4 - Complex Integrals

Chapter 4.
Complex
Integration
#week 4
Chapter 4: Integrals
 Derivatives of Functions w(t)
 Definite Integrals of Functions w(t)
 Contours; Contour Integrals;
 Some Examples; Example with Branch Cuts
 Upper Bounds for Moduli of Contour Integrals
 Anti derivatives; Proof of the Theorem
 Cauchy-Goursat Theorem; Proof of the Theorem
 Simply Connected Domains; Multiple Connected Domains;
 Cauchy Integral Formula; An Extension of the Cauchy Integral Formula;
Some Consequences of the Extension
 Liouville’s Theorem and the Fundamental Theorem
 Maximum Modulus Principle
2
37. Derivatives of Functions w(t)
 Consider derivatives of complex-valued functions w of

real variable t
w(t) = u(t) +iv(t)
where the function u and v are real-valued functions of t.
The derivative
d
w'(t), or w(t)
dt
of the function w(t) at a point t is defined as
w'(t) = u'(t)+iv'(t)
3
 Properties
For any complex constant z0=x0+iy0,
u(t) v(t)
d
[z0 w(t)] = [(x0 + iy0 )(u + iv)]' = [(x0u - y0 v)+ i(y0u + x0 v)]'
dt
= (x0u - y0 v)'+i(y0u + x0v)'
= (x0u'- y0v')+ i(y0u'+ x0v')

= (x0 + iy0 )(u'+iv') = z0 w'(t)
4
 Properties
d z0 t
e = z0 e z 0 t
dt
where z0=x0+iy0. We write
u(t) v(t)
e z0t  e( x0 iy0 )t  e x0t cos y0t  ie x0 t sin y0t
d z0t
e  (e cos y0t ) ' i(e sin y0t ) '
x0t x0 t
dt
Similar rules from calculus and some simple algebra then lead us to the expression
d z0t
e  ( x0  iy0 )e( x0 iy0 )t  z0e z0t
dt
5
 Example
Suppose that the real function f(t) is continuous on an
interval a≤ t ≤b, if f’(t) exists when a<t<b, the mean value
theorem for derivatives tells us that there is a number ζ in
the interval a<ζ<b such that
f (b) - f (a)
f '(V ) =
b-a
6
 Example (Cont’)
The mean value theorem no longer applies for some
complex functions. For instance, the function
w(t) = eit
on the interval 0 ≤ t ≤ 2π .
Please note that
| w'(t) |=| ieit |=1
And this means that the derivative w’(t) is never zero, while
w(2 )  w(0)
w(2 )  w(0)  0 w '( )   0,  （0，
2）
2  0
7
38. Definite Integrals of Functions w(t)
 When w(t) is a complex-valued function of a real variable

t and is written
w(t) = u(t) +iv(t)
where u and v are real-valued, the definite integral of
w(t) over an interval a ≤ t ≤ b is defined as
b b b
 w(t )dt   u(t )dt  i  v(t )dt

a a a
Provided the individual integrals on the right exist.

b b b b
Re  w(t )dt   Re w(t )dt & Im  w(t )dt   Im w(t )dt
a a a a
8
 Example 1
1 1 1
2
0 (1  it ) dt  0 (1  t )dt  i 0 2tdt  3  i
2 2
9
 Properties
The existence of the integrals of u and v is ensured if
those functions are piecewise continuous on the interval
a ≤ t ≤ b. For instance,
b c b
 w(t )dt   w(t )dt   w(t )dt

a a c
10
 Integral vs. Anti-derivative

Suppose that
w(t )  u (t )  iv(t ),W (t )  U (t )  iV (t )
are continuous on the interval a ≤ t ≤ b.
If W’(t)=w(t) when a ≤ t ≤ b, then U’(t)=u(t) and V’(t)=v(t).
Hence, in view of definition of the integrals of function
b b b
 w(t )dt   u(t )dt  i  v(t )dt

a a a
 U (t ) ba  iV (t ) b
a  [U (b)  iV (b)]  [U (a)  iV (a)]
 W (b)  W (a)  W (t ) b
a
11
 Example 2
Since d eit 1 d it 1 it
( ) e  ie  eit
dt i i dt i
one can see that
 
