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Module 4 Notes

1) The line integral of a complex function f(z) along a curve C can be evaluated by reducing it to the evaluation of two line integrals of real functions. 2) A contour is a continuous chain of simple Jordan arcs. The line integral of a function f(z) along such a contour C is called the contour integral, denoted by ∫C f(z) dz. 3) Certain properties of contour integrals include: the integral along a contour made of two parts C1 and C2 is the sum of the integrals along each part; reversing the direction of the contour changes the sign of the integral; and the integral is linear with respect to the integrand.

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0% found this document useful (0 votes)
17 views

Module 4 Notes

1) The line integral of a complex function f(z) along a curve C can be evaluated by reducing it to the evaluation of two line integrals of real functions. 2) A contour is a continuous chain of simple Jordan arcs. The line integral of a function f(z) along such a contour C is called the contour integral, denoted by ∫C f(z) dz. 3) Certain properties of contour integrals include: the integral along a contour made of two parts C1 and C2 is the sum of the integrals along each part; reversing the direction of the contour changes the sign of the integral; and the integral is linear with respect to the integrand.

Uploaded by

Raunak Sengupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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GQMPLEX:INTEGRATION

2:3

B B

| cF dt =c F dt, cbeing any constant


A A

B A B B B
Fdt = Fdt, (F+F) dt = ]Fj dt + ) F dt
A B' A A A

B B

JFdt= Fdt+ | Fdt


A A C

The ordinary real definite integral. like f(x) dx can be


regarded as a line integral in which the integrand is a function
of x alone and the curve C is the x-axis. Also; the evaluation
of line integrals can be reduced to the evaluation of ordinary
definite integrals.
2.2,,COMPLEX INTEGRÁTION.
Let f(z) be a continuous function of the complex variable
z=xt iy defined, at all polnt oI cuve end. points
i
A and B. Divide the curve c into n parts at points

ÅPoe);PiepP,(z), ., , PAeNB.
Let Az;=2;=Z;=Z1 anda; Be any point on the ätc
P:-12;. Then the limit of the sum.

S f(a;) Az; as n’ oo in such a way the lengtho


i=1
every chord Az; ’0if it exists, is called the line integral. of
f() äloñg the cutve C: It is denoted byfeldi

2) dz = Lt f(a) Az; where eac A


z’0

If f (e}4 (ay9)+ iv (*9) then- since da=dshidy stwerhaive


BLES &
PARTIAL DIFFERENTIAL
C
Tre)dz = (u +iv) (dx +idy) EQUATIONS
-J(udx- udy) +i (udx t
C udy) C

AP=B

P=A
X

Fig.
which shows that the evaluation of the line integral of a complex
function can be reduced to the evaluation of two line integral
on real functions.

Continuous arc
Iff(«) and g () are real continuous functions of the real
variable x in the interval a<xsB, then the set of points z in
the Argend plane given by the
equation
z =f(r) + ig (u), a sxsB
is called a
continuous arc.
Multiple point
If,
one valuecorresponding to
for z, then z is one value of x, there exists more than
called a multiple point.
Jordan curve
A
continuous arc with no
curve. if
a simple the end points a and Bmultiple point is called a Jord an
Jordan closed curve or coincide,
simple
then the arc is called
closed curve.
L EQUATIONS cOMPLEX INTEGRATION 2.5

Contour
A continuous chain of a finite number of simple Jordon
arcs is called a contour.
Contour Integral
If C is the contour the line integral along such a curve
cdenoted by f(z) dz or f(z) de, called the contour integral.
AB

Simple closed curve


Acurve is called a simple closed curve if it does not cross
it self.

fa complex
ne integral
Fig.
Multiple curve
multiple curve.
of the real A curve which is not simply closed is called
points 2 in

3 more than
Fig.
Connected Region
led a Jordan
arc is called A region R is said to be a connected region if any wo
ve. points of R can be connected by a curve lying entirely withn
this region.
2.6 COMPLEX VARIABLES e PARTIAL DIFFERENTIAL EQUATIONS

Sinply connected region


A region R is said to be a simply Connected region if any
closed curve which lies in R can be shrunk to a point without
crossing R multiply connected region.
A connected region whick is not simply. connected is called
a multiply connected region. A mltiply connected regiGn can
be converted into a imply cunnected region by introducing one
or more strip cuts as indicated in the igure. The boundary. e
of region R is to be traversed in the positive direction.
Region between to concentric circles is example of
multiply connected region.

