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Contour Integration-I

This document outlines a chapter on complex integrations from a textbook. It discusses several topics: 1. Defining the definite integral of a complex-valued function of a real variable in parametric form. 2. Basic properties of complex integrals, including properties related to differentiation, multiplication, and constants. 3. An extension of the fundamental theorem of calculus to complex integrals, allowing definite integrals to be evaluated using antiderivatives. 4. An example of using the fundamental theorem to evaluate a definite integral of a complex function.

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0% found this document useful (0 votes)
352 views100 pages

Contour Integration-I

This document outlines a chapter on complex integrations from a textbook. It discusses several topics: 1. Defining the definite integral of a complex-valued function of a real variable in parametric form. 2. Basic properties of complex integrals, including properties related to differentiation, multiplication, and constants. 3. An extension of the fundamental theorem of calculus to complex integrals, allowing definite integrals to be evaluated using antiderivatives. 4. An example of using the fundamental theorem to evaluate a definite integral of a complex function.

Uploaded by

Kriti Tambare
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter-4: Complex Integrations

Dr. Jajati Keshari Sahoo

Department of Mathematics
BITS Pilani K.K. Birla Goa Campus

April 11, 2019

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 1 / 48


Outline

1 Integration, introduction

2 Contour Integration

3 Upper bounds for moduli of contour integrals

4 Antiderivatives

5 Cauchy - Goursat theorem

6 Cauchy integral formula

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 2 / 48


Parametric form, Definite integral
Let f (t) be a complex valued function of real variable t, that is

f (t) = u(t) + iv (t), a ≤ t ≤ b.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 3 / 48


Parametric form, Definite integral
Let f (t) be a complex valued function of real variable t, that is

f (t) = u(t) + iv (t), a ≤ t ≤ b.

We define the definite integral of a complex valued function of a real


variable by the following
Z b Z b Z b
f (t)dt = u(t)dt + i v (t)dt
a a a
.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 3 / 48


Parametric form, Definite integral
Let f (t) be a complex valued function of real variable t, that is

f (t) = u(t) + iv (t), a ≤ t ≤ b.

We define the definite integral of a complex valued function of a real


variable by the following
Z b Z b Z b
f (t)dt = u(t)dt + i v (t)dt
a a a
.
The differentiation with respect to a real variable is defined as
d
f (t) = u 0 (t) + iv 0 (t).
dt

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 3 / 48


Parametric form, Definite integral
Let f (t) be a complex valued function of real variable t, that is

f (t) = u(t) + iv (t), a ≤ t ≤ b.

We define the definite integral of a complex valued function of a real


variable by the following
Z b Z b Z b
f (t)dt = u(t)dt + i v (t)dt
a a a
.
The differentiation with respect to a real variable is defined as
d
f (t) = u 0 (t) + iv 0 (t).
dt
Note: The existence of differentiability of integrability is depends on the
real part and imargianry part of f (t).

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 3 / 48


Notation, Basic Properties
The real part and imarginary part of the complex integral is defined as
Z b Z b Z b Z b
Re f (t)dt = u(t)dt and Im f (t)dt = v (t)dt.
a a a a

d d
dt z0 f (t) = z0 dt f (t).
1

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 4 / 48


Notation, Basic Properties
The real part and imarginary part of the complex integral is defined as
Z b Z b Z b Z b
Re f (t)dt = u(t)dt and Im f (t)dt = v (t)dt.
a a a a

d d
dt z0 f (t) = z0 dt f (t).
1

d z0 t
2
dt e = z0 e z0 t .

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 4 / 48


Notation, Basic Properties
The real part and imarginary part of the complex integral is defined as
Z b Z b Z b Z b
Re f (t)dt = u(t)dt and Im f (t)dt = v (t)dt.
a a a a

d d
dt z0 f (t) = z0 dt f (t).
1

d z0 t
2
dt e = z0 e z0 t .
d d d
dt (f (t) + g(t)) = dt f (t) + dt g(t).
3

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 4 / 48


Notation, Basic Properties
The real part and imarginary part of the complex integral is defined as
Z b Z b Z b Z b
Re f (t)dt = u(t)dt and Im f (t)dt = v (t)dt.
a a a a

d d
dt z0 f (t) = z0 dt f (t).
1

d z0 t
2
dt e = z0 e z0 t .
d d d
dt (f (t) + g(t)) = dt f (t) + dt g(t).
3

d d d
dt f (t)g(t) = f (t) dt g(t) + g(t) dt f (t).
4

Rb Rb
5
a z0 f (t)dt = z0 a f (t)dt.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 4 / 48