4 it  i
e e 1 4
0 e dt  i  
it 4
0
i i
1 1
  i (1  )
2 2
12
 Example 3
Let w(t) be a continuous complex-valued function of t defined on an
interval a ≤ t ≤ b. In order to show that it is not necessarily true that
there is a number c in the interval a <t< b such that
b
 w(t )dt  w(c)(b  a)

a
We write a=0, b=2π and use the same function w(t)=eit (0 ≤ t ≤ 2π) as the
Example in the previous Section (pp.118). We then have that
2 2 it
e
0 0
2
w (t ) dt  e it
dt  0 0
i
However, for any number c such that 0 < c < 2π
| w(c)(b  a) || eic | 2  2
And this means that w(c)(b-a) is not zero.
13
38. Homework
pp. 121
Ex. 1, Ex. 2, Ex. 4
14
39. Contours
 Arc
A set of points z=(x, y) in the complex plane is said to be an
arc if
x  x(t ) & y  y (t ), a  t  b
where x(t) and y(t) are continuous functions of the real
parameter t. This definition establishes a continuous
mapping of the interval a ≤ t ≤ b in to the xy, or z, plane.
And the image points are ordered according to increasing
values of t. It is convenient to describe the points of C by
means of the equation
z (t )  x(t )  iy (t )
15
39. Contours
 Simple arc (Jordan arc)

The arc C: z(t)=x(t)+iy(t) is a simple arc, if it does not
cross itself; that is, C is simple if z(t1)≠z(t2) when t1≠t2
 Simple closed curve (Jordan curve)

When the arc C is simple except for the fact that
z(b)=z(a), we say that C is simple closed curve.
Define that such a curve is positively oriented when it is in the

counterclockwise direction.
16
39. Contours
 Example 1
The polygonal line defined by means of the equations
 x  ix, if 0  x  1
z
 x  i, if 1  x  2
and consisting of a line segment from 0 to 1+i followed
by one from 1+i to 2+i is a simple arc
17
39. Contours
 Example 2~4
i
 The unit circle z  e ,(0    2 )
about the origin is a simple closed curve, oriented in the
counterclockwise direction.
i
So is the circle z  z 0  e , (0    2 )
centered at the point z0 and with radius R.
 The set of points z  ei ,(0    2 )
This unit circle is traveled in the clockwise direction.
 The set of point z  ei 2 ,(0    2 )
This unit circle is traversed twice in the counterclockwise
direction. Note: the same set of points can make up different arcs.
18
39. Contours
 The parametric representation used for any given

arc C is not unique
To be specific, suppose that t   ( ),     
where Φ is a real-valued function mapping an interval α ≤ τ
≤ β onto a ≤ t ≤ b.
C : z (t ), a  t  b
C : Z ( )  z ( ( )),     
The same arc C
Here we assume Φ is a continuous functions with a continuous

derivative, and Φ’(τ)>0 for each τ (why?)
19
39. Contours
 Differentiable arc
Suppose the arc function is z(t)=x(t)+iy(t), and the
components x’(t) and y’(t) of the derivative z(t) are continuous
on the entire interval a ≤ t ≤ b.
Then the arc is called a differentiable arc, and the real-valued
function
| z '(t ) | [ x '(t )]2  [ y '(t )]2
is integrable over the interval a ≤ t ≤ b.
In fact, according to the definition of a length in calculus, the
length of C is the number b
L   | z '(t ) | dt   ds
a C
Note: The value L is invariant under certain changes in the representation for C.
20
39. Contours
 Smooth arc
A smooth arc z=z(t) (a ≤ t ≤ b), then it means that the derivative z’(t)
is continuous on the closed interval a ≤ t ≤ b and nonzero
throughout the open interval a < t < b.
 A Piecewise smooth arc (Contour)

Contour is an arc consisting of a finite number of smooth arcs joined
end to end. (e.g. Fig. 36)
 Simple closed contour

When only the initial and final values of z(t) are the same, a contour
C is called a simple closed contour. (e.g. the unit circle in Ex. 5 and
6)
21
39. Contours
 Jordan Curve Theorem
Interior of C (bounded)
Jordan Curve Theorem asserts that

every Jordan curve divides the plane into
an "interior" region bounded by the curve
and an "exterior" region containing all of
the nearby and far away exterior points.
Jordan curve
Exterior of C (unbounded)
Refer to: http://en.wikipedia.org/wiki/Jordan_curve_theorem
22
39. Homework
pp. 125-126
Ex. 1, Ex. 3, Ex.4
23
40. Contour Integrals
 Consider the integrals of complex-valued function f of

the complex variable z on a given contour C, extending
from a point z=z1 to a point z=z2 in the complex plane.
 f ( z )dz
C
or z2
 f ( z )dz
z1
When the value of the integral is independent of the choice

of the contour taken between two fixed end points.
24
 Contour Integrals
Suppose that the equation z=z(t) (a ≤ t ≤b) represents a
contour C, extending from a point z1=z(a) to a point z2=z(b).
We assume that f(z(t)) is piecewise continuous on the interval
a ≤ t ≤b, then define the contour integral of f along C in terms
of the parameter t as follows
 f ( z)dz   f ( z(t )) z '(t )dt

