Topic 04: Complex Integration

MA201 Mathematics III

Instructors: MGPP, DCD, AC, ST

IIT Guwahati

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 1 / 72

Topic 04: Learning Outcome
We learn
Complex Integration
Integration of f : [a, b] ⊂ R → C
Curves: Smooth Curves / Contours
Line Integrals/ Contour Integrals
Path Independence of Contour Integrals
Cauchy-Goursat Theorem for Simply Connected Domains
Extending Cauchy-Goursat Theorem for Multiply Connected
Domains
Cauchy’s Integral Formula
Cauchy’s Integral Formula for n-th Derivative
Consequences/Applications of Cauchy’s Integral Formulas
Cauchy’s Estimate, Liouville’s Theorem, Fundamental Theorem of
Algebra, Gauss Mean Value Theorem
Maximum Modulus Theorem, Minimum Modulus Theorem,
Schwarz Lemma
Morera’s Theorem
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 2 / 72
 Integration of f : [a, b] ⊂ R → C

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 3 / 72

Integration of f : [a, b] ⊂ R → C
Let f : [a, b] → C be a complex valued function of a real variable t.
Then, f (t) = u(t) + iv(t) for t ∈ [a, b] where u(t) and v(t) are real
valued functions of a real variable.
Definition
The definite integral of a complex valued function f (t) over the interval
[a, b] is defined as
Z b Z b Z b
f (t) dt = u(t) dt + i v(t) dt
a a a

when the individual integrals on the right exist.

Observe that
Z b  Z b Z b  Z b
< f (t) dt = <(f (t)) dt, = f (t) dt = =(f (t)) dt .
a a a a

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 4 / 72

Example
Z b
If f (t) = u(t) + i v(t) is continuous in [a, b], then f (t) dt exists.
a
Example: Let f (t) = et + i t2 for 0 ≤ t ≤ 1. Then
Z 1 Z 1
et + i t2 dt


f (t) dt =
0 0
Z 1 Z 1
t
= e dt + i t2 dt
0 0
 3 1
 t 1 t
= e t=0 +
3 t=0
1
= (e − 1) + i
3

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 5 / 72

Antiderivative / Primitive

Let f (t) = u(t) + i v(t) for t ∈ [a, b].

Suppose that there exist two functions U : [a, b] → R and
V : [a, b] → R such that U 0 (t) = u(t) and V 0 (t) = v(t) for t ∈ [a, b].
Then, the function defined by F (t) = U (t) + i V (t) satisfies F 0 (t) = f (t)
for t ∈ [a, b] and it is called an antiderivative (or primitive) of f .

By the fundamental theorem of calculus, we have

Z b Z b
f (t) dt = (u(t) + i v(t)) dt = (U (b) − U (a)) + i (V (b) − V (a))
a a

= F (b) − F (a) .

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 6 / 72

Properties
1 If α and β are complex numbers and f (t) and g(t) are (piecewise)
continuous complex valued functions on [a, b], then
Z b Z b Z b
(α f (t) + β g(t)) dt = α f (t) dt + β g(t) dt .
a a a
2 If f (t) is a (piecewise) continuous complex valued function on
[a, c] and a ≤ b ≤ c, then
Z c Z b Z c
f (t) dt = f (t) dt + f (t) dt .
a a b
3 If f (t) is a (piecewise) continuous complex valued function on
[a, b], then
Z b Z a
f (t) dt = (−1) f (t) dt .
a b
Z b  Z b
 

 f (t) dt ≤
 |f (t)| dt .
a a
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 7 / 72
For f : D ⊆ C → C, it is possible to define Riemann integration of f
over a suitable class of curves, namely, contours (piecewise smooth
curves).

That is, line integral or contour integral of f can be defined over a

suitable class of curves.

To introduce line integral / contour integral, we need to first introduce

curves, in particular, contours.

Curves

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 8 / 72

Curves
Definition
A curve γ is a continuous complex valued function γ(t) defined for t in
an interval of the real line.
That is, a curve is a continuous function γ : I ⊆ R → C where I is an
interval and it can be whole of R.
Examples:
The circle γ : γ(t) = eit for t ∈ [0, 2π] is a curve.
The straight line segment joining two distinct points z1 and z2 is
given by γ : γ(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] and it is also an
example for a curve in C.
The parabola γ : γ(t) = t + i t2 for t ∈ R is a curve.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 9 / 72

Simple Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a simple curve if γ(t1 ) 6= γ(t2 )
for a ≤ t1 < t2 ≤ b except possibly for γ(a) = γ(b).
That is, simple curve is a curve that does not cross itself.

