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Complex Integration

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0% found this document useful (0 votes)
197 views48 pages

Complex Integration

Uploaded by

pomegrenades
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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Complex Integration

IE2107 – Engineering Mathematics II

EE2007: Engineering Mathematics II


Complex Integration > Learning Objectives

At the end of this lesson, you should be able to:

• Explain the line integrals of complex functions.

• Explain Cauchy’s Integral Theorem and Cauchy’s Integral Formula.

1
EE2007: Engineering Mathematics II
Complex Integration > Introduction
𝑏
A real definite integral‫𝑓 𝑎׬‬ 𝑥 𝑑𝑥 means that the function 𝑓(𝑥) is integrated
1 along the 𝑥-axis from 𝑎 to 𝑏, and the integrand 𝑓(𝑥) is defined for each point
between 𝑎 and 𝑏.

In the case of a complex definite integral, or line integral, ‫ 𝑧𝑑 𝑧 𝑓 𝐶׬‬means that


2 the integration is done along the curve 𝐶 (in a given direction) in the complex plane
and the integrand 𝑓(𝑧) is defined for each point on 𝐶. ‘𝐶’ is called the contour or
path of integration.

3 If 𝐶 is a closed contour, the complex line integral is sometimes denoted by ∮𝐶 𝑓 𝑧 𝑑𝑧.

If 𝐶 is on the real axis, then, 𝑧 = 𝑥, and the complex line integral becomes a real
4 definite integral.
2
EE2007: Engineering Mathematics II
Complex Integration > Parametric Representation of Contour

A contour or path of integration on the complex plane can be represented in the following form.

𝑧 𝑡 = 𝑥 𝑡 + 𝑖𝑦(𝑡), 𝑎 ≤ 𝑡 ≤ 𝑏

Where, 𝑡 is the real parameter.


This establishes a continuous mapping of the interval 𝑎 ≤ 𝑡 ≤ 𝑏 into the 𝑥𝑦-plane or
the 𝑧-plane, and the direction of the path is according to the increasing values of 𝑡.

For example,

The path in the figure on the right can be represented by:

𝑥 + 𝑖𝑥, 0 ≤ 𝑥 ≤ 1
𝑧=ቊ
𝑥 + 𝑖, 1 ≤ 𝑥 ≤ 2
3
EE2007: Engineering Mathematics II
Complex Integration > Parametric Representation of Contour

Let us take a look at the following sample problem to understand the concept of line integral.

Sample Problem 1
Evaluate ‫𝑧𝑑𝑧 𝐶׬‬
ҧ , where 𝐶 is given by:

𝑥 = 3𝑡, 𝑦 = 𝑡2, ‒ 1 ≤ 𝑡 ≤ 4
Solution:
As 𝑧 = 𝑥 + 𝑖𝑦, 𝑧(𝑡) = 3𝑡 + 𝑖𝑡2, and 𝑑𝑧(𝑡) = 3 + 𝑖2𝑡 𝑑𝑡
Therefore,
4
ҧ = න 3𝑡 − 𝑖𝑡 2 3 + 𝑖2𝑡 𝑑𝑡
‫𝑧𝑑𝑧 𝐶׬‬
−1
4 4
=න 2𝑡 3 + 9𝑡 𝑑𝑡 + 𝑖 න 3𝑡 2 𝑑𝑡 = 195 + 𝑖65
−1 −1

4
EE2007: Engineering Mathematics II
Complex Integration > Parametric Representation of Contour

Let us take a look at another sample problem to understand the concept of line integral.

Sample Problem 2
1
Evaluate ∮𝐶 𝑑𝑧 , where 𝐶 is the unit circle in the complex plane,
𝑧
counter-clockwise. y
Solution:
The path 𝐶 can be represented by:
𝑧 𝑡 = cos𝑡 + 𝑖 sin𝑡 = 𝑒 𝑖𝑡 , 0 ≤ 𝑡 ≤ 2𝜋
x
And, 𝑑𝑧 𝑡 = 𝑖𝑒 𝑖𝑡 𝑑𝑡 = 𝑖𝑧𝑑𝑡 1
2𝜋
1
Hence, ∮𝐶 𝑑𝑧 = 𝑖 න 𝑑𝑡 = 2𝜋𝑖
𝑧 0

5
EE2007: Engineering Mathematics II
Complex Integration > Parametric Representation of Contour

Here is another sample problem explaining the concept of line integral.

