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Complex 4 PDF
Complex 4 PDF
Complex 4 PDF
1
Properties of a complex integral with real variable of integration
1.
Z b Z b Z b
Re f (t) dt = Re f (t) dt = u(t) dt.
a a a
2.
Z b Z b Z b
Im f (t) dt = Im f (t) dt = v(t) dt.
a a a
3.
Z b Z b Z b
[γ1f1(t) + γ2f2(t)] dt = γ1 f1(t) dt + γ2 f2(t) dt,
a a a
where γ1 and γ2 are any complex constants.
4.
Z b Z b
f (t) dt ≤ |f (t)| dt.
a a
2
To prove (4), we consider
Z b Z b Z b
f (t) dt = e−iφ f (t) dt = e−iφf (t) dt,
a a a
!
Z b Z b
where φ = Arg f (t) dt . Since f (t) dt is real, we deduce that
a a
Z b Z b Z b
f (t) dt = Re e−iφ f (t) dt = Re [e−iφf (t)] dt
a a a
Z b Z b
≤ |e−iφf (t)| dt = |f (t)| dt.
a a
3
Example
|e2απi − 1| ≤ 2π|α|.
Solution
4
Definition of a contour integral
x = x(t), y = y(t), a ≤ t ≤ b,
where x(t) and y(t) are continuous functions of the real parameter
t. One may write
5
• Let f (z) be any complex function defined in a domain D in the
complex plane and let C be any contour contained in D with
initial point z0 and terminal point z.
• We divide the contour C into n subarcs by discrete points z0, z1, z2,
. . ., zn−1, zn = z arranged consecutively along the direction of in-
creasing t.
6
Subdivision of the contour into n subarcs by discrete points z0, z1, · · · ,
zn−1, zn = z.
7
We write △zk = zk+1 − zk . Let λ = max |△zk | and take the limit
k
n−1
X
lim f (ζk ) △zk .
λ→0
n→∞ k=0
The above limit is defined to be the contour integral of f (z) along
the contour C.
If the above limit exists, then the function f (z) is said to be inte-
grable along the contour C.
If we write
dz(t) dx(t) dy(t)
= +i , a ≤ t ≤ b,
dt dt dt
then
Z Z b
dz(t)
f (z) dz = f (z(t)) dt.
C a dt
8
Writing f (z) = u(x, y) + iv(x, y) and dz = dx + idy, we have
Z Z Z
f (z) dz = u dx − v dy + i u dy + v dx
C C C
Z b" #
dx(t) dy(t)
= u(x(t), y(t)) − v(x(t), y(t)) dt
a dt dt
Z b" #
dy(t) dx(t)
+ i u(x(t), y(t)) + v(x(t), y(t)) dt.
a dt dt
The usual properties of real line integrals are carried over to their
complex counterparts. Some of these properties are:
Z
(i) f (z) dz is independent of the parameterization of C;
C
Z Z
(ii) f (z) dz = − f (z) dz, where −C is the opposite curve of C;
−C C
9
Example
Solution
10
Example
(a) the line segment with initial point −1 and final point i;
(b) the arc of the unit circle Im z ≥ 0 with initial point −1 and final
point i.
11
Solution
Z
(i) Consider |z|2 dz,
C
z = −1 + (1 + i)t, 0 ≤ t ≤ 1,
so that
12
(b) Along the unit circle, |z| = 1 and z = eiθ , dz = ieiθ dθ. The initial
point and the final point of the path correspond to θ = π and
θ=π 2 , respectively. The contour integral can be evaluated as
π
Z Z π 2
2 2 iθ iθ
|z| dz = ie dθ = e = 1 + i.
C π
π
The results in (a) and (b) do not agree. Hence, the value of this
contour integral does depend on the path of integration.
13
Z
1
(ii) Consider 2
dz.
Cz
14
Estimation of the absolute value of a complex integral
The upper bound for the absolute value of a complex integral can
be related to the length of the contour C and the absolute value of
f (z) along C. In fact,
Z
f (z) dz ≤ M L,
C
where M is the upper bound of |f (z)| along C and L is the arc length
of the contour C.
15
We consider
Z Z b
f (z) dz = f (z(t))
dz(t)
dt
C a dt
Z b
dz(t)
≤ |f (z(t))| dt
a dt
Z b
dz(t)
≤ M dt
a dt
v
u dx(t) 2
Z bu ! !2
dy(t)
= M t
+ dt = M L.
a dt dt
16
Example
Show that
Z
1
≤ 2, where C is the line segment joining −1 + i and 1 + i.
dz
C z2
Solution
17
Example
18
Example
Z
z 2
Find an upper bound for e /(z + 1) dz , where Γ is the circle
Γ
|z| = 2 traversed once in the counterclockwise direction.
