EE2007: ENGINEERING MATHEMATICS II

Complex Analysis
A/P Chua Chin Seng
School of EEE, NTU
Email: ecschua@ntu.edu.sg
Tel: 6790 5412
Acknowledgement:
This set of notes are from A/P Saratchandran/Ling Keck Voon with
modifications
EE2007: ENGINEERING MATHEMATICS II
Complex Variables
Text: Kreyszig, E. (2006). Advanced Engineering Mathematics, 9th Ed.
John Wiley & Sons, Inc.
Reference:
1. Brown and Churchill (1996). Complex Variables and Applications,
6th Ed., McGraw-Hill. [NTU Library, QA331.7.B878]
2. Matthews and Howell (2001). Complex Analysis for Mathematics
and Engineering, 4th Ed., Jones and Bartlett Publishers. [NTU
Library, Red spot, QA331.7M439]
2
 Contents
Complex Numbers
– Definition
– Euler’s Formula
– De Moivre’s Formula
– Roots
– Complex Logarithm
Differentiation of Complex Functions
– Complex functions
– Limit and Continuity
– Derivatives of Complex functions
– Analytic functions
– Cauchy-Riemann Equations
Complex Integration
– Parametric Representation of Contour
– Complex Line Integration
– Cauchy’s Integral Theorem
– Cauchy’s Integral Formula
– Cauchy’s Theorem for Multiply Connected Domains
– Real Integrals
3
Revision: Complex Numbers
A complex number z is defined as
z = x + iy where i = −1
Geometrically, a complex number is a point in the complex plane (or
the Argand diagram) and can be considered as a vector in the plane.
Imaginary axis

z = x + iy = r∠θ
of z
ulus
mod
|z| =
r= y = Im(z) = imaginary
part of z
θ = arg(z) = argument of z
0 real axis
x = Re(z) = real part of z
z = complex conjugate of z = x − iy
4
 Imaginary axis

of z z = x + iy = r∠θ
ulus
mod
|z| = y = Im(z) = imaginary
r=
part of z
θ = arg(z) = argument of z
real axis
0
It can be seen from the figure that x = Re(z) = real part of z
z = complex conjugate of z = x − iy
x = r cos θ , y = r sin θ
r = z = x 2 + y 2 = z = zz
y
θ = arg( z ) = arctan radians
x
= Arg( z ) + 2nπ , n = 0,±1,±2,...
where Arg(z) is the principal values of arg(z) and satisfies
− π < Arg (z ) ≤ π
5
Example: y
Let z = 1 + i. Then 1 1+i
r = z = 1+1 = 2 2
π
1
arg z = arctan 4
1 1 x
π
= ± 2nπ , n = 0, 1, 2,...
4
π
The principal value of the argument is 4 .
−1 − π
If z = 1 – i, then arg z = arctan = ± 2nπ , n = 0, 1, 2,...
1 4
−π
The principal value of the argument is .
4
6
 Euler’s Formula
From Euler’s formula
eiθ = cos θ + i sin θ , and e −iθ = cos θ − i sin θ
We have
e iθ + e − iθ e iθ − e − iθ
cos θ = , and sin θ =
2 2i
From Euler’s formula eiθ = cos θ + i sin θ for any real value of θ, we
can write the polar form of a complex number as
z = re iθ = r∠θ
7
Algebraic Rules
Let z1 = x1 + iy1 = r1∠θ1 , z 2 = x2 + iy2 = r2 ∠θ 2 . Then
• Addition and Subtraction
z1 ± z 2 = (x1 ± x2 ) + i( y1 ± y2 )
• Multiplication
z1 z 2 = (x1 x2 − y1 y2 ) + i( x1 y2 + x2 y1 )
• Division
z1 x1 x2 + y1 y2 x y −x y
= +i 2 1 1 2
z2 x22 + y22 x22 + y22
It is sometimes more convenient to do multiplication and division in
the polar form
z r ∠θ r
z1 z 2 = r1r2 ∠(θ1 + θ 2 ), 1
= 1 1 = 1 ∠(θ1 − θ 2 )
z2 r2 ∠θ 2 r2
8
 Complex Conjugate
y
Given z = x + iy, the complex
conjugate of z is defined as (x, y)
z
z = x − iy
O x
Thus, we can write z
(x, −y)
1 1
• Re( z ) = (z + z ) lm( z ) = (z − z )
2 2i
2 z1 z1 z 2
• zz = x 2 + y 2 = z =
z2 z2 2
z1 z1
• (z1 ± z2 ) = z1 ± z2 , z1 z 2 = z1 z 2 , =
z 2 z 2
9
De Moivre’s Formula
Let z = x + iy = r(cosθ + isinθ) = r∠θ
Then, for any integer n,
z n = r n (cos θ + i sin θ )
n
z n = z.z...z = r.r...r ∠(θ + θ + ... + θ ) = r n ∠(nθ )
n n n
= r n (cos nθ + i sin nθ )
This gives the De Moivre’s Formula
(cosθ + i sin θ )n = cos nθ + i sin nθ
which is useful in deriving certain trigonometric identities.