Sample Problem 3
Evaluate ‫ 𝑧( 𝐶׬‬− 𝑧0 )𝑚 𝑑𝑧, where 𝐶 is a counter-clockwise circle of radius 𝜌
with centre at 𝑧0 .
Solution:
The path is represented as:
𝑧 𝜃 = 𝑧0 + 𝜌𝑒 𝑖𝜃 , 0 ≤ 𝜃 ≤ 2𝜋
Then,
(𝑧 − 𝑧0 )𝑚 = 𝜌𝑚 𝑒 𝑖𝑚𝜃 and 𝑑𝑧 = 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃

6
EE2007: Engineering Mathematics II
Complex Integration > Parametric Representation of Contour

Here is another sample problem explaining the concept of line integral.

Solution (contd.):
Hence,
2𝜋
‫ 𝑧( 𝐶׬‬− 𝑧0 )𝑚 𝑑𝑧 = න 𝜌𝑚 𝑒 𝑖𝑚𝜃 𝑖𝜌𝑒 𝑖𝜃 𝑑𝜃
0
2𝜋
= 𝑖𝜌𝑚+1 න 𝑒 𝑖(𝑚+1)𝜃 𝑑𝜃
0

2𝜋𝑖 𝑚 = −1
=ቊ
0 𝑚 ≠ −1, 𝑚 integer

7
EE2007: Engineering Mathematics II
Complex Integration > Integration by the Use of the Path

The following theorem provides a practical method to evaluate a complex line integral.

Theorem 1: Let 𝐶 be a piecewise smooth path, represented by 𝑧 = 𝑧(𝑡),


where 𝑎 ≤ 𝑡 ≤ 𝑏. Let 𝑓(𝑧) be a continuous function on 𝐶. Then,

𝑏
𝑑𝑧
‫ = 𝑧𝑑 𝑧 𝑓 𝐶׬‬න 𝑓[𝑧 𝑡 ] 𝑑𝑡
𝑎 𝑑𝑡

8
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

There are three basic properties of complex line integrals.

1 Linearity ‫𝑘 𝐶׬‬1 𝑓1 𝑧 + 𝑘2 𝑓2 𝑧 𝑑𝑧 = 𝑘1 ‫𝑓 𝐶׬‬1 𝑧 𝑑𝑧 + 𝑘2 ‫𝑓 𝐶׬‬2 𝑧 𝑑𝑧

2 Subdivision of Path ‫𝐶׬ = 𝑧𝑑 𝑧 𝑓 𝐶׬‬1 𝑓 𝑧 𝑑𝑧 + ‫𝐶׬‬2 𝑓 𝑧 𝑑𝑧

𝑧2 𝑧1
3 Sense of Integration න 𝑓 𝑧 𝑑𝑧 = − න 𝑓 𝑧 𝑑𝑧
𝑧1 𝑧2

9
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

The given sample problem demonstrates the use of the basic properties of line integrals.

Sample Problem 4a
1+𝑖
Evaluate න Re 𝑧 𝑑𝑧 along:
0

(A) 𝐶 ∗

(B) 𝐶1 and 𝐶 2

10
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

The given sample problem demonstrates the use of the basic properties of line integrals.

Solution:
(A) Along 𝐶 ∗ , 𝑧 is represented by:

𝑧(𝑡) = 𝑡 + 𝑖𝑡, 0 ≤ 𝑡 ≤ 1

Which gives, 𝑑𝑧 = 1 + 𝑖 𝑑𝑡

Hence,
1+𝑖 1
1
න Re 𝑧 𝑑𝑧 = න 𝑡(1 + 𝑖)𝑑𝑡 = (1 + 𝑖)
0 0 2

11
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

The given sample problem demonstrates the use of the basic properties of line integrals.

