Chapter 4 Integrals

Complex integral is extremely important, mathematically elegant.

41. Derivatives of Functions w(t)

First consider derivatives and definite integrals of complex-valued
functions w of a real variable t.

w=
(t ) u(t ) + iv(t ) (1)

Real function of t
′(t ) dw
w= =(t ) du(t ) + i dv=
(t ) u '(t ) + iv '(t ) (2)
dt dt dt
Provided u '(t ) and v′(t ) exist.
𝑑𝑑𝑑𝑑 𝑡𝑡 𝑑𝑑𝑢𝑢 𝑡𝑡 𝑑𝑑𝑣𝑣 𝑡𝑡
𝑤𝑤 𝑡𝑡 = 𝑢𝑢 𝑡𝑡 + 𝑖𝑖𝑖𝑖(𝑡𝑡) = + 𝑖𝑖
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑(𝑡𝑡) 𝑑𝑑[𝑢𝑢 𝑡𝑡 +𝑖𝑖𝑖𝑖(𝑡𝑡)] 𝑑𝑑𝑑𝑑 𝑡𝑡 𝑑𝑑𝑑𝑑(𝑡𝑡)

= = + 𝑖𝑖 = 𝑢𝑢′ 𝑡𝑡 + 𝑖𝑖𝑣𝑣 ′ 𝑡𝑡
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 1
 For each complex constant z=0 x0 + iy0 w=
(t ) u(t ) + iv(t )
z0= x0 +iy0
d z = w(t )  d  ( x + iy ) (u(t ) + iv(t )) 

dt  0  (t ) u (t ) +iv(t ) dt  0
 w= 0 

= d  ( x0u(t ) − y0v(t )) + i( y0u(t ) + x0v(t ))  w=

(t ) u(t ) + iv(t )
dt
'(t ) dw=
w= (t ) u '(t ) + iv '(t )
= d ( x0u(t ) − y0v(t )) + i d ( y0u(t ) + x0v(t )) dt
dt dt
=x0u ′(t ) − y0v′(t ) + i( y0u ′(t ) + x0v′(t ))
x0 +iy0 =
z0
( x0 + iy0 )(u ′(t ) + iv′(t ))
= = z w'(t )
w′(t ) 0
u ′(t ) +iv′(t ) =
d e z0t = Z e z0t
dt 0
z= 0 x0 + iy0 =
eiy0 t cos y0 t + i sin y0 t
proof : 𝑧𝑧 𝑡𝑡
𝑒𝑒 0 = 𝑒𝑒 (𝑥𝑥0 +𝑖𝑖𝑦𝑦0)𝑡𝑡 = 𝑒𝑒 𝑥𝑥0 𝑡𝑡 𝑒𝑒 𝑖𝑖𝑦𝑦0𝑡𝑡 =𝑒𝑒 𝑥𝑥0𝑡𝑡 cos 𝑦𝑦0 𝑡𝑡 + 𝑖𝑖 𝑒𝑒 𝑥𝑥0𝑡𝑡 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖(𝑦𝑦0 𝑡𝑡)
w=
(t ) u(t ) + iv(t )
⇒ w'(t ) =u '(t ) + iv '(t )
)′ f g′ + fg ′
( fg=
= (e x0 t ⋅ x0 ) ⋅ cos y0 t + e x0 t [(− sin y0 t ) ⋅ y0 ] + i (e x0 t ⋅ x0 ) ⋅ sin y0 t + e x0 t ⋅ (cos y0 t ⋅ y0 ) 
 
cos y0 t + i sin y0 t
= eiy0 t ( x0 +iy0 )t z0t
= ( x=
0
+ iy0
)e Z 0
e 2
x0 + iy0 =
z0
 t )]2 2w(t ) ⋅ w′(t )
d [w(=
dt

proof

t ) u (t )+iυ (t )
w(= w=
(t ) u(t ) + iv(t )
[w(t )] 2 = (u + iv)2 = (u 2 − v2 ) + i2uv ⇒ w'(t ) =u '(t ) + iv '(t )
d [w(t )]2 = (u 2 − v2 )′ + i(2uv)′
dt
= (2uu′ -2vv′) + i2(u′v + uv′)
w=
(t ) u(t ) + iv(t )
=2(u + iv)(u′ + iv′)
w= = 2w(t ) ⋅ w′(t )
'(t ) u '(t ) + iv '(t )

3
42. Definite Integrals of Functions w(t) w=
(t ) u(t ) + iv(t )
Definite Integral of w(t) over a ≤ t ≤ b

is defined as ∫ab=
w(t )dt ∫ab u(t )dt + i ∫ab v(t )dt (5)
b b
∫a Re{w(t )}dt ∫a Im{w(t )}dt

provided ∫ab w(t )dt, ∫ab u(t )dt, and ∫ab v(t )dt exist.

𝑏𝑏 𝑏𝑏 𝑏𝑏
𝑤𝑤 𝑡𝑡 = 𝑢𝑢 𝑡𝑡 + 𝑖𝑖𝑖𝑖(𝑡𝑡) ∫𝑎𝑎 𝑤𝑤 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫𝑎𝑎 𝑢𝑢 𝑡𝑡 𝑑𝑑𝑑𝑑 + 𝑖𝑖 ∫𝑎𝑎 𝑣𝑣(𝑡𝑡)𝑑𝑑𝑑𝑑

𝑏𝑏 𝑏𝑏 𝑏𝑏 𝑏𝑏
∫𝑎𝑎 𝑤𝑤 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫𝑎𝑎 [𝑢𝑢 𝑡𝑡 + 𝑖𝑖𝑖𝑖(𝑡𝑡)]𝑑𝑑𝑑𝑑 = ∫𝑎𝑎 𝑢𝑢 𝑡𝑡 𝑑𝑑𝑑𝑑 + 𝑖𝑖 ∫𝑎𝑎 𝑣𝑣(𝑡𝑡)𝑑𝑑𝑑𝑑

4
 Re{∫ab w(t )dt} =Re{∫ab u(t )dt + i ∫ab v(t )dt} =∫ab u(t )dt =∫ab Re{w(t )} dt

w=(t ) u(t ) + iv(t )

Im{∫ab w(t )dt} Im
= = {∫ab u(t )dt + i ∫ab v(t )dt} ∫ab v(t )dt =b Im{w(t )} dt
∫a

We can verify that

b cw(t ) dt = c b w(t )dt
∫a ∫a
b (w (t ) + w (t )) dt = b w (t )dt + b w (t )dt
∫a 1 2 ∫a 1 ∫a 2
b w(t ) dt c w(t ) dt + b w(t )dt
∫a= ∫a ∫c

5
 =b w(t )dt b Re{w(t )}dt + i b Im{w(t )}dt
v ∫a ∫a ∫a

(1+ it )2 =(1− t 2 ) + i2t

d  z w(t )  = z w'(t )
dt  0  0 d e z0t = Z e z0t
dt 0

6
43. Contours
It is convenient to describe the points of arc C by

=z z(t ) (a ≤ t ≤ b)

where z=
(t ) x(t ) + i y(t )
An arc
The arc C is a simple arc, or a Jordan arc, if it does not cross itself.

i.e. z(t1) ≠ z(t2 ) when t1 ≠ t2

A closed arc is preferred to

When the arc C is simple except that z(b)=z(a), be called a closed curve.

we say that C is a simple closed curve, or a Jordan Curve.