Examples: The circle γ : γ(t) = eit for t ∈ [0, 2π] and the straight line
segment γ : γ(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] are simple curves in the
complex plane.
Any curve of shape of the number 8 is not a simple curve.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 10 / 72
Closed Curves

Closed Curves Not Closed Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a closed curve if γ(a) = γ(b).

Examples:
The circle γ : γ(t) = eit for t ∈ [0, 2π] is a closed curve.
The oriented boundary of a rectangle or a triangle are closed curves.
Line segment γ : γ(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] is not a closed
curve.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 11 / 72
Simple Closed Curves/ Jordan Curves

Definition
A curve γ : γ(t) (a ≤ t ≤ b) is said to be a simple closed curve or
Jordan curve if γ(a) = γ(b) and γ(t1 ) 6= γ(t2 ) for a < t1 < t2 < b.

Examples:
The circle γ : γ(t) = eit for t ∈ [0, 2π] and the oriented boundary of a
regular polygon are simple closed curves.
Any curve of shape of 8 is a closed curve, but not a simple curve.
The curve γ(t) = t + it2 for t ∈ R is a simple curve, but not closed.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 12 / 72
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 13 / 72
Art with a Simple Closed Curve

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 14 / 72

Jordan Curve Theorem

Theorem
Jordan Curve Theorem: The points on any simple close curve (Jordan
curve) C are boundary points of two distinct domains, one of which is
the interior of C and is bounded. The other, which is the exterior of C
is unbounded.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 15 / 72

Differentiable Curves

Definition
A curve γ : z(t) = x(t) + i y(t) (a ≤ t ≤ b) is said to be a differentiable
curve if the derivative z 0 (t) = x0 (t) + i y 0 (t) exists and continuous for all
t in [a, b].

Examples of Differentiable Curves:

The circle γ : z(t) = eit for t ∈ [0, 2π],

the straight line segment γ : z(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] and
the parabola γ : z(t) = t + it2 for t ∈ R are differentiable curves.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 16 / 72

Differentiable Curves: Length of the Curve

If γ : z(t) = x(t) + iy(t) (a ≤ t ≤ b) is a differentiable curve then the

length of the curve γ from z(a) and z(b) is given by
Z b Z bp
0
L = Length of the curve = |z (t)| dt = (x0 (t)2 + y 0 (t)2 dt
a a

Suppose C has a different parametric representation. Then also the

value of the length of curve L is invariant.
Example: Let γ : z(t) = cos(t) + i sin(t) for t ∈ [0, π].
Then, z 0 (t) = − sin(t) + i cos(t) for t ∈ [0, π].
Further, |z 0 (t)| = 1 for t ∈ [0, π].
The length of the curve γ joining z(0) and z(π) is
Z π Z π
0
L= |z (t)| dt = 1 dt = π .
0 0

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 17 / 72

Smooth Curves or Regular Curves
Definition
A curve γ : z(t) = x(t) + i y(t) (a ≤ t ≤ b) is said to be a smooth curve
or regular curve if
1 the derivative z 0 (t) = x0 (t) + i y 0 (t) exists and continuous in [a, b],
2 z 0 (t) 6= 0 for all t ∈ (a, b).

Examples of Smooth Curves:

The circle γ : z(t) = eit for t ∈ [0, 2π],

the straight line segment γ : z(t) = tz2 + (1 − t)z1 for t ∈ [0, 1] and
the parabola γ : z(t) = t + it2 for t ∈ R are smooth curves.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 18 / 72
For Smooth Curves: Unit Tangent Vector varies
continuously

For a smooth curve γ : z(t) = x(t) + i y(t) (a ≤ t ≤ b), we know that

z 0 (t) 6= 0 for t ∈ (a, b) and hence the unit tangent vector
z 0 (t)
T (t) = for all t ∈ (a, b)
|z 0 (t)|
is well defined, with angle of inclination arg(z 0 (t)).

As the parameter t varies over the interval (a, b), the tangent vector
T (t) turns/ varies continuously.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 19 / 72
Contours / Piecewise Smooth Curves

Definition
A contour or piecewise smooth curve, is a curve consisting of a finite
number of smooth curves joined end to end.

Examples: Any oriented polygonal path, circular path are contours.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 20 / 72

Opposite Curve
Definition
Consider the curve C having parametrization C : γ(t) = x(t) + i y(t) for
a ≤ t ≤ b. The opposite curve, denoted by −C, traces out the same
set of points in the complex plane but in the reverse order, and it has
the parametrization

−C : z(t) = x(−t) + i y(−t) for − b ≤ t ≤ −a .

Example: Let C : γ(t) = 2 cos(t) + i 2 sin(t) for 0 ≤ t ≤ 2π.

