Topic 04: Complex Integration

MA201 Mathematics III

Arup Chattopadhyay

Department of Mathematics
IIT Guwahati

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Topic 04: Learning Outcome

We learn
Complex Integration
Integration of f : [a, b] ⊂ R → C
Curves: Smooth Curves / Contours
Line Integrals/ Contour Integrals
Path Independence of Contour Integrals
Cauchy-Goursat Theorem for Simply Connected Domains
Extending Cauchy-Goursat Theorem for Multiply Connected
Domains

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Integration of f : [a, b] ⊂ R → C

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Integration of f : [a, b] ⊂ R → C
Let f : [a, b] → C be a complex valued function of a real variable t.
Then, f (t) = u(t) + iv(t) for t ∈ [a, b] where u(t) and v(t) are real
valued functions of a real variable.
Definition
The definite integral of a complex valued function f (t) over the interval
[a, b] is defined as
Z b Z b Z b
f (t) dt = u(t) dt + i v(t) dt
a a a

when the individual integrals on the right exist.

Observe that
Z b  Z b Z b  Z b
< f (t) dt = <(f (t)) dt, = f (t) dt = =(f (t)) dt .
a a a a

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Example
Z b
If f (t) = u(t) + i v(t) is continuous in [a, b], then f (t) dt exists.
a
Example: Let f (t) = et + i t2 for 0 ≤ t ≤ 1. Then
Z 1 Z 1
et + i t2 dt


f (t) dt =
0 0
Z 1 Z 1
t
= e dt + i t2 dt
0 0
 3 1
 t 1 t
= e t=0 +
3 t=0
1
= (e − 1) + i
3

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Antiderivative / Primitive

Let f (t) = u(t) + i v(t) for t ∈ [a, b].

Suppose that there exist two functions U : [a, b] → R and
V : [a, b] → R such that U 0 (t) = u(t) and V 0 (t) = v(t) for t ∈ [a, b].
Then, the function defined by F (t) = U (t) + i V (t) satisfies F 0 (t) = f (t)
for t ∈ [a, b] and it is called an antiderivative (or primitive) of f .

By the fundamental theorem of calculus, we have

Z b Z b
f (t) dt = (u(t) + i v(t)) dt = (U (b) − U (a)) + i (V (b) − V (a))
a a

= F (b) − F (a) .

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Properties
1 If α and β are complex numbers and f (t) and g(t) are (piecewise)
continuous complex valued functions on [a, b], then
Z b Z b Z b
(α f (t) + β g(t)) dt = α f (t) dt + β g(t) dt .
a a a
2 If f (t) is a (piecewise) continuous complex valued function on
[a, c] and a ≤ b ≤ c, then
Z c Z b Z c
f (t) dt = f (t) dt + f (t) dt .
a a b
3 If f (t) is a (piecewise) continuous complex valued function on
[a, b], then
Z b Z a
f (t) dt = (−1) f (t) dt .
a b
Z b  Z b
 

 f (t) dt ≤
 |f (t)| dt .
a a
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For f : D ⊆ C → C, it is possible to define Riemann integration of f
over a suitable class of curves, namely, contours (piecewise smooth
curves).

That is, line integral or contour integral of f can be defined over a

suitable class of curves.

To introduce line integral / contour integral, we need to first introduce

curves, in particular, contours.

Curves

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Curves
Definition
A curve γ is a continuous complex valued function γ(t) defined for t in
an interval of the real line.
That is, a curve is a continuous function γ : I ⊆ R → C where I is an
interval and it can be whole of R.
Examples:
The circle γ : γ(t) = eit for t ∈ [0, 2π] is a curve.
The straight line segment joining two distinct points z1 and z2 is
given by γ : γ(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] and it is also an
example for a curve in C.
The parabola γ : γ(t) = t + i t2 for t ∈ R is a curve.

