Analysis of a Complex Kind

Lecture 1: Complex Integration

Muhammad Afzal

Lecture 1: Complex Integration Analysis of a Complex Kind 1 / 12

Recall... Integration in R
Let f : [a, b] → R be continuous. Then
Z b n−1
X
f (t) dt = lim f (tj )(tj+1 − tj ),
a n→∞
j=0

where a = t0 < t1 < · · · < tn = b.

Z b
If f ≥ 0 on [a, b] then f (t) dt is
a
the “area under the curve.”
Otherwise: sum of the areas above
the x-axis minus sum of the areas
below the x-axis.

Lecture 1: Complex Integration Analysis of a Complex Kind 2 / 12

The Fundamental Theorem of Calculus
Theorem
Z x
Let f : [a, b] → R be continuous, and define F (x) = f (t)dt. Then F is
a
differentiable and F 0 (x) = f (x) for x ∈ [a, b].

Lecture 1: Complex Integration Analysis of a Complex Kind 3 / 12

Antiderivatives

Let f : [a, b] → R as above. A function F : [a, b] → R that satisfies that

F 0 (x) = f (x) for all x ∈ [a, b] is called an antiderivative of f .

Note: If F and G are both antiderivatives of the same function f , then

(G − F )0 (x) = G0 (x) − F 0 (x) = f (x) − f (x) = 0 for all x ∈ [a, b],

and so G − F is constant.

Conclusion: Let G be any antiderivative of f . Then

Z b
f (t) dt = G(b) − G(a).
a

Lecture 1: Complex Integration Analysis of a Complex Kind 4 / 12

Generalization to C
Instead of integrating over an interval [a, b] ⊂ R we are in C! What will we
integrate over? Curves!

Recall: A curve is a smooth or piecewise smooth function

γ : [a, b] → C, γ(t) = x(t) + iy (t).

If f is complex-valued on γ, we
define
Z n−1
X
f (z)dz = lim f (zj )(zj+1 −zj ),
γ n→∞
j=0

where zj = γ(tj ) and

a = t0 < t1 < · · · < tn = b.

Lecture 1: Complex Integration Analysis of a Complex Kind 5 / 12

The Path Integral

Z n−1
X
f (z) dz = lim f (zj )(zj+1 − zj ),
γ n→∞
j=0
where zj = γ(tj ) and a = t0 < t1 < · · · < tn = b. One can show:
If γ : [a, b] → C is a smooth curve and f is continuous on γ, then
Z Z b
f (z) dz = f (γ(t))γ 0 (t) dt.
γ a
Proof Idea:
n−1 n−1
X X γ(tj+1 ) − γ(tj )
f (zj )(zj+1 − zj ) = f (γ(tj )) (tj+1 − tj )
tj+1 − tj
j=0 j=0
Z b
→ f (γ(t))γ 0 (t) dt as n → ∞.
a

Lecture 1: Complex Integration Analysis of a Complex Kind 6 / 12

Integrals over Complex-Valued Functions

Note: If g : [a, b] → C, g(t) = u(t) + iv (t), then

Z b Z b Z b
g(t)dt = u(t)dt + i v (t)dt.
a a a

Examples
Z π Z π Z π
it
e dt = cos t dt + i sin t dt = sin t|π0 − i cos t|π0 = 0 − i(−1 − 1) = 2i.
0 0 0
Z π π
Alternatively: e dt = −ieit  = −ieiπ + ie0 = 2i.
it 
0 0
Z 1  1
1 2  1
(t + i)dt = t + it  = + i.
0 2 0 2

Lecture 1: Complex Integration Analysis of a Complex Kind 7 / 12

Examples of Path Integrals

1 γ(t) = t + it, 0 ≤ t ≤ 1, γ 0 (t) = 1 + i, f (z) = z 2 . Then

Z Z 1 Z 1
f (z)dz = f (γ(t))γ 0 (t)dt = (t + it)2 (1 + i)dt
γ 0 0
Z 1 Z 1
2 2 2
= (t + 2it − t )(1 + i)dt = 2it 2 − 2t 2 dt
0 0
Z 1 Z 1
= −2 t 2 dt + 2i t 2 dt
0 0
2 3 1 2i 3 1
 
= − t  + t 
3 0 3 0
2 2 2
= − + i = (−1 + i).
3 3 3

Lecture 1: Complex Integration Analysis of a Complex Kind 8 / 12

Examples of Path Integrals

Z
1
2 dz =?
|z|=1 z
Let γ(t) = eit , 0 ≤ t ≤ 2π. Then γ 0 (t) = ieit , so:
Z Z 2π
1 1 0
dz = γ (t)dt
|z|=1 z 0 γ(t)
Z 2π
1 it
= ie dt
0 eit
Z 2π
= i dt
0
2π
= it|0 = 2πi.

Lecture 1: Complex Integration Analysis of a Complex Kind 9 / 12

Examples of Path Integrals

γ(t) = eit , 0 ≤ t ≤ 2π, γ 0 (t) = ieit

Z
3 z dz =?
|z|=1

Z Z 2π Z 2π
0
z dz = γ(t)γ (t) dt = eit ieit dt
|z|=1 0 0
Z 2π
2π
1 2it 
e2it dt =

= i e 
0 2 0
1 4πi
= (e − e0 ) = 0.
2

Lecture 1: Complex Integration Analysis of a Complex Kind 10 / 12

Examples of Path Integrals

γ(t) = eit , 0 ≤ t ≤ 2π, γ 0 (t) = ieit

Z
1
4 dz =?
|z|=1 z2

2π 2π
ieit
Z Z Z
1 1 0
dz = γ (t)dt = dt
|z|=1 z2 0 γ 2 (t) 0 e2it
Z 2π 2π
= ie−it dt = −e−it 

0 0
−2πi 0
= −e + e = 0.

Lecture 1: Complex Integration Analysis of a Complex Kind 11 / 12

Examples of Path Integrals

5 In general: (
2πi , if m = −1
Z
m
z dz =
|z|=1 0 , otherwise.

Next: More examples and first facts.

Lecture 1: Complex Integration Analysis of a Complex Kind 12 / 12