Mathematics – II

(MATH F112)
BITS Pilani Dr. Amit Setia (Assistant Professor)
Department of Mathematics
K K Birla Goa Campus
 BITS Pilani
K K Birla Goa Campus

Chapter 4

Integrals
 Section-40
Contour Integral
Contour Integral

Let f ( z ) be piecewise continuous on the contour C , then

the contour integral of f on C is
f  z  t   z '  t  dt
b
C
f ( z )dz  
t a

where z  z (t ), a  t  b represents a contour C.

BITS Pilani, K K Birla Goa Campus

 Properties of the contour integral

1)  z f ( z )dz  z  f ( z )dz
C 0 0 C

2)   f ( z )  g  z   dz   f ( z )dz   g ( z )dz
C C C

3)  f ( z )dz    f ( z )dz
C C

4)  f ( z )dz   f ( z )dz   f ( z )dz

C C1  C2 C1 C2

BITS Pilani, K K Birla Goa Campus

Example

Evaluate

 e
 z
dz
C

where C is the boundary of the square

with vertices at the points 0, 1, 1  i, and i,
the orientation of C being in
the counterclockwise direction.

BITS Pilani, K K Birla Goa Campus

 Solution

C  0,1 B 1,1

O  0, 0  A 1, 0 

C1 i .e. OA  
: z t  t, 0t 1


C 2 i .e. AB  
: z t  1  it, 0t 1


C 3 i .e. BC  
: z t  t  i , 1  t  0


C 4 i .e. CO  
: z t  i t , 1  t  0
BITS Pilani, K K Birla Goa Campus
Here f  z    e , using f  z  t   z '  t  dt
b
 f ( z )dz  
 z
C t a

f  z  dz      
1

t 
 e 1 dt  e 1
C1 t 0


f  z  dz    1i t 
  
1


e i dt  2e
C2 t 0

 f  z  dz    e   
0    t i  
1 dt  e 1
C3 t 1

f  z  dz      i  dt  2
0

 ti
 e
C4 t 1

 f  z  dz
C C1  C2  C3  C4

  f  z  dz   f  z  dz   f  z  dz   f  z  dz
C1 C2 C3 C4


 4 e  1  BITS Pilani, K K Birla Goa Campus
Example

Evaluate


C

y  x  i3x 2 dz
along the curves C1 & C2 ,
where C1 is the contour from O to B via A and
C2 is the contour from O to B as shown in figure.

BITS Pilani, K K Birla Goa Campus

 Solution

here f  z   y  x  i 3x 2

f  z  t   z '  t  dt
b
using C
f ( z )dz  
t a

and using the parametrization of OA, AB, OB, we get

i 1 i
C1 f  z  dz  OA f  z  dz  AB f  z  dz  2  2  i  1  2
 f  z  dz   f  z  dz  1  i
C2 OB

Remark :
In general, a contour integral depends on
paths between 2 fixed end points.
BITS Pilani, K K Birla Goa Campus
 Example

Evaluate

 f  z  dz
C

where
f  z   z,
C is an arbitrary contour from
any fixed point z1 to any fixed point z2 in the z plane.

BITS Pilani, K K Birla Goa Campus

Solution

let z  a   z1 , z  b   z2 &
z  z (t ), a  t  b represents a contour C ,
and let f  z   z

f  z  t   z '  t  dt
b
C
f ( z )dz  
t a

  z  t  z '  t  dt
b

t a
b
b d
  z  t  
2
   z  t   2
 z  b     z  a 
2 2
z 2
 z 2
   dt      2 1
t  a dt  2   2  2 2
   t  a
Remark :
Here the contour integral is independent of
paths between 2 fixed end points z1 and z 2 , why ?
BITS Pilani, K K Birla Goa Campus
 Section-42
Examples with
branch cuts
Examples with Branch cuts

Evaluate


1/2
z dz
C
i
where C : z  3e , 0  

BITS Pilani, K K Birla Goa Campus

 Solution
1 1 1
 ln r  i 
f z  z  e ,  r  0, 0    2 
log z
2 2
e 2

and the branch cut is positive x-axis   0  including the origin,

and C : z    3ei  , 0  
1  3
 ln 3 i 
 f  z    z '    e
i i
2
3iei  3e 2 3iei  i 3 3 e 2
, 0  ,
is piecewise continuous on 0    
f  z    z '   d

  z dz  
1/2
exists and
C  0

3 
 3  i 
 
   2 3  1  i 
2
e
 3e 3ie d  i3 3 
i i
i
2
e 2
d  i3 3 i 3
 0  0  
 2  0
BITS Pilani, K K Birla Goa Campus
Examples with Branch cuts

