Analysis of a Complex Kind

Week 5

Lecture 2: Complex Integration - Examples and First Facts

Petra Bonfert-Taylor

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 1 / 17

The Path Integral

Recall: Let : [a, b] C be a smooth curve, and let f be complex-valued and

continuous on . Then
Z Z b
f (z)dz = f ((t)) 0 (t)dt.
a

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 2 / 17

More Examples

1 Let (t) = 1 t(1 i), 0 t 1, and let f (z) = Re z. Then

Z Z 1
f (z)dz = Re(1 t(1 i))(1)(1 i)dt
0
Z 1
= (i 1) (1 t)dt
0
1

1
t t 2 

= (i 1)
2
  0
1 i 1
= (i 1) 1 = .
2 2

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 3 / 17

More Examples

2 Let (t) = reit , 0 t 2. Then 0 (t) = rieit . Let f (z) = z. Then

Z Z Z 2
f (z)dz = zdz = (t) 0 (t)dt
0
Z 2
= reit rieit dt
0
Z 2
2
= r i dt
0
2
= 2ir = (2i) area(Br (0)).

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 4 / 17

Recall: Integration by Substitution
Let [a, b] and [c, d] be intervals in R and let h : [c, d] [a, b] be smooth. Suppose
that f : [a, b] R is a continuous function. Then
Z h(d) Z d
f (t) dt = f (h(s))h0 (s) ds.
h(c) c
Example:
Z 4 Z h(4)
1
2 3
s (s + 1) ds = 4
t 4 dt t = h(s) = s3 + 1, h0 (s) = 3s2
2 3 h(2)
Z 65
1
= t 4 dt
3 9
65
1 t 5 
=
3 5 9
1
= (655 95 ).
15
Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 5 / 17
First Facts: Independence of Parametrization

1 Let : [a, b] C be a smooth curve, and let : [c, d] C be another smooth

parametrization of the same curve, given by (s) = (h(s)), where
h : [c, d] [a, b] is a smooth bijection.
Let f be a complex-valued function, defined on . Then
Z Z d
f (z)dz = f ((s)) 0 (s)ds
c
Z d
= f ((h(s))) 0 (h(s))h0 (s)ds
c
Z b Z
0
= f ((t)) (t)dt = f (z)dz.
a

Therefore, the complex path integral is independent of the parametrization.

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 6 / 17

First Facts: Piecewise Smooth Curves

2 Let = 1 + 2 + + n be a piecewise smooth curve (i.e. j+1 starts where

j ends).
Then Z Z Z Z
f (z)dz = f (z)dz + f (z)dz + + f (z)dz.
1 2 n

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 7 / 17

Reverse Paths
3 If : [a, b] C is a curve, then a curve () : [a, b] C is defined by
()(t) = (a + b t).

Note that ()0 (t) = 0 (a + b t)(1). If f is continuous and complex-valued

on , then:
Z Z b Z b
0
f (z)dz = f (()(s))() (s)ds = f ((a + b s)) 0 (a + b s)ds
() a a
Z a Z b
= f ((t)) 0 (t)dt = f ((t)) 0 (t)dt
b a
Z
= f (z)dz.

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 8 / 17
Linearity of the Path Integral

Fact
If is a curve, c a complex constant and f , g are continuous and complex-valued
on ,Zthen Z Z
4 (f (z) + g(z))dz = f (z)dz + g(z)dz.

Z Z
(cf )(z)dz = c f (z)dz.

Z Z
f (z)dz = f (z)dz.

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 9 / 17

Arc Length

Given a curve : [a, b] C, how can we find its length?

Let a = t0 < t1 < < tn = b. Then

n
X
length() |(tj+1 ) (tj )|.
j=0

If the limit exists as n , this is the length of .

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 10 / 17

Finding the Length of a Curve

How do you calculate the length of a curve : [a, b] C?

n n b
|(tj+1 ) (tj )|
X X Z
|(tj+1 ) (tj )| = (tj+1 tj ) | 0 (t)|dt.
tj+1 tj a
j=0 j=0

Thus:
Z b
length() = | 0 (t)|dt.
a

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 11 / 17

Examples

Let (t) = Reit , 0 t 2, for some R > 0. Then 0 (t) = Rieit , and so
Z 2 Z 2
length() = |Rieit |dt = Rdt = 2R.
0 0

Let (t) = t + it, 0 t 1. Then 0 (t) = 1 + i, and so

Z 1 Z 1
length() = |1 + i|dt = 2dt = 2.
0 0

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 12 / 17

Integration With Respect To Arc Length

Definition
Let be a smooth curve, and let f be a complex-valued and continuous function
on . Then
Z Z b
f (z)|dz| = f ((t))| 0 (t)|dt
a

is the integral of f over with respect to arc length.

Examples:
Z
length() = |dz|.

Z Z 2 2
z|dz| = eit 1dt = ieit  = 0.

|z|=1 0 0

Note: Piecewise smooth curves are allowed as well (break up the integral into a
sum over smooth pieces).
Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 13 / 17
The ML-Estimate

Theorem
If is a curve and f is continuous on then
Z  Z
 
 f (z)dz  |f (z)||dz|.
 

In particular, if |f (z)| M on , then

Z 
 
 f (z)dz  M length().
 

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 14 / 17

More Examples

Z Z 2
1 2
|dz| = eit dt = ieit  = 0 ((t) = eit , 0 t 2).

|z|=1 z 0 0

Z
Let (t) = t + it, 0 t 1. Wed like to find an upper bound for z 2 dz.
Z 
 
Well first use the second part of the theorem:  f (z)dz  M length().

For us, f (z) = z 2 , and we have
that |f (z)| = |z| 2 ( 2)2 = 2 on , so M = 2.

Also, recall that length() = 2. Thus

Z 
2
 
 z dz  2 2.
 

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 15 / 17


(t) = t + it, 0 t 1, 0 (t) = 1 + i, | 0 (t)| = 2, f (z) = z 2
Z
Wed like to find a better estimate for z 2 dz, using the first part of the theorem:

Z  Z
 
 f (z)dz  |f (z)||dz|.
 

Thus
1 1
Z  Z Z Z
 z 2 dz  |z|2 |dz| = 2 0
|t + it|2 2dt
 
  |(t)| | (t)|dt =
0 0
Z 1
= 2t 2 2dt
0
1
2 2 3  2
= t  = 2.
3  3
0
Z
2
Note: We calculated z 2 dz = (1 + i) during the last lecture!
3
Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 16 / 17
Next...

Next up:

The Fundamental Theorem of Calculus for Analytic Functions.

Lecture 2: Complex Integration Analysis of a Complex Kind P. Bonfert-Taylor 17 / 17