A simple closed curve is positively oriented

when it is in the counterclockwise direction.
A simple closed curve is negatively oriented
when it is in the clockwise direction.
7
𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜
 simple arc
Ex1: z (x)
x + ix
 0 ≤ x ≤1
z= 

x +i


1≤ x ≤ 2

Ex2 : z (θ )

z = e iθ (0 ≤ θ ≤ 2π )
a simple closed curve

Ex3: z (θ )
= z e−iθ ( 0 ≤ θ ≤ 2π)

8
An arc

An arc

9
arc C : z=
(t ) x(t ) + i y (t ) a≤t ≤b
Suppose that 𝑥𝑥 ′ (𝑡𝑡) and 𝑦𝑦 ′ (𝑡𝑡) exist and are continuous on a ≤ t ≤ b

C is called a differentiable arc

Since =
z'(t ) x '(t ) + iy '(t )
contour C : z(t ), a ≤ t ≤ b
real − valued 2 2
= z '(t ) 

x '(t )  +  y '(t )  is integrable over a ≤ t ≤ b
function

The length of an arc is defined as

dz ( t )
=dz = dt z ′ ( t ) dt
z (b ) dt b b
=L ∫=
C
| dz | ∫
z (a)
| dz =
| ∫
a
| z ′=
(t )dt | ∫a
| z ′(t ) | dt
b
∫ [ x′(t )]2 + [ y′(t )]2 dt
b b b

a ∫ a
| z ′(t )=
dt | ∫a
| z ′(t ) | ⋅ | =
dt | ∫a
| z ′(t ) | dt

a ≤ b, ∫ab ( )dt ⇒ dt > 0 ⇒| dt |=dt

10
For a smooth=
arc z z(t ) (a ≤ t ≤ b)
(i)
z' (t ) is continuous on a ≤ t ≤ b
(ii)
and non-zero on a < t < b

z ′(t ) = 0 不代表水平，而是在此處停頓、 不前進

z ′(t ) : discoutinuous

arc An arc

A contour, or piecewise smooth arc, is an arc consisting of a

finite number of smooth arcs joined end to end.
continuous 11
contour = piecewise smooth arc = ∑ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎𝑎𝑎
44. Contour Integrals
(1) =
Suppose that z z(t ) (a ≤ t ≤ b)

represents a contour C, extending from z1=z(a) to z2=z(b).

(2) Let f(z) be piecewise continuous on C.
Or f [z(t)] is piecewise continuous on a≤t ≤b
(3) The line integral or contour integral of f along
C in terms of the parameter 𝑡𝑡:
contour C : z(t ), a ≤ t ≤ b
z (b) b
∫ f ( z )dz
=
C ∫=
f ( z )dz ∫
z(a) a
f [ z (t )]z ′(t )dt
dz (t )
=dz = dt z ′(t )dt
dt

12
∫c z0 f ( z)dz = z0 ∫c f ( z) dz z0 is a complex constant
∫c  f ( z) + g ( z)  dz = ∫c f ( z) dz + ∫c g ( z) dz

Associated with contour C is the contour –C

From z to z From z to z1
C : z (a ) → z (b) ⇔
= 1
z 2z (t ), a ≤ t ≤2 b
−C : z (b) →
Parametric z (a ) ⇔ z=of -C
representation z (−t ), −b ≤ t ≤ − a

z = z(−t ) (-b ≤ t ≤ -a)

z (b)

z (a)
13
 contour C : z(t ), a ≤ t ≤ b
z (b) b
∫ f ( z )dz ∫= ∫ f [ z (t )]z ′(t )dt
z (b)
= f ( z )dz
C z(a) a
z (a)
dz (t )
=dz = dt z ′(t )dt
dt

contour − C : z(−t ), −b ≤ t ≤ −a
z(a) −a dz (−t )
∫−C
f ( z )=
dz ∫
z (b )
f [ z (−t )]d [ z (−=
t )] ∫ −b
f [ z (−t )]
dt
dt
a dz (τ ) −t =τ
= ∫ f [ z (τ )] dτ
b dτ
dz (τ )
a b

= −∫
b
f [ z (τ )] dτ ∫b
= −∫
a
a dτ
z (b )
=−∫ f [ z (τ )]d [ z (τ )]
z(a)

= − ∫ f ( z )dz
C

14
 piecewise
smooth smooth smooth

=C C1 + C2
z1 → z3 z1 → z2 z2 → z3

∫c=
f ( z) dz ∫c f ( z) dz + ∫c f ( z) dz
1 2

15
45. Some Examples C=
: z z (t ), a ≤ t ≤ b
b
Example.
dz
dθ
= 2eiθ i ∫C
f ( z )dz = ∫ f [ z (t )]z ′(t )dt
a
π π
∫
iθ
=I zdz when C=
is z 2e (− ≤θ ≤ )
C 2 2
π π

∫π i ∫−π2 dθ 4π i
− iθ iθ
= −
2
2e =
(2 e i )dθ 4=
2 2

= eiθ ,
z 2=
dz
2eiθ i π π
= θ |π−π/ 2/ 2= − (− )= π
dθ 2 2

I 2 = ∫ zdz
C
π π

∫π i ∫−π2 ei 2θ dθ 0.
iθ iθ
= −
2
(2e i )dθ 4=
2e=
2 2

dz 1 i 2θ π / 2 1 iπ − iπ 1
= eiθ ,
z 2= 2eiθ i = e |−π= [ e − e =] [(−1) − (−1)]
= 0
dθ
/2
i2 i2 i2

16
 C=
: z z (t ), a ≤ t ≤ b
b
∫C
f ( z )dz = ∫ f [ z (t )]z ′(t )dt
a (0,1) (1,1)
Example. C1 : contour OAB, C2 : segment OB
f ( z ) = y − x − i3 x 2 ( z = x + iy ).
(i) OA : x = 0, 0 ≤ y ≤ 1 ⇒ z = 0 + iy
(1, 0)
z = 0 + iy 1 1 i
∫ y − x − i3 x dz
= ∫ = i ∫ ydy
( y − 0 − i3 ⋅ 0 ) ⋅ idy =
2 2
OA dz =idy 0 0 2
(ii) AB : 0 ≤ x ≤ 1, y =1 ⇒ z = x + 1i 1 2 1 1
= =y |0
z= x +1i 2 2
1 1
∫AB y − x − i3x dz dz==dx ∫0 (1 − x − i3x ) ⋅dx = 2 − i.
2 2

(iii) f ( z )dz = i + ( 1 − i ) = 1 − i . = ( x − 2 x − i3 3 x ) | = 1 − 2 − i = 2 − i
∫C1
1 1 1 1 2 3 1
0

2 2 2
C1 = OA + AB OA AB
(iv) C2 = OB : 0 ≤ x ≤ 1, y = x ⇒ z = x + ix =
1 3 1 1
=x |0
3 3
z= x + ix 1 1
∫ y − x − i3 x dz = ∫ ( x − x − i3 x 2 ) ⋅ (1 + i )dx =−i3(1 + i ) ∫ x dx =−
2 2
1 i.
C2 dz= (1+ i ) dx 0 0

−1 + i *The integrals along 𝐶𝐶1 and 𝐶𝐶2

(v)
∫ C1 −C 2
f ( z )dz = ∫ f ( z )dz − ∫ f ( z )dz =
C1 C2 2
.
have different values even
1− i 1− i ≠0 thought the two paths have the
∫
C1
−∫
C2 2 same end points
17
 ( Sec.35) C=
: z z (t ), a ≤ t ≤ b
d c
= cz c−1 ,| z |> 0, α < arg z < α + 2π
b
dz
z
∫C
f ( z )dz = ∫ f [ z (t )]z ′(t )dt
a

