Chapter 4 Integrals Completed

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
Derivative of a complex valued
function of a real variable
A complex valued function w(t ) of a real variable t ,

can be written as
w(t )  u (t )  iv(t )
where the functions u and v are real-valued functions of t.
Then the derivative of w  t  is given by

w '(t )  u '(t )  iv '(t )
provided each of the derivatives u ' and v ' exists at t .
BITS Pilani, K K Birla Goa Campus

d
dt
 z0 w  t    z0 w '  t  , where z0  x0  iy0
dt
 
d z0t
e  z 0 e z0 t , where z0  x0  iy0
Various other rules learned in calculus,

such as differentiating sum, product, quotient
etc. are similar.
But not necessarily all the rules of calculus

hold for the function w
e.g . Mean value theorem of calculus does not hold
always true here.
Mean value theorem of calculus does not hold
always true here.
let w(t ) is continuous on an interval a  t  b,
w '(t ) exists on a  t  b
But it is not necessarily true that
there is a number c in the interval a < t < b
such that
w b  w  a 
w 'c 
ba
e.g . let w  eit , 0  t  2
w  2   w  0 
RHS   0 but w'  t   ieit  1
2  0
Definite Integrals of Complex
Functions
Let w(t )  u (t )  i v(t ), where u and v are real-valued,

then the definite integral of w(t ) over an interval a  t  b
is defined as
 w  t  dt  u  t  dt  i  v  t  dt
b b b
a a a
provided the inegrals exist on RHS.
Re  w  t  dt   u  t  dt   Re  w  t   dt
b b b
a a a
Im  w  t  dt   v  t  dt   Im  w  t   dt
b b b
a a a

Example
Let w(t )  t  i t , 0  t  1
2
then find
w  t  dt
1
0

Solution
Let w(t )  t  i t 2 , 0  t  1
 w  t  dt   u  t  dt  i  v t  dt
1 1 1
0 0 0
1 1
  t dt  i  t 2 dt
0 0
1 1
 i
2 3

Anticipated rules & properties
z0 w  t  dt  z0  w  t  dt
b b
1) a a
 w1  t   w2  t   dt  w1  t  dt   w2  t  dt
b b b
2)  a 
a a
 w  t  dt   w  t  dt   w t  dt , a  c  b
b c b
3)
a a c
4) Extension of fundamental theorem of calculus in complex case:

If w  t   u  t   iv  t  , W  t   U  t   iV  t  ,
are continuous on a  t  b,
If W '  t   w  t 
then  w  t  dt  W  t   t  a  W  b   W  a  .
b b

Exceptional cases
But not all the rules from calculus are valid in complex case,
e.g. Mean value theorem for derivatives  example on previous slides  ,
Mean value theorm for integrals:
For a real valued continuous function w  t  on a  t  b,
 c   a, b  such that
 w  t  dt   b  a  w  c .
b
But it does not hold for complex case,

e.g. if w  t   ei t on 0  t  2

Arc and Simple arc
A set of points z  ( x, y ) in the complex plane
is called an arc
C: z  t   x  t   iy  t  , ( a  t  b)
where x(t ) and y (t ) are continuous functions of t.
e.g . z  t   eit , (0  t  3 )
The arc C is a simple arc, or a Jordan arc,

if it does not cross itself i.e. t1  t2  z  t1   z  t2  .
e.g . z  t   eit , (0  t   ) is simple arc
but z  t   eit , (0  t  3 ) is not simple arc.
Simple closed curve and
positive orientation of curve
The arc C
C: z  t   x  t   iy  t  , ( a  t  b)
is a simple closed curve or a Jordan curve,
if it does not cross itself i.e. t1  t2  z  t1   z  t2  
except z(b) = z(a),
then C is called a simple closed curve.
Such a curve is positively oriented,
when it is in the counterclockwise direction.
e.g. z  t   eit , (0  t  2 ) is a simple closed curve

as well as positively oriented.
Contours
An arc z  z (t ), (a  t  b) is called smooth arc

if z '(t ) is continuos on a  t  b & z '(t )  0 in a  t  b.
A contour  or piecewise smooth arc  is an arc

consisting of a finite number of smooth arcs joined end to end.
C is a contour, where C  C1  C2
C1 : z  t   t  it , 0  t  1,
C2 : z  t   t  i, 1  t  2,

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.

