Lecture Notes:

Complex Analysis (MATH 406)

Semu Mitiku Kassa

Department of Mathematics and Statistical Sciences,

Botswana International University of Science and Technology (BIUST)

Semester II of the 2018/19 A.Y.

Chapter 3 – Complex Integral Calculus

 Contents

3 Complex Integral Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

3.1 Complex Integration: 1
3.2 Cauchy-Goursat Theorem 10
3.3 Fundamental Theorem of Complex Integral Calculus 16
3.4 Cauchy’s Integral Formula and The Derivative of Analytic Functions 17
3.5 Cauchy’s Theorem for Multiply Connected Domains 24

©June 21, 2019 Semu M. Kassa BIUST

 Chapter 3
Complex Integral Calculus

As has been remarked in the previous chapter, complex functions enjoy some remarkable
differentiability properties as compared to functions of real variables. Similarly integration
of complex functions will have some special properties which the real counter part does
not have. In this chapter, we shall develop the basics of complex integration theory and
present a few of its important applications also in solving real integrals.

3.1 Complex Integration:

Let a complex-valued function f (t) of a real variable t be given by f (t) = u(t) + iv(t), where
t ∈ [ a, b] ⊂ R. Then assuming that f is differentiable, its derivative at any point t ∈ ( a, b) is
d
given by f (t) = f 0 (t) = u0 (t) + iv0 (t). Corresponding to this, if f is piecewise continuous
dt
on the interval [ a, b] we shall define the definite integral of f on the interval [ a, b] to take the
form
Z b Z b Z b
w(t) dt = u(t) dt + i v(t) dt.
a a a

Thus, the following properties are evident

(1) If γ is a complex constant, then

Z b Z b
γ f (t) dt = γ f (t) dt.
a a

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2 Chapter 3. Complex Integral Calculus

Proof. Let γ = α + iβ be the constant and f (t) = u(t) + iv(t). Then

Z b Z b Z b
γ f (t) dt = [αu(t) − βv(t)] dt + i [αv(t) + βu(t)] dt
a a a
Z b Z b
= α u(t) dt − β v(t) dt
a a
 Z b Z b 
+i β u(t) dt + α v(t) dt
a a
Z b  Z b 
= α (u(t) + iv(t)) dt + iβ (u(t) + iv(t)) dt
a a
Z b
= γ f (t) dt.
a

Z b Z b Z b Z b
(2) Re f (t) dt = Re( f (t)) dt and Im f (t) dt = Im( f (t)) dt.
a a a a

(3) If W (t) = U (t) + iV (t) is a function such that W 0 (t) = w(t) for all t ∈ ( a, b), then we
have
Z b
(w(t)) dt = W (b) − W ( a).
a

We encourage the readers to proof properties (2) and (3) above as they follow from
the real integral properties in a similar way as in the proof of property (1) above.
Z b  Z b
 
(4)  f (t) dt ≤ | f (t)| dt.
a a
Z b 
Proof. If φ = Arg f (t) dt , then we have
a
Z b Z b 
f (t) dt eiφ .
 
f (t) dt = 

a a

Now, multiplying both sides by e−iφ we obtain,

Z b  Z b Z b
−iφ
e−iφ f (t) dt.
 
 a f (t) dt = e f (t) dt =
 
a a
Z b 
 
But since  f (t) dt is a real number, we must have
a
Z b  Z b  Z b  
− iφ −iφ
 
 f (t) dt = Re
 e f (t) dt = Re e f (t) dt
a a a

Z b 
 −iφ
≤ e f (t) dt

a
Z b
= | f (t)| dt.
a

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3.1 Complex Integration: 3


 Example 3.1 Let w(t) = eγt , with γ = α + iβ is a non-zero constant. Then
Z b
b
1  1 h γb i
γt γt 
e dt = e  = e − eγa .
a γ  γ
a


 Example 3.2 For any real number α, show that the inequality
 
 2απi
e − 1 ≤ 2π |α|.


Proof. Let f (t) = eiαt , with α and t are real variables. Then from property (4) above we
obtain
Z 2π  Z 2π  
iαt  iαt 
 
 e dt ≤ e  dt = 2π. (3.1)
 0  0

If α = 0, clearly the above inequality holds true. For α 6= 0 however, the left-hand-side of
equation (3.1) is equal to:
  2π   2απi 
−
Z 2π
 iαt

= 1 iαt e 1 
e dt e = . (3.2)
  
  iα |α|
 0 
0 
Combining equations (3.1) and (3.2) we have
 
 2απi
e − 1 ≤ 2π |α|


for any real number α. 

In complex function theory, integrals are taken along curves in the complex plane, and thus
have the flavor of the line integrals appearing in real vector calculus. Any curve C in the
plane (R2 = R × R) can be parametrized in the form z(t) = x (t) + iy(t) = ( x (t), y(t)). At
t = a, the position of the path is at z = ( x ( a), y( a)) = z a and at t = b, the position of the path
is at z = ( x (b), y(b)) = zb . Moreover, as the value of the parameter t increases the position
of z traverses through the path C from z a to zb , and this is indicated on the path by an
arrow in the direction of movement of the path. In such cases, we shall call the curve C an
oriented curve.
y
z•b
C

z a•
x

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4 Chapter 3. Complex Integral Calculus

If the component functions x (t) and y(t) (and hence z(t)) are continuously differentiable
with respect to the parameter t on the interval [ a, b], then we shall call the curve C is a smooth
path. If there are only finitely many points on [ a, b] where z(t) fails to be differentiable, but
is continuously differentiable everywhere else, then C is called a piecewise smooth curve.
A curve C is said to be simple if it does not cross itself.
 Example 3.3 1. Any straight line whose equation in the complex plane (or equivalently
on the xy-plane) is given by y = ax + b and can be described parametrically (by taking
x = t) as
z(t) = t + i ( at + b) = (1 + ia)t + ib,
where a and b are real constants.
2. Any circle with radius r and centered at the point ( xo , yo ) can be described by the
parameteric equation as
z(t) = zo + r (cos t + i sin t) = zo + reit ,
where zo = ( xo , yo ) and t ∈ [0, 2π ].