Notation, Basic Properties
The real part and imarginary part of the complex integral is defined as
Z b Z b Z b Z b
Re f (t)dt = u(t)dt and Im f (t)dt = v (t)dt.
a a a a

d d
dt z0 f (t) = z0 dt f (t).
1

d z0 t
2
dt e = z0 e z0 t .
d d d
dt (f (t) + g(t)) = dt f (t) + dt g(t).
3

d d d
dt f (t)g(t) = f (t) dt g(t) + g(t) dt f (t).
4

Rb Rb
5
a z0 f (t)dt = z0 a f (t)dt.
Rb Rb Rb
6
a (f (t) + g(t))dt = a f (t)dt + a g(t)dt.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 4 / 48


Notation, Basic Properties
The real part and imarginary part of the complex integral is defined as
Z b Z b Z b Z b
Re f (t)dt = u(t)dt and Im f (t)dt = v (t)dt.
a a a a

d d
dt z0 f (t) = z0 dt f (t).
1

d z0 t
2
dt e = z0 e z0 t .
d d d
dt (f (t) + g(t)) = dt f (t) + dt g(t).
3

d d d
dt f (t)g(t) = f (t) dt g(t) + g(t) dt f (t).
4

Rb Rb
5
a z0 f (t)dt = z0 a f (t)dt.
Rb Rb Rb
6
a (f (t) + g(t))dt = a f (t)dt + a g(t)dt.
Rc Rb Rc
7
a f (t)dt = a f (t)dt + b f (t)dt.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 4 / 48


Fundamental theorem of calculus
Several results easily extended to complex plane such as Fundamental
theorem of calculus.
Fundamental theorem of calculus
Let f (t) be a complex valued function of a real variable defined on the
d
interval [a, b], and let F (t) be such that dt F (t) = f (t) on the said
interval, then Z b
f (t)dt = F (b) − F (a)
a
.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 5 / 48


Fundamental theorem of calculus
Several results easily extended to complex plane such as Fundamental
theorem of calculus.
Fundamental theorem of calculus
Let f (t) be a complex valued function of a real variable defined on the
d
interval [a, b], and let F (t) be such that dt F (t) = f (t) on the said
interval, then Z b
f (t)dt = F (b) − F (a)
a
.
Note: You can use this theorem to evaluate definite integrals. for example
Example
R π/2
0 ie it dt.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 5 / 48


Fundamental theorem of calculus
Several results easily extended to complex plane such as Fundamental
theorem of calculus.
Fundamental theorem of calculus
Let f (t) be a complex valued function of a real variable defined on the
d
interval [a, b], and let F (t) be such that dt F (t) = f (t) on the said
interval, then Z b
f (t)dt = F (b) − F (a)
a
.
Note: You can use this theorem to evaluate definite integrals. for example
Example
R π/2
0 ie it dt.

Solution: Here F (t) = e it . So the integral is e iπ/2 − e 0 = i − 1.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 5 / 48


Is Mean value theorem true ?

Example
Let us take f (t) = e it defined on the interval [0, 2π].

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 6 / 48


Is Mean value theorem true ?

Example
Let us take f (t) = e it defined on the interval [0, 2π].
R 2π
Ex. show that there is no c ∈ [0, 2π] such that 0 f (t)dt = 2πf (c).

R 2π it e it
Solution 0 e dt = i =0
0

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 6 / 48


Is Mean value theorem true ?

Example
Let us take f (t) = e it defined on the interval [0, 2π].
R 2π
Ex. show that there is no c ∈ [0, 2π] such that 0 f (t)dt = 2πf (c).

R 2π it e it
Solution 0 e dt = i = 0 but for any c , 2πe ic 6= 0.
0

Note: This example will also work as a counter example for mean value
theorem for derivative

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 6 / 48


Outline

1 Integration, introduction

2 Contour Integration

3 Upper bounds for moduli of contour integrals

4 Antiderivatives

5 Cauchy - Goursat theorem

6 Cauchy integral formula

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 7 / 48


Contour Integration

The complex integrals are defined not only over intervals of the real lines
but also on any curves on the complex plane.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 8 / 48


Contour Integration

The complex integrals are defined not only over intervals of the real lines
but also on any curves on the complex plane.
A set of points z = (x , y ) in the complex plane is said to be arc C if
x = x (t), y = y (t), a ≤ t ≤ b, where x (t) and y (t) are continuous
functions of t. In other words the arc C is described as

C = {z = z(t), a ≤ t ≤ b, where z(t) = x (t) + iy (t)}.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 8 / 48


Contour Integration

The complex integrals are defined not only over intervals of the real lines
but also on any curves on the complex plane.
A set of points z = (x , y ) in the complex plane is said to be arc C if
x = x (t), y = y (t), a ≤ t ≤ b, where x (t) and y (t) are continuous
functions of t. In other words the arc C is described as

C = {z = z(t), a ≤ t ≤ b, where z(t) = x (t) + iy (t)}.

