Chapter2-Complex Integrals
Chapter2-Complex Integrals
We now make precise the idea of differentiability and analycity, where analycity was
briefly mentioned in Definition 1.2.3 in Chapter 1. As discussed in the previous chapter,
a function f (z) is differentiable at z0 if the derivative
exists and is unique. This refers to whether a function is differentiable at a specific point
z0 .
For instance, the function f (z) = |z|2 was shown in Ex. 1.2.7 to be differentiable at only
exactly z = 0. Therefore this function is not analytic. (f 0 (0) exists. But f 0 (0.000001)
does not exist.) On the other hand, g(z) = z 2 is analytic at z = 1. (g 0 (1), as well as
g 0 (1.000001), g 0 (1.000001 + 0.00001i), etc. exists.) In fact, g(z) = z 2 is analytic at any
other values of z as well.
Example 2.1.1:
1
Given a function f (z) = , where z0 is some constant. Find the points where
z − z0
f (z) is analytic, and the points where f (z) is singular.
f (z + ∆z) − f (z) 1 1 ∆z
= − =−
∆z z + ∆z − z0 z − z0 (z − z0 + ∆z)(z − z0 )
f (z + ∆z) − f (z) ∆z
lim = lim − .
∆z→0 ∆z ∆z→0 (z − z0 + ∆z)(z − z0 )
1
• If z 6= z0 , the limit exists and is
0 ∆z 1
f (z) = lim − =− (2.2)
∆z→0 (z − z0 + ∆z)(z − z0 ) (z − z0 )2
• If z = z0 , then f (z) is undefined therefore the derivative doesn’t exist there. The
function is singular at z = z0 .
Let us review the idea of line integrals from COM201 Engineering Mathematics III. Sup-
pose we have a two-variable function f (x, y). Additionally, on the xy-plane, a line C is
defined by C : {x(t), y(t), a ≤ t ≤ b}. This can be written in vector form as
~r = x ı̂ + y ̂, (2.3)
f (x, y) = f (~r), (2.4)
C : ~r(t) = x(t) ı̂ + y(t) ̂. (2.5)
Example 2.1.2:
R
Evaluate the line integral C xy ds, where C is the upper-right quarter of the circle
x2 + y 2 = 16.
π
x = 4 cos t, y = 4 sin t, 0≤t≤ .
2
2
Then, we have the following:
Therefore,
Z Z b Z π/2 Z π/2
0
xy ds = f (~r) |~r (t)| dt = (8 sin 2t) (4 dt) = 32 sin 2t dt
C a 0 0
π/2
1
= 32 − cos 2t = 32.
2 0
if drawn on the complex plane, gives all the points at distance 1 from the origin, and
therefore gives a circle of radius 1 centred at the origin.
p
Note that x2 + y 2 = 1 can be satisfied if
Every point on the circle is labelled by a particular value of t, so specific points can be
obtained by substituting specific values of t to obtain the specific positions x and y. (See
Fig. 2.1
3
Generally,
where x(t) and y(t) are regarded as functions of a real number t. The point z(a) is
called the initial point and the point z(b) is called the terminal point.
Example 2.2.1:
Show that the parametric equation of a circle of radius ρ centred at z0 is given by
(x − x0 )2 + (y − y0 )2 = ρ2 .
Parametrise:
x − x0 = ρ cos t, y − y0 = ρ sin t, 0 ≤ t ≤ 2π
x(t) = x0 + ρ cos t, y(t) = y0 + ρ sin t.
y
3π
t= 4 i t=0
−1 1 x
−i
Figure 2.1: Parametric curve of a circle represented by Eq. (2.8). Specific points of t = 0
and t = 3π/4 are shown explicitly.
4
The complex number is
z = x + iy
z(t) = x(t) + iy(t) = x0 + ρ cos t + i (y0 + ρ sin t)
= x0 + iy0 + ρ (cos t + i sin t) = z0 + ρeit . (2.12)
Example 2.2.2:
Give the parametric equations of a circle of radius 3, centred at the point z0 = 1+2i.
Example 2.2.3:
Give the parametric equations of straight line that starts at z = 2i and ends at
z = 4.
5
The equation of a straight line joining (0, 2) and (0, 4) is
y − y0 = m(x − x0 )
1 1
y − 2 = − (x − 0) → y = − x + 2. (2.16)
2 2
2i
Figure 2.2
1
x = t, y = − t + 2. (2.17)
2
Check that it satisfies the conditions, namely that it starts at z = 2i. That means at
t = 0,
which is correct. We also wish the line to end at z = 4. This occurs when t = 4. Therefore
the range of t is 0 ≤ t ≤ 4. The parametric equation fully described is
1
z(t) = t + i − t + 2 , 0 ≤ t ≤ 4. (2.20)
2
6
Example 2.2.4:
Give the parametric equations of straight line that starts at z = 4 and ends at
z = 2i.
