5 COMPLEX INTEGRATION Introduction. let f(z) be a continuous function of the complex variable z = r+iy defined at every point of a curve 'C’ whose end points are A and B. Let us divide the curve C into 'n’ parts by points A= po(20),Pr (21), Pa(z2)s" + Pi(zi) = B. Let 625 = 2-1 — % and let €; be a point on the are pj-1 — Pi- Then the limit of the sum D2, f(ei)dzi and n + oo in such a way that each 52; + 0, if it exits is called the line integral of f(z) along C and is denoted by Sc S(z)dz. If C is a closed curve, i.e. if po and pp coincide the integral is called the contour integral and is denoted by fc f(z)dz Y Figs 2735 COMPLEX INTEGRATION Complex Integration: The integral of a complex function is defined as the limit of a certain sum in the same manner as integral of a real function along the x-axis is defined. Multiple Point: If a curves intersects itself at a point then the point is said to be a multiple point of the curve. Simple curve: A continuous curve which does not have a point of self intersection is called a simple curve. Simple curves are called Jordan curves. Positively oriented simple closed curve: A simple closed curve C encloses a region, if the region lies to the left of a person when he travels along ‘C’, then curve /C’ is called positively oriented simple closed curve. Rely intersection point Fig.2 Contour Integral: An integral along a simple closed curve is called a contour integral... Simply - Connected Region: A region D is said to be sim- ply - connected if, for every closed curve ‘C’ in D, C; is wholly 2745 COMPLEX INTEGRATION contained in D. Simply - connectedness of a region is equivalent to the absence of holes in it or to the situation in which every closed curve in D can shrink to a point, all the while being in D itself. Multiply - Connected Region: A region which is not simply - connected is called multiply - connected region. 5.1 Evaluation of line integral The evaluation of a line integral is reduced to the evaluation of two real line integrals as follows: Since z = 2 + iy, dz = de + idy, f(z) =u+iv So f(2)dz = folu+ iv) (dx + idy) = Jolude —vdy) +i fo(vde+ idu) d Example 5.1. Bualuate le Gat Solution: Let z — z) = re‘, so that @ varies from 0 to 2m as z describes the circle C. an revs 0 (reid) ao = 4 po emda Case(i): when n = 0,1 =i fy” a0 = 2nt Case(i): when n #0,5 COMPLEX INTEGRATION ieee . p= 1 (2*(cosnd — isinnd)dd = —(sin nd + icosnd)3" =0 re: nr’ Example 5.2. Evaluate {'"(x = y+ ia?)dz (i) along the straight line between the limits (0,0) and (1,1) (i) over the path along the lines y = 0,4 = 1 (aii) over the path along the lines x = 0 and y= 1 (iv) along the parabola y? = x Solution: (i) Along the path OP, y = 2,dy = dz [q(x — y+ ix?) (da + idy) = fy (a - © + ix?)