The arc is called a simple arc or a Jordan arc if it does not cross itself,
that is z(t1 ) 6= z(t2 ) for t1 6= t2 .

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 8 / 48


Contour Integration

The complex integrals are defined not only over intervals of the real lines
but also on any curves on the complex plane.
A set of points z = (x , y ) in the complex plane is said to be arc C if
x = x (t), y = y (t), a ≤ t ≤ b, where x (t) and y (t) are continuous
functions of t. In other words the arc C is described as

C = {z = z(t), a ≤ t ≤ b, where z(t) = x (t) + iy (t)}.

The arc is called a simple arc or a Jordan arc if it does not cross itself,
that is z(t1 ) 6= z(t2 ) for t1 6= t2 .
A curve simple except at the end points (that is z(a) = z(b)) is called a
simple closed curve.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 8 / 48


Contour Integration

The complex integrals are defined not only over intervals of the real lines
but also on any curves on the complex plane.
A set of points z = (x , y ) in the complex plane is said to be arc C if
x = x (t), y = y (t), a ≤ t ≤ b, where x (t) and y (t) are continuous
functions of t. In other words the arc C is described as

C = {z = z(t), a ≤ t ≤ b, where z(t) = x (t) + iy (t)}.

The arc is called a simple arc or a Jordan arc if it does not cross itself,
that is z(t1 ) 6= z(t2 ) for t1 6= t2 .
A curve simple except at the end points (that is z(a) = z(b)) is called a
simple closed curve.
We call such curves positively oriented if it is in the anticlockwise direction.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 8 / 48


Examples

Example 1 The arc z = z(t) = re it where 0 ≤ t ≤ π

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 9 / 48


Examples

Example 1 The arc z = z(t) = re it where 0 ≤ t ≤ π


y

Cr

O r x

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 9 / 48


Examples
Example The arc z = e iθ where 0 ≤ θ ≤ 2π.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 10 / 48


Examples
Example The arc z = e iθ where 0 ≤ θ ≤ 2π.
This is a circle of radius one.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 10 / 48


Examples
Example The arc z = e iθ where 0 ≤ θ ≤ 2π.
This is a circle of radius one.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 10 / 48


Examples
Example The arc z = e iθ where 0 ≤ θ ≤ 2π.
This is a circle of radius one.

Note this is also a simple closed curve.


J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 10 / 48
Examples
Example The arc z = e −iθ where 0 ≤ θ ≤ 2π

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 11 / 48


Examples
Example The arc z = e −iθ where 0 ≤ θ ≤ 2π

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 11 / 48


Examples
Example z = e −2iθ where 0 ≤ θ ≤ 2π.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 12 / 48


Examples
Example z = e −2iθ where 0 ≤ θ ≤ 2π.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 12 / 48


Examples
Example z = e −2iθ where 0 ≤ θ ≤ 2π.

Note that this is not a simple closed curve since every point on the curve
is visited twice!
J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 12 / 48
Smooth arc, length of arc, contour

The arc C is said to be smooth or differentiable arc if z 0 (t) is continuous


and non zero on a closed interval [a, b].

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 13 / 48


Smooth arc, length of arc, contour

The arc C is said to be smooth or differentiable arc if z 0 (t) is continuous


and non zero on a closed interval [a, b].
The length of arc C = {z = z(t), a ≤ t ≤ b} is denoted by L and defined
as Z b
|z 0 (t)|dt.
a

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 13 / 48


Smooth arc, length of arc, contour

The arc C is said to be smooth or differentiable arc if z 0 (t) is continuous


and non zero on a closed interval [a, b].
The length of arc C = {z = z(t), a ≤ t ≤ b} is denoted by L and defined
as Z b
|z 0 (t)|dt.
a
Contour: A contour is a finite number of piecewise smooth arcs joined end
to end.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 13 / 48


Smooth arc, length of arc, contour

The arc C is said to be smooth or differentiable arc if z 0 (t) is continuous


and non zero on a closed interval [a, b].
The length of arc C = {z = z(t), a ≤ t ≤ b} is denoted by L and defined
as Z b
|z 0 (t)|dt.
a
Contour: A contour is a finite number of piecewise smooth arcs joined end
to end.
When only the initial and the final values are same for a contour then it is
called a simple closed contour.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 13 / 48


