Mathematics – II

(MATH F112)
BITS Pilani Dr. Amit Setia (Assistant Professor)
Department of Mathematics
K K Birla Goa Campus
 BITS Pilani
K K Birla Goa Campus

Chapter 4

Integrals
 Derivative of a complex valued
function of a real variable

A complex valued function w(t ) of a real variable t ,

can be written as
w(t )  u (t )  iv(t )
where the functions u and v are real-valued functions of t.

Then the derivative of w  t  is given by

w '(t )  u '(t )  iv '(t )
provided each of the derivatives u ' and v ' exists at t .

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 d
dt
 z0 w  t    z0 w '  t  , where z0  x0  iy0

dt
 
d z0t
e  z 0 e z0 t , where z0  x0  iy0

Various other rules learned in calculus,

such as differentiating sum, product, quotient
etc. are similar.

But not necessarily all the rules of calculus

hold for the function w
e.g . Mean value theorem of calculus does not hold
always true here.
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 Mean value theorem of calculus does not hold
always true here.
let w(t ) is continuous on an interval a  t  b,
w '(t ) exists on a  t  b
But it is not necessarily true that
there is a number c in the interval a < t < b
such that
w b  w  a 
w 'c 
ba
e.g . let w  eit , 0  t  2
w  2   w  0 
RHS   0 but w'  t   ieit  1
2  0
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Definite Integrals of Complex
Functions

Let w(t )  u (t )  i v(t ), where u and v are real-valued,

then the definite integral of w(t ) over an interval a  t  b
is defined as

 w  t  dt  u  t  dt  i  v  t  dt
b b b

a a a

provided the inegrals exist on RHS.

Re  w  t  dt   u  t  dt   Re  w  t   dt
b b b

a a a

Im  w  t  dt   v  t  dt   Im  w  t   dt
b b b

a a a

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Example

Let w(t )  t  i t , 0  t  1
2

then find
w  t  dt
1
0

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Solution

Let w(t )  t  i t 2 , 0  t  1

 w  t  dt   u  t  dt  i  v t  dt
1 1 1

0 0 0
1 1
  t dt  i  t 2 dt
0 0

1 1
 i
2 3

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Anticipated rules & properties

z0 w  t  dt  z0  w  t  dt
b b
1) a a

 w1  t   w2  t   dt  w1  t  dt   w2  t  dt
b b b
2)  a 
a a

 w  t  dt   w  t  dt   w t  dt , a  c  b
b c b
3)
a a c

4) Extension of fundamental theorem of calculus in complex case:

If w  t   u  t   iv  t  , W  t   U  t   iV  t  ,
are continuous on a  t  b,
If W '  t   w  t 

then  w  t  dt  W  t   t  a  W  b   W  a  .
b b

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Exceptional cases

But not all the rules from calculus are valid in complex case,
e.g. Mean value theorem for derivatives  example on previous slides  ,
Mean value theorm for integrals:
For a real valued continuous function w  t  on a  t  b,
 c   a, b  such that

 w  t  dt   b  a  w  c .
b

But it does not hold for complex case,

e.g. if w  t   ei t on 0  t  2

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Arc and Simple arc
A set of points z  ( x, y ) in the complex plane
is called an arc
C: z  t   x  t   iy  t  , ( a  t  b)
where x(t ) and y (t ) are continuous functions of t.
e.g . z  t   eit , (0  t  3 )

The arc C is a simple arc, or a Jordan arc,

if it does not cross itself i.e. t1  t2  z  t1   z  t2  .
e.g . z  t   eit , (0  t   ) is simple arc
but z  t   eit , (0  t  3 ) is not simple arc.
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Simple closed curve and
positive orientation of curve
The arc C
C: z  t   x  t   iy  t  , ( a  t  b)
is a simple closed curve or a Jordan curve,
if it does not cross itself i.e. t1  t2  z  t1   z  t2  
except z(b) = z(a),
then C is called a simple closed curve.
Such a curve is positively oriented,
when it is in the counterclockwise direction.

e.g. z  t   eit , (0  t  2 ) is a simple closed curve

as well as positively oriented.
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 Contours

An arc z  z (t ), (a  t  b) is called smooth arc

if z '(t ) is continuos on a  t  b & z '(t )  0 in a  t  b.

A contour  or piecewise smooth arc  is an arc

consisting of a finite number of smooth arcs joined end to end.

C is a contour, where C  C1  C2
C1 : z  t   t  it , 0  t  1,
C2 : z  t   t  i, 1  t  2,

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 Section-40
Contour Integral
Contour Integral

Let f ( z ) be piecewise continuous on the contour C , then

the contour integral of f on C is
f  z  t   z '  t  dt
b
C
f ( z )dz  
t a

where z  z (t ), a  t  b represents a contour C.

