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Complex Analysis: Section 5: Integration in The Complex Plane
Complex Analysis: Section 5: Integration in The Complex Plane
ANALYSIS
Section 5: Integration in the Complex Plane
2014 - 2015
Outline
Real Integrals
Complex Integrals
Cauchy-Goursat Theorem
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 2
Outline
Real Integrals
Complex Integrals
Cauchy-Goursat Theorem
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 3
Real Integrals
We can begin with the five steps leading to the definition of the definite (or
Riemann) integral of a function f; we follow it with the definition of line
integrals in the Cartesian plane.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 4
Real Integrals
3. Let be the norm of the partition of [a, b], that is, the length of the longest
subinterval.
4. Choose a number in each subinterval of [a, b]. See Figure 5.1.
5. Form products , and then sum these products:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 5
Real Integrals
Terminology
Suppose a curve in the plane is parametrised by a set of equations , , , where
and are continuous real functions. Let the initial and terminal points of , that
is, and , be denoted by the symbols and , respectively. We say that:
1. C is a smooth curve if and are continuous on the closed interval [a, b]
and not simultaneously zero on the open interval (a, b).
2. C is a piecewise smooth curve if it consists of a finite number of smooth
curves joined end to end, that is, the terminal point of one curve coinciding
with the initial point of the next curve .
3. C is a simple curve if the curve C does not cross itself except possibly at
t = a and t = b.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 6
Real Integrals
4. C is a closed curve if A = B.
5. C is a simple closed curve if the curve C does not cross itself and A = B;
that is, C is simple and closed.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 7
Real Integrals
Method of Evaluation– Defined Parametrically
The line integrals can be evaluated in two ways, depending on whether the
curve is defined by a pair of parametric equations or by an explicit function.
Either way, the basic idea is to convert a line integral to a definite integral in a
single variable.
• The partition induces a partition of the curve
into subarcs of length . Let the projection
of each subarc onto the x- and y-axes have
lengths and , respectively.
See Figure 5.3.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 9
Real Integrals
Example 5.1
Evaluate
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 10
Real Integrals
Method of Evaluation– Defined by a Function
If the path of integration is the graph of an explicit function , , then we can
use as a parameter. In this situation, the differential of is , and the differential
of arc length is .
After substituting, we get the following three line integrals as definite
integrals:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 11
Real Integrals
A line integral along a piecewise smooth curve is defined as the sum of the
integrals over the various smooth curves whose union comprises . For
example, to evaluate when is composed of two smooth curves and , we begin
by writing
Notation
It is common practice to write as .
A line integral along a closed curve is usually denoted by
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 12
Real Integrals
Example 5.2
Evaluate , where is the graph of
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 13
Real Integrals
Example 5.3
Evaluate , where is the circle defined by
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 14
Real Integrals
Example 5.4
Evaluate , where C is the closed curve shown below.
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 15
Outline
Real Integrals
Complex Integrals
Cauchy-Goursat Theorem
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 16
Complex Integrals
Note
• In complex analysis, a piecewise smooth curve C is called a contour or
path.
• The positive direction on a contour C to be the direction on the curve
corresponding to increasing values of the parameter t. It is also said that
the curve C has positive orientation.
• The negative direction on a contour C is the direction opposite the
positive direction.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 17
Complex Integrals
We shall from now on refer to a complex integral by its more common name,
contour integral.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 18
Complex Integrals
Complex-Valued Function of a Real Variable
If and are real-valued functions of a real variable continuous on a common
interval , then we define the integral of the complex-valued function on in
terms of the definite integrals of the real and imaginary parts of :
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 19
Complex Integrals
All of the following familiar properties of integrals can be proved directly
From the previous integral. If and are complex-valued functions of a real
variable t continuous on an interval , then
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 20
Complex Integrals
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 21
Complex Integrals
Example 5.5
Evaluate , where is given by , , .
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 22
Complex Integrals
Example 5.6
Evaluate , where is the circle , , .
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 23
Complex Integrals
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 24
Complex Integrals
Example 5.7
Evaluate , where is the contour shown in the following Figure.
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 25
Outline
Real Integrals
Complex Integrals
Cauchy-Goursat Theorem
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 26
Cauchy-Goursat Theorem
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 27
Cauchy-Goursat Theorem
Simply and Multiply Connected Domains
A domain is simply connected if we draw any simple closed contour so that
it lies entirely within a simply connected domain, then encloses only points of
the domain . Expressed yet another way, a simply connected domain has no
“holes” in it. A domain that is not simply connected is called a multiply
connected domain.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 28
Cauchy-Goursat Theorem
Example 5.8
Evaluate , where the contour is shown in the following figure.
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 29
Cauchy-Goursat Theorem
Example 5.9
Evaluate , where the contour is the ellipse .
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 30
Cauchy-Goursat Theorem
where and are both traversed in the positive sense relative to their interiors
[counterclockwise].
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 31
Cauchy-Goursat Theorem
The result shows that if we wish to integrate along curve , we can equivalently
replace by any curve so long as is analytic in the region between and .
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 32
Cauchy-Goursat Theorem
Example 5.10
Evaluate , where is the contour shown in black in the figure bellow.
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 33
Cauchy-Goursat Theorem
Using the principle of deformation of contours in Theorem 5.3, it can be shown
that if is any constant complex number interior to any simple closed contour ,
then for an integer we have
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 34
Cauchy-Goursat Theorem
Example 5.11
Evaluate
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 35
Cauchy-Goursat Theorem
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 36
Cauchy-Goursat Theorem
Example 5.12
Evaluate , where is the circle
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 37
Outline
Real Integrals
Complex Integrals
Cauchy-Goursat Theorem
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 38
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 39
Cauchy’s Integral Formulas and Their Consequences
Example 5.13
Evaluate , where is the circle
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 40
Cauchy’s Integral Formulas and Their Consequences
Example 5.14
Evaluate , where is the circle
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 41
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 42
Cauchy’s Integral Formulas and Their Consequences
Example 5.15
Evaluate , where is the circle
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 43
Cauchy’s Integral Formulas and Their Consequences
Example 5.16
Evaluate , where C is the figure-eight contour as shown in the following
Figure
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 44
Cauchy’s Integral Formulas and Their Consequences
Example 5.17
Evaluate ,
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 45
Cauchy’s Integral Formulas and Their Consequences
Example 5.18
Evaluate , where is the circle
Solution:
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 46
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 47
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 48
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 49
Cauchy’s Integral Formulas and Their Consequences
If is a non constant polynomial, then the equation has at least one root.
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 50
Cauchy’s Integral Formulas and Their Consequences
Complex
Complex Analysis
Analysis Section
Section 5:
5: Integration
Integration in
in the
the Complex
Complex Plane
Plane Lecturer:
Lecturer: Dashti
Dashti A.
A. Ali
Ali 51