Fall 2005
In other words, just as with complex line integrals, you just substitute the parameterization
of the curve into the symbols in the left-hand integral to define an ordinary Riemann integral
on the right.
Example 2.R Let be the quarter of the unit circle in the first quadrant, from 1 to (1 + i)/ 2.
Compute y dx + x dy.
Solution. Parameterize , say by
x = cos t, y = sin t,
Thus dx = sin t dt and dy = cos t dt, so
Z
Z
def
y dx + x dy =
0 t /4.
/4
( sin2 t + cos2 t) dt
t=0
/4
cos 2t dt =
t=0
[sin sin 0]
2
2
1
2
1
1
/4
sin 2t|0
2
Physical interpretation. Recall from Calculus III that if F = ui + vj is a force field defined
on , and we write dR = dxi + dyj, then F dR can be though of as the work done in by
the force field in pushing a particle over through a displacement dR, and
Z
Z
u dx + v dy = F dR
Z
f (z) dz =
Z
u dx v dy + i
(u + iv)(dx + idy) =
v dx + u dy
Proof of (1). has a complex parameterization z = (t) = x(t) + iy(t), t [a, b], for
which the corresponding real parameterization is
x = x(t), y = y(t),
t [a, b].
t=a
=
a
Z
=
Z
+i
a
def
Z
u dx v dy + i
v dx + u dy.
dx dy
x
y
Amusing application. Suppose and are as in the statement of Greens Theorem. Set
P (x, y) 0 and Q(x, y) = x. Then according to Greens Theorem:
Z
ZZ
x dy =
1 dx dy = area of .
Exercise 1. Find some other formulas for the area of . For example, set Q 0 and
P (x, y) = y. Can you find one where neither P nor Q is 0?
Serious application. Suppose and are as in the statement of Greens Theorem:
a bounded domain in the plane and its positively oriented boundary (a finite union of
simple, pairwise disjoint, piecewise continuous closed curves). Suppose f is a complex-valued
function that is analytic on an open set that contains both and .
Then
Z
f (z) dz = 0.
Proof. Well use the real Greens Theorem stated above. For this write f in real and
imaginary parts, f = u + iv, and use the result of 2 on each of the curves that makes up
the boundary of . The result is:
Z
Z
Z
f (z) dz = u dx v dy +i v dx + u dy .
|
{z
} |
{z
}
I
By Greens Theorem,
ZZ
v u
I=
+
dx dy
x y
II
ZZ
and II =
u v
x y
dx dy.
Since f is analytic on , both integrands on the right sides of these equations vanish identically on , hence the integrals are zero. This completes the proof.
Example 3. Suppose is the unit circle and p a complex number of modulus > 1.
Z
dz
Then:
= 0.
zp
Proof. Apply the result above with f (z) = 1/(z p), = {z : |z| < 1}, = . Then f is
analytic on a disc slightly bigger than the unit disc that doesnt contain the point p, say in
the disc of radius (1 + |p|)/2, so the hypotheses of the above result are satisfied, hence so is
the conclusion.
4. The Cauchy Integral Theorem. Suppose D is a plane domain and f a complex-valued
function that is analytic on D (with f 0 continuous
Z on D). Suppose is a simple closed curve
in D whose inside3 lies entirely in D. Then:
f (z) dz = 0.
Proof. Apply the serious application of Greens Theorem to the special case = the inside
of , = , taking the open set containing and to be D.
The Cauchy Integral Formula Suppose f is analytic on a domain D (with f 0 continuous
on D), and is a simple, closed, piecewise smooth curve whose whose inside also lies in D.
Then for every point p inside of :
Z
f (z)
1
dz.
f (p) =
2i z p
Proof. Fix p lying inside , and let be any
positive number small enough so that the disc
def
= {z : |z p| < } lies entirely inside of .4
Let be the positively oriented boundary of .
Let be the domain that lies between and .
Note that the positively oriented boundary of is , and that the function
def
g(z) =
f (z)
zp
( D\{p})
is analytic on D\{p}. Now apply the serious application of Greens Theorem proved in
the last section to g, with D\{p} playing the role of the open set containing and . The
result is:
Z
Z
Z
Z
0 = g(z) dz =
g(z) dz = g(z) dz
g(z) dz,
Recall the Jordan Curve Theorem (pp. 56-57): If is a simple closed curve in the plane, then the
complement of consists of two disjoint open sets, one of which, called the outside of , is unbounded, while
the other, called the inside of , is bounded.
so
Z
g(z) dz =
g(z) dz,
that is:
(3)
f (z)
dz =
zp
f (z)
dz
zp
Lets reduce the right-hand side of (3) to an integral over the real interval [0, 2] by the
complex parameterization z = (t) = p + eit , 0 t 2. Then dz = ieit dt and
z p = eit , so
Z 2
Z
Z 2
f (z)
f (p + eit )
it
(4)
dz =
f (p + eit ) dt
ie dt = i
it
z
p
e
0
0
Being differentiable on , f is continuous there. In particular, f (p + eit ) f (p) as 0,
hence
Z 2
Z 2
it
(5)
f (p) dt = 2f (p)
f (p + e ) dt
0
0
5
as 0.
Now on both sides of (3), take the limit as 0. The left-hand side does not depend on ,
and on the right we use (4) and (5). The result is:
Z
f (z)
dz = 2i f (p)
zp
as promised.
Example 4. Let be any simple closed curve in the plane, oriented positively, and p a point
not on . Then:
Z
2i if p is inside of
1
dz =
zp
if p is outside of
Here weve interchanged the limit, as 0, with the integral. This requires a separate argument, which
well skip.
Example 5. Suppose is the unit circle, oriented counter-clockwise (i.e., positively). Then
applying Cauchys formula with f (z) = sin z, we get
2
sin z
dz = sin =
,
4
2
z /4
while if we take f (z) = ez , then
Z
ez
dz = e1/2
z 1/2
1
dz
z(z 1)
as ranges over all simple, closed, piecewise smooth curves that do not pass through either
of the points 0 or 1.
Solution. There are only four possibilities:
(a) Both 0 and 1 lie outside . Then the integrand is analytic in an open set containing
and its inside, hence the integral is zero, by Cauchys Theorem.
(b) 0 lies inside and 1 lies outside. Then Cauchys formula can be applied, with f (z) =
1/(z 1), whereupon the integral is 2if (0) = 2i.
(c) 1 lies inside and 0 lies outside. This time apply Cauchys theorem with f (z) = 1/z.
Thus the integral is 2if (1) = 2i.
(d) Both 0 and 1 lie inside . Then a partial fraction expansion (which could have been
used for parts (a)(c) also) shows:
Z
Z
Z
Z
1
1
1
1
1
dz =
dz =
+
dz +
dz
z z1
z
z1
z(z 1)
= 2i + 2i
(by Example 4)
= 0.
Z
1
dz, and
z(z 1)(z 2)
ranges through all simple, closed, piecewise smooth curves missing all of the points 0, 1, or
2.