Then, the parametric representation of the opposite curve −C is given
by −C : z(t) = 2 cos(−t) + i 2 sin(−t) = 2 cos(t) − i 2 sin(t) for
−2π ≤ t ≤ 0.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 21 / 72
(Natural) Orientation of the Curve induced by
Parametrization

Let γ be a curve with the parametrization γ : z(t) for t ∈ [a, b].

As t increases from a to b, the points z(t) moves continuously from
z(a) to z(b) in a specific direction which we indicate by drawing
arrows along the curve.
This direction is called the orientation (or natural orientation) of the
curve induced by the parametrization z(t) for t ∈ [a, b].
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 22 / 72
Simple Closed Curves: Positive Orientations

Definition
Let γ be a simple closed contour with the parametrization
γ : z(t) = x(t) + i y(t) for t ∈ [a, b].
If γ is parameterized so that the interior bounded domain of γ is
kept on the left as z(t) moves around γ, then we say that γ is
oriented in the positive (counterclockwise or anticlockwise) sense.

Example: The circle γ(t) = 2 cos(t) + i 2 sin(t) for 0 ≤ t ≤ 2π is

oriented positively.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 23 / 72
Simple Closed Curves: Negative Orientations

Let γ be a simple closed contour with the parametrization

γ : z(t) = x(t) + i y(t) for t ∈ [a, b].
Definition
If γ is parameterized so that the interior bounded domain of γ is kept
on the right as z(t) moves around γ, then we say that γ is oriented
negatively (clockwise).

Example: The circle γ(t) = cos(t) − i sin(t) for t ∈ [−2π, 0] is oriented

negatively.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 24 / 72
 If a simple closed curve C is positively oriented, then the opposite
curve −C is negatively oriented.
DEFAULT CASE: If the orientation (or parametrization) of a
simple closed curve C is not given, then it is understood that the
simple closed curve C is oriented positively.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 25 / 72

 Line Integral / Contour Integral
Integration of f : D ⊆ C → C over (piecewise) smooth curves

Recall from MA102:

Vector Line Integral of F : D ⊆ R2 → R2 over Oriented Smooth Curves
Z
F (R(t))R0 (t) dt where γ : R(t), (a ≤ t ≤ b) smooth curve
γ

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 26 / 72

Line Integral / Contour Integral
Definition
Suppose that z ≡ z(t) for t ∈ [a, b] represents a contour (that is,
piecewise smooth curve) C, extending from a point z1 = z(a) to a point
z2 = z(b). Let the function f (z) be defined on the contour C. We define
the line integral or contour integral of f along the curve C as follows:
Z Z b
f (z)dz = f (z(t)) z 0 (t) dt .
C a

If f (z) is (piecewise) continuous on the contour C then the above

integral exists. Z
Example: Compute z dz where C is z(t) = 2eit for t ∈ [−π/2, π/2].
C
Z π/2 Z π/2 Z π/2
it −it it


(2eit ) 2ie dt = 2e 2ie dt = 4i dt = 4π i .
−π/2 −π/2 −π/2

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 27 / 72

Properties
1 If α and β are complex numbers and if f (z) and g(z) are
(piecewise) continuous complex valued functions defined on a
contour C, then
Z Z Z
(α f (z) + β g(z)) dz = α f (z) dz + β g(z) dz .
C C C

2 Let C be a contour consists of a contour C1 from z0 to z1 followed

by a contour C2 from z1 to z2 where the initial point of C2 is the
final point of C1 . It is denoted by the notation C = C1 + C2 . If f (z)
is a (piecewise) continuous complex valued function on C, then
Z Z Z
f (z) dz = f (z) dz + f (z) dz .
C C1 C2

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 28 / 72

Properties (Continuation ...)

3 If f (z) is a (piecewise) continuous complex valued function on a

contour C and if −C is the opposite curve to C, then
Z Z
f (z) dz = (−1) f (z) dz .
−C C

4 If f (z) is a (piecewise) continuous complex valued function on a

contour C : z(t) = x(t) + iy(t) (a ≤ t ≤ b), then
Z  Z Z b
|f (z(t))| |z 0 (t)| dt ≤ M L
 
 f (z) dz  ≤ |f (z)| dz ≤
 
C C a

where M is an upper bound for the set {|f (z)| : z lies on C} and
L is the length of the contour C.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 29 / 72

Does Line Integral depend on the Paths?

Let f (z) = z for z ∈ C.