(1 + ide = (= 1) ff tar = 56-1) PCL, 1) (0,0) 5 Fig.3 (ii) Along the path OAP, 2765 COMPLEX INTEGRATION Fig. 4 1 | ay tia?ydes f (v-ytix?)dz=h+ly (5.1) 'OA AP Along the line OA, y = 0,dy = 0 Lo plea, — 8+ 2% fy = fo nda +i fp ade = ——— Along the line AP, x = 1,dx =0 n= fi(-wdy +f y)dy =* 342i Equation (5.1) becomes I = = (iii) Along the path OBP, I =along the line OB + along the line BP = +12 (6.2) Along the line OB, x = 1,dz =0 2775 COMPLEX INTEGRATION ¥ Pa.) R ° Fig. 5 _ t I =i {u(-w)dy = as Along the line BP, y = 1,dy =0 = 2 [ila - ide +i ff Pde = +5 Equation (5.2) becomes J = -5 + (= + :) (iv) Along the parabola y? = « = 2ydy = dx T= [Oley + ie?\de = f(y? — y + iy')(2y + dy Example 5.3. Bvaluate f-,zdz from A(0,0) to B(4,2) along the curve Cand z = # + it. ~ 2785 COMPLEX INTEGRATION Solution: Let 2 =x ~iy,z =2+iy=24+i32=0,y=t so that dx = 2tdt,dy = dt and dz = dx + idy = 2tdt + idt = (2t + i)dt. Also r= 0,4=>¢=0,2 and y=0,2 >t = 0,2. Hence I= fo dz = [(t? — iny(2t + at = 10 — 83 iC 0. 3 Note: The integral fudx + vdy is independent of the path if du dv ay Or" Example 5.4. Find the value of the integral [.(x-+y)dx+27ydy, (i) along y = x” having (0, 0), (3, 9) as end points, (ii) along y = 31 between the same points. Do the values depend upon the path? Solution: Let J = (w+ y)de + 2?ydy = / ude +vdy (5.3) : du Here u= 2+ y and v = ay and we have 5* = a that 2 4 2 ironce the integral is dependent on path. an * By (i) Along y = 2?,dy = 2xdx and « varies from 0 to 3. Now equation (5.3) becomes T= (v4 02)dx + 02.22 2ade = [3 a + 0? + 205)de 2795 COMPLEX INTEGRATION (ii) Along y = 3x,dy = 3dx and @ varies from 0 to 3. Now equation (5.3) becomes 43 1 = [8(@ + 32)de + 2°(3x)3de = [ox + 07] = 200.25 0 Example 5. -5. Evaluate f.3y°dx + 2ydy where C is a circle a? +y? =1 counter clockwise from (1,0) to (0,1). Solution: Let I = f., 3ydx + 2ydy. Given 2? + y? = 1. Differentiate w.r.to x and y, we get 2adx + 2ydy = 0 = ydy + rd = 0 > ydy = —2de JT = fP3(1 = 2°)dx — Qede = [82 - 2 - 22) =1 5.2 Cauchy’s Integral Theorem Statement: If f(z) is analytic and f/(z) is continuous at all points inside and on a simple closed curve C, then f, f(z)dz = 0. Proof: Let f(z) = u+tiv,z =a + iy and dz = de + idy. Then fo f(2)dz = fo (u+iv)(de-+idy) = $0 (ude-+iudy-+ivde— vdy) ¢. fle)d2 = ¢ (ude ~ vdy) + i(udy +vdz) (5.4) We know by Green's theorem in a plane, 2805 COMPLEX INTEGRATION Ou Ov fuer + dy) = day (je +5 ny) dy Bquation (5.4) becomes gosceve= SS [(—Featn by on Ov Fatt) 4 (Moy — Or ao ay” dy Iu Bae “ti ee ray +i ff ($e te ~ 3 ay mG nt 9) day +i 5 (Fe Fe) dedy =0, by C-R Ox du Ov du __ dv On Oy’ Oy Ox equations That is fr, f(z)dz = 5.2.1 Cauchy's Theorem for Multiply Connected Region Statement: If f(z) is analytic and f’(z) is continuous at all points in ne region ae by simple closed curves C; and C2, then So, £ z)dz = fo, Flz)dz. Corollary: If f(z) is analytic and f/(2) is continuous at all Points in the region between the curves C1, C2,C3,"* + Cn which lies entirely within a simple closed curve C, then So Se)de = f, f(a\de + fo, Slelde ++ fo, Se)d2 2815 COMPLEX INTEGRATION Cauchy’s Fundamental Formula (OR) Cauchy’s Integral Formula Statement: If f(z) is analytic and fe i pa and if ‘a ft! is any point inside C then f(a) = om f(2) a z- Proof: The function F(z) = is analytic at all points ex. L(2) cept = =a. Since — a is analytic with ‘a’ as centre and radius 'r' draw