1
y = − x + 2. (2.21)
2
1
x = 4 − t, y = − (4 − t) + 2. (2.22)
2
The line integral of complex function is called a contour integral, where the contour
refers to the curve γ in the complex plane. We shall extend the concept of real line
integrals to calculate the integral of a complex function. This time, instead of ~r for a
point on R2 , a point on the complex plane is just the complex number z = x + iy. Also,
a curve C is now a called γ, which we will represent by z(t) = x(t) + iy(t) for some range
a ≤ t ≤ b.
7
Definition 2.3.1 (Integral of a complex function). The integral of a complex func-
tion f over γ is
Z Z b
f (z) dz = f (z(t))z 0 (t) dt. (2.24)
γ a
We can calculate z 0 (t) according by differentiating its real and imaginary parts with
respect to t:
Example 2.3.1:
A curve γ is given as a upper half of the unit circle.
(a) A unit circle satisfies x2 + y 2 = 1. Therefore a choice that satisfies this condition is
The equation is
Using i2 = ii = −1,
8
#
Example 2.3.2:
Evaluate γ z ∗ dz over γ : z(t) = eit for 0 ≤ t ≤ π.
R
d it
z 0 (t) = e = ieit . (2.30)
dt
Example 2.3.3:
R
Evaluate γ z 2 dz over the curve γ : z(t) = t + it, 0 ≤ t ≤ 1.
Also,
d
z 0 (t) = (t + it) = 1 + i. (2.33)
dt
9
Substituting this into the integral,
Z Z 1 Z 1
2
2
t (1 + i)2 (1 + i) dt = (1 + i)3 t2 dt
z dz =
γ 0 0
1 2
= (1 + i)3 = − (1 − i).
3 3
Example Z2.3.4:
Evaluate zRe(z) dz over the curve γ: z(t) = t − it2 , 0 ≤ t ≤ 2.
γ
z(t) = t − it2 , 0 ≤ t ≤ 2,
z 0 (t) = 1 − 2it.
R R R
1. γ
(f (z) + g(z)) dz = γ
f (z) dz + γ
g(z) dz.
R R
2. If c is a number, then γ
cf (z) dz = c γ
f (z) dz.
10
γ ϕ = −γ
Figure 2.3
One implication of this is that if we integrated along a different path but with the
same endpoints, the result would be the same. In other words, integrals in the
complex plane is independent of the path taken.
11
Exterior
γ
γ
Interior
Figure 2.4
S = S1 ∪ S2
S S1 S2
12
S S
γ
γ1
γ2
Proof.
I Z
f (z) dz = f (z)z 0 dt
C C
where the double integral is for the region R enclosed by C. Since f is differentiable,
u and v satisfy the Cauchy-Riemann relations. Therefore the terms inside the brackets
13
γ2 ψ = −γ2
B B
γ γ1 γ1
A A
Figure 2.7
The important qualifier for Cauchy’s theorem stated above is that f must be differentiable.
For applications in science and engineering, we will often encounter situations where f is
not differential at certain points. We shall learn in later chapters how to deal with those
situations.
We can use Cauchy’s theorem to show that complex integrals are independent of path.
Consider an integral of some differentiable function f (z) along a closed path γ as shown
H
in the left of Fig. 2.7. By Cauchy’s theorem, this integral is zero, γ f (z) dz = 0 as long
as f is differentiable in the region. Now let us split the curve γ into two parts, γ1 and γ2 .
Then,
I Z Z
f (z) dz = f (z) dz + f (z) dz = 0. (2.38)
γ γ1 γ1
If we then change the direction of γ2 and call this new curve ψ = −γ2 , then
Z Z Z
f (z) dz = f (z) dz = − f (z) dz. (2.39)
ψ −γ2 γ2
Note that both γ1 and ψ share the same starting and ending points. Substituting
Eq. (2.39) into (2.38),
Z Z
f (z) dz = f (z) dz. (2.40)
γ1 ψ
Therefore, if the starting and ending points are the same (points A and B in Fig. 2.7), the
integral of a differentiable function is the same, even if we had integrated along a different
14
Γ
path.
A similar idea occurs for closed paths. In the domain where f is differentiable, another
integral evaluated on a different curve that is deformed from the original one yields the
same result.
A typical scenario is shown in Fig. 2.8. This theorem is valid as long as f is differentiable
at all points between the curves.
Example 2.4.1:
Evaluate
I
1
dz (2.42)
Γ z−1
15
Then z 0 (t) = ieit . The integral is then
I Z 2π Z 2π
1 1 it 1
i eit dt
dz = ie dt =
γ z−1 0 1 + eit − 1 0
it
e
Z 2π
=i dt = 2πi. (2.45)
0
Since the square Γ can be deformed into the circle γ without passing any points of indiffer-
1
entiability of f (z) = z−1 ,by the Deformation Theorem, the integrals are equal. Therefore
I I
dz dz
= = 2πi. (2.46)
Γ z−1 γ z−1
f (z)
Proof. While f is differentiable in G, the combination z−z 0
is also differentiable except at
z = z0 . In that case, let us purposely draw a closed contour C in G that avoids enclosing
z0 , by leaving a horizontal ‘corridor’ of width , as shown in Fig. 2.9.