Let C1 be the straight lineZ segment from the point z1 = 1 to the
point z2 = −1. Compute f (z) dz.
C1
Answer:Worked out on the board.
Let C2 be the semi-circle with center 0 and radius
Z 1 starting from
the point z1 = 1 to the point z2 = −1. Compute f (z) dz.
C2
Answer:Worked
Z out
Z on the board.
Is f (z) dz = f (z) dz?
C1 C2
Answer:NO. Line Integral depends on the Paths.
Note: The function f (z) = z is not analytic in C.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 30 / 72

For Analytic Functions: Does Line Integral depend on
the Paths?
Let f (z) = z for z ∈ C.
Let C1 be the straight lineZ segment from the point z1 = 1 to the
point z2 = −1. Compute f (z) dz.
C1
Answer:Worked out on the board.
Let C2 be the semi-circle with center 0 and radius
Z 1 starting from
the point z1 = 1 to the point z2 = −1. Compute f (z) dz.
C2
Answer:Worked
Z out
Z on the board.
Is f (z) dz = f (z) dz?
C1 C2
Answer:YES.
It is expected: Line Integral does not depend on the Paths.
Note: The function f (z) = z is analytic in C.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 31 / 72
Domains: Simply Connected & Multiply Connected

Definition
A simply connected domain is a domain such that every simple closed
contour within it encloses only points of D.
A domain that is not simply connected is called a multiply connected
domain.
Examples:
The domain |z − z0 | < R is a simply connected domain.
The interior of any simple closed contour is simply connected.
The domain |z − z0 | > R is not simply connected.
The annular domain 0 ≤ R1 < |z − z0 | < R2 is not simply connected.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 32 / 72
Antiderivatives / Primitives

An antiderivative or primitive of a continuous function f (z) in a domain

D is a function F (z) such that F 0 (z) = f (z) for all z in D.

If F (z) is analytic in D then f (z) is analytic in D.

If F1 (z) and F2 (z) are two antiderivatives of a function f (z) in a
domain D then F1 (z) = F2 (z) + K for all z ∈ D where K is a
constant in C. That is, antiderivative of a given function f is unique
except for an additive complex constant.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 33 / 72

When Line Integral does NOT depend on the paths?

The following theorem gives an answer to the question: When the line
integral of f (z) from a point z1 to another point z2 does not depend on
the curves joining them?
Theorem
Suppose that a function f is continuous on a simply connected domain
D. Then, the following three statements are equivalent.
1 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.
2 f has an antiderivative F in D.
3 The integrals of f (z) around closed contours lying entirely in D
all have value zero.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 34 / 72

Cauchy-Goursat Theorem/ Cauchy’s Integral Theorem

A. L. Cauchy (1789-1857) E. Goursat (1858-1936)

Goursat proved Cauchy’s Theorem without using the hypothesis “f 0 is continuous” in 1900.

Theorem
Cauchy-Goursat Theorem (or Cauchy’s Integral Theorem or Cauchy’s
Integral Theorem for Simply Connected Domain):
If a function f is analytic throughout a simply connected domain D,
then
Z
f (z) dz = 0 for every simple closed contour C lying in D .
C

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 35 / 72

Proof of Cauchy-Goursat Theorem using Green’s
Theorem

Green’s Theorem: Let C be a simple closed contour in R2 . Let R be

the region enclosed by the contour C. Suppose that two real valued
functions P (x, y) and Q(x, y), together with their first order partial
derivatives, are continuous on and inside the contour C. Then
Z ZZ
(P dx + Q dy) = (Qx − Py ) dA .
C R

Proof of Cauchy-Goursat Theorem:

Let f (z) = u(x, y) + i v(x, y) for z = x + iy ∈ D. Since f (z) is analytic
in a simply connected domain D, it follows that the first order partial
derivatives of ux , uy , vx , vy exist and continuous in D. Further they
satisfy the Cauchy-Riemann equations ux = vy and uy = −vx in D.
That is, f 0 is continuous in D.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 36 / 72
Continuation of previous slide
Set
Z dz = dx + i dy.
f (z) dz =
C
Z
= (u(x, y) + i v(x, y) (dx + i dy)
ZC Z
= (u dx − v dy) + i (v dx + u dy)
C
ZZ CZZ
= (−vx − uy ) dA + i (ux − vy ) dA, by Green’s theorem
Z ZR RZ Z

= (−vx − (−vx )) dA + i (ux − ux ) dA, by CR equations

Z ZR ZZ R

= 0 dA + i 0 dA = 0 + i 0 = 0 .
R R
This completes the proof of the Cauchy-Goursat Theorem.
For a proof without using Green’s theorem, See Book: Complex
Analysis byMGPP,
Instructors: L. DCD,
V. Ahlfors.
AC, ST Topic 04: Complex Integration 37 / 72
Line Integral: Independent of Path

Let C1 and C2 be two paths joining the points z1 and z2 and having no
common points other than z1 and z2 .
Let C2∗ = −C2 be the opposite curve to C2 .
Then, C = C1 − C2 (first C1 , then −C2 ) be a simple closed curve.
If f (z) is analytic
Z on and inside
Z C, then by Cauchy-Goursat Theorem, it
follows that f (z) dz = 0 = f (z) dz
Z C Z 1 −C2
CZ Z
= f (z) dz + f (z) dz = f (z) dz − f (z) dz.
C1 Z −C2 Z C1 C2

It gives that f (z) dz = f (z) dz.

