotes the boundary of R oriented Z Z Z Z
so that if you walk along the boundary your left hand should point in to the 0= f dz − f dz − f dz − f dz
boundary. Thus if R is the region given in Figure 22.1 we will have C C1 C2 C3

as was to be shown. The generalization to more holes is straight forward.

∂R = C ∪ (−C1 ) ∪ (−C2 ) ∪ (−C3 )
76 23 (2/27/2015)
Lemma 23.3 (Computing Residues I). Suppose that f and g are analytic Conclude from this that
near z0 , g (z0 ) = 0, g 0 (z0 ) 6= 0, and h (z) = fg(z)
(z)
, then Z ∞ iλx Z ∞ Z ∞
e cos (λx) sin (λx)
πe−λ = 2
dx = 2
dx + i 2
dx
f f (z0 ) −∞ 1 + x −∞ 1 + x −∞ 1 + x
resz0 h = resz0 = 0 .
g g (z0 ) and hence
Z ∞
Proof. Using the definition of the derivative we have cos (λx)
2
dx = πe−λ and
−∞ 1 + x
g z0 + ρeiθ = g (z0 ) + [g 0 (z0 ) + ε (ρ)] ρeiθ = [g 0 (z0 ) + ε (ρ)] ρeiθ


Z ∞
sin (λx)
2
dx = 0.
and therefore using Eq. (23.2) we find, −∞ 1 + x

f 1
Z 2π
f z0 + ρeiθ

Example 23.6. Use complex methods to compute the integral:
resz0 = ρeiθ dθ
g 2π 0 g (z0 + ρeiθ ) Z ∞
1 π
Z 2π
dx = √ .
1 f z0 + ρeiθ −∞ 1 + x 4
2
= ρeiθ dθ
2π 0 [g 0 (z0 ) + ε (ρ)] ρeiθ
Z 2π
Z 2π We will refer to Figure 23.2We will continue the method in Example ?? where
1 f z0 + ρeiθ 1 f (z0 ) f (z0 )
= dθ → dθ = 0 as ρ ↓ 0.
2π 0 g 0 (z0 ) + ε (ρ) 2π 0 g 0 (z0 ) g (z0 ) =

CR
23.2 Residue Theorem Examples
−1 + i 1+i
Example 23.4 (Cauchy Integral formula). If f is analytic function in a neigh-
borhood of z0 then;
f (z) −R ΓR R <
resz0 = f (z0 ) .
z − z0
Fig. 23.2. Showing the sum of the residues in the upper half plane give the desired
Simply apply Lemma 23.3 with g (z) = z − z0 . integral. closed contour.

Example 23.5. Compute the integral

Z ∞ iλx it was already shown that
e
dx for λ ≥ 0. Z ∞ Z M Z Z
−∞ 1 + x
2 1 1 1 1
4
dx = lim 4
dx = lim 4
dz and = dz
  −∞ 1 + x R→∞ −M 1 + x R→∞ ΓR 1 + z ΓR 1 + z4
Close the contour in the upper half plane (note that eiλz  = eRe(iλz) = X 1
e−λy ≤ 1 for y ≥ 0) doing the usual estimates to show this OK. Hence we have = 2πi resz
1 + z4
.
4
z:z +1=0 with z inside ΓR
Z ∞ iλx
eiλz
Z  iλz 
e e
2
dx = 2
dz = 2πiresz=i and
−∞ 1 + x ΓR +[−R,R] 1 + z 1 + z2 Z
 1

 1
 iλi  
4
dz  ≤ 2πR · 4 → 0 as R → ∞.
e  1+z R −1
= 2πi = πe−λ . CR
2i Therefore for any ρ > 2 say,

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 Z ∞ I
1 1
dx = lim dz
−∞ 1 + x4 R→∞ ΓR ∪CR 1 + z4
I
1
= dz
Γρ ∪Cρ 1 + z4
X 1
= 2πi resz .
1 + z4
z:z 4 +1=0 with Im z>0

The roots of z 4 + 1 = 0 inside of ΓR are z0 := eiπ/4 = √1 (1 + i) and z1 :=

2
e i3π/4
= √1 (−1 + i) , see Figure 23.2. When z is a root we have,
2

1 1
resz = 3.
1 + z4 4z
Hence
Z ∞  
1 1 1
dx = 2πi + 3
−∞ 1 + x4 4z03 4z1
2πi n −i3π/4 o πi
= e + e−iπ/4 = √ {−1 − i + 1 − i}
4 2 2
π
=√ .
2