C a
Contour integral On the integral [a b] as defined previously
Note the value of a contour integral is invariant under a change

in the representation of its contour C.
25
 Properties
z
C
0 f ( z )dz  z0  f ( z )dz
C
 [ f ( z )  g ( z)]dz   f ( z)dz   g( z)dz

C C C
 f ( z )dz   f ( z )dz
-C C
Note that the value of the contour integrals

depends on the directions of the contour
26
 Properties
 f ( z)dz   f ( z)dz   f ( z)dz

C C1 C2
The contour C is called the sum of its legs C1 and C2 and is denoted by C1+C2
27
41. Some Examples
 Example 1
Let us find the value of the integral I   zdz
C
when C is the right-hand half

i  
z  2e , (   )
2 2
 /2  /2
I  f ( z ( ))z '( )d   2ei (2ei ) ' d  4 i
 /2  /2
4 dz
C z dz  4 i C z   i
zz
 zdz  4 i
C
C z dz  4 i
28
41. Some Examples
 Example 2
C1 denotes the polygnal line OAB, calculate the integral
I1   f ( z)dz  
OA
f ( z )dz  
AB
f ( z )dz
C1
Where
f ( z)  y  x  i3x2 ,( z  x  iy)
The leg OA may be represented parametrically as z=0+iy, 0≤y ≤1
In this case, f(z)=yi, then we have

1
i

OA
f ( z )dz   yidy 
0
2
29
41. Some Examples
 Example 2 (Cont’)
Similarly, the leg AB may be represented parametrically as z=x+i, 0≤x ≤1

In this case, f(z)=1-x-i3x2, then we have
1
1
 f ( z )dz   (1  x  i3x ) 1dx   i
2
AB 0
2
Therefore, we get
I1   f ( z)dz  
C1 OA
f ( z )dz  
AB
f ( z )dz
i 1 1 i
  (  i) 
2 2 2
30
41. Some Examples
C2 denotes the polygonal line OB of the line y=x, with
parametric representation z=x+ix (0≤ x ≤1)
1
I2  
C2
f ( z )dz   i3 x 2 (1  i ) dx  1  i
0
-1+i

OABO
f ( z )dz  
C1 -C2
f ( z )dz =I1 -I 2 =
2
A nonzero value
31
41. Some Examples
 Example 3
We begin here by letting C denote an arbitrary smooth arc
z  z (t ), (a  t  b)
from a fixed point z1 to a fixed point z2. In order to calculate
the integral b
 zdz   z(t ) z '(t )dt

C a
Please note that

d [ z (t )]2
 z (t ) z '(t )
dt 2
32
41. Some Examples
z (b) 2  z (a) 2 z2 2  z12

b
[ z (t )]2
C zdz  a z(t ) z '(t )dt  2  
b
a
2 2
The value of the integral is only dependent on the two end points z1 and z2
z2 2  z12
z2
C zdz  z zdz  2
1
33
41. Some Examples
When C is a contour that is not necessarily smooth since a
contour consists of a finite number of smooth arcs Ck
(k=1,2,…n) jointed end to end. More precisely, suppose that
each Ck extend from wk to wk+1, then
n
 zdz    zdz
C k 1 Ck
n wk 1 n
wk 12  wk 2
  zdz  
k 1 wk k 1 2
wn 12  w12 z2 2  z12
 
2 2
34
42. Examples with Branch Cuts
 Example 1
Let C denote the semicircular path z  3ei (0     )
from the point z=3 to the point z = -3.
Although the branch
1
f ( z)  z 1/2
 exp( log z ), (| z | 0, 0  arg z  2 )
2
of the multiple-valued function z1/2 is not defined at the
initial point z=3 of the contour C, the integral
I   z1/2 dz nevertheless exists.