Smooth arc, length of arc, contour

The arc C is said to be smooth or differentiable arc if z 0 (t) is continuous


and non zero on a closed interval [a, b].
The length of arc C = {z = z(t), a ≤ t ≤ b} is denoted by L and defined
as Z b
|z 0 (t)|dt.
a
Contour: A contour is a finite number of piecewise smooth arcs joined end
to end.
When only the initial and the final values are same for a contour then it is
called a simple closed contour.
Length of a contour or a simple closed contour is the sum of the lengths of
smooth arcs that make the contour.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 13 / 48


Examples
Example
( t when 1 ≤ t ≤ 2
2e (t−2)iπ 2≤t≤3
z(t) =
t −5 3≤t≤4
e i(t−1)π 4≤t≤5

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 14 / 48


Examples
Example
( t when 1 ≤ t ≤ 2
2e (t−2)iπ 2≤t≤3
z(t) =
t −5 3≤t≤4
e i(t−1)π 4≤t≤5
The above is a contour, it consists of four pieces of piecewise smooth arcs
y

Cr

ε
O r x

joined together. Cε

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 14 / 48


Contour Integral

Let z = z(t), a ≤ t ≤ b be a piecewise smooth parametrization of the


contour C and f [z(t)] be a continuous function ( or a piecewise
continuous function) on a ≤ t ≤ b.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 15 / 48


Contour Integral

Let z = z(t), a ≤ t ≤ b be a piecewise smooth parametrization of the


contour C and f [z(t)] be a continuous function ( or a piecewise
continuous function) on a ≤ t ≤ b.
R
We define the contour integral C f (z)dz to be the line integral of f (z)
along the path C . In other words,
Z Z b
f (z)dz = f (z(t))z 0 (t)dt.
C a

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 15 / 48


Properties of Contour Integrals
R R
C z0 f (z)dz = z0 f (z)dz, where z0 is a constant.
1
C

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 16 / 48


Properties of Contour Integrals
R R
C z0 f (z)dz = z0 f (z)dz, where z0 is a constant.
1
C
R R R
C (f (z) + g(z))dz = f (z)dz + g(z)dz.
2
C C

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 16 / 48


Properties of Contour Integrals
R R
C z0 f (z)dz = z0 f (z)dz, where z0 is a constant.
1
C
R R R
C (f (z) + g(z))dz = f (z)dz + g(z)dz.
2
C C

3 If −C stands for the contour C with a reversed (or negative or


clockwise) orientation then
Z Z
f (z)dz = − f (z)dz.
−C C

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 16 / 48


Properties of Contour Integrals
R R
C z0 f (z)dz = z0 f (z)dz, where z0 is a constant.
1
C
R R R
C (f (z) + g(z))dz = f (z)dz + g(z)dz.
2
C C

3 If −C stands for the contour C with a reversed (or negative or


clockwise) orientation then
Z Z
f (z)dz = − f (z)dz.
−C C

4 If C is the sum of the contours C1 and C2 , that is C is the contour


first along C1 and then along C2 with the final point of C1 same as
the initial point of C2 , then
Z Z Z
f (z)dz = f (z)dz + f (z)dz.
C C1 C2

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 16 / 48


Exercises

R z+2 iθ
Exercise-1: C z dz where C is the semicircle z = 2e (0 ≤ θ ≤ π)
y

O C x

R π 2e iθ +2
Solution: 0 2e iθ
[2e iθ ]0 dθ

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 17 / 48


Exercises

R z+2 iθ
Exercise-1: C z dz where C is the semicircle z = 2e (0 ≤ θ ≤ π)
y

O C x

R π 2e iθ +2 iθ 0
R π iθ
Solution: 0 2e iθ [2e ] dθ Which is 2i 0 (e + 1)dθ,

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 17 / 48


Exercises

R z+2 iθ
Exercise-1: C z dz where C is the semicircle z = 2e (0 ≤ θ ≤ π)
y

O C x

R π 2e iθ +2 iθ 0
R π iθ
Solution: 0 2e iθ [2e ] dθ Which is 2i 0 (e + 1)dθ, which is
π
2i(−ie iθ + θ)
0

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 17 / 48


Exercises

R z+2 iθ
Exercise-1: C z dz where C is the semicircle z = 2e (0 ≤ θ ≤ π)
y

O C x

R π 2e iθ +2 iθ 0
R π iθ
Solution: 0 2e iθ [2e ] dθ Which is 2i 0 (e + 1)dθ, which is
π
2i(−ie iθ + θ) = 2i(2i + π) = −4 + 2πi.
0