Solution (contd.):
(B) Along 𝐶1: 𝑧(𝑡) = 𝑡, 0 ≤ 𝑡 ≤ 1 and 𝑑(𝑧) = 𝑑𝑡

Along 𝐶2: 𝑧(𝑡) = 1 + 𝑖𝑡, 0 ≤ 𝑡 ≤ 1 and 𝑑(𝑧) = 𝑖𝑑𝑡

Hence,

1+𝑖 1 1
1
න Re 𝑧 𝑑𝑧 = ‫ 𝐶׬‬+ ‫𝐶׬‬ = න 𝑡 𝑑𝑡 + න 1 ⋅ 𝑖 𝑑𝑡 = + 𝑖
0
1 2
0 0 2

12
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

The given sample problem demonstrates the use of the basic properties of line integrals.

Sample Problem 4b
1+𝑖
Evaluate න 𝑧 𝑑𝑧 along:
0

(A) 𝐶 ∗

(B) 𝐶1 and 𝐶 2

13
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

The given sample problem demonstrates the use of the basic properties of line integrals.

Solution:
(A) Along 𝐶 ∗ , 𝑧 is represented by:
𝑧(𝑡) = 𝑡 + 𝑖𝑡, 0 ≤ 𝑡 ≤ 1

Which gives, 𝑑𝑧 = 1 + 𝑖 𝑑𝑡

Hence,
1+𝑖 1
න 𝑧 𝑑𝑧 = න (𝑡 + 𝑖𝑡)(1 + 𝑖)𝑑𝑡
0 0
1
= න (𝑡 − 𝑡 + 𝑖2𝑡)𝑑𝑡 = 𝑖𝑡2|10 = 𝑖
0

14
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

The given sample problem demonstrates the use of the basic properties of line integrals.

Solution (contd.):
(B) Along 𝐶1: 𝑧(𝑡) = 𝑡, 0 ≤ 𝑡 ≤ 1 and 𝑑(𝑧) = 𝑑𝑡

Along 𝐶2: 𝑧(𝑡) = 1 + 𝑖𝑡, 0 ≤ 𝑡 ≤ 1 and 𝑑(𝑧) = 𝑖𝑑𝑡

Hence,

1+𝑖 1 1
න 𝑧 𝑑𝑧 = ‫ 𝐶׬‬+ ‫ = 𝐶׬‬න 𝑡 𝑑𝑡 + න 1 + 𝑖𝑡 ⋅ 𝑖𝑑𝑡 = 𝑖
1 2
0 0 0

15
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

Here is another sample problem demonstrating the use of the basic properties of line integrals.

Sample Problem 5
Evaluate ‫𝑧𝑑𝑧 𝐶׬‬
ҧ from 𝑧 = 0 to 𝑧 = 4 + 2𝑖 along the curve given by the
line 𝑧 = 0 to 𝑧 = 2𝑖 and then the line from 𝑧 = 2𝑖 to 𝑧 = 4 + 2𝑖.

Solution:
Along 𝑧 = 0 to 𝑧 = 2𝑖:
𝑧(𝑡) = 0 + 𝑖𝑡, 0 ≤ 𝑡 ≤ 2 and 𝑑(𝑧) = 𝑖𝑑𝑡
Along 𝑧 = 2𝑖 to 𝑧 = 4 + 2𝑖:
𝑧(𝑡) = 𝑡 + 2𝑖, 0 ≤ 𝑡 ≤ 4 and 𝑑(𝑧) = 𝑑𝑡

16
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

Here is another sample problem demonstrating the use of the basic properties of line integrals.

Solution (contd.):
2 4
‫𝑧𝑑𝑧 𝐶׬‬
ҧ = ‫׬‬0 𝑡𝑑𝑡 + ‫׬‬0 𝑡 − 2𝑖 𝑑𝑡

4 4
=2+ ‫׬‬0 𝑡𝑑𝑡 − 2𝑖 ‫׬‬0 𝑑𝑡

4
𝑡2
=2+ − 8𝑖
2
0

= 2 + 8 − 8𝑖 = 10 − 8𝑖

17
EE2007: Engineering Mathematics II
Complex Integration > Basic Properties of Complex Line Integrals

Here is another sample problem demonstrating the use of the basic properties of line integrals.

Sample Problem 6
Evaluate ‫𝑧𝑑𝑧 𝐶׬‬
ҧ from 𝑧 = 0 to 𝑧 = 4 + 2𝑖, where 𝐶 is a parabola given
by 𝑥 = 𝑦2.

