TEXT FLY WITHIN

THE BOOK ONLY

c^
00
^^
fc
66688 >m
m<OU_1
Q^
> DO
>D ^
^
-< CO
<

Cambridge Tracts in Mathematics
and Mathematical Physics
GKNERAL EDITORS
G. H.
J.

HARDY, M.A., F.R.S.
LEATHEM, M.A.

G.

No. 15

Complex

Integration and Cauchy's

Theorem

CAMBRIDGE UNIVERSITY PRESS
C.

CLAY, MANAGER
FETTER LANE, E.G.
100 PRINCES STREET

F.

ILonfcon:
lEninburgl):

A.

Brrlin:

F.

1Utp}ts:

$rfo lork:

Bombay

antj

STotonto:

3Tokno:

G.

Calcutta:
J.

M.

ASHER AND CO.
A. BROCKHAUS
P.

PUTNAM'S SONS

MACMILLAN AND
DENT AND SONS,

CO., LTD.

LTD.

THE MARUZEN-KABUSHIKI-KAISHA

//// rights

reserved

COMPLEX INTEGRATION
AND

CAUCHY'S

THEOREM

by

G.

N.

WATSON,

M.A.

Fellow of Trinity College, Cambridge

Cambridge
at

:

the University Press

1914

Cambridge

:

PRINTED BY JOHN CLAY, M.A.

AT THE UNIVERSITY PRESS

PREFACE
"ll/TY object in writing this Tract' was to collect into a single
volume those propositions which are employed in the
course of a rigorous proof of Cauchy's theorem, together with
a brief account of some of the applications of the theorem to

the evaluation of definite integrals.

endeavour has been to place the whole theory on a
definitely arithmetical basis without appealing to geometrical

My

intuitions.

With that end

include an

account of various propositions of Analysis Situs,

in

view,

it

seemed

necessary to

on which depends the proof of the theorem in its most general
Tn proving these propositions, I have followed the general
form.
course of a

memoir by Ames

;

my

indebtedness to

textbooks on Analysis by Goursat and by de
will

la

it

and to the

Vallee Poussin

be obvious to those who are acquainted with those works.

must express my gratitude to Mr Hardy for his valuable
criticisms and advice my thanks are also due to Mr Littlewood
I

;

and

to

Mr H.

Townshejid, B.A., Scholar of Trinity College, for

their kindness in reading the proofs.

G. N.
TRINITY COLLEGE,
February 1914.

W.

CONTENTS
INTRODUCTION
CHAP.

.......
.......

T.

ANALYSIS SITUS

TT.

COMPLEX INTEGRATION

.

.

.

.

.

PAGE
1

3

.

17

TIT.

CAUCHY'S THEOREM

IV.

MISCELLANEOUS THEOREMS

41

THE CALCULUS OF RESIDUES

4G

V.
VI.

THE EVALUATION

.....
.....
......
......

OF DEFINITE INTEGRALS

VII.

EXPANSIONS IN SERIES

VIII.

HISTORICAL SUMMARY

.

.

30

54
73
77

INTRODUCTION
THROUGHOUT the

1.

wherever

tract,

it

has seemed advisable, for

the sake of clearness and brevity, to use the language of geometry,
I have not hesitated to do so
but the reader should convince himself
;

the arguments employed in Chapters I IV are really arithmetical arguments, and are not based on geometrical intuitions. Thus,
no use is made of the geometrical conception of an angle when it is
that

all

;

necessary to define an angle in Chapter
is

I,

The fundamental theorems

given.

a purely analytical definition

of the arithmetical theory of

limits are assumed.

A

number

of obvious theorems are implicitly left to the reader;
is a
simple curve (the coordinates of any point on

1
y =

a* +

i
'

*

simple

may

curves

point, together

'

'

that a circle

e.g.

x - cos y = sin
^ t ^ 2?r)
that two
with a common end-point, but with no other common
be written

form one

,

'

'

simple

,

curve

;

and

;

.several others of

a like

nature.
It is to l>e

noted that almost

problems of Analysis Situs

all

the

difficulties,

which are discussed

in

which

Chapter

I,

arise

those

in

disappear

if

the

curves which are employed in the following chapters are restricted to be
This fact is of some practical importance, since, in
straight lines or circles.
applications of Cauchy's Theorem, it is usually possible to employ only straight
lines and circular arcs as contours of integration.

2.

If z be

NOTATION.

a complex number, we shall invariably write
s

where x and y are

real

;

=x+

iy,

with this definition of

x and y we
t

write

1

x=R(z\ y = /(*).
a complex number be denoted by z with some suffix, its real and
imaginary parts will be denoted by x and #, respectively, with the same
If

suffix; e.g.

Zn
1

The symbols

R

= #n +

and I are read

*

iyn

',

real part of

'

and

4

imaginary part of

respectively.

W. C.

I.

1

'

Z

INTRODUCTION

further, if

be a complex number, we write

A

*

point' is a value of the complex variable,
therefore
determined
z\
by a complex number, z, or by two
real numbers (#, y).
It is represented geometrically by means of the

DEFINITIONS.

Point.

it is

Argand diagram.
Variation and Limited Variation 2
If /(#) be a function of a
real variable x defined when a^x^b and if numbers x^ x^ ... xn be
chosen such that a ^ x ^ #2
^ xn ^ &, then the sum
.

. . .

the variation off(x)for the set of values a, x, x^ ... xn b.
If for every choice of #1, 4*3, ... #n the variation is always less than

is called

>

,

some

finite

number

A.

variation in the interval
is called

n), f(x) is said to have limited
and the upper limit of the variation

(independent of

a

to b

;

the total variation in the interval.

[The notion of the variation of

f(.v) in

an interval a to 6

is

very

much

and throughof the length of the curve #=/(#)
out the tract propositions will be proved by making use of the notion of
variation and not of the notion of length.]

more fundamental than that

2

Jordan, Cours

;

d* Analyse,

105

et seq.

CHAPTER

I

ANALYSIS SITUS
Problems of Analysis situs to be discussed.

3.

perties of continua.

Main theorem

7.

exterior.

and

8.

4.

Definitions.

5.

Pro

Theorems concerning the order of a point.
a regular closed curve has an interior and an

6.
;

Miscellaneous theorems

;

definitions of counterclockwise

orientation.

The object of the present chapter is to give formal analytical
of
various theorems of which simple cases seem more or less
proofs
obvious from geometrical considerations. It is convenient to summarise,
3.

for purposes of reference, the general course of the
will

theorems which

be proved:

A simple curve is determined by the equations x=*x(t),y y(t) (where t varies
from t$ to T], the functions x (), y (t) being continuous and the curve has
no double points save (possibly) its end points if these coincide, the curve is
said to be closed.
The order of a point Q with respect to a closed curve is
defined to be n, where %irn is the amount by which the angle between QP and
Ox increases as P describes the curve once. It is then shewn that points in
the plane, not on the curve, can be divided into two sets points of the first
I with respect to the curve, points of the second set have
set have order
order zero the first set is called the interior of the curve, and the second the
It is shewn that every simple curve joining an interior point to an
exterior.
exterior point must meet the given curve, but that simple curves can be
drawn, joining any two interior points (or exterior points), which have no
;

;

;

;

point in common with the given curve. It is, of course, not obvious that a
closed curve (defined as a curve with coincident end points) divides the plane
into two regions possessing these properties.
It is

then possible to distinguish the direction in which

P

describes the

the criterion which determines
counterclockwise or clockwise)
the direction is the sign of the order of an interior point.

curve

(viz.

;

The investigation just summarised is that due to Ames 1 the analysis
which will be given follows his memoir closely. Other proofs that a closed curve
;

1

Ames, American Journal of Mathematics, Vol. xxvn.

(1905), pp. 348-380.

\

2

ANALYSIS SITUS

4

and an exterior have been given by Jordan 2 Schoenflies 3,

possesses an interior
Bliss 4,

and de

I

[CH.
,

Poussin 6

It has

been pointed out that Jordan's
proof is incomplete, as it assumes that the theorem is true for closed
polygons the other proofs mentioned are of less fundamental character than
la Valle'e

.

;

that of Ames.

A

DEFINITIONS.

4,

simple curve joining two points ZQ and

Z

is

defined as follows:

x = x(t\

Let 6

y = y(t\

where x(t\ y(i) are continuous one-valued functions of a real para7
t for all values of t such that 1 ^ t ^ T; the functions x (t\ y
(t)

meter

are such that they do not assume the same pair of values for any two
different values of t in the range t <t< T; and

Then we say that the
values of

t

for

set

^

which

of points (x, y), determined by the set of
T, is a simple curve joining the points z

^

If ZQ = Z,
To render the

and Z.

the simple curve is said to be closed*.
notation as simple as possible, if the parameter of
on the curve be called t with some suffix, the
point
any particular
of
that point will always be called z with the same
coordinate
complex
suffix; thus, if

we

zr (n]

write

=x

( r

(n)

)

+

iy (t r W)

= xp +
}

iy

(n)

A

9
simple curve is said to be regular if it can be
divided into a finite number of parts, say at the points whose para#
where t^^t^^t^^ ... ^ t m ^ T, such that when
meters are 1, 2

Regular

curves.

,

>

3
8

4

5

6

96-103.
Jordan, Cours d* Analyse (1893), Vol. i.
Schoenflies, Gottingen Nachrichten, Math.-Phys. Kl. (1896), p. 79.
Bliss,

American Bulletin, Vol.

x. (1904), p.

398.

342-344.
de la Vallee Poussin, Cours d> Analyse (1914), Vol. i.
The use of #, y in two senses, as coordinates and as functional symbols

,.

simplifies the notation.
7

We can always choose

were not

satisfied,

8

The word

9

We

such a parameter,

we should put
'

t

t,

that

t

< T

;

for

if

this inequality

- 1' and work with the parameter
'

t'.

'

except in the phrase closed curve is used in a different
sense ; a closed set of points is a set which contains all the limiting points of the
set ; an open set is a set which is not a closed set.
regard to

*

closed

do not follow Ames in assuming that
t.

x(t), y(t) possess derivatives

with

ANALYSIS SITUS

3-4]

5

r _! ^ t ^ trj the relation between x and y given by the equations
x = x(t\ y~y(t) is equivalent to an equation #=/(#) or 0/50

#=

<

where /0r

(^),

denotes a continuous one-valued function of

<

argument, and r takes in turn the values

1, 2, ...

It is easy to see that a chain of a finite

number

m+ 1,

of curves, given

its

=I

7

while #m+1

.

by the

equations

(where b 2 =fi(a 2 ),

...

3=/2(&s),

and

/j,

/2

,

...

are continuous one-valued

functions of their arguments), forms a simple curve, if the chain has no
double points ; for we may choose a parameter #, such that

/3 (a-M),
some of the inequalities in equations (A) he reversed, it
same manner that the chain forms a simple curve.

If

is

possible to

shew

in the

(i)

Each of the two curves whose equations are
= (?/), (y^y^ 3/1), where/ and
(ii) x

Elementary

curves.

y = /O)>

^ x ^ #0 and

(#o

<

<

denote one-valued continuous functions of their respective arguments,
is called an elementary curve.
In

Primitive period.
<o

= T7

we

J

the

of

case

define the functions

a closed

#() #(0

simple curve let

for all real values of

by the relations

x (t +
where w

any integer

is

functions

wo>)
o>

;

=

is

a?

(),

y

(t

4-

w<u)

- 3/ (),

called the primitive period of the pair of

x (t\ y (t\

If z ^i be the complex coordinates of two distinct points
fiy we say that P^P\ makes an angle Q with the axis of x if
10
satisfies both the equations

Angles.

P

>

'

'

>

cos

=

K

(a?,

- a?

),

-

sin
2

K

(^

-

y

),

2

the positive number {(^i-^ ) + (^i-^o) }~*.
an infinite number of solutions such that
has
equations

where K

1

It is

is

This pair of
be any

if 0, 0'

supposed that the sine and cosine are defined by the method indicated
it is easy to deduce the statements
Series,
60, (2)

by Bromwich, Tlwory of Infinite

made concerning

;

the solutions of the two equations in question.

6

ANALYSIS SITUS

two different solutions, then (0'-0)/27r

[CH.

I

an integer, positive or

is

negative.

Order of a point.

Let a regular closed curve be defined by the
be the primitive

x-x(t\ y=y(t\ (t^^t^T} and let o>
x (t\ y (). Let Q be a point not on the

equations
period of

curve and

let

P

be the point on the curve whose parameter is t. Let
(t) be the
angle which QP makes with the axis of x\ since every branch of
arc'cos {K(#J-#O )} and of arc sin {*(y\-y^\ * s a continuous function
of

,

it is

possible to choose 0(t) so that 0(t)

is

a continuous function

The
reducing to a definite number Q(tQ ) when t equals
points represented by the parameters t and t + u are the same, and
of

t

-

hence

(t\

(t

+ w)

QP

are two of the values of the angle which
therefore
;

makes with the axis of x

+

(t

- 6 (t) - 2w7r,

u>)

where n

is

curve.

To shew that n depends only on Q and not on the

point,

an integer

n

;

called the order of

is

P, taken on the curve,

let t

vary continuously; but since n
Hence n is constant 11

is

Q

with respect to the
particular

vary continuously; then 0(i), 0( + w)
an integer n can only vary per saltus.

.

5.

A

CONTINUA.

two-dimensional continuum

is

a set of points

z be the complex coordinate of any point of the set,
a positive number 8 can be found such that all points whose complex
coordinates satisfy the condition z - Z Q < 8 belong to the set 8 is a

such that

(i) if

|

,

The

Example.

points such that

|

s\

;

\

number depending on z (ii) any two
by a simple curve such that all points

<

points of the set can be joined
of it belong to the set.
1

form a continuum.

11
This argument really assumes what is known as Goursat's lemma (see 12)
for functions of a real variable.
It is proved by Bromwich, Theory of Infinite

example

Serieg, p. 394,

P of the

18, that

if

an interval has the property that round every

we can mark

off a sub-interval such that a certain inequality
denoted by {Q, P} is satisfied for every point Q of the sub-interval, then we can
divide the whole interval into a finite number of closed parts such that each part

point

interval

contains at least one point PI such that the inequality {Q, Pj}
points Q of the part in which PI lies.

is satisfied

for all

In the case under consideration, we have a function, <f>(t) = (t + w) - 0(t),
< c,
which is given continuous the inequality is therefore
(t)
(t )
where e is an arbitrary positive number by the lemma, taking e < 2ir, we can
divide the range of values of t into a finite number of parts in each of which
of

r

t,

;

|

<f>

\

;

]0{t)

-

<j>(ti)

each part and

|

and is therefore zero; 0(t) is therefore constant throughout
therefore constant throughout the sub-interval.

<: 2ir

is

ANALYSIS SITUS

4-5]

7

'

be connected with a set of
Neighbourhood, Near. If a point
way that a sequence (zn \ consisting of points of the
is a limiting point of the
set, can be chosen such that
sequence, then
points in such a

the point

said to have points of the set in its neighbourhood.

is

'

The statement all points sufficiently near a point have a certain
property means that a positive number h exists such that all points z
'

satisfying the inequality

\z-\<h

have the property.

Boundaries, Interior and Exterior* Points.

tinuum

is

if it

point

fined

s

point

by

A

z\

its

Any point of a consaid to be a boundary

is

neighbourhood.

such that

,

<

J2

|

= l,

is

a boundary point of the continuum de-

1.

*

point which

an exterior

A

interior point.

point
not a point of the continuum, but has points of the

is

continuum in

A

an

called

not an interior point or a boundary point

is

is

called

point.

[f (zn ) be a sequence of points belonging to a continuum, then, if this
is either an interior point or a
sequence has a limiting point f, the point
boundary point for, even if f is not an interior point, it has points of
;

the continuum in
fore a

its

neighbourhood,

viz.

points of the sequence, and

is

there-

boundary point.

near an exterior point are exterior points ; for let z
if no positive number h exists such that all points
satisfying the inequality \z zQ \<h are exterior points, it is possible to find a
is an interior point or a boundary point and
sequence ( n ) such that
z
<2~ n and, whether (n is an interior point or a boundary point, it is
n
n
'~
so that
to find an interior
n
n such that
All points

sufficiently

be an exterior point

|

;

then,

;

1

'

possible
|

fn

30

f
fnl<2~
point f
the limiting point of the sequence f,/ therefore

1

< 2 1-n

,

and

ZQ is

;

an interior point or a boundary point this
fore, corresponding to any particular point z
;

is

ZQ is

contrary to hypothesis ; therea number h exists. The theorem

is
,

therefore proved.

A

continuum

boundary

is

Example.

is

called

Let

S

where f is one-valued
is

constant.

an 12 open region, a continuum with

its

a closed region.
be

a
o?

k

;

j

'

Then

and

set

of points

<ff <#!,

z

(

= x + iy)

defined by the relations

#=/(#)+r

continuous, r takes all values such that

the set

of points
12

S forms

a continuum.

Sec note 8 on p.

4.

(1),

0<r<&, and

ANALYSIS SITUS
Let

sf

[CH.

I

be any point of $, so that

< tf <

#

> 0,

Choose

y'

#,,,

where

=/(

< / < k.

so that
(2).

we may choose

Since / is continuous

d

> 0,

so that

l/(*)-/(-OI<
when

|

#

a/
1

<

d.

It

is

convenient to take S so small that
(3).

so

<#<^

Then

o?

Also,

when

|

x

since

x'\

)

x

x'
|

<

5.

< 5,

/(*)- </(.V) </(*) +
that* if ^ be any number such that

then

Adding

(4a).
(2),

(3a)

and

(4a),

we

see that

Therefore the point z**x-\-iy, chosen in this manner,
if & be the smaller of 8 and * and if

Hence,

is

a point of the set S.

,

|

*-/!<',

the conditions (2a) and (4) are both satisfied, and hence z is a member of the
The first condition for a continuum is, consequently, satisfied.
set.
Further, the points /, z" (for which / ^ r"), belonging to S, can be joined
by the simple curve made up of the two curves defined by the relations
(i)
(ii)

Hence S is

#=r^,

ANALYSIS SITUS

5-6]
LEMMA.

6.

