80
y
(t) = p + (q p)t
= p(1 t) + qt t [0, 1]
(t) =
( 32
+ t, t ) t [0, 1]
22
10
cos(t),
22
10
sin(t)) t [0, 2]
(t) = (3 t, 1) t [2, 3]
(t) = (0, 4 t) t [3, 4]
2. ORIENTATION
81
y
1
Note that (t) may not be defined at finitely many points, where dierent
smooth curves are joined. This is just a formal diculty; we take (t) to be 0
wherever it is not defined, and then the integral exists as a Riemann integral.
2. Orientation
If is a simple curve that is not closed, it has an initial point and an endpoint
and a direction of motion, and even if we reparametrise it, these do not change.
Similarly, simple closed curves have a direction of motion. We call this orientation. For closed curves, the next theorem lets us find an orientation that does not
depend on the parametrisation.
82
This theorem seems obvious but is actually quite dicult, particularly when
curves such as snowflakes are concerned. We will consider only curves for which it
is easy to identify the interior and exterior.
If is a simple closed curve, then as we travel around , the interior of will
always lie on our left, or always on our right. The standard orientation of is the
direction of motion such that the interior is always on our left. With the standard
orientation, we move around the perimeter of Int() in an anti-clockwise direction.
Exercise 13.10. What is the standard orientation of each of the simple closed
curves described above? Can you define orientation for closed curves that are not
simple?
We will use the expression oriented range of a curve to describe the image of
a simple curve in R2 and a direction of motion along the curve.
3. Vector fields and line integrals
A vector field V on an open subset of R2 is a function from to R2 . A
vector field may be viewed as a pair of functions (v, w), where v, w : R.
Definition 13.11. Given an almost smooth curve : [a, b] R2 and
# a continuous vector field V defined on Range(), we define the line integral V (s) ds
by
"
" b
V (s) ds =
V ((t)) (t) dt.
Again, (t) may not be defined for finitely many points, where dierent continuously dierentiable curves are joined. We take (t) to be 0 wherever it is not
defined, and then the integral exists as a Riemann integral.
The line integral has the usual properties of integration.
Theorem 13.12. Suppose that , R, that : [a, b] R2 is an almost
smooth curve, and that V and W are vector fields defined on Range(). Then the
following hold.
(a) The integral is linear:
"
"
"
(V + W )(s) ds = V (s) ds + W (s) ds.
83
(e) The integral is controlled by the size of the vector field V and the length of the
curve :
$"
$
$
$
$ V (s) ds$ ML,
where L is the length of and M is a number such that |V (s)| M for all
s Range().
B#A
This implies that the integral around starting at the initial point of A is the
same as the integral around starting at the initial point of B.
84
LECTURE 14
Contour integrals
In this lecture, we define contour integrals, and compute some examples.
1. Curves and contours
We define a curve in C much as in R2 : a curve t * (1(t), 2 (t)) is replaced by
a curve t * 1 (t) + i2 (t). The definitions of simple and closed curves are almost
identical, as are joins, reverse curves, reparametrisations, and orientations.
Definition 14.1. Suppose that : [a, b] C is a curve and = 1 (t) + i2 (t),
where 1 , 2 : [a, b] R, that is, 1 (t) = Re((t)) and 2 (t) = Im((t)) for all
t [a, b]. Then we define
(t) = 1 (t) + i2 (t),
provided that both 1 (t) and 2 (t) exist. Note that
1
((t + h) (t)) .
h0 h
We say that : [a, b] C is continuously dierentiable if is defined and continuous on [a, b], and smooth if (t) = 0 for all t [a, b].
(t) = lim
(t) = (t 1) it t [0, 1]
(t) = t + i(t 1) t [0, 1]
Figure 14.1. Examples of parametrised contours
85
86
Examples 14.3. Figure 14.1 illustrates some contours in the complex plane.
In the absence of other information, we assume that closed contours have the
standard orientation.
2. Integrals with complex integrands
Before we discuss integration, we point out that we may dierentiate many
complex-valued functions as if they were real-valued. In particular, if f is a holomorphic function and is a curve in the complex plane, then
d
f ((t)) = f ((t)) (t).
dt
We can prove this by breaking everything up into real and imaginary parts, and
applying the chain rule from multi-variable calculus.