Recall that: there is a one-to-one correspondence between the set of complex numbers C
and the set of points in the Euclidean real plane R × R. Hence the natural generalization of
the Riemann integral
Z b
f ( x ) dx
a
of a real valued function f on a real x −axis is the line integral in R2 or in R3 . Following
this fact we define the integral of a complex valued function of a complex variable as a line
integral of the function along a given oriented curve C in the complex plane.
i.e., The complex integral of a complex function f on a curve C is given by:
Z
I= f (z) dz.
C

Here, we assume that C is an oriented curve in the complex plane, which is piecewise
smooth and simple.
In the complex plane, let the curve C be parametrically represented by:

z(t) = x (t) + iy(t).

Then the direction in which t is increasing is called the positive sense of C .

If the curve C , represented by z(t), is smooth then it is differentiable and therefore, ż(t) =
dz(t)
is well defined for all t ∈ ( a, b). With this formulation of the curve and the derivative
dt
of the parametric representation we can now state:

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3.1 Complex Integration: 5

Definition 3.1.1 Let C be a smooth curve, represented by z = z(t), where a ≤ t ≤ b. Let

f (z) be a piecewise continuous complex function on C .
Z
Then the integral of f over C is denoted by f (z) dz and is defined by
C
Z b
dz
Z
f (z) dz = f (z(t))ż(t) dt, where ż(t) = .
C a dt

As in the case for real integrals, complex integrals also satisfy the following properties
which we will only proof one of them here.

Proposition 3.1.1 Let f and g be continuous functions on the set containing the smooth
curve C . Then
Z Z Z
(i) [ f (z) ± g(z)] dz = f (z) dz ± g(z) dz.
ZC Z C C
(ii) γ f (z) dz = γ f (z) dz for any complex constant γ ∈ C.
ZC ZC
(iii) f (z) dz = − f (z) dz, where −C represents the negative orientation of the curve
−C C
C.
(iv) If | f (z)| ≤ M < ∞ for all z on the curve C and L = length(C), then
Z 
 
 f (z) dz ≤ ML.
C
 

Proof. (of (iv)): Let the curve C be represented parameterically by z(t) for t ∈ [ a, b]. Then if
C is smooth, we have

Z  Z b 
0
   
 f (z) dz =  f ( z ( t )) z ( t ) dt 
 C   a 
Z b
≤ | f (z(t))| |z0 (t)| dt ≤ ML.
a

If C is not smooth, but is piecewise smooth, then there are curves C1 , C2 , . . . , Ck such that
C = C1 + C2 + · · · + Ck with all the Ci ’s are smooth and addition of curves means the

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6 Chapter 3. Complex Integral Calculus

concatenation of one over the other. Then we must have

 Z 
Z   k 
 f (z) dz =  ∑
 
f ( z ) dz
 
 C 
  i =1 C i 
k  Z 
≤ ∑  f (z) dz


i =1 Ci
k
≤ ∑ M length(Ci ) = ML.
i =1

If the path C is closed (i.e., if the initial and final points of the path coincide) then the
integral is called a closed path integral, and is denoted by
I
f (z) dz.
C

Now, the question is how can we evaluate this integral. This can be addressed by applying
the definition (Definition 3.1.1). The other possible way to evaluate the complex integral is
to write the line integral into one or more real line integrals. To see this, let f (z) = u + iv
and z = x + iy. Then dz = dx + i dy.
Hence,
Z Z

f (z) dz = u + iv (dx + i dy)
C ZC Z
= (u dx − v dy) + i (v dx + u dy).
C C

 Example 3.4 Evaluate the closed path integral

dz
I
,
C z

where C is a unit circle around the origin.

Solution : Here C is parameterized by z(t) = cos t + i sin t = eit , for 0 ≤ t ≤ 2π. Then, since
z0 (t) = ieit we have
Z 2π Z 2π
dz
I
= e−it · ieit dt = i dt = 2πi.
C z 0 0


Example 3.5 Evaluate the integral I = C z2 dz, where C is the parabolic arc given in Figure
R


3.1.

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3.1 Complex Integration: 7

2
x = 4 − y2

x
4

−2

Figure 3.1: The parabola x = 4 − y2 .

Solution : First observe that z2 = ( x + iy)2 = ( x2 − y2 ) + i (2xy) which implies that u( x, y) =

x2 − y2 , v( x, y) = 2xy. Then,
Z Z Z
2 2 2
2xy dx + ( x2 − y2 ) dy .