C
Why?
35
Note that z( )  3ei
3 3
f [ z ( )]z '( )  ( 3ei /2 )(3iei )  3 3 sin
 i3 3 cos 0  
2 2
At θ=0, the real and imaginary component are 0 and 3 3
Thus f[z(θ)]z’(θ) is continuous on the closed interval 0≤ θ ≤ π when its value at θ=0
is defined as 3 3i

I   z1/2 dz  3 3i  ei 3 /2 d
C 0
2 i 3 /2 
 e 0  2 3(1  i)
3i
36
 Example 2
Suppose that C is the positively oriented circle
z  Rei (     )
Let a denote any nonzero real number. Using the principal branch
f ( z)  z a1  exp[(a  1) Logz] (| z | 0,   Argz   )

of the power function za-1, let us evaluate the integral
I   z a 1dz
-R C
37
when z(θ)=Reiθ, it is easy to see that
f [ z( )]z '( )  iRa eia
where the positive value of Ra is to be taken.
Thus, this function is piecewise continuous on -π ≤ θ ≤ π, the
integral exists.

eia  2Ra
I   z dz  iR  e d  iR [
a 1 a ia
]   i
a
sin a
C 
ia a
 If a is a nonzero integer n, the integral becomes 0
 If a is zero, the integral becomes 2πi.
38
42. Homework
pp. 135-136
Ex. 2, Ex. 5, Ex. 7, Ex. 8, Ex. 10
39
43. Upper Bounds for Moduli of Contour Integrals
 Lemma
If w(t) is a piecewise continuous complex-valued function
defined on an interval a ≤ t ≤b
b b
|  w(t )dt |  | w(t ) | dt
a a
Proof:
b b b
Case #1:  w(t )dt  0

a
|  w(t )dt |  | w(t ) | dt
a a
holds
b b
Case #2:  w(t ) dt  r0 e i0

0 r0   ei0 w(t )dt
a a
40
 Lemma (Cont’)
b
r0   ei0 w(t )dt
a
Note that the values in both sizes of this equation are real numbers.
b b
r0  Re[  ei0 w(t )dt ]   Re[ei0 w(t )]dt
a a
Re[ei0 w(t )] | ei0 w(t ) || ei0 || w(t ) || w(t ) |
b b
r0 |  w(t )dt |  | w(t ) | dt
a a
Why?
41
 Theorem
Let C denote a contour of length L, and suppose that a
function f(z) is piecewise continuous on C. If M is a
nonnegative constant such that
| f ( z ) | M
For all point z on C at which f(z) is defined, then

|  f ( z )dz | ML
C
42
 Theorem (Cont’)
Proof: We let z=z(t) (a ≤ t ≤ b) be a parametric
representation of C. According to the lemma, we have
b b
|  f ( z )dz ||  f [ z (t )]z '(t )dt |  | f [ z (t )]z '(t ) | dt
C a a
b b
 | f [ z(t )]z '(t ) | dt   M | z '(t ) | dt | f ( z ) | M

a a
b
 M  | z '(t ) | dt  ML
a
43
 Example 1
Let C be the arc of the circle |z|=2 from z=2 to z=2i that lies
in the first quadrant. Show that z  4 6
| dz |
C
z 1
3
7
Based on the triangle inequality,
| z  4 || z | 4  6 | z 3 1||| z |3 1| 7

Then, we have
z4 6
| |
z 1 7
3
And since the length of C is L=π, based on the theorem

z4 6
|  3 dz |
C
z 1 7
44
 Example 2
i
Here CR is the semicircular path z  Re ,0    
and z1/2 denotes the branch (r>0, -π/2<θ<3π/2)
1
z 1/2
 exp( log z )  rei /2
2
Without calculating the integral, show that
z1/2
R   z 2  1
lim dz  0
CR
45
z1/2
lim  2 dz  0
R 
CR
z 1
Note that when |z|=R>1
| z1/2 || Rei /2 | R z1/2 R
| 2 | M R  2
z 1 R 1
| z 2  1||| z |2 1| R2 1
Based on the theorem

z1/2 R R
| 2 dz |  M R L  2 ( R ) lim ( R)  0
R  R 2  1
CR
z 1 R 1
46
43. Homework
pp. 140-141
Ex. 3, Ex. 4, Ex. 5
47
44. Antiderivatives
 Theorem
Suppose that a function f (z) is continuous on a domain D. If
any one of the following statements is true, then so are the
others
a) f (z) has an antiderivative F(z) throughout 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, namely
z2
 f ( z )dz  F ( z )  F ( z2 )  F ( z1 )
z2
z1
z1
where F(z) is the antiderivative in statement (a);

c) the integrals of f (z) around closed contours lying entirely in D
all have value zero. 48
44. Antiderivatives
 Example 1
The continuous function f (z) = z2 has an antiderivative
F(z) = z3/3 throughout the plane. Hence
1 i 3
z 2