For instance, if (t) = eit , then (t) = ieit . The usual rules of dierentiation
hold for complex curves and functions defined on complex curves, and we do not
always need to break things up into their real and imaginary parts in order to
dierentiate.
Definition 14.4. Suppose that u, v : [a, b] R are real-valued functions, and
that f : [a, b] C is given by f = u + iv. We define
" b
" b
" b
" b
%
&
f (t) dt =
u(t) + iv(t) dt =
u(t) dt + i
v(t) dt,
a
provided that the two real integrals on the right hand side exist.
f (h(t)) h (t) dt =
f (s) ds
c
a
" b
" b
'
(t=b
f1 (t) f2 (t) dt +
f1 (t) f2 (t) dt = f1 (t) f2 (t)
= f1 (b) f2 (b) f1 (a) f2 (a)
t=a
a
a
" b
' et (t=b
eb ea
et dt =
.
=
t=a
3. CONTOUR INTEGRALS
#
0
87
t eit dt.
t
dt =
te
e dt
t=0
i 0
dt
i
0
0 dt
*
)
*
)
"
1
1
1 ' it (t=
i
it
=
e
e dt =
e
i
i
i
t=0
0
)
*
&
1 % i
1
e 1 = i 2.
=
i
i
#
#
Note that this implies that 0 t cos(t) dt
=
2
and
t sin(t) dt = . It is
0
# (1+i)t
easier to integrate an expression like e
dt in this way than to evaluate
#much
et cos(t) dt.
3. Contour integrals
Definition 14.6. Given a simple almost smooth curve : [a, b] C and a
continuous (not necessarily dierentiable)
function f defined on the range of , we
#
define the complex line integral f (z) dz by
"
" b
f (z) dz =
f ((t)) (t) dt.
f (z) dz =
"
f (z(t))
dz
dt, and
dt
dz
dt.
dt
If we now convert back to writing (t), which is a good idea, because we already
use z to mean too many dierent things, then we get the formula in the definition.
Theorem 14.7. Suppose that , C, that : [a, b] C is an almost smooth
curve, and that f and g are complex functions defined on Range(). Then the
following hold.
(a) The integral is linear:
"
"
"
(f (z) + g(z)) dz = f (z) dz + g(z) dz.
88
(e) The size of the integral is controlled by the size of the function f and the length
of the curve :
$"
$
$
$
$ f (z) dz $ ML,
where L is the length of and M is a number such that |f (z)| M for all
z Range().
"
b$
$$
$
$f ((t))$ $ (t)$ dt
"
$
$
M $ (t)$ dt = ML,
89
" 1+
0
" 1+
0
" 1+
,
1 + 2 (t) + 3 (t) + 4 e(t) (t) dt
,
1 + 2 [p + t(q p)] + 3 [p + t(q p)] + 4 ep+t(qp) (q p) dt
,
[1 + 2 p + 3 p] + t[2 (q p) + 3 (q p)] + 4 ep et(qp) (q p) dt
0
,
'
(t=1
+
1
p t(qp)
= [1 + 2 p + 3 p] + [2 (q p) + 3 (q p)] (q p) + 4 e e
2
t=0
,
+
,
+
1
p
(qp)
1
= [1 + 2 p + 3 p] + [2 (q p) + 3 (q p)] (q p) + 4 e e
2
q 2 p2
(q + p)(q p)
+ 3
+ 4 (eq ep ).
= 1 (q p) + 2
2
2
d(t) 2 d 2 (t)
de(t)
+
+ 4
dt
dt
2 dt
dt
0
(t=1
'
2
= 1 (t) + 2 (t) + 4 e(t)
2
t=0
q 2 p2
= 1 (q p) + 2
+ 4 (eq ep ).
2
=
"
90
#
Exercise 14.10. Compute z n dz, where is the circle {z C : |z| = r}
with the standard orientation and n Z.