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Simple Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a simple curve if γ(t1 ) 6= γ(t2 )
for a ≤ t1 < t2 ≤ b except possibly for γ(a) = γ(b).
That is, simple curve is a curve that does not cross itself.

Examples: The circle γ : γ(t) = eit for t ∈ [0, 2π] and the straight line
segment γ : γ(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] are simple curves in the
complex plane.
Any curve of shape of the number 8 is not a simple curve.
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Closed Curves

Closed Curves Not Closed Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a closed curve if γ(a) = γ(b).

Examples:
The circle γ : γ(t) = eit for t ∈ [0, 2π] is a closed curve.
The oriented boundary of a rectangle or a triangle are closed curves.
Line segment γ : γ(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] is not a closed
curve.
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Simple Closed Curves/ Jordan Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a simple closed curve or
Jordan curve if γ(a) = γ(b) and γ(t1 ) 6= γ(t2 ) for a < t1 < t2 < b.

Examples:
The circle γ : γ(t) = eit for t ∈ [0, 2π] and the oriented boundary of a
regular polygon are simple closed curves.
Any curve of shape of 8 is a closed curve, but not a simple curve.
The curve γ(t) = t + it2 for t ∈ R is a simple curve, but not closed.
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Jordan Curve Theorem

Theorem
Jordan Curve Theorem: The points on any simple close curve (Jordan
curve) C are boundary points of two distinct domains, one of which is
the interior of C and is bounded. The other, which is the exterior of C
is unbounded.

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Differentiable Curves

Definition
A curve γ : z(t) = x(t) + i y(t) (a ≤ t ≤ b) is said to be a differentiable
curve if the derivative z 0 (t) = x0 (t) + i y 0 (t) exists and continuous for all
t in [a, b].

Examples of Differentiable Curves:

The circle γ : z(t) = eit for t ∈ [0, 2π],

the straight line segment γ : z(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] and
the parabola γ : z(t) = t + it2 for t ∈ R are differentiable curves.

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Differentiable Curves: Length of the Curve

If γ : z(t) = x(t) + iy(t) (a ≤ t ≤ b) is a differentiable curve then the

length of the curve γ from z(a) and z(b) is given by
Z b Z bp
0
L = Length of the curve = |z (t)| dt = (x0 (t)2 + y 0 (t)2 dt
a a

Suppose C has a different parametric representation. Then also the

value of the length of curve L is invariant.
Example: Let γ : z(t) = cos(t) + i sin(t) for t ∈ [0, π].
Then, z 0 (t) = − sin(t) + i cos(t) for t ∈ [0, π].
Further, |z 0 (t)| = 1 for t ∈ [0, π].
The length of the curve γ joining z(0) and z(π) is
Z π Z π
0
L= |z (t)| dt = 1 dt = π .
0 0

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Smooth Curves or Regular Curves
Definition
A curve γ : z(t) = x(t) + i y(t) (a ≤ t ≤ b) is said to be a smooth curve
or regular curve if
1 the derivative z 0 (t) = x0 (t) + i y 0 (t) exists and continuous in [a, b],
2 z 0 (t) 6= 0 for all t ∈ (a, b).

Examples of Smooth Curves:

The circle γ : z(t) = eit for t ∈ [0, 2π],

the straight line segment γ : z(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] and
the parabola γ : z(t) = t + it2 for t ∈ R are smooth curves.
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For Smooth Curves: Unit Tangent Vector varies
continuously

For a smooth curve γ : z(t) = x(t) + i y(t) (a ≤ t ≤ b), we know that

z 0 (t) 6= 0 for t ∈ (a, b) and hence the unit tangent vector
z 0 (t)
T (t) = for all t ∈ (a, b)
|z 0 (t)|
is well defined, with angle of inclination arg(z 0 (t)).

As the parameter t varies over the interval (a, b), the tangent vector
T (t) turns/ varies continuously.
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Contours / Piecewise Smooth Curves

Definition
A contour or piecewise smooth curve, is a curve consisting of a finite
number of smooth curves joined end to end.