10
Example: Find identities for cos 2θ and sin 2θ.
(cos θ + i sin θ )2 = cos 2 θ − sin 2 θ + 2i cos θ sin θ
= cos 2θ + i sin 2θ
Therefore
cos 2θ = cos 2 θ − sin 2 θ , and sin 2θ = 2 cos θ sin θ
Example: Express cos θ in terms of multiples of θ.
4
Since 2 cos θ = eiθ + e −iθ ,
θ = (e )
iθ 4
2 4 cos 4 + e − iθ
( ) (
= ei 4θ + e −i 4θ + 4 ei 2θ + e −i 2θ + 6 )
= 2 cos 4θ + 8 cos 2θ + 6
1
cos 4 θ = [cos 4θ + 4 cos 2θ + 3]
8
11
Roots of Complex Numbers
• Consider z = w n , n = 1,2,...
• For a given z 0, the solution of w in the above equation is called
the nth root of z and is denoted by w = n z
• Given a z 0, w can be found as follows:
First, we write z = r∠(θ + 2kπ). Next, we let w = R∠φ. Then,
z = w n gives
r∠(θ + 2kπ ) = R n ∠(nφ )
Thus we have,
θ + 2kπ
R = n r , and φ = , k = 0, 1,..., (n − 1)
n
12
• In summary
θ + 2kπ
wk = n z = n r ∠ , k = 0, 1,..., (n − 1)
n
Geometrically, the entire set of roots lie at the vertices of a regular
polygon of n sides inscribed in a circle of radius n r .
13
Example Let us find all values of (− 8i ) , i.e. 3 − 8i .
1/ 3
y
c1
Solution: First, we write
−π
− 8i = 8∠ + 2kπ , k = 0, ± 1, ± 2, ...
2
and we see that the desired roots are 2 x
− π 2kπ c2 c0
wk = 2∠ + , k = 0, 1, 2
6 3
The roots lie at the vertices of an equilateral triangle, inscribed in the
circle |z| = 2 and are equally spaced around that circle every 2π/3
radians, starting with the principal root
−π
w0 = 2∠ = 3 −i
6
14
 The Exponential Function e z
• Is defined as
∞
1
ez = z n = e x (cos y + i sin y )
n = 0 n!
• If x = 0, have to the so-called Euler formula: e iy = cos y + i sin y
Hence the polar form of a complex number may be written as
z = r (cos θ + i sin θ ) = re iθ
• If z = e = cos x + i sin x , then
ix
sin x =
1
2i
(e ix − e −ix ) = ( z − z ), cos x = (e ix + e −ix ) = (z + z )
1
2i
1
2
1
2
• It is also geometrically obvious that e iπ = −1, e − iπ / 2 = −i, and e − i 4π = 1.
15
The Complex Logarithm and General Power
• The natural logarithm of z = x + iy is denoted by lnz and is
defined as the inverse of the exponential function.
• That is, w = ln z is defined for z 0 by the relation e w = z .
• So, if z = re iθ , r > 0, then ln z = ln r + iθ
• Note that the complex logarithm is infinitely many-valued.
• The general power of a complex number, z c , can be derived as
follows:
Let y = z c , ln y = c ln z , y = z c = e c ln z , z ≠ 0
16
Example
• Evaluate ln(3 – 4i).
Solution:
ln (3 − 4i ) = ln 3 − 4i + i arg(3 − 4i )
= 1.609 − i (0.927 ± 2nπ ) n = 0, 1, ...
