Chapter 4 Integrals: 30. Complex-Valued Functions W (T)
Chapter 4 Integrals: 30. Complex-Valued Functions W (T)
Real function of t
tch-prob 1
For each complex constant z0 x0 iy0
d z w(t ) d ( x iy ) (u i )
dt 0 dt 0 0
tch-prob 2
Example: Suppose w(t) is continuous on a t b.
i.e. or (u(t ) and (t ) are continuous)
tch-prob 3
Definite Integral of w(t) over a t b
is defined as ab w(t )dt ab u(t )dt i ab (t )dt (5)
when exists
Re ab w(t )dt ab Re w(t ) dt Imab w(t)dt ab Im w(t) dt
tch-prob 4
Anti derivative (Fundamental theorem of calculus)
W (t ) U (t ) iV (t )
if W'(t) w(t)
then U'(t) u(t), V'(t) υ(t)
b b b
a w(t )dt a u(t )dt i a (t )dt
U (t )|ba iV (t )|ba
U (b) iV (b) U (a) iV (a)
W (b) W (a)
tch-prob 5
To Prove ab w(t) dt ab w(t) dt (a b)
iθ
Let ab w dt r0 e 0 b
a w dt r0
iθ
r0 ab e 0 w dt
must be real
real
-iθ
Re ab e 0 w dt Real part of real number is itself
iθ
ab Re(e 0 w) dt
iθ iθ iθ
But Re (e 0 w) e 0 w e 0 w w
r0 ab w dt
or ab wdt ab w dt
tch-prob 6
31. Contours
x x(t) , y y(t) (a t b)
into the xy, or z, plane; and the image points are ordered according to in
creasing values of t.
tch-prob 7
It is convenient to describe the points of arc C by
z z(t ) (a t b)
The arc C is a simple arc, or a Jordan arc, if it does not cross itself.
tch-prob 8
Ex1:
y
x ix
0 x 1
z
x i
1 x 2 1
0
x
Ex2 : 1 2
z eiθ ( 0 θ 2π)
Simple closed curve
also z z0 R eiθ ( 0 θ 2π)
Ex3:
z eiθ ( 0 θ 2π)
Ex4 :
z ei2 ( 0 θ 2π)
tch-prob 9
arc C : z(t) x(t) i y (t)
Suppose that x’(t) and y’(t) exist and are continuous throughout a t b
real valued 2 2
z '(t )
x '(t ) y '(t ) is integrable over a t b
function
tch-prob 10
L is invariant under certain changes in the parametric
representation for C
t (τ) (α τ β)
where is a real valued function mapping the interval
(α τ β) onto the a t b We assume that
interval .
is continuous with a continuous derivative
tch-prob 11
L αβ z' (τ) '(τ) dτ
Exercise
So., if arc C is
6(b)
z Z(τ) z (τ) (α τ β)
the fact that
Z'(τ) z' (τ)'(τ) Exercise 10
allows us to write
L αβ Z'(τ) dτ
tch-prob 13
32. Contour Integrals
Integrals of complex valued functions f of the complex variable z:
Such an integral is defined in terms of the values f(z) along a given
contour C, extending from a point z=z1 to a point z=z2 in the
complex plane. (a line integral)
Its value depends on contour C as well as the functions f.
z2
Written as c f ( z) dz or z1 f ( z) dz
tch-prob 14
Suppose that z z(t) (a t b)
tch-prob 15
From section 30
z0: complex constant
c z0 f ( z)dz z0 c f ( z) dz
and c f ( z) g ( z) dz c f ( z) dz c g ( z) dz
z1=z(a)
tch-prob 16
order of C follows a t b (t
increasing)
order of –C must also follow increasing parameter value
b t a z(t ) w(t )
小 大 a
b f w(t ) w' (t ) dt
-t b a
w' (t ) dw(t ) dz(t ) dz(t ) d (t )
dt dt d (t ) dt
z' (t )
Thus
a
c f ( z) dz b f z(t )
z' (t ) dt
tch-prob 17
After a change of
variable,
τ t
d dt
a τ b
a b
c f(z) dz b f z(τ ) z'(τ ) dτ a f z(τ ) z'(τ ) dτ
c f(z) dz
if C C1 C2 z2
z1 z0
z1 z2 z1 z0 z0 z2
C1 C2
c f(z) dz c1 f(z) dz c2 f(z) dz C
tch-prob 18
33. Examples
Ex. 1 I zdz when C is z 2e i
( )
C 2 2
y
By def.