Solution:
𝑧(𝑡) = 𝑡2 + 𝑖𝑡, 0 ≤ 𝑡 ≤ 2 and 𝑑(𝑧) = 2𝑡 + 𝑖 𝑑𝑡
2
ҧ = ‫׬‬0 𝑡 2 − 𝑖𝑡 2𝑡 + 𝑖 𝑑𝑡
‫𝑧𝑑𝑧 𝐶׬‬
2
= න 2𝑡 3 − 𝑖𝑡 2 + 𝑡 𝑑𝑡 = 10 − 8ൗ3 𝑖
0

18
EE2007: Engineering Mathematics II
Complex Integration > Simple Closed Path and Simply Connected Domain

A line integral of 𝑓(𝑧) in the complex plane may not always depend on the choice of the
path itself. Sometimes, the integrals evaluated turn out to be zero or 2𝜋𝑖.

To answer these questions, you


Under what condition will the need to know about the:
integral be independent of the path? 1 • Concept of Simple Closed Path
and Simply Connected Domain
• Cauchy’s Integral Theorem
Under what condition will the integral
be zero? 2
Is there something special about the
value 2𝜋𝑖? 3

19
EE2007: Engineering Mathematics II
Complex Integration > Simple Closed Path and Simply Connected Domain

A simple closed path is a path that does not intersect or touch itself.

Simple Not Simple

Simple 20
Not Simple
EE2007: Engineering Mathematics II
Complex Integration > Simple Closed Path and Simply Connected Domain

A simply connected domain 𝐷 in the complex plane is a domain such that every
simple closed path in 𝐷 encloses only points of 𝐷.

Simply Triply
Connected Connected
Simply Doubly
Connected Connected
21
EE2007: Engineering Mathematics II
Complex Integration > Simple Closed Path and Simply Connected Domain

A simply connected domain 𝐷 in the complex plane is a domain such that every
simple closed path in 𝐷 encloses only points of 𝐷.

• A domain that is not simply connected is


called multiply connected.

• Intuitively, a simply connected domain is the


one which does not have any ‘holes’ in it,
Simply while a multiply connected domain is the one Triply
Connected which does. Connected
Simply Doubly
Connected Connected
22
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Theorem

Cauchy’s Integral Theorem is an important theorem describing the line integrals of


analytic functions in a complex plane.

Theorem 2: If 𝑓(𝑧) is analytic in a simply connected domain 𝐷,


then for every simple closed path 𝐶 in 𝐷,

‫ = 𝑧𝑑)𝑧(𝑓 𝐶׬‬0

For example, ‫ = 𝑧𝑑 𝑧 𝑒 𝐶׬‬0, ‫ 𝐶׬‬cos 𝑧 𝑑𝑧 = 0, and ‫ = 𝑧𝑑 𝑛 𝑧 𝐶׬‬0; 𝑛 = 0, 1, …


for any closed path as these functions are entire, that is, analytic for all 𝑧.
1
And, ‫ 𝐶׬‬2 𝑑𝑧 = 0 where, 𝐶 is a unit circle.
𝑧 +4
Although the integrand is not analytic at 𝑧 = ±2𝑖, these points are not enclosed by 𝐶.
23
EE2007: Engineering Mathematics II
Complex Integration > Independence of Path

Let us try to understand the condition under which the line integral of a complex
function would be independent of the path of integration.

Theorem 3: If 𝑓(𝑧) is analytic in a simply connected domain 𝐷, then


the integral of 𝑓(𝑧) is independent of the path in 𝐷.

