Mathematics

II

Pradeep
Boggarapu

Integration,
contour Mathematics II
integration,
anti-
derivatives

Cauchy - Pradeep Boggarapu

Goursat
theorem
Department of Mathematics, BITS-Pilani K. K. Birla Goa Campus
Mathematics
II In this this section we will state an important theorem.
Pradeep
Boggarapu
First let us recall that an anti-derivative of a function f (z) is a
Integration,
contour
function F (z) such that F 0 (z) = f (z).
integration,
anti-
derivatives

Cauchy -
Goursat
theorem
Mathematics
II

Pradeep
Theorem
Boggarapu
Let f (z) be a continuous function of a domain D then the
Integration,
contour
integration,
following are equivalent:
anti-
derivatives 1 f (z) has an anti-derivative F (z) on D.
Cauchy -
Goursat
theorem
2 The integral of f (z) along any contour lying entirely on D

depends only Ron the end points, that is

R z2
C f (z)dz = z1 f (z)dz = F (z1 ) − F (z2 ).
3 The integral of f (z) around any closed loop lying entirely in

D is zero.
Mathematics
II The proof of the theorem is not difficult but lengthy.
Pradeep
Boggarapu
1 (1 =⇒ 2) If there is an antiderivative F (z) then the
Rb Rb
integral is a f (z(t))z 0 (t)dt = a F 0 (z(t))z 0 (t)dt =
Integration,
contour
integration,
anti-
Rb
a dF [z(t)] = F (z2 ) − F (z1 ).
derivatives

Cauchy -
Goursat
theorem 2 ( 2 =⇒ 3) Note that if the integral depends only on the
end points, then a closed loop is same as a contour with
same start and end point, hence such integrals are zero.
3 (3 =⇒ 1) This is the only part which requires little work. I
will just provide the key steps:
Mathematics
II First observe that due to our assumption that integration along
Pradeep
Boggarapu any closed loop is zero, the integral is independent of a path and
Integration,
contour
only depends on the end points (statement 2, so 3 =⇒ 2).
integration,
anti-
derivatives

Cauchy -
Goursat
theorem
Mathematics
Rz
II Now let us define a function F (z) = z0 f (z)dz where z0 is any point on the
Pradeep domain. Now we show that F is an antiderivative
R z+∆z Rz let usR try to find the derivative of
Boggarapu z+∆z
F , F (z + ∆z) − F (z) = z0 f (s)ds − z0 f (s)ds = z f (s)ds. Now observe
Integration,
R z+∆z
contour that z f (z)ds = ∆zf (z).
integration,
anti- R z+∆z
derivatives So we have F (z+δz)−F
∆z
(z)
− f (z) = ∆z1
z (f (s) − f (z))ds.
Cauchy -
Goursat Now since f is continuous we have given  there is a δ such that |s − z| < δ gives
theorem
|f (s) − f (z)| <  So if |z + ∆z − z| < δ then |f (s) − f (z)| <  or when |∆z| < δ
1
R z+∆z 1
the integral | ∆z z (f (s) − f (z))ds| < ∆z ∆z = .

F (z+δz)−F (z)
This proves that lim∆z→0 ∆z − f (z) = 0. or F 0 (z) = f (z)
Mathematics R
II Example Find the integral C z n dz where n ∈ N. and C is any
Pradeep
Boggarapu path between z1 and z2
Integration,
contour
integration,
Solution Note that the function z n has an antiderivative namely
1
anti-
derivatives F (z) = n+1 z n+1 so the integral depends only on the end points
Cauchy -
Goursat
and the integral is:
theorem

1
F (z2 ) − F (z1 ) = (z2n+1 − z1n+1 ).
n+1
 Cauchy - Goursat theorem

Mathematics
II

Pradeep
In this section we will talk about a fundamental theorem of
Boggarapu
complex analysis. It is named after the two mathematicians who
Integration,
contour
stated and proved it. It is called Cauchy-Goursat’s theorem.
integration,
anti-
derivatives Theorem
Cauchy -
Goursat
theorem
If a function f is analytic
R at all points interior to and on a simple
closed contour C , then C f (z)dz = 0.