1 i
z 2 dz  0  (1  i )
0
3 3
For every contour from z=0 to z=1+i
49
44. Antiderivatives
 Example 2
The function f (z) = 1/z2, which is continuous everywhere
except at the origin, has an antiderivative F(z) = −1/z in the
domain |z| > 0, consisting of the entire plane with the origin
deleted. Consequently,
dz
C z 2  0
Where C is the positively oriented circle
50
44. Antiderivatives
 Example 3
Let C denote the circle as previously, calculate the integral
1
I   dz
C
z
It is known that
1
For any given branch (log z ) '  , ( z  0)
z
1
I   dz  0 ?
C
z
51
44. Antiderivatives
i  
Let C1 denote z  2e , ( 2    2 )
The principal branch
Logz  ln r  i, (r  0,      )
2i
1 1
C1 z dz  2i z dz  Logz  Log (2i )  Log (2i )   i
2i
2i
52
44. Antiderivatives
 3
Let C2 denote z  2ei , (   )
2 2
Consider the function
logz  ln r  i , (r  0, 0    2 )
Why not Logz?
2i
1 1
C 2 z dz  2i z dz  logz  log (2i )  log (2i )   i
2i
2 i
53
44. Antiderivatives
The value of the integral of 1/z around the entire circle
C=C1+C2 is thus obtained:
dz dz dz
C z C1 z C2 z   i   i  2 i  0
 
54
44. Antiderivatives
 Example 4
Let us use an antiderivative to evaluate the integral

C1
z1/ 2 dz
where the integrand is the branch

1
f ( z)  z 1/2
 exp( log z )  rei /2 , (r  0, 0    2 )
2
Let C1 is any contour from z=-3 to 3 that, except for

its end points, lies above the X axis.
Let C2 is any contour from z=-3 to 3 that, except for

its end points, lies below the X axis.
55
44. Antiderivatives
1
f ( z )  z1/2  exp( log z )  rei /2 , (r  0, 0    2 )
2
 3
f1  rei /2 , (r  0,    )
2 2
f1 is defined and continuous everywhere on C1
2 i 3 /2  3
F1 ( z )  r re , (r  0,     )
3 2 2
 dz  F1 ( z)  2 3(1  i)
1/2 3
z 3
C1
56
44. Antiderivatives
1
f ( z )  z1/2  exp( log z )  rei /2 , (r  0, 0    2 )
2
 5
f 2  rei /2 , (r  0,   )
2 2
f2 is defined and continuous everywhere on C2
57
45. Proof of the Theorem
Basic Idea: (a)  (b)  (c)  (a)

1.(a)  (b)
Suppose that (a) is true, i.e. f(z) has an antiderivative
F(z) on the domain D being considered.
If a contour C from z1 to z2 is a smooth are lying in D,
with parametric representation z=z(t) (a≤ t≤b), since
d
F ( z (t ))  F '[ z (t )]z '(t )  f ( z (t )) z '(t ), (a  t  b)
dt
b
 f ( z )dz   f ( z (t )) z '(t )dt  F ( z (t ))  F ( z (b))  F ( z (a))  F ( z 2 )  F ( z1 )

b
a
C a
Note: C is not necessarily a smooth one, e.g. it may contain finite number of smooth arcs.
58
b) (b) (c)
Suppose the integration is independent of paths, we try
to show that the value of any integral around a closed
contour C in D is zero.
 f ( z)dz   f ( z)dz
C1 C2
C=C1-C2 denote any integral around a closed contour C in D
 f ( z)dz   f ( z)dz  
C C1  C2
f ( z )dz
  f ( z)dz   f ( z)dz  0
C1 C2
59
c) (c)  (a)
Suppose that the integrals of f (z) around closed
contours lying entirely in D all have value zero. Then,
we can get the integration is independent of path in D
(why?)
We create the following function
z
F ( z)   f ( s)ds
z0
and try to show that F’(z)=f(z) in D