Example. Let C denote an arbitrary smooth arc z=z(t),a ≤ t ≤ b

dz (t )
Approach 1: ∫ 𝑑𝑑𝑑𝑑 = z ′(t )
dt
b
=I ∫= =
z dz ∫ z(t )[dz (t )] ∫ z(t ) z '(=
z (b )
t ) dt b 1 2
z (t )
C z(a) a 2 a z (b)

z 2 (b) − z 2 (a) dz 2 (t ) z (a)

= 2 dt
= 2 z(t ) ⋅ z '(t )

Approach 2:∫ 𝑑𝑑𝑧𝑧

1 2 z2 z22 − z12
=I ∫=
z dz ∫ zdz = z=
C
z2
2
z1 2 z1
z1 = z2
∗ I depends only on end points and is independent of the path.
⇒ ∫C zdz =
0
n
contour C : piecewise smooth; C = ∑ Ck , Ck : smooth
k =1

18
46. Examples with Branch Cuts
Ex: Let us evaluate the integral ∫
C
z1/2 dz.
use the branch 0<argz<2π
iθ
Semicircular path C :=z 3e (0 ≤ θ ≤ π ) → 0 <θ ≤π
branch cut
b
∫ f= ∫=
z dz ∫ f [ z (θ )]z ′(θ )dθ , it only needs that
1/2
PS: To evaluate ( z )dz
C C a

f [ z (θ )] ⋅ z ′(θ ) is piecewise continuous on a < θ < b and bounded. Then, the integral exists.

Sol:
z =3eiθ
θ π π
∫ ∫ z dz ∫ ∫ dθ =
f ( z )dz = 1/2
= (3ei )1/ 2
⋅ (3e iθ
i ) d θ =
3 3i e i 3θ /2
−2 3(1 + i)
iθ
C C dz = (3e i ) dθ 0 0

3eiθ /2 2 i 3θ / 2 π
e = |0
i3
2 i 3π / 2
= [e − e−i 0 ]
i3
2 2
= [(−i ) − 1]= (−i − 1)
i3 i3

19
 Let us evaluate the integral
−R
a : a nonzero real number

( z ) z a − 1, −π < arg z < π

Use the principle branch : f =
b
PS: To evaluate ∫
C
=
f ( z )dz ∫=
C
z a −1dz ∫a
f [ z (θ )]z ′(θ )dθ , it only needs that
f [ z (θ )] ⋅ z ′(θ ) is piecewise continuous on a < θ < b and bounded. Then, the integral exists.
Sol: z = Reiθ
− π
iθ a − 1
∫
= = a 1 ⋅ iθ
i)dθ
∫c f ( z ) dz ∫c z dz iθ
dz = (Re i ) dθ − π
( Re ) ( Re
R a − 1eiθ ( a −1)
iaθ iaπ π
π
a e a e − e − iaπ iR a 2 eiaπ − e − iaπ iR a 2
iR ∫=
a iaθ
e dθ iR= iR = = sin aπ
−π ia −π ia a 2i a
a≠0

iθ
z = Re π π
1 1
∫ i ∫ dθ =
iθ
∫c dz dz = (Re= iθ
⋅ ( Re i)dθ = 2π i
z iθ
i ) dθ − π Re − π 20
θ |−π = π − (−π ) = 2π
π
 47. Upper Bounds for Moduli of Contour Integrals

Prove ∫ab w(t ) dt ≤ ∫ab w(t ) dt , w(t ):complex,piecewise continouus on a ≤ t ≤ b

Proof: w:complex t:real
(ii)
(i) Let b w dt iθ0 b w dt r
= ∫a r=
0
e ∫a 0

−iθ
(iii) r0 = ∫ab e 0 w dt 助憶證明mnemonic:


 (i)
b w= iθ0 (ii) b
real must be real ∫a (t ) dt r0 e → r0 = ∫a w(t ) dt
-iθ (iii)
= Re ∫ab e 0 w dt b −iθ0 w dt
r0 = ∫a e
-iθ
= ∫ab Re(e 0 w) dt -iθ
𝑟𝑟0 > 0

= Re ∫ab e 0 w dt
-iθ
≤ ∫ab e 0 w dt Re{z} ≤| z | -iθ
= ∫ab Re(e 0 w) dt
= ∫ab w dt Re{z} ≤| Re{z} |≤| z | -iθ
(Refer to Sec. 4)
≤ ∫ab e 0 w dt

= ∫ab w dt
(iv) From (ii), (iii): iθ0
| e −= w | | e − iθ0 | ⋅ | w |
1
b wdt ≤ b w dt
∫a ∫a 21
Theorem (ML – Inequality) =
dz ( t )
dz =
dt
dt z ′ ( t ) dt
b b
C: 𝒛𝒛 = 𝒛𝒛 𝒕𝒕 , 𝒂𝒂 ≤ 𝒕𝒕 ≤ 𝒃𝒃, contour of length
= L L ∫=
C
| dz | ∫ | z′(t )dt |
=
a ∫a
| z ′(t ) | dt

f ( z ) : piecewise continuous, M : nonnegative constant

| f ( z ) |≤ M ⇒ ∫ C
f ( z )dz ≤ ML

Proof:
dz (t )
=dz = dt z ′(t )dt
dt

z (b ) b
∫ f ( z )dz
=
C ∫=
f ( z )dz
z(a) ∫ a
f [ z (t )]z ′(t )dt
b b
∫a w(t ) dt ≤ ∫a w(t ) dt
b
≤ ∫ f [ z (t )]z ′(t ) dt
a
b b
= ∫ a
f [ z (t )] ⋅ z ′(t ) dt ≤ M ∫ z ′(t ) dt= ML
a

| z1 z= | f ( z ) |≤ M
2 | | z1 | ⋅ | z 2 |
b b b z (b )
∫a
| z ′(t ) | dt= ∫a
| z ′(t ) | ⋅ | dt=| ∫
a
| z ′(t )dt=| ∫ z (a)
| dz=| ∫C
| dz=| L
dz (t )
a ≤ b, ∫ab ( )dt ⇒ dt > 0 ⇒| dt |=dt | z1 | ⋅ | z 2 |=
| z1 z 2 | z ′(t )dt
= =
dt
dt dz 22
Example . Let C be the arc of the circle 𝑧𝑧 = 2 from 𝑧𝑧 = 2 to 𝑧𝑧 = 2𝑖𝑖 that
lies in the first quadrant. Show that

Sol:

z 3 − 1 ≥ | z 3 | −1 =7
L : length of contour C
z1 |z | | z |=| z |
3 3
| f ( z ) |≤ M
= 1
z2 | z2 | | z |= 2
∫C
f ( z )dz ≤ ML
(i) 𝑀𝑀 = 6/7
1
(ii) L=(4 ⋅ π ) π
=
4
z+4 6
∫ ≤ ⋅ = ⋅π
(iii)
dz M L
C z3 −1 7
23
 1/2
Example. Here 𝐶𝐶𝑅𝑅 is the semicircle path 𝒛𝒛 = 𝑹𝑹𝒆𝒆𝒊𝒊𝜽𝜽 (𝟎𝟎 ≤ 𝜽𝜽 ≤ 𝝅𝝅) and 𝑧𝑧 denotes
the branch
z=R e θ
π 3π
i

= z1/ 2 Reiθ / 2 (− < θ < )

2 2
of the square root function. Show that

| z1 z=
2 | | z1 | ⋅ | z 2 |

z = R eiθ
branch cut
Sol:
z1/ 2 = Reiθ / 2 =| R | ⋅ | eiθ / 2 |= R L : length of contour C
1
z1 |z | z 2 + 1 ≥ | z 2 | −1 = R 2 − 1 | f ( z ) |≤ M
= 1 | z 2 |=| z |2
z2 | z2 |
| z |= R ∫
C
f ( z )dz ≤ ML
1/ 2 1/ 2
z | z | R
(i) = ≤ ≡ MR
z + 1 | z + 1| R − 1
2 2 2

1
(ii) L =⋅ (π 2 R ) = πR
2
(iii) z1/ 2 R
lim ∫ dz ≤ lim =
M ⋅ L lim = ⋅π R 0
R →∞ CR z 2 + 1 R →∞ R 2 − 1
R
R →∞

z1/ 2 z1/ 2
⇒ lim
R →∞ ∫
CR z +1
2
0 ⇒ lim ∫
dz =
R →∞ C R z +1
2
dz =
0 24
Example. Here 𝐶𝐶𝑅𝑅 is the semicircle path 𝒛𝒛 = 𝑹𝑹𝒆𝒆𝒊𝒊𝜽𝜽 (𝟎𝟎 ≤ 𝜽𝜽 ≤ 𝝅𝝅) where 𝑅𝑅>3.