Examples: Any oriented polygonal path, circular path are contours.

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Opposite Curve
Definition
Consider the curve C having parametrization C : γ(t) = x(t) + i y(t) for
a ≤ t ≤ b. The opposite curve, denoted by −C, traces out the same
set of points in the complex plane but in the reverse order, and it has
the parametrization

−C : z(t) = x(−t) + i y(−t) for − b ≤ t ≤ −a .

Example: Let C : γ(t) = 2 cos(t) + i 2 sin(t) for 0 ≤ t ≤ 2π.

Then, the parametric representation of the opposite curve −C is given
by −C : z(t) = 2 cos(−t) + i 2 sin(−t) = 2 cos(t) − i 2 sin(t) for
−2π ≤ t ≤ 0.
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(Natural) Orientation of the Curve induced by
Parametrization

Let γ be a curve with the parametrization γ : z(t) for t ∈ [a, b].

As t increases from a to b, the points z(t) moves continuously from
z(a) to z(b) in a specific direction which we indicate by drawing
arrows along the curve.
This direction is called the orientation (or natural orientation) of the
curve induced by the parametrization z(t) for t ∈ [a, b].
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Simple Closed Curves: Positive Orientations

Definition
Let γ be a simple closed contour with the parametrization
γ : z(t) = x(t) + i y(t) for t ∈ [a, b].
If γ is parameterized so that the interior bounded domain of γ is
kept on the left as z(t) moves around γ, then we say that γ is
oriented in the positive (counterclockwise or anticlockwise) sense.

Example: The circle γ(t) = 2 cos(t) + i 2 sin(t) for 0 ≤ t ≤ 2π is

oriented positively.
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Simple Closed Curves: Negative Orientations

Let γ be a simple closed contour with the parametrization

γ : z(t) = x(t) + i y(t) for t ∈ [a, b].
Definition
If γ is parameterized so that the interior bounded domain of γ is kept
on the right as z(t) moves around γ, then we say that γ is oriented
negatively (clockwise).

Example: The circle γ(t) = cos(t) − i sin(t) for t ∈ [−2π, 0] is oriented

negatively. 23 / 41
If a simple closed curve C is positively oriented, then the opposite
curve −C is negatively oriented.
DEFAULT CASE: If the orientation (or parametrization) of a
simple closed curve C is not given, then it is understood that the
simple closed curve C is oriented positively.

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 Line Integral / Contour Integral
Integration of f : D ⊆ C → C over (piecewise) smooth curves

Recall from MA101:

Vector Line Integral of F : D ⊆ R2 → R2 over Oriented Smooth Curves
Z
F (R(t))R0 (t) dt where γ : R(t), (a ≤ t ≤ b) smooth curve
γ

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Line Integral / Contour Integral
Definition
Suppose that z ≡ z(t) for t ∈ [a, b] represents a contour (that is,
piecewise smooth curve) C, extending from a point z1 = z(a) to a point
z2 = z(b). Let the function f (z) be defined on the contour C. We define
the line integral or contour integral of f along the curve C as follows:
Z Z b
f (z)dz = f (z(t)) z 0 (t) dt .
C a

If f (z) is (piecewise) continuous on the contour C then the above

integral exists. Z
Example: Compute z dz where C is z(t) = 2eit for t ∈ [−π/2, π/2].
C
Z π/2 Z π/2 Z π/2
it −it it


(2eit ) 2ie dt = 2e 2ie dt = 4i dt = 4π i .
−π/2 −π/2 −π/2

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Properties
1 If α and β are complex numbers and if f (z) and g(z) are
(piecewise) continuous complex valued functions defined on a
contour C, then
Z Z Z
(α f (z) + β g(z)) dz = α f (z) dz + β g(z) dz .
C C C

2 Let C be a contour consists of a contour C1 from z0 to z1 followed

by a contour C2 from z1 to z2 where the initial point of C2 is the
final point of C1 . It is denoted by the notation C = C1 + C2 . If f (z)
is a (piecewise) continuous complex valued function on C, then
Z Z Z
f (z) dz = f (z) dz + f (z) dz .
C C1 C2

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Properties (Continuation ...)