I= z dz = ( x − y ) dx − (2xy) dy + i
C C C

Parameterizing C by setting t = y, we have x = 4 − t2

on the curve that we integrate upon.
Then dy = dt, and dx = −2t dt, for −2 ≤ t ≤ 2. Therefore,
Z −2  
2 2 2 2
I = (4 − t ) − t )(−2t dt) − (2(4 − t )t) dt
2
Z −2  
2 2 2 2
+i 2(4 − t ) + (−2t dt) + ((4 − t ) − t ) dt
+2
Z −2
= [(16 − 9t2 + t4 )(−2t) − (8t − 2t3 )] dt
+2
Z −2
+i [(−16t2 + 4t4 ) + (16 − 9t2 + t4 )] dt
+2
Z −2 Z −2
5 3
5t4 − 25t2 + 16 dt



= − 2t + 20t − 40t dt + i
+2 +2
25
= 0 + i [−64 + × 16 − 64]
3
16
= 0+i
3
16
= i.
3


 Example 3.6 Evaluate the closed path integral

I
(z − a)n dz,
C

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8 Chapter 3. Complex Integral Calculus

where a is any given complex number, n is any integer and C is a circle centered at a and
with radius r be any positive real number.
Solution : Here, the curve C is parameterized by z − a = reit for 0 ≤ t ≤ 2π which implies
that dz = ireit dt. Therefore,
I Z 2π
n
n
(z − a) dz = reit · ireit dt
C 0
Z 2π
= ir n+1 ei(n+1)t dt
0
Z 2π
n +1
= r ei(n+1)t (i dt).
0

But

r n +1
2π
e i ( n +1) t

Z 2π  n +1 0
= 0, if n 6= −1
r n +1 ei(n+1)t (i dt) =
0  R 2π 0 i(0)t
i 0 r e dt = 2πi, if n = −1.

Therefore,
(
I 2πi if n = −1
(z − a)n dz = (3.3)
C 0 if n 6= −1.


In all of the above examples, we have been integrating over smooth curves. But if the curve
is not smooth, the above procedure may not work. However, we can apply the additive
property of definite integrals to integrate a continuous function on a piecewise smooth
curve. To see how the method works, let C be a piecewise smooth curve. That is, C is a
curve made up of smooth curves C1 , C2 , . . . , Cn such that the terminal point of Ck is the initial
point of Ck+1 and in this case we write C = C1 ⊕ · · · ⊕ Cn .

Definition 3.1.2 Let C be a piecewise smooth curve such that C = C1 ⊕ · · · ⊕ Cn and f (z)
be a continuous complex function defined over the set of points on C . Then we define
Z n Z

C
f (z) dz = ∑ f (z) dz.
k =1 C k

 Example 3.7 Let C be a curve consisting of portion of a parabola y = x2 in the xy-plane

from (0, 0) to (2, 4) and a horizontal line from (2, 4) to (4, 4). If f (z) = Im(z), then evaluate
Z
f (z) dz.
C

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3.1 Complex Integration: 9

Solution : To evaluate the integral, first, we write the curve as C = C1 ⊕ C2 , where C1 is the
portion of the parabola and C2 is the line segment.

C2
4 C

C1

x
2 4

Parameterize C1 by z(t) = t + it2 by setting t = x for 0 ≤ t ≤ 2. Then on C1 , we have

dz = (1 + 2ti ) dt and f (z(t)) = Im(z(t)) = t2 . Therefore,
Z Z 2 Z 2 Z 2
Im(z(t)) dz = t2 (1 + 2ti ) dt = t2 dt + i 2t3 dt
C1 0 0 0
 2
t3 t4 

= +i
3 2 

0
8
= + 8i.
3

To parameterize C2 set again x = t so that z(t) = t + 4i for 2 ≤ t ≤ 4 as x is the only

component which is changing from 2 to 4 while y = 4 is constant on the path. Therefore, on
C2 , dz = dt and f (z(t)) = Im(z(t)) = 4 which implies that,
4
Z Z 4 
Im(z) dz = 4 dt = 4t = 8.

C2 2 
2

Hence,
Z Z Z
f (z) dz = Im(z(t)) dz + Im(z) dz
C C1 C2
 
8 32
= + 8i + 8 = + 8i.
3 3


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10 Chapter 3. Complex Integral Calculus

Remark 3.1.1 In analogous reasoning as in the line integrals of real functions case the
following properties are also valid for integrals of complex functions and they are
important in the evaluation of combinations of different continuous functions.
Let f and g be continuous complex functions on a piecewise smooth curve C and let k be
any complex constant. Then,
Z Z
1. (k f )(z) dz = k f (z) dz.
C C

Z Z Z
2. ( f + g)(z) dz = f (z) dz + g(z) dz.
C C C

3. If −C is the same curve C but with opposite orientation to that of C , then

Z Z
f (z) dz = − f (z) dz.
−C C

3.2 Cauchy-Goursat Theorem

Let C be a piecewise-smooth simple closed curve in the complex plane (and hence in
R2 ). Then, C encloses some simply connected region R. Let f (z) = u( x, y) + iv( x, y) be
a continuous function in a simply connected domain D containing the curve C . Then,
dz = dx + i dy and
I I
f (z) dz = (u + iv)(dx + i dy)
C IC I
= (u dx − v dy) + i (v dx + u dy). (3.4)
C C

Now let P1 ( x, y) = u( x, y), P2 ( x, y) = v( x, y), Q1 ( x, y) = −v( x, y) and Q2 ( x, y) = u( x, y) be real

valued functions. Then the two integrals in Equation (3.4) are simply contour integrals
in two variables. Thus we can apply the result of Green’s Theorem for functions of two
variables as given below

Theorem 3.2.1 — Green’s Theorem. Suppose that P( x, y) and Q( x, y) are real valued
functions of x and y and have continuous positive derivatives in an open set D of R2 . Let
S ⊂ D be a region bounded by a simple closed piecewise smooth curve C . Then
I ZZ  
∂Q ∂P
[ P dx + Q dy] = − dx dy. (3.5)
C S ∂x ∂y

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3.2 Cauchy-Goursat Theorem 11