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

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.

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
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.

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.
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.

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 ?
Section-42
Examples with
branch cuts
Examples with Branch cuts
Evaluate

1/2
z dz
C
i
where C : z  3e , 0  

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
Examples with Branch cuts
Evaluate

C
z a 1dz , 0  a 
where C : z  Rei ,    

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
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

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

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

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
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

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

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.
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.
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.

Example
Using antiderivative theorem, evaluate

C
z 2 dz
where C is an arbitrary curve joining the
two points 0 and 1  i

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

Example

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

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.
Example

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

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
C

lying in the domain  0.
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
C

lying entirely in the domain D.
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.
Example

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

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

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
   
 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
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
 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

C C1  C2
f ( z )dz   f ( z )dz   f ( z )dz
C1 C2
 i  i
 2 i

Exercise

1

C1
2
z dz
where C1 is any contour from z  3 to z  3.

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

Example
Evaluate

z3
e dz
C
where C is any simple closed contour

in either direction.

18th April 2019
Section-48
Simply connected
domain
Definition:
Simply Connected Domain
A simply connected domain D is a domain such that

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

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.
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.
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

Definition:
Multiply Connected Domain
A domain D which is not simply connected

is called a multiply connected domain.

Theorem : Suppose that
(a) C is a simple closed contour,
described in the counterclockwise direction;
(b) Ck (k  1, 2, . . . , n) are simple closed contours
interior to C , all described in the clockwise direction,
that are disjoint and whose interiors have no points in
common (Fig.).
If a function f is analytic on all of these contours and
throughout the multiply connected domain consisting
of the points inside C and exterior to each Ck , then
n
 f  z  dz   
C
k 1
Ck
f  z  dz  0

Corollary :
Let C1 and C2 denote positively oriented simple closed contours,
where C1 is interior to C2 (Fig.).
If a function f is analytic in the closed region
consisting of those contours and all points between them, then
 f  z  dz   f  z  dz
C1 C2
Remark : It is known as the principle of deformation of paths

since if C1 is continuously deformed into C2 ,
always passing through points at which
f is analytic, then the value of
the integral of f over C1 never changes.

Example
Evaluate
dz
C z
where C be any positively oriented simple closed contour
around the circle of radius 1 and center 0.

Solution
dz dz

C z
C0 z , where C0 : z  1
1
Note that f  z   is not analytic at z=0 but it is
z
analytic in the region bounded by C and C0 and
on the contours C and C0
of the corollary for principle of deformation of paths
ieit
2
 it
dt  2 i
t 0 e
C0 : z  eit , 0  t  2

Example
Justify why
z2 z2
C1  z  dz  C2  z  dz
sin   sin  
2 2
where C1 denote the positively oriented boundary
of the square whose sides lie along the
lines x = ±1, y = ±1
and let C2 be the positively oriented circle |z| = 4

Solution
 f  z  dz   f  z  dz
C1 C2
z2
f z  is having singular points
z
sin  
2
z z
where sin    0   n i  z  2n i
2 2
n  0, 1, 2,........
all this singular points are outside C 2 except z=0 which is inside C1 ,
 f  z  is analytic in between the region in C1 & C2 and on C1 & C2
of the corollary for principle of deformation of paths

Cauchy Integral Formula
Theorem :
Let f be analytic everywhere inside and on a simple closed contour C ,
taken in the positive sense. If z0 is any point interior to C , then
f z
 dz  2 i f  z0 
C z  z0

Example
Evaluate
cos z
C z z 2  8 dz
 
where C denote the positively oriented boundary of
the square whose sides lie along the
lines x  2 and y  2

Solution
by Cauchy's integral formula,

 cos z 
 2 
f z  
 z  8 
dz  2 i f  z0  
i

C z  z0
dz  
C z 0 4
cos z
where f  z   2 is analytic inside and on given C &

z 8 
z0  0

Extension of Cauchy Integral
Formula
Theorem :
Let f be analytic everywhere inside and on a simple closed contour C ,
taken in the positive sense. If z0 is any point interior to C , then
f z 2 i  n 
 z  z  n 1
dz  f  z0  , n  0,1, 2,3,.......
C
0
n!
f  0   z0   f  z 0 