Proof: Let 𝑧1 and 𝑧2 be any two points in 𝐷. Consider two


paths 𝐶1 and 𝐶2 in 𝐷 from 𝑧1 to 𝑧2 as shown. Let us reverse
the direction of the path 𝐶2 and denote it by 𝐶2∗ .
Now, according to Cauchy’s theorem,
‫ 𝑧𝑑𝑓 𝐶׬‬+ ‫ = 𝑧𝑑𝑓 ∗ 𝐶׬‬0
1 2

Thus,
‫ = 𝑧𝑑𝑓 𝐶׬‬−‫𝑧𝑑𝑓 𝐶׬ = 𝑧𝑑𝑓 ∗ 𝐶׬‬
1 2 2
24
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The most important consequence of Cauchy’s Integral Theorem is Cauchy’s integral


formula. This formula is useful to evaluate integrals of the following form.
𝑓(𝑧)
‫𝐶׬‬ 𝑚
𝑑𝑧 where, 𝑚 = 1, 2, 3, …
(𝑧 − 𝑧0 )
Theorem 4: Let 𝑓(𝑧) be analytic in a simply connected domain 𝐷. Then,
for any point 𝑧₀ in 𝐷 and any simple closed path 𝐶 in 𝐷 that encloses 𝑧₀.
𝑓(𝑧)
‫𝐶׬‬ 𝑑𝑧 = 2𝜋𝑖𝑓(𝑧0 )
(𝑧 − 𝑧0 )
In general,
𝑓(𝑧) 2𝜋𝑖 (𝑚−1)
‫𝐶׬‬ 𝑚
𝑑𝑧 = 𝑓 (𝑧0 ) where, 𝑚 = 1, 2, 3, …
(𝑧 − 𝑧0 ) 𝑚−1 !
Note: The integration is being taken counter-clockwise. Refer to the textbook for the proof of the theorem.
25
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The following sample problem shows how Cauchy’s integral formula is used to solve
complex line integrals.

Sample Problem 7
𝑒𝑧
Evaluate ‫𝐶׬‬ 𝑑𝑧
(𝑧 − 2)

Solution:
𝑒𝑧
‫𝐶׬‬ 𝑑𝑧 = 2𝜋𝑖 𝑒 𝑧 |
(𝑧 − 2) 𝑧=2

= 2𝜋𝑖𝑒 2

26
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The following sample problem shows how Cauchy’s integral formula is used to solve
complex line integrals.

Sample Problem 8
𝑧3 − 6
Evaluate ‫𝐶׬‬ 𝑑𝑧 , where 𝐶 is a unit circle in counter- clockwise
2𝑧 − 𝑖
direction.

Solution:
𝑖
Since 𝐶 encloses 𝑧 =
2
𝑧3 − 6 3
−𝑖
‫𝐶׬ = 𝐶׬‬ 𝑑𝑧 = 𝜋𝑖 (𝑧 − 6)| = 𝜋𝑖 −6
2(𝑧 − 𝑖 Τ2) 𝑧 = 𝑖 Τ2 8

27
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The following sample problem shows how Cauchy’s integral formula is used to solve
complex line integrals.

Sample Problem 9
cos 𝑧
Evaluate ‫𝐶׬‬ 2 𝑑𝑧 , where 𝐶 is any contour enclosing 𝑧 = 𝜋𝑖
(𝑧 − 𝜋𝑖)
in counter-clockwise direction.

Solution:

cos 𝑧 𝑑
‫𝐶׬‬ 2
𝑑𝑧 = 2𝜋𝑖 cos 𝑧| = −2𝜋𝑖 sin(𝜋𝑖)
(𝑧 − 𝜋𝑖) 𝑑𝑧 𝑧 = 𝜋𝑖

28
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The following sample problem shows how Cauchy’s integral formula is used to solve
complex line integrals.

Sample Problem 10
𝑧 4 − 3𝑧 2 + 6
Evaluate ‫𝐶׬‬ 3 𝑑𝑧 , where 𝐶 is any contour enclosing 𝑧 = ‒ 𝑖
(𝑧 + 𝑖)
in counter-clockwise direction.

Solution:

2𝜋𝑖 𝑑 2 4 2 + 6)| 2 − 6) |
‫= 𝐶׬‬ (𝑧 − 3𝑧 = 𝜋𝑖 (12𝑧 = −18𝜋𝑖
2! 𝑑𝑧 2 𝑧 = −𝑖 𝑧 = −𝑖

29
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The following sample problem shows how Cauchy’s integral formula is used to solve
complex line integrals.