( z + 1)dz
Show that lim
R →∞ ∫ CR ( z + 4)( z + 9)
2 2
=0

Sol: = |R
=| R
z = Reiθ
z + 1 ≤| z | +1 = Reiθ + 1 = R + 1 3
z = Reiθ
z + 4 ≥ | z | −4 =
2 2
| R 2 ei 2θ | −4 = R 2 − 4 branch cut
z = Reiθ
z + 9 ≥ | z | −9 =
2 2
| R 2 ei 2θ | −9 = R 2 − 9 L : length of arc C
= |R
= 2
=
| |R |2 R 2
| f ( z ) |≤ M
z1 |z |
= 1
z2 | z 2 | | z1 z=
2 | | z1 | ⋅ | z 2 | ∫C
f ( z )dz ≤ ML
( z + 1) | z + 1| R +1
(i) = ≤ ≡ MR
( z 2 + 4)( z 2 + 9) | z 2 + 4 | | z 2 + 9 | ( R 2 − 4)( R 2 − 9)
1
(ii) L =⋅ (π 2 R ) = πR
2
( z + 1) R +1
(iii) lim ∫ =dz ≤ lim M ⋅ L lim = ⋅π R 0
R →∞ CR ( z 2 + 4)( z 2 + 9) R →∞ ( R 2 − 4)( R 2 − 9)
R
R →∞

( z + 1) ( z + 1)
⇒ lim
R →∞ ∫ CR ( z 2 + 4)( z 2 + 9)
dz =
0 ⇒
R →∞ ∫CR ( z 2 + 4)( z 2 + 9)
lim dz =
0 25
48. Antiderivatives
F : an antiderivative of a continuous function f such that
𝐹𝐹 ′ (z)=f(z) for all z in a domain D.
dF ( z )
dz

Note that F is an analytic function.

26
 The proof is provided in Sec. 49

Theorem: Suppose f is continuous on a domain D. All of them are true or none.

The following three statements are equivalent.

(a) f has an antiderivative F in D. F ′( z ) = f ( z )

(b) The integrals of f(z) along contours lying entirely in D

and extending from any fixed point z1 to any fixed point
z2

z2 all have the same value. ∫ f (=

z )d z F (=
z ) z2 F ( z2 ) − F ( z1 )
z
1
z1

(c) The integrals of f(z) around closed contours lying

[ z2 = z1
entirely in D all have value zero. ∫ f ( z )dz = 0
∴ F ( z2 ) =
F ( z1 )]
Note: The theorem does not claim that any of these statements
is true for a given f in a given domain D.

1. 如果antiderivative存在，積分只與起點,終點有
關，與積分路徑無關
2. 注意，多值函數取不同的branch cut (變成單值
函數)，相同的起點/終點可能對應不同的相位值，
所以積分結果可能不相同 27
Ex. f ( z ) = z 2 continuous
has an antiderivative F ( z ) = 1 z 3 throughout the plane.
3
3 1+ i
1+i z (1 + i )3 01+i 2
∫ z dz= = − = (−1 + i )
2
Hence
0 3 0
3 3 3
0

for every contour from z = 0 to z = 1 + i.

28
Ex. 12 is continuous every where except at the origin.
z
It has an antiderivative - 1 in the domain z > 0.
z
dz 1 z2 1 1 1 1
consequently, z2
∫z1 =
− =
−( − ) =− ( z1 ≠ 0 , z2 ≠ 0)
z2 z z1 z2 z1 z1 z2

For any contour from z1 to z2 that does not pass through the origin,
= dz 0 , =
∫c z 2 C: z 2eiθ (-π ≤θ ≤ π ).

(In particular , if a ray θ = α from the origin is used to form

the branch cut, F'(z) fails to exist at the point wheree the ray
intersect the circle C. ∴ C does not lie in a domain throughout
which F '( z ) = 1 .
z 29
Example.
. −𝜋𝜋 < 𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴 < 𝜋𝜋

: z 2eiθ , − π / 2 ≤ θ ≤ π / 2 under the branch −π < 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 < 𝜋𝜋.

Let C1=

Hence dz 2i dz
=
2i
∫C = ∫−2i Log z branch cut
z z −2i
1
= Log(2i) − Log(−2i)
π π
i −i
= Log(2e 2 ) − Log(2e 2)
exponential form
π π
exponential form

= (ln 2 + i ) − (ln 2 − i ) = π i
2 2

( Sec.33)
d 1
log=z ,| z |> 0, α < arg z < α + 2π
dz z
d 1
L og= z ,| z |> 0, −π < A rg z < π
dz z
=
Log z ln | z | +iArgz , −π < Argz ≤ π 30
 Example. (Continued)
=
Let C2 : z 2eiθ , π / 2 ≤ θ ≤ 3π / 2 under the branch 0 < 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 < 2𝜋𝜋.
Hence dz −2 i dz −2 i
∫C2 z ∫2i z
= = log z 2i
branch cut
= log(−2i ) − log(2i )
= log(2ei3π / 2 ) − log(2eiπ / 2 )
exponential form exponential form
3π π
= (ln 2 + i ) − (ln 2 + i ) = π i
−π i πi
2 2
*∫−𝐶𝐶 ≠ ∫𝐶𝐶 due to the two contours are not
2 1
on the same domain. branch cut
-π < arg z < π 0 < arg z < 2π
( Sec.33)
d 1
log=z ,| z |> 0, α < arg z < α + 2π
dz z
d 1
L og= z ,| z |> 0, −π < A rg z < π
dz z
=
Log z ln | z | +iArgz , −π < Argz ≤ π 31
 ( Sec.35)
d c
= z cz c−1 ,| z |> 0, α < arg z < α + 2π C1
dz
Example.
1
Evaluate ∫ z C1
2 dz -3 3

C2

𝜋𝜋 3𝜋𝜋
: z r (θ ) ⋅ eiθ , θ : π ~ 0 under the branch − 2 < 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 <
(i) C1=
2
.

antiderivative存在， C1
積分只與起點,終點有
關，與積分路徑無關 3e i⋅0
1 2 3/ 2 3 2 -3 3
=
∫c z 2 dz = z [(3ei⋅0 )3 / 2 − (3ei⋅π )3 / 2 ]
1 3 −3 3 branch cut
exponential form exponential form
3e i⋅π
3π
i ⋅
( 33 ei ⋅ 0 − 33 e 2 ) =
2
= 2 3 (1 + i )
3 1 −i
3 3 3 3
32
 iθ 𝜋𝜋 5𝜋𝜋
(ii) C =
2 : z r (θ ) ⋅ e , θ : π ~ 2π under the branch < 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 < .
2 2
antiderivative存在，
積分只與起點,終點有
關，與積分路徑無關
3e i 2π
1 2 3/ 2 3 2
∫c= z 2 dz = z [(3ei⋅2π )3 / 2 − (3ei⋅π )3 / 2 ] branch cut
2 3 −3 3 exponential form exponential form
3e i⋅π -3 3
3π
i ⋅ C2
( 33 ei ⋅ 3π − 33 e =
2
= 2 ) 2 3 (−1 + i )
3
−1 −i
3 3 3 3

(iii) ∫C2 −C1

z1/2 dz =[2 3 (−1 + i )] − [2 3 (1 + i )] =−4 3 ≠ 0

∫ −∫
C2 C1
∫C2 ∫C1

∫c ≠ ∫c due to the two contours are not on the same domain

1 2
- π < arg z < 3π π < arg z < 5π
2 2 2 2 33
 49. Proof of the Theorem (Optional) (a ) F ′( z ) = f ( z )
z2
Proof:
A:(a) → (b) ∫
(b) f ( z ) d z = F ( z ) − F ( z1 )
2
z1

(a) f has am antiderivative F.