i.e. (a) holds
60
z
F ( z)   f ( s)ds
z0
z z z z z
F ( z  z)  F ( z)  
z0
f ( s )ds   f ( s )ds 
z0

z
f ( s )ds
Since the integration is independent of path in D, we consider the path

of integration in a line segment in the following. Since
z z z z
1

z
ds  z f ( z) 
z 
z
f ( z )ds
z z
F ( z  z)  F ( z) 1
z
 f ( z) 
z 
z
[ f ( s)  f ( z )]ds
61
Please note that f is continuous at the point z, thus, for each positive number ε,
a positive number δ exists such that
When | s  z |  | f ( s )  f ( z ) | 
Consequently, if the point z+Δz is close to z so that | Δ z| <δ, then
z z
F ( z  z)  F ( z) 1 1
|
z
 f ( z ) ||
z 
z
[ f ( s)  f ( z )]ds |
| z|
 | z | 
F ( z  z)  F ( z)
F '( z )  lim  f ( z)
z 0 z
62
45. Homework
pp. 149
Ex. 2, Ex. 3, Ex. 4
63
46. Cauchy-Goursat Theorem
 Cauchy-Goursat Theorem
 Give other conditions on a function f which ensure that
the value of the integral of f(z) around a simple closed
contour is zero.
 The theorem is central to the theory of functions of a
complex variable, some modification of it, involving
certain special types of domains, will be given in
Sections 48 and 49.
64
Let C be a simple closed contour z=z(t) (a≤t ≤b) in the positive sense,
and f is analytic at each point. Based on the definition of the
contour integrals b
 f ( z)dz   f ( z(t )) z '(t )dt

C a
And if f(z)=u(x,y)+iv(x,y) and z(t)=x(t) + iy(t)

b b b
 f ( z)dz   f ( z (t )) z '(t )dt   (ux ' vy ')dt  i  (vx ' uy ')dt

C a a a
  udx  vdy  i  vdx  udy

C C
65
Based on Green’s Theorem, if the two real-valued functions P(x,y) and Q(x,y), together
with their first-order partial derivatives, are continuous throughout the closed region R
consisting of all points interior to and on the simple closed contour C, then
 Pdx  Qdy   (Q
C R
x  Py )dA
 f ( z )dz   udx  vdy  i  vdx  udy

C C C
 (v
R
x  u y )dA,( P  u, Q  v)  (u
R
x  vy )dA,( P  v, Q  u )
If f(z) is analytic in R and C, then the Cauchy-Riemann equations shows that

Both become zeros
u y  v x , u x  v y
 f ( z )dz  0
C
66
 Example
If C is any simple closed contour, in either direction,
then
 )dz  0
3
exp( z
C
This is because the composite function f(z)=exp(z3) is

analytic everywhere and its derivate f’(z)=3z2exp(z3) is
continuous everywhere.
67
 Two Requirements described previously

 The function f is analytic at all points interior to and on
a simple closed contour C, then
 The derivative f’ is continuous there
 Goursat was the first to prove that the condition of

continuity on f’ can be omitted.
68
 Cauchy-Goursat Theorem
If a function f is analytic at all points interior to and on a
simple closed contour C, then
Interior of C (bounded)  f ( z )dz  0

C
69
48. Simply Connected Domains
 Simple Connected domain

A simple connected domain D is a domain such that
every simple closed contour within it encloses only points
of D. For instance,
A simple
connected domain
The set of points interior to Not a simple connected domain

a simple closed contour
70
 Theorem 1
If a function f is analytic throughout a simply connected
domain D, then
 f ( z )dz  0
C
for every closed contour C lying in D.
Basic idea: Divide it into finite simple

closed contours. For this example,
4
 f ( z)dz    f ( z )dz  0
C k 1 Ck
71
 Example
If C denotes any closed contour lying in the open disk
|z|<2, then
z
ze
C ( z 2  9)5 dz  0
This is because the disk is a simply

connected domain and the two
singularities z = ±3i of the integrand
are exterior to the disk.
72
 Corollary
A function f that is analytic throughout a simply
connected domain D must have an antiderivative
everywhere in D.
Refer to the theorem in Section 44 (pp.142), (c)(a)
73
49. Multiply Connected Domains
 Multiply Connected Domain