C1 C2
This result is true when C1 and C2 have infinitely many common points.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 38 / 72
The following theorem says that an analytic function in a simply
connected domain possesses an antiderivative in D.

Theorem (Indefinite Integrals or Antiderivatives): Let f be an analytic

in the simply connected domain D. If z0 is a fixed point in D, and if C is
any contour in D with initial point z0 and terminal point z then the
function given by
Z Z z
F (z) = f (w) dw = f (w) dw
C z0

is an analytic function in D and F 0 (z) = f (z) for all z ∈ D.

Theorem (Definite Integrals): Let f be analytic in a simply connected

domain D. If z1 and z2 are two points in D, then
Z z2
f (z) dz = F (z2 ) − F (z1 ) where F is any antiderivative of f .
z1

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 39 / 72

Principle of Deformation of Contours

Let C1 and C2 be two simple closed positively oriented contours such

that C1 lies interior to C2 .
If f (z) is analytic in a domain
Z D that contains
Z both C1 and C2 and
region between them, then f (z) dz = f (z) dz.
C1 C2

Proof-Hint: By introducing two lines L1 and L2 , convert D into two simply connected domains.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 40 / 72

Cauchy’s Theorem for Multiply Connected Domain

Suppose that
C is a simple closed contour positively oriented.
Ck (k = 1, 2, · · · , n) denotes a finite number of simple closed
contours, all positively oriented, that are interior to C and whose
interiors have no points in common.
If a function f is analytic throughout the closed region consisting of all
points within and on C except for the points interior to each Ck then
Z n Z
X
f (z) dz = f (z) dz .
C k=1 Ck
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 41 / 72
Example

Let C be a positively
Z oriented simple closed contour enclosing the
dz
origin. Show that = 2πi using Cauchy-Goursat Theorem for
C z
multiply connected domains.
Answer: Worked out on the board.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 42 / 72

Cauchy’s Integral Formula
The following theorem shows that the values of an analytic function f
interior to a simple closed contour C are completely determined by the
values of f on C.
Theorem
Cauchy’s Integral Formula: Let f be analytic in a simply connected
domain D, and let C be a simple closed, positively oriented contour
that lies in D. If z0 is a point that lies interior to C, then
Z
1 f (z) dz
f (z0 ) = .
2π i C z − z0

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 43 / 72

Proof of Cauchy’s Integral Formula
Consider a circle γ : z(t) = z0 + reit for t ∈ [0, 2π] with sufficiently small
radius r > 0 such that γ lies inside the given simple closed contour C.

By Principle of Deformation of Contour,

Z Z
f (z) dz f (z) dz
= .
C z − z 0 γ z − z0

(f (z) − f (z0 ) + f (z0 )) dz

Z Z
f (z) dz
=
γ z − z0 γ z − z0
(f (z) − f (z0 )) dz
Z Z
dz
= + f (z0 )
γ z − z0 γ z − z0

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 44 / 72

Continuation of Proof

2π Z 2π
(f (z0 + reit ) − f (z0 )) i reit dt
Z Z
f (z) dz it
= i re dt + f (z 0 )
γ z − z0 t=0 reit t=0 reit
Z 2π Z 2π
= i (f (z0 + reit ) − f (z0 )) dt + i f (z0 ) dt
t=0 t=0
Z 2π
= i (f (z0 + reit ) − f (z0 )) dt + 2πi f (z0 )
t=0

Z Z 2π
1 f (z) dz 1
− f (z0 ) = (f (z0 + reit ) − f (z0 )) dt
2πi γ z − z0 2π t=0
2π 
 Z  Z
 1 f (z) dz 1 f (z0 + reit ) − f (z0 ) dt
 
 − f (z0 ) ≤
γ z − z0
 2πi 2π t=0
Since f is continuous at z0 , for any given  > 0, ∃ δ > 0 such that
|z − z0 | < δ =⇒ |f (z) − f (z0 )| <  .
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 45 / 72
Continuation of Proof
Choose r < δ. Then |f (z0 + reit ) − f (z0 )| < .
 Z  Z 2π
 1 f (z) dz 1 f (z0 + reit ) − f (z0 ) dt
  