a small circle C which lies entirely within C. ee (5.5) Let s-a=rel” = z=at+re® = dz =0+ read = rieiag.., Equation (5.5) becomes f(z) f(atre®)rie® aa g Lorre je’ 5 pais f Oe ao (5) Asr— 0, the circle C; shrinks to the point ’a’, but @ = 0 to 2n. Equation (5.6) becomes r f(z) . (2 So te = if" f(a)a0 = if(a)[0]R* = if (a)2n = 2nif (a) (6.7) 2825 COMPLEX INTEGRATION Corollary: Differentiate (5.7) w.r.to a, we get pie) = fe (@ Apt) sees ile) G-aP Differentiate again w.r.to a, we get sol= 75 $e (fan) fees 2 Oni fo fs dz Differentiate again w.r.to a, we get “ _ x3 f(z) res 2 (eth) te 8 lat Qi f(a) = Thats 7a) = * f a dz ete. In general, f"(a) = fe) 4 fa om 5 fon (z-a)rtt ° Note: We recall that a point zo at which a function f(z) is not eats is known as singular point or a singularity of f(2). To nd the singularity of f(z), equate the denominator of f(z) to “0 and solve it for z. For example the singularity of f(2) = z Pesree is obtained as (z — 1)(z - 2) =0 2835 COMPLEX INTEGRATION 2-1=0,2-2=032=12=2 2 Example 5.6. Bualuate f, =e zd2 where C is a circle (i) |2| = 2, (ii) |e =5 Solution: Singular points are obtained by putting z+1=0> an CL Fig.6 (i) The singular point z = —1 lies within the circle |z| = 2. fa. z- Then by Cauchy's integral formula f(a) = = f, mri es ue yoat= = 2nif(a), we have fc Se =fo— E dz = 2nif(-1). Here f(z) = e7?,a= c )] land f(-1) =e. Hence f, dz = 2nie. z+15 COMPLEX INTEGRATION }) The singular point: 2 = —1 lies outside (i) The § z = 0 by Cauchy’s theorem, phen vel 2 COS 72" pxample 5.7. Bualuate ep” where Cis a circle jel =3- Solution: Singular points are obtained by putting (c- Iz - 2) = 0,2 = 1,2. Both the singular points lies within Ne Gaeta Multiply both sides of (5.8) by (z — 1)(z—2), we get 1=Alz-2) + B(z-1). When z= 2,1=0+ B(2-1)3B=1. When z=1,1= A(1-2)=-A3A=-1 Hence equation (5.8) becomes 1 CHET = sz 1 cos 2"dz Siam & (Gne=a) 2855 COMPLEX INTEGRATION cos 72 cos mz? =~ fe Gay t he GaH® 1 - 1 3) cosmz*dz = -I + In cos 72? n=} ae By Cauchy’s integral formula fq 7 eaten = fo ( F(a) = (5.9) oe f(@) 2 az=2rifla) 6.10) Comparing (5.9) and (5.10), we get a = 1, f(z) = cosnz? > f(1) = cosm = —1. Equation (5.9) implies that cos 72? h=feG-ay ye = rfl ) = 2ni(-1) = 2 COS TZ" Also Jz -¢ dz = 2nif(2 Jo @=B) @) We have f(z) = cosmz? = f(2) =cos4m = 1. Equation (5.11) becomes toe er as= = 2nif (2) = 2mi(1) = Qn. cos m2” “Se @e-9" = —(-2mi) + Ini = Ari 286 (5.11)5 COMPLEX INTEGRATION Example 5.8. Using Cauchy's integral formula evaluate f at where C is a cirele |2| = 2, IC (. wlution: Singular points are obtained by putting (e+1)'= 0 2 = ~1 which lies inside the circle C. By Cauchy's integral formula fe Sz) _ 4 = fo $a os f(z) 2nt "= a5 3 G-aji” ~ ay? = a F(a). 22 tiace fc Fapte= f AO a dz= a gm 1) (5.12) where f(z) = €?*, qo = 267, f"(z) = de", f'"(z) = 86? an f"- (-1) = 8e72 = Now equation (5.12) becomes 22 jen? ten? feo yade = Ay roa) _ 8rie e 6 3 Example 5.9. Evaluate fo mes dz where C is a circle k-a=1. Solution: Singular points are obtained by putting 27-1 =0 = =; Ses 1,1. The singular point z = 1 lies within the circle 2875 COMPLEX INTEGRATION |z— 1] =1 but 2 = —1 lies outside the circle |z - 1] = 1. 