Any

limiting point

of a

Q

set

9
of points on a simple curve

on the curve.

lies

Take any sequence

of the set which has Q as its unique limiting point ;
the parameters of the points of the sequence be ^, 2 , .... Then the
13
sequence (t n ) has at least one limit T, and t ^T ^ T. Since x(t), y (t) are
continuous functions, lim x ( n )=# (r), lim y (tn )=y (r) and (x (r), y (T)) is on
let

;

the curve since

t

^r^

T;

Q

i.e.

is

on the curve.

If Q be a fixed point not on the curve, the distance of
from
on
the
curve
has a positive lower limit 8. For if 5 did not exist we
points
could find a sequence (Pn ) of points on the curve such that QQ Pn +i<$QoPn9
so that Q would be a limiting point of the sequence and would therefore lie
on the curve.

Corollary.

THEOREM

I.

If a point

curve, all points sufficiently

is of order n with respect
near it are of order n.

to

a

closed simple

Let Qo be a point not on the curve and Qi any other point.
of points on the curve from Q has a positive lower
o
if
so
limit,
that,
Q Q Qi ^ ^o, the line Q Q l cannot meet the curve.
Let t be the parameter of any point, P, on the given curve, and r

Then the distance
;

the parameter of a point, Q, on
with the axis of x then (t, T)
;

Q

Qi, and

is

a continuous function of

(t,

T) the angle

QP makes
T,

when

t is

fixed; therefore

0(* + tt,T)-0(*, T)
is

a continuous function 14 of r

;

but the order of a point (being an

therefore 0(t + o>, r)
0(t, r) is a
therefore the orders
constant, so far as variations of T are concerned
of Qo, Qi are the same.

integer) can only vary per salt us

;

;

The above argument has obviously proved the

more

following

general theorem:
II.
If two points Q Q l can be joined by a simple curve
no
in
common with a given closed simple curve, the orders
having
point
f Qo, Qi with regard to the closed curve are the same.

THEOREM

The

,

following theorem

THEOREM III.
to a given

regard
lias

now evident

If two points

Q

,

:

Qi have different orders with
them

closed simple curve every simple curve joining

at least one point in

THEOREM

is

9

common with

the given closed curve.

P

Within an arbitrarily small distance of any point,
of a regular closed curve, there are two points whose orders differ by unity.

The curve
13

IV.

consists of a finite

Young, Sets of Point*, pp.

,

number of parts, each of which can be

18, 19.

14

See note 11 on p.

6.

ANALYSIS SITUS

10

[CH.

I

represented either by an equation of the form y =/(#) or else by one
of the form
where y* is single-valued and continuous. First,

xJ(y\

P

be not an end point of one of these parts.
Let the part on which Q lies be represented by an equation of the
form y = /(#); if the equation be #=/(#), the proof is similar.

let

Q

P

The lower
curve 15

is,

Hence

where

0<r<r

if

P

limit of the distance of

say, r lt

1}

t\

a

>

from any other part of the

0.

circle of radius

centre

r,

P

,

contains no

point of the complete curve except points on the curve y =f(x)
the curve y-f(x) meets the ordinate of Q in no point except

P

- r).
B be the point
#o + 0> ^ ^ ne P ^ (#o, #o
and if
If P be any point of the curve whose parameter

Let

is t

if

and

;

.

(#<>,

be the angles which
that

P

BP = p,
sin

BP, BI P make

B,P = Pl and

<t>

.

>

with the x axis,

=

(0

COS

v

(tf),

O l (t)

easily verified

it is

- ^ (0,
"

~~

"

~
.

ppl

PP1

If o> be the period of the pair of functions x (t\ y (t) and if 8 be so
of the points whose parameters are
small that the distances from

P

t

8 are less than r, then 16, if

= (2^ -f
(t^

<

3

l)?r,

x (tQ +

8)

>x(

<^>

(#

-4-

),

8)

> (2%

4-

l)?r,

+ <o -8)

15 If a
positive number TI did not exist, by the corollary of the Lemma, PQ
would coincide with a point on the remainder of the curve i.e. the complete curve
would have a double point, and would not be a simple curve.
w If x (to 5) < x (fo), the inequalities involving have to be reversed.
;

-I

ANALYSIS SITUS

6]

11

x - # = 0, and
a>
then cos</> is positive since (#-# ) + (#-#o)
Hence <=*= (2^ + I)TT when f < ^ < ^o + w therefore since <()is a
But % 4= ^ 2 for if % = #2
continuous function of t, 2 % =
or + 1.
>
<
4+
co
then
+
(t
(2^ 1) w,
8)
($) would
(2i + 1) a- and
(
8)
+
?r
+
co
8
+
and
8.
for
some
of
between
value
equal (2w x
1)
= 1, and consequently
Therefore # 2 - {0!
- Bl (t )} = <t>(to + <)-<t> (tn ) = 27T,
{0 (#o + CO) -0 (* )}
(# + 0>)
But when

<

t

t

<

+

t

sin

o>,

vanishes only when

<

^

2

;

;

<

<

<t>

i

that

to say the orders of B,

is

The theorem
If

is

PI be an end

P B<
similarly Pj B

r,

Q

<

PP

PiP

P

is

then

arbitrarily small;

are arbitrarily small

} ,

by unity.

of the curve (not an end point)

Q

is

PB < 2P P

and therefore

l9

by unity the theorem

THEOREM

differ

point, a point

can be found such that
since

BI

therefore proved, except for end points of the curve.

l9

P B<P Pi
Q

so that

P^B, and

since the orders of B,

;

B

l

differ

proved.

If two continua Ci C<2 have a point Q in common,
formed by the two continua is one continuum ; and
(ii) if the two continua C\, C 2 have no point in common, but if all points
sufficiently near any point, the end points excepted, of tlie elementary
curve y=f(x), (# ^^ ^ ^i), belong to C^ or to C^, or to the curve, the
V.

(i)

>

the set of points, S,

17
the curve belonging to Ci and those
points sufficiently near and above
and
it
to
6
then the set of points S consisting
near
below
2
sufficiently
C
and
the
curve
end
of Ci, 2
(the
points excepted} is one continuum.
T

,

Let

(i)

sufficiently

the

first

P

be any point of S;

near

P belong to

if

condition for a continuum.

of 8, if P,

P' belong both

to

P

belong

and therefore

Ci

C

l

Again

or both to

if

C

l

all points

Hence

8 satisfies

to, say,

to 8.

P, P' be any two points
they can be joined by

(72 ,

P

If
a simple curve lying wholly in Cl or (72 i.e. wholly in S.
belong
to Ci and P' to (72 each can be joined to Q by a simple curve lying
wholly in 8. If the curves PQ, P'Q have no point in common, save
,

,

Q,

If PQ,
is a simple curve lying in 8.
other than Q, let PQi be an arc of
but no other point of PQi lies on P'Q.

PQP'

P'Q

P'Q have

PQ

common

such that

a point in
Ql lies on

[The point Qi exists for a set of points common to both curves exists
be the lower boundary 18 of the parameters of the set, regarded as points
on PQ by the lemma given above, the point Qi with parameter T is on both
curves, and satisfies the necessary condition.]
:

;

let T

;

17

if

y

The terms

>

18

*

above

'

and

*

below

'

are conventional

:

(x,

y) is above

(a:,

2/'.

The lower boundary

exists.

Hobson, Functions of a Heal Variable,

p. 58.

y')

ANALYSIS SITUS

12

[CH.

I

Then TQi, QiP' are simple curves with no point in common save QiHence PQiP' is a simple curve lying wholly in S. In either case, S
satisfies the second condition for a continuum. Hence /S is a continuum.
Y

AB

Let the curve be

(ii)

E

AB

of
point
near to AB,

G

draw

;

CED parallel

(the end points excepted).
to &>
belongs to l and

If

to

C and

D

C

Oy through any

D be sufficiently

Then all points sufficiently near any point of C or of C2 belong
to S; and all points sufficiently near any point of AB (the end points
Hence S satisfies the first condition for a conexcepted) belong to S.
l

tinuum.

Let P, P' belong to

C^

or to

AB

P

(b)

Then either
C19 P' to C.

11'

S.

belongs to

;

P

(a)

P,

(c)

P

r

both belong to

belongs to Ci,

P

C

l

f

to

(d) P, P' both belong to AB.
can obviously be joined by a simple
In cases (a) and (d),
curve lying wholly in S. In case (b), simple curves PC, CD, DP' can
;

PP

f

be drawn lying in 8, and a simple curve can be drawn joining PP'.
In case (c), simple curves PC, CE, EP' (the last being an arc of AB)
can be drawn lying in S, and a simple curve can be drawn joining

PP'.

Hence

Therefore

S is

THEOREM
then

S

always satisfies the second condition for a continuum.
a continuum.

R

Given a continuum
and an elementary curve AB,
contain all paints of the curve except possibly its end

VI.

If R

(a)
points, which
:

which do not
(b)

may
lie

on

boundary of R, the set, R~, of points of
ABform, at most, two continua.

lie

on

the

If one or both end points

lie

in R,

R~

is

R

one continuum.

(a) Let the equation of AB be #=/(#).
Through any point of
AB (not an end point) draw a line CD, parallel to Oy, bisected at the
19

e.g.

There are several other cases which are obviously equivalent

P belongs

to

C2

,

P' to

AB.

to

one of these

;

ANALYSIS SITUS

6]

13

point on AB, and lying wholly in R\ choose C,
of G is greater than the ordinate of D.

Then R~

the

satisfies

R~ we

point of

first

can choose

D so that the ordinate

condition for a continuum (for if ZQ be a
that all points satisfying z - z
<8

S so

|

belong to

11,

and

since z

is

necessary, so that no point,

AB, we

not on
z,

of

can choose

AS satisfies

|

z-zQ

S'

\

]

smaller

<8').

still if

Also

R~

P

the second condition unless a point
of R~ exists which
cannot be joined to
by a simple curve lying wholly in R~. For if there
satisfies

D

no such point, then if P, P' be any two points of R~, they can each
be joined to
by a simple curve if these two curves do not intersect
if the two curves do intersect,
is a simple curve
at
PDP'
D,
except
is

D

;

;

point of intersection arrived at by a point which
Then PQ, QP' are two simple curves with
describes the curve PD.

let

Q

be the

first

no point in common except Q, so that PQP' is a simple curve lying
wholly in R~ ; hence R~ satisfies the second condition for a continuum.

P

D

with

AB.

R

to
then
Otherwise, join
by a simple curve lying wholly in
this curve has at least one point not in R~ ; i.e. it has at least one

point in

Let

common

E

be the

first

describing the curve

PI)

point on
so that
;

AB

which

;

reached by a point
except E.

is

PE\\&$ no point on

AB

E

but not A or B.
Choose an arc A'B' of AB, which contains
+
A'B' respectively
and
below
above
and
N~
Construct two continua
Then
continuum
each
as in the example of
lying wholly in R.
5,
+
omitted
end
the
with
A'B'
obviously
N- and the curve
points
sufficiently
form one continuum, so that if a point .Fbe taken on

N

N

}

EP

near JS9

it will lie

on N+ or N"

;

for

F cannot

lie

on A'B'.

Suppose

FG
GD are

choose a point G on CD lying in N" ; then
a
can be joined by simple curve lying in N~. Now PF, FG,

that

F

lies

in

N"

;

ANALYSIS SITUS

14

N+

three simple curves lying in

[CH.

I

and hence a simple curve
has been joined by
Hence
must lie
impossible.

and JV~

PFGD <jan be drawn lying in N+ or N~

;

;

PD

i.e.

F

a simple curve lying in R~ ; but this is
and then it can be shewn by similar reasoning that
in N*
be joined to C by a simple curve lying wholly in R~.
:

Hence the points of R~ can be divided

into two sets

D

cannot be joined to
(i) The points which
these
in
R~
points can be joined to
lying wholly
;

P

can

:

by a simple curve
C by a simple curve

lying wholly in R~.
(ii)

The points

R~

of

which can be joined to

D

by a simple

curve lying wholly in R~.

Each of these sets is easily seen to satisfy both the conditions for a
Hence the points of R~ form at most two continua.
(b) If B lies in R, a line BBi may be drawn parallel to Ox lying
wholly in R. Then by (a) the points of R not on A BBi form at most
two continua if they form only one continuum, the theorem is
granted for this continuum with the points on BB (B excepted)
20
these two continua
forms one continuum if they form two continua
form
with the boundary points BBi (B excepted)
oae continuum by
Theorem V.
continuum.

;

l

;

;

7.

,

THE MAIN THEOREM.

regular closed curve

The points of

the

plane not on a given

form two continua of which

the entire curve is the

complete boundary.

Within an arbitrarily small distance of any point of the curve
there are two points of different orders with regard to the curve, by
Theorem IV of 6. Hence by Theorem III of 6, the points of the
plane not on the curve form at least two continua. Divide the curve
into a finite

number

of elementary curves

and take these

in the order

T

in which they occur on the curve as t increases from t to
then by
;
the second part of Theorem VI of 6 each of these elementary curves,

except the last, does not divide the region consisting of the plane less
the points of the elementary curves already taken
the last divides
;

part of Theorem VI
and the points of these
two continua are of different orders with regard to the curve.

the plane into at most two continua, by the
of 6.
Hence there are exactly two continua
20

It is easily

which are

seen that

sufficiently near

are sufficiently near

BB^

ii

first

;

there are two continua the points of one of them,
are above BB\^ while the points of the other, which

BB^

are below

BBi

.

ANALYSIS SITUS

6-8]

point of the curve
III and IV of

Any

is

by Theorems

6

a boundary point of either continuum,
and any point not on the curve is a
;

point of one continuum by Theorem

a boundary

I

of

and

6,

is

therefore not

point.

THEOREM

8.

15

All

I.

sufficiently distant points

are of order zero

with regard to a given regular closed curve.

P (x, y) be any point on the curve,

Let
point

the angle which

;

cos

where

O^K(X-X
*

x? + yf be

If

that either cos

= {(#

sin #

I ),

+

x^

P

and l (x^ y^ be any other
with the axis of x is given by

PP^ makes

= *(#-#!),

(yy\f}

sufficiently large, either Xi\ or y l must be so large
or sin
never vanishes hence the change in
as
|

\

P

;

goes round the curve cannot be numerically so great as ?r but this
change is 2nir where n is an integer and is the order of l hence n = 0.
;

P

That continuum which contains these
is

called the exterior of the curve

;

;

sufficiently distant points

the other continuum

is

called the

interior.

Since the order of any point of the interior of a regular closed
curve differs from the order of any point of the exterior by unity, the
If the order of any point of
order of any point of the interior is + 1.

the interior

is

+

1,

we say that the point (x

curve in the counterclockwise direction as

-

If the order be

1,

we say

t

(t),

y

*

(t))

increases from

describes the
tQ

to

TV

that the point describes the curve in the

clockwise direction.

Let

'=-; and
A being a

axis of x,

parameter

Then
as

t

is t

0'

(t'}

or

-

let 0' (t')

and

makes with the

P being the point whose

t'.

(t)

-

%mir, and, if

varies continuously,

saltus.

AP

be the angle that

point of the interior

m

is

we take

f

O'(t

constant, since

)

to vary continuously

m

can only vary per

Consequently

Therefore the order of the interior point when t' is the parameter
t is the parameter.

is

minus the order of the point when
DEFINITION.

Let P, 8 be the end
Let one of them, say JP, be called the first
be two other points on the curve Q is said to be
Oriented curves, Orientation.

points of a simple curve.
point.

If Q,

R

16

ANALYSIS SITUS

Rittp <tq< tR

before

1
thus been ordered*

oriented curve

.

or if tp > tq > tR
Such an ordered

I

The points of the curve have

.

it differs

;

[CH.

PS

set of points

is

called

from the oriented curve

SP in which S is

Clt

arc

an
the

first point.

Two

oriented curves

with a

(72

common

cr

have the same

orientation if the points of o- are in the same order whether <r is
If the points are not in the
regarded as belonging to Cl or to (72
.

same

order, the curves have opposite orientations.

R
PRQP

be three points on a regular closed
P, Q,
have opposite orientations.
curve, the curves PQRP,
agree to choose the parameter of an oriented curve so that the
This can be done by taking a
first point has the smallest parameter.
It is easy to see that if

We

new parameter

- 1,

t'

if

necessary.

always to choose that orientation of a closed curve
which makes the order of interior points + 1 thai is to say that an
It is convenient

;

oriented closed curve
as

t

increases from

THEOREM

II

t

22

is

to

regular

common

a segment

to JS 2 ,

o-2

counterclockwise

it

o>.

Cly C2
of

R

respectively.
<72

then

j

(i)

2

be the interiors of two

Let a segment
if R R
iy

2

o- l
of Ci
have no point in

R

are opposite and (ii) if
the orientations of <r ly o- 2 are the same.

the orientations

interior

+

t

Let two continua RI,

.

closed curves

coincide with

such that a point describes

of

o-lt er2

l

;

be wholly

o-2 are the
o-j and
same, by Theorem IV
near
of <r l and o-2 (not an
that
of 6 it follows
arbitrarily
any point
B'
that
are
two
such
the
order of
with
end point) there
points B,

If the orientations of

(i)

P

B
B

is an
regard to either Ci or C2 exceeds that of B' by unity so that
is
both
curves
which
of
Hence
the
orientainterior point
impossible.
;

tion of oi
(ii)

is

If

opposite to that of

er2

the orientations of

.

<r 2

<rl9

are

we can

different,

find

P

of Oi and o-2 such that
points jB, B' arbitrarily near any point
with regard to Ci exceeds that of
by + 1, (b) the
(a) the order of

B

order of

B

is

B

f

B with regard to

Ci exceeds that of

a point of RI but not of

orientations of

a-l9

o-2

Jf 2

;

B' by +

1.

Consequently

this is impossible.

Hence the

are the same.

21

Hobson, Functions of a Real Variable, 122.
^jAmes points out that Goursat tacitly assumes
23 I.e. if
every point of JZj is a point of R%.

this theorem.

CHAPTER

II

COMPLEX INTEGRATION
9.

The integral of a function of a real variable; extension to complex
variables restriction of the path of integration.
10.
Definition of a
;

11.
Existence theorems.
Various simple theorems.

complex
13.

variable #,

manner

Goursat's lemma.

1

The

9.

12.

integral.

of a continuous function, ./(#), of a real
defined by means of the limit of a sum in the following

integral

is

:

Divide an interval a to b (a ^ b) into 2* equal parts and let y r be the rth
Let
r h r be the upper and lower limits of/(#) in y r ; let
part.