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 17 / 48


Exercises

Exercise-2 f (z) = πe πz over the boundary of the square with vertices at


0, 1, 1 + i, i oriented counterclockwise.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 18 / 48


Exercises

Exercise-2 f (z) = πe πz over the boundary of the square with vertices at


0, 1, 1 + i, i oriented counterclockwise.
y

O x

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 18 / 48


Solution to Exercise-2

The integral has to be split into four integrals over the parts C1 , C2 , C3 , C4
where C1 is parametrized by z(t) = t, (0 ≤ t ≤ 1)
C2 is parametrized by z(t) = 1 + it, (0 ≤ t ≤ 1),
C3 is z(t) = 1 − t + i, (0 ≤ t ≤ 1)
and C4 is z(t) = −it, (−1 ≤ t ≤ 0).

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 19 / 48


Solution to Exercise-2

The integral has to be split into four integrals over the parts C1 , C2 , C3 , C4
where C1 is parametrized by z(t) = t, (0 ≤ t ≤ 1)
C2 is parametrized by z(t) = 1 + it, (0 ≤ t ≤ 1),
C3 is z(t) = 1 − t + i, (0 ≤ t ≤ 1)
and C4 is z(t) = −it, (−1 ≤ t ≤ 0).

So the integral is:


πz πz πz πz πz
R R R R R
C πe dz = C1 πe dz + C2 πe dz + C3 πe dz + C4 πe dz.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 19 / 48


Solution to Exercise-2

The integral has to be split into four integrals over the parts C1 , C2 , C3 , C4
where C1 is parametrized by z(t) = t, (0 ≤ t ≤ 1)
C2 is parametrized by z(t) = 1 + it, (0 ≤ t ≤ 1),
C3 is z(t) = 1 − t + i, (0 ≤ t ≤ 1)
and C4 is z(t) = −it, (−1 ≤ t ≤ 0).

So the integral is:


πz πz πz πz πz
R R R R R
C πe dz = C1 πe dz + C2 πe dz + C3 πe dz + C4 πe dz.

Let us calculate the individual integrals:

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 19 / 48


Solution to Exercise-2

The integral has to be split into four integrals over the parts C1 , C2 , C3 , C4
where C1 is parametrized by z(t) = t, (0 ≤ t ≤ 1)
C2 is parametrized by z(t) = 1 + it, (0 ≤ t ≤ 1),
C3 is z(t) = 1 − t + i, (0 ≤ t ≤ 1)
and C4 is z(t) = −it, (−1 ≤ t ≤ 0).

So the integral is:


πz πz πz πz πz
R R R R R
C πe dz = C1 πe dz + C2 πe dz + C3 πe dz + C4 πe dz.

Let us calculate the individual integrals:


R 1 πz(t) 0
πz z (t) = 01 πe πt dt = (e π − 1).
R R
C1 πe dz = 0 πe

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 19 / 48


Solution to Exercise-2

The integral has to be split into four integrals over the parts C1 , C2 , C3 , C4
where C1 is parametrized by z(t) = t, (0 ≤ t ≤ 1)
C2 is parametrized by z(t) = 1 + it, (0 ≤ t ≤ 1),
C3 is z(t) = 1 − t + i, (0 ≤ t ≤ 1)
and C4 is z(t) = −it, (−1 ≤ t ≤ 0).

So the integral is:


πz πz πz πz πz
R R R R R
C πe dz = C1 πe dz + C2 πe dz + C3 πe dz + C4 πe dz.

Let us calculate the individual integrals:


R 1 πz(t) 0
πz z (t) = 01 πe πt dt = (e π − 1).
R R
C1 πe dz = 0 πe

For the second part

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 19 / 48


Solution to Exercise-2

The integral has to be split into four integrals over the parts C1 , C2 , C3 , C4
where C1 is parametrized by z(t) = t, (0 ≤ t ≤ 1)
C2 is parametrized by z(t) = 1 + it, (0 ≤ t ≤ 1),
C3 is z(t) = 1 − t + i, (0 ≤ t ≤ 1)
and C4 is z(t) = −it, (−1 ≤ t ≤ 0).

So the integral is:


πz πz πz πz πz
R R R R R
C πe dz = C1 πe dz + C2 πe dz + C3 πe dz + C4 πe dz.