 − f (z0 ) ≤

γ z − z0
 2πi 2π t=0
Z 2π

< dt = 
2π t=0
Since  > 0 is arbitrary and above inequality is true for every , we
conclude that  Z 
 1 f (z) dz 
 − f (z0 ) = 0 .
γ z − z0
 2πi
Therefore, Z
1 f (z) dz
= f (z0 ) .
2πi γ z − z0
Thus, Z
1 f (z) dz
= f (z0 ) .
2πi C z − z0
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 46 / 72
Application of Cauchy’s Integral Formula

Z
z
Example: Find 2
dz.
|z|=2 (z + i)(9 − z )
Let f (z) = z/(9 − z 2 ). Observe that f (z) is analytic on and inside
|z| = 2.
By applying Cauchy’s integral formula, we get

z/(9 − z 2 )
Z
1
f (−i) = dz
2πi |z|=2 z − (−i)

Therefore,
z/(9 − z 2 )
Z
π
dz = 2π i f (−i) =
|z|=2 z − (−i) 5

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 47 / 72

Cauchy’s Integral Formula for n-th Derivative
The value of the n-th derivative f n (z) can be represented by a certain
contour integral involving the values of f (z) on C as follows.
Theorem
Cauchy’s Integral Formula for n-th Derivative: Let f be analytic in a
simply connected domain D, and let C be a simple closed, positively
oriented contour that lies in D. Let f n (z) denote the n-th derivative of
f (z). If z0 is a point that lies interior to C, then
Z
(n) n! f (z) dz
f (z0 ) = n = 1, 2, 3, · · · .
2π i C (z − z0 )n+1

Set f (0) ≡ f . We know that 0! = 1. Then

Z
(n) n! f (z) dz
f (z0 ) = n = 0, 1, 2, 3, · · · .
2π i C (z − z0 )n+1
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 48 / 72
Application of Cauchy’s Integral Formula for n-th
Derivative
Z
exp(z)
Example: Find dz where C : |z| = 2.
C z4
Let f (z) = exp(z). Observe that f (z) is analytic on and inside |z| = 2.
By applying Cauchy’s integral formula for n-th derivative with n = 3, we
get Z
(3) 3! exp(z)
f (0) = dz
2πi C (z − 0)3+1
Therefore,
2π i f (3) (0)
Z
exp(z) πi
4
dz = =
C z 3! 3
Z
dz
Exercise: Find where n ∈ Z and C : |z − z0 | = R with
C (z − z0 )n
R > 0.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 49 / 72

 Consequences/ Applications
of
Cauchy’s Integral Formula
and
Cauchy’s Integral Formula for n-th Derivative

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 50 / 72

Analytic =⇒ Infinitely Many Times Differentiable

Theorem
Let D be an open set in C. If a function f is analytic in D then for each
n ∈ N, the n-th derivative f (n) of f exists and analytic in D.

Proof: By Cauchy’s integral formula for derivatives, the above theorem

follows.

Corollary
Let D be an open set in C. If a function f (z) = u(x, y) + i v(x, y) is
analytic in D, then the component functions u ≡ u(x, y) and
v ≡ v(x, y) have continuous partial derivatives of all orders at each
point of D.

Proof: Follows from the above theorem.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 51 / 72

Cauchy’s Estimate

Theorem
Let f (z) be analytic on and inside the circle C : |z − z0 | = R. Let
M = max{|f (z)| : |z − z0 | = R}. Then,

 (n)
 n! M
f (z0 ) ≤ for n = 1, 2, · · · .

Rn

Proof: Worked out on the board.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 52 / 72

 Joseph Liouville (1809 - 1882)
French Mathematician

Liouville worked in a number of different fields in mathematics,

including number theory, complex analysis, differential geometry and
topology, but also mathematical physics and even astronomy.
He is remembered particularly for Liouville’s theorem, a nowadays
rather basic result in complex analysis.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 53 / 72

Liouville’s Theorem

Recall that a function f (z) is said to be an entire function if f (z) is

analytic at every point of the complex plane C.

Recall that a function f : D ⊆ C → C is said to be bounded in D if

there exists M > 0 such that |f (z)| < M for all z ∈ D.

Theorem
Liouville’s Theorem: If f is entire and bounded in the complex plane C,
then f (z) is a constant function in C.