H

,

n ~~

r

'

r =si

Then (Sn )

2n

'

n

~

r

'

r=m i

2n

'

a n on -increasing sequence and

(sn ) is a non-decreasing sequence,
sn have finite limits as n-*-&
and if f(x] is
,
consequently
continuous it can be proved that these two limits are the same the common
value of these two limits is called the integral of / (x) taken between the

is

and Sn ^sn

;

tt

;

;

end-values or limits

a and

5,

and

is

written

'/(*>**.
i

Further, it can be shewn that if e is arbitrary, a number d can be found such
that if the interval a to 6 be divided into any sub-intervals q l9 1; 2 ... r) v each
,

less

than

d,

and

if

xr be any point

in the rth interval, then

<

.

i/:

When we

study the theory of functions of complex variables, we
naturally enquire whether it is not possible to generalise this definition ;
for the interval a to b may be regarded as a segment of a particular
curve in the Argand diagram, namely the real axis.
1

Bromwich's Theory of

the analysis given above

w.

c. I.

is

Infinite Series (1908),

quoted from

157-163, should be consulted

163.

2

;

18

COMPLEX INTEGRATION

[CH.

II

This suggests that we should define the integral of a continuous
f(z\ of the complex variable z, taken along a curvilinear
path A B in the Argand diagram by the natural extension of the above
function,

-definition,
.ZQ

and Z,

Jbo

make

namely that the

is

the

number

integral of /(#), taken between the limits

8 (if that

number

S-\^

r+l

exist)

such that

it is

possible

-zr)f(z,!)

zv
than an arbitrary positive number e by taking v points z i9 z 2
on the curve A B (z v +i being interpreted as meaning Z) in any
way such that

less

,

in order

|

zr+1

-zr

\

<B

for r

=

0, 1, 2,

... v,

8 being a number depending on c (so that v alsp depends on
the point zr being any point on the curve between z r and zr+ i

c),

and

r

.

[Note that we do not say

-S=Hm
j

_a e

(* r+1

-cr)/(

P '),

because the summation on the right is a function of 2^ + 1 independent
variables zl9 #2 ..., ^o'> />
$/, and so $ is not an ordinary limit of
,

a function of one
It

is,
*

phrase

variable.]

however, necessary to define exactly what
points in order on the curve AB?

is

meant by the

To ensure that the limit, by which we shall define an integral, may
lie, to
exist, we shall restrict the curve on which the points z^ z2
,

oriented simple curve.' And a further restriction is convenient,
2
namely that the curve should have limited variations ; that is to say

be an

'

that the functions x(t), y(t) should have limited variations in the
interval t

to T.

can be proved 3 that a necessary and sufficient condition that a simple
curve should have a finite length is that it should have limited variations, but
the lemma below will be sufficient for
this proposition will not be required
[It

;

the purposes of this work.]

A function J (z)

of a complex variable z is said to be
on a simple curve* if f(z) is a continuous function of t.
3

Young, Sets of Points,

Jordan, Corns d" Analyse,
be extended to cover the case

140-141.

will be obvious that the definition

may

*

continuous

1

t. i.

p. 90.

when

It

the path

of integration consists of a finite number of simple curves with limited variations.
8
Young, Sets of Points, 167.

COMPLEX INTEGRATION

9-10]

We can

now prove the

LEMMA.

Let z

zlf

,

19

lemma

following important

:

z n +i be any sequence of points in order

z%,

n

Then 2

on a simple curve.

of the

to the

sum

x (t) and y () as t varies from t to tn +i.
modulus of a sum does not exceed the sum of

the

j

r=0

zr )

(zr+1

is less
\

than or equal

total variations of

Since the
it

moduli,

follows that

2
r=0

\{x(tr + l )-x(tr )}\+

S
r-0

\{y(t r+1 )-y(tr )}\.

But tr+l > tr since the points ZQ zl9 z2 ... are in order; and
consequently the first of these summations is less than or equal to
the total variation of x (t), and the second summation is less than or
,

,

,

equal to the total variation of y (t) that is to say, 2 (zr +i z,)
less than or equal to the sum of the total variations of x (t) and y
|

We

is
\

(t).

now

in a position to give a formal definition of a
discuss its properties.
The notation which
to
complex integral
5
will
be
and
4
has been introduced in
2,
employed throughout.

10.

are

and

AB

a simple curve with limited variations
Argand diagram. Let f(z) be a function of the complex
Let z9 be the
variable z which is continuous on the curve AB.
coordinate
A
and
the
cowdinate
of
of B. Let a
complex
complex
on
be
and
when
n
these
chosen,
of
of
points
points have
sequence
Let

DEFINITION.

drawn

be

in the

Z

,

AB

n
n
been taken, let tJie points taken in order be called z^ \ z \ ... zn(n (so
m
(m
(n}
(n}
z m- n +i) ; the sequence
is one of tfte points z
that tfm^n, Zi
\ z2 \
)

. . .

law whatever 4 provided only that t/ie points are all different and that, given any positive
number 8, we can find an integer nQ such that when n^nQ
of points

may

be chosen according to

any

definite

,

,

where r =
4 If

the

first

0, 1, 2,

*o=0,

n

r=l,

of the

...

and

#o

(n):=:

the simplest law

numbers 4;

J,

rearranged in order of magnitude.

|;

(n}
^o, tn +i

is

(>

= T.

given by taking t^), * 2
when these
};

<

}> i>

n
),

...t n

W

to be

n numbers

22

are

COMPLEX INTEGRATION

20

[CH.

II

rS

Then

the

complex integral

I

JA

is

f(z)dz

defined as meaning the

fallowing limit:

J*./(*)fe=

ton [<*,<">-*)/(*<">)

+
= lim
tt-*-*?

[It is permissible to

5

(*3

- *,<>) /(*) +

<">

[(*+,<">

r=

+ (zf* -*,)./ (*,">)
+ (Z-

...

.

-

speak of the limit of

2 [(* + 1 Wbecause these expressions form a sequence (depending on w), each member of
the sequence being determinate when the form of / and the law, by which
*
the points zr (*) are chosen, are given.]

The

AB

is

integral is said to be taken along the path AB, and the path
usually called the contour of integration and if the path

AB

;

be called

(7,

we sometimes

write

\

JA

f(z)dz

in the form

/

JUB)

f(z) dz or

f(z)dz.
i.

It is next necessary to prove (Theorem I) that the limit, by
11.
which an integral is defined, exists.
When we have proved Theorem I we shall prove (Theorem II) that
if a positive number f be taken arbitrarily, it is possible to find a
number ^ such that, when any v numbers tlt t^ ... t v are taken so that
to^t^t^^ ... ^tv ^t v+1 = T&nd ^+i-~ p ^SiO? = 0, 1, ... v), and when
Tp is such that tp ^ Tp ^ tp+l then
,

I

f(z)dz- 2 (zp+l
\l
JA
p0

-zp )f(Zp )

<

.

\

n

THEOREM

Let

I.

#(*>= 2

r=0

[(zr

^-z ^)f(z
r

r

(n)

)}') then

lim

n^c

Sn (z}

exists.

To prove the
when

we shall prove that, given
we can choose an integer n such that,.

existence of the limit,

an arbitrary positive number

c,

m > n,
\8m (*)-8n (z)\.

This establishes

8

the existence of lim

Sn (z).

-

5

Bromwich, Theory of Infinite

Series,

3, 75, 151.

COMPLEX INTEGRATION

10-11]

21

Let L be the sum of the total variations of x (t) and y (t) for the
interval^ to Toft.
In virtue of the continuity of f(z) qua function of
corresponding
to an arbitrary positive number e, we can find a positive number 8 such
tf,

any particular point on AB, and

that, if z be

if z'

be on

AS,

then 6

....................... (5)

W\-f(*)\*WL

whenever 1 - 1 ^ S it is obvious that, in general, 8 is a function of t.
Let us assume for the present 7 that, when
is taken arbitrarily, a
number 8 (independent of t, but depending on c) exists, such that, for
1

1

;

\

all values of

under consideration,

t

S>8<0;
that

of

we assume that/(z)

to say,

is

is

a uniformly continuous 8 function

t.

Now

choose n so large that

0<W
for r

=

0, 1, 2,

n

...

;

l)

-*r(M) ^0,

this is possible

by reason of the hypothesis made

concerning the law by which the numbers
> n
Let m be any integer such that

m

z}**
j,

which

=
o

which

o

(H)
,

lie

+i,

o-Zi

y

Sn = S [(^^w - z)
r=0

since the points zg

.

r

same
r mr

are the
n

S = 2

Also

-Sm )\ =

The reason
Theorem II.
fl

7

A formal

8

The

lt

rt

z2>

is

is

where

.

as the points zr(m}

.

n

S

,

[I

r=oL*=i
n

r

S

S

12.
given in
said to be uniform because, as
f(z] uniformly with respect to the variable t.

proof

continuity

-n,o,

mr +i,r> where

r

choosing the multiplier 4 will be seen

for

Zm

2 ,o,

,

2 {(^L,-^,.)./^,.)}
J
c=oL=i

nl

\(Sn

let those of the points

and, generally, let those of the points zf"*

(n)

between zr^ and zr +i (w) be called z

Then

so that

and

between ZO(H} andzi (n) be called c 1>0

lie

Zm

were chosen.

tr(n}
;

t'

-*

t,

when we come

to

/(*') tends to the limit

COMPLEX INTEGRATION

22

But

r+1

W> t

8t

r

> tr(n\

so that

^

n

"")>

t 8t r

[CH.

- tr(n) <

8

II

and consequently

,

fn,

and consequently
|$n -$w |^ 2

2

(zs + lir

r-0 s=l

-Z r)%eL~

l

8t

\

a

snce

r=

by the

Lemma

of

9.

That

is

an arbitrary positive
t
and

to say that, giv^n

we have found n such that when m > n, Sn Sm <
the value
consequently we have proved that lim Sn exists
number

c,

;

\

\

;

of this

n-*-oo

limit is written
r

f(z)dz.
ys

We

can now prove the following general theorem

THEOREM

Given any positive member

II.

a

positive number 8 X such that, when any v
^ tp - tp ^ 8j ( p = 0, 1,
taken so that
v,

^

such that tp

^

Tp ^ tp +i,
f

I

is

possible to find

and

t v+1

t iy

=

t^

T\

... t v

while

are

Tp

Jzo

2
p=

^

(z +1

parameters are

Choose 5 and n to depend on

c

in the

Tp

tp ,

respectively.

same way

as in the proof of

shall prove that it is permissible to take 8 X = 8
^ tp+l -tp ^ 8 , we can find an integer
For, assuming that

Theorem

I

;

we

'

corresponding to
tr

w ^tp < 2r +i

any

(w)
;

is

v

*
f(z) dz

the points whose

Zp being

^p,

it

numbers

then

z

I
I

. . .

,

e,

:

each

let

of

the numbers

the numbers

tp

which

t

py

write

(p*v+l),

satisfy this inequality for

particular value of r be called in order t^ r

Then we may

r

such that

,

t2tr ,

...

t&r

,

r.

COMPLEX INTEGRATION

11]

The

following conventions have to be adopted in interpreting the
side

summation on the right-hand
t 0tr

(i)
to

t

t

(ii)
2

Nr

:

T0t r ^ ti> r where t0tr means that number of
which immediately precedes t l%r

^

ti, ... tr

set #u

23

',

the set

.

,

r

^

TNrt r ^

>+!

,

r +i, r

flr

>

where t^r +i,r means that number of the

which immediately follows

t

.
Nrt r

any value of r, there is no number tp such that
^ p
the term of the summation corresponding to that
value of r is (z r+l - zr (n) ) f(ZQt r ), where t r ^ T r ^ t r and t rt *,, r
... t v+l
are respectively the largest and smallest numbers of the set tQ
which satisfy the inequalities
(iii)

t r (n)

t

for

If,

<

tr+ i (tt \

Qt

t

0t

lt

, ,

,

*0,r<*r

With these conventions,
Theorem I, we may write

(*,,

,.

,.<>) {

f(Z

,

(H)

t ltt

,

Sn

if

.>tr ^ n \
has

-/<*,)} +

,.)

the

(C 2

-

r+ l

,

,.

same meaning as

-*

lf

r) {

f(Z

t,

r)

-

,V r . r

(n}
any value of r, there is no number tp such that t r ^tp <
the term of the summation corresponding to that value of r is

if for

Now

if s

=

0, 1,

...

N

f

7

hence

|

Therefore,

if

^ = \(T9

.

r

T ,,,.+

#r

(H)

|7; r -*'|<8
so that, since the

(5) of

(n

\

),

,

^

-S

#,.<">

<2S

;

.

|

we have

|^-^"M<o5

modulus of a sum does not exceed the sum of the

moduli,

by equation

t,. +J

we have

r>

^r>^+i r-8 >

and

in

Theorem

I.

24

COMPLEX INTEGRATION

[CH.

II

It follows that

s fo
J9-0

r=0

1

5
r=0

[|(*i.r-*

|

Now, by the Lemma of
is less

s

;

.

9,

than or equal to the

the interval

#r< n)

to

tr+l (n \

fo ,- z

t,

r)

|

the general term of this last summation
of the variations of x (t) and y (t) in

sum

since the points

are in order; and, hence, since the numbers tj n \ ^ (w) ... t n+l (n} are in
order, the whole summation is less than or equal to the sum of the
that is to say
variations of x (t) and y (t) in the interval t {n) to t n + n)
,

;

But, by Theorem

when

m > n.

I,

with the choice of n which has been made

Hence, since

is

independent of m,

*/(*) fc-S,

i.e.
|

Therefore

f(z)dz-

f(z)dz-Sn

$|
JZ*

That is to say that, corresponding to an arbitrary positive number
we
have been able to find a positive number Sj. (namely, the number
c,
denoted by 8 in Theorem I), such that if

^ tp* -tp ^ B19 (p =
then

l*f(z)dz-

0, 1, 2,

... v,

3 fo +1 -;

and

t v+l

<,

=

T),

COMPLEX INTEGRATION

11-12]

From
theorem

this general theorem,

we can deduce the

25
following particular

:

Mff

THEOREM

The value of

III.

f(z) dz does not depend on the

I

Jz

particular law by which the points zr
10.
satisfies the conditions of

^ are chosen, provided that the law

Let points chosen according to any other law than that already considered be called />, (p = 0, 1, .. v &<"> = z & +1 M = Z) ; then if r be
the parameter of the point
we can find a number v such that when
.

,

;

,

^ Tp+l M-Tp M

v>i'0>

Theorem
Zp - p{v)

;

^8

hence we

M

and, corresponding to any positive
v such that this inequality

number

Therefore

S

lim
i/-*.oo

exists

9

and

is

equal to

may

take the numbers

rp
respectively,
the result of Theorem II,

by

therefore,

;

numbers

to be the

II

p=
I

Jz

[(fc + i

number

e,

is satisfied

and we

tp

will

we can always
when v > v

of

take

find the

.

w-

f(z)dz, which has been proved to be the

value of

2

lim
n-*>x>

and

this is the result
rZ

value of

I

p=

(zP

^-z^)f(zW};

which had to be proved, namely to shew that the

f(z) dz does not depend on the particular law by which we

JZo

choose the points z,W.
12.

that

if

in the course of proving Theorem I of
11
at
all
a
variable
a
real
was
continuous
of
a function of
points

It

was assumed

finite closed interval,

then the function was uniformly continuous in

the interval.

A

10
formal proof of this assumption is now necessary ; but it is
expedient first to prove the following Lemma. The lemma is proved

for a two-dimensional region, as that
9
10

vol.

form of

Bromwich, Theory of Infinite Series, % 1.
It was pointed out by Heine, Crelle's Journal,
LXXIV (1872), p. 188, that

continuity.

it

is

it will

be required

vol. LXXI (1870), p.

later.

361 and

not obvious that continuity implies uniform

COMPLEX INTEGRATION

26

II

[CH.

GOURSAT'S LEMMA n
Given (i) a function of position of two points P', P,
which will be written {P', P}, and (ii) an arbitrary positive number * let a finite
two-dimensional closed region R have the property that for each point P of R
ice can choose a positive number fi (depending on the position of P), such that
.

;

|

{P',

P}\^

Then

PP'

whenever the distance

point P' belongs

is

less

than or equal

to d,

and

the

to the region.

R, can be divided into a finite number of closed sets of
set contains at least one point P1 such that the condition
satisfied for all points P' of the set under consideration.

the region,

points such that each
|

{P', Pj}

|

^

is

If a sot. of points is such that for

any particular

positive

number

e,

a point

P! can be found such that
!{*",

P of the

for all points
set of points

A

AJI<

we

shall say that the set satisfies condition (A).
satisfies condition (A) will be called a suitable set.

which

set,

be the continuum formed by the interior of R take any point
of R~ and draw a square, with this point as centre, whose sides are parallel
to the axes, the lengths of the sides of the square being 27,, where L is so

Let

R~

;

large that no point of
If every point of

R lies outside the square.
R satisfies condition (A),

what is required is proved.
If not, divide the square into four equal squares by two lines through its
Let the sets of points of
which lie either
centre, one parallel to each axis.

R

inside these squares or on their boundaries be called a x a 2 a 3 a 4 respectively
of which aj, a 2 are above a 3 04 and ai, a 3 are on the left of a 2 , 04.
If these sets, a t a 2 a 3 , a 4 each satisfy condition (A), what is required is
,

,

,

,

,

,

,

If any one of the sets, say aj does not satisfy condition (A), divide
proved.
the square 13 of which a x forms part into four equal squares by lines parallel to
the axes let the sets of points of R which lie inside these squares or on their
,

;

boundaries be called

/Sj, /32 , /33

(in

the figure one of the squares into which

divided contains no point of R).
If condition (A) is satisfied by each of the

a\ is

sets, we have divided a L into
which condition (A) is satisfied if the condition (A) is not satisfied
by any one of the sets, say /33 we draw lines dividing the square (of side Z),
of which /33 forms part, into four equal squares of side %L.

sets for

;

,

This process of subdividing squares will either terminate or it will not
does terminate, R has been divided into a finite number of closed sets of
points each satisfying condition (A), and the lemma is proved.
Suppose that the process does not terminate.
;

if it

A

closed set of points R' for which the process does terminate will be said
to satisfy condition (B).
Then the set does not satisfy condition (B) ; therefore at least one of the

R

11

12

A square which does satisfy condition (A)
subdivisions might not satisfy condition (A).