A domain that is not simple connected is said to be
multiply connected. For instance,
Multiply connected domain Multiply connected domain
The following theorem is an adaptation of the Cauchy-Goursat

theorem to multiply connected domains.
74
 Theorem
Suppose that
(a) C is a simple closed contour, described in the counterclockwise direction;
(b) Ck (k = 1, 2, . . . , n) are simple closed contours interior to C, all described in
the clockwise direction, that are disjoint and whose interiors have no points in
common.
If a function f is analytic on all of these contours and throughout the multiply
connected domain consisting of the points inside C and exterior to each Ck,
then n
 f ( z)dz    f ( z)dz  0
C k 1 Ck
Main Idea:
Multiple  Finite Simple connected domains
75
 Corollary
Let C1 and C2 denote positively oriented simple closed
contours, where C1 is interior to C2. If a function f is
analytic in the closed region consisting of those
contours and all points between them, then
 f ( z)dz   f ( z)dz
C2 C1
76
 Example
When C is any positively oriented simple closed
contour surrounding the origin, the corollary can be
used to show that dz
  2 i
C
z
For a positively oriented circle C0 with center at the original
dz
C z  2 i pp. 136 Ex. 10
0
 f ( z)dz   f ( z)dz  2 i
C C0
77
49. Homework
pp. 160-163
Ex. 1, Ex. 2, Ex. 3, Ex. 7
78
50. Cauchy Integral Formula
 Theorem
Let f be analytic everywhere inside and on a simple closed contour
C, taken in the positive sense. If z0 is any point interior to C, then
1 f ( z)
f ( z0 )  
2 i C z  z0
dz Cauchy Integral Formula
which tells us that if a function f is to be analytic within and on a

simple closed contour C, then the values of f interior to C are
completely determined by the values of f on C.
79
1 f ( z)
f ( z0 )  
2 i C z  z0
dz f ( z)
C z  z0 dz  2 if ( z0 )
Proof:
Let Cρ denote a positively oriented circle |z-z0|=ρ, where ρ is small enough that Cρ
is interior to C , since the quotient f(z)/(z-z0) is analytic between and on the contours
Cρ and C, it follows from the principle of deformation of paths
f ( z )dz f ( z )dz

C

z  z 0 C z  z 0
pp. 136 Ex. 10
This enables us to write 2πi
f ( z )dz dz f ( z )dz dz

C
z  z0
 f ( z0 ) 
C

z  z 0 C z  z 0
 f ( z0 ) 
C
z  z0
f ( z )dz [ f ( z )  f ( z0 )]dz
 
C
z  z0
2 if ( z0 )  
C
z  z0
80
f ( z )dz f ( z )  f ( z0 )dz

C
z  z0
2 if ( z0 )  
C
z  z0
Now the fact that f is analytic, and therefore continuous, at z0 ensures

that corresponding to each positive number ε, however small, there is a
positive number δ such that when |z-z0|< δ
| f ( z)  f ( z0 ) | 
f ( z )dz f ( z )  f ( z0 )dz 
| 2 if ( z0 ) ||  | ( )(2 )  2
C
z  z0 C
z  z0 
f ( z )dz

C
z  z0
 2 if ( z0 ) The theorem is proved.
81
1 f ( z) f ( z)
f ( z0 )  
2 i C z  z0
dz C z  z0 dz  2 if ( z0 )
This formula can be used to evaluate certain integrals along simple closed contours.
Example
Let C be the positively oriented circle |z|=2, since the function
z
f ( z) 
9  z2
is analytic within and on C and since the point z0=-i is interior to C,
the above formula tells us that
z z /(9  z 2 ) i 
C (9  z 2 )( z  i) C z-(-i)
dz  dz  2 i (
10
)
5
82
51. An Extension of the Cauchy Integral Formula
The Cauchy Integral formula can be extended so as to provide an

integral representation for derivatives of f at z0
f ( z) 2 i ( n )
C ( z  z0 )n1 dz  n ! f ( z0 )
n  0,1, 2,...
83
 Example 1
If C is the positively oriented unit circle |z|=1 and
f ( z )  exp(2 z )
then
exp(2 z ) f ( z) 2 i 8 i
C z 4 dz  C ( z  0)31 dz  3! f '''(0)  3
84
 Example 2
Let z0 be any point interior to a positively oriented
simple closed contour C. When f(z)=1, then
dz
C z  z0  2 i
And
dz
C ( z  z0 )n1  0, n  1, 2,...
85
52. Some Consequences of the Extension
 Theorem 1
If a function f is analytic at a given point, then its derivatives of all
orders are analytic there too.
n! f ( z)
( z0 )  
(n)
f dz
2 i C ( z  z0 ) n 1
n  0,1, 2,...
 Corollary
If a function f (z) = u(x, y) + iv(x, y) is analytic at a point z = (x, y),
then the component functions u and v have continuous partial
derivatives of all orders at that point.
86
 Theorem 2
Let f be continuous on a domain D. If
 f ( z )dz  0
C
For every closed contour C in D. then f is analytic