I 2 i i
2e (2e ) ' d
2
2 C
0
x
2 2e i (2iei )d 4i 2 d 4 i -2
2 2
1 1
OB :
C2
f ( z )dz i3 x 2 (1 i )dx 3(1 i ) x 2 dx 1- i.
0 0
z x ix
(0 x 1)
1 i
C1 C 2
f ( z )dz f ( z )dz
C1 C2
f ( z )dz
2
.
tch-prob 20
Ex3 Let C denote an arbitrary smooth arc z=z(t), at b
2
d z(t)
Note that
z(t) z' (t)
dt 2
z 2 z
2 2
2 1
z2 z1
2 2
dep. on end points only
z2
z1 zdz 2
. indep. of the arc.
tch-prob 21
Ex4. Semicircular path C : z 3eiθ ( 0 θ π)
C
起點 終點
-3 0 3
Although the branch (sec. 26)
p.77.
f(z) r eiθ /2 ( r 0, 0 θ 2π)
of the multiple-valued function z1/2 is not defined at the initial
point z=3 of the contour C, the integral
1
I c z 2 dz of that branch nevertheless exists.
tch-prob 23
Theorem: Suppose f is continuous on a domain D.
The following three statements are equivalent.
(a) f has an antiderivative F in D.
(b) The integrals of f(z) along contours lying entirely in D
and extending from any fixed point z1 to any fixed point
z2 all have the same value.
(c) The integrals of f(z) around closed contours lying
entirely in D all have value zero.
Note: The theorem does not claim that any of these statements
is true for a given f in a given domain D.
tch-prob 24
Pf
: A:(a) (b)
(a) f has am antiderivative F.
d F z(t) F' z(t) z'(t) f z(t) z'(t)
dt
b b
c f(z) dz a f z(t) z'(t)dt F z(t) a F z(b) F z(a)
F(z2 ) F(z1 )
B:(b) (c)
C C1 C2 (b
c f(z) dz c f(z)dz )
1 2
z2
c f(z)dz c f(z)dz 0 c f(z)dz c f(z)dz 0 C2
1 2 1 2
c f(z)dz 0 C1
z1
(c)
C :(c) (b)
c f(z) dz 0 c1 -c2 0 c1 f(z) dz c2 f(z) dz
(b
)
tch-prob 25
(c) -->(a)
Define F ( z) zz f (s) ds
0
tch-prob 26
35. Examples
Ex1. f ( z ) z 2 continuous
has an antiderivative F ( z ) 1 z 3 throughout the plane.
3
3 1 i
1+i z 1 2
Hence 0
z 2 dz
3
(1 i )3 (1 i )
3 3
0
tch-prob 27
Ex2. 12 is continuous every where except at the origin.
z
It has an antiderivative - 1 in the domain z 0.
z
dz 1 z2 1 1
consequently, z
z12 (z1 0 , z2 0 )
z 2 z
z 1 z1 z2
For any contour from z1 to z2 that does not pass through the
origin . dz 0 for C: z 2ei (- )
c z 2
tch-prob 29
Ex4.
1
Evaluate z C1
2 dz
C1
1
where z is the branch
2
1 iθ
z 2 r e 2 -3 3
(r 0, 0 θ 2π) C2
(2)
tch-prob 30
1. The integrand is piecewise continuous on C1, an
d the integral therefore exists.
2. The branch (2) of z 1/2 is not defined on the ray
in particular at the point z=3. F(z) 不可積
3. But another branch.
iθ
F1(z) r e 2 (r 0, - π θ 3π )
2 2
is defined and continuous everywhere on C1.
4. The values of F1(z) at all points on C1 except z=3
coincide with those of our integrand (2); so the in
tegrand can be replaced by F1(z).
tch-prob 31
Since an antiderivative of F1(z) is
i3θ
F (z) z 2 r r e 2 (r 0, - π θ 3π )
2 2
3
1 3 3 2 2
We can write
1 3 3 i3π
i 0
dz -3 f1(z) dz F1(z) 2 3 (e e 2 )
c1 z 2
3
2 3 (1 i)
tch-prob 32
iθ
f 2(z) r e 2 (r 0, π θ 5π )
2 2
i3θ
Then F2(z) r r e 2 (r 0, π θ 5π )
2
3 2 2
is an antiderivative of f 2(z).