Principal value: when n = 0.
3
• Solve ln z = −2 − i .
2
Solution:
3 3
− 2− i −i 3 3
z=e 2
= e −2e 2
= e − 2 cos − i sin
2 2
= 0.010 − i 0. 135
17
Example: Find the principal value of (1 + i ) .
i
Solution: Let y = (1 + i )i . Then
ln y = i ln(1 + i ), or y = ei ln (1+i )
Hence, (1 + i )i = ei ln (1+i ) . But,
(
ln (1 + i ) = ln 2e i (π / 4+ 2 kπ ) )
= ln 2 + i (π / 4 + 2kπ ), k = 0, ± 1, ...
and the principal value is when k = 0. Therefore,
) = e − 4 +i (ln 2 )
π
e i ln (1+i ) = e i (ln 2 + iπ / 4
18
 Complex Functions
Complex analysis is concerned with complex functions that are
differentiable in some domain. Hence we shall first say what we mean
by a complex function and then define the concepts of limits and
derivative in complex analogous to calculus.
y w = f(z) v
domain of f range of f
z
w
(a) z-plane x u (b) w-plane
• A complex function f is a rule (or mapping) that assigns to every
complex number z in S a complex number w in T.
• Mathematically, we write w = f(z)
• The set S is called domain of f and the set T is called the range of
f.
• If z = x + iy and w = u + iv, then we may write
w = f(z) = u(x, y) + iv(x, y) 19
Example Let w = f ( z ) = z 2 + 3 z . Find u and v and calculate the value
of f at z = 1 + 3i.
Solution: Let z = x + iy. Then
w = z 2 + 3z
= ( x + iy ) + 3( x + iy )
2
= x 2 − y 2 + i 2 xy + 3 x + i3 y
Hence
u = Re( w) = x 2 − y 2 + 3 x
v = Im(w) = 2 xy + 3 y
and
f (1 + i3) = u (1,3) + v(1,3) = −5 + i15
Try using polar form, z = r∠θ, and check if you get the same answer.
20
 Limit
• A function f(z) is said to have the limit L as z approaches a point zo if
1. f(z) is defined in the neighbourhood of zo (except perhaps at zo
itself), and
2. f(z) approaches the same complex number L as z zo from all
directions within its neighbourhood.
• Mathematically, we write
lim f ( z ) = L y v
z → zo
z
if given ∈ > 0, there exists δ > 0,
δ zo
f(z)
such that ε l
f ( z ) − L <∈, ∀0 < z − zo < δ x u
• In words, the above means that the point f(z) can be made arbitrarily
close to the point L if we choose the point z sufficiently close to, but
not equal to, the point zo.
21
Examples
2z + i 2 + (i z )
• lim = lim =2
z →∞z + 1 z →∞ 1 + (1 z )
2z3 −1
• lim 2 = lim
2 − 1 z3 ( ) 2
= lim = ∞
z →∞ z + 1 z →∞ (1 z ) + 1 z 3 ( )
z →∞ 0
z
• lim does not exist because:
z →0z
Let y 0 first and then let x 0. In this case, we have
x + i0
lim = 1.
x →0 , y =0 x − i0
Now let x 0 first and then let y 0. In this case, we get
0 + iy
lim = −1.
x = 0 , y →0 0 − iy
This means condition ‘2’ in page 21 is not satisfied.
22
 Continuity
A function f(z) is said to be continuous at z = zo if
lim f ( z ) exists, and 3. lim f ( z ) = f ( zo )
1. f(zo) exists, 2. z→ zo z→z o
Note: Just writing statement (3) implies the truth of (1) and (2).
We say that f is a continuous function if f is continuous for all z in the
domain S.
23
Example: Let f(0) = 0, and for z 0, f ( z ) = Re z 2 ( ) z2 .
Determine whether f(z) is continuous at the origin.
Solution:
x2 − y2 1 if y → 0 first
z →0
( )
lim Re z 2 z 2 = lim
z →0 x2 + y 2
=
− 1 if x → 0 first
Hence, f is not continuous at the origin.
Alternatively,
r 2 cos 2θ
( )
lim Re z 2
z →0
z 2 = lim
r →0 r2
= cos 2θ
The limit does not exists because it depends on the direction of
approach to the origin.