3 If f (z) is a (piecewise) continuous complex valued function on a

contour C and if −C is the opposite curve to C, then
Z Z
f (z) dz = (−1) f (z) dz .
−C C

4 If f (z) is a (piecewise) continuous complex valued function on a

contour C : z(t) = x(t) + iy(t) (a ≤ t ≤ b), then
Z  Z b
|f (z(t))| |z 0 (t)| dt ≤ M L
 
 f (z) dz  ≤
 
C a

where M is an upper bound for the set {|f (z)| : z lies on C} and
L is the length of the contour C.

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Does Line Integral depend on the Paths?

Let f (z) = z for z ∈ C.

Let C1 be the straight lineZ segment from the point z1 = 1 to the
point z2 = −1. Compute f (z) dz.
C1
Let C2 be the semi-circle with center 0 and radius
Z 1 starting from
the point z1 = 1 to the point z2 = −1. Compute f (z) dz.
C2
Z Z
Is f (z) dz = f (z) dz?
C1 C2
Answer:NO. Line Integral depends on the Paths.
Note: The function f (z) = z is not analytic in C.

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For Analytic Functions: Does Line Integral depend on
the Paths?

Let f (z) = z for z ∈ C.

Let C1 be the straight lineZ segment from the point z1 = 1 to the
point z2 = −1. Compute f (z) dz.
C1
Let C2 be the semi-circle with center 0 and radius
Z 1 starting from
the point z1 = 1 to the point z2 = −1. Compute f (z) dz.
C2
Z Z
Is f (z) dz = f (z) dz?
C1 C2
Answer:YES.
It is expected: Line Integral does not depend on the Paths.
Note: The function f (z) = z is analytic in C.

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Domains: Simply Connected & Multiply Connected

Definition
A simply connected domain is a domain such that every simple closed
contour within it encloses only points of D.
A domain that is not simply connected is called a multiply connected
domain.
Examples:
The domain |z − z0 | < R is a simply connected domain.
The interior of any simple closed contour is simply connected.
The domain |z − z0 | > R is not simply connected.
The annular domain 0 ≤ R1 < |z − z0 | < R2 is not simply connected.
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Antiderivatives / Primitives

An antiderivative or primitive of a continuous function f (z) in a domain

D is a function F (z) such that F 0 (z) = f (z) for all z in D.

If F (z) is analytic in D then f (z) is analytic in D.

If F1 (z) and F2 (z) are two antiderivatives of a function f (z) in a
domain D then F1 (z) = F2 (z) + K for all z ∈ D where K is a
constant in C. That is, antiderivative of a given function f is unique
except for an additive complex constant.

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When Line Integral does NOT depend on the paths?

The following theorem gives an answer to the question: When the line
integral of f (z) from a point z1 to another point z2 does not depend on
the curves joining them?
Theorem
Suppose that a function f is continuous on a simply connected domain
D. Then, the following three statements are equivalent.
1 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.
2 f has an antiderivative F in D.
3 The integrals of f (z) around closed contours lying entirely in D
all have value zero.

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Cauchy-Goursat Theorem/ Cauchy’s Integral Theorem

A. L. Cauchy (1789-1857) E. Goursat (1858-1936)

Goursat proved Cauchy’s Theorem without using the hypothesis “f 0 is continuous” in 1900.