Evaluate


C
z a 1dz , 0  a 
where C : z  Rei ,    

BITS Pilani, K K Birla Goa Campus

 Solution

f  z   z a 1  e a 1 Log z  e a 1 ln r i  ,  r  0,       

and the branch cut is negative x-axis     including the origin,
where C : z    Rei  , R  0,      
 f  z    z '    e  a 1 ln R  i 
iRei   iR a e ai ,
is piecewise continuous on      
f  z    z '   d

  z dz  
a 1
exists and
C  

ai  ia  ia

  e  2iR a
 e  e  2iR a
 iR a  e ai d  iR a      sin a
 
 ai   a  2i  a
If a is nonzero integer, then  C
z1/2 dz  0 , | sin a  0
BITS Pilani, K K Birla Goa Campus
Remark:
The path in a contour
integral can contain a
point on a branch cut of
the integrand and still the
integral can exist.
 Section-43
Upper Bound For
Moduli of contour
 Lemma

If w(t ) is a piecewise continuous complex-valued function

defined on an interval a  t  b, then

 w  t  dt   w  t  dt
b b

a a

BITS Pilani, K K Birla Goa Campus

Proof:

 w  t  dt  0,
b
Case I : then result holds
a

 w  t  dt  0,
b
Case II :
a

w  t  dt  r0ei0
b
then let  a

e  i0 w  t  dt
b
 r0  a

now since r0 is a real no.

 r0  Re  r0   Re  e  i0 w  t  dt 
 b

 a 
w  t   dt   e w  t  dt   w  t  dt
b b b
  Re e  i0  i0
a a a

 w  t  dt   w  t  dt
b b

a a

BITS Pilani, K K Birla Goa Campus

Theorem

Let C denote a contour of length L, and

let f ( z ) be piecewise continuous on C.
If M is a nonnegative constant such that
f z  M
for all points z on C at which f ( z ) is defined, then

 f  z  dz  ML
C

BITS Pilani, K K Birla Goa Campus

 Proof

f ( z ) be piecewise continuous on the contour C ,

  f  z  dz exists.
C

let C : z  z  t  , a  t  b

 f  z  dz   f  z  t   z '  t  dt
b

C t a

f  z  t   z '  t  dt  M L
b

t a

f  z   M on C i.e. f  z  t    M , a  t  b and

z '  t  dt  L
b
t a
BITS Pilani, K K Birla Goa Campus
Example

Show that if C is the boundary of the triangle

with vertices at the points 0, 3i, and  4,
oriented in the counterclockwise direction,
then


C

e z  z dz  60

BITS Pilani, K K Birla Goa Campus

 Section-44
Antiderivatives
Definition: Antiderivative

Let f  z  be continuous on a domain D.

If  a function F such that F '  z   f  z  for each z in D,
then F is called an antiderivative of f .
For example,
consider F  z    cos z

BITS Pilani, K K Birla Goa Campus

 Definition: Antiderivative

Let f  z  be continuous on a domain D.

If  a function F such that F '  z   f  z  for each z in D,
then F is called an antiderivative of f .
For example,
F  z    cos z  F '  z   sin z  f  z  z 
where f  z   sin z is continuous z 
 F is antiderivative of f
Remark : 1)Antiderivative is necessarily analytic,
2) an antiderivative of a given function f ( z ) is unique
except for an additive constant.
BITS Pilani, K K Birla Goa Campus
 Theorem
Suppose that a function f  z  is continuous on a domain D.
If any one of the following statements is true, then so are the others:
(a) f  z  has an antiderivative F  z  throughout D;
(b) the integrals of f  z  along contours lying entirely in D and
extending from any fixed point z1 to any fixed point z2
all have the same value, namely,
f  z  dz   F  z   z  F  z2   F  z1 
z2

z2

z1 1

where F ( z ) is the antiderivative in statement (a);

(c) the integrals of f ( z ) around closed contours
lying entirely in D all have value zero.
BITS Pilani, K K Birla Goa Campus
Remark

The theorem does not claim that any of these

statements is true for a given function f ( z ).

It says only that

all of them are true or none of them is true.

BITS Pilani, K K Birla Goa Campus

Example

Using antiderivative theorem, evaluate


C
z 2 dz
where C is an arbitrary curve joining the
two points 0 and 1  i

BITS Pilani, K K Birla Goa Campus

Solution

z3
let F  z  
3
 F ' z   z 2  f  z 
where f  z   z 2 is continuous z 
z3
 F z  is antiderivative of f  z   z 2 on
3
 Using antiderivative theorem,
1 i
3
1 i 2
 f  z  dz   F  z 
C z 0

