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Complex integration. Complex and real line integrals, Green’s theorem in the plane, Cauchy’s integral theorem, Morera’s theorem, indefinite integral, simply and multiply-connected regions, Jordan curve




An integral that is evaluated along a curve is called a line integral. Such integrals can be defined in terms of limits of sums as are the integrals of elementary calculus.


Def. Complex line integral. Let C be a rectifiable curve (i.e. a curve of finite length) joining points a and b in the complex plane and let f(z) be a complex-valued function of a complex variable z, continuous at all points on C. Subdivide C into n segments by means of points a = z0, z1, ... , zn = b selected arbitrarily along the curve. On each segment joining zk-1 to zk choose a point ξ k . Form the sum


             ole.gif


Let Δ be the length of the longest chord Δzk. Let the number of subdivisions n approach infinity in such a way that the length of the longest chord approaches zero. The sum Sn will then approach a limit which does not depend on the mode of subdivision and is called the line integral of f(z) from a to b along the curve:


ole1.gif



Theorem 1. If F is a function such that dF(z)/dz = f(z) at each point of C, then


             ole2.gif




Real line integrals. There are different types of real line integrals. The most common type is


             ole3.gif


where ole4.gif is a vector point function


             ole5.gif


defined over some region R of the plane, ole6.gif is a position vector


             ole7.gif


to point P on a curve C within R, the product is the dot product and the integral is evaluated along C. ole8.gif is given by


             ole9.gif


and


             ole10.gif


can be written as


   ole11.gif



The line integral from point A to point B on C


ole12.gif


can be written equivalently as


ole13.gif


where T is the unit tangent to the curve and s is arc length along C. If ole14.gif represents a force field, the integral represents the amount of work done in moving an object along the curve from point A to point B.


If arc AB over which the integral is to be evaluated is smooth and given by the parametric equations


             ole15.gif


where t1 ole16.gif t ole17.gif t2 , the value of 3) is given by


ole18.gif



Theorem 2. Consider the real line integral


             ole19.gif


If P(x, y)dx + Q(x, y)dy, or more concisely, Pdx + Qdy, is an exact differential i.e. if


             ole20.gif


there is a function Φ(x, y) such that dΦ = Pdx + Qdy and the line integral is equal to the change of Φ(x, y) along the curve from point A to point B. Moreover, if ∂P / ∂y = ∂Q /∂x everywhere in a simply connected region, the value of the line integral between two points of the region does not depend on the path of integration.



Connection between real and complex line integrals. Real and complex line integrals are connected by the following theorem.

 

Theorem 3. If f(z) = u(x, y) + i v(x, y) = u + iv, the complex integral 1) can be expressed in terms of real line integrals as


ole21.gif


Because of this relationship 5) is sometimes taken as a definition of a complex line integral.


Note that if the Cauchy-Riemann equations



             ole22.gif


are satisfied, both integrands “u dx - v dy” and “v dx - u dy” in the right member of 5) are exact differentials.


Intuitive interpretation of complex integral. What kind of intuitive, physical interpretation can one give to the complex integral? From 5) and 3) we see that


ole23.gif


where


             ole24.gif


T is the unit tangent to the curve and s is arc length along the curve. The real and imaginary parts of 6) can be viewed as representing work done in the two force fields F1 and F2.



Properties of line integrals


If f(z) and g(z) are integrable along curve C, then


ole25.gif


ole26.gif


ole27.gif


ole28.gif


ole29.gif

where |f(z)| ole30.gif M ( i.e. M is an upper bound of |f(z)| on C) and L is the length of C.


ole31.gif


Proof


ole32.gif

                                                                                                

Def. Simply-connected region. A region R is said to be simply-connected if any simple closed curve which lies in R can be shrunk to a point without leaving R. A region R which is not simply-connected is said to be multiply-connected. The region shown in Fig. 1-1 is simply-connected. The regions shown in Figures 1-2 and 1-3 are multiply-connected.



Def. Jordan curve. Any continuous closed curve that does not intersect itself. Its length may be finite or infinite. 


An intuitively obvious but very difficult to prove theorem follows:


Jordan Curve Theorem. A Jordan curve divides the plane into two regions having the curve as a common boundary.


The region that is bounded is called the interior and the other region is called the exterior.