Let us calculate the individual integrals:


R 1 πz(t) 0
πz z (t) = 01 πe πt dt = (e π − 1).
R R
C1 πe dz = 0 πe
R1 R1
πe πz dz = πe πz(t) z 0 (t)dt = πe π(1−it) idt =
R
For the second part C2 0 0
1
πie π 01 e −iπt dt = πie π −iπ
1 −iπt
= 2e π .
R
e
0

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 19 / 48


Solution to Exercise-2 continues..

Over C3 we have :
R 1 πz(t) 0
πz z (t)dt = 01 −πe π(1−t−i) dt = (e π − 1).
R R
C3 πe dz = 0 πe

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 20 / 48


Solution to Exercise-2 continues..

Over C3 we have :
R 1 πz(t) 0
πz z (t)dt = 01 −πe π(1−t−i) dt = (e π − 1).
R R
C3 πe dz = 0 πe

Over C4 we have :
R πz
R0 πz(t) z 0 (t)dt = 0 πe iπt (−i)dt = −2.
R
C4 πe dz = −1 πe −1

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 20 / 48


Solution to Exercise-2 continues..

Over C3 we have :
R 1 πz(t) 0
πz z (t)dt = 01 −πe π(1−t−i) dt = (e π − 1).
R R
C3 πe dz = 0 πe

Over C4 we have :
R πz
R0 πz(t) z 0 (t)dt = 0 πe iπt (−i)dt = −2.
R
C4 πe dz = −1 πe −1

So the total integral is 4(e π − 1).

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 20 / 48


Examples

Example Let us discuss an integral with branch cuts. Let f (z) be the
branch z −1+i = e (−1+i) log z where |z| > 0, 0 < argz < 2π and C be the
unit circle, z = e iθ , 0 ≤ θ ≤ 2π.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 21 / 48


Examples

Example Let us discuss an integral with branch cuts. Let f (z) be the
branch z −1+i = e (−1+i) log z where |z| > 0, 0 < argz < 2π and C be the
unit circle, z = e iθ , 0 ≤ θ ≤ 2π.

Solution: f (z(θ)) = e (−1+i) log e = e (−1+i)iθ = e −(1+i)θ

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 21 / 48


Examples

Example Let us discuss an integral with branch cuts. Let f (z) be the
branch z −1+i = e (−1+i) log z where |z| > 0, 0 < argz < 2π and C be the
unit circle, z = e iθ , 0 ≤ θ ≤ 2π.

Solution: f (z(θ)) = e (−1+i) log e = e (−1+i)iθ = e −(1+i)θ

So f (z(θ))z 0 (θ) = ie −θ .

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 21 / 48


Examples

Example Let us discuss an integral with branch cuts. Let f (z) be the
branch z −1+i = e (−1+i) log z where |z| > 0, 0 < argz < 2π and C be the
unit circle, z = e iθ , 0 ≤ θ ≤ 2π.

Solution: f (z(θ)) = e (−1+i) log e = e (−1+i)iθ = e −(1+i)θ

So f (z(θ))z 0 (θ) = ie −θ .

This function is only piecewise continuous on the interval [0, 2π], it has a
discontinuity at θ = 0 but still the integral would exist since it has only
finitely many points of discontinuity.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 21 / 48


Examples

Example Let us discuss an integral with branch cuts. Let f (z) be the
branch z −1+i = e (−1+i) log z where |z| > 0, 0 < argz < 2π and C be the
unit circle, z = e iθ , 0 ≤ θ ≤ 2π.

Solution: f (z(θ)) = e (−1+i) log e = e (−1+i)iθ = e −(1+i)θ

So f (z(θ))z 0 (θ) = ie −θ .

This function is only piecewise continuous on the interval [0, 2π], it has a
discontinuity at θ = 0 but still the integral would exist since it has only
finitely many points of discontinuity.
R 2π
The integral is 0 ie −θ dθ = i(1 − e −2π ).

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 21 / 48


Outline

1 Integration, introduction

2 Contour Integration

3 Upper bounds for moduli of contour integrals

4 Antiderivatives

5 Cauchy - Goursat theorem

6 Cauchy integral formula

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 22 / 48


Upper bounds for moduli of contour
integrals

Theorem
[ML-inequality] Let C be a contour of length L, and suppose that a
function f (z) is piecewise continuous on C . If M is a positive real number
R that |f (z)| ≤ M for all points z on C at which f (z) is defined, then
such
C f (z)dz ≤ ML.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 23 / 48


Examples

Example
Show that | C z 2dz−1 | ≤ π3 , where C is the arc of the circle |z| = 2 from
R

z = 2 to z = 2i.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 24 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.


Solution: The length of the contour is

|3i| + | − 4| + | − 4 − 3i| = 3 + 4 + 5 = 12.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.