3
  i  1
3

BITS Pilani, K K Birla Goa Campus

Example

Using antiderivative theorem, evaluate

1
C z 2 dz
where C : z  2ei ,      

BITS Pilani, K K Birla Goa Campus

Solution
1
let F  z   
z
1
 F ' z   2  f  z   z   0
z
1
where f  z   2 is continuous  z   0
z
1 1
 F  z    is antiderivative of f  z   2
z z
on the domain  0
 Using antiderivative theorem,  f  z  dz  0
C

where C : z  2ei ,       is a closed curve

lying in the domain  0.
BITS Pilani, K K Birla Goa Campus
Example

Using antiderivative theorem, evaluate

1
C z dz
where C : z  2ei ,      

BITS Pilani, K K Birla Goa Campus

 Solution

let F  z   log z
1
 F ' z    f  z   z   0
z
1
where f  z   is continuous  z  0
z
1
 F  z   log z is antiderivative of f  z  
z
on the domain  0
 Using antiderivative theorem,  f  z  dz  0
C

where C : z  2ei ,       is a closed curve

lying in the domain  0.
BITS Pilani, K K Birla Goa Campus
The solution given
on last slide is
wrong but how?
 Solution
let F  z   log z is a branch of the function log z
on D   r  0,      2 
i.e. on D   except the points on the ray    including z  0
1
 F ' z    f z
z
1
where f  z   is continuous on D
z
1
 F  z   log z is antiderivative of f  z   on D
z
 Using antiderivative theorem,  f  z  dz  0
C

where C : z  2ei ,       is a closed curve

lying entirely in the domain D.
BITS Pilani, K K Birla Goa Campus
The solution given
on last slide is still
wrong but how?
i.e. F '  z  does not exist at the point of intersection of
the circle and the branch cut  i.e. the ray  =  ,
so we cannot apply the antiderivative theroem (i.e. a  c)
as the given circle does not lie entirely in the domain.
But we can surely apply the antiderivative theorem (i.e. a  b)
in the modified domain and contour as
explained on the next few slides.
BITS Pilani, K K Birla Goa Campus
Example

Using antiderivative theorem, evaluate

1
C z dz
where C : z  2ei ,      

BITS Pilani, K K Birla Goa Campus

Solution

let C : z  2ei ,      
where C  C1 C2
i   i  3
C1 : z  2e ,     , C2 : z  2e ,  
2 2 2 2
  f ( z )dz   f ( z )dz   f ( z )dz
C C1  C2 C1 C2

BITS Pilani, K K Birla Goa Campus

let F1  z   Log z on D1   r  0,      
is a branch of the function log z
1
 F1 '  z    f  z 
z
1
where f  z   is continuous on D
z
1
 F1  z   Log z is antiderivative of f  z   on D
z
 Using antiderivative theorem,
   
 f  z  dz   Log z    ln 2  i    ln 2  i    i
2i
z 2 i
C1
 2  2
i  
where C1 : z  2e ,    is a closed curve lying
2 2
entirely in the domain D1 & extended from z  2i to z  2i
BITS Pilani, K K Birla Goa Campus
let F2  z   log z on D2   r  0,0    2 
is a branch of the function log z
1
 F2 '  z    f  z 
z
1
where f  z   is continuous on D2
z
1
 F2  z   log z is antiderivative of f  z   on D2
z
 Using antiderivative theorem,
 3   
C2 f  z  dz  log z z 2i   ln 2  i 2    ln 2  i 2    i
2 i

i  3
where C2 : z  2e ,   is a closed curve lying
2 2
entirely in the domain D2 & extended from z  2i to z  2i
BITS Pilani, K K Birla Goa Campus

C C1  C2
f ( z )dz   f ( z )dz   f ( z )dz
C1 C2

 i  i
 2 i

BITS Pilani, K K Birla Goa Campus

Exercise

Using antiderivative theorem, evaluate

1


C1
2
z dz
where C1 is any contour from z  3 to z  3.

BITS Pilani, K K Birla Goa Campus

 Section-46
Cauchy-Goursat
theorem
Cauchy- Goursat theorem

If a function f is analytic at all points interior to and

on a simple closed contour C , then

 f  z  dz  0
C

BITS Pilani, K K Birla Goa Campus

Example

Evaluate


z3
e dz
C

where C is any simple closed contour

in either direction.

BITS Pilani, K K Birla Goa Campus

 Section-48
Simply connected
domain
 Definition

A simply connected domain D is a domain such that

every simple closed contour within it encloses only points of D.

BITS Pilani, K K Birla Goa Campus

Theorem

If a function f is analytic throughout

a simply connected domain D, then

 f  z  dz  0
C

for every closed contour C lying in D.

Corollary :
A function f that is analytic throughout a
simply connected domain D must have
an antiderivative everywhere in D.
Remark : The corollary tells us that
entire functions always possess antiderivatives.
BITS Pilani, K K Birla Goa Campus
Remark

The closed contour in the Cauchy-Goursat theorem need not be

simple when the theorem is adapted to simply connected domains.
More precisely, the contour can actually cross itself.
The above theorem allows for this possibility.
BITS Pilani, K K Birla Goa Campus
Example

If C denotes any closed contour  may not be simple 

lying inside the disk z  2
then
ze z
 dz  0
 
5
C
z2  9

BITS Pilani, K K Birla Goa Campus