16
C = γ() + ψ1 + Γ() + ψ2
G
ψ2
z0
Γ() ψ1
γ()
Figure 2.9: A contour C enclosing the shaded region. Note that z0 is not enclosed by C.
We see that the contour C is piecewise-smooth, and consists of four smooth parts:
By the deformation theorem, we can deform the contour by making the corridor smaller
by decreasing , and Eq. (2.49) still holds. In particular, we can take the limit
Z Z Z Z
f (z) f (z) f (z) f (z)
lim dz + dz + dz + dz = 0. (2.50)
→0 γ() z − z0 Γ() z − z0 ψ1 z − z0 ψ2 z − z0
Note that the two sides of the ‘corridor’, ψ1 and ψ2 are very close to each other and going
in opposite directions. They will cancel each other if approaches zero,
Z Z
f (z) f (z)
lim dz + dz = 0. (2.51)
→0 ψ1 z − z0 ψ2 z − z0
17
Also, the Γ() integral is
f (z) − f (z0 ) + f (z0 )
Z Z
f (z)
dz = dz
Γ() z − z0 Γ() z − z0
f (z) − f (z0 )
Z Z
f (z0 )
= dz + dz. (2.52)
Γ() z − z0 Γ() z − z0
As approaches zero, the inner circular arc Γ() becomes a closed clock-wise circle Γ:
f (z) − f (z0 )
Z Z Z
f (z) f (z0 )
lim dz = lim dz + lim dz. (2.53)
→0 Γ() z − z0 →0 Γ() z − z0 →0 Γ() z − z0
| {z }
=0
The first term on the right-hand side of (2.53) vanishes because f is holomorphic, and
therefore f (z)−f
z−z0
(z0 )
is finite for all the z inside the shrinking circle Γ. For the second term,
it is the integral on an arc of a circle Γ(): z(t) = z0 + re−it , ≤ 0 ≤ 2π, where r is the
radius of the circle. Therefore
Z 2π Z 2π
−i re−it
Z
f (z) 1
lim dz = 0 + lim f (z0 ) dz = lim f (z0 ) dt
→0 Γ() z − z0 →0 z − z0 →0 re−it
= −2πif (z0 ). (2.54)
Example I2.5.1:
1
Evaluate dz, where γ is a circle centred at the origin with radius 1, using
γ z
Cauchy’s integral formula.
18
I
1 1
The integral dz corresponds to Eq. (2.47) for f (z) = 1, z−z0
= z1 , (means z0 = 0).
γ z
Therefore f (0) = 1. The Cauchy’s integral formula states
I
1 f (z)
f (z0 ) = dz
2πi γ z − z0
I
1 1
1= dz
2πi γ z
I
1
dz = 2πi.
γ z
Example 2.5.2:
2
ez
I
Evaluate dz for all closed paths γ that do not pass through the point z = i.
γ z −i
Example I2.5.3:
e2z sin (z 2 )
Evaluate dz over any closed path that does not pass through the point
γ z−2
z = 2.
19
• If γ does not enclose z = 2, then by Cauchy’s theorem,
e2z sin (z 2 )
I
dz = 0.
γ z−2
e2z sin (z 2 )
I
2
dz = 2πe(i) = 2πie2(2) sin(22 ) = 2πie4 sin(4).
γ z−2
Example 2.5.4: I
1
Evaluate the integral 1+ dz, where γ is a circle of radius 1 centred at the
γ z
origin.
1 z+1 z+1
1+ = = .
z z z+0
I
(n) n! f (z)
f (z0 ) = dz (2.57)
2πi γ (z − z0 )n+1
20
Example 2.5.5:
2
ez
I
Evaluate 2
dz for any curve γ which does not pass through z = i.
γ (z − i)
2
ez
I
i21
2ie = dz
2πi γ (z − i)2
I z2
e 4π
dz = − .
γ (z − i)2 e
A typical situation is shown in Fig. 2.10. We have a function f (z), that can be integrated
along Γ, γ1 , or γ2 . Observe that Γ completely encloses the two smaller curves. Then we
have
I I I
f (z) dz = f (z) dz + f (z) dz. (2.60)
Γ γ1 γ2
21
Note that this is true when all curves must be sharing the same orientation. For instance,
all the curves must be integrated along the anti-clockwise direction.
Γ
γ1
γ2
Figure 2.10
It is also worth noting that for the case of n = 1 (only one curve enclosed by Γ), is the
same as the Deformation Theorem.
Example I2.5.6:
z
Evaluate dz where Γ is a closed path enclosing both −2 and 4i.
Γ (z + 2)(z − 4i)
where γ1 is a closed curve that encloses −2 and γ2 is a closed curve that encloses 4i. Also,
using
z 1 − 2i 1 4 + 2i 1
= + , (2.62)
(z + 2)(z − 4i) 5 z+2 5 z − 4i
22