Solution: The length of the contour is

|3i| + | − 4| + | − 4 − 3i| = 3 + 4 + 5 = 12.

Now |e z − z| ≤ |e z | + |z| = e Rez + |z|.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.


Solution: The length of the contour is

|3i| + | − 4| + | − 4 − 3i| = 3 + 4 + 5 = 12.

Now |e z − z| ≤ |e z | + |z| = e Rez + |z|.


Since Rez is always less than or equal to zero in the contour,

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.


Solution: The length of the contour is

|3i| + | − 4| + | − 4 − 3i| = 3 + 4 + 5 = 12.

Now |e z − z| ≤ |e z | + |z| = e Rez + |z|.


Since Rez is always less than or equal to zero in the contour, we have
e Rez + |z| ≤ 1 + |z|.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.


Solution: The length of the contour is

|3i| + | − 4| + | − 4 − 3i| = 3 + 4 + 5 = 12.

Now |e z − z| ≤ |e z | + |z| = e Rez + |z|.


Since Rez is always less than or equal to zero in the contour, we have
e Rez + |z| ≤ 1 + |z|.
In the contour that maximizes when z is farthest from the origin, which is
at the corner z = −4, so |f (z)| ≤ 1 + 4 = 5.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Examples

Example: Show that | C (e z − z)dz| ≤ 60 where C is the triangle


R

traversed in counterclockwise direction with corners at 0, 3i, −4.


Solution: The length of the contour is

|3i| + | − 4| + | − 4 − 3i| = 3 + 4 + 5 = 12.

Now |e z − z| ≤ |e z | + |z| = e Rez + |z|.


Since Rez is always less than or equal to zero in the contour, we have
e Rez + |z| ≤ 1 + |z|.
In the contour that maximizes when z is farthest from the origin, which is
at the corner z = −4, so |f (z)| ≤ 1 + 4 = 5. Hence the integral is less
than or equal to 60.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 25 / 48


Outline

1 Integration, introduction

2 Contour Integration

3 Upper bounds for moduli of contour integrals

4 Antiderivatives

5 Cauchy - Goursat theorem

6 Cauchy integral formula

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 26 / 48


Antiderivatives

A function F (z) is called antiderivative of f (z) if F 0 (z) = f (z).

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 27 / 48


Antiderivatives

A function F (z) is called antiderivative of f (z) if F 0 (z) = f (z).

Theorem
Let f (z) be a continuous function of a domain D then the following are
equivalent:

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 27 / 48


Antiderivatives

A function F (z) is called antiderivative of f (z) if F 0 (z) = f (z).

Theorem
Let f (z) be a continuous function of a domain D then the following are
equivalent:
1 f (z) has an antiderivative F (z) on D.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 27 / 48


Antiderivatives

A function F (z) is called antiderivative of f (z) if F 0 (z) = f (z).

Theorem
Let f (z) be a continuous function of a domain D then the following are
equivalent:
1 f (z) has an antiderivative F (z) on D.
2 The integral of f (z) along any Rcontour lyingRentirely on D depends
only on the end points, that is C f (z)dz = zz12 f (z)dz, where z1 is
the starting point and z2 is the end point of the contour.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 27 / 48


Antiderivatives

A function F (z) is called antiderivative of f (z) if F 0 (z) = f (z).

Theorem
Let f (z) be a continuous function of a domain D then the following are
equivalent:
1 f (z) has an antiderivative F (z) on D.
2 The integral of f (z) along any Rcontour lyingRentirely on D depends
only on the end points, that is C f (z)dz = zz12 f (z)dz, where z1 is
the starting point and z2 is the end point of the contour.
3 The integral of f (z) around any closed loop lying entirely in D is zero.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 27 / 48


Application of Antiderivative

Example
Evaluate C 3z 2 , where C is the triangle traversed in anticlockwise
R

direction with corners at 0, 1, 1 + i.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 28 / 48


Application of Antiderivative

Example
Evaluate C 3z 2 , where C is the triangle traversed in anticlockwise
R

direction with corners at 0, 1, 1 + i.

Solution:
since f (z) has antiderivative in C. That is F (z) = z 3 . So by the theorem,
we have Z
f (z)dz = F (1 + i)3 − F (0) = (1 + i)3 .
C

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 28 / 48


Examples

Example
z n = 0 (n ∈ N), where C is any closed contour in C.
R
Show that C

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 29 / 48


Examples

Example
z n = 0 (n ∈ N), where C is any closed contour in C.
R
Show that C

Example
Show that C z −n = 0 (n ∈ N), where C is any closed contour lies entirely
R

on D = {z : |z| > 0}.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 29 / 48


Examples

Example
z n = 0 (n ∈ N), where C is any closed contour in C.
R
Show that C

Example
Show that C z −n = 0 (n ∈ N), where C is any closed contour lies entirely
R

on D = {z : |z| > 0}.