(c) ∫ f ( z )dz = 0
= d F  z(t) F'=  z(t) z'(t) f  z(t) z'(t)
dt 
 
 b
∫ dt
b
∫ dt a

=
a
b f  z(t)= =  b F  z(b) − F  z(a)
∫c f(z) dz ∫a   z'(t)dt F  z(t)  a

= F(z2 ) − F(z1 )
B:(b) → (c)
C= C − C :closed contour (b)
1 2
∫c f(z) dz = ∫c f(z)dz 如果antiderivative存在，積分只與起點,終點有關，
與積分路徑無關
1 2
∫c f(z)dz − ∫c f(z)dz = 0 → ∫c f(z)dz + ∫−c f(z)dz = 0
1 2 1 2
→ ∫c f(z)dz = 0
(c)

34
 (c) -->(a)
(i) Define F ( z) = ∫zz f (s) ds
0

= F ( z +∆z) − F ( z) ∫zz= +∆z f (s)ds − z f (s) ds z+∆z f (s)ds

(ii)
0
∫z0 ∫z
z+∆z ds = ∆z (choose integration path from z to z +∆z as
∫z
a line segment)
f(z) = 1 ∫zz+∆z f ( z)ds
∆z
F ( z +∆z) - F ( z) − f ( z) =1 z+∆z  f (s) - f ( z)  ds
∆z ∆z ∫z  
(iii) Since f is continuous,

f(s)- f(z) < ε whenever s- z < δ

F ( z +∆z)-F ( z)
− f ( z) ≤ 1 ∫zz +∆z f (s) − f ( z) ds < 1 ε ∆z =ε
∆z ∆z ∆z
when z +∆z is close to z, so that ∆z < δ
(iv)
lim ( z +∆z) − F ( z) f=
∴ ∆z →0 F= ( z) or F'(z) f(z)
∆z

35
 f is analytic at a point z0 if it has a
derivative at each point in some
neighborhood of z0.
50. Cauchy-Goursat Theorem

Cauchy-Goursat Theorem:
If f is analytic at all points interior to and on a simple
closed contour C , then
The value of the integral along with a simple closed
∫c f ( z) dz = 0 contour is irrelative to the integral path.

The interior and exterior of simple closed

contours.

36
 Proof of Cauchy’s finding: (Optional) ∫c f ( z) dz = 0
C=
: z z (t ), a ≤ t ≤ b
Step 1:
= b f  z(t )  z' (t ) dt
dz → dt ∫c f ( z ) dz ∫a   (1)
Step 2 :
f = u + iv (2) (3)
if f ( z) = u( x,y) + iv( x,y), and z = x(t ) + i y(t ).
z= x + iy
= b (u + iv)( x' + iy' )dt
(2)(3)(1): ∫c f ( z ) dz ∫a
Step 3 :
b b
= ∫a (ux' − vy' )dt + i ∫a (v x' + uy' )dt. dt → dx, dy
C
R
= ∫C (udx − vdy) + i ∫C (v dx + udy). = (dx x= ′dt , dy y′dt )
(4)
Step 4 : Green's theorem: If P( x, y),Q( x, y), Px , Py ,Qx ,Qy are continuous throughout
Green ' s
the closed region R consisting of all points interior to and on C,
Theorem
then∫c Pdx + Qdy =∫∫R (Qx − Py ) dA (5)
Green's theorem is a special case of Stokes’ Theorem

=
(4),(5): ∫C f ( z)dz ∫∫R (−vx −u y )dA + i ∫∫R (u x −v y )dA (6)
37
Step 5 : =
∫C f ( z)dz ∫∫R (−vx −u y )dA + i ∫∫R (u x −v y )dA (6)
Cauchy-Riemann eqs.
But
ux = v y vx = −u y (Cauchy-Riemann eqs.) (7)

∴when f is analytic in R and f' is continuous there

(6),(7): =
∫c f ( z) dz 0 ⇐ Cauchy 's finding.
Due to the requirements by Green’s
theorem:
𝑃𝑃, 𝑄𝑄, 𝑃𝑃𝑥𝑥 , 𝑃𝑃𝑦𝑦 , 𝑄𝑄𝑥𝑥 , 𝑄𝑄𝑦𝑦 : 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐
→ 𝑢𝑢, 𝑣𝑣, 𝑢𝑢𝑥𝑥 , 𝑢𝑢𝑦𝑦 , 𝑣𝑣𝑥𝑥 , 𝑣𝑣𝑦𝑦 ∶ 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐
→ 𝑓𝑓, 𝑓𝑓 ′ ∶ 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐

Goursat was the first to prove that the condition of continuity

on f ′ can be omitted.

38
51. Proof of the (Cauchy-Goursat)Theorem (Optional) D
52. Simply Connected Domains C
(see the figures in Sec. 53 first for simply connected domains and multiply
connected domains)

A simply connected domain D is a domain such that every simple

closed contour within it encloses only points of D. (D 中不能有洞
see Sec. 53) 沒有定義的區域

Multiply connected domain : not simply connected. (D 中有洞)

We can extend Cauchy-Goursat theorem to a closed but not
necessarily simple contour:
Thm 1: If a function f is analytic throughout a simply connected
domain D, then
∫c f ( z) dz = 0 分成4 simple
closed contours

for every closed contour C lying in D.

It can intersect itself a finite number of times.
∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑 = ∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑+∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑
1 2
39
+∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑+∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑=0+0+0+0=0
3 4
 ∫c f ( z) dz = 0

ze z ze z ze z
∫C ( z 2 + 9)5 dz =∫C1 ( z 2 + 9)5 dz + ∫C2 ( z 2 + 9)5 dz = 0 + 0 = 0
= C1 + C2 0 0

The two singulatities 𝑧𝑧 = ±3𝑖𝑖 are exterior to 𝑧𝑧 < 2.

• 3i
z 2 + 9 =0 → z 2 =-9=9eiπ
π + 2π n π 3π
i i i
→ z=3e 2 = 3e 2 ,3e 2

=3i, −3i C2

C1

• −3i

40
 ∫c f ( z) dz = 0
Corollary. f: analytic throughout a simply connected domain D ⇒ f
must have an antiderivative every in D (a )(b)(c) : equivalent
Proof: Sec. 48 Theorem. (a ) F ′( z ) = f ( z )
z
2
(b) ∫ f (=z )d z F ( z ) − F ( z )
2 1
53. Multiply Connected Domains z
1
(c) ∫ f ( z ) dz = 0
c
domain D 無未定
D 義區域 (無洞) D domain D 無未定
義區域 (無洞)

domain D有未定義 domain D 有未定

區域 (有洞) 義區域 (有洞)
D ∫c f ( z) dz D

Not just simple closed contour as before.