1 3 3 i3π
i3π
c2 z 2dz 3 f 2(z) dz F2(z) 3 2 3 (e e 2 )
2 3 (-1 i)
1
c2 c1 z 2 dz -4 3
0
tch-prob 33
36. Cauchy-Goursat Theorem
b
c f ( z) dz a f z(t ) z' (t ) dt
if f ( z) u( x,y) iv( x,y), and z x(t ) i y(t ).
b b
c f ( z) dz a (ux' vy' )dt i a (v x' uy' )dt.
c f ( z) dz 0
tch-prob 35
37. Proof: Omit
38. Simply and Multiply Connected Domains
A simply connected domain D is a domain such that every simple
closed contour within it encloses only points of D.
Multiply connected domain : not simply connected.
Can extend Cauchy-Goursat theorem to:
Thm 1: If a function f is analytic throughout a simply connected d
omain D, then
c f ( z) dz 0
tch-prob 36
Corollary 1. A function f which is analytic throughout a simply connect
ed domain D must have an antiderivative in D.
pf : section 34 for continuous f
given
f analytic c f ( z) dz 0
f continuous f has antiderivative
Extend cauchy-goursat theorem to boundary of multiply connected domain
tch-prob 37
Corollary 2. C1
tch-prob 38
Example:
C
dz
Want to show that 2 i.
C z
2 2
zdz e i e d i
i i
zdz 2
ei 2 d 0
C C0 0 0
C
z 2 dz ?
tch-prob 39
39. Cauchy Integral Formula
Thm. Let f be analytic everywhere within and on a simple close
d contour C, taken in the positive sense. If z0 is any point interio
r to C then,
f ( z0 ) 1 c f z(-z)zdz (1) Cauchy integral formula
2π i 0
or (Values of f interior to C are
f ( z)dz 2π i f ( z ) completely determined by the
c z z 0 values of f on C)
0
Ex. Let C be z 2
since f ( z) z 2
is analytic within and on C,
9 z
and since -i is interior to C.
z
z dz 9 z 2 -i π
c (9 - z 2 )( z i) c z (i) dz 2π i (10) 5
tch-prob 40
Pf. of theorem: C
C0
f is continuous at z0
f ( z) f ( z0 ) when z - z0 z0
choose a positive
C0 : z - z0
since
f ( z)
z z0 is analytic in the closed region consisting of C
and C0 and all points between them, from corollary 2,
section 38,
f ( z)dz f ( z) dz
c z z c0 z z
0 0
c f z(z) dz f ( z ) dz f ( z) f ( z0 ) dz
z0 0 c z z c0 z z0
0 0
tch-prob 41
but c z dz
z 2 i
0 0
f ( z) - f ( z ) f ( z) f ( z0 )
c z z 0 - 2π i f ( z0 ) c z z dz
0 0 0
f ( z) f ( z0 ) f ( z) f ( z0 )
also c dz c dz
0 z z0 0 z z0
f ( z) f ( z0 )
c dz 2πρ
0 z z0
2π
c fz(z)zdz 2π i f ( z0 ) 2π
0 0
c f z(
z) dz 2π i f ( z ) 0
z0 0
tch-prob 42
40. Derivatives of Analytic Functions
To prove : f analytic at a point
its derivatives of all orders exist at that point
and are themselves analytic there.
z0 z interior to C
in Cauchy integral formula
zs on C S C
z
f ( z) 1 c f s(s) zds
d
z
2π i
f ( z z) f ( z) 1 ( 1 1 ) f (s) ds
z 2π i c s z z s z z when 0 z d ,
1 c f (s) ds where d is the
2π i (s z z)(s z)
shortest distame
from z to s on C.
tch-prob 43
but c 1 1 f (s) ds
(s z z)(s z) (s z)
2
z c f (s) ds
(s z z)(s z)2
Let M denote the maximum value of f (s) on C.
Let L be the length of C.
Note that s - z d
s z z s z z d - z
f (s) ds z ML
z c 0 as z 0
(s z z)(s z) (d - z )d
2 2
tch-prob 44
Thm1. If f is analytic at a point, then its derivatives of all orders are
also analytic functions at that pint.
In particular, when
f ( z) u( x, y) iv( x, y) is analytic at a point z ( x,y)
similarly
f ''( z) uxx(x,y) i vxx ( x,y) v yx ( x,y) i u yx ( x,y)
tch-prob 45
Let f (0) ( z) denote f ( z), and 0!1, can use mathematical
induction to verify that
f (n) ( z) n! c f (s)(ds (n 0,1,2....)
2π i (s z) n 1)
or c f ( z) (dz 2π i f (n) ( z )
( z z0 ) n1) n! 0
Ex1: C : z 1 f ( z ) e2 z
e2 z dz f ( z) dz 2π i f''' (0) 8π i
c z 4 c ( z 0)31 3! 3
Ex2: z0 in C, f ( z) 1,
dz 2π i dz 0 (n 1, 2, ....)
c z- z c ( z - z )n 1
0 0
tch-prob 46
41. Liouville’s Theorem and the Fundamental Theorem of
Algebra
Let z0 be a fixed complex number.