Sample Problem 11
1
Evaluate ‫ 𝐶׬‬2 𝑑𝑧; 𝐶: 𝑧 = 3 , in counter-clockwise direction.
𝑧 +1

Solution:

The integrand is not analytic at 𝑧 = ±𝑖 which are inside 𝐶. Cauchy’s


formula applies to only one singular point inside 𝐶. Therefore, use
partial fraction decomposition and apply Cauchy’s formula.

30
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Integral Formula

The following sample problem shows how Cauchy’s integral formula is used to solve
complex line integrals.

Solution (contd.):
𝑑𝑧 𝑑𝑧
∮𝐶 2 = ∮𝐶
𝑧 +1 (𝑧 + 𝑖)(𝑧 − 𝑖)

1 1 1
= ∮𝐶 − 𝑑𝑧
2𝑖 𝑧−𝑖 𝑧+𝑖

1
= 2𝜋𝑖 − 2𝜋𝑖 = 0
2𝑖

31
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Theorem for Multiply Connected Domains

Suppose 𝐶, 𝐶1, 𝐶2, … , 𝐶𝑛 are simple closed curves with a positive orientation such that
𝐶1, 𝐶2, … , 𝐶𝑛 are interior to 𝐶. However, regions interior to 𝐶𝑘 , where 𝑘 = 1, 2, … , 𝑛,
have no points in common with each other. Now, if 𝑓 is analytic on each contour and at
each point interior to 𝐶 but exterior to all the 𝐶𝑘 , then,

∮𝐶 𝑓 𝑧 𝑑𝑧 = ෍ ∮𝐶 𝑓(𝑧) 𝑑𝑧
𝑘
𝑘=1

32
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Theorem for Multiply Connected Domains

Here is a sample problem showcasing how Cauchy’s theorem for multiply connected
domains can be used to integrate complex functions.

Sample Problem 12
1
Evaluate ∮𝐶 2 𝑑𝑧 ; where 𝐶 is the circle 𝑧 = 3 in counter-clockwise
𝑧 +1
direction.

Solution:
1
The integrand 2 is not analytic at 𝑧 = ±𝑖. Both of these points
𝑧 +1
lie within the contour 𝐶.

33
EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Theorem for Multiply Connected Domains

Here is a sample problem showcasing how Cauchy’s theorem for multiply connected
domains can be used to integrate complex functions.

Solution (contd.):

Introduce 𝐶1 and 𝐶2 as shown in the figure to


exclude these points and then, use Cauchy’s
theorem on this multiply connected domain.

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EE2007: Engineering Mathematics II
Complex Integration > Cauchy’s Theorem for Multiply Connected Domains

Here is a sample problem showcasing how Cauchy’s theorem for multiply connected
domains can be used to integrate complex functions.

Solution (contd.):
𝑑𝑧 𝑑𝑧
∮𝐶 2 = ∮𝐶
𝑧 +1 (𝑧 + 𝑖)(𝑧 − 𝑖)
1Τ(𝑧 + 𝑖) 1Τ(𝑧 − 𝑖)
= ∮𝐶 𝑑𝑧 + ∮𝐶 𝑑𝑧
1 (𝑧 − 𝑖) 2 (𝑧 + 𝑖)

1 1
= 2𝜋𝑖 ฬ + 2𝜋𝑖 ฬ
𝑧+𝑖 𝑧=𝑖 𝑧 − 𝑖 𝑧 = −𝑖

1 1
= 2𝜋𝑖 + 2𝜋𝑖 =0
2𝑖 −2𝑖

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EE2007: Engineering Mathematics II
Complex Integration > Evaluation of Real Integrals

Let us see how real integrals are evaluated using complex functions.

2𝜋 Where, 𝐹 cos 𝜃 , sin 𝜃 𝑑𝜃 is a real


න 𝐹 cos 𝜃 , sin 𝜃 𝑑𝜃 function of cos 𝜃 and sin 𝜃 and is finite
0 on the interval of integration.
Basic Idea
Let 𝑧 = 𝑒 𝑖𝜃 . This gives,
𝑧 + 𝑧ҧ 𝑧 − 𝑧ҧ 𝑖𝜃 1
cos𝜃 = , sin𝜃 = , and 𝑑𝑧 = 𝑖𝑒 𝑑𝜃 ⇒ 𝑑𝜃 = 𝑑𝑧
2 2𝑖 𝑖𝑧
This allows to convert 𝐹 cos 𝜃 , sin 𝜃 𝑑𝜃 into 𝑓(𝑧), and the integration interval of 0 ≤ 𝜃 ≤ 2𝜋
is changed to a unit circle.
2𝜋
1
Thus, න 𝐹 cos 𝜃 , sin 𝜃 𝑑𝜃 = ∮𝐶 𝑓(𝑧) 𝑑𝑧 , 𝐶: unit circle, counter-clockwise direction.
0 𝑖𝑧
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EE2007: Engineering Mathematics II
Complex Integration > Evaluation of Real Integrals