R 1
Question: What about C z dz ?

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 29 / 48


Examples

z n dz where n ∈ N. and C is any path


R
Example Find the integral C
between z1 and z2

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 30 / 48


Examples

Example Find the integral C z n dz where n ∈ N. and C is any path


R

between z1 and z2
Solution Note that the function z n has an antiderivative namely
1
F (z) = n+1 z n+1

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 30 / 48


Examples

Example Find the integral C z n dz where n ∈ N. and C is any path


R

between z1 and z2
Solution Note that the function z n has an antiderivative namely
1
F (z) = n+1 z n+1 so the integral depends only on the end points and the
1
integral is: F (z2 ) − F (z1 ) = n+1 (z2n+1 − z1n+1 ).

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 30 / 48


Outline

1 Integration, introduction

2 Contour Integration

3 Upper bounds for moduli of contour integrals

4 Antiderivatives

5 Cauchy - Goursat theorem

6 Cauchy integral formula

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 31 / 48


Cauchy - Goursat theorem (CG)

Theorem
If a function f is analytic on and in the interior of a simple closed contour
C , then Z
f (z)dz = 0.
C

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 32 / 48


Application of Cauchy - Goursat theorem
R z2
Example-1: Show that C z−3 dz = 0, where C is the circle |z| = 1
oriented in any direction.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 33 / 48


Application of Cauchy - Goursat theorem
R z2
Example-1: Show that C z−3 dz = 0, where C is the circle |z| = 1
oriented in any direction.
Solution:
z2
Let f (z) = z−3 . Since f (z) has only one singularity at z = 3 which is
outside of the contour, so it is analytic in the contour and in the interior of
it.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 33 / 48


Application of Cauchy - Goursat theorem
R z2
Example-1: Show that C z−3 dz = 0, where C is the circle |z| = 1
oriented in any direction.
Solution:
z2
Let f (z) = z−3 . Since f (z) has only one singularity at z = 3 which is
outside of the contour, so it is analytic
R
in the contour and in the interior of
it. so by CG theorem, we have C f (z)dz = 0.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 33 / 48


Application of Cauchy - Goursat theorem
R z2
Example-1: Show that C z−3 dz = 0, where C is the circle |z| = 1
oriented in any direction.
Solution:
z2
Let f (z) = z−3 . Since f (z) has only one singularity at z = 3 which is
outside of the contour, so it is analytic
R
in the contour and in the interior of
it. so by CG theorem, we have C f (z)dz = 0.
Example-2:
R
Show that
C Log(z + 2) = 0, |z + 2| > 0, −π < arg(z + 2) < π, where C is the
circle |z| = 1 oriented in any direction.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 33 / 48


Application of Cauchy - Goursat theorem
R z2
Example-1: Show that C z−3 dz = 0, where C is the circle |z| = 1
oriented in any direction.
Solution:
z2
Let f (z) = z−3 . Since f (z) has only one singularity at z = 3 which is
outside of the contour, so it is analytic
R
in the contour and in the interior of
it. so by CG theorem, we have C f (z)dz = 0.
Example-2:
R
Show that
C Log(z + 2) = 0, |z + 2| > 0, −π < arg(z + 2) < π, where C is the
circle |z| = 1 oriented in any direction.
Solution:
Let f (z) = Log(z + 2). Since the disk is totally contained in the branch so
f (z) is analytic.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 33 / 48


Application of Cauchy - Goursat theorem
R z2
Example-1: Show that C z−3 dz = 0, where C is the circle |z| = 1
oriented in any direction.
Solution:
z2
Let f (z) = z−3 . Since f (z) has only one singularity at z = 3 which is
outside of the contour, so it is analytic
R
in the contour and in the interior of
it. so by CG theorem, we have C f (z)dz = 0.
Example-2:
R
Show that
C Log(z + 2) = 0, |z + 2| > 0, −π < arg(z + 2) < π, where C is the
circle |z| = 1 oriented in any direction.
Solution:
Let f (z) = Log(z + 2).R Since the disk is totally contained in the branch so
f (z) is analytic. Thus C f (z)dz = 0.

J. K. Sahoo (BITS Goa) Complex Variables and Applications Complex Integrations 33 / 48

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