41
counter clockwise clockwise

42
 Mathews
Corollary(Extended
Theorem. 1. A function f which is analytic
Cauchy-Goursat throughout a simply
Theorem)
connected domain D must have an antiderivative in D.
(1) 𝐶𝐶, 𝐶𝐶 , 𝐶𝐶 , …𝐶𝐶 : simple closed positively oriented contours
1 2 𝑛𝑛
pf : section
(2) 𝐶𝐶𝑘𝑘 , k=1,2, …𝑛𝑛
34 for continuous f
f(z) be analytic on agiven
domain D
(i) interior to C
f analytic ( z) dz = 0
∫c finterior
(ii) no points in common with the set to 𝐶𝐶𝑗𝑗 , 𝑘𝑘 ≠ 𝑗𝑗 (disjoint)
→ f continuous
(3) f is analytic → f has antiderivative
within C and on C except for points interior to any Ck, which
isExtend
interior to C, thentheorem to boundary of multiply connected domain
cauchy-goursat

Theorem 2. If f is analytic n within C and on C except for points

∫ f ( z )dz = ∑ ∫ f ( z )dz
C C
interior to any Ck, ( whichk =1 isk interior to C, ) then

n C
∫c f ( z ) dz + ∑ ∫c f ( z)dz =
0 C 1 C2
k =1 k

C: simple closed contour, counter clockwise

Ck: Simple closed contour, clockwise

43
Churchill
Theorem 6.7 (Extended Cauchy-Goursat Theorem)
If f is analytic within C and on C except for points interior to any Ck,
( which is interior to C, ) then

n
∫c f ( z) dz + ∑ ∫ck f ( z)dz =
0
k =1

C: simple closed contour, counter clockwise

Ck: Simple closed contour, clockwise

44
Corollary. C1

Let C1 and C2 denote positively oriented simple

C2
closed contours, where C1 is interior to C2.
If f is analytic in the closed region consisting of
those contours and all points between them, then

Principle of
∫c1 f ( z) dz = ∫c2 f ( z) dz
deformation of paths.
與積分路徑無關

45
 Proof:
Step l:

−𝐶𝐶1∗ − 𝐶𝐶1∗∗ = −𝐶𝐶1

𝐾𝐾1 = −𝐿𝐿2 − 𝐶𝐶1∗ + 𝐿𝐿1 + 𝐶𝐶2∗ 𝐶𝐶2∗ + 𝐶𝐶2∗∗ = 𝐶𝐶2
𝐾𝐾1 + 𝐾𝐾2 = −𝐶𝐶1 + 𝐶𝐶2
𝐾𝐾2 = 𝐶𝐶2∗∗ − 𝐿𝐿1 − 𝐶𝐶1∗∗ + 𝐿𝐿2

Step 2: ∫𝐾𝐾 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑 + ∫𝐾𝐾 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑 = ∫−𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑 + ∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑

1 2 1 2
0 0
− ∫𝐶𝐶
1

⇒ ∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑 = ∫𝐶𝐶 𝑓𝑓 𝑧𝑧 𝑑𝑑𝑑𝑑

1 2

46
 Example:
C is any positively oriented simple closed contour
surrounding the origin.
dz
Want to show that ∫ = 2π i.
C z

Sol: Construct a positively oriented circle C0 with center at the

dz dz
origin and radius so small that C0 lies entirely inside C. ⇒ ∫C = ∫C z
z 0
dz
Approach l: : z ρ eiθ , α < θ < α + 2π , = i ρ eiθ
C0=
dθ
dz z = ρ e α + 2π i ρ eiθ
iθ
α + 2π
∫C0 z dz =iρeiθ ∫α ρ eiθ
Since= = d θ i ∫α dθ 2π i
=
dθ 2π
and since 1/ z is analytic everywhere except at z =0,
dz
we have ∫ = 2π i from corollary 2.
C z
iθ
Alternaively
Approach 2: , : z ρ e , α < θ < α + 2π
C0=
i (α + 2π )
ρ i (α + 2π )
) − log ( ρ eiα )
dz e
=∫ = log ( ρ e
logz
C z ρ eiα
0
= [ln ρ + i (α + 2π )] -[ln ρ + iα ] = i 2π 47
 C
CR
n ≠1
z0

Sol: Approach 1:
α < θ < α + 2π

α + 2π α + 2π

α α
z z0 + R eiθ
=
dz
= R eiθ ⋅ i = θ=
|αα + 2π 2π
dθ
α + 2π α + 2π

α α
α + 2π
1 𝛼𝛼+2𝜋𝜋
= 𝑖𝑖𝑅𝑅1−𝑛𝑛 � α 𝑒𝑒0𝑖𝑖 1−𝑛𝑛 𝜃𝜃 � =0
𝑖𝑖 1 − 𝑛𝑛 𝛼𝛼 48
n ≠1 0
 C
CR
n ≠1
z0

Sol: Approach 2:
α < θ < α + 2π

dz dz i (α +2 π )

∫ ∫
= = − log( R ei (α + 2π ) ) − log( R eiα )
=
z0 + R e
log(z z )
z − z0 CR z − z 0 iα
C z0 + R e
0

= [ln R + i (α + 2π )] − [ln R + iα ] = 2π i

dz dz 1 i (α +2 π ) 1
∫C ( z − z0 )n =
∫CR ( z − z0 )n = (z − z 0 ) − n +1 =[( R ei (α + 2π ) ) − n +1 − ( R eiα ) − n +1 ]
z0 + R e

−n + 1 z0 + R eiα −n + 1
1 1
= [ R − n +1ei (α + 2π )( − n +1) − R − n +1=
eiα ( − n +1) ] [ R − n +1eiα ( − n +1) ei 2π ( − n +1) − R − n +1=
eiα ( − n +1) ] 0
−n + 1 −n + 1
1 49
 f ( z )dz f ( n ) ( z0 )
∫C ( z − z0 )n+1 = 2π i n !
54. Cauchy Integral Formula
Thm. Let f be analytic everywhere within and on a simple
closed contour C, taken in the positive sense. If z0 is any point
interior to C then,
f ( z0 ) = 1 ∫c f z(-z)zdz Cauchy integral formula
2π i 0
or
f ( z)dz
∫c z − z= 2π i ⋅ f ( z0 )
0

Ex. Let C be z = 2.
Since f ( z) = z is analytic within and on C,
9− z 2

and since -i is interior to C,

C zz f ( z)
z= dz
∫c (9 - z 2 )( z + i) =
zdz 99−=z 2z 2 dz 2=
−
∫c z − (−i) dz = π i ( -i ) −πi . π
-3 -i 3 ∫C(9 − z )( z + i )
2 ∫Cz − (−i )
2π i ⋅10
(
9 − (−i )
5 2
)
5
=

9 − z2 =0⇒ z =±3 f ( z0 ) | z
0 = −i 50
z + i =0 ⇒ z =−i
 f ( z )dz
Ex. Let C be z =1. ∫C z − z0
= 2π i ⋅ f ( z0 )

Since f ( z) = cos z
is analytic within and on C,
z +9
2

and since -i is interior to C,

z f ( z)
cos 2z
z=
∫c (9 -cos
dz
z ∫ z92−=
+z 9 dz 2= π i ( -i ) 0 π . 2π i
cos
2
∫C z z−−(−0i)dz =
∫C z( zz2 )(+z9)+dzi) =c 2π i ⋅ ( 102 5) =
(0) + 9 9
z=0
f ( z0 ) | z =0
z + 9 =0 ⇒ z =±3i
2 0