The sample problem given below helps us understand the concept of evaluating real
integrals using complex functions.

Sample Problem 13
2𝜋
𝑑𝜃
Evaluate න
0 2 − cos 𝜃
Solution:

Let 𝑧 = 𝑒 𝑖𝜃 . Substituting in the given equation gives,

1 1 𝑑𝑧
cos𝜃 = 𝑧 + and 𝑑𝜃 =
2 𝑧 𝑖𝑧

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EE2007: Engineering Mathematics II
Complex Integration > Evaluation of Real Integrals

The sample problem given below helps us understand the concept of evaluating real
integrals using complex functions.

Solution (contd.):

The real integral becomes:

𝑑𝑧Τ𝑖𝑧 −2 𝑑𝑧
∮𝐶 = ∮𝐶
1 1 𝑖 𝑧− 2+1 𝑧− 2−1
2− 𝑧+
2 𝑧

Where, 𝐶 is a unit circle in counter-clockwise direction.

38
EE2007: Engineering Mathematics II
Complex Integration > Evaluation of Real Integrals

The sample problem given below helps us understand the concept of evaluating real
integrals using complex functions.

Solution (contd.):
The integrand has simple pole at 𝑧 = 2 − 1 inside 𝐶 and 𝑧 = 2 + 1
outside 𝐶. Hence, using Cauchy’s integral formula, the integral is:

−2 𝑑𝑧
∮𝐶
𝑖 𝑧− 2+1 𝑧− 2−1

1
−2 𝑧− 2+1 −2 1
= ∮𝐶 𝑑𝑧 = 2𝜋𝑖 อ = 2𝜋
𝑖 𝑧− 2−1 𝑖 𝑧− 2+1
𝑧 = 2−1

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EE2007: Engineering Mathematics II
Complex Integration > Improper Integrals of Rational Fractions

Complex integration can be used to evaluate improper integrals of rational functions.

∞ 𝑛

න 𝑓 𝑥 𝑑𝑥 = ∮UHP 𝑓 𝑧 𝑑𝑧 = ෍ ∮𝐶 in UHP 𝑓 𝑧 𝑑𝑧, if


𝑘
−∞ 𝑘=1

1 𝑓 𝑥 =
𝑝(𝑥)
𝑞(𝑥)
is a real function with no common factors between

𝑝(𝑥) and 𝑞(𝑥), and 𝑞(𝑥) ≠ 0 for all real 𝑥.

2
For example, 𝑓 𝑥 =
1
4
Degree of 𝑞 𝑥 ≥ Degree of 𝑝(𝑥) + 2

satisfies the above conditions but 𝑓 𝑥 =


𝑥3
4 does not.
1+𝑥 1+𝑥
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EE2007: Engineering Mathematics II
Complex Integration > Improper Integrals of Rational Fractions

Let’s see how improper integrals of rational fractions are evaluated.

Sample Problem 14

𝑑𝑥 𝜋
Show that න 4
=
0 1+𝑥 2 2

Solution:

First, check that 𝑓(𝑥) satisfies the assumptions. Now, consider


1 𝜋𝑖 Τ4 , 𝑒 3𝜋𝑖Τ4 ,
𝑓 𝑧 = which has four simple poles at 𝑧 = 𝑒
1 + 𝑧4
𝑒 −3𝜋𝑖Τ4 , and 𝑒 −𝜋𝑖Τ4 .

41
EE2007: Engineering Mathematics II
Complex Integration > Improper Integrals of Rational Fractions

Let’s see how improper integrals of rational fractions are evaluated.