Solution
19
Path independence
20
Cauchy integral theorem
Proof
The proof of the Cauchy integral theorem requires the Green theo-
rem for a positively oriented closed contour C: If the two real func-
tions P (x, y) and Q(x, y) have continuous first order partial deriva-
tives on and inside C, then
I ZZ
P dx + Q dy = (Qx − Py ) dxdy,
C D
where D is the simply connected domain bounded by C.
21
Suppose we write f (z) = u(x, y) + iv(x, y), z = x + iy; we have
I I I
f (z) dz = u dx − v dy + i v dx + u dy.
C C C
One can infer from the continuity of f ′(z) that u(x, y) and v(x, y)
have continuous derivatives on and inside C. Using the Green the-
orem, the two real line integrals can be transformed into double
integrals.
I ZZ ZZ
f (z) dz = (−vx − uy ) dxdy + i (ux − vy ) dxdy.
C D D
Both integrands in the double integrals are equal to zero due to the
Cauchy-Riemann relations, hence the theorem.
In 1903, Goursat was able to obtain the same result without assum-
ing the continuity of f ′(z).
22
Goursat Theorem
Corollary 1
23
Example
24
Case 2 Along the path from (2, 1) to (2, 3), x = 2, dx = 0 so that
z = x + iy = 2 + iy, dz = idy. Then the integral equals
Z 3 3
2 3 2
{12(2+iy) −4i(2+iy)}i dy = {4(2+iy) −2i(2+iy) } = −176+8i.
1
1
Then adding, the required value = (20 + 30i) + (−176 + 8i) =
−156 + 38i.
25
Corollary 2
26
By continuity of f (z), we have for all points u on this straight line
path
|f (u) − f (z)| < ǫ whenever |u − z| < δ.
Note that |∆z| < δ is observed implicitly.
27
We have
Z
z+∆z
[f (u) − f (z)] du < ǫ|∆z|
z
so that
Z
F (z + ∆z) − F (z)
1 z+∆z
− f (z) = [f (u) − f (z)] du < ǫ
∆z |∆z| z
28
• This corollary may be considered as a complex counterpart of
the fundamental theorem of real calculus.
• If we integrate f (z) along any contour joining α and β inside D,
then the value of the integral is given by
Z β Z β Z α
f (z) dz = f (ζ) dζ − f (ζ) dζ
α z0 z0
= F (β) − F (α), α and β ∈ D.
29
Corollary 3
30
The proof for the case when n = 2 is presented below.
31
Proof
We have
I Z Z
f (z) dz + f (z) dz + f (z) dz = 0,
C −C1 −C2
so that
I Z Z
f (z) dz = f (z) dz + f (z) dz.
C C1 C2
32
Example
Let D be the domain that contains the whole complex plane except
the origin and the negative real axis. Let Γ be an arbitrary contour
lying completely inside D, and Γ starts from 1 and ends at a point
α. Show that
Z
dz
= Log α.
Γ z
Solution
Let Γ1 be the line segment from 1 to |α| along the real axis, and
Γ2 be a circular arc centered at the origin and of radius |α| which
extends from |α| to α. The union Γ1 ∪ Γ2 ∪ −Γ forms a closed
contour. Since the integrand 1z is analytic everywhere inside D, by
the Cauchy integral theorem, we have
Z Z Z
dz dz dz
= + .
Γ z Γ1 z Γ2 z
33
The contour Γ starts from z = 1 and ends at z = α. The arc Γ2 is
part of the circle |z| = |α|.
34
Since α cannot lie on the negative real axis, so Arg α cannot assume
the value π. If we write α = |α|eiArg α (−π < Arg α < π), then
Z
dz
Z|α| dt
= = ln |α|
Γ1 z 1 t
ireiθ
Z Z Arg α
dz
= iθ
dθ = i Arg α.
Γ2 z 0 re
Combining the results,
Z
dz
= ln |α| + i Arg α = Log α.
Γ z
35
Poisson integral
−z 2
Consider the integration of the function e around the rectangular
contour Γ with vertices ±a, ±a+ib and oriented positively. By letting
a → ∞ while keeping b fixed, show that
2√
Z ∞ Z ∞
−x2 ±2ibx −x2 −b
e e dx = e cos 2bx dx = e π.