3i
C

−3i

51
 Proof of theorem: (Optional)

f is continuous at z0
f ( z) − f ( z0 ) < ε when z - z0 < δ
choose a positive ρ < δ
Cρ : z - z0 = ρ
since
f ( z)
z − z0 is analytic in the closed region consisting of C
and C C0ρ and all points between them, from corollary 2,
section 38,

(i) f ( z)dz = f ( z) dz
∫c z − z ∫cρ z − z
0 0
− f ( z0 ) ∫
dz
f ( z) − f ( z0 )
Cρ z − z0 ∴∫c f z(−
z) dz − f ( z )
z0
dz =
0 ∫c z − z ∫cρ z − z dz
ρ 0 0
2πi 2πi
f ( z) − f ( z0 )
∫cρ z − z0 dz
52
 (ii) f: analytic continuous | f ( z ) − f ( z0 ) |< ε , whenever | z − z0 |< δ
(iii) Let | z − z0 | = ρ < δ , ρ : radius of C0

but ∫c z dz = 2πf i( z ) − f ( z ) | f ( z ) |≤ M
− z ε
∫ dz < 2πρ = 2πε
0 0 0
f ( z) - f ( z ρ)
C z−z
∴ ∫c z − z 0 - 2π i f (0 z0 ) =
fρ( z) − f ( z0 )
dz ⇒ ∫ f ( z )dz ≤ ML
∫c0 z − z0 C
0
f ( z) − f ( z0 ) f ( z) − f ( z0 )
also ∫c dz ≤ ∫c dz
0 z − z0 0 z − z0
(iv): from(i),(iii) f ( z) − f ( z0 )
= ∫c dz < ε 2πρ
z −∴z0 f ( z)dz −ρ2π i f ( z ) < 2πε
∫cρ z − z
0
0
0 = 2πε
arbitrarily small positive

∴∫c f z(−
z) dz − 2π i f ( z ) =
z0 0
0

53
 助憶證明mnemonic:
Cρ : z - z0 = ρ
f ( z)dz =? 2π i f ( z )
∫c z − z 0
0

f ( z) − f ( z ) ?
Step1: (i) f ( z ) dz − 2π i ⋅ f ( = f ( z) dz
∫C z − z 0
z ) ∫
0 C ρ z − z0
dz − ∫
Cρ z − z
0
⋅ f (=
z )
0 ∫Cρ
z−z
0=dz 0
0
f ( z)dz f ( z)dz 2π i =
dz
∫c z − z = ∫cρ z − z
0 0
∫cρ z − z
0

Step2: (ii) f: analytic within and on a simple closed contour

C continuous at 𝑧𝑧0  lim f ( z ) = f ( z0 )
z → z0
(iii)
→| f ( z ) − f ( z0 ) |< ε , whenever | z − z0 |< δ f ( z ) − f ( z0 ) ?

ρ
÷ z - z0 =
∫ Cρ z − z0
dz < τ

f ( z ) − f ( z0 ) ε 𝜏𝜏: an arbitrarily positive

< small number
z − z0 ρ
M
•ML inequality: | f ( z ) |≤ M ⇒ ∫
C
f ( z )dz ≤ ML

•ML inequality: | f ( z ) |< M ⇒ ∫ f ( z )dz < ML

(iv) C

f ( z) − f ( z0 ) ε ⋅ 2πρ =
∫cρ z − z0 dz < 2πε
ρ L
𝜀𝜀: an arbitrarily positive 54
M small number
Let f be analytic everywhere within and on a simple closed
contour C, taken in the positive sense. If z0 is any point interior to C.

f ( z )dz f ( n ) ( z0 )
∫C ( z − z0 )n+1 = 2π i n !
n = 0,1,2, 
ps : f ( 0 ) ( z0 ) ≡ f ( z0 )
The proof is omitted here.

⇒ n! f ( z ) dz
2πi ∫C ( z − z0 ) n +1
f ( n ) ( z0 ) =

Cauchy Integral Formulas for derivatives imply that

If f is analytic at a point inside and on C,
then its derivatives of all orders at that point exists.
(Theorem, Sec.55) 55
 55. An Extension of the Cauchy Integral Formula
Theorem. If f is analytic at a point, then its derivatives of all
orders are also analytic functions at that point.
Cauchy Integral
In particular, Formula:
when
1 f ( z )dz (n)
f ( z0 ) =
f ( z) =
∫
u( x, y) +2πivi( xC, yz) − is
f
∫C (zz=
( z ) dz
= 2π i
f ( z0 )
z0 analytic at a point
0 −(zx,y) n)+1 n!
Cauchy Integral Formulas for derivatives:
the analyticity n!
of f ' eusures f ( zcontinuity
the ) dz of f ' there
f ( n ) ( z0 ) = ∫
f '( z) =ux ( x,y) +2iπvix ( x,y
C
n = 1,2, 
( z)−=zv0y)( x,y) − i u y ( x,y)
n +1

Assuming the Theorem is held: derivatives of all orders exist

⇒ ux , u y , vx , v y are continuous at (x,y) z0 → z ; z → s
Mathews = 1 f ( z )dz 1 f ( s )ds
f (z ) 0 ∫ 2π i C
⇒= f ( z)
z − z0 ∫ 2π i C s−z
similarly d 1 f ( s )ds 1 d 1 1 1
2uπ i ∫(x,y) ∫ ) =vdz s(−x,y i ∫ ( x,y)( s − z )
=⇒ f ′( z ) = f ( s ) =
[ ]ds f ( s ) ds
f ''( z)dz= xx s − +
Cz i v 2π (i x,y
xx yx z ) =i 2uπyx
C C 2

d 1 1 1 d 1 1 2
dz 2π i ∫C 2π i ∫C 2π i ∫C
⇒ f ′′( z )
= = f ( s ) ds f (=s ) [ ]ds f ( s ) ds
(s − z) dz ( s − z ) ( s − z )3
Corollary : If=f ( z) u( x,y) + i v( x,y) is analytic at a point
2 2

d 1 2 1 d 1 1 2⋅3
⇒ f ( z ) z== +
dz 2π i ∫ 2π i ∫ 2π i ∫
= x iy(3)
,f then
( s ) u, v have
ds =
continuous
f ( s )2 [ partial ]ds f ( s ) ds
(s − z) C dz ( s − z )
3 C 3
(s − z) C 4

derivatives
d 1 of2all
⋅ 3 or ders
1 at that point. d 1 1 2 ⋅3⋅ 4
dz 2π i ∫ 2π i ∫ 2π i ∫
⇒ f =( z) (4)
f ( s ) =ds f ( s )2 ⋅ 3 [ =
]ds f ( s ) ds
(s − z) C dz ( s − z )
4 C 4
(s − z) C 5


1 n!
2π i ∫C
⇒ f (n) ( z) = f ( s ) ds 56
( s − z ) n +1
 Leibniz integral rule

d b (t ) db(t ) da (t ) b ( t ) ∂f (t ,τ )

dt ∫ a ( t )
f (t ,τ )dτ =
dt
f (t , b) −
dt
f (t , a) + ∫
a ( t ) ∂t
dτ
b ( t ), a ( t ): irrelevant to t
[=b ( t ) b= ,a (t ) a ]
db ( t ) da ( t )
[= 0,= 0]
dt dt d b b ∂f (t ,τ )
⇒ ∫
dt a ∫
f (t ,τ )dτ =
a ∂t
dτ

57
Corollary : If f ( z) =
u( x,y) + i v( x,y) is analytic at a pointz =
x + iy,
then u, v have continuous partial derivatives of all orders at that point.
f ( z )dz f ( n ) ( z0 )
∫C ( z − z0 )n+1 = 2π i n !

