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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

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MATH 106
Lecture 4A Worksheet

Contents: Line Integrals, Green’s Theorem


Assigned Readings:
– Section 1.6: pp. 59–71; start after Example 5 solution; skip Example 12 solution but read Further
Comments; stop at the end of Example 13

Today’s Questions:
– What is the integral of a complex-valued real-variable function over an interval?
– What is the length of a curve in the complex plane and how can I interpret its integral formula?
– What is the line integral of a complex-valued complex-variable function over a curve?
– How can I combine or break up line integrals over curves?
– What is path independence of a line integral and how can I characterize it?
– What is Green’s Theorem and how can I interpret it geometrically?
– How can I use Green’s Theorem to compute line integrals?

1 Line Integrals
1.1 Real-Variable Functions
Let F be a complex-valued function on the real interval [a, b]. In other words, F : [a, b] → C and we
can write
F (t) = G(t) + iH(t), a ≤ t ≤ b,
where G and H are real-valued functions. The integral of F over [a, b] is defined to be
Z b Z b Z b
F (t)dt = G(t) + i H(t)dt. (1.1)
a a a

This definition is just like R2 vector-valued functions from multivariable calculus.


Theorem A (Integral Triangle Inequality )
Let F be a complex-valued function on the real interval [a, b]. Then
Z b Z b
F (t)dt ≤ |F (t)|dt.


a a

Z 3π/2
it
Problem 1 (A first integral). Let F (t) = 3e for t ∈ R. Compute F (t)dt.
0

Problem 2 (Heuristic intepretation). Heuristically justify Theorem A by comparing the integral


with a discrete analogue. (Hint: Compare it with the usual triangle inequality)

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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

If γ is a curve in C then its parametrization γ(t) = x(t) + iy(t) for a ≤ t ≤ b is a complex-valued


function on the real interval [a, b]. If γ is a piecewise smooth curve then the length of γ is given by
Z b Z bp
0
length(γ) = |γ (t)|dt = x0 (t)2 + y 0 (t)2 dt. (1.2)
a a

This formula is comes from the R2 vector-valued formula in multivariable calculus.

Remark. Since γ is piecewise smooth, the integrand |γ 0 (t)| in (1.2) may not exist for finitely many
values of t, but that’s okay – the integral still makes sense. Simply break up the integral into pieces
so γ is smooth on each piece.

Problem 3 (Another heuristic interpretation). Heuristically justify (1.2) with a drawing and use a
discrete analogue of the integral. (Hint: Divide γ into N pieces and approximate each piece with a
straight line.)

Problem 4 (Length of a curve). Let γ(t) = 3eit for 0 ≤ t ≤ 3π/2. Compute the length of γ.

1.2 Complex-Variable Functions


Let γ be a piecewise smooth curve in C with parametrization γ(t) for a ≤ t ≤ b. Let f be a
continuous complex-valued function on (the range of) γ. The line integral of f along γ is
Z Z b
f (z)dz = f (γ(t))γ 0 (t)dt. (1.3)
γ a

Notice the RHS of the above equation is computed via (1.1) with F (t) = f (γ(t))γ 0 (t).

Theorem B (Line Integral Triangle Inequality )


Let γ be a piecewise smooth curve and let f be a continuous complex-valued function on γ.
Then Z 
f (z)dz ≤ max |f (z)| · length(γ)

γ z∈γ

Note Theorem B is a consequence of Theorem A.

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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

Problem 5 (Computing line integrals). Compute each of the following line integrals.
Z
(a) (z 2 − 3|z| + Im(z))dz where γ(t) = 2eit for 0 ≤ t ≤ π/2.
γ
Z
(b) cos(z)dz where γ is the line segment from − π2 + i to π + i.
γ

Problem 6 (Estimating line integrals). Estimate each of the following line integrals.
Z
(a) e−z dz where γ is the vertical line segment from −i + 1 to i + 1.
γ
Z
1
(b) dz where γ is the semi-circle Reiθ , −π ≤ θ ≤ 0, R > 2.
γ z2 +4
Problem 7 (Shrinking circle). Let f (z) be a function continuous on some open disc centered at z0 .
For ε > 0, let γε be the circle |z − z0 | = ε. Show that
Z
1 f (z)
lim dz = f (z0 ). (1.4)
ε→0 2πi γ z − z0
ε

(Hint: Parametrize γε and apply Theorem A.)

Let γ1 and γ2 be piecewise smooth curves so that γ1 ends at the same point γ2 begins, i.e. if γ1 and
γ2 have parameter intervals [a1 , b1 ] and [a2 , b2 ] then γ1 (b1 ) = γ2 (a2 ).

The sum of γ1 and γ2 is the curve γ1 + γ2 gluing them together; formally, this is
(
γ1 (t) a1 ≤ t ≤ b 1
(γ1 + γ2 )(t) =
γ2 (t + a2 − b1 ) b1 ≤ t ≤ b1 + b2 − a2 .

Recall the reverse orientation of a curve γ is denoted by the curve −γ. Therefore, the curves γ1 and
−γ2 can be glued together if γ1 and γ2 both end at the same point. Abusing notation, let γ1 − γ2
denote the sum of curves γ1 and −γ2 ; that is,

γ1 − γ2 = γ1 + (−γ2 ).

