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MATH F112 (MATHEMATICS-II)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
Module 11-12
Complex Integration
Simply Connected Domain

Simply Connected Domain


A domain D is said to be simply connected if every
simple closed contour within it encloses only points of D.

Example
The disk |z − z0 | ≤ R.
The interior of a rectangle (boundary include or
not).

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 3 / 31


Cauchy-Goursat Theorem for a
Simply Connected Domain

Theorem
If f is analytic throughout a simply connected domain
D, then Z
f (z) dz = 0,
C
for every closed contour C in D.

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Multiply Connected Domain

Multiply Connected Domain


A domain which is not simply connected is called
multiple connected.

Example
The annular domain between two concentric circles.

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Cauchy-Goursat theorem for
multiply connected domain

Theorem
Suppose that
C is a simple closed contour described in the
counterclockwise direction,
Ck (k = 1, 2, . . . , n) are finite number of simple
closed contours interior to C described in the
counterclockwise direction, that are disjoint and
whose interiors have no point in common.

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Cauchy-Goursat theorem for
multiple connected domain

If f is analytic in and on C except the points interior to


Ck . Then,
Z n Z
X
f (z) dz = f (z) dz.
C k=1 Ck

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Theorem
Let C1 and C2 denote positively oriented simple closed
contours, where C1 is interior to C2 . If a function f is
analytic in the closed region consisting of those contours
and all points between them, then
Z Z
f (z) dz = f (z) dz.
C1 C2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 8 / 31


Cauchy-Integral Formula
Let f be analytic everywhere in and on a simple closed
contour C, taken in the positive sense. If z0 be any point
interior to C, then
Z
1 f (z)dz
f (z0 ) = .
2πi C z − z0

An extension of the Cauchy’s integral formula is


Z
n! f (z)dz
f (n) (z0 ) = (n = 1, 2, . . .).
2πi C (z − z0 )n+1

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Q. 1(b), Page - 170

Let C denote the positively oriented boundary of the


square whose sides lie along the lines x = ±1 and
y = ±1. Evaluate the following integral:
Z
cos z
2
dz.
C z(z + 8)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 10 / 31


Sol. We have
cos z/(z 2 + 8)
Z Z
cos z
dz = dz.
C z(z 2 + 8) C z

Here f (z) = cos z/(z 2 + 8) is analytic in and on C,


therefore by using Cauchy-integral formula

cos z/(z 2 + 8)
Z
dz = 2πif (0) = πi/4.
C z

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Q. 2(a), Page - 170

Evaluate C z 2dz+4 where C : |z − i| = 2.


R
Sol. We have
Z Z
dz 1/(z + 2i)
2
= dz·
C z +4 C z − 2i

Here f (z) = 1/(z + 2i) is analytic in and on C, therefore


by using Cauchy-integral formula
Z
1/(z + 2i)
dz = 2πif (2i) = π/2.
C z − 2i

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Q. 2(b), Page - 170
Evaluate C (z 2dz
R
+4)2 where C : |z − i| = 2.
Sol. We have
1/(z + 2i)2
Z Z
dz
2 2
= 2
dz·
C (z + 4) C (z − 2i)

Here f (z) = 1/(z + 2i)2 is analytic in and on C,


therefore by using Cauchy-integral formula

1/(z + 2i)2
Z
2
dz = 2πif 0 (2i) = π/16.
C (z − 2i)

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Q. 4, Page - 170
Let C be any simple closed contour, described the
positive sense in the z-plane and write

z 3 + 2z
Z
g(z0 ) = 3
dz·
C (z − z0 )
Show that
g(z0 ) = 6πiz0 ,
when z0 is inside C and that

g(z0 ) = 0,

when z0 is outside C.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 14 / 31
Sol. When z0 is inside C, the given integral is of the form
Z
f (z)
g(z0 ) = 3
dz,
C (z − z0 )

where f (z) = z 3 + 2z is analytic in and on C.


Therefore, the Cauchy-integral formula gives

z 3 + 2z
Z
2πi 00
g(z0 ) = 3
dz = f (z0 ) = 6πiz0 .
C (z − z0 ) 2!

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 15 / 31


3
z +2z
When z0 is outside C, the integrand (z−z 0)
3 is analytic in

and on C and therefore, the Cauchy-Goursat theorem


gives
z 3 + 2z
Z
g(z0 ) = 3
dz = 0.
C (z − z0 )

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The Derivative of an
Analytic Function

Theorem 1(Page 168)


The derivative of an analytic function is also analytic i.e.,
If f is analytic at a given point, then its derivatives of all
orders are analytic there too.

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Morera’s Theorem

Morera’s Theorem(Page 169)


If a function f is continuous in a domain D and if for
every closed contour C lying in D,
Z
f (z) dz = 0,
C

then f is analytic in D.