24
 Derivatives of Complex Functions
• The derivative of a complex function f at a point zo is written as f'
(zo)
and is defined as
f ( z ) − f (zo )
f ′( z ) = lim
o if the limit exists.
z → zo z − zo
• or, by substituting z = zo + z
f ( zo + ∆z ) − f ( zo )
f ′( zo ) = lim
∆z →0 ∆z
Example
d
( )
z 2 = lim
(z + ∆z ) − z 2 2
= lim (2 z + ∆z ) = 2 z.
dz ∆z →0 ∆z ∆z →0
Thus f(z) = z2 is differentiable for all z.
25
The usual differentiation formulae hold as for real variables. For
example
d
dz
(c) = 0,
d
dz
( z ) = 1,
dz
( )
d n
z = nz n −1
and
d
dz
( )
5
( 4
)
2 z 2 + i = 5 2 z 2 + i ⋅ 4 z = 20 z z 2 + i ( )
4
However, care is required for more unusual functions.
26
Example Discuss the differentiability of z .
Solution: We begin from the definition. Let f ( z ) = z , then
z + ∆z − z ∆z
f ′( z ) = lim = lim ; ( Note : z + ∆z = z + ∆z )
∆z →0 ∆z ∆z →0 ∆z
Now, consider z = reiθ. Then z 0 from all directions when r
0.
Thus, we could determine the limit as follows:
∆z ∆re − iθ
f ′( z ) = lim = lim = e −i 2θ
∆z →0 ∆z ∆z →0 ∆re iθ
The limit depends on θ so it doesn’t exist. Hence, f ( z ) = z is not
differentiable anywhere.
27
Analytic Functions
• A function f(z) is said to be analytic at a point zo if its derivative
exists not only at zo but also in some neighbourhood of zo. A
function f(z) is said to be analytic in a domain D if it is analytic at
each point in D.
• Hence analyticity implies differentiability and continuity.
• The point z = zo where f(z) ceases to be analytic is called the
singular point or singularity1 of f(z).
Examples (see pages 25 and 27)
• f(z) = z2 is analytic everywhere in the complex plane.
• f ( z ) = z is NOT analytic at any point.
1We shall restrict ourselves to only singular point called “pole of
order m”. The general classification of singularity which requires
background in Laurent’s Series will be omitted due to time constraint.
28
 A Test for Analyticity
Theorem 1. [Cauchy-Riemann Equations] The complex function
f(z) = u(x, y) + iv(x, y)
is analytic at a point zo if for every point in the neighbourhood of zo
1. u, v and their partial derivatives exist and are continuous, and
2. The Cauchy-Riemann equations
ux = vy and vx = -uy are satisfied.
If the above two conditions are satisfied in some domain D, then the
function is analytic in D.
29
Derivation of the C-R Equations
Recall that the derivatives of a complex function f at a point zo is
defined as
f ( z + ∆z ) − f ( z )
f ′( z ) = lim ∆z →0
∆z
u ( x + ∆x, y + ∆y ) + iv ( x + ∆x, y + ∆y ) − u ( x, y ) − iv ( x, y )
= lim ∆x ,∆y →0
∆x + i∆y
Consider along the x-axis, i.e. y = 0, we have
u ( x + ∆x, y ) + iv( x + ∆x, y ) − u ( x, y ) − iv( x, y )
f ′( z ) = lim ∆x →0
∆x
u ( x + ∆x, y ) − u ( x, y ) + i (v( x + ∆x, y ) − v( x, y ) )
= lim ∆x →0
∆x
∂u ∂v
= +i
∂x ∂x
30
Similarly, along y-axis, i.e. x = 0, we have
u ( x, y + ∆y ) + iv( x, y + ∆y ) − u ( x, y ) − iv( x, y )
f ′( z ) = lim ∆y →0
i∆y
u ( x, y + ∆y ) − u ( x, y ) + i (v( x, y + ∆y ) − v( x, y ) )
= lim ∆y →0
i∆y
∂u ∂v
= −i +
∂y ∂y
for the derivative to exist, the two limits must agree, i.e.
∂u ∂v ∂v ∂u
= , =−
∂x ∂y ∂x ∂y
Thus the C-R equations are u x = v y and v x = −u y . It can be shown
that, when z 0, the C-R equations in polar coordinates are3
1 1
ur = vθ and vr = − uθ
r r
3 see, for example, Brown and Churchill (1996), pp. 52-53.