Solution (contd.):

Only the first two poles, that is, 𝑒 𝜋𝑖Τ4 and 𝑒 3𝜋𝑖Τ4 , lie inside the UHP. The
corresponding complex integral is:

1
∮UHP 𝑑𝑧
1 + 𝑧4
1
= ∮UHP 𝜋𝑖 Τ4 3 𝜋𝑖 Τ4 −3𝜋𝑖 Τ4 −𝜋𝑖 Τ4
𝑑𝑧
(𝑧 − 𝑒 )(𝑧 − 𝑒 )(𝑧 − 𝑒 )(𝑧 − 𝑒 )

42
EE2007: Engineering Mathematics II
Complex Integration > Improper Integrals of Rational Fractions

Let’s see how improper integrals of rational fractions are evaluated.

Solution (contd.):

1
∮UHP 4
𝑑𝑧
1+𝑧
1
(𝑧 − 𝑒 3𝜋𝑖Τ4 )(𝑧 − 𝑒 −3𝜋𝑖Τ4 )(𝑧 − 𝑒 −𝜋𝑖Τ4 )
= ∮𝐶 𝜋𝑖 Τ4
𝑑𝑧
1 (𝑧 − 𝑒 )
1
(𝑧 − 𝑒 𝜋𝑖Τ4 )(𝑧 − 𝑒 −3𝜋𝑖Τ4 )(𝑧 − 𝑒 −𝜋𝑖Τ4 )
+ ∮𝐶 3 𝜋𝑖 Τ4
𝑑𝑧
2 (𝑧 − 𝑒 )

43
EE2007: Engineering Mathematics II
Complex Integration > Improper Integrals of Rational Fractions

Let’s see how improper integrals of rational fractions are evaluated.

Solution (contd.):

1 1 𝜋𝑖Τ4 1 −𝜋𝑖Τ4
∮UHP 4
𝑑𝑧 = 2𝜋𝑖 − 𝑒 + 𝑒
1+𝑧 4 4
1
Now, since 4
is even,
1+𝑥

𝑑𝑥 1 ∞ 𝑑𝑥
න 4 = න
0 1+𝑥 2 −∞ 1 + 𝑥 4
−𝜋𝑖 𝑖𝜋Τ4 −𝑖𝜋 Τ4
𝜋 𝜋 𝜋
= 𝑒 −𝑒 = sin =
4 2 4 2 2

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EE2007: Engineering Mathematics II
Summary
Complex Integration > Summary

Key points discussed in this lesson:

• In the case of a complex definite integral, or line integral, ‫ 𝑧𝑑 𝑧 𝑓 𝐶׬‬means that the integration is
done along the curve 𝐶 (in a given direction) in the complex plane and the integrand 𝑓(𝑧) is
defined for each point on 𝐶. ‘𝐶’ is called the contour or path of integration.

• A line integral of 𝑓(𝑧) in the complex plane may not always depend on the choice of the path itself.
Sometimes, the integrals evaluated turn out to be zero or 2𝜋𝑖.

• Cauchy’s Integral Theorem is an important theorem describing the line integrals of analytic
functions in a complex plane.

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EE2007: Engineering Mathematics II
Complex Integration > Summary

Key points discussed in this lesson:

• The most important consequence of Cauchy’s Integral Theorem is Cauchy’s integral formula. This
formula is useful to evaluate integrals of the following form.
𝑓(𝑧)
‫𝐶׬‬ 𝑑𝑧 , 𝑚 = 1, 2, 3, …
(𝑧 − 𝑧0 )𝑚

∞ 𝑛

• The formula න 𝑓 𝑥 𝑑𝑥 = ∮UHP 𝑓 𝑧 𝑑𝑧 = ෍ ∮𝐶 in UHP 𝑓 𝑧 𝑑𝑧 holds true if:


𝑘
−∞ 𝑘=1
▪ 𝑓(𝑥) = 𝑝(𝑥)/𝑞(𝑥) is a real function with no common factors between 𝑝(𝑥) and 𝑞(𝑥), and
𝑞(𝑥) ≠ 0 for all real 𝑥.
▪ Degree of 𝑞(𝑥) ≥ Degree of 𝑝(𝑥) + 2

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EE2007: Engineering Mathematics II

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