−∞ −∞
Γ3
(−a, b) (a, b)
Γ4 Γ2
x
(−a, 0) Γ1 (a, 0)
−z 2
Since e is an entire function, we have
I
2
e−z dz = 0,
Γ
by virtue of the Cauchy integral theorem. The closed contour Γ
consists of four line segments: Γ = Γ1 ∪ Γ2 ∪ Γ3 ∪ Γ4, where
Γ1 = {x : −a ≤ x ≤ a},
Γ2 = {a + iy : 0 ≤ y ≤ b},
Γ3 = {x + ib : −a ≤ x ≤ a},
Γ4 = {−a + iy : 0 ≤ y ≤ b},
and Γ is oriented in the anticlockwise direction.
37
The contour integral can be split into four contour integrals, namely,
I Z Z Z Z
−z 2 −z 2 −z 2 −z 2 2
e dz = e dz + e dz + e dz + e−z dz.
Γ Γ1 Γ2 Γ3 Γ4
38
First, we consider the bound on the modulus of the second integral.
Z Z b
2 2 2
e−z
dz ≤ |e−(a −y +2iay)i| dy
Γ2 0
Z b
−a2 2
= e ey dy
0
Z b
−a 2 b2
≤ e e dy (since 0 ≤ y ≤ b)
0
2
beb
= 2 → 0 as a → ∞ and b is fixed.
ea
Z
−z 2
Therefore, the value of e dz → 0 as a → ∞.
Γ2
39
I Z a Z a
lim e−z 2 dz = lim e−x2 dx − e b2 −x2
e cos 2bx dx
a→∞ Γ a→∞ −a −a
2 a
Z
+ i lim eb −x2
e sin 2bx dx = 0,
a→∞ −a
so that
−b2 √
Z ∞ Z ∞ Z ∞
−x2 −x2 −b2 −x2
e cos 2bx dx − i e sin 2bx dx = e e dx = e π.
−∞ −∞ −∞
40
Cauchy integral formula
Proof
41
y
Cr
×
z
42
Since f is continuous at z, for each ǫ > 0, there exists δ > 0 such
that
|f (ζ) − f (z)| < ǫ whenever |ζ − z| < δ.
Now, suppose we choose r < δ (it is necessary to guarantee that
Cr lies completely inside the contour C), the modulus of the first
integral is bounded by
1 I f (ζ) − f (z) 1
I
|f (ζ) − f (z)|
≤
dζ |dζ|
2πi Cr ζ−z 2π Cr |ζ − z|
I
1
= |f (ζ) − f (z)| |dζ|
2πr ICr
ǫ ǫ
< |dζ| = 2πr = ǫ.
2πr Cr 2πr
Since the modulus of the above integral is less than any positive
number ǫ, however small, so the value of that integral is zero.
43
By the Cauchy integral formula, the value of f (z) at any point inside
the closed contour C is determined by the values of the function
along the boundary contour C.
Example
44
Solution
ekz
I
kz
By Cauchy’s integral formula: dz = (2πi)e = 2πi.
|z|=1 z
z=0
On the other hand,
I
ekz 2π ek(cos θ+i sin θ)
Z
iθ
2πi = dz = ie dθ
|z|=1 z 0 eiθ
Z 2π
= i ek cos θ [cos(k sin θ) + i sin(k sin θ)] dθ.
0
Equating the real and imaginary parts, we obtain
Z 2π
0 = ek cos θ sin(k sin θ) dθ
0
Z 2π
2π = ek cos θ cos(k sin θ) dθ.
0
45
Example
Evaluate
sin πz 2 + cos πz 2
I
dz,
C (z − 1)(z − 2)
where C is the circle: |z − i| = 3.
Solution
47
sin πz 2 + cos πz 2
By the Cauchy Integral formula, choosing f (z) = ,
z−2
we obtain
I
f (z) sin π + cos π
dz = 2πif (1) = 2πi = 2πi.
C1 z − 1 −1
In a similar manner
(sin πz 2 + cos πz 2)/(z − 1) 2 2
I
sin πz + cos πz
dz = 2πi = 2πi.
C2 z−2 z−1
z=2
Hence, the integral is equal to 2πi + 2πi = 4πi.
48
The Cauchy integral formula can be extended to the case where the
simple closed contour C can be replaced by the oriented boundary
of a multiply connected domain.
Suppose C, C1, C2, . . . , Cn and f (z) are given the same conditions
as in Corollary 3, then for any point z ∈ C ∪ int C \ int C1 \
int C2 \ · · · \ int Cn, we have
I n I
1 f (ζ) X 1 f (ζ)
f (z) = dζ − dζ.
2πi C ζ − z k=1
2πi Ck ζ − z
49
Derivatives of contour integrals
50
It suffices to show that the value of the last integral goes to zero
as h → 0. To estimate the value of the last integral, we draw the
circle C2d: |ζ − z| = 2d inside the domain bounded by C and choose
h such that 0 < |h| < d.