Proof: Worked out on the board.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 54 / 72

Properties of Non-Constant Polynomials

Theorem
Let P (z) = a0 + a1 z + a2 z 2 + · · · + an z n be a polynomial of degree
n ≥ 1 with an 6= 0. Then there exists R > 0 such that
1 3
|an ||z|n ≤ |P (z)| ≤ |an ||z|n for |z| > R .
2 2

Proof:
a0 a1 an−1
Let w = n + n−1 + · · · + .
z z n z
Then, P (z) = an z + wz = (an + w)z n .
n

a
 0 a1 an−1  |a0 | |a1 | |an−1 |
|w| =  n + n−1 + · · · +  ≤ n + n−1 + · · · +
z z z |z| |z| |z|

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 55 / 72

There exists R > 0 (sufficiently large) such that

|ak | |an |
< for k = 0, 1, · · · (n − 1) and for |z| ≥ R .
|z|n−k 2n

|a0 | |a1 | |an−1 | |an |

This implies |w| ≤ n
+ n−1 + · · · + < for |z| ≥ R.
|z| |z| |z| 2

|an |
|an + w| ≥ ||an | − |w|| > for |z| ≥ R .
2

|an |
|P (z)| = |an + w||z|n > for |z| ≥ R .
2
Now
|P (z)| = |an + w||z|n ≤ |an ||z|n + |w||z|n

|an | n 3
< |an ||z|n + |z| < |an ||z|n for |z| ≥ R .
2 2
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 56 / 72
Exercise: By using the above inequality, show that |P (z)| → ∞ (and
hence P (z) → ∞) as z → ∞.
1 1
For |z| ≥ R, we have |P (z)| > |an ||z|n = |an | Rn .
2 2
The above inequality is true for every |z| = R∗ > R.
As R∗ → ∞, we have |P (z)| → ∞.
Therefore P (z) → ∞ as z → ∞.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 57 / 72

Fundamental Theorem of Algebra

Theorem
Let P (z) = a0 + a1 z + a2 z 2 + · · · + an z n be a polynomial of degree
n ≥ 1 with an 6= 0. Then P (z) has at least one zero in C.

Proof:Worked out on the board.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 58 / 72

Corollary
Let P (z) = a0 + a1 z + a2 z 2 + · · · + an z n be a polynomial of degree
n ≥ 1 with an 6= 0. Then P (z) has exactly n zeros counting
multiplicities in C.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 59 / 72

 Johann Carl Friedrich Gauss (1777 - 1855)
Gauss was a German mathematician who contributed significantly to
many fields, including number theory, algebra, statistics, analysis,
differential geometry, geodesy, geophysics, mechanics, electrostatics,
astronomy, matrix theory, and optics.
Sometimes referred to as the Princeps mathematicorum (Latin, “the
Prince of Mathematicians” or “the foremost of mathematicians”) and
“greatest mathematician since antiquity”, Gauss had an exceptional
influence in many fields of mathematics and science and is ranked as
one of history’s most influential mathematicians.
Ref: https://en.wikipedia.org/wiki/Carl Friedrich Gauss
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 60 / 72
Gauss Mean Value Theorem

Theorem
Gauss Mean Value Theorem:
If f is analytic in a simply connected domain D that contains the circle
C : |z − z0 | = R, then
Z 2π
1
f (z0 ) = f (z0 + Reiθ ) dθ .
2π 0

That is, the value f at z0 is the integral average of the values of f (z) at
points z on the circle C.

Proof: Worked out on the board.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 61 / 72

Maximum-Modulus Theorem

Consider the function f (x) = −x2 for x ∈ [−1, 1]. It attains the
maximum value at x = 0 which is an interior point to the interval
[−1, 1]. Whereas, the following theorem shows that for an analytic
function f (z), the maximum value of |f (z)| cannot be attained in the
interior point of a domain.
Theorem
Maximum-Modulus Theorem (or Maximum-Modulus Principle): If a
function f is analytic and non-constant in a given domain D, then
|f (z)| has no maximum value in D. That is, there is no point z0 in the
domain D such that |f (z)| ≤ |f (z0 )| for all points z in D.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 62 / 72

Another version of Maximum-Modulus theorem

Theorem
Maximum-Modulus Theorem (Stronger Version): Suppose that a
function f is continuous in a closed bounded (that is, compact) region
S and that f (z) is analytic and non-constant in the interior of S. Then,
the maximum value of |f (z)| in S which is always reached, occurs
somewhere on the boundary of S and never in the interior of S.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 63 / 72

Minimum-Modulus Theorem

The following theorem is an immediate consequence of the

maximum-modulus theorem and tells about the minimum-modulus of
f (z).
Theorem
Minimum-Modulus Theorem: Let a function f be continuous in a
closed bounded region S and let f be analytic and non-constant
throughout the interior of S. Further, assume that f (z) 6= 0 for every
z ∈ S. Then, |f (z)| has a minimum value in S which occurs on the
boundary of S and never in the interior of S.