Convention regarding traversal of a closed path. The boundary of a region is said to be traversed in the positive sense or direction if an observer traveling in this direction has the region to the left. Note the arrows in Figures 1-1, 1-2 and 1-3 and how those on the inner boundaries in the multiply-connected regions are pointed in the opposite direction from those on the outer boundary.


The notation

ole33.gif

             ole34.gif


is used to denote integration of f(z) around the boundary C of a region in the positive sense. A full trip around the entire boundary is assumed. C denotes the aggregate of curves forming the boundary. In the multiply-connected region shown in Fig. 1-3 the boundary includes the entirety of curves c1, c2 and c3. This integral is called a contour integral.


Green’s Theorem in the plane. Let P(x, y) and Q(x, y) be continuous and have continuous partial derivatives in a closed region R, either simply or multiply-connected, and on its boundary C. Then

 

             ole35.gif


Proof




Complex form of Green’s Theorem. Let F(z, ole36.gif ) be continuous and have continuous partial derivatives in a closed region R, either simply or multiply-connected, and on its boundary C. Then


             ole37.gif


where dA represents the element of area dxdy and z and ole38.gif are complex conjugate coordinates z = x + iy and ole39.gif = x - iy.


Proof



Cauchy’s integral theorem. Let a function f(z) be analytic within and on the boundary of a region R, either simply or multiply-connected, and let C be the entire boundary of R. Then


             ole40.gif  


See Fig. 1-3 above.


Syn. Cauchy’s theorem, Cauchy-Goursat theorem


Proof


This theorem was first proved with the added condition that f '(z) be continuous in R and then Goursat gave a proof that removed this condition. 



The following theorem is an immediate consequence of Cauchy’s integral theorem.


ole41.gif

Theorem 4. Let a function f(z) be analytic in a simply-connected region R and let C be a closed (not necessarily simple) curve in R. Then


              ole42.gif                                                  


See Fig. 2.


Proof


Another immediate consequence of Cauchy’s integral theorem is the following theorem.


Theorem 5. If f(x) is analytic in and on the boundary of the region R between two simple closed curves C1 and C2 then


ole43.gif

             ole44.gif



where C1 and C2 are both traversed in the positive sense relative to their interiors (counterclockwise). See Fig. 3.

                                                                        

Proof



Since there may be points in the interior of C2 where f(z) is not analytic, we cannot say that either of these integrals is zero. However, they do have the same value. Theorem 5 leads us to the extremely important principle of the deformation of contours:



Principle of the deformation of contours. The line integral of an analytic function around any closed curve C1 is equal to the line integral of the same function around any other closed curve C2 into which C1 can be continuously deformed without passing through a point where f(z) is nonanalytic.



Theorem 5 can be generalized in the following theorem.


Theorem 6. Let f(z) be analytic both in a region R bounded by the non-overlapping simple closed curves C, C1, C2, ..., Cn, where C1, C2, ..., Cn are inside curve C (see Fig. 4), and on the curves themselves. Then


             ole45.gif


ole46.gif

where C1, C2, ... , Cn are traversed in the positive sense relative to their interiors (counterclockwise).

                                                            


Morera’s Theorem. Let f(z) be continuous in a simply-connected region R and suppose that

                                                            

             ole47.gif


around every simple closed curve C in R. Then f(z) is analytic in R.


This theorem, often called the converse of Cauchy’s theorem, is also valid for multiply-connected regions.




Def. Indefinite integral. If f(z) and F(z) are analytic in a region R and such that dF(z)/dz = f(z), then F(z) is called an indefinite integral of f(z) and denoted by


             ole48.gif   


Syn. Anti-derivative, primitive


Theorem 7. Let f(z) be analytic in a simply-connected region R. If a and b are any two points in R, then


             ole49.gif


is independent of the path in R joining a and b.


Proof



Theorem 8. Let f(z) be analytic in a simply-connected region R. If a and z are any two points in R and


             ole50.gif

 

then G(z) is analytic in R and G'(z) = f(z).



Theorem 9. Let f(z) be analytic in a simply-connected region R. If a and b are any two points in R and F'(z) = f(z), then


             ole51.gif



Example.


             ole52.gif






References

  Mathematics, Its Content, Methods and Meaning

  James and James. Mathematics Dictionary

  Spiegel. Complex Variables (Schaum)

  Wylie. Advanced Engineering Mathematics

  Hauser. Complex Variables with Physical Applications.



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