Now, to apply Green’s Theorem, assume that f is analytic and that f 0 (z) is continuous in
D so that u and v are continuously differentiable, real-valued functions. Then by Green’s
Theorem on u and v we can write Equation (3.4) as:
ZZ   ZZ  
∂(−v) ∂u
I
∂u ∂v
f (z) dz = − dA + i − dA
C R ∂x ∂y R ∂x ∂y
ZZ   ZZ  
∂v ∂u ∂u ∂v
= − − dA + i − dA.
R ∂x ∂y R ∂x ∂y

But since f is given to be analytic in D, by Cauchy-Riemann equations we have that

∂u ∂v ∂u ∂v
= and =− .
∂x ∂y ∂y ∂x

This implies that

∂u ∂v ∂v ∂u
− = 0 and − − = 0 in D.
∂x ∂y ∂x ∂y
Therefore, I ZZ ZZ
f (z) dz = 0 dA + 0 dA = 0
C R R
and hence we have proved the following theorem (which sometimes is also called Cauchy’s
Theorem.)

Theorem 3.2.2 — Cauchy-Goursat Theorem. If f is analytic in a simply connected domain

D, then I
f (z) dz = 0,
C
for every piecewise smooth simple closed curve C in D.

Remark 3.2.1 In the Cauchy-Goursat Theorem above, the continuity of f 0 (z) is not
explicitly assumed or this assumption is omitted. This is done intentionally because as
we can show it later, if f is analytic at a point zo , then the derivatives of all order of f at
zo exists and hence f 0 (z) is continuous.

 Example 3.8 Consider the integral

dz dz
I I
2
= ,
C z − 5z + 6 C (z − 2)(z − 3)
where C is the unit circle centered at the origin and oriented in a counterclockwise direction.
Then,
1
f (z) =
(z − 2)(z − 3)

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12 Chapter 3. Complex Integral Calculus

is analytic everywhere in C except at z = 2 and z = 3. But z = 2 and z = 3 are out of the

region enclosed by the curve C . Hence f is analytic in the region enclosed by the unit circle
C . Then, by Cauchy-Goursat Theorem
dz
I
= 0.
C z2 − 5z + 6


 Example 3.9 Consider the integrals given by

1
Z Z
(1) |z|2 dz and (2) dz ,
C C z2
where the curve C is (see Fig 3.2):
(a) C a , the line segment on the complex plane from the point z = 1 to the point z = i.
(b) Cb , the arc of the unit circle satisfying Im z ≥ 0, and with initial point at z = 1 and
final point at z = i.

Imz

i
Cb
Ca

Rez
1

Figure 3.2: Two different paths with the same end points.
Z
Solution : (1) To solve the integral |z|2 dz,
C
(a) parametrize the line segment C a by setting
z(t) = 1 + t(−1 + i ), 0 ≤ t ≤ 1. Then we have

|z|2 = (1 − t)2 + t2 and dz = (−1 + i ) dt.

With this substitution the integral becomes,

Z 1
2
Z 
|z|2 dz = (1 − t)2 + t2 (−1 + i ) dt = (−1 + i ).
Ca 0 3
(b) parametrizing the curve Cb of part of the unit circle with z(t) = eiθ for 0 ≤ θ ≤ π2 ,
we have

|z|2 = 1 and dz = ieiθ dθ.

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3.2 Cauchy-Goursat Theorem 13

After substituting the appropriate parameter values the integral becomes,

Z Z π/2
2
|z| dz = ieiθ dθ = −1 + i.
Cb 0

From the above two values of the integral we can see clearly that the integral of
f (z) = |z|2 over the two paths are not equal.
Z Z
i.e., |z|2 dz 6= |z|2 dz.
Ca Cb

dz dz
Z Z
(2) To find the integrals , and we use the same parametrization as in (1)
Ca z2 Cb z2
above; and
(a) on the line segment C a , we have
Z 1
dz (−1 + i ) dt
Z
= = 1 + i.
Ca z2 0 [1 + (−1 + i )t]2

(b) on the curve Cb , we get

Z π/2 iθ
dz ie dθ
Z
= = 1 + i.
Cb z2 0 ie2iθ

1
The value of the above two integrals shows that the integral of the function g(z) =
z2
over the two paths are equal.

dz dz
Z Z
i.e., = .
Ca z2 Cb z2

1
In Example 3.9 above, the function f (z) = |z|2 is no where analytic whereas g(z) = is
z2
analytic everywhere in C except at the point z = 0, but none of the two given curves pass
through this point. The conclusions in this example also hold in a general case as we may
consider it later.
To study the behaviour of complex integrals of functions over different piecewise smooth,
simple, closed curves, let C1 and C2 be closed paths in the complex plane with C2 be in the
interior of C1 . Suppose that a complex function f is analytic in an open set containing both
paths and all points between them. Now let L be the line segment as shown in Figure 3.3.
Then the region D, which is enclosed by the two curves (C1 , and C2 ), is a simply connected
region bounded by the curve C , where C = C1 ⊕ C20 ⊕ L ⊕ L0 , where L0 is the line segment L
but is oriented opposite to that of L and C20 is the curve C2 but in opposite orientation.

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14 Chapter 3. Complex Integral Calculus

y y
C1 C1

C2 C20
D L D L0
L

x x

Figure 3.3: A domain deformed from larger region.