Answer. First, we parametrise : define (t) = reit where 0 t 2, so
(t) = ireit . Now
"
"
" 2
" 2
n
n
n
z dz = z dz =
(t) (t) dt =
r n eint ireit dt
= ir n+1
"
ei(n+1)t dt = ir n+1
= ir n+1
unless n = 1, in which case
"
"
1
z dz =
+ e2i(n+1) e0 ,
i(n + 1)
2
1 it
r e
0
it
ire dt =
"
= 0,
2
i dt = 2i.
dt = (t)
= 1 1 = 0.
z dz =
(t) (t) dt =
dt
0
0
0
When n = 1,
"
" 2
" 2
'
(2
1
(t)
d Log (t)
dz =
dt =
dt = Log (t)
= 2i.
(t)
dt
0
z
0
0
LECTURE 15
1. An exercise
Exercise 15.1. #Suppose that is a simple closed contour
in C, and that
#
c, d C. Show that (cz + d) dz = 0. Is it always true that Re(z) dz = 0?
d 2 (t)
d
+ d (t) dt
dt 2
dt
a
(t=b
' 2 (t)
+ d(t)
= c
2
t=a
2 (b)
2 (a)
=c
+ d(b) c
d(a)
2
2
= 0,
=
"
since is closed.
The second part of the question needs a counterexample. Take (t) = eit ,
where 0 t 2. By definition,
"
x dz =
"
=i
cos(t) i eit dt
0
"
This integral
92
Corollary 15.3 (Independence of contour). Suppose that is a simply connected domain in C, that f H(), and that and are simple contours with
the same initial point p and the same final point q. Then
"
"
f (z) dz =
f (z) dz.
Idea of the proof. If = {p, q}, then the contour $ is simple and
closed, and so
"
"
"
0=
f (z) dz = f (z) dz
f (z) dz,
#
#
Proof. Fix a base point b in , and for p , define F (p) to be f (z) dz,
where is any simple contour in with initial point b and final point p. This
definition makes sense in light of the previous corollary.
Given p and q in , and a simple contour from p to q, take contours p
from b to p and q from b to q, such that p q {p, q}, p {b, p} and
93
Now we take p , and show that F (p) = f (p). To do so, we need to make
$
$ F (q) F (p)
$
$
f (p)$
$
qp
$
$ $
$
"
$ F (q) F (p)
$ $ 1
$
$
$
$
$
f
(p)
=
f
(z)
dz
f
(p)
$
$ $q p
$
qp
$
$
"
$ 1
%
& $
f (z) f (p) dz $$
= $$
qp
1
94
y
2
95
4. History
The CauchyGoursat theorem is mathematically important because it will lead
to the Cauchy integral formula, one of the most useful formulae in complex analysis. One of the uses of this formula is to compute integrals. Another is to show
that a holomorphic function in a domain has continuous partial derivatives,
and indeed is infinitely dierentiable. We stated several theorems earlier about
holomorphic functions which include the hypotheses that f is holomorphic and
that f is continuous, and it is useful to know that the continuity hypothesis is
automatically true. At least in principle, we should check that the hypotheses of a
theorem are satisfied before we apply the theorem, and so it is good to make these
hypotheses unnecessary.
Augustin Cauchy was one of the finest French mathematicians of the first half of
the 1800s, and he developed much of what is in a course on complex analysis today,
as well as making precise the idea of limit that had been worrying mathematicians
and philosophers of mathematics since the time of Newton and Leibniz. The
CauchyGoursat theorem is Goursats 1884 improvement of a theorem of Cauchy
from 1829it says something of Goursats ability that he could improve the work
of Cauchy.
Some of Cauchys ideas were being developed simultaneously by George Green,
an uneducated miller from Nottingham, who gave us Greens theorem in 1828.
5. Connection with vector fields
Take a simple almost smooth curve : [a, b] C, and write (t) = 1 (t)+i2 (t)
and f (z) = u(x, y) + iv(x, y). Let (t) be the analogue of in R2 , that is,
(t) = (1 (t), 2 (t)). Then
"
" b
f (z) dz =
(u((t)) + iv((t))) (1 (t) + i2 (t)) dt
"
=
U((t)) (t) dt + i
V ((t)) (t) dt
a
"a
"
=
U(s) ds + i V (s) ds,
and
96