31
Derivatives of Complex Functions
If f(z) = u(x, y) + iv(x, y) and f'
(z) exists, then
f ′( z ) = u x + iv x
= v y − iu y
= u x − iu y
= v y + iv x
In polar form, if f(z) = u(r, θ) + iv(r, θ), and f'
(z) exists, then
f ′( z ) = e − iθ (ur + ivr )
1
= e −iθ (vθ − iuθ )
r
32
Example: [C-R Equations] Verify that f ( z ) = z is not analytic.
Solution: We have seen earlier that z is not differentiable, hence z is
not analytic.
Alternatively, using C-R equations with
u(x, y) = x, v(x, y) = −y
we see that
uy = −vx = 0, but ux = 1, but vy = −1. Hence ux vy
C-R equations are not satisfied, hence the function is not analytic.
33
Example: Is f(z) = z3 analytic?
Solution: In general, polynomials of complex variables are
analytic. Here we shown using C-R equations.
Given f(z) = z3,
u(r, θ) = r3cos3θ, v(r, θ) = r3sin3θ
Therefore
ur = 3r2cos3θ, uθ = −3r3sin3θ
vr = 3r2sin3θ, and vθ = 3r3cos3θ
Since C-R equations
1 1
ur = vθ and vr = − uθ
r r
are satisfied and the functions u, v and their partial derivatives are
continuous, z3 is analytic.
34
Example: Discuss the analyticity of the function
f(z) = x2 + iy2.
Solution: With u = x2, v = y2, we have
ux = 2x, vy = 2y
vx = 0, uy = 0
Thus, from C-R equations, f(z) is differentiable only for those values of
z that lie along the straight line x = y.
If zo lies on this line, any circle centered at zo will contain points for
which f‘(z) does not exist. Thus f(z) is nowhere analytic.
35
Some Common (and Important) Functions
• Polynomials, i.e., functions of the form
f ( z ) = co + c1 z + c2 z 2 + ... + cn z n
where co, …, cn are complex constants, are analytic in the entire
complex plane.
• Rational functions, i.e. quotient of two polynomails
g ( z ) are analytic except at points where h(z) = 0.
f ( z) =
h( z )
• Partial fractions of the form
c
f ( z) =
(z − zo )m
where c and zo complex, m a positive integer are analytic except at
zo.
36
 Complex Integration
• In the case of a real definite integral
b
f ( x)dx
a
means we integrate along the x-axis from a to b, and the integrand
f(x) is defined for each point between a and b.
• In the case of a complex definite integral, or line integral,
f ( z )dz , we integrate along curve C, in a given direction, in the
C
complex plane and the integrand is defined for each point on C and
C is called the contour or path of integration.
• If C is closed contour, we sometimes denote the complex line
integral by f ( z )dz
C
• If C is on the real axis, then z = x and the complex integral becomes
a real definite integral.
37
Parametric Representation of a Path or Contour
A contour or path of integration on the complex plane can be
represented in the form of
z(t) = x(t) + iy(t), a t b
where t is the real parameter. This establishes a continuous mapping of
the interval a t b into the xy- or z-plane, and the direction of the
path is according to the increasing values of t.
y
Example:
1+i 2+i
The path in the figure on the right 1
can be represented by
x + ix, 0 ≤ x ≤ 1
z=
x + i, 1 ≤ x ≤ 2
O 1 2 x
38
 Complex Line Integration
Example: Evaluate z dz where C is given by
C
x = 3t , y = t 2 , − 1 ≤ t ≤ 4.
Solution: Since z = x + iy, we write
z(t) = 3t + it2 , which gives dz(t) = (3 + i2t)dt
and hence
C
z dz =
4
−1
(3t − it )(3 + i2t )dt
2
=
4
−1
(2t + 9t )dt + i 3t dt = 195 + i65
3
4
−1
2
39
1
Example: Evaluate C dz where C is the unit circle in the complex
z
plane, counter-clockwise.
