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Complex Analysis: Lecture 09

Topic 04: Complex Integration

MGPP, AC, ST, SP

IIT Guwahati

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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
Cauchy’s Integral Formula
Cauchy’s Integral Formula for n-th Derivative
Consequences/Applications of Cauchy’s Integral Formulas
Cauchy’s Estimate, Liouville’s Theorem, Fundamental Theorem of Algebra, Gauss
Mean Value Theorem
Maximum Modulus Theorem, Minimum Modulus Theorem, Schwarz Lemma
Morera’s Theorem
MGPP, AC, ST, SP Complex Analysis: Lecture 09
Integration of f : [a, b] ⊂ R → C

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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 Z b 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
ℜ f (t) dt = ℜ( f (t)) dt, ℑ f (t) dt = ℑ( f (t)) dt .
a a a a

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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 
f (t) dt = e +it
t 2
dt
0 0
Z 1 Z 1
= et dt + i t2 dt
0 0
" 3 #1
h i1 t
= et +
t=0 3 t=0
1
= (e − 1) + i
3

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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 ′ (t) = u(t) and V ′ (t) = v(t) for t ∈ [a, b].
Then, the function defined by F(t) = U(t) + i V(t) satisfies F ′ (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) .

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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 Z b 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

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


Simple Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a simple curve if γ(t1 ) , 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.
MGPP, AC, ST, SP Complex Analysis: Lecture 09
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.
MGPP, AC, ST, SP Complex Analysis: Lecture 09
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 ) , 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.
MGPP, AC, ST, SP Complex Analysis: Lecture 09
MGPP, AC, ST, SP Complex Analysis: Lecture 09
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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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′ (t) = x′ (t) + i y′ (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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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 b q
L = Length of the curve = |z′ (t)| dt = (x′ (t)2 + y′ (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′ (t) = − sin(t) + i cos(t) for t ∈ [0, π].
Further, |z′ (t)| = 1 for t ∈ [0, π].
The length of the curve γ joining z(0) and z(π) is
Z π Z π
L= |z (t)| dt =

1 dt = π .
0 0

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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′ (t) = x′ (t) + i y′ (t) exists and continuous in [a, b],
2 z′ (t) , 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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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′ (t) , 0 for t ∈ (a, b)
and hence the unit tangent vector

z′ (t)
T (t) = ′ for all t ∈ (a, b)
|z (t)|
is well defined, with angle of inclination arg(z′ (t)).

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

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


(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].

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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

Recall from MA102:


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

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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′ (t) dt .
C a

If f (z) is (piecewise) Z
continuous on the contour C then the above integral exists.
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 2ieit dt = 2e−it 2ieit dt = 4i dt = 4π i .

2e
−π/2 −π/2 −π/2

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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 Z b
f (z) dz ≤ | f (z)| dz ≤ | f (z(t))| |z′ (t)| dt ≤ ML
C 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 .

MGPP, AC, ST, SP Complex Analysis: Lecture 09


Does Line Integral depend on the Paths?

Let f (z) = z for z ∈ C.


the straight line segment from the point z1 = 1 to the point z2 = −1.
Let C1 be Z
Compute f (z) dz.
C1
Answer:Worked out on the board.
Let C2 be the semi-circle with center
Z 0 and radius 1 starting from the point z1 = 1
to the point z2 = −1. Compute f (z) dz.
C2
Answer:Worked
Z out on the board.
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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09


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

Let f (z) = z for z ∈ C.


the straight line segment from the point z1 = 1 to the point z2 = −1.
Let C1 be Z
Compute f (z) dz.
C1
Answer:Worked out on the board.
Let C2 be the semi-circle with center
Z 0 and radius 1 starting from the point z1 = 1
to the point z2 = −1. Compute f (z) dz.
C2
Answer:Worked
Z out on the board.
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.

MGPP, AC, ST, SP Complex Analysis: Lecture 09

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