18

t'he

This form of the statement of Goursat's Lemma
Consisting of a continuum and its boundary.
is

is

due

to

Dr Baker.

not to be divided

;

for

some

of

COMPLEX INTEGRATION

12]
sets QI, a 2 a 3
does not.
,

Take tho/r^ 14 of them which

a 4 does not satisfy condition (B).

,

27

The process of dividing the square, in which this set lies, into four equal
parts gives at most four sets of points, of which at least one set does not
Take the first of them which does not, and continue
satisfy condition (B).
and selection. The result of the process is to give
an unending sequence of squares satisfying the following conditions

this process of division

:

If the sequence be called

The

(i)

(ii)

*

(iv)

(v)

* 1? * 2

,

...,

side of s n is of length 2

No point of sn +
Two sides of sn +

lies

l

(iii)

,

then 15

-n
L.

outside

sn

.

along two sides of sn
sn contains at least one point of R.
The set of points of R which are inside or on
lie

x

.

sn

do not satisfy

condition (A).

Let the coordinates of the corners of

sn

be called

< #<*),

where

Then (#nW)
sequence; and

is
j?n(

2

<

a non-decreasing sequence and (^n ^) is a non-increasing
n^
therefore the sequences (tfnW), (o? n( 2 )) have
)-a?H( l
;

)2-

<<#

{2)
a common limit f such that # (1)
similarly the sequences (y^
1
2
2
(#n )) have a common limit y such that y^ ^ ^ yn
tt

J

<

)

(

rj

Consequently
sequence
14

We

(

n)

;

(|,

17)

lies inside

further, (,

17)

)),

or on the boundaries of all the squares of the
or on the boundary of the region R ;

lies inside

take the first possible square of .each group of four so as to get a definite

sequence of squares.
16

1

>.

Cp. Bromwich, Theory of Infinite Series,

150.

28

COMPLEX INTEGRATION

[CH.

II

for since sn contains at least one point of R, the distance of ( , 17) from at
M
least one point of
is less than or equal to the diagonal of *M , i.e. 2~
v/2.

R

Z

Hence, corresponding to each square, *n there
,

where

n

is

a point

is

the point whose coordinates are (,

(Pn) obviously has

n

for its limiting point

rj)

;

Pn such that

this sequence of points

and since the region

;

the limiting point of any sequence of points of
n is a point of R.

R is a point

of R.

R is closed,
Therefore

<

< e when P' is a point of R such that P'U &r, where 8*
a positive number depending on n.
Choose n so that 2~ WZ N/2 <
then all points, P', of sn are such that
P'U < &T and therefore an satisfies condition (A) which is contrary, to
Then

r

{P n}
,

|

|

is

;

;

condition

;

(v).

Consequently, by assuming that the process of dividing squares does not
we are led to a contradiction therefore*all the sequences terminate;

terminate,

;

and consequently the number of sets of points into which

R

has to be divided

to say, the lemma is proved.
[The reader can at once extend this lemma to space of n dimensions.]
In the one-dimensional case, the lemma is that if, given an arbitrary
of a closed interval we can choose d
positive number f, for each point
is finite

;

that

is

P

PP <

$, then the interval
(depending on P) such that {P', P}\< c when
can be divided into a finite number of sub-intervals such that a point P l of
any sub-interval can be found such that {P, PJ < for all points P of that
sub-interval the proof is obtained in a slightly simpler manner than in the
|

\

|

;

two-dimensional case, by bisecting the interval and continually bisecting any
sub-interval for which the condition (A) is not satisfied.

The proof that a continuous function of a real variable is uniformly
continuous is immediate. Let /(#) be continuous when a ^ x ^ b we
;

shall prove that, given

c,

we can

points of the interval satisfying

any two
then \f(x] -f(x"} <
since f(x) is continuous,

find 8 such that, if #', x" be
|

x -x" <

8

\

,

.

\

For, given an arbitrary positive number c,
corresponding to any x we can find 8 such that
|

f(x')

~f(x) < \
|

when

|

x - x < 8.
\

Then, by the lemma, we can divide the interval a to b into a finite
number of closed sub-intervals such that in each sub-interval there is

a point, #!, such that \f(x')~f(x^)
in which x^ lies.

<.
\

c

when x

lies in

the interval

Let 8 be the length of the smallest of these sub-intervals
x" be any two points of the interval a^x^b such that

let #',

;

and

COMPLEX INTEGRATION

12-13]

29

then x x"

lie in the same or in adjacent sub-intervals
the same sub-interval, then we can find x-i so that
',

Hence

l/(*')-/(<O

if #', oc" lie in

;

<H

I

in adjacent sub-intervals let
be their common endfind
a
then
we
can
x
in
the
first
sub-interval and a
point;
point l
#
in
the
second
such
that
point 2
If #',

a?" lie

<

it,

f(x") -/(as,) <

i.,

\f(af) -/(*,)
|

|

|

!

so that

-

!/(*')-/(*") = {/(of) -/(*,)}
I

I

!/(*) -/(*,)}

In either case !/(#')-/(#") < whenever #' - x" < S where 8
independent of a?', #" ; that is to say, f(x) is uniformly continuous.
|

I

is

13.
I.

|

,

Proofs of the following theorems may be left to the reader.
be a simple curve with limited variations and if f(z) be con-

If

AB

tinuous on the curve AB, then

[A

/BA /(*)&--/J B
That is to say, changing the orientation of the path of integration changes
the sign of the integral of a given function.
If C be a point on the simple curve AB, and if f(z) be continuous on
II.
the curve, then
re

CE

CB

/<**-/J A /(*)<&+/J C /<&
J A
if

If z and Z be the complex coordinates
III.
AB be a simple curve joining A, B, then

IV.

and

With the notation

of

Theorems

Zp in turn equal to zjrt and
lim

r

n -*

J A

oo

r

2
y=0

+

i

(w)

>

i fc

[

lim S

=J

lim S
w-* co r=0

I

of

A and B

and II of

follows that

11,

respectively,

by taking

and

CHAPTER

III

CAUCHYS THEOREM
The

14.

value of an integral

Theorem.

17.

on the path of integration.
Statement and proof of Cauchy's

may depend

Analytic functions.

15.

16.

Removal of a

restriction introduced in

14.

Let Cly C2 be two unclosed simple curves with the same endbut
no other common points, each curve having limited variapoints,
If z
tions.
be the end-points and if f(z) be a function of z which
is continuous on each curve and is one-valued at
and Z, then
14.

,

Z

jc
both

(z)dz,

exist.

If f(z)

= z,

it

follows from

Theorem IV

13 that these two

of

Further, if Ci,
integrals have the same value.
the first point of
ZQ is the first point of Ci and

Z

C be oriented so that
C2 and if Ci, C% have
and C taken together
g

,

no points in common save their end -points, Ci
2
form a simple closed curve, C, with limited variations, and

This result suggests that the circumstances in which

1
(where C denotes a simple closed curve with limited variations and
f(z) denotes a function of z which is continuous on G) should be

investigated.
1
A regular closed curve, satisfying this condition,
integration, is usually described as a closed contour.

regarded as a path of

CAUCHY'S THEOREM

14-15]

31

The

8

investigation appears all the more necessary from the fact
that if G be the unit circle |#| = 1, described counterclockwise, and

f(z) = z~\ (so that z = cos

t

+

i

sin

t,

- TT ^

t

<$

ir\ it

can be shewn that

l
( z- dz^'2iri.

JO

Conditions for the truth of the equation

were

first

investigated
not sufficient

It is

8

by Cauchy

that/ (2)
on the regular closed curve (7, as

.

should be continuous and one-valued

is obvious from the example cited, in
which f(z) -z~ l and, further, it is not sufficient that/(;s) should be
continuous at all points of C and its interior.
;

A

sufficient condition for the truth of the equation is that, given a
function f(z) which exists and is continuous and one-valued on the
curve (7, it should be possible to define a function 4 f(z\ which exists
,

and

continuous and

is

formed by

C and

is

one-valued at

its interior,

and

points of the closed region
which possesses the further property
all

that the unique limit
lim

(^*)

fL-&
*-*

should exist at every point z of this closed region, it being supposed
The existence of this limit
that z' is a point of the closed region.
implies the continuity of f(z) in the region.
It

is,

further, convenient, in setting out the proof, to lay a restriction
(7, namely that if a line be drawn parallel to Ox or to

on the contour

Oy, the portions of the line which are not points of C form a finite
17.
This restriction will be removed in
of segments.

number

DEFINITION.

15.

function f(z)

a number,

/,

Analytic functions.

The one-valued continuous

said to be analytic at a point z of a continuum, if
can be found satisfying the condition that, given an

is

Hardy, A Course of Pure Mathematics, 204.
M&nwire sur les integrates dgfinies prises entre des limites imaginaires (1825);
this memoir is reprinted in t. vn. and t. vin. of the Bulletin des Sciences Math2

3

matiques.
4

Up

to the presenfr point a function, /(*), of the

merely a function of the two real variables x and y.

complex variable

z,

has meant

32

CAUCHY'S THEOREM
number c, it is possible
and z) such that

c

for all values of

z'

such that

\z'

-

number

to find a positive

arbitrary positive

(depending on

[CH. in
8

z\^&.

The number / is called the differential coefficient, or derivate, of
f(z) if we regard z as variable, / is obviously a function of z we
'

y

;

denote the dependence of

So

far as

upon z by writing

/

Cauchy's theorem, that

I

JO

l-f (z).

f(z)dz =

Q, is

concerned,

it is

not necessary that/(2) should be analytic at points actually on C it
that f(z) should be analytic at all points of the interior of
\

is sufficient

C and

that for every point,

z,

of C,

\f(z')-f(z)-f(z).(z'-z)i$
<

f

\z'-z\,

depends on and z), provided that z is a
point of the closed region formed by C and its interior.
In such circumstances, we shall say that/ (z) is semi-analytic on C.

whenever

\z'

z\

8 (where S

e

It is not difficult to see that analytic functions

form a more

re-

The

existence of a unique
differential coefficient implies the continuity of the function ; whereas
the converse is not true for e.g. z is continuous but not analytic.

stricted class than continuous functions.

;

16.

It is

now

|

\

possible to prove CAUCHY'S

THEOREM, namely that

:

be analytic at all points in the interior of a regular closed
curve with limited variations, C, and if the function be continuous

If f(z)

throughout the closed region formed by

c

G and

f(z)dz =

its interior,

then

0.

The theorem will first be proved on the hypothesis that f(z) is
subject to the further restriction that it is to be semi-analytic on (7.
In accordance with
8, let the orientation of G be determined in
the conventional manner, so that if the (coincident) end-points of the
path of integration be called z and Z, with parameters t and T, then,
as t increases from t to T, z describes C in the counterclockwise
direction.

The continuum formed by the

R

interior of

C

will

R"

be called

;

and

~

and C will be called R.
the closed region formed by
be the sum of the variations of % and y as z describes the
Let

L

C

take any point of R~, and with it as centre describe a square
of side 2L 9 the sides of the square being parallel to the axes then no

curve

;

;

CAUCHY'S THEOREM

15-16]
point of

R

lies

outside this square

;

for if (#

,

33
#o)

be the centre of the

square and x^ #2 the extreme values of x on It> then
^ #2 - #1 ^
Ml ^ # ^ #2,

A

so that

# +

I/

>

+

on the right of R
of the square,

;

i.e.

;

R

it

be an arbitrary positive number; then, since/ (z)

Let

is analytic
semi-analytic on C, corresponding to any point, z of
can find a positive number S such that

C and

inside

we

^ #2

the right-hand side of the square is
#!
similar
reasoning to the other three sides
applying
is apparent that no point of
is outside the square.
.&

whenever

I

z'

R

9

- z ^ 8 and

2' is

|

a point of R.

R

into a finite
Hence, by Goursat's lemma ( 12), we can divide
of sets of points such that a point, z lt of each set can be found
such that

number

any member of the set to which z l belongs.
Suppose that R is divided into such sets, as in the proof of Goursat's
lemma, by the process of dividing up the square of side 2L into four
equal squares, and repeating the process of dividing up any of these

where

2' is

squares into four equal squares, if such a process is necessary.
The effect of bisecting the square of side 2L is to divide R~ into
a finite number of continua, by Theorem VI of 6 combined with the

hypothesis at the end of 14 ; the boundaries of these continua are C
and the straight line which bisects the square ; the process of dividing
up the square again is to divide these continua into other continua ;

and

finally

when

of

R

has been divided into suitable

sets,

R~

has been

number

of continua whose boundaries are portions
and portions of the sides of the squares.
The squares into which the square of side %L has been divided fall

divided into a

finite

C

into the following three classes

:

Squares such that every point inside them

(i)

is

a point of R.

Squares such that some points inside them are points of
(ii)
but other points inside them are not points of R.
Squares such that no point inside them

(\\i)

is

J?,

a point of R.

inside C which are inside any particular square of
a
form
the
continuum, namely the interior of the square
(i)
inside
are
which
C
of
inside
class
any
square
particular
points
(ii)

The points

class

;

form one or more continua.
w.

c.

i.

3

CAUCHY'S THEOREM

34

[CH. in

N

and let the
Let the squares of class (i) be numbered from 1 to
oriented boundary of the kth of these squares be called Ck
Let the squares of class (ii) be numbered from 1 to N'. Let the
.

formed by points of

set of oriented boundaries of the continua

Ck

inside the #th of these squares be called

S

Consider

we

shall

shew that

this

sum

dz

f k ') f(z)
k=l J(C

equal to

is

.

dz + S

f k) f(z)
*=1 J(C

/

J( c )

R~

f

;

f(z) dz.

The interiors of the squares of class (i), and the interiors of the
regions whose complete boundaries are Ck are all mutually external.
The boundaries formed by all those parts of the sides of the squares
,

which belong to R~ occur twice in the paths of integration, and the
whole of the curve C occurs once in the path of integration. By
Theorem II of 8, each path of integration which occurs twice in the

sum

occurs with opposite orientations ; so that the integrals along
13.
these paths cancel, by Theorem I of
Again, the interiors of all the regions whose boundaries are Ck and
k are interior to C ; so that the orientation of each part of C which

C

'

occurs in the paths of integration is the same as the orientation of C
and therefore the paths of integration which occur once in the summation
;

add up

to produce the path of integration

C (taken

counter-clockwise).

Consequently

S

Now

consider

Ck and its

/(*)fe+a
v '

I

I

J( Gk)

f(z) dz

;

I

v '
f(z)dz=(

f(z)dz.
v f

the closed region formed by the square

a way that a point z 1 of the

interior has been chosen in such

region can be found such that
I

when z

is

/(*) -/(*)

any point of the

Let

When

I

|

(*-*)

|

,

region.

/(*) -/(*)

when

- (* - *)/' (*l) <

- (* - *>)/' <*i) = * (* - *J>
z*zi.

z=Zi

let

It follows that

u=0 then v is a function
;

of z

and

Zi

such that

|u|

<e.

CAUCHY'S THEOREM

16]

But by Theorem

III of

that I

J( Ck)

dz

=

;

so also,

dz = Z-z0> where z

13,

points of the path of integration

;

Ck

since

is

by Theorem IV of

a closed

99

zdz =

f

13,

Z are the endcurve, Z- z so
,

0.

J(Ck )

Therefore

f
J( L k)

- z,) vdz.
f(z) dz = (
(z
J(Ck)

Therefore 5 since the modulus of a
,

sum

35

sum

is less

than or equal to the

of the moduli,

!/>./<*>*

where 4
is

is

the side 6 of

obvious by the

meter of

We

Ck

Ck

lemma

and
of

J.& is the area of

9 that

Ck

,

A k - lk

so that

Adz\ does not exceed the

I

j( Gk)

;

it

peri-

.

next consider

1

J( Ck)

/(s)

^

;

the region of which

if

Ck

is

the

boundary consists of more than one continuum (i.e. if Gk consists
more than one regular closed curve), we regard Ck as being made up
of a finite number of regular closed curves and since the interior of each
of these lies wholly inside (7, any portion of any of them which coincides
with a portion of C has the same orientation as C and the value of

total

of

;

;

ldz,

Izdz round each of the regular closed curves which

make up (V

is zero.

Hence, as in the case of 4, we get

6

The expression (
J

\f(z) dz\

1

means lim
W-*-QO

r=0

|

(W

n)

-*r(n) )/(*r (n) )

notation of Chapter II; arguments similar to those of Chapter II
limit exists.
6

The squares Ck

are not necessarily of the

same

1

1

with the

shew that the

size.

32

CAUCHY'S THEOREM

36
where

Ck
of

[CH. in

4' is the length of the side of that square of class

(ii)

in

which

'

lies.

Let the sum of the variations of x and
on Cki be Lk so that

C which lie

^, as z describes

the portions

'

;

N'

2

Lk

2

be less than

will

L

Lk

'

^ L.

part of

if

( fc=i
side or sides of squares of class

(i).

C

coincides with a portion of a

J

Now
for,

by the lemma of

the variations of

9,

x and y

Therefore

since 4'

dz

I
|

is less
\

sum

<than or equal to the

as z describes the various portions of

Ck

of

.

(z)dz

Ak

^ 2i;

'

is

the area of the square Ck
it is evident that
.

Combining the results obtained,

2

J'2

N
But

it is

evident that

2

N'

Ak + 2 Ak

fc=i

of the square of side

is

not greater than the area

fc=i

2L which

encloses

C

;

and since 2

Lk

^ L, we

see that
''

J(z)dz <4

Since

is

independent of

c,

the modulus of \.~f(z) dz

is less

than

y(C)

a number which we can take to be arbitrarily small Hence
is zero, if f(z)

be analytic inside

C and

/

J(Q)

semi-analytic on C.

f(z) dz

CAUCHY'S THEOREM

16-17]

37

17. The results of the following two theorems make it possible to remove
the restriction laid on C in
14, namely that if a line be drawn parallel to

Ox

or to Oy> those portions of the line which are not points of C form
number of segments also it will follow that the assumption made
at the beginning of
16, that/ (z) is semi -analytic on (7, is unnecessary.

a

finite

;

THEOREM

Given 7 a regular closed curve

I.