Example
Evaluate
1
 dz
 
2
C
z2  4
where C denotes the positively oriented circle
| z  i |  2 in the positive sense

Solution
f z 2 i  n 
 z  z  n 1
dz  f  z0 
C
0
n!
1
 z  2i    
2
2 i 1 2
C  z  2i 2 dz  f  2i   2 i   3

1!   z  2i   16
here n  1 &
1
f z  is analytic inside and
 z  2i 
2
on the positively oriented curve C : | z  i |  2

Some Consequences of Cauchy Integral
formula
Theorem :
If a function f is analytic at a given point,
then its derivatives of all orders are analytic there too.
Corollary :
If a function f ( z )  u ( x, y )  iv( x, y ) is analytic
at a point z  ( x, y ),
then the component functions u and v have continuous
partial derivatives of all orders at that point.

Morera’s Theorem
Let f be continuous on a domain D.

If  f  z  dz  0 for every closed contour C in D,
C
then f is analytic throughout D.
It gives the converse of Theorem*

provided if D is simply connected.

Theorem (Cauchy’s inequality)
Let f be analytic inside and on a positively oriented circle CR ,

centered at z0 and with radius R (Fig.).
If M R denotes the maximum value of | f ( z ) | on CR ,
then
n! M R
f  z0  
 n
n
, n  1, 2,3,..........
R
Remark : It is a direct consequence of
Extension of Cauchy Integral Formula
& ML-inequality
n! f z
f  n
 z0   C dz
2 i  z  z0  n 1

Example
Let f  z  be analytic inside and on a positively oriented circle

CR : z  2 =3,
and let | f ( z ) | has maximum value 2 on on CR ,
then find the upper bound for f  4  2 

Solution
Let f  z  be analytic inside and on a positively oriented circle

CR : z  2 =3,
and let | f ( z ) | has maximum value 2 on on CR ,
then f  4  2   ?
n! M R
f  z0  
 n
Rn
here n  4, M R  2, R  3, z0  2
4! 2 48 16
 f  4
 2  4  
3 81 27

Chapter 4 Integrals Completed

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Chapter 4 Integrals Completed

Uploaded by

Copyright:

Available Formats

Mathematics – II

A complex valued function w(t ) of a real variable t ,

Then the derivative of w  t  is given by

BITS Pilani, K K Birla Goa Campus

Various other rules learned in calculus,

But not necessarily all the rules of calculus

Let w(t )  u (t )  i v(t ), where u and v are real-valued,

provided the inegrals exist on RHS.

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

4) Extension of fundamental theorem of calculus in complex case:

BITS Pilani, K K Birla Goa Campus

But it does not hold for complex case,

BITS Pilani, K K Birla Goa Campus

The arc C is a simple arc, or a Jordan arc,

e.g. z  t   eit , (0  t  2 ) is a simple closed curve

An arc z  z (t ), (a  t  b) is called smooth arc

A contour  or piecewise smooth arc  is an arc

BITS Pilani, K K Birla Goa Campus

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

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

BITS Pilani, K K Birla Goa Campus

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

BITS Pilani, K K Birla Goa Campus

where C is the boundary of the square

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

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

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

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

BITS Pilani, K K Birla Goa Campus

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

ai  ia  ia

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

BITS Pilani, K K Birla Goa Campus

now since r0 is a real no.

BITS Pilani, K K Birla Goa Campus

Let C denote a contour of length L, and

BITS Pilani, K K Birla Goa Campus

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

Show that if C is the boundary of the triangle

BITS Pilani, K K Birla Goa Campus

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

BITS Pilani, K K Birla Goa Campus

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

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

The theorem does not claim that any of these

It says only that

BITS Pilani, K K Birla Goa Campus

Using antiderivative theorem, evaluate

BITS Pilani, K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus

Using antiderivative theorem, evaluate

BITS Pilani, K K Birla Goa Campus

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

Using antiderivative theorem, evaluate

BITS Pilani, K K Birla Goa Campus

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

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

Using antiderivative theorem, evaluate

BITS Pilani, K K Birla Goa Campus