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Cauchy’s Inequality

Cauchy’s Inequality(Page 169)


If f is analytic in and on CR : |z − z0 | = R and
|f (z)| ≤ MR on CR , then
n!MR
|f (n) (z0 )| ≤ , n = 1, 2, . . . .
Rn
Proof. Use Cauchy’s integral formula.

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Q. 5, Page - 171
Show that if f is analytic within and on a simple closed
contour C and z0 is not on C, then
f 0 (z)
Z Z
f (z)
dz = 2
dz·
C z − z0 C (z − z0 )

Sol. Consider two cases:


Case I. z0 lies inside C. In this case evaluate both sides
(which will be equal to 2πif 0 (z0 )) using Cauchy-integral
formula.
Case II. z0 lies outside C. In this case both sides are
zero using Cauchy-Goursat theorem.
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Q. 10, Page - 172
Let f be entire function such that |f (z)| ≤ A|z| for all
z, where A is a fixed positive number. Show that
f (z) = a1 z, where a1 is a complex constant.
Sol. Let CR be the circle |z − z0 | = R, then we have
Z
2! f (z)
f 00 (z0 ) = dz,
2πi CR (z − z0 )3
which gives
Z
1 f (z)
|f 00 (z0 )| =

3
dz
πi CR (z − z0 )
Z
1 f (z)
= dz
π CR (z − z0 )3
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Now we try to apply M L inequality to estimate the
integral on the right. Let z be a point on CR ,

|f (z)| ≤ A|z| = A|z − z0 + z0 |


≤ A(|z − z0 | + |z0 |) = A(R + |z0 |)

Thus for all z on CR ,



f (z) A(R + |z0 |)
(z − z0 )3 ≤ .

R3

The length of CR , L = 2πR.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 22 / 31


Therefore by M L inequality:

Z
00 1 f (z) 2A(R + |z0 |)
|f (z0 )| ≤ dz ≤ ·
π CR (z − z0 )3 R2

Since f is entire so we can take the circle of large radius


(R → ∞) which gives f 00 (z0 ) = 0. Since z0 is an
arbitrary point, so we must have f 00 (z) = 0 for all z and
hence f (z) = a1 z + b. Now |f (z)| ≤ A|z| gives f (0) = 0
and so b = 0. Hence f (z) = a1 z.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 23 / 31


Exercise Show that if f is analytic in an open disk D of
radius 1 and centered at 0 such that |f (z)| ≤ 1 − |z| in
D, then f (z) = 0 in D.
Hint. Use Cauchy’s integral formula for f (z) (for n = 0).

Exercise Show that if f is entire and


|f (z)| ≤ A + B|z|α for all z, for some fixed constants
A, B and 0 ≤ α < 1, then f (z) is a constant.
Hint. Use Cauchy’s integral formula for f (z) (for n = 1)
by taking C : |z − z0 | = R.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 24 / 31


Exercise Show that if f is entire and |f 0 (z)| ≤ |z| for
all z, then f is of the form a + bz 2 with |b| ≤ 1/2.
Hint. Use Cauchy’s integral formula for f 0 (z) (for
n = 2) by taking C : |z − z0 | = R.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) April 9, 2020 25 / 31


Liouville’s Theorem

Liouville’s Theorem
A bounded entire function is a constant.
Proof. Take n = 1 in Cauchy’s inequality.

Example
Show that sin z is unbounded.
Sol. We know that sin z is entire. If it is bounded then
by Liouville’s theorem it must be a constant. Thus, we
get a contradiction and hence sin z is unbounded.

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Fundamental Theorem
of Algebra

Fundamental Theorem of Algebra


Any polynomial

P (z) = a0 + a1 z + · · · + an z n ,

of degree n ≥ 1 has at least one zero. That is, there


exists at least one point z0 such that P (z0 ) = 0.

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Q. 1, Page - 178

Suppose f (z) is entire and u(x, y) ≤ u0 for all points


(x, y) in xy-plane. Show that u(x, y) must be a constant
throughout the xy-plane.
Sol. Since f is entire so ef is also entire. Now

|ef | = |eu+iv | = |eu | ≤ eu0 .

Therefore using Liouville’s theorem ef is a constant


throughout the plane and so f is a constant throughout
the plane. Hence, u is a constant throughout the plane.

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Exercise Suppose f (z) is entire and that
v(x, y) = Im[f (z)] > 0. Show that f (z) must be a
constant throughout the plane.
Sol. Since f is entire so eif is also entire. Now

|eif | = |eiu−v | = |e−v | ≤ 1.

Therefore using Liouville’s theorem eif is a constant


throughout the plane and so f is a constant throughout
the plane.

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Exercise Suppose f and g are entire functions such
that |f (z)| ≤ |g(z)| for all z. Prove or disprove whether
f (z) = kg(z) for some constant k.
Hint. Try yourself.

Exercise Show that if c is a complex number and f is


entire function such that |f (z) − c| > M > 0 for all z,
then f (z) is a constant.
1
Hint. Use Liouville’s theorem for f (z)−c ·

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End of Module 12
April 09, 2020

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