Then, since f is analytic in D, by Cauchy-Goursat Theorem, we have

Z
f (z) dz = 0.
C

But since C is a piecewise smooth curve, the integral can be written as

Z Z Z Z Z
f (z) dz = f (z) dz + f (z) dz + f (z) dz + f (z) dz
C C1 C2 L L0

with Z Z Z Z
f (z) dz = − f (z) dz and f (z) dz = − f (z) dz.
L0 L C20 C2
Therefore, we get Z Z Z
f (z) dz = f (z) dz − f (z) dz = 0
C C1 C2
and hence Z Z
f (z) dz = f (z) dz.
C1 C2
Thus, we have proved the following important theorem.

Theorem 3.2.3 — The Deformation Theorem. Let C1 and C2 be closed paths in the complex
plane with C2 be in the interior of C1 . Suppose that a complex function f is analytic in an
open set containing both paths and all points between them. Then
I I
f (z) dz = f (z) dz.
C1 C2

The above discussion can also lead us to the following remark.

Z
Remark 3.2.2 If f is analytic in a simply connected domain D, then the integral f (z) dz
C
is independent of path in D. That is, if C1 and C2 are open curves with the same initial
and terminal points, then Z Z
f (z) dz = f (z) dz.
C1 C2

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3.2 Cauchy-Goursat Theorem 15

Hence we can deform C1 into C2 without changing the value of the integral.
However, if f is not analytic in D, The Deformation Theorem (which is actually based on
Cauchy-Goursat Theorem) does not hold true in general, as it was indicated in Example
3.9.
 Example 3.10 Consider the integral

dz
I
,
C z−a

where C is any piecewise smooth simple closed curve, oriented counterclockwise and
1
containing a inside. Since the function f given by f (z) = is analytic in the region
z−a

r Cr
a·

Figure 3.4: A curve C containing a inside.

bounded by C except in some neighborhood of z = a, we can conclude that f is analytic in

every domain not containing a inside.

Thus, because of path deformation, we can assume without loss of generality that Cr is a
circular path with radius r and centered at a. Then,

dz dz
I I
= .
C z−a Cr z−a

Set z − a = reiθ . Then, dz = rieiθ dθ and hence

rieiθ
Z I Z 2π
dθ = i dθ = i dθ = 2πi 6= 0.
Cr reiθ Cr 0

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16 Chapter 3. Complex Integral Calculus

3.3 Fundamental Theorem of Complex Integral Calculus

Suppose f is a complex continuous function on an open set D and F be a function defined
on a domain D with the property that F 0 (z) = f (z) for all z ∈ D. Then any function F (z)
satisfying F 0 (z) = f (z) is called an anti-derivative or a primitive of f (z). In the
Z previous
section we have seen that if f is analytic in the region D then the integral f (z) dz is
L
independent of the path L chosen to join two end points z1 and z2 in the complex plane.
Therefore, we can characterize the path integral of f only in terms of the two end points as
discussed below.
If z0 is any fixed point in a domain D and if f is analytic in D, then the integral
Z Z z
f (ζ ) dζ denoted by f (ζ ) dζ,
L z0

where L is the line segment with initial point z0 and terminal point z is path independent
and hence defines a single- valued function of z, provided that f is analytic in the domain
D. Thus, we can define Z z
G (z) = f (ζ ) dζ
z0

and it follows that G 0 (z) = f (z).

If F (z) is any particular primitive of f (z), then
Z z
G (z) = f (ζ )dζ = F (z) + k,
z0

where k is an arbitrary constant.

Suppose that the line segment is parameterized by z(t) for a ≤ t ≤ b. First, we write
F (z) = U ( x, y) + iV ( x, y) and to get
Z Z b
f (z) dz = f (z(t))z0 (t) dt
L a
Z b
= F 0 (z(t))z0 (t) dt
a
Z b
d
= [ F (z(t))] dt
dta
Z b Z b
d d
= U ( x (t), y(t)) dt + i V ( x (t), y(t)) dt
a dt a dt
= U ( x (b), y(b)) + iV ( x (b), y(b)) − U ( x ( a), y( a)) − iV ( x ( a), y( a))
= F (z(b)) − F (z( a)).

Hence, we have the following theorem.

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3.4 Cauchy’s Integral Formula and The Derivative of Analytic Functions 17

Theorem 3.3.1 — Fundamental Theorem of the complex Integral Calculus. Let f (z) be an
analytic complex function in a simply connected domain D and let z0 be any fixed point
in D. Then
Z z
(i) The function G (z) = f (ζ ) dζ is analytic in D and G 0 (z) = f (z).
z0

Z z
(ii) If F (z) is any primitive of f (z), then f (ζ ) dζ = F (z) − F (z0 ).
z0

 Example 3.11 Evaluate:

Z 3
1. the integral sin z dz;
2i

Z −i
dz
2. the integral .
z1+ i
Solution : Applying the Fundamental Theorem,
1. Since sin z is analytic on the segment joining the points 2i and 3 in C, we have
Z 3  3
sin z dz = − cos z 2i = − cos 3 + cos 2i = cosh 2 − cos 3.
2i
1
2. Since is analytic everywhere except at z = 0, it is analytic on the line segment in C
z
joining −i and 1 + i. Hence,
Z −i   −i
dz
= log z
1+ i z 1+ i
 r=1,θ =π/2
= ln r + iθ √
r = 2,θ = 3π
2
3π √ π
) − (ln 2 + i )
= (ln 1 + i
2 4
ln 2 5π ln 2 3π
= − +i =− −i .
2 4 2 4
Therefore, we have Z −i
dz ln 2 3π
=− −i .
1+ i z 2 4


3.4 Cauchy’s Integral Formula and The Derivative of Analytic Func-

tions
In Example 3.10 of Section 3.2 we have seen that
dz
I
= 2πi,
C z−a

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18 Chapter 3. Complex Integral Calculus

where C is any piecewise smooth, simple closed curve oriented counterclockwise and
containing a in the interior. During the evaluation of the integral we used the idea of path
deformation and deformed the path C to replace it by a circle Cr with center a and radius r.