C and a

positive

number

8,

a

D can be drawn such that every point of D is inside C and such
that, given any point P on C, a point Q on D can be found such that PQ < d.
closed polygon

THEOREM
f( z )dz

I

II.

I

J C
small.

J

D

If f(z) be continuous throughout

/

J

be continuous throughout

/(z)

D

its

interior, then

f(z)dz can be made arbitrarily small by taking 8

It is obvious that the condition of
f(z)

C and

dz=0, and therefore

C and

I

J

C

14

is satisfied for

and

its interior

if it

sufficiently

polygons, so that

be analytic inside

if
(7,

f(z) c&=0.

THEOREM I. Let the elementary curves which form be, in order,
y=9i( x\ ^=^i(y) y=9*(x\ #=M#)>
y=#(^)> #=^(#)>
and

let

C be

the interior of

called

Let

where P,

8

Q

are any

S~.

< lim sup

two points on

P$,

C.

Each of the elementary curves which form C can be divided into a finite
number of segments such that the sum of the fluctuations of x and y on each
segment does not exceed Jd, so that lim sup PQ < JS, where P, Q are any two
points on one segment. Let each elementary curve be divided into at least
three such segments and let the segments taken in order on C be called
<TI, o- 2 , ... orn

+ i, their

end-points being called

P

,

PI,

...

Pn + i( = ^o)-

Choose 8' ^ 8 so that lim inf PQ > d', where P, Q are any two points of
C which do not lie on the same or on adjoining segments 8
Cover the plane with a network of squares whose sides are parallel to the
axes and of length J5' if the end-point of any segment o> lies on the side of
a square, shift the squares until this is no longer the case.
Take all the squares which have any point of o> inside or on them these
squares form a single closed region Sr for if crr be on ygty), the squares
forming Sr can be grouped in columns, each column abutting on the column
on its left and also on the column on its right. Let the boundary and interior
~
of Sr be called Cr and Sr respectively.
.

;

;

;

Then Sr
(i)
7

possesses the following properties

Sr

contains points inside

:

points outside C.

This result will be obtained by the methods of de la

d' Analyse Infinitesimale (1914),
8

C and

See note 15, p. 10.

343-344.

Valle*e Poussin,

Cours

CAUCHY S THEOREM

38

Sr ~

(ii)

square) in

Pr

has at least one point
with /S'~ r + 1

common

[CH. Ill

(and therefore the interior of one

.

+ 2 have no point in common; for if they had a common
Qrj Qr+2 could be found on o>, o> + 2 respectively, such that
P$r<J$V2, /^r+a^JSVa, and then Qr Qr + 2^%V */% < V, which is imr,

(iii)

>$V

point P, points
possible.

Since

(iv)

$r _i, Sr +

i

have no common point,

Sr

consists of at least

three squares.
(v)

m

If yg(x) has points on
squares which lie on a column, the sum
x and y as the curve completely crosses the column is at
in the case of a column which the curve does
1)5', (or d' if
Y)

of the fluctuations of
least

(m

m

not completely

m=l).

The

cross, the

;

sum

of the fluctuations

reader will deduce without

much

is

at least

(or

if

difficulty that the ratio of

the

(m

2)

5',

perimeter of Sr to the sum of the fluctuations of x and y on cr r cannot exceed
12 in the figure, the ratio is just less than 12 for the segment o-r + 1
.

;

on the same elementary curve, it is easy to see that
counter-clockwise (starting at a point inside C and
~
will enter *S'~ r _ 1 emerge from >S r _ 1 outside C, enter

o>, OY+!

be

a point describing

Or

If

(rr -i,

outside

all

r

<7r _i,

6> + i)

,

C and then emerge from S~ r +i.
however, o>_i, oy be on adjacent elementary curves, a point describing
Cr may enter and emerge from ~ r _i more than once; but it is possible to
take a number of squares forming a closed region r ', whose boundary is r)
tS~ r +i outside
If,

E

consisting of the squares of 8r and Sr -\ together with the squares which lie
in the regions (if any) which are completely surrounded by the squares of

E

Sr and Sr ,i. Then, as a point describes r counter-clockwise, it enters and
emerges from &~ r _2 an d $~~r+i. n ly once. If we thus modify those regions
Sr which correspond to end segments of the elementary curves, we get a set
of m-J-1 (< ri) closed regions Tp , with boundaries Dp and interiors ^p ~, sue

CAUCHY'S THEOREM

17]
that

Dp

Dp +

meets

39

but non-consecutive regions are wholly external to one

j

another.

Now

D

consider the arc of each polygon
p which lies outside
inside C\ these overlapping arcs form a closed polygon

T~ p + but
1

D

T~ p _i and

D which is
P

lt J92
..., occurring on it in order.
Also, if
wholly inside C, with arcs of
be any point of o>, there is a point Q of o> or <r r + 1 which is inside a square
which abuts on D, and therefore the distance of P from some point of
does
not exceed
+ k$' 8.
,

D

PQ+V < U

Theorem

<

I is therefore

THEOREM

Let

II.

e

completely proved.

be an arbitrary positive number.

Choose d so small that

(i)

i/(o-/<) <&&!-',
or inside
and
s|^38
0, z' are any two points on
\z'
where L is the sum of the fluctuations of x and y on C.
i

whenever
Z-!

= 12Z/,

Choose such a parameter

(ii)

&-',

I/(O -/(*)!
whenever

-1
when

^8

1'

\

1

only true

1'

independent of

^ Xd,

\

where X

number

a positive

is

we should take a new parameter T = X ~

t,

from

It is evident

were
than unity and

this is obviously possible, for, if the inequality

;

-1

1

while

C that

for the curve

t

C,

(i)

1

less
1.

that
!/(*')-/(*)

|

^A^-

1
,

whenever z' - z ^ d and z, d are any two points on C.
Draw the polygon D for the value of d under consideration, as in Theorem I.
Take any one of the curves D p if it wholly contains more than one of the
Then there is a point zp of 0>_! or o> in one
regions Sr let them be $r _i, 8r
\

|

;

-

,

of the squares of

square which

Then

zp +

i

Dp which abuts on D

is

part of D.

is

on o> + 1 and hence

fluctuations of

,

x and y on

|

zp +

0>_i, o>, o> +

be a point on the side of this

let fp

;

i

i

D

;

zp

does not exceed the

\

i.e.
|

^

)

+

1

zp

\

sum

of the

< |8< d.

Also the arc of
joining p to fp + 1 does not exceed 12 times the sum of
the fluctuations of x and y on the arcs o>_ 1? o>, <r r + i and so does not exceed
as f describes
does not exceed the
35 and the sum of the fluctuations of
17

D

,

;

sum

of the perimeters of the curves 6>, i.e. it does not exceed
Take as the parameter r, of a point f on Z), the arc of

Z = 12Z.
1

D measured from

a fixed point to

f.

We can now consider the

value of

I

J c

By
since

conditions
f +1

(i)

and

-

if
Ui
and

(ii)

i

I

{V Jf C

f(z)dz.

coupled with Theorem II of

P=O

J)=0

11,

we

see that,

40

QAUCHY'S THEOREM
But

in

(/(*)*- fD j
J

I

I

[CH.

J C

*
)}
J

p=0

I
I

- 2
p=o

Write
so that

Then

m
p=0

m

NOW

2

by condition

(ii),

p+i

\rj

while

m
2

Therefore,

\((

collecting

the results and noticing .that

(??i

-f 1) d'

< L,

we

see that
1

I

1
J c

Theorem II,
we assume that f(z) is

If now, in addition to the hypothesis of the enunciation of

continuous throughout C and
analytic in the interior of (7, then f(z)
that f(z)

interior,

/

\Jc

its interior,

is

and so

f(z)dz

ginning of

<

f,

I

we

f(z)dz~Q
infer that

by

9

1

16

is

;

analytic throughout

and then,

/(*) dz**0.

The

J c

16 has

now been completely

proved.

by the

D

and

result

its

that

result stated at the be-

CHAPTER IV
MISCELLANEOUS THEOREMS
Change of variable

18.

an

in

19.

integral.

integral with regard to one of the limits.
bility implies

a continuous differential

Change of variable in an

18.

20.

coefficient,

integral.

of an
Uniform differentiaand the converse.

Differentiation

Let f be the complex

coordinate of any point on a simple curve AB, with limited variations.
Let z = g () be a function of which has a continuous differential coefficient, g' (f), at all points of the curve, so that, if

point of the curve, given a positive

when

^8

*,

we can

be any particular

find 8 such that

it being supposed that t, t' are the parameters of
'.
be the parameters of A, B, suppose that z describes a
simple curve CD as t increases from t to T.

If

1'

1

t

T

1

1

,

Then

is

,

;

the equation

true if f(z) be

a continuous function on

the curve

CD.

given any positive number c, it is possible
tv
to find a positive number 8' such that if any v numbers ^, 2
are taken so that
^ tp+ i -tp <* 8', and if p be such that tp ^ p ^ tp+1

By Theorem

II of

11,

>

T

T

,

then

JCD

x

Given the same number
1,

tv

2
<>

,

tv

'

- 2

e,

we can

are taken so that

TL^^+j, then

<.

p =o

find 8" such that if

0^^

+1

-^^8", and

if

any

Tp

v

numbers

be such that

42

MISCELLANEOUS THEOREMS

where

W

p,

Zp are corresponding

points on AB, CD',
choose the same values for tly

and
^ tp+l -tp ^$, and we take
summations, where

the smaller of

B',

[CH. IV

8"

Tp

we take

S to

t2 , ... t

in both

be

the same in both

summations.

Now

divide the range

than S

interval being
of intervals which are
less

*

;

to T into any number of intervals each
and subdivide each of these into a number

t

'

suitable

for the inequality

Then taking the end-points of these intervals to be t tl9
Tp to be the point of the pth interval such that
,

...

,

T,

and, taking

at all points
p+1

of the arc fpfp+i of

AB, wa have

- zp ) f(Zp) - 2 (^ - t,)f(Z) 9

(

p=Q

2 f(Zp )

\g

&

+1 )

-

-Qg(W

P )}

-Wp )sf(W

p )}

p=0

^ 2
p=Q

Let

L be the

sum

of the fluctuations of

be the upper limit of \J(z)\ on CD-,

M

,

>?

on

exists since

tinuous.

Then, by the

J

o

last inequality,

Ovi r

*p)/(^)-J

Therefore

- 2

+ 2

-

(fc+i

pr^Q

<

(2

-f

Jlf) c

;

AB and

28

let

f(z)

ML~

is

l

con-

MISCELLANEOUS THEOREMS

18-19]
since

M

arbitrarily small

is fixed, e is

and the two

43
integrals exist,

we

infer that

Taking f(z) =

Corollary.

1,

we

see that

this is the formula for the integral of

a continuous differential

coeffi-

cient.

Differentiation of an integral with regard to one of the limits.

19.

AB

P

Let
be a regular unclosed curve such that if any point
on it
be taken, and if Q be any other point of it, the ratio of the sum of the
and Q to the length of the chord
variations of the curve between
1
a
has
k.
limit
finite
PQ
upper

P

,

Let f(z) be continuous on the curve and

zQ9 Z,

let

Z+h

be

any

rZ

three points on it

;

then if z

be fixed,

\

f(z) dz

a function of

is

Z

Jzo

only, say

<f>

(Z)

\

and
H
lim

where

the difference of the parameters of Z,
can find 8 so that |/(Z+A)-/(Z)| <

t is

We

Z + h.
when *<8, where

c is

arbitrary.

Now
A- 1 {*

(Z+ A) - * (Z)} = A-'

rZ+h

f(z) dz

/

JZ

= h~

l

S

lim
ji-*-oo

r1 /(Z+

A r W)

.

CW -

*r

wX

(n) =
Ao(n) = 0, A n+1
A; it being supposed that the points hr{n) are
chosen in the same way as the points
in
10 of Chapter II.
Therefore

where

z^

-1

-1

lim

S

n-*-oo

r=l

lira

S {/(Z + JM") -/(Z)}

.

(Ar+J

<>

- Ar

<

7i-oo r=l
1

This condition

is satisfied

by most curves which occur in practice.

44

<

MISCELLANEOUS THEOEEMS

|

S

lim

*-'
|

{/(Z+W) -f(Z}\

|

n-*oo r=l

2

.
|

|

[CH. IV

A^w - W

|

|

r=l

But, by the

lemma

of

9,

Aso that
since

c is

|

2

1
1

A- 1 {<i>(Z + h)-<l> (Z)}

arbitrary

and

is fixed, it

-f(Z) < *c,
|

follows from the definition of a

limit that

20.

Uniform

and

coefficient,

differentiability

a continuous

implies

differential

the converse.

Let/(z) be uniformly differentiate throughout a region ; so that
e is taken
arbitrarily, a positive number 8, independent of 0,
exists such that

when

whenever

z ^ 8 and z

z'
|

\

are two points of the region.

z'

9

sf\^8, we have

Since \z

-

\f(z) -/(*')

Combining the two

(Z

- *')/' (*') ^
|

|c Z

-Z

|

|.

inequalities, it is obvious that

\(z-z){f(z')-f'(z)}\^^\z-z\+l*\z-z\,
and therefore
whenever

|/' (z)

^

z\

\z'

To prove

8

;

that

is

a positive number
I/'

<

c,

\

to say, /' (z) is continuous.

the converse theorem, let/'

a region

fore uniformly continuous, in
arbitrarily,

-f (z)

8,

(z)
;

be continuous, and therewhen c is taken

so that,

independent of z exists such that
9

00 -/'(*) <i,
I

- z ^ 8.

whenever z

\

|

Consider only those points z whose distance from the boundary of
the region exceeds 8 take z - Z\ ^ 8.
of the straight
Then since f(z) is differentiable, to each point
;

line joining z to

whenever

'
|

|

Z there corresponds a positive number 8^ such that

|

$

8

{

and

'

is

on the line zZ.

MISCELLANEOUS THEOREMS

19-20]

45

Goursat's lemma, we may divide the line zZ into a finite
= *)> &> &
of intervals, say at the points
(
(H+I(=*Z),
such that there is a point zr in the rth interval which is such that

By

number

>

of the interval.

for all points

- (C - zr)f (z r) = *r (C-*r ),
~
~
- *r
/(&-,) -/(*r) (Cr-l Zr)/' (zr ) = / ( r _
/(,) -/&)

Therefore

x

where

K|^|e,

Also, since

\zr

/'(Zr)

where

),

|VK^.
z\^$>

=/'(*)+*,

|>7r|^i*.

Therefore

/(C) -/(tr-i) - (t - t-i)/' (^)

= ^r (r Taking r -

...

1, 2,

n+

1

C-i) + ^r

in turn,

(Cr

~
r)

~ V (tr-i - -r)-

and summing we get

f(Z)-f(z)-(Z-z)f'(z)
1
= "a ^r (fc. - tr-J + "a' {vr (C- r=l

r=l

But, since the points
order on a straight line,

o(=z), zl9

19

2 ...

Sr)

- V (t-i - Xr)}.

4, ^,

rt

+i(=^) are

in

n+l

2
r=l

and

so

|/(Z)-/()-(^-)/'(*)I^W^-l

+ i*l^-*l,

whenever \Z-z\ ^ S and the distance of z from the boundary of the
region does not exceed 8. Therefore, if/' (z) is continuous throughout
a region, /(z)
the region.

The reader

is

uniformly diiferentiable throughout the interior of

no difficulty in proving the corresponding
uniformly differentiate or when /' (z) is conin each case, restricted to be a continuous function of

will find

theorems when /(z)
tinuous,

and z

a real variable

is,
t.

is

CHAPTER V
THE CALCULUS OF EESIDUES
$ 22. The differential coefficients
23.
Definitions of pole, residue.
an analytic function.
24.
The
integral of a function round a closed contour expressed in terms of the

21.

Extension of Cauchy's Theorem.

of

residues

at

Liouville's

its

poles.

25.

The

calculation

of residues.

26.

Theorem.

21.
Let C be a closed contour and let f(z) be a function of z
which is continuous throughout G and its interior, and analytic inside
Let a be the complex coordinate of any point
0.
not on (7.
Then
the extension of Cauchy's theorem is that

P

.

P be outside
= f(a) if P be inside C J
almost obvious for if P be outside

I

Jc

The

first

part

is

proved that f(z)/(z
on (7. Therefore, by

if

z-a

-

;

analytic at points inside
a)
result
of Chapter III,
the
is

C

Now

let

7

P be a point inside

C

.

C

it is

easily

and continuous

z-a
0.

1
Through P draw a line parallel to Ox\ there will be two points
Qi> Q* on this line, one on the right of P, the other on the left, such
that Qi, Q<2 are on (7, but no point of QiQ2 except its end-points lies on

0.
[The existence of the points Q19 Q2 may be established by arguments
similar to those in small print at the foot of page 11.]
Points on the line which are sufficiently distant from P either to the right or
outside (7. Since a straight line is a simple curve, the straight lines
joining P to these distant points meet C in one point at least.
1

left are

THE CALCULUS OP RESIDUES

21]

$2 divide C into two parts <r lt o-2 with the same orientations as
be chosen so that ft, Q2 are the end-points of the oriented
curve <T!, and Q Z9 ft are the end-points of the oriented curve era
<2i>

C

;

let

cTj, or2

.

Let the shortest distance of points on
that

C

P be B

from

l ;

choose S so

S^S 1? 8<1 and
a

when s
|

S,

|

where

c is

an arbitrary positive number; draw a

circle

P and radius r (^ |8).
ft ft meet this circle in P P

with centre

Let
z ; let the upper half of the circle,
l9
with the orientation (a - r, a + r) of its end-points, be called
l9 and
let the lower half of the circle, with the orientation (a + r, a
r) of its
2
end-points, be called

B

B

.

properly oriented, be called (73 so that the orientations of Si and B% are opposite to that of Cs
Proofs of the following theorems are left to the reader

Let the

circle,

,

.

:

(i)

on,

$2^2,

-fii,

PiQi form a closed contour,

Ci,

properly

o- 2

ftPu

.$2,

P

Ci,

properly

oriented.
(ii)

,

2

Qa form a closed contour,

oriented.
(iii)

(iv)

P

is

outside Ci

f(z)l(z

a)

is

and

C

2.

analytic inside Ci

throughout the regions formed by Ci,

Now

and

C2 and

consider

c^z-a

C

2

;

and

it is

continuous

their interiors.