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 Properties of the contour integral

1)  z f ( z )dz  z  f ( z )dz
C 0 0 C

2)   f ( z )  g  z   dz   f ( z )dz   g ( z )dz
C C C

3)  f ( z )dz    f ( z )dz
C C

4)  f ( z )dz   f ( z )dz   f ( z )dz

C C1  C2 C1 C2

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Example

Evaluate

 e
 z
dz
C

where C is the boundary of the square

with vertices at the points 0, 1, 1  i, and i,
the orientation of C being in
the counterclockwise direction.

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 Solution

C  0,1 B 1,1

O  0, 0  A 1, 0 

C1 i .e. OA  
: z t  t, 0t 1


C 2 i .e. AB  
: z t  1  it, 0t 1


C 3 i .e. BC  
: z t  t  i , 1  t  0


C 4 i .e. CO  
: z t  i t , 1  t  0
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Here f  z    e , using f  z  t   z '  t  dt
b
 f ( z )dz  
 z
C t a

f  z  dz      
1

t 
 e 1 dt  e 1
C1 t 0


f  z  dz    1i t 
  
1


e i dt  2e
C2 t 0

 f  z  dz    e   
0    t i  
1 dt  e 1
C3 t 1

f  z  dz      i  dt  2
0

 ti
 e
C4 t 1

 f  z  dz
C C1  C2  C3  C4

  f  z  dz   f  z  dz   f  z  dz   f  z  dz
C1 C2 C3 C4


 4 e  1  BITS Pilani, K K Birla Goa Campus
Example

Evaluate


C

y  x  i3x 2 dz
along the curves C1 & C2 ,
where C1 is the contour from O to B via A and
C2 is the contour from O to B as shown in figure.

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 Solution

here f  z   y  x  i 3x 2

f  z  t   z '  t  dt
b
using C
f ( z )dz  
t a

and using the parametrization of OA, AB, OB, we get

i 1 i
C1 f  z  dz  OA f  z  dz  AB f  z  dz  2  2  i  1  2
 f  z  dz   f  z  dz  1  i
C2 OB

Remark :
In general, a contour integral depends on
paths between 2 fixed end points.
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 Example

Evaluate

 f  z  dz
C

where
f  z   z,
C is an arbitrary contour from
any fixed point z1 to any fixed point z2 in the z plane.

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Solution

let z  a   z1 , z  b   z2 &
z  z (t ), a  t  b represents a contour C ,
and let f  z   z

f  z  t   z '  t  dt
b
C
f ( z )dz  
t a

  z  t  z '  t  dt
b

t a
b
b d
  z  t  
2
   z  t   2
 z  b     z  a 
2 2
z 2
 z 2
   dt      2 1
t  a dt  2   2  2 2
   t  a
Remark :
Here the contour integral is independent of
paths between 2 fixed end points z1 and z 2 , why ?
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 Section-42
Examples with
branch cuts
Examples with Branch cuts

Evaluate


1/2
z dz
C
i
where C : z  3e , 0  

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 Solution
1 1 1
 ln r  i 
f z  z  e ,  r  0, 0    2 
log z
2 2
e 2

and the branch cut is positive x-axis   0  including the origin,

and C : z    3ei  , 0  
1  3
 ln 3 i 
 f  z    z '    e
i i
2
3iei  3e 2 3iei  i 3 3 e 2
, 0  ,
is piecewise continuous on 0    
f  z    z '   d

  z dz  
1/2
exists and
C  0

3 
 3  i 
 
   2 3  1  i 
2
e
 3e 3ie d  i3 3 
i i
i
2
e 2
d  i3 3 i 3
 0  0  
 2  0
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Examples with Branch cuts

Evaluate


C
z a 1dz , 0  a 
where C : z  Rei ,    

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 Solution

f  z   z a 1  e a 1 Log z  e a 1 ln r i  ,  r  0,       

and the branch cut is negative x-axis     including the origin,
where C : z    Rei  , R  0,      
 f  z    z '    e  a 1 ln R  i 
iRei   iR a e ai ,
is piecewise continuous on      
f  z    z '   d

  z dz  
a 1
exists and
C  

ai  ia  ia

  e  2iR a
 e  e  2iR a
 iR a  e ai d  iR a      sin a
 
 ai   a  2i  a
If a is nonzero integer, then  C
z1/2 dz  0 , | sin a  0
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Remark:
The path in a contour
integral can contain a
point on a branch cut of
the integrand and still the
integral can exist.