Hint: Apply Maximum Modulus Theorem to 1/f .

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 64 / 72

Example

Find the maximum value and the minimum value of |f (z)| in S if

f (z) = ez and S = {z ∈ C : |z| ≤ R} where R > 0.
Details worked out on the board.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 65 / 72

Example

Find the maximum value of |f (z)| in S if f (z) = sin(z) and

S = {z = x + iy ∈ C : 0 ≤ x ≤ π, 0 ≤ y ≤ 1}.
Hint: q
|f (z)| = | sin(z)| = sin2 (x) + sinh2 (y) for z = x + iy ∈ C.

Apply the maximum modulus theorem and conclude that |f | attains the
maximum value in S at the point z ∗ = (π/2) + i on the boundary of S
and at no other point in S.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 66 / 72

Maximum Values of <(f ) and =(f ), if f is analytic

Let f (z) = u(x, y) + iv(x, y) be a non-constant, analytic function in

a closed and bounded set S.
Consider the function g(z) = exp(f (z)) and h(z) = exp(−i f (z)).
Observe that g(z) and h(z) are analytic in S.
The maximum values of |g(z)| = eu(x,y) and |h(z)| = ev(x,y) are
attained only on the boundary of S by maximum modulus theorem.
Since u(x, y) and v(x, y) are real valued function and real
exponential function et on R is strictly increasing on R, it follows
that the maximum values of u(x, y) and v(x, y) are attained only
on the boundary of S and not at any interior point of S.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 67 / 72

 Hermann Schwarz (1843 - 1921)
German Mathematician

Schwarz originally studied chemistry in Berlin but Kummer and

Weierstrass persuaded him to change to mathematics. Between 1867
and 1869 he worked in Halle, then in Zı̈¿ 21 rich. From 1875 he worked
at Gottingen University, dealing with the subjects of complex analysis,
differential geometry and the calculus of variations. Schwarz is known
for his work in Complex Analysis.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 68 / 72

Schwarz Lemma

The following result is a consequence of maximum-modulus theorem.

Theorem
Schwarz Lemma:
Let D = {z ∈ C : |z| < 1} be the open unit disk. Let f : D → D be
analytic in D with f (0) = 0. Then
|f (z)| ≤ |z| for all z ∈ D,
|f 0 (0)| ≤ 1.
Moreover if |f (z)| = |z| for some non-zero z in D or |f 0 (0)| = 1 then
f (z) = az for all z ∈ D where a is a complex constant with |a| = 1.

Proof: Given in Tutorial Sheet to prove it.

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 69 / 72

 Giacinto Morera (1856 - 1909)

Giacinto Morera was an Italian engineer and mathematician. He is

known for Morera’s theorem in the theory of functions of a complex
variables and for his work in the theory of linear elasticity.
Ref: https://en.wikipedia.org/wiki/Giacinto Morera

Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 70 / 72

Morera’s Theorem
The following theorem is some sort of converse to the Cauchy-Goursat theorem.

Theorem
Morera’s Theorem:
Z If a function f is continuous in a simply connected
domain D and in f (z) dz = 0 for every simple closed contour C
C
lying in D, then f is analytic throughout D.

Proof: Fix a point z0 in D and define

Z z
F (z) = f (w) dw for z ∈ D .
z0
Z z+∆z
=⇒ F (z + ∆z) − F (z) = f (w) dw .
z
Z z+∆z Z z+∆z
1
Observe that dw = ∆z =⇒ f (z) = f (z) dw .
z ∆z z
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 71 / 72
Continuation of Proof of Morera’s Theorem

z+∆z
F (z + ∆z) − F (z)
Z
1
− f (z) = (f (w) − f (z)) dw
∆z ∆z z
Since f is continuous at the point z, for any given  > 0, ∃δ > 0 such
that
|w − z| < δ =⇒ |f (w) − f (z)| <  .
Choose |∆z| < δ. Then
  Z z+∆z
 F (z + ∆z) − F (z)  |∆z|
≤ 1

 − f (z)  |∆z| |f (w)−f (z)| |dw| < =
 ∆z z |∆z|

Thus, F 0 (z) = f (z) for all z ∈ D. This implies that F (z) is analytic in D.
Since F (z) is analytic in D, the derivatives F (n) (z) for all n ∈ N exist in
D. Since F (n) (z) = f (n−1) (z) for all z ∈ D and for each n ∈ N, it follows
that f is analytic in D. This completes the proof.
Instructors: MGPP, DCD, AC, ST Topic 04: Complex Integration 72 / 72