For every point ζ on the curve C, it is outside the circle C2d so that
51
In the limit h → 0, we observe that
I
h f (ζ) |h| M L
lim
dζ ≤ lim
= 0;
h→0 2πi C (ζ − z − h)(ζ − z)2 h→0 2π d3
therefore,
I
′ f (z + h) − f (z) 1 f (ζ)
f (z) = lim = dζ.
h→0 h 2πi C (ζ − z)2
52
Theorem
Proof
53
Remarks
54
To see this, since f ′′(z) exists, we consider
∂ 2u ∂ 2v ∂ 2v ∂ 2u ∂u
∂v
′′ ′
f (z) = +i 2 = −i from f (z) = +i
∂x2 ∂x ∂y∂x ∂y∂x ∂x ∂x
or
" #
∂ 2v ∂ 2u ∂ 2u ∂ 2v ∂v ∂u
f ′′(z) = −i =− 2
− i 2
from f ′
(z) = − i .
∂x∂y ∂x∂y ∂y ∂y ∂y ∂y
The continuity of f ′′ implies that all second order partials of u and
v are continuous at points where f is analytic. Continuing with the
process, we obtain the result.
55
Example
Solution
56
The first integral equals zero since the integrand is entire (a constant
function). For the second integral, we observe that
I (
1 0 if |z| > 3
dζ = .
|ζ|=3 ζ − z 2πi if |z| < 3
Furthermore, we deduce that the third integral is zero since
I "I #
1 d 1
2
dζ = dζ = 0.
|ζ|=3 (ζ − z) dz |ζ|=3 ζ − z
Combining the results, we have
√
We observe that 1 + i is inside |z| < 3 since |1 + i| = 2 < 3.
Therefore, we obtain
57
Example
Evaluate
e2z
I
4
dz, where C is the circle |z| = 3.
C (z + 1)
Solution
58
Cauchy inequality
Suppose f (z) is analytic on and inside the disc |z−z0| = r, 0 < r < ∞,
and let
M (r) = max |f (z)|,
|z−z0|=r
then
|f (k) (z)| M (r)
≤ k
, k = 0, 1, 2, . . . .
k! r
59
Example
Solution
(ζ)
We integrate fn+1 n , where f (ζ) is analytic
around the circle |ζ| = n+1
ζ
on and inside the circle. Using the generalized Cauchy integral
formula, we have
I
(n) n! f (ζ)
f (0) = n n+1
dζ
2πi |ζ|= n+1 ζ
60
Z 2π n
f n+1 e iθ
n! n
= n+1 eiθ i dθ
2πi 0 n e i(n+1)θ n+1
n+1
n
n! 2π
Z
1 n
= 1+ f eiθ e−inθ dθ.
n 2π 0 n+1
61
Gauss’ mean value theorem
Proof
62
Example
Solution
63
Maximum modulus theorem
Example
Solution
64
However, the maximum value is actually smaller than this, as the
following analysis shows.
65
Example
0 ≤ x ≤ π, 0 ≤ y ≤ 1,
the modulus of the entire function
f (z) = sin z
has a maximum value in R that occurs on the boundary.
66
Proof of the Maximum Modulus Theorem
67
One then infer that |f (α)| = |f (α + reiθ )|. However, it may be
possible to have |f (α + reiθ )| < |f (α)| at isolated points. We argue
that this is not possible due to continuity of f (z).
|f (α)| = |f (α + reiθ )|
for all points on the circle.
68
Finally, we need to show that |f (z)| is constant at any point in D.
Take any z ∈ D, we can join α to z by a curve lying completely
inside D. Taking a sequence of points z0 = α, z1, · · · , zn = z such
that each of these points is the center of a disc (plus its boundary)
lying completely inside D and zk is contained in the disk centered at
zk−1, k = 1, 2, · · · , n.
69
Liouville’s Theorem
Proof
f (ζ)
It suffices to show that f ′ (z) = 0 for all z ∈ C. We integrate
(ζ − z)2
around CR : |ζ − z| = R. By the generalized Cauchy integral formula
I
′ 1 f (ζ)
f (z) = dξ,
2πi CR (ζ − z)2
which remains valid for any sufficiently large R since f (z) is entire.
Since f (z) is bounded, so |f (z)| ≤ B for all z ∈ C,
I
′ 1
f (ζ)
1 B B
|f (z)| =
2
dζ ≤
2
2πR = .
2π CR (ζ − z)
2π R R
70
Now, B is independent of R and R can be arbitrarily large. The
inequality can hold for arbitrarily large values of R only if f ′ (z) = 0.
Remark
71