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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

Theorem C
Let γ, γ1 , and γ2 be piecewise smooth curves. Let f be a continuous complex-valued function on
γ, γ1 and γ2 . Then
Z Z
i) f (z)dz = − f (z)dz
−γ γ
Z Z Z
ii) f (z)dz = f (z)dz + f (z)dz if γ2 begins where γ1 ends.
γ1 +γ2 γ1 γ2
Z Z Z
iii) f (z)dz = f (z)dz − f (z)dz if γ1 and γ2 end at the same point.
γ1 −γ2 γ1 γ2

Remark. If γ is piecewise smooth then γ is the sum of a finite number of smooth curves. That is,
R = γ1 + γ2 + · · · + γn for some smooth curves γ1 , . . . , γn . Thus, by Theorem C, we may compute
γ
γ
f (z)dz by dividing it into smooth pieces; that is,
Z n Z
X
f (z)dz = f (z)dz.
γ j=1 γj

Problem 8 (Yet another heuristic interpretation). Illustrate the statements in Theorem C with
drawings and heuristic explanations. Use multiple colors.
Problem 9 (Adding and subtracting many curves). Consider the colored and labelled curves
γ1 , γ2 , γ3 , γ4 and γ below.

Z Z
(a) Express f (z)dz in terms of f (z)dz for i = 1, 2, 3, 4.
γ γi

(b) Draw the curve γ̃ = γ4 − γ2 − γ3 . Make its orientation clear.

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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

1.3 Path Independence


The introduction of line integrals for a complex-valued function f (z) poses a serious question
motivated from multivariable calculus:
Z
When are line integrals f (z)dz independent of the path γ? (1.5)
γ

This phenomenon is path independence. Here are some equivalent formulations of (1.5).
Z
• Under what circumstances does the value of f (z)dz depend only on the endpoints of γ and
γ
not the path γ itself?
Z Z
• Under what circumstances does f (z)dz = f (z)dz for any two choices of γ1 and γ2 with
γ1 γ2
the same endpoints?
Z
• Under what circumstances does f (z)dz = 0 for any closed curve γ?
γ

Let’s do some preliminary investigations.

Problem 10 (Testing path independence). Let γ1 (t) = 2eit for 0 ≤ t ≤ π. Let γ2 be the straight
line segment from 2 to −2.

(a) Draw γ1 and γ2 in the same complex plane. Use different colors.

(b) Show that Z Z


2
z dz = z 2 dz.
γ1 γ2

While this doesn’t prove path independence, this constitutes evidence of path independence!

Problem 11 (Example of path independence). Let m ≥ 1 be an integer. Let p and q be complex


numbers. Let γ be any piecewise smooth path that begins at p and ends at q. Show
Z
1
z m dz = q m+1 − pm+1 .

(1.6)
γ m+1

This is an example of path independence because the RHS of (1.6) depends only on the endpoints
of γ. In particular, if γ is also closed (i.e. p = q) then
Z
z m dz = 0. (1.7)
γ

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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

2 Green’s Theorem
The complete answer to question (1.5) and many related questions is given by the incredibly impor-
tant and foundational Green’s Theorem.

For the entirety of this section, let Ω be a domain1 whose boundary Γ = ∂Ω consists of a finite
number of disjoint, piecewise smooth simple closed curves γ1 , . . . , γn .

The boundary Γ of Ω is positively oriented by requiring Ω remain on the left as we walk along
any part Γ. In other words, the “outer” piece of Γ is oriented counterclockwise and any “inner” piece
of Γ is oriented clockwise (see diagram above).

Let f be a continuous complex valued function on Γ. The line integral of f along Γ is given by
Z n Z
X
f (z)dz = f (z)dz.
Γ j=1 γj

R
Notice we can already compute γj
f (z)dz since γj is a piecewise smooth simple closed curve.

Problem 12 (Draw an example). Let Ω = {z ∈ C : 1 < |z| ≤ 2}.

(a) Describe Γ = ∂Ω as a finite number of disjoint piecewise smooth simple closed curves.

(b) Draw a positive orientation of Γ.

1
Remember a domain is an open connected subset of C.

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Asif Zaman Functions of a Complex Variable Tuesday January 30, 2018

A function f has continuous first partial derivatives on an open set D if, writing f = u + iv, the
derivatives
∂f ∂u ∂v ∂f ∂u ∂v
= +i , = +i
∂x ∂x ∂x ∂y ∂y ∂y
∂u ∂v ∂u ∂v
are continuous on D. This occurs if and only if all of , , ,
∂x ∂x ∂y
and ∂y
are continuous on D.
Theorem (Green’s Theorem)
Assume f has continuous first partial derivatives ∂f
∂x
and ∂f
∂y
on an open set containing the
domain Ω and its boundary Γ = ∂Ω. Then
Z Z Z n
∂f ∂f o
f (z)dz = i +i dxdy.
Γ Ω ∂x ∂y

As you’ll see in the homework, this is the usual Green’s Theorem from multivariable calculus. Let’s
interpret Green’s Theorem and investigate one very important consequence.

Problem 13 (Interpret Green’s Theorem). Provide a heuristic justification and physical interpreta-
tion of Green’s Theorem. Accompany your description with a relevant diagram. (Hint: Divide Ω
into a grid of triangles and consider the “swirl” within each triangle. How do they add up?)

Problem 14 (Cornerstone Example). Let γ be a piecewise smooth positively oriented simple closed
curve. If p ∈ C does not belong to γ then show that
Z (
1 1 1 if p is inside γ,
dz = (2.1)
2πi γ z − p 0 if p is outside γ.

(Hint: Use Green’s Theorem and Problem 7 with f (z) ≡ 1.)

Problem 15 (Characterizing Path Independence). Consider the statement of Green’s Theorem.


Z
(a) What simple condition on f and its derivatives guarantees f (z)dz = 0?
Γ

(b) Given your answer in (a), what might it suggest about question (1.5) on path independence?

(c) Translate the condition you obtained in (a) to conditions on u = Re(f ) and v = Im(f ).

This worksheet is based on 1999


c Complex Variables, 2ed by S. Fisher.

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