throughout D
87
 Theorem 3
Suppose that a function f is analytic inside and on a
positively oriented circle CR, centered at z0 and with
radius R. If MR denotes the maximum value of |f (z)| on
CR, then
n!M R
| f ( z0 ) |
(n)
n
(n  1, 2,...)
R
The Cauchy’s Inequality
88
52. Homework
pp.170-172
Ex. 2, Ex. 4, Ex. 5, Ex. 7
89

4 - Complex Integrals

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Chapter 4.

 Consider derivatives of complex-valued functions w of

= (x0u'- y0v')+ i(y0u'+ x0v')

 When w(t) is a complex-valued function of a real variable

 w(t )dt   u(t )dt  i  v(t )dt

Provided the individual integrals on the right exist.

 w(t )dt   w(t )dt   w(t )dt

 Integral vs. Anti-derivative

 w(t )dt   u(t )dt  i  v(t )dt

 w(t )dt  w(c)(b  a)

 Simple arc (Jordan arc)

 Simple closed curve (Jordan curve)

Define that such a curve is positively oriented when it is in the

 The parametric representation used for any given

Here we assume Φ is a continuous functions with a continuous

 A Piecewise smooth arc (Contour)

 Simple closed contour

 Jordan Curve Theorem

Jordan Curve Theorem asserts that

Refer to: http://en.wikipedia.org/wiki/Jordan_curve_theorem

 Consider the integrals of complex-valued function f of

When the value of the integral is independent of the choice

 f ( z)dz   f ( z(t )) z '(t )dt

Contour integral On the integral [a b] as defined previously

Note the value of a contour integral is invariant under a change

 [ f ( z )  g ( z)]dz   f ( z)dz   g( z)dz

Note that the value of the contour integrals

 f ( z)dz   f ( z)dz   f ( z)dz

when C is the right-hand half

In this case, f(z)=yi, then we have

Similarly, the leg AB may be represented parametrically as z=x+i, 0≤x ≤1

 zdz   z(t ) z '(t )dt

Please note that

z (b) 2  z (a) 2 z2 2  z12

I   z1/2 dz nevertheless exists.

f ( z)  z a1  exp[(a  1) Logz] (| z | 0,   Argz   )

Case #1:  w(t )dt  0

Case #2:  w(t ) dt  r0 e i0

Re[ei0 w(t )] | ei0 w(t ) || ei0 || w(t ) || w(t ) |

For all point z on C at which f(z) is defined, then

 | f [ z(t )]z '(t ) | dt   M | z '(t ) | dt | f ( z ) | M

Based on the triangle inequality,

| z  4 || z | 4  6 | z 3 1||| z |3 1| 7

And since the length of C is L=π, based on the theorem

Based on the theorem

where F(z) is the antiderivative in statement (a);

For every contour from z=0 to z=1+i

where the integrand is the branch

Let C1 is any contour from z=-3 to 3 that, except for

Let C2 is any contour from z=-3 to 3 that, except for

Basic Idea: (a)  (b)  (c)  (a)

 f ( z )dz   f ( z (t )) z '(t )dt  F ( z (t ))  F ( z (b))  F ( z (a))  F ( z 2 )  F ( z1 )

C=C1-C2 denote any integral around a closed contour C in D

and try to show that F’(z)=f(z) in D

Since the integration is independent of path in D, we consider the path

Consequently, if the point z+Δz is close to z so that | Δ z| <δ, then

 f ( z)dz   f ( z(t )) z '(t )dt

And if f(z)=u(x,y)+iv(x,y) and z(t)=x(t) + iy(t)

 f ( z)dz   f ( z (t )) z '(t )dt   (ux ' vy ')dt  i  (vx ' uy ')dt

  udx  vdy  i  vdx  udy

 f ( z )dz   udx  vdy  i  vdx  udy

If f(z) is analytic in R and C, then the Cauchy-Riemann equations shows that

This is because the composite function f(z)=exp(z3) is

 Two Requirements described previously