Definition 3.4.1 A domain D ⊂ R2 is said to be simply connected if every simple closed

curve within D encloses only points inside (or of) D.
A domain D ⊂ R2 which is not simply connected is called a multiply connected domain.

y y

(a) x (b) x

Figure 3.5: (a) is simply connected and (b) is multiply connected.

Multiply connected domains are usually described by the region between more than one
simple closed curves. For example, an annulus is a region enclosed by two concentric circles.
In many aspects multiply connected domains can be considered as a region with one or
more ’holes’.
Now let f be an analytic function in a simply connected domain D containing C inside.
Then,
f (z) f (z)
I I
I= dz = dz,
C z−a Cr z − a
where Cr is a sufficiently small circle with radius r and centered at a.
Since this last integral is independent of r, provided Cr stays inside D and centered at a, we
will consider the following relations.

f (z) − f ( a)
I  
f (z) f ( a)
I I
dz = dz + dz
Cr z − a Cr z − a Cr z−a
f (z) − f ( a)
I  
= f ( a)2πi + dz.
Cr z−a

At this last step it suffices to study the behaviour of the second integral when r is small
enough. To this end, since f is assumed to be analytic at a it is continuous at a as well. That
is, for each e > 0, there exists δ > 0 such that

| f (z) − f ( a)| < e whenever |z − a| < δ.

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3.4 Cauchy’s Integral Formula and The Derivative of Analytic Functions 19

Now, suppose we choose r < δ (this is to guarantee that the circle Cr lies entirely inside the
curve C ), the modulus of the integral under study is bounded by:
I 
f ( z ) − f ( a ) | f (z) − f ( a)|
  I
 dz  ≤ | dz|
 C
r z−a  C |z − a| r
1
I
= | f (z) − f ( a)|| dz|
r Cr
I
e e
< | dz| = 2πr = 2πe.
r Cr r

Since the modulus of the above integral is less than an arbitrary positive number 2πe,
however small it could be, so the value of the integral is zero.

f (z) − f ( a)
I
i.e., dz = 0.
Cr z−a

Thus, if C contains a in its interior and f is analytic in the region enclosed by C we have

f (z)
I
dz = f ( a)2πi.
C z−a

Therefore, the following theorem is proved in the above arguments.

Theorem 3.4.1 — Cauchy Integral Formula. Let f be analytic in a simply connected domain
D and let C be a piecewise smooth, simple closed curve in D oriented counterclockwise.
Then,

f (z)
I
dz = 2πi f ( a) (3.6)
C z−a
for all a in D. This is equivalent to saying that

1 f (z)
I
f ( a) = dz. (3.7)
2πi C z−a

 Example 3.12 Evaluate the integral

I  3
z −6

dz,
C 2z − i
i
where C is any closed simple piecewise smooth curve containing a = 2 in its interior.
Solution : To apply Cauchy’s Integral formula, we first re-write the integral in the form:
I  3 I 1 3
z −6 2z − 3
  I  
f (z)
dz = dz = dz,
C 2z − i C z − 12 i C z − 12 i

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20 Chapter 3. Complex Integral Calculus

where f (z) = 12 z3 − 3 and since f is a polynomial function in z, it is analytic every where in

C. Thus,
I  3
z −6
 
1
dz = 2πi f i
C 2z − i 2
 
1 1
3
= 2πi i −3
2 2
 
1 π
= 2πi − i − 3 = − 6πi.
16 8


 Example 3.13 Evaluate the integral

I  2 
z +1
dz,
C z2 − 1

where C is a unit circle centered at z0 = 1.

Solution : Here,

z2 + 1 z2 + 1 z2 + 1
  
1 f (z)
= = . = ,
z2 − 1 (z − 1)(z + 1) z+1 z−1 z−1

z2 +1
where f (z) = z +1 . Therefore,
I  2
z2 + 1
  
z +1 2
dz = 2πi f ( 1 ) = 2πi = 2πi × = 2πi.
C z2 − 1 z+1 z =1 2

If C was a unit circle containing z = −1 in its interior, then we could have been written as,

z2 + 1 z2 + 1
 2  
z +1 1 f (z)
2
= = . = ,
z − 1 (z + 1)(z − 1) z−1 z+1 z+1

z2 +1
where f (z) = z −1 . Hence, we could have
I  2
z2 + 1
  
z +1
dz = 2πi f (−1) = 2πi = −2πi.
C z2 − 1 z−1 z=−1


 Example 3.14 Use the Cauchy-Integral formula to show that for any real constant k,

Z 2π
(i ) ek cos θ sin(k sin θ ) dθ = 0
0
Z 2π
(ii ) ek cos θ cos(k sin θ ) dθ = 2π.
0

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3.4 Cauchy’s Integral Formula and The Derivative of Analytic Functions 21

Solution : Consider the integral

ekz
I
dz,
C z

where C is a unit circle around the origin and is oriented positively. Since f (z) = ekz is
analytic everywhere in C, by the Cauchy Integral formula we have,

ekz
I
dz = 2πi × ek×0 = 2πi.
C z

On the other hand, parametrizing the curve C by setting z(θ ) = eiθ , we have

Z 2π k(cos θ +i sin θ )
ekz e
I
2πi = dz = iθ
ieiθ dθ
C z 0 e
Z 2π
= i ek cos θ [cos(k sin θ ) + i sin(k sin θ )] dθ
0
Z 2π Z 2π
= i ek cos θ cos(k sin θ ) dθ − ek cos θ sin(k sin θ ) dθ.
0 0