Solution:
y
The path C can be represented by
z (t ) = cos t + i sin t = e it , 0 ≤ t ≤ 2π
and
dz (t ) = ie it dt = izdt
Hence
1 2π 1 x
dz = i dt = 2πi
C z 0
40
Example: Evaluate
C
(z − zo )m dz where C is a CCW circle of radius
ρ with centre at zo. y
The path is represented as ρ
z0
z (θ ) = zo + ρe iθ , 0 ≤ θ ≤ 2π
Then
x
(z − zo )m = ρ m eimθ , dz = iρe iθ dθ
Hence,
2π 2π
C
(z − zo )m dz = 0
ρ m eimθ iρe iθ dθ = iρ m+1
0
e i ( m +1)θ dθ
2πi (m = −1)
=
0 (m ≠ −1, m integer)
41
Integration by the use of the path
From the previous examples, we arrive at a practical means of
evaluating a complex line integral:
Theorem 2. [Integration by the use of the path]
Let C be a piecewise smooth path, represented by z = z(t), where a t
b. Let f(z) be a continuous function on C. Then
dz
f [z (t )]
b
f ( z )dz = dt
C a dt
Proof: See Text
42
 Basic Properties of Complex Line Integrals
1. Linearity
C
[k1 f1 ( z ) + k2 f 2 ( z )]dz = k1 C f1 ( z )dz + k2 C
f 2 ( z )dz
2. Subdivision of path
f ( z )dz = f ( z )dz + f ( z )dz
C C1 C2
3. Sense of integration
z2 z1
f ( z )dz = − f ( z )dz
z1 z2
43
1+i
Example: Evaluate Re z dz along (a) C*, (b) C1 and C2.
0
1. C* can be represented by y
z=1+i
1
z(t) = t + it, 0 t 1
C*
C2
which gives dz = (1 + i)dt. Hence
1+ i 1 1 C1
Re z dz = (1 + i ) t (1 + i )dt =
0 2 0 1 x
2. C1 and C2 are represented by
C1 : z(t) = t, 0 t 1 giving dz = dt
C2 : z(t) = 1 + it, 0 t 1 giving dz = idt
Along C1, Re(z) = t and along C2, Re(z) = 1.
1+ i 1 1 1
Hence, Re z dz = + = t dt + 1⋅ i dt = +i
0 C1 C2 0 0 2
44
 1+ i
Example: Evaluate z dz along (a) C*, (b) C1 and C2.
0
1. Along C*, z is represented by
y
z(t) = t + it, 0 t 1 1
z=1+i
which gives dz = (1 + i)dt. Hence C*
1+ i 1 C2
z dz = (t + it )(1 + i )dt
0 0
C1
1 1
= (t − t + i 2t )dt = it 2 = i 1 x
0 0
2.
Along C1 : z(t) = t, 0 t 1 and dz = dt
Along C2 : z(t) = 1 + it, 0 t 1 and dz = idt
1+ i 1 1
Hence, z dz = + = t dt + (1 + it ) ⋅ i dt = i
0 C1 C2 0 0
45
Example: Evaluate z dz from z = 0 to z = 4 + 2i along the curve
C
given by the line z = 0 to z = 2i and then the line from z = 2i to z = 4 +
2i
Along z = 0 to z = 2i : z(t) = 0 + it; 0 t 2; dz = i dt
Along z = 2i to z = 4 + 2i: z(t) = t + 2i; 0 t 4; dz = dt
2 4
z dz = tdt + (t − 2i )dt
C 0 0
4 4
= 2 + tdt − 2i dt
0 0
2 4
t
= 2+ − 8i
2 0
= 2 + 8 − 8i = 10 − 8i
46
Example: z dz from z = 0 to z = 4 + 2i where C is a parabolar x = y2
C
z (t ) = t 2 + it ; 0 ≤ t ≤ 2, dz = (2t + i ) dt
2
z dz = (t 2
)
− it (2t + i )dt
C 0
2
= (2t 3
)
− it 2 + t dt
0
8
= 10 − i
3
47
• We have seen from the examples that a line integral of f(z) in the
complex plane may or may not depend on the choice of the path
itself. Sometimes, the integrals evaluated turn out to be zero or 2πi.
• Under what condition will the integral be independent of the path?
• Under what condition will the integral be zero?
• Is there something special about the value 2πi?
• to answer these questions, we need additional background:
– Concept of Simple Closed Path and Simply Connected Domain
– Cauchy’s Integral Theorem
48
 Simple Closed Path and Simply Connected Domain
• A simple closed path is a closed path that does not intersect or touch
itself.