THE CALCULUS OF RESIDUES

48

[CH.

The path of integration consists of the oriented curves
B19 2
2 &,
2
Pift, ftP,,

P

The

&P

B

,

The

o- 2

,

.

integrals along the oriented curves o^,

along C.

<rl9

V

cra

make up the

integrals along the oriented curves

integral

PiQi QiPi cancel,
and so do the integrals along the oriented curves P*Q,<t> Q^P* while the
integrals along the oriented curves J9lf B2 make up minus the integral
9

;

B B

along the oriented curve Cs since the orientations of
opposite to the orientation of (73

ly

,

2

are

.

Hence
f

Jc
c\z~a

Jc2

z-a

JCz-a
jc^z-a
O
and
(7
and is
insid^

Now

.

continuous
I
2
d) is analytic
f(z)l(z
and
their
formed
interiors.
the
Hence, by
by Oi, Ci
regions
throughout

and

17, the integrals along Ci

<72

vanish.

a

Jc s z

Let
so that,

f(z) -f(a)

when

z

on

is

C

v

s,

\

\

- (z - a)/' (a) = v ( - a),

^

.

Then
[

J*- +/'()
J
J a f
^=/(
I
;c
jc^z-a

/il)

But, since Ci

is

v

)
}

^

Jc^z-a

a closed curve, f

<fc

dz+

7

vdz.

f

7c3

8

= 0, by Theorem

III of

13.

JCs

To

evaluate

a

put

,

scribes

+

i

;

is

a real

C

B.

dz

f

-a

Jc3

Therefore

f

J

s

Z

18,

_
~ p*
ya

2*

- sin
cos

+ f co80
+ / sin

& dz-Mf(a)=
d

f

,0

vdz,

JC$

This result may be stated "The path of integration
into Cs without affecting the value of the integral."
2

sin 0)

is

Hence, by the result of

C

z-a + r (cos

the angle which the line joining z to a makes with
increases by 2?r as z deConsequently, since a is inside Ci,

number and
Ox.

I

yC3 z

may

be deformed from

THE CALCULUS OF RESIDUES

21-22]
so that

&

I
I

dz - 2iri/(a) ^ I

a

jc z

jc$

49

\vdz\

*(

\dz\.

J^x

a + r (cos t + i sin

Putting z
(

=

\dz\

2 rlicos^+^ + tsiiUr+j^-cos^W

lim
n-*.oo

JCfl

where

r=0

t^n\

<

t

so that

we get 3

),

=

<fe

f
/C
3

tf*

S

lim

|

->oo

r=0

lim

S

)i

-

*

* n+1 <*>

,

2r sin J
^
|

=

(^r+1

<

*

w)

+

2ir,

- ^~)

n->oo r=0

Hence
is less

it

f

i

than

must be

2irrc,

zero

;

^

jC7

Z

where r ^

1

j

that

is

*~~

dz - 2irif(a)

(t

and

arbitrarily small.

c is

Consequently

to say

cz-a
22. Let C be a closed contour, and let f(z) be a function of z
which is analytic at all points inside C and continuous throughout G
and its interior ; let a be the complex coordinate of any point inside C.

Then f(z) possesses unique

differential coefficients

of all orders at a ;

and
i

~~

dan
<n

~t

i

/

"2m Jc (z

- ayt+l
\~>j _t'-i

az*

All points sufficiently near a are inside (7; let 8 be a positive
number such that all points satisfying the inequality z - a ^ 25 are
inside G and let h be any complex number such that h ^ 8.
|

;

|

Then, by

21,

(a
v

3

w.

c.

i.

+

A)x

The notation

=

-i, (
2in Jc

-^

z-a-

of Chapter II is being

employed.

\

\

50

THE CALCULUS OP RESIDUES

[CH,

V

Therefore

S^L*JW(*)-_L
2t

Ji

Now when

2

is

on

t

K

is

Hence,

|-a-A|8,

__
^
A)

and 4 |/()|<JST,

a constant (independent of h and
if

J.(*\

I

2wi jc (z - 'of (z- a

a)

(z

(7,

|*-a|>28,
where

JJtfLjz^jL
- 2

jc

L be the sum

8).

of the variations of

x and y on

(7

Therefore

/(a + A)-/(a)

1

_

'

where

|

Hence, as A
niL

-* 0,

|

|

,

-

*

_
'

A KL/(8ir8>).
|

v tends to the limit zero.

+ *)'
'
f(v a
r
lira

r

Therefore

-/()
^-^~'

lt-0

has the value

.

2

/

JC

u^;

/

that

is

(z-af

to say,

The higher differential coefficients may be evaluated in the same
manner; the process which has just been carried out is the justification
of differentiating with regard to a under the sign of integration the
'

<

equation
i
v
/(B)

If

4

we assume that -~pn

On

<7,

variable, t;

f/M*.
-a

2in Jc z
exists

and

the real and imaginary parts of f(z) are continuous functions of a real
and a continuous function is bounded. See Hardy, A Course of Pure

Mathematics, % 89, Theorem

I.

THE CALCULUS OF RESIDUES

22-24]

51

a similar process will justify differentiating this equation with regard
to a under the sign of integration, so that

But (6) is true when w =
and hence, by induction, (6)

1

hence by (6 a),

;

is

(6) is true

when n = 2

;

true for all positive integral values of n.

23. DEFINITIONS.
Pole.
Residue.
Let f(z) be continuous
throughout a closed contour C and its interior, except at certain points

#2
a l9 a2
#1,

<*>m,

>

and analytic at

inside C,

Let a function ^ (z) exist which
(i)

all

points inside

all

C

except at

w

,

(z) is

\l/

satisfies

the following conditions

C and

continuous throughout

:

analytic at

its interior,

points inside C.

At

(ii)

points on and inside C, with the exception of

a iy a2

,

...

am

,

(7),

^

i

,

where

</

Then /(^)
coefficient of

is

(2?

It is evident

/

\

r V
(z)'

=

r
- Or +

r

1

-*-*

C

,

2r +
~ a,.)rt

(^

by

,

consider

-rr1

Or)

*

m

^r (z)dz.

;

the

r

2

</,,.

r=l yO

(*) dz.

This last equation enables us to evaluate
I

.

.

/(*) <b =

I

The only point

=
analytic is the point z a r
radius p, lying wholly inside
.

-affecting

-

result of Chapter III that

by the

(7),

JC

that of

n r ,r
7

(

,

J^>

24.

+

said to have a pole of order n r at the point a r
1
viz. 6 1>r is called the residue of f(z) at a r

a,.)""

r

so that,

. . .

inside

Cat

With centre ar draw a

C

/

JG

f(z}dz]

for

(z) is

not

which

<

circle

C

r
r

of positive

then by reasoning precisely similar to
the
deform
we
can
21,
path of integration C into C" without
the value of the integral, so that
;

42

THE CALCULUS OF RESIDUES

52

To

evaluate this

new

initial

t
'

increases

value of
<f> r

-f

+

p (cos

i

sin 0),
'

as z describes

2?r

;

as in

21, if a be the

0,
fa.+2ir

dz =

(z)

by

V

integral, write

z - ar
so that

[CH.

I

fa (z) P (- sin Q + i cos 0) d0

Jo.

'

= Sfin.rp -**!
1

Now

easily proved that

it is

sin

Ja
if

m

is

an integer not
<

I

r

JC
Therefore

m

'

zero.

f

Therefore

(z)

[a+'Zir

dz =

I

b ltr idO

=

2iri

b lt r
,

.

Ja.

finally,

m
)dz= 5

r

f
yO

may be

This result

If

{cos(rc-l)0-mn(ra-l)0}d0.

formally stated as follows

:

a function of z analytic at all points inside a closed
with the exception of a number of poles, and continuous

f(z) be

contour

C

throughout

C and

(except at the

its interior

then

poles'),

I

'J

equal

to

multiplied by the

2-rri

sum of

C

f(z) dz

of f(z) at

the residues

its

is

poles

inside C.

This theorem renders
definite integrals

;

it

possible to evaluate a large

number

of

examples of such integrals are given in the next

Chapter.

25. In the case of a function given by a simple formula, it is
usually possible to determine by inspection the poles of the function.
To calculate the residue of f(z) at a pole z-a, the method
generally employed is to expand f(a + t) in a series of ascending

powers of

t

(a process

values of \t\) 9

and the

required residue.
^

By

which

is

5

justifiable
l

for

sufficiently

small

the expansion is the
In the case of a pole of the first order, usually
coefficient of t~

applying Taylor's Theorem (see

in

34) to (z

- a)*/ (z).

THE CALCULUS OF RESIDUES

24-26]

53

called a simple pole, it is generally shorter, in practice, to evaluate
lim (z - a)f(z) by the rules for determining limits a consideration of
;

s-*a
the expression for f(z) in the neighbourhood of a pole shews that the
residue

LIOUVILLE'S THEOREM.

26.
z

and

let

Let

this limit, provided that the limit exists.

is

\f(z)

z,

are inside

take

C to

On C

z
it

< K where

\

K

is

a

be any two points and
then by 22

= z + pe 19 ;

1

is

true for all

is

C

be a contour such that

s and whose radius

since \t,-z'\>\p

J_
aO -/<*)! =

This

let

f
/

(

when

J

_v?_~

=0

;

that

is

to say,/(cr)

it

>

2

z'

-z

.

1

follows that

,,

1

fixed;
is

on C,

p

f

<2\z'-z\Kpvalues of p ^ 2 z
z

keeping z and z

is

is

x

1

Make p-^co,
f(z') -/(^)

z, z'

;

be a circle whose centre

write

Let f(z) be analytic for all values of
Then f (z) is a constant.
constant.

.

.
\

then

constant.

it

is

obvious that

CHAPTER VI
THE EVALUATION OF DEFINITE INTEGRALS

A circular contour.

27.

29. In28. Integrals of rational functions.
30.
Jordan's lemma,
functions, continued.
32. Other definite integrals.
Applications of Jordan's lemma.
Examples of contour integrals.

tegrals
31.
33.

27.

of

rational

If /(#, y)

be a rational function of

f

Jo

/(cos

can be evaluated in the following manner

Let z = cos

+

i sin 0,

so that z~

l

:

cos

=

y, the integral

dO

sin 0)

0,

x and

i

sin

then we have

;

f

wherein the contour of integration, (7, is a unit circle with centre at
If /(cos 0, sin 0) is finite when 0^0^ STT, the integrand on the
z = 0.
left-hand side is a function of z which is analytic on (7; and also
analytic inside

C except

at a finite

\

I
Jo
is

equal to

%iri

times the

sum

number

of poles.

sin

of the residues of

at those of its poles which are inside the circle

Example.

I

Jo

a+

r

-

=

\z\

=

1

.

to siow femo m'wft to the
-/> -,,^-T 2N
v( a tr)
2
< |6|, '# Ww</ supposed that a/b is
)|
^ a/6 ^ 1.
,

o cos v

radical which makes \a- *j(a?
not a ra&/ number such that 1 1

Consequently

fc

1

Apart from this restriction a, b

may

be any numbers real or complex.

THE EVALUATION OF DEFINITE INTEGRALS

27-28]

Making the above
2n

"

(
Jo

substitution,

de
a + 6 cos

=?
~~

=

^

(

Jc bz* + 2az

i

"~"

1

f
I
//*
tO J C \Z
/*/!

where

are the roots of

a,

= a,

are the points z

Since

*

=

ft*

2

+ 2a* +

ft

cfe
"\

'

= 0. The poles

=

= - a - ft = -

>9^
/3 ]

of the integrand

/?.

;

that 2a/b

4- ft

^ ) /A\Z "~"

~"~

1, of the two numbers |a|,
and one less than 1, unless both are equal to
put a = cos y H- i sin y, where y is real then
|a/J|

55

2 cos

1

y, i.e.

|^|

one

1.

If

is

greater than 1

both are equal to

= or = cos y 1

/?

< a/ft ^

which

1,

is

1,

sin y, so

contrary to

hypothesis.

Let a =

a) (z

{(z

is

^S

,

to the radical

then z = a

^

-

which makes

\a

=

- V(aa -ft

<

a

)|

that sign being given

,

^-j~
\b\

so that

;

|a|

<l,

|/?|

>

1

;

the only pole of the integrand inside C, and the residue of
l
a is (a - /3)~\
@>)}~ at Z

Therefore

/

./o

,

------ .

x

a + o cos

-

T x

-,

a-

tb
27T

If P (x\ Q (x) be polynomials in x such that Q (#) has no real
and the degree of P (x) is less than the degree of Q (a) by

28.

linear factors

at least

2,

then 2

P(x]

f

V dx
n
ty (X)
;

I

J-

(x

P

(z)/Q (z) at those of
real axis.

of

m-n^2,

reader will

n~l

l

+

;

+ an

,

+ ft m

,

. . .

. . .

...

<l\h\.
^ ^

+

|ft

-^-

remember that an

|

;

infinite integral is defined in the following

an

/Ra f(x)

dx = g (JR), then

residues

choose r so large that

+

+

sum of the

in the half plane above the

1

i,

^y

lie

= b*xm + bitf*- +

a * 0, & *

o^
and
The

to 2?ri times the

poles which

()

Q (x)

2

equal

P (x) = a xn + a x

Let

where

its

is

/'

I

J a

/ (x) dx means
*A

A

lim g (R).

Jt

THE EVALUATION OF DEFINITE INTEGRALS

56

dh

then

if

[CH. VI

<

|*|r,

and

so that,

>

if |s|

r,

P (s)/Qfs)| ^ 4

w-

then

lc

&
|

-'|

.

Let (7 be a contour consisting of that portion of the real axis which
p, + p and of a semicircle, F, above the real axis,
joins the points

whose centre is the origin and whose radius
greater than r.
f

Consider

P (z] dz
777^

I

Now

P (z)lQ (z) has no poles outside
\P (z)/Q

r

mi,

^4

(a)\

f

Therefore

p

I

J-p
is

equal to

inside

C;

2iri

i.e.

times the

at

its

where p

is

any number

\a b

'1
\

P($ ^
7.7^-+
V (z)

sum

the circle

\z\

=r

;

for outside

r-.
j

/*

dz

I

.'r

of the residues of

P (z)IQ (z) at its poles

poles in the half plane above the real axis.

Further, putting z

~ p (cos
=

+

i

sin 0)

(*)

J-l,

on

r ^-^ p (cos
P(z)

Since 7z-

p;

this integral is equal to

;

Jc *A~;

this circle

is

lim

I

P dO

fl

F,

+

i

sin

THE EVALUATION OF DEFINITE INTEGRALS

28]

f Q(z)
$& =

But 8

J-oo

=

p

Km

r

><wo

J-f>

?~&dz
Q(z)

P(z)

hm

=-

57

lim

where 2r p means the sum of the residues of P(z)IQ(z) at
in the half plane above the real axis.
Since

has been shewn that lim

it

I

P-*-OO

Jr

TTT\ dz - 0,

its

this is the

poles

theorem

fy (z)

stated.

Ifa>0,

Example.

The value
z

putting

The

If

times the residue of

is %iri

~

\2~

2/0

residue

is

V + terms which are

22

- t'/(4a3 )

therefore

Q(x} has non-repeated

and hence the

;

times the

*2iri

+ a 2 )- 2

at at;

sum of

is

finite

when =0.

integral is equal to

real linear factors, the principal value*
00

of the integral, winch

which

(z*

ai-\- t>

2V2

(si

of the integral

written

P

the residues

r

P(x)
~

I

)/ dx,

exists.

Its value ts

of P(z)/Q(z) at those of

its

poles

sum of

plane above the real axis plus iri times the
the residues at those of the poles which lie on the real axis.
lie

in the half

To prove this theorem, let ap be a real root of Q (#). Modify the
contour by omitting the parts of the real axis between ap -&p and
ap

-f

Sp

and

inserting a semicircle rp , of radius 6^

and centre a p above
,

contour

is

When a
;
carry out this process for each real root.
modified in this way, so that its interior is diminished, the

contour

is

said to be indented.

the real axis

The

limit of the integral along the surviving parts of the real axis

when the numbers
Since
4

lim

Bromwich,

2L

tend to zero

is

/

/

exists, it is

equal to

P
lim

I;

Tlieory of Infinite Series, p. 415.

senses will not cause confusion.

The

use of the letter

P

in two

THE EVALUATION OF DEFINITE INTEGRALS

58
If rp

'

P (z)IQ, (z)

be the residue of

semicircle yp is

-

^}

/

tends to - virp as 8P

/ (z

'

-*-

at

ap

the integral along the

',

-a

z=a p +$p ei0

p '} id&, where

where

A

,

and

this

hence

;

/*

29.

[CH. VI

more interesting

integral than the last

is

I

P(x

\

:

757

\

^>

P (^), Q (x) are polynomials in x such that Q (#) does not vanish
and the degree of P (x)
lower than

for positive (or zero) values of #,

that of

Q (a?) by

at least

The value of this

is

2.

integral

is the

where

at the zeros of Q(z);
iir.
between

sum of the

tlie

residues of

imaginary part of log(

s) lies

[The reader may obtain the formula for the principal value of the integral
has non-repeated positive roots.]
(#) =

when

P (^
V

C

Consider

I

J

log (- z) -^rfi dz, taken round a contour consisting of

w

the arcs of circles of radii 5 /,
end-points. On the first circle

z-

circle

log

\z

|

$e ie

+ i arg

(

(-7r^0
z),

^TT).

and the

straight lines joining their

And

log (-2)

is

^

IT)

;

on the second

to be interpreted as

^ arg ( z) ^ TT on one of the straight
= - TT.
arg (- z) = TT, on the other arg (- s)

where

lines joining 8 to jK,

8,

- z = Re ie (- TT ^

TT

;

(The path of integration is not, strictly speaking, what has been
previously defined as a contour, but the region bounded by the two arcs
5

In future, the

letter

R

will not be used to denote

*

the real part of/

THE EVALUATION OF DEFINITE INTEGRALS

28-29]

59

and the straight lines is obviously one to which Goursat's lemma
and the analysis of Chapter III can be applied.)
With the conventions as to log ( z), log (- z)
(z)/Q (z) is analytic

P

inside

contour except at the zeros of Q (z).
in
and 8 so that
28 we can choose

tJte

S

As

,

K

^ (z)IQ, (%)\
Let the

P(z)/Q(z)\ does

and
number, K, when \z\~JR>R
< E' when \z\ = 8 < 8 ; where
is independent of
a fixed

not exceed
I

2

\z

circle of radius

R be called r,

and the

so

that

and R.
of radius 8 be

circle

8

be the lines arg (- z) = - IT, arg (- z) = v.
y;
Then the integral round the contour is 2-ri times the sum of the

called

let c lt

c.2

P

residues of log (- z)
(z)/Q (z} at the zeros of
only poles of the integrand within the contour).