Then equating the real and imaginary parts, we obtain,

Z 2π
2π = ek cos θ cos(k sin θ ) dθ
0
Z 2π
0 = ek cos θ sin(k sin θ ) dθ.
0

A very interesting result in complex analysis is that, if f is analytic in a domain D (i.e., if the
first derivative of f exists at every point of D), then it has derivatives of all orders in D. To
see this let f be analytic in a simply connected domain D and let C be a piecewise smooth
simple closed path in D containing a in its interior. Then, from the Cauchy’s Integral
formula, differentiating both sides of Equation (3.7) we have
 
d f (z) f (z) f (z)
I I I
∂
dz = dz = dz.
da C z − a C ∂a z − a C ( z − a )2

Generalizing this result we have the following theorem that can be used to find higher order
derivatives of an analytic complex function at a given point. Moreover, we can also use the
f (z)
I
result of this same theorem to find the integral of the form dz for m > 1 and if f
C (z − a)m
is analytic in the neighborhood of a.

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22 Chapter 3. Complex Integral Calculus

Theorem 3.4.2 — Cauchy’s Integral Formula for Higher Derivatives. Let f (z) be analytic in
a simply connected domain D and let C be a piecewise smooth simple closed curve in D
oriented counterclockwise. Then, for all a in D

n! f (z)
I
(n)
f ( a) = dz,
2πi C ( z − a ) n +1

where f (n) represents the nth derivative of f , for any nonnegative integer n.

 Example 3.15 By using Cauchy’s Integral Formula for Higher Derivatives we have

sin z
I
0

dz = 2πi ( sin z ) = 2πi cos(πi ) = 2πi cosh π
C (z − πi )2 
z=πi

for any simple closed piecewise smooth path C containing πi in its interior and oriented in
counterclockwise direction. 

 Example 3.16 Evaluate the integral

dz
I

C z2 (z − 2)(z − 4),

where C is the rectangle given in Figure 3.6.

2 3 x

Figure 3.6: A rectangular region for Example 3.16.

1
Solution : Decomposing the integrand 2 using partial fractions we have that
z (z − 2)(z − 4)
1 A B C D
= + + + ,
z2 (z − 2)(z − 4) z z2 z − 2 z − 4
3
which implies that A = 32 , B = 18 , C = − 18 , D = 1
32 . Therefore,

dz 3 dz 1 dz 1 dz 1 dz
I I I I I
= + − + .
C z2 (z − 2)(z − 4) 32 C z 8 C z2 8 C z−2 32 C z−4

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3.4 Cauchy’s Integral Formula and The Derivative of Analytic Functions 23

1 dz
I
But = 0 since the exponent of the denominator is 2 (from Equation (3.3) in Example
8 C z2 I
1 dz 1
3.6) and = 0 since is analytic in D (as z = 4 is not in D). Hence,
32 C z − 4 z−2
       
dz 3 1 1 1
I
= × 2πi + ×0 − × 2πi + ×0
C z2 ( z − 2)( z − 4) 32 8 8 32
π
= − i.
16


As a direct consequence of Cauchy’s Integral Formula for Derivatives, we will state the
following corollary which assures the twice continuous differentiability of the component
functions of an analytic function.

Corollary 3.4.3 If a function f = u + iv is analytic at a point, then its derivatives of all

orders are also analytic at the same point, and hence the partial derivatives of u and v of
all orders exist and are continuous.

Proof. Suppose f is analytic at a point zo , then there exists a neighborhood of zo , |z − zo | < r

in which f is differentiable. Now, take Cr to be a positively oriented circle centered at zo
and with radius r/2 such that f is differentiable everywhere inside and on Cr . Then from
the Cauchy’s Integral Formula for Derivative we have
1 f (ξ )
I
00
f (z) = dξ
πi Cr ( ξ − z )3
at each interior point z of Cr . The existence of f 00 (z) throughout the neighborhood: |z − zo | <
r/2 means that f 0 is analytic at zo . Repeating the above argument to the analytic function
f 0 , we can conclude that f 00 is also analytic at zo .
Suppose that f (z) = u( x, y) + iv( x, y) with z = x + iy be analytic inside a domain D. Since
∂u ∂v
f 00 (z) is also analytic, from f 0 (z) = +i we have
∂x ∂x
∂2 u ∂2 v ∂2 v ∂2 u
f 00 (z) = + i = − i .
∂x2 ∂x2 ∂y∂x ∂y∂x
Or
∂2 u ∂2 v ∂2 v ∂2 u
f 00 (z) = − i = − i .
∂y2 ∂y2 ∂x∂y ∂x∂y
The continuity of f 00 implies that all second order partial derivatives of u and v are
continuous at points where f is analytic. Concluding the proof. 