Simple Simple Not Simple Not Simple
• A simply connected domain D in the complex plane is a domain such
that every simple closed path in D encloses only points of D.
Simply connected Simply connected Doubly connected Triply connected
• A domain that is not simply connected is called multiply connected.
• Intuitively, a simply connected domain is one which does not have any
“holes” in it, while a multiply connected domain is one which does.
49
Cauchy’s Integral Theorem
Theorem 3. [Cauchy’s Integral Theorem] If f(z) is analytic in a
simply connected domain D, then for every simple closed path C in D,
f ( z )dz = 0
C
Example:
e z dz = 0, cos z dz = 0 and z n dz = 0, n = 0,1,...
C C C
for any closed path since these functions are entire (analytic for all z).
Example:
1
dz = 0, C : unit circle
C z2 + 4
although the integrand is not analytic at z = ±2i, these points are not
enclosed by C.
50
 Independence of Path
Now we are ready to answer the question set out on path independence.
Theorem 4. [Independence of Path] If f(z) is analytic in a simply
connected domain D, then the integral of f(z) is independent of the
path in D.
Proof: Let z1 and z2 be any point in D. Consider two paths C1 and C2
in D from z1 to z2 as shown in the figure below. Denote by C2* the path
C2 with the direction reversed. From Cauchy’s theorem, we have
f dz + f dz = 0 z2
C1
z2
C1
C1 C 2*
Thus
f dz = − f dz = f dz z1 z1
C1 C 2* C2
C2 C 2*
51
Cauchy’s Integral Formula
The most important consequence of Cauchy’s integral theorem is
Cauchy’s integral formula. This formula is useful for evaluating
integrals of the form
f ( z)
dz m = 1,2,3...
C (z − zo )m
Theorem 6. [Cauchy’s Integral Formula] Let f(z) be analytic in a
simply connected domain D. Then for any point zo in D and any simple
closed path C in D that encloses zo
f ( z)
dz = 2πif ( zo )
C ( z − zo )
In general,
f ( z) 2πi
dz = f ( m −1) ( zo ) m = 1,2,3...
C (z − zo )m (m − 1)!
The integration being taken CCW. (See text for proof.)
52
Examples (Cauchy’s Integral Formula)
• ez
dz = 2πie z = 2πie 2
C z−2 z =2
for any simple closed path enclosing zo = 2.
z3 − 6
• Evaluate dz , C : unit circle, CCW
C 2z − i
i
Solution: Since C encloses z =
2
z3 − 6 −i
C
=
C 2( z − i / 2)
(
dz = πi z 3 − 6 ) z =i / 2
= πi
8
−6
53
cos z
• Evaluate dz where C is any contour enclosing z = πi,
CCW.
C ( z − πi ) 2
Solution:
d
= 2πi cos z z =πi = −2πi sin(πi )
C dz
z 4 − 3z 2 + 6
• Evaluate dz where C is any contour enclosing z = −i,
CCW.
C ( z + i)3
Solution:
2πi d 2 4
C
=
2! dz 2
(
z − 3z 2 + 6 ) z =−i
(
= πi 12 z 2 − 6 ) z =−i
= −18πi
54
 1
• Evaluate dz , C : |z| = 3, CCW.
C z 2 +1
Solution: The integrand is not analytic at z = ±i which are inside
C. Cauchy’s formula only applies to one singular point inside C.
Use partial fraction decomposition and apply Cauchy’s formula
dz dz 1 1 1
= = − dz
C z 2 + 1 C ( z + i )( z − i ) 2i C z −i z +i
1
= [2πi − 2πi ] = 0
2i
55
Cauchy’s Theorem for Multiply Connected Domains
Suppose C, C1, …, Cn are simple closed curves with a positive
orientation such that C1, C2, …, Cn are interior to C but regions interior
to each Ck, k = 1, 2, …, n, have no points in common. If f is analytic on
each contour and at each point interior to C but exterior to all the Ck, k
= 1, 2, …, n, then
n
f ( z ) dz = f ( z ) dz
C Ck
k =1 D
C1 C2
C
56
 dz
Example5: Evaluate where C is the circle |z| = 3.