A proof of the theorem is little lengthy we will ask the reader to

read from the textbook and seek help from the instructor.
Mathematics
II A domain D is called simply connected if every simple closed
Pradeep
Boggarapu contour encloses only points of D. Intuitively it means that there
Integration,
contour
are no holes in the domain.
integration,
anti-
derivatives 1 The whole complex plane is a simply connected domain.
Cauchy -
Goursat 2 {z : |z| < 2} is a simply connected domain.
theorem

3 {z : 0 < |z| < 2} is not a simply connected domain, since a

loop like |z| = 1 will also enclose the origin which is not in
the domain.
4 {z : 1 < |z| < 3} is not a simply connected domain.
Mathematics
II A general version of the Cauchy-Goursat theorem is:
Pradeep
Boggarapu
Theorem
Integration,
contour
integration, If D is a simply connected domain and f is an analytic function
anti-
derivatives on D, and C be any closed contour lying in D, then
Cauchy -
Goursat Z
theorem
f (z)dz = 0
C
Mathematics
II Note that the difference between the original Cauchy-Goursat
Pradeep
Boggarapu and this one is that the contour now need not be simple, so it
Integration,
contour
can cross itself many times and still the integral will be zero.
integration,
anti-
derivatives
Corollary
Cauchy -
Goursat
theorem
If a function is analytic on a simply connected domain then it
must possess an anti-derivative on that domain.

A domain which is not simply connected is called multiply

connected. In the theorem below we state an application of CG.
Mathematics
II
Theorem
Pradeep
Boggarapu (1) Suppose that C is a simple closed contour described in the
Integration, counterclockwise direction, (2) and Ck (k = 1, 2, . . . , n) be simple closed
contour
integration, contours in the interior of C , which are oriented in the clockwise direction and
anti-
derivatives are disjoint and whose interiors have no points in common. If a function f is
Cauchy - analytic on all of these contours and throughout the multiply connected
Goursat
theorem domain consisting of the points inside C and exterior to each Ck , then dg
Z X n Z
f (z)dz + f (z)dz = 0.
C k=1 Ck
Mathematics
II A corollary of the above theorem is the following which is called
Pradeep
Boggarapu the principle of deformation of paths
Integration,
contour
integration,
Corollary
anti-
derivatives
Let C1 , C2 be anticlockwise oriented simple closed contours,
Cauchy -
Goursat
theorem
where C1 is in the interior of C2 . If a function f is analytic in the
closed region consisting of these contours and all points between
them, then Z Z
f (z)dz = f (z)dz
C2 C1
Mathematics R
II Example. Apply CG to show that C f (z)dz = 0 where C is the
Pradeep
z2
Boggarapu
circle |z| = 1 oriented in any direction and (a) f (z) = z−3 , (b)
Integration,
contour
f (z) = Log(z + 2).
integration,
anti-
derivatives Solution. (a) See that f (z) has only one singularity at z = 3
Cauchy -
Goursat which is outside of the contour, so it is analytic
R in the contour
theorem
and in the interior of it. So by CG we have C f (z)dz = 0.
(b) The principal branch is |z + 2| > 0, −π < arg (z + 2) < π.
the disk
R is totally contained in the branch so f (z) is analytic
thus C f (z)dz = 0.
Mathematics
II Example. Let C1 be the anticlockwise oriented boundary of the
Pradeep
Boggarapu square with corners at ±1 ± i. AndR let C2 be anticlockwise
R
Integration,
contour
oriented circle |z| = 4. Show why C1 f (z)dz = C2 f (z)dz for
integration,
anti- (a) f (z) = 3z 21+1 , z+2
(b) f (z) = sin(z/2) .
derivatives

Cauchy -
Goursat Solution. (a) The only point where the function is not analytic
√
theorem
is at z = ± √i 3 , and the absolute value of the points is 1/ 3
which is in the interior of the square.
So the function is analytic in the region between C1 and C2 . So
by the principle of deformation of paths we have the result
Mathematics
II (b) The points where the function is not analytic are the points
Pradeep
Boggarapu where sin(z/2) = 0 and those points are z = 2nπ where n ∈ Z.
Integration,
contour
integration,
anti-
So none of these points are in the region enclosed by the two
derivatives

Cauchy -
contours. So by the principle of deformation of paths we have
Goursat
theorem
the result.