1 A Now =Gne-) z+it (5.13) Multiply both sides of (5.13) by (z + 1)(z — 1), we get 1= A(z-1)+ Biz +1) When z= 1,1=0+2B => B=1/2 When z = —1,1 = A(-2) + A = -1/2. hence equation (5.13) becomes 1 1 +—t_ 1 2-1 %e+1)* 2@-h 327 ete 2 =) =f EES ai +z)dz+ fi, wea may? +2)dz Pte ly tte =-3 fo et e+ 5 fo a1) =~ Fen) f(-1) + 5(2mi)f(1), where f(z) = 32? +2 =—m xX0+7i x 4 = 4mi where f(1) = 4. 3. 2 Hence §, Fs = ani. Example 5.10. Evaluate fo G- ——~jdz where C is a circle So lz+i]=2. 7 2885 COMPLEX INTEGRATION Solution: Singular points are obtained by putting (z — 1)5 0 = z= 1 isa singular point lies inside the circle |z + i] = 2. 2! f(z) mile Gap By Cauchy’s integral formula f(a) = ¢ ¢ $2) gg = 2 PAE g(a) where f(2) = 26" Ic ic (2-4) (6.14) Let f(z) = ze, f'(z) = 2ze* +6, f(z) = 2[2ze% +07] + 2? and f"(—1) = 2(2e? +e”) = 8e?. Fig.7 Equation (5.14) becomes 2: ee eg Coe eon om pra) 2a (ge?) = 8rie? = Example 5.11. Evaluate fc over the circle |z —2| = 1. dz 22 — 22 Solution: Singular points are obtained by putting z? - 22 = 0 2895 COMPLEX INTEGRATION => 2(2- 2) =0 = 2 = 0,2 and |z = 2| = 1 is a circle with centre (2.0) and radius 1. Only the singular point z = 2 lies within the circle |z — 2| = 1. Hence by Cauchy's integral formula = 2nif(2), where f(z) = -20(1) on Example 5.12. Evaluate the integral § cos zdz where C is an ellipse 9x? + 4y? = 1. Solution: Here = = 0 is a singular point which lies within an 2 ellipse 7a + ia = 1. Hence by Cauchy’s integral formula = fae = 2nif(0) = 2ni x 1 = 2ni, where Example 5.13. Evaluate (i ae waz where C is a circle with unit radius and centre 1. Solution: Singular points are z? — 1 =0 + z= +t1, hence only == 1 lies within the circle. Hence by Cauchy’s integral formula 2905 COMPLEX INTEGRATION 2mi f(z) = Qi, where f(z) ‘xample 5-14. Evaluate $ where Cis a circle |z| dz 23(z+4 4) Solution: Singular points are obtained by putting 2°(z + 4)= 0=2=0 and z = —4 of which only z = 0 lies inside the given circle. By Cauchy’s integral formula 1 = dz gtd, F(z) il faery Fr =F Gost IO = 3 Qni -1 2 = SEP"), where f(z) = qe" @- aR =ni( 1), where f"(0) = 2 = 1 32)' Z (0+4)3 — 32 EXERCISE sin 3zdz 1. Evaluate g z+ (m/2) if C is a circle |2| = 5.10. i. . Evaluate § . Evaluate § . Evaluate § 5 COMPLEX INTEGRATION . Evaluate §xe pees where C is a circle |z| = 1. . Evaluate f 7 where C is a circle |z| = 1. where C is a circle |z| = 1. (z- 7 ee \(-2.< a <2) where Cis the boun- dary of a ae 5 ce sides lie along z = +2 and y = +2 described in the positive sense. E . Show that f capt = mie*(a +2) where z =a lies inside the closed curve C, using Cauchy’s integral formula. . Show that. § eye = 2ri where C is a circle |z| = d: z a where C is |z| = 3. . Evaluate f 12 = bd GRAVE sore C is an ellipse 2? +4y? = 4 4 1)dz Without using residue theorem, evaluate § SS AME ny — 2? re Cis a unit circle |2| = 1. dz 5 ide Evaluate § maa if (i) 0 lies inside C and 1 lies outsi C, (ii) 1 lies inside © and 0 lies outside C and (iii) 0 lies 292