If f is analytic within and on a circle z z0 R
tch-prob 47
Thm 1 (Liouville’s theorem): If f is entire and bounded in the comp
lex plane, then f(z) is constant throughout the plane.
finite
pf : f '( z0 ) M
R
可以 Arbitrarily large
for R large, f '( z0 ) must be zero
since z0 is arbitrary,
f '( z) 0 everywhere
f is a constant
Thm 2 (Fundamental theorem of algebra):
Any polynomial
P( z) a0 a1z a2 z 2 ......... an z n (an 0)
of degree n (n 1) has at least one zero.
i.e., there exists at least one point z0 s.t. P( z0 ) 0
Pf. by contradiction
tch-prob 48
Suppose that P(z) is not zero for any value of z.
f ( z ) 1
Then P( z) is clearly entire and it is
also bounded in the complex plane.
To show that it is bounded, first write
a0 an 1
a1 a2
w .... z
n 1
z z z n2n
So that P( z) (an w) z n
Can find a sufficiently large positive R such that
ai an
, i 0,1, ........n-1, when z R
z n i 2n
a0 a1 a2 an1 a0 a1 an1
w .... .....
z n z n 1 zn2 z z n z n 1 z
tch-prob 50
From the (F. T. 0. A) theorem
any polynomial P(z) of degree n can be expressed as
P( z) ( z z1) Q1( z) (Ex.10, sec 42 )
but Q1( z) ( z z2 ) Q2 ( z)
P( z) ( z z1)( z z2 ) Q2 ( z)
:
:
c ( z z1)( z z2 ).......( z zn )
tch-prob 51
42. Maximum Moduli of Functions
Lemma. Suppose that f(z) is analytic throughout a neighborhood
z z0 ε of a point z0. If f ( z) f ( z0 )
for each point z in that neighborhood, then f(z) has the
constant value f(z0) throughout the neighborhood .
Pf : Let z1 be any point other than z0 in the neighborhood.
Let be the distance between z1 and z0 .
C
C : circle z z0 . z1
z0
f ( z0 ) 1 c f z(
z) dz
z0
2π i
iθ
f ( z0 ρe )
1 02 i ρ eiθ dθ
2π i ρe iθ
1 Cρ : z z0 ρeiθ ( 0 θ 2π)
0 f ( z0 ρe ) dθ
2 iθ
2π
f’s value at the center is the arithmetic mean of its values on the
circle. ~ Gauss’s mean value theorem.
tch-prob 52
f ( z0 ) 1 02 f ( z0 ρei ) d ..........(3)
2π
On the other hand, since f ( z0 ρei ) f ( z0 ) ..........(4)
i
0 f ( z0 ρe ) d 0 f ( z0 ) dθ 2π f ( z0 )
2 2
f ( z0 ) 1 02 f ( z0 ρei ) dθ
2π
or 02 f ( z0 ) f ( z0 ρei ) dθ 0
0 from (4), and continuous in
tch-prob 53
f ( z0 ) f ( z0 ρei ) ( 0 θ 2π)
f ( z) f ( z0 ) for all points z in z - z0 ρ
f ( z) f ( z0 ) for all points z in z - z0 ε
From Ex 7(c), sec 22, (when the modulus of an analytic function
is constant in a domain, the function itself is constant there.)
f ( z) f ( z0 ) for all points z in the neighborhood.
tch-prob 54
Pf:
D
N2 N n-1
N1
N0
z2 Nn
z0 z1 zn-1 zn
p
d
Construct Nk : z zk d
zk is in zk -1's neighborhood
tch-prob 55
Assume f(z) has a max value in D at z0.
f(z) also has a max value in N0 at z0.
f ( z1) f ( z0 ) ( z1 in N0 )
f ( z2 ) f ( z0 ) (z2 in N1)
:
f ( zn ) f ( z0 ) for every z in D
f ( z) is constant a contradiction
f ( z) has no maximum value in D
tch-prob 56
If a function f that is analytic at each point in the interior
of a closed bounded region R is also continuous
throughout R, then the modulus f (z) has a maximum
value somewhere in R. (sec 14) p.41
i.e..
f ( z) M for all points z in R.
If f is a constant fumction,
then f ( z) M for all z in R.
Maximum at the boundary. not continuous
on boundary
tch-prob 57