Theorem
Cauchy-Goursat Theorem (or Cauchy’s Integral Theorem or Cauchy’s
Integral Theorem for Simply Connected Domain):
If a function f is analytic throughout a simply connected domain D,
then
Z
f (z) dz = 0 for every simple closed contour C lying in D .
C

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Proof of Cauchy-Goursat Theorem using Green’s
Theorem

Green’s Theorem: Let C be a simple closed contour in R2 . Let R be

the region enclosed by the contour C. Suppose that two real valued
functions P (x, y) and Q(x, y), together with their first order partial
derivatives, are continuous on and inside the contour C. Then
Z ZZ
(P dx + Q dy) = (Qx − Py ) dA .
C R

Proof of Cauchy-Goursat Theorem:

Let f (z) = u(x, y) + i v(x, y) for z = x + iy ∈ D. Since f (z) is analytic
in a simply connected domain D, it follows that the first order partial
derivatives ux , uy , vx , vy exist and continuous in D. Further they satisfy
the Cauchy-Riemann equations ux = vy and uy = −vx in D.
That is, f 0 is continuous in D.
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Continuation of previous slide
Let γ(t) = x(t) + iy(t), a ≤ t ≤ b be the curve C. Then
Z Z b
f (z) dz = f (γ(t))γ 0 (t)dt
C a
Z b
= [u(x(t), y(t)) + iv(x(t), y(t))][x0 (t) + iy 0 (t)]dt
a
Z b Z b
0 0
= (ux − vy )dt + i (vx0 + uy 0 )dt
Za a Z

= (u dx − v dy) + i (v dx + u dy)
ZZC CZZ
= (−vx − uy ) dA + i (ux − vy ) dA, by Green’s theorem
Z ZR RZ Z

= (−vx − (−vx )) dA + i (ux − ux ) dA, by CR equations

Z ZR ZZ R

= 0 dA + i 0 dA = 0 + i 0 = 0 .
R R 36 / 41
Line Integral: Independent of Path

Let C1 and C2 be two paths joining the points z1 and z2 and having no
common points other than z1 and z2 .
Let C2∗ = −C2 be the opposite curve to C2 .
Then, C = C1 − C2 (first C1 , then −C2 ) be a simple closed curve.
If f (z) is analytic
Z on and inside
Z C, then by Cauchy-Goursat Theorem, it
follows that f (z) dz = 0 = f (z) dz
Z C Z 1 −C2
CZ Z
= f (z) dz + f (z) dz = f (z) dz − f (z) dz.
C1 Z −C2 Z C1 C2

It gives that f (z) dz = f (z) dz.

C1 C2
This result is true when C1 and C2 have infinitely many common points.
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The following theorem says that an analytic function in a simply
connected domain possesses an antiderivative in D.

Theorem (Indefinite Integrals or Antiderivatives): Let f be an analytic

in the simply connected domain D. If z0 is a fixed point in D, and if C is
any contour in D with initial point z0 and terminal point z then the
function given by
Z Z z
F (z) = f (w) dw = f (w) dw
C z0

is an analytic function in D and F 0 (z) = f (z) for all z ∈ D.

Theorem (Definite Integrals): Let f be analytic in a simply connected

domain D. If z1 and z2 are two points in D, then
Z z2
f (z) dz = F (z2 ) − F (z1 ) where F is any antiderivative of f .
z1

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Principle of Deformation of Contours

Let C1 and C2 be two simple closed positively oriented contours such

that C1 lies interior to C2 .
If f (z) is analytic in a domain
Z D that contains
Z both C1 and C2 and
region between them, then f (z) dz = f (z) dz.
C1 C2

Proof-Hint: By introducing two lines L1 and L2 , convert D into two simply connected domains.

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Cauchy’s Theorem for Multiply Connected Domain

Suppose that
C is a simple closed contour positively oriented.
Ck (k = 1, 2, · · · , n) denotes a finite number of simple closed
contours, all positively oriented, that are interior to C and whose
interiors have no points in common.
If a function f is analytic throughout the closed region consisting of all
points within and on C except for the points interior to each Ck then
Z n Z
X
f (z) dz = f (z) dz .
C k=1 Ck
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Example

Let C be a positively
Z oriented simple closed contour enclosing the
dz
origin. Show that = 2πi using Cauchy-Goursat Theorem for
C z
multiply connected domains.

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