C z2 +1
1
Solution: The integrand 2 is not analytic at z = ±i. Both of these
z +1
points lie within the contour C. Introduce C1 and C2 as shown in the
figure to exclude these points and using the Cauchy’s Theorem to this
multiply connected domain, we have
5 This is the same example in page 55 where we solved using partial
fraction. Here we shall apply Cauchy’s theorem to Multiply Connected
Domains.
57
dz dz
=
C z2 +1 C ( z + i )( z − i )
1 ( z + i) 1 ( z − i)
= dz + dz
C1 z −i C2 z +i
1 1 y
= 2πi + 2πi
z + i z =i z − i z =−i
1 1
= 2πi + 2πi =0 C C1
2i − 2i i
x
C2
−i
58
 Evaluation of Real Integrals
2π
F (cos θ , sin θ )dθ
0
Where F(cosθ, sinθ) is a real function of cosθ and sinθ and is finite
on the interval of integration.
Basic Idea:
• Let z = eiθ, we have
z+z z−z 1
cos θ = , sin θ = and dz = ie iθ dθ dθ = dz
2 2i iz
• This allows us to convert F(cosθ, sinθ) into f(z) and the integration
interval of 0 θ 2π is changed to the unit circle.
• Thus
2π 1
F (cos θ , sin θ )dθ = f ( z) dz , C : unit circle, CCW
0 C iz
59
2π dθ
Example: Evaluate 0
2 − cos θ
Solution: Let z = eiθ. Substitute
1 1 dz
cos θ = z+ and dθ =
2 z iz
The real integral becomes
dz iz 2 dz
=−
C
2−
1
z+
1 i C
(z − ( ))( (
2 +1 z − ))
2 −1
2 z
where C is the CCW unit circle.
60
The integrand has simple pole at z = 2 − 1 inside C and z = 2 + 1
outside C. Hence, using Cauchy’s Integral Formula, the integral is
2 dz
−
i C
(z − ( ))( (
2 +1 z − 2 −1 ))
1
=−
2 z− ( 2 +1 )
i C
z− ( 2 −1
dz
)
2 1
= − (2πi ) = 2π
i z − 2 +1 ( ) z = 2 −1
61
Improper Integrals of Rational Functions
∞ n
f ( x)dx = f ( z )dz = f ( z )dz , if
−∞ UHP C k in UHP
k =1
p ( x)
1. f ( x) = is a real function with p(x) and q(x) no common
q ( x)
factors and q(x) 0 for all real x.
2. deg (q ( x) ) ≥ deg( p ( x) ) + 2.
1 x3
E.g. f ( x) = satisfies the above conditions but f ( x) =
1+ x4 1+ x4
does not.
62
 y
Proof: Basic Idea
• Consider the corresponding contour integral S
f ( z )dz
C
−R R x
• where C is the Upper Half Plane (UHP) contour shown on the right
R
• Then f ( z )dz = f ( z )dz + f ( x)dx
C S −R
• Since f(x) is rational, f(z) has finitely many poles in the UHP. If we
choose R large enough, the C contour will enclose all these poles.
• In addition, due to assumption 2, it can be shown that
lim R →∞ f ( z )dz = 0. Hence,
S
∞
f ( x)dx = f ( z )dz
−∞ UHP
63
∞ dx π
Example: Show that = .
01+ x4 2 2
Solution: First, check that f(x) satisfies our assumptions. Now,
1 πi 4 3πi 4
consider f ( z ) = which has four simple poles at z = e , e ,
1+ z4
e −3πi 4 , e −πi 4 .
Only the first two poles, eπi 4 and e3πi 4 , lie inside the UHP. The
corresponding complex integral is
1 1
dz = dz
UHP 1 + z 4 ( )( )(
UHP z − eπi 4 z − e 3πi 4 z − e − 3πi 4 z − e −πi 4 )( )
1 1
=
( )(
z − e3πi 4 z − e −3πi 4 z − e −πi 4 )(
dz +
) ( )(
z − eπi 4 z − e −3πi 4 z − e −πi 4
dz
)( )
c1 z − eπi 4 c2 z − e 3πi 4
1 1
= 2πi − eπi 4 + e −πi 4
4 4
64
 1
Since is even,
1+ x4
∞ dx 1 ∞ dx
=
0 1+ x4 2 −∞ 1 + x 4
πi π π
=−
4
( )
eiπ 4 − e −iπ 4 = sin
2 4
π
=
2 2
65