But the

integral round the contour

Now

which

-**0 as

R-*

log (-*)

>

,

since

R~

l

which tends to
s

log 8

-f

= xe~

on

Cj

,

- z = xe

and

(iv

Hence

2?r/

the zeros of

times the

sum

+

I

.

Jci

where z - Be*

8-^0

on

c2

.

as 8-^

Then

+ log #)

of the residues of log (- z)

Q (z)
I]

which proves the proposition.

I

Jy

M\KSdO,

as 8-^0, since S log
iir

+

log jR-**Q as
6,

|

I

Jet

77--^

So also

Put

+

/

JT

(these are the

.

,

,

|/r

=

Q (z)

^+r

(*

P (z)/Q (z)

at

THE EVALUATION OF DEFINITE INTEGRALS

60
The

interest of this integral lies in the fact that

[CH. VI

we apply Cauchy's

(or branch*} of a many valued function.
If
be
(#), Q (x)
polynomials in x such that Q (x) has no repeated
roots
and
positive
Q (0) 4= 0, and the degree of (#) is less than that
of Q(#) by at least 1, the reader may prove, by integrating the branch

theorem to a particular value

P

P

P

~

of (- z) a l
(z)/Q (z) for which arg (- z) ^ IT round the contour of
the preceding example and proceeding to the limit when S-^0, /^-^<x
|

\

,

<a<

that, if

1

and a?' 1 means the
*- 1

P

=
777-7 dx

TT

y \x)

1
positive value of a^"" then
,

cosec (air)

2r -

TT

cot

a~l

(air) 2r',

P

where 2r means the sum of the residues of (- z}
(z)/Q (-) at those
zeros of Q(z) at which z is not positive, and 2r' means the sum of the
residues of a?~ l P(x)IQ(a:) at those zeros of Q,(x) at which x is

When Q(x)

positive.

has zeros at which

have to be indented as in the

I/

Examples.
00

r

<a < 1

,

TT
xa ' 1 ,
dx=- ---1 +X
Sill air

JQ

JORDAN'S

28.

1

-

\

,

LEMMA T

.

lemma

is

air.

and

negative (c being a positive constant}
(i)

(ii)

Let
c),

m

f(z)

|

a

next be

the

satisfies the

imaginary part of z

is

not

:

is analytic,

\f(z) -*
be

will

frequently useful.

Let f(z) be a function of z which

following conditions when \z\>c

uniformly as z -*
\

GO

.

\

and let F be a semicircle of radius
and having its centre at the origin.

positive constant,

above the real axis,

lim ( ( emiz f(z) dz]
/
-*.<
V/r

Then
If

positive, the lines Ci, c2

In connection with examples of the type which

30.

considered, the following

R (>

is

a?P r l-X
dx^Tf cot
Jo

-

I

x

example of

last

we put z =

R (cos

+

i

= 0.

increases from

sin 0),

scribes r.

f e*f(z) dz
Jr

Therefore
6
7

-

m fa
f* ze /()

',

./o

Forsyth, Theory of Functiom, Chapter vni.
270.
Jordan, Count (V Analyse, t. n,

to * as z de-

THE EVALUATION OF DEFINITE INTEGRALS

29-31]

dz =

I e mizf(z)

so that

f

I

miz

ze

61

f(z) idQ

-njRe' mRsin0 dO,

I

Jo

where

is

17

the greatest value of \f(z)

when \z\-R.

\

In the last integral, divide the range of integration into two parts,
viz. from
in the second
to \-n and from \tr to ?r ; write TT for
part; then, noting that, when
e -m&*in0 ^ e -2mMlw we gee that

8

O^^^^TT, sin0>2#/7r,

so

that

t

*
I

I

But

rj

-*~Q as

f e
yr

miz

l

f(z)z- dz

R~* co and

therefore

lim

"*/(*)

;

I

R^.OO

The

31.

lemma
Let

is

let

'

f

Jr

following theorem

^

may be

<r

-0.

proved, by the use of Jordan's

:

P(%\ Q(&)
and

linear factors,

and

^2yE Jo(

t/ie

b# polynomials in

x

suck that

Q(x) has no real

degree of P (x} does not exceed the degree of Q (x)

;

m > 0.

equal

P (z) emiz
Oj4

to

iriP(tf)IQ(fy plus

at the zeros of

Q (z)

2iri

times the

sum of

the residues

of

in the half plane above the real axis.

[The reader may obtain the formula for the principal value of the integral
has non-repeated real roots.]

when Q (#) =

Consider

I

Jc
c

V

8

may

If

and with

taken along a contour

C

consisting of the

(2)

straight line joining
real axis,

~

7-

its

-R

to

- 5, a

semicircle, y, of radius

8,

above the

centre at the origin, the straight line joining 8 to

we draw the graphs

t/

= sin#,

be proved by shewing that

-r-

y = 2x/ir, this inequality appears obvious;
decreases as

increases from

to Jir.

it

THE EVALUATION OF DEFINITE INTEGRALS

62

[CH. VI

M, and the semicircle r, where 8 < 8 R > jR and 8 and B are to be so
chpsen that all the poles o{P(z)/Q (z) lie outside the circle \z\ = S and
,

= j?

inside the circle

Then

|

,

.

J

I

/j4zs
J C *%
v*v

~~
*

0lwte

2W

equal to

l&

times the

sum

of the residues

mi*

of

P(z)e

^
y

may

x (
(z)

z

which

Q (z)

at the zeros of

be shewn by analysis similar to that of

+

Bat

the upper half plane, as

lie in

28.

+

m"'"-

f %&*.*>-((-'+
f
f"
y
z
\J-& Jy
Js
JcQ(z)
Jr/Q(s)
Put z = - x in the first integrand, and z - x in the third then
R
Z P
P (-^ e -^] dx
((-'+ !
t*j
) *'
\J-K J )Q(*>
a~J> IQ()
Q(~-r)
z
mi* d
~
(

;

\^le^

Since lim

W<*

is finite,

P(z)IQ(z)

f

.'r

|l-

^)e
y

-+0

as

-*oc, by

c

C^sJ

Jordan's lemma.

= Se>* on

Also, putting a

y,

where |/(*0| does not exceed a number independent of ^ when
TT

1-

Hence

lim
6-*0

Making R-*cc

,

(

I

A

5

<

8

.

^(i),m^ = _ W ^_(0)

8-*-0 in the

above formula

for

I

7rf~(

e

"" z ~'~
>

result stated follows at once.

Put

Corollary.

P (z) = Q (z) sin
yoo

By arguments

may shew

1

ma

#

;

then, if ?w

dx-

>

0,

n

similar to those used in proving Jordan's lemma,

we

that

r

Jo

a>0, 6>0, r>

if

Consider

/

Jc

-^
^cW -z* + r

line joining the points

,

JS,

where the contour

C consists of the straight

R and of the semicircle r, where R > %r.

The only pole of the integrand inside the contour
and the residue of the integrand is easily found to be |

is

at

z-ri\

THE EVALUATION OF DEFINITE INTEGRALS

31]

+ (* +
(/
V7-.R
Jo
Jr

Therefore

In the

03

first integral

put % - - #, in the second put z = x.

Then
/*.R

e

1

aco bx

vdr
sin (a sin bx)

./o

r

- irt^* -

-*

^+

lr

I

zdz

5w

J
Jr

I

Now

"2T
=

where

\w\

+

1

=

00***

W,

1

2!

3

!

ae bzi

2!

and on

bzi

T,

\e

\

=e-

b

***^

1,

3!

where ^ = ^ (cos

= /^ (cos ^ +

Consequently, putting

^Tri-r^i

i

sin ^)

d

+ f sin ff)

on

;

so that

P,

r z~-

JQ

But

and

47T

therefore

while

/;

3
s +

;/;

r

.

i

Consequently

where lim
jR-*-

integral,

^ = 0;

i

>

as in Jordan s lemma.

/

yr

and

therefore,

by the

definition

of an infinite

THE EVALUATION OF DEFINITE INTEGRALS

64
32.

Infinite

involving

integrals

functions

hyperbolic

[CH. VI

can

fre-

quently be evaluated by means of a contour in the shape of a rectangle
an example of such an integral is the following

;

:

/"*

i

d**

[

Consider

=

I

Jr cosh

where

when - TT < a <
dx-\J sec \a,
4

TTZ

,

TT.

dz taken along
& the contour T formed by
J the

R

+ i,
corners have complex coordinates -7, j?,
let these corners be A, B, C, D.
The zeros of

rectangle whose
i,

711

cosha#
cosh^ra;

JQ

R>0

;

are at the points z = (w + 1) i, where ft is any integer; so that
the only pole of the integrand inside the contour is at the point z = ^i.

cosh
If 2

TTZ

= %i +

t,

then

^ ^0^* + j-^+
cosh

i

trz

-

sech

NOW

at

^2;

/*

,/r

cosh w^

-

}

2

^VC

i is

\7^j5

7T5;

71

"*)-

i

ot
-<fc = 2*

.

---

Jr cosh

.

JCD

^JBC

on CD we may put z = i + x
M + iy where ^ is real and on

on ^l.S we may put z - x where x is real
we may put z =
where # is real on

;

EC
DA we may put z=~R + iy where y is real.
;

,
I

az

~ er-

Jr cosh TTZ

)

(1 -f-^TrV-f ...)

as
/>

Therefore

-

-nt

.

"^rS
so that the residue of e

sinh

^=

[Re,

r
J -R cosh

rf^

I

I

JR

?r^

R

^a(i+a:)

T TT-7.
cosh
(

ea(R + iy)

r\

+

+ f"

cosh TT (^{"+ fy)
'

/R

./e

^

,

-7

-f

rO

.

e

Jo

;

Therefore

dx

x)
e -a(R-iy)
1

Jx

cosh ir(R-iy)

*

THE EVALUATION OF DEFINITE INTEGRALS

32-33]

0a(R + iy)

rl

where

=

CR

I

rR

r
rl

(

r-r-

I

<y

=

COS
COShTT^f

R

i

Jo cosh -ROC

x

for

idv
y>
;

dx

\

I

-

JQ

cos

,
UX+

(

R

e

in the second integral.

2^' = 2 (1 + **)

Therefore

r-r

y-

e

(
/

-x

^-

/-Q

dx+

,

/

on writing

?

Jo

rR

tfix

-\ daf= JQ
J-RCO&hirx

also

e -a(R-iy)

t

R + iy) ^dy

j--

^-

Jo cosh TT

65

{

+ jl"

cosh

Jo

.

/I

Now
Jo
rl

Jo

Also

|2

cosliTr

I

cosh

Therefore
|
1

rl

)|^

^
^
TT

R <
jK|

\

+

f^)|

j^-(^-^)|^y
'

J

IcosFw^JSr^t^]

=

(7^

^)|

T

-^^

Jo

<

4-

smh-TT^

o
'

sinh (?r^)

But,

if

-

lim

,

= 0;

2.

'

therefore,' if

- TT < a < TT,
'

(TTJ?)

R=

lim

^
But
,

0.

R coshfla?

[
Jo

-^
a

,

dx
r
cosh itx

I

.

is

~ c^
,
2^
^
to --^
equal
x
2 (1 + ^a *)

.

f
and therefore
,

:

cosh

33. Solutions of the following examples, of which the earlier ones
are taken from recent College and University Examination Papers, can
be obtained by the methods developed in this chapter.
1.

Shew that

when a > b >
when a = b.
w.

c.

i.

0.

a

-i-

Give reasons

why

this equation should still be true

(Math. Trip. 1904.)
5

THE EVALUATION OF DEFINITE INTEGRALS

66

Evaluate

2.

(

Shew that

3.

/-^

I

(^ +

J -oo

when/>

22

^2 +/2)8

r\ v

2

) (

2
+ a22\?
)

=

g>

0,

IT*3

2a 6 (a +

0.

(Trinity, 1905.)

-

^r^/r/
8

[CH. VI

when a > 0, b> 0.

6)

(Whittaker, Modern Analysis.}

Prove

4.

that, if

#>

0, c

0, /

> 0, b*-ac>

0,

then

--------

(Trinity,

-

1

908.)

+ ac)
00

r

<fa?

Evaluate

5.

(g^y^ yy

JQ

(

^+

.

when

a, 6, c are real.

c2)

(St John's, 1907.)

Shew

6.

that, if

a>

0,

C

01?

Shew that

^7.

-

-^

.

/

-

Shew that

fa J2

^

^

integrating

N

rt

TT

.

<a<

TT.

(Clare,
\

>

1

903.)/

,00

e- tz

e-^siu^at .dt=0.

cos2at.dt=e- a<*T(%),

J-00

00

Shew that

4^x ^ = ^

f

sinn

7o
,1

i

.11.

.

e~ z dz round a rectangle, shew that

I

-00
I

^0.

n

.

.,

*

By

J

.

/rn

(Tnmty, 1902.)

= ^ tan i when -

-?
-^a &? = 6
smh^o?

(
Jo

^.

rfa?

sinh-n-^

JQ

-^.

dx

C?^??^!^-

J.

,

,

Shew that

fflr^

(Clare, 1905.)

,

j

-

Jo

tanh |TT.

ifo^^-^,

.

when a

,

is

real

'

(Math. Trip. 1906.)
12.

Evaluate

-y + y* +
13.

^

I:

a?

+ y = 0.

Shew

that, if
oo

f

L

taken round the ellipse whose equation
(Clare,

m > 0,

a>

xsmmx

-*^

is

1903.)

0,
vna

7

dx=

TT

e

^5

.

sm

Twa

72

/m

.

.,

*~~\

(Tnmty> 1906

-

)

THE EVALUATION OF DEFINITE INTEGRALS

33]

Shew that

14.

Shew

15.

/"*

jT

<sfo?

.

*+*

Jo

m > 0,

that, if

cos
TW#
-

55L*** dx = J*.

TT

=

a>

(Peterhouse, 1905.)

0,

.

cos ?H#

f

2^

67

.dx

IT

TlT^r=I

'

Jo

,

<?

-(! +

)

(Peterhouse, 1907.)
16.

Shew that

17.

Shew

.

(Peterhouse, 1907.)
that, if
00

#

f

a>0,

-

^ = ^^^

sina?

,

7

TT^2 2a\
a*(a + x )

/

Jo

X1
(
v J-a
-

.

,

-

e~ a y\

(Math. Trip. 1902.)
18.

Shew

that, if

m > 0,

-

cos

/"
\

w#

~i4

a + #4

Jo

a>

0,

TT

,

dx = ^-^3 e~ m
2a
...

sm
(Trinity, 1907.)

19.

Shew

that, if

m > 0,

00

sin

T
/

Jo

2

a >

w#

0,

" 8a\ "^ = T~IjV(e" 2ma 2/28 *^
4a
,

^(a

?r

1

)

(Trinity, 1912.)
20.

Shew

that, if
00

T

Jo

a>

0,

cosa#

,

TT

.

/

?r\

l?^^^ = 73 Sm (2 + 6J

e

-^
'

(Clare, 1902.)

21.

Shew

that

22.

Shew

that,

jT

=
2iZf^E^ <&. a

when n

is

an even positive

(Trinity, 1903.)

integer,

1903 ->
23.

shew

By

that, if

taking a quadrant of a circle indented at ai as contour,
> 0, a > 0, then

m
[

xeosma^asmmx

I

a5

fo*

(e

)

is

*<!/ *w\
"
=-**&
(e
81

?

11 * 1

defined by Bromwich, Infinite Series^

).

p.

/
n.. -i i v
(Schloniilch.)

325.]

52

THE EVALUATION OF DEFINITE INTEGRALS

68

Shew

$4.

m > 0,

that, if

c>

dx

-0)

and a

[CH. VI

is real,

Tf

ma -a sin ma

cos

(c
v

c

(Trinity, 1911.)

Shew

25.

m>n>Q and
m (x - a) sin n (x

that, if

a,

sin

V)

00

f

x

J -oo

x

a

b are real, then

n (a
a~-b

sin

_

,

b

b)

(Math. Trip. 1909.)

Shew

26.

<a<

that, if

then

2,

(Legendre.)

it

27.

Shew that

28.

By

*5Ef <&=!,.

/["
JQ

(Legendre.)

X

using the contour of

shew

29,

that, if

1

< p<

1

and

< X < TT, then
-

r

I

1

Jo

29.
circle of

+ 2x cos

A.

+ ar3= sin JPTT

.

.

Draw the straight line joining the
z\ = l which lies on the right of

z

+ 2~~

(z
/***

wid

/

w

1

dz,

)

cos

m

shew

that, if

"
dO = 2 1

n>

m

>-

i,

m)

0,

By

i.

considering

then

1,

T

\(n

and the semiLet C be the

i,

this line.

.

sin

A

points

contour formed by indenting this figure at
n~l

(Euler.)x

.

.

sin

1

t

\

n~m~l

2

(1

)

w a#.

^0

J-^TT

Deduce that 9
"if

^x-wW

,/)

rt ^v

P

and from the formula

cos (w

4-

1)

0, 72,

By

integrating

B + ai, ai,

I

4- 1 ^

V

+ cos (n

lish this result for all real values of

30.

^>w

/) >J/3

Z.

1) ^

n\fm>

= 2 cos

.

.

_

.

cos w0, estab-

\.

e~* dz round a rectangle whose corners are

shew that
f

Jo

e~

t3

sm2at.dt = e- a Te^dy.
*

Jo

- a) = ir oosec OTT, which is required in this
(1
example, maybe established by writing x tj(\ - 1) in the first example at the end of
29, when
0<a<l, and making use of the value of the first Eulerian integral; it maybe
proved for all values of a by a use of the recurrence formula r (a + 1) a P (a).
9

The

result

T

(a) r

THE EVALUATION OF DEFINITE INTEGRALS

33]
31.