f ′( z ) = 2e 2 z ,
f ′′( z ) = 4e 2 z ,
f (3) ( z ) =
8e 2 z ⇒ f (3) (0) =
8
Ex 𝑓𝑓 𝑧𝑧 = 𝑒𝑒 2𝑧𝑧 8
𝑒𝑒 2𝑧𝑧 𝑒𝑒 2𝑧𝑧 𝑓𝑓 3 0 8𝜋𝜋𝑖𝑖
∫𝐶𝐶 𝑑𝑑𝑑𝑑 = ∫𝐶𝐶 𝑑𝑑𝑑𝑑 = 2𝜋𝜋𝑖𝑖 � =
𝑧𝑧 4 (𝑧𝑧−0)3+1 3! 3

𝐶𝐶: 𝑧𝑧 = 1
C
1

58
 C
Ex:
dz
∫c z - z = 2π i z0
0
f (z) = 1 f (z 0 ) = 1
f ( z0 )
Sol : ∫c z dz = 1
- z ∫c ( z - z )0+1dz = 2π i ⋅ =2π i
0 0!
0 f ( z )dz f ( n ) ( z0 )
∫C ( z − z0 )n+1 = 2π i n !
Ex:
dz= 0=
∫c n+ 1
(n 1, 2, ....)
(z - z )
0 f (n) ( z) = 0
f (z) = 1 (n) ( z )
f
Sol : ∫c dz =
∫c
1 dz =
2π i ⋅ 0
= 0
(z - z ) n+1 (z - z )n+ 1 n !
0 0

59
 dz C : z - 2 =1
Example. ∫c
z( z − 2)4

f ( z )dz f (n) ( z0 )
Sol: ∫C ( z − z0 )n+1 = 2π i n!
f ( z ) = 1/ z
dz = 1/ zdz =2π i ⋅ f (2) =2π i ⋅ −3/8 =−π i
(3)
∫c ∫c ( z − 2)3+1
z( z − 2)4 3! 6 8

1
f ( z) =
z
1
f ′( z ) = (−1)
z2
1
f ′′( z ) =−
( 1)(−2)
z3
1 3
f (3) ( z ) =(−1)(−2)(−3) ⇒ f (3) (2) =−
z 4
8 60
 Example. f ( z )dz f ( n ) ( z0 )
Evaluate ∫c 52z - 2 dz where C : z = 2 ∫C ( z − z0 )n+1 = 2π i n !
z −z
Sol:
5𝑧𝑧 − 2 5𝑧𝑧 − 2
𝑓𝑓 𝑧𝑧 = 2 =
𝑧𝑧 − 𝑧𝑧 𝑧𝑧(𝑧𝑧 − 1) C1
(i) (ii)
C2

(i) C1 : 0 < z <1 f (z) =

f (0) (0)
5⋅0 − 2
= 2
0−2
5z − 2 dz = (5z − 2)/ ( z −1)dz
= π ⋅ f (0)
(0)
∫C1 z( z −1) ∫C1 z 0+1
2 i
0!
= 2π i ⋅ 2
(ii) C2 : 0 < z -1 <1 5 ⋅1 − 2
f (z) =
f (0) (1) = 3
1
= 5 z − 2 =(5 z − 2)/ z π ⋅ f (0)
(1) =
2π i ⋅3
∫C2 z( z −1) dz ∫C2 ( z −1)0+1 dz 2 i
0!
(iii)
5z − 2 5z − 2 5z − 2
∫c z( z −1) dz= ∫C1 z( z −1) dz + ∫C2 z( z −1) dz= 2π i ⋅ 2 + 2π i ⋅=
3 10π i
61
 56. Verification of the Extension (Omitted)
57. Some Consequences of the Extension (Optional)
Thm : Let f be continuous on domain D.
If ∫c f(z) dz = 0 for every closed contour C in D, 𝑓𝑓: analytic (interior
to and on a simple
then f is analytic throughout D.
closed contour 𝑪𝑪)
Proof: Sec. 48, Theorem: ⟺ � 𝑓𝑓(𝑧𝑧)𝑑𝑑𝑑𝑑 = 0
𝐶𝐶
∫C
0 ⇔ f has antiderivative F ( F ′ =
f ( z )dz = f)
D
=⇒ f F ′ : f is the derivative of F ⇒ f : analytic C

(i)Sec. 50 (Cauchy-Goursat Theorem):

f : analytic(interior to and on a simple closed contour C )
⇒ ∫ f ( z )dz =
0
C

(ii)Sec. 57, Theorem.: f : continuous

f : continuous on a domain D, ∫C
f ( z )dz = 0 for every closed contour C in D
⇒ f : analytic
62
(iii) From (i)(ii): f : continuous f : analytic ⇔ ∫ f ( z )dz = 0
C
 Cauchy Integral Formulas for derivatives:
f ( z )dz f ( n ) ( z0 )
∫C ( z − z0 )n+1 = 2π i n !

(i)
Theorem. f is analytic inside and on a positively oriented circle CR . CR : z - z0 = R
(ii)
Let MR denote the Max. value of f ( z) on CR  ⇒ f ( z) ≤ M on CR 
 R 

(n) n! M
f (Z ) ≤ n
R, (n =
1, 2,.....) Cauchy's inequality
0 R
Proof: M L
( n) n! f ( z ) dz
|f ( Z ) |= | ∫C | ≤ n! M R 2πR = n! M R
2π ( Z - Z )n + 1
0 R
2π R n +1 Rn
0
n! f ( z )dz
f ( n ) ( z0 ) = ∫
2π i ( z − z0 ) n +1
C

(0)ML inequality: | f ( z ) |≤ M , L : length of C ⇒ ∫C

f ( z )dz ≤ ML

(1) M f ( z) ≤ M (2) L
R f ( z) M
⇒ ≤ R length of CR =2π R
(Z - Z )n+1 R 1
n +1 n +1 +
z - z0= R ⇒ ( z -= z= n +1 n
z0 ) - z0 R L
0 M 63
58. Liouville’s Theorem and the Fundamental of Algebra
(Optional)
Liouville’s Theorem f ( z) ≤ M
Thm: If f is entire and bounded in the complex plane,
then f(z) is constant throughout the plane.
Proof: f ′( z0 ) =
0 for all z0 →| f ′( z0 ) |= ≤ MR
0 →| f ′( z0 ) |
Can be arbitrarily large
(i) Review:Cauchy's inequality
(n) n! M z - z0 = R
f ( z) ≤ M on CR ⇒ f (Z ) ≤ n
R, (n =
1, 2,.....) CR :
R 0 R

1! M finite
(ii) Cauchy's inequality for n = 1: (1)
f (Z ) ≤ R≤M
0 R R
Can be arbitrarily large
f ( z) ≤ M on CR f ( z) ≤ M
R

⇒| f ′( z0 ) |=
0
⇒ f ′( z0 ) =
0 for all z0
64
 Thm: Any polynomial
P(Z ) =a + a z + a z 2 + .........+ an z n (an ≠ 0)
0 1 2
of degree n (n ≥1) has at least one zero.
i.e. there exists at least one point Z s.t. P(Z ) = 0
0 0
Proof. by contradiction …(omitted)
degree n (n ≥1)
degree n −1 (n −1≥1)
 P ( z=
) ( z − z1 )Q1 ( z )
degree n − 2 (n − 2 ≥1)
⇒ P( z ) =
( z − z1 )( z − z2 )Q2 ( z )

⇒ P( z ) =
( z − z1 )( z − z2 ) ( z − zn )c
c, zk (k = 1, 2, , n) : complex constant

polynomial P( Z ) =a + a z + a z 2 + ......... + a z n (a ≠ 0) of degree n has n zeros.

0 1 2 n n 65
59. Maximum Modulus Principle (Optional)