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III 2 Integration Over Curve

Integration

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SUPRIYA GHOSH
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43 views20 pages

III 2 Integration Over Curve

Integration

Uploaded by

SUPRIYA GHOSH
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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iC FUNCTIONS ON SETS a closed interval of real numbers. By a curve 7 (defined on ) we mean a function y: [a,b] + © ch we assume to be of class Ce (6) ae ma) Figure 1 We recall what this means. We write 70 = r1(0 + fl, where , is the real part of », and y, is its imaginary part. For instance, ” the curve : Define the indefinite integral by This is also {rec [roa = {una +1 [tna Verify that integration by parts is valid (assuming that F’ and G’ exis Example 1- and are continuous), namely [roc dt = F(t)G(t) — [oor dt. We want to fi ‘(The proof is the same as in ordinary calculus, from the derivative of 2 ee ve VPRE Thus the integral is defined in terms of the ordinary integrals of the real > functions u and v. Consequently, by the fundamental theorem of calculus the function ' tre { F(s) ds is differentiable, and its derivative is F(t), because this assertion is true if we replace F by u and », respectively. Using simple properties of the integral of real-valued functions, one has the inequality b | [ F(t) dt a — b <| |F()| dt. define the integral of f along y to be ) b [ f= [ S(y(0))y'(O dt. This is also frequently written [ S (2) dz. Example 1. Let f(z) = 1/z. Let y(@) =e". Then y'(0) = ie”. We want to find the value of the integral of f over the circle, [te a As in calculus, we have — the integral over parametrized curve. ractice, We sometimes describe a curve without giving am apc i rametrizati®. The context should always make it dear what i¢ ee hermore, one can also easily see that the integral is independent A Furt! the parametrization, in the following manner , 0 If y = {9,,---.%a} 8 a path, then we define [s-E fs to be the sum of the integrals of f over each curve 7, of the path. ‘Theorem 2.1. Let f be continuous on an open set U, and suppose tha: ; has @ primitive g, that is, g is holomorphic and g' =f. Let x B be two points of U, and let y be a path in U joining 2 to B. Then : [ 4-2-2 and in particular, this integral depends only on the beginning and eng point of the path. It is independent of the path itself. ee \Aéxample 2. Let f(z) = z3. Then f has a primitive, g(z) = z*/4. Hence the integral of f from 2 + 3i to 1 —i over any path is equal to (1—i* (2+3i)* 4 ge \extmaple 3. Let f(z)=e%. Find the integral of f from 1 to im taken over a line segment. Here again f’(z) = f(z), so f has a primitive. Thus the integral is independent of the path and equal to eel =-1-e By 2 closed path, we mean a path whose beginning point is equal to its end point. We may now give an important example of the theorem: ee If f is a continuous function on U admitting a holomorphic primitive g, and » is any closed path in U, then re cont ne [ ro Example . L S( ea om y 4. et F(Z, z", where n is a er ge hen for an n integ 4 path y (or any close path not passing through the origin i n i 1 d ‘ fs x egative), we have : Putting this together with Example 1, we have the following tabula on = Cr be the circle of radius R centered at the origin oriente:| lockwise. Let n be an integer. Then: [ vaef ifné-1, ire Qni ifn=—1. @POunG aly PUM We shall see later that holomorphic functions are analytic. In that case, in the domain of convergence a power series s a,(z ve Zo)" can be integrated term by term, and thus integrals of holomorphic func. tions are reduced to integrals of polynomials. This is the reason why there is no need here to give further examples. f \ DGrem 2.2. Let U be a connected open set, and let f be a continuous > function on U. If the integral of f along any closed path in U is equal “to 0, then f has a primitive g on U, that is, a function g which is l holomorphic such that g' = f. Remarks. The reader should recognize Theorems 2.1 and 22 as bemg = \ the exact analogues for (complex) differentiable functions of the standard theorems of advanced calculus concerning the relation between the exist- ence of @ primitive (potential function for a vector field), and the inde- pendence of the integral (of a vector field) from the path. We shall see jeter that a holomorphic function is infinitely complex differentiable, and therefore that f itself is analytic. ee on wr be a curve, y: [a,b] + C, assumed of class C! as always. The gil is defined as usual to be |y’(f)|, and the length L(y) is defined to be 3 the integral of the speed, | b La = | \y'(t)| dt. Ey ={n%.---r%a} is a path, then by definition L(y) = © Lo Let f be a bounded function on a set S. We let ||f|| be the sup norm, s ceeeienee ene te eee eee Pita, gs eons 34] written [/Js if the reference to S needs to be made for clarity, so that fl = ~~ \f@I is the least upper bound of the values |f(2)| for ze S. Let f be continuous on an open set U. By standard results of elemen- tary real analysis, Theorem 4.3 of Chapter I, the image of a curve or a path y is closed and bounded, ice. compact. If the curve is in U, then the function 4 te fv) [Sete oa of Konk. cmap | 18 continuous, and hence f is bounded on the image of y. By the aod compactness of the image of y, we can always find an open subset of U containing y, on which f is bounded. If y is defined on [a, b], we let ~ U/l, = max [/(9(9). Hecpr te[a,d) Theorem 2.3. Let f be a continuous function on U. Let y be a path in U. Then \j F\ SN Fi,L0). 7 Theorem 2.4. Let {f,} be a sequence of continuous functions on y converging uniformly to a function f. Then im [ = fs aK If Sf, is a series of continuous functions converging uniformly on U, Example 5. Let f be analytic on an open set containing the closed disc D(0, R) of radius R centered at the origin, except possibly at the origin. Suppose f has a power series expansion nes as ee a te at possibly with negative terms, such that the series with non-negative terms has a radius of convergence >R. Let Cp be the circle of radius R centered at the origin. Then [ J (2) dz = 2nia_,. Cr This is 2 Special case of Theorem 2.4 and Example 4, by letting FAz) = * 2 a,2". E, : . - te 8 a finite sum, so the integral of f, is the sum of the integrals of vidual terms, which were evaluated in Example 4.

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