Let Q(z) be a polynomial and

the real part of a be

let

^

""

numerically less than
rectangle,

By

IT.

integrating

69

I

^

dz round a

shew that
COsh # + COS a

/_,

Deduce that
f
.

cosh

Joo

-- =

# + cos a

L 5

32.
Let I\ be a contour consisting of the part of the real axis
above the real
R, and of a semicircle of radius
joining the points
axis, the contour being indented at the points mr/b where n takes all
also let bR/v be half an odd integer.
Let
integral values and I >

R

;

F 2 be

the reflexion of I\ in the real axis, properly oriented.

P

~b<a<b and if (z\ Q (z) are polynomials such
no
real factors and the degree of Q (z) exceeds that of
has
Q (z)
then
(*),
Shew

that, if

that

P

r

aiz

~

\

J -o

sin

e
*

~7T~7

\"

*

o~
~

bx Q(x)

~\

,

[

R

where the limit is taken by making
indentations tend to zero.

p
dx =
^
bx Q O)

aatx

/.00

-?
sin

/

P(z)
.

-*

y-ry

"\~

Q (z)

J ri sin bz

QO

and the

radii of the

\

>

,

irf v

(2r

-

where 2r means the sum of the residues of the integrand at
in the upper half-plane

and

2r' the

sum

its poles
of the residues at the poles in

the lower half-plane.
33.

Shew

pf

sin

Jo

sin

00
/*

Jo

ax
bx

that, if

1

- b < a < b then

dx _ l sinh a
~~
v
+ a* * sinh 6

y

'

sina^
(gfa?
_ t sinh a
cos 6^ x(l + x*) ""^^coshfe*

cos

^f
00

pT
Joo

ax xdx _ l
~
+ or Y

cosh a

1

sinh b

dx
-(-^"^

cosh a

sin 60? 1

J

cos ax
cos for 1

'

(Lege.ndr6, Cauchy.)

THE EVALUATION OF DEFINITE INTEGRALS

70
34.

m

(2m- \}b<a< (2m + 1)6 and

If

[CH. VI

a positive integer,

is

deduce from Example 33 that
00

and three

pf

sin

Jo

sin

ax ^dx_ _
~~
bx

-f

x*

- 2mb) - e~ a

cosh (a

w

'

sinh b

similar results.

Shew that

35.

I

!

~

(Legendre.)

d+^^hfi^

f

=

\

2

lo

-

(Math. Trip. 1906.)

are

[Take the contour of integration to be the square whose corners
+ 2Ni where
an integer and make N-+- oo .]
i

N N

The

N

y

9

results of

;

Examples 36

which are due to Hardy,

39,

obtained by

e
f-

az

be

dz
e*' z + ia

2j00*

round a contour similar to that of Example 35.
a and 8 are real and, in Examples 36 and 38,

In
?r

;

8.

/'
./O
Jo

may

integrating expressions of the type

cosh

x+

cos 8

dx
a 2 + x*

a

sin 8

OT= o

{

<

all

<

8

the examples
TT.

- 2
(2w + 1) v + a}* 8

*

Deduce that
D

1

1

jibs
= _1
2
8 sin 8
cosh x + cos 8 w a + ir'
w

dx

1
'

f
Jo
00

r

Jo

cosh

^r 4-

cosh 8

coshiir
cosh x -f cosh

o cosh # + cos
/;

8

2

-f

^

^

=

a + a?

a3 4-

1

+

sinh 8 n = {(2

2

a

8 M= o

cos 1 8 n ^ Q

{

TT

1)

(~)

a cosh ^

^

'

*

28rr

rfa?

8

4 sin 2 7V 8

+

2
}

+ 8a

J

n

{(27i+l)7r-f
2
2
(2w + i) TT + a} + 8

{

(2n + 1)

TT 4-

2

8

a}

2

Deduce that

f cosh

Jo

39

pf

!

=2

^L

$ x). (a

2
-i-

*

i

5

)

=

a

fi

J

</'
1

+

*

8

8

1
f

coshS l^ + w2

,

M
SJ

!

sinhS'

'

THE EVALUATION OF DEFINITE INTEGRALS

33]

Shew

40.

that, if

a>

m > 0,

0,

xdx
Jo

1

<r<

1,

Zax

sin

then
1

-2r cos

fi

sin

- 2r cos %ax + r2

1

Shew

By

if

f

integrating

/ +

jR,

a be

real,

I

-

dz round the rectangle whose corners

1

and

f)

shew

that,

then
/

42.

(Legendre.)

&2

k=

1

L

JQ

real,

r)'

e**''

(the rectangle being indented at

i,

/,

-

2"7*

(e

when r-1.

j

are 0,

+r)

the principal values of the integrals are taken, the

that, if

results are true

41.

(1

i cot h (1

)

- 1 0"

rectangle indented at i

By employing a

1

(Legendre.)

-

/,

shew

that, if

a be

then
T

/

j

43.

By

integrating

rfa?

=
J-

r*"

\e~ Xz z n

1

~l

\ cosech (| a).

(Legendre.)

dz round the sector of radius

bounded by the lines arg z = 0, arg z = a < i ?r, (the sector being
dented at 0), shew that, if X > 0, w > 0, then

R
in-

00

r
I

^r^- 1 0-**c8'a cos

(X,2?

sin a)

dx = X~ H r () cos

na,

sin

?ia.

.'o

These results are true when a = J?r

if

n<l.

Deduce that
cos (y>)

f

Jo

%-

sin
JQ

(/)

dfy

=

(1 *)

(Euler.)

.

R

The contour C

on the real axis,
starts from a point
to R.
and
once
returns
counterclockwise
By
origin
8
radius
two
a
of
and
circle
into
lines
the
contour
straight
deforming
and
with
the
circle
29
of
the
making
large
omitted),
figure
(like
44.

encircles

8

the

-- 0, shew that,

if

> 0, (where

= +

/*?),

and

n-

^

arg

(

z)

^ ir on

(7,

then
lim

(

-zY~

l

e~* dz

= - 2f sin (*{
(Hankel, Math. Ann. Bd.

i.)

72
45.

r

THE EVALUATION OF DEFINITE INTEGRALS

.

(f

+

r () be defined when ^ by means
= F(), prove by integrating by parts that
If

1)

Example 44
46.
that, if

0,

of the relation

the equation of

values of

all

taking a parabola, whose focus

By
a>

true for

is

[CH. VI

at 0, as contour,

is

shew

then

9/y

t&>

sin

Trt, ,/Q

= -fLfl

r

e -<0 (i

+ *)<-

1

+

cos {2a

(2- 1) arc tan *}

(ft.

(Bourguet.)
47.

Assuming

Stirling's

formula

10

namely that

,

{logr(*+ l)-(s+J)logs + s-!log2ir}
uniformly as z -* QO when ?r 4- 8 < arg s < tr 8, and
< arg (- ) < TT, then
TT
constant, shew that, if
|

,

\

8 is

any positive

-J

_0

-a+ooi

where a >

and the path of integration is a straight line. (The
expressions may be shewn to be the sum of the residues of the second
integrand at its poles on the right of the path of integration.)
(Mellin, Acta Soc. Fennicae, vol. xx.)
48.

0,

Let

C be

a closed contour, and let

m
f(z) =

IT (z

-~a r )

nr
<f>

(z)

r-l

(7, the numbers n r are integers (positive
or negative), while <f> (z) is analytic on and inside C and has no zeros on
or inside C.
Shew that, if/' (z) be the derivate of (z), then

where the points a r are inside

f

-r-^

<fe

= 2 nr

(Cauchy.)

.

r=l

49.
By taking the contour C of Example 48 to be a circle of
-* GO shew that a polynomial of degree ^ has
radius R, and making

R

n

,

roots.

50.

(Cauchy.)

With the notation

analytic on and inside

JL. f
2*i J c
10

C,

of

Example

48,

shew

that, if

\l/(z)

be

then
')

^-/-v

<fe=

f(z)

Stieltjes, Liouville's

2 nr if/(ar ).
r=i

Journal,

t. iv.

(Cauchy.)

CHAPTER

VII

EXPANSIONS IN SERIES
34

Taylor's Theorem.

TAYLOR'S THEOREM.

34.

Laurent's Theorem.

35.

Let J

(z) be

a function of z which

is

analytic at all points inside a circle of radius r wlwse centre is the
be any point inside this
point whose complex coordinate is a. Let
circle.

Then /() can

where

be

Let

G

0<0' <1;

1

Iet6>/0'

^i m=o

= 3
,

5

where

0<

<

1.

be the contour formed by the
1(

so that

\t,-a\ +

\z

\a-a\ = ffr, where
^< 1; then by 21,

circle

-|

=

a

z

_
~

so that

=

r

Jc

b

:

~

fW (a) denotes

Let|-a| = 0r,

into the convergent series

expanded

/(*)^. *
_ 0) + J_
>
+1 ({

(^"r

2

/(^)-) M+1

f
Jo (*

-

-a'
a- =

z

!

/

/() ^

Jc

(^-^)-

"

2

=/(

m

>

(a),

by

1

22.

+1

)"

C*

-

EXPANSIONS IN SERIES

74

On

[CH. VII

some fixed 1 number
a
continuous
on (?.
fortiori,
analytic and,
\f(z)\ does not exceed

(7,

JT,

since/(z)

is

Therefore

J_
2

f

Jc

f(z)(l-ar
z-

-

+1

/(*)({-)"'

***

c

C

since

-a|-|C-a|.

Now

Kl -

lim

=
0,)
*

1
-.

r
lim

consequently /()=

s

;

,/c

m=0 Wl
03

follows

that the series

therefore been
series

<

1

;

and therefore

*1

-"J(-flO
m

;

(

"(f-)

TO

since

;

m

is

this

limit

convergent;

]

exists

and

it

it

has

-

/ ()

shewn that

)

(t

2
m=o

11

l
1

^ =A
--^rf7
w+1
- -sv di

(^

5

1
w,-*.oo

0^6O

/OOtf-a)

/"

/

2wi

H-

0, since

can be expanded into the convergent

:

Stm\ / \
a m =/<
()

I.

where
35.

LAURENT'S THEOREM.

^

-.
Z0 /(^)

6

# function of z which

is

analytic and one-valued at all points inside the region bounded by two
oriented concentric circles (F, r'), centre a, radii rl9 r/ ivhere r{ < rlt

Let
as the

be

any point

sum of two

,

am =

the circles
r, r'

(7,

T and outside T

convergent series

a + al

where

inside

t-a

+ a*

-.

'

;

thenf(C) can be expressed

:

t.-a+

,
bm -

...

-.

+ am

,

^ m -,

(*-)-

0" are concentric with the circles F, r'

such that r/ <r'<j

a|
1

<r

</*!.

See note 4 on

p. 50.

and are of

radii

EXPANSIONS IN SERIES

34-35]

75

BCD

A
of the circles C, C', not passing through f.
be the semicircles on one side of this diameter, while Ci, Ci'
are the semicircles on the other side.
Draw a diameter

Let

Ci, Ci

AB, Ci', CD can be oriented to form a contour I\; and
BA
can be oriented to form a contour R; it is easily seen
Ci, jDCi Ci',
that AB, BA have opposite orientations in the two contours, as do
Then

Ci,

CD, DC\

Ci,

Ci have the

same orientation as C;

opposite orientations to C" ; and f(z)
formed by I\ , T 2 and their interiors.

Therefore f

f-&ds+

Ji\z-

the integrals along
But, by

21,

A4,
f

./r,

for ^ is inside

f
yr 2

^&-

2-

<fo

+

f

Jr2

one of the contours

so

I\,

.

*

I,
2irt

f
Jc

have

f

^<fe;

Jc z-C.
r

F2 and

;

outside the other.

.

-t,

Ci'

do those along CD, DC.

f-&dz = 2iy (i)
^~4

Therefore

But

and

Ci',

analytic in the closed regions

^cfc=
f
yc^-{
-~t

J.Z? cancel,

^

is

m =o
j

EXPANSIONS IN SERIES

76
.

By

the arguments of

34, it

be shewn that the last integral

may

tends to zero as w-*-oc; so that

.

[OH. VII

I

-^idz

can be expanded into

00

the convergent series

S a m ( - a) w

.

In like manner
1

f

f (z)

Since, on C",

shew that the

1

f

f (?) (

a\~ l

z

a

t-a

1,

34 can be applied to

the arguments of

last integral tends to zero as

can be expanded into the convergent

n -*-<x>

series

2
m=l

;

so that

bm

(z- a)~

to say

1 a,
/(0= m=0

2 ft.(f-a)-,
-)"+ w=l

each of the series being convergent.

m
;

that

is

CHAPTER

VIII

HISTORICAL SUMMARY
Definitions of analytic functions.

36.

36. The earliest
name has been given
dated Dec.
x~~

l

18,

1811

;

55

37.

Proofs of Cauchy's theorem.

suggestion of the theorem to which Cauchy's
contained in a letter 1 from Gauss to Bessel

is

Gauss points out that the value of

in this letter

dx taken along a complex path depends on the path of integration.

The earliest investigation of Cauchy on the subject is contained in a
memoir 2 dated 1814, and a formal proof of the complete theorem is
3
given in a memoir published in 1825.
The proof contained in this memoir consists in proving that the
variation of

I

/ (z) dz,

when the path

of integration undergoes a

J(AB)

small variation (the end-points remaining fixed), is zero, provided that
f(z) has a unique continuous differential coefficient at all points on
the path AS.

The

following is a summary of the various assumptions on which
of
Cauchy's theorem have been based
proofs
:

(i)

and on
(ii)

1

The hypothesis

of Goursat

4
:

/' (z) exists at all points within

C.

The hypothesis

Brieficechsel zwischen

of

Cauchy

5
:

/'

(z) exists

and

is

continuous.

Gauss und Bessel (1880), pp. 156-157.

2

Oeuvres completes, se"r. I, t. 1, p. 402 et seq.
3 MGmoire
sur les integrates denies prises entre des limites imaginaires.
References to Cauchy's subsequent researches are given by Lindelof, Galcul de
Rteidus.
4
5

Transactions of the American Mathematical Society, vol.
See the memoir cited above.

i

(1900), pp. 14-16.

HISTORICAL SUMMARY

78

[CH. VIII

Ail hypothesis equivalent to the last

is
f(z) is uniformly
taken arbitrarily, then a positive 8, independent of z can be found such that whenever z and z' are on or inside
Cand \z'-z\^S, then
(iii)

differentiable

;

i.e.,

when

:

c is

In the language of Chapter II, this inequality enables us to take
squares whose sides are not greater than 8/^/2 as suitable regions.'
'

The hypothesis

*

(iv)

real

of

Riemann 6 f(z) =
:

P + iQ

and have continuous derivates with respect

dP

dQ

dx

+ty

?Q__&P
'

3x

to

where P,

x and y such

Q

are

that

'

ty

These hypotheses are effectively equivalent, but, of course, (i) is
the most natural starting-point of a development of the theory of
It is easy to prove the
functions on the lines laid down by Cauchy.
7

equivalence of (ii), (iii) and (iv), but attempts at deducing any one
of these three from (i), except by means of Cauchy's theorem and the
results of
21-22, have not been successful; however, it is easy
to deduce from

22,

integral, that, if (i) is

The
is

by using the expression
assumed, then

(ii) is

for

f

(z) as

a contour

true in the interior of C.

is that an analytic function f(z)
can be expanded into a Taylor's series in powers of z - a
a point inside C.
This hypothesis is simple and funda-

definition of Weierstrass

such that

it

where a is
mental in the Weierstrassian theory of functions, in which Cauchy's
theorem appears merely incidentally.

A proof of Cauchy's theorem, based

37.
Goursat's

on hypothesis (i), requires
a special case of the Heine-Borel theorem)
the apparent exception, a proof due to Moore 8

lemma (which

is

or its equivalent
employs, in the course of the proof, arguments similar to those by which
Goursat's lemma is proved.
The hypotheses (ii) and (iii) are such as to make it easy to divide
,

;

C and

its interior

into suitable regions.

The

various methods of proof of the theorem are the following

(i)

Goursat's proof,

8
7

published in 1884 [this, in its earliest
in this work.
(iii)], is essentially that given

first

form 9 employs hypothesis
,

:

Oeuvres mathgmatiques (1898), Dissertation inaugurate (1851).
of (ii) and (iii) has been proved in 20.

The equivalence

8

Transactions of the American Mathematical Society, vol.

9

Acta Mathematica

t

vol. iv, pp.

197-200

;

i
(1900), pp. 499-506.
see also his Cours d* Analyse, t. ii.

HISTQRICAL SUMMARY

36-37]
(ii)

Cauchy's proof has already been described.

(iii)

Riemann's proof 10 consists in transforming

((Pdx - Qdy) +
into a double integral,

79

+ Pdy)

f

j(Qdx
;

by using Stokes theorem.

Moore's proof consists in assuming that the integral taken
is not zero, but has modulus ^o
the square
divided into four equal squares, and the modulus of the integral
(iv)

round the sides of a square
is

;

along at least one of these must be

>

^

;

the process of subdividing

inside
continued, giving rise to at least one limiting point
squares
every square Sv of a sequence such that the modulus of the integral
along Sv is not less than ^o/4". Assuming that f(z) has a derivate at
is

it is

proved that

it

is

possible to find v such that,

when v>

v

,

the

modulus of the integral along 8V is less than W4". This is the contraThe deduction
diction needed to complete the proof of the theorem.
of the theorem for a closed contour, not a square, may then be
obtained by the methods given above in
17.
Finally, it should be mentioned that, although the use of Cauchy's
theorem may afford the simplest method of evaluating a definite
thus
integral, the result can always be obtained by other methods
a direct use of Cauchy's theorem can always be avoided, if desired,
;

by transforming the contour integral into a double integral as in
Kiemann's proof. Further, Cauchy's theorem cannot be employed to
evaluate

all definite integrals

;

thus

/"

/

e~ x<i

dx has not been evaluated

.'o

except by other methods.
10

Bee the dissertation cited above.

Cambridge

:

PBINTED BY JOHN CLAY,

M.A*

AT THE UNIVBB8ITY PRESS

Sign up to vote on this title
UsefulNot useful