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24 Chapter 3. Complex Integral Calculus

Remark 3.4.1

(1) The conclusion of the above corollary is limited to only complex functions. In fact,
no similar statement can be made on real differentiable functions. To see this, for
example
f ( x ) = x | x | is differentiable for all real number x. However, f 0 ( x ) = | x | is not
differentiable at 0, hence f 00 (0) does not exist.
(2) The mere assumption of the analyticity of f on and inside a contour C is sufficient
to guarantee the existence of the derivatives of f of all orders. Moreover, the
derivatives are all continuous on and inside the contour C .
e2z
I
 Example 3.17 Evaluate the integral dz, where the contour C is the circle |z| = 2.
C ( z + 1)4
Solution : Let f (z) = e2z and a = −1 in the Cauchy Integral formula:

n! f (z)
I
(n)
f ( a) = dz.
2πi C ( z − a ) n +1

Then for n = 3, f 000 (z) = 8e2z and f 000 (−1) = 8e−2 . Hence we have

3! e2z
I
−2
8e = dz.
2πi C ( z + 1)4
Solving the last equation for the required integral we get

e2z 8π
I
4
dz = 2 i.
C ( z + 1) 3e


3.5 Cauchy’s Theorem for Multiply Connected Domains

We have seen that Cauchy’s Integral formula holds true in a simply connected domain D
(which is a region in R2 enclosed by a simple closed, piecewise smooth curve), where the
function f is analytic in its interior. Now, we will re-consider the same formulation but on
multiply connected domains.
To state the Cauchy integral formula for general multiply connected domain, we start with a
domain with only one ’hole’. Suppose f is analytic on C1 and C2 and in a multiply connected
domain (the annulus) D bounded by C1 and C2 , where they are oriented counterclockwise
and clockwise respectively, and a is in the interior of the domain D, as shown in Figure 3.7.
Now let L be the line segment as shown in Figure 3.7. Then the region D is a simple region
bounded by the curve C , where C = C1 ⊕ C2 ⊕ L ⊕ L0 , where L0 is the line segment L but is
oriented opposite to that of L.

©June 21, 2019 Semu M. Kassa BIUST

3.5 Cauchy’s Theorem for Multiply Connected Domains 25

y
C1

C2
D L
L0
·a

Figure 3.7: A multiply connected domain.

Then, since f is analytic in D and a is in the interior of D, by Cauchy’s Integral Formula we

have
1 f (z)
I
f ( a) = dz.
2πi C z − a
But since the path C is a piecewise smooth curve, we have
f (z) f (z) f (z) f (z) f (z)
I Z Z Z Z
dz = dz + dz + dz + dz
C z−a C1 z−a C2 z−a Lz−a L0 z−a
with
f (z) f (z)
Z Z
dz = − dz.
L0 z−a Lz−a
Therefore, we get
f (z) f (z) f (z)
I I I
dz = dz + dz
C z−a C1 z−a C2 z−a
and hence I 
1 f (z) 1 f (z) f (z)
I I
f ( a) = dz = dz + dz .
2πi C z−a 2πi C1 z−a C2 z−a

C1

C3
C2 Cm
· · ·

a
·

Extending the above process to any finite number of sub-curves, in general let D is
bound by closed, piecewise smooth, simple paths C1 , C2 , C3 , . . . , Cm , where C1 is oriented
counterclockwise and all the others are contained in the interior of C1 and are oriented
clockwise. Assume also that a is in the interior of D, and f (z) is analytic in D. Then
f (z) f (z) f (z)
I I I
dz + dz + · · · + dz = 2πi f ( a).
C1 z−a C2 z−a Cm z−a

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26 Chapter 3. Complex Integral Calculus

The above conclusion can also be obtained from the generalization of the Deformation
Theorem as given below.

Theorem 3.5.1 Let C1 , . . . , Cm be simple, closed, positively oriented paths such that each
Ck , k = 1, . . . , m lies in the interior of C , and the interior of Ci has no point in common with
the interior of C j , i 6= j. If f is analytic on the closed region containing all the Ck ’s and the
points between them, then
I m I

C
f (z) dz = ∑ f (z) dz.
k =1 C k

 Example 3.18 Evaluate the closed integral

dz
I
,
C z ( z − 1)
where C is the circle |z| = 3 oriented counterclockwise.
Solution : Let C1 and C2 be the circles centered at the origin and z = 1, respectively with
radius of each less than 1 (as indicated in Figure 3.8).

C0 C1
0 1 2 3 x

Figure 3.8: The curves in Example 3.18.

Therefore,
dz dz dz
I I I


= + = 2πi × f 1 (1) + 2πi × f 2 (0) ,
C z ( z − 1) C z ( z − 1) C z ( z − 1)
1 1
with f 1 (z) = z and f 2 (z) = z −1 . Hence,
dz
I


= 2πi × 1 + 2πi × (−1) = 0.
C z ( z − 1)

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3.5 Cauchy’s Theorem for Multiply Connected Domains 27

 Example 3.19 Evaluate the integral

z+1
I
dz,
C z(z − 2)(z − 4)3

where C is the counterclockwise circle with equation |z − 3| = 2.

Solution : Here the integrand function has singularities at z = 0, 2 and 4, of which only 2
and 4 lie in the interior of C . It is easier to deform C into two closed curves around each of
the singularity points and to evaluate each of the integrand using generalized Cauchy’s
formula. Therefore,
  I  
( z + 1) z+1 dz z+1 dz
I I
dz = + .
C z(z − 2)(z − 4)3 C1 z ( z − 4)3 z − 2 C2 z ( z − 2 ) ( z − 4 )3

From the generalized Cauchy’s Integral formula we can see that,

I  
z+1 dz 2πi
3
= f 00 (4) ,
C2 z ( z − 2 ) ( z − 4 ) ( 3 − 1 ) !
z +1
where f (z) = z ( z −2)
. Hence, we have

2πi d2
   
( z + 1) z+1 z+1
I
dz = 2πi +
C z(z − 2)(z − 4)3 z ( z − 4 )3 z =2 2! dz2 z(z − 2) z=4
3πi 23πi π
= − + = − i.
8 64 64


©June 21, 2019 Semu M. Kassa BIUST