Muitiply Connected Sirmply Connected strip Cuts


Region Region
Fg.
Properties of contour intcgral
From the definition of contour integral the following
properties can be easily proved.
1. If the contour c is made up of two areas C1 and co then

Fre) dz = f(e) dz+) f(e) dz


Cj

2. If Co represents the coz1tour c1, traversed in the reverse


direction then fe) dz =- ) f(2)dz
C2 C

3. J[af e) +bfa e)]de =a Jhe) de +bj he) de tor any


C

two constante a and b.


4. If L is the length of the curve c and if f(z) s M, for all
z on C then | f(2) dz | s ML.
COMPLEX INTEGRATION
2.7

SOLVED PROBLEMS
Éxample 1 Find the value of the integral (+y) dx +xydy
C

(a) along y =x* having (0, 0), (3, 9) end points


(b) alot1g y=3x between the same points.
Solution

Given (+y)dx +xydy (1)


C

Along the path y =x

y= gives dy =2x du
3

Therefore ( +y) dx +xy dy = | (x+*) dx +x (2x) dx

=(+x+ 2x) dx
2 63

36
9 513
+9+243 =
2 2

Along the path y=3x


y= 3x gives dy=3dx
3
(3«) 3dx
::J(+y) dx +xydy = | (*+ 3x) dx +*
C
3
=(4r +9x) dx
0

801
= 18+ 729 4
4
2.8 COMPLEX VARIABLES & PARTIAL DIFFERENTIAL EQUATIONS

1+i
Exanple 2 Evaluate (*-iy) dz along the paths y=x and

y=
Solution
Let z =x+iy Then dz = dx + idy
Then 2 = 0corresponds to (0, 0) and z=1+i
Corresponds to (1, 1)
.. (a- iy) dz = (ay) (dx +id
= (x da +ydy) + i ( dy - ydx)
Alons paths y =#
y=* gives dx = dy
dz
dz+dy

1
1+i
(a-iy) de = (+x) dx +i ( - )dx

- )
5 5-i
6 6 6

Along tae path y=


y *gives dy = 2r dx
1+i

-iy) dz = 2+2x) da +iJ (24 -*d«


V

- a

01
ai
5+
6
ERENTIAL EQUATIONS COMPLEX INTEGRATION 2.11

on C, y= *,dy= 2x dx
in such a way that 2 2

, is called the line :.I= J( dx-* (2x dx))+i dx +*² (2x dx)
1 1
à to B, denoted by
2

S-2x+ie+2
1
dx

= (8-1) - (32 - 1) + (16 1)

45 i
-(3-9) 4
151 45 i
= +
15 4
3+i
he curve y= from dz along the line 3y =x
Example 4 Evaluate
0

Solution
3+i 3+i
| dz = (+ iy) d (x + iy)

3+i
= -y+2 i xy) (dx +idy)
34i
=
- ( - y dx - 2xydy
0

1 3 +i

+i 2xy dx +(x-y dy

Given x=3y dx =3dy


)
2.12
cOMPLEX VARIABLES & PARTIAL
DIFFERENTIAL EQUATIONS
3+i 1

|dz (9y² -y 3 dy - Gy' dy


1

+i 6y (3dy) + 8 y' dy

I[4y²-6yh +i (26 y) ]dy


18y3 26 y3
3

i26 18 + 26 i
=6+
3 3
Example 5 Evaluate f(2) da where C is the circle with radius
r and centre at z =a fOr
1
(i) f(2)= (ii) f(z) =(2 -a)", m # -1
Solution
Given z-a =r
’ 2 - a=re
’Z= a+re
dz re i de
IG) Jf 2) dz = dz
z- a

27
|reido
2 X
COMPLEX INTEGRATION 2.13
UATIONS

(i) fe) dz =J (z- a)"de


0= 2
=

0=0

2 T
=irm+1 [ei (m +1) de

2+ 1 o'(m t l)
=irnt
i(m + 1)

(m + 1) (0)=0
PROBLEMS FOR PRACTICE
radius
1+i
1. Evaluate (-iy)
J dz along the paths y=x and y=

Ans, i 5+i
6 6

2. Evaluate (x-iy) da from (0 ,0) to (4, 2) along C where


C

(1) Cis given by 2 = t +it


segments joining the points
(ii) C is given by two line
(0,0) to (0, 2) and then (0, 2) to (4,2).
Ans. i) (30 -8 i) ii) 10-8i
- 8.
3. Evaluate ( +ixy) dz from A(1, 1) to B (2, 4) along the

curve x= t, y=t
Ans. -161 45 i
15 4
NTIAL EQUATIONS
OMPLEX INTEGRATION 2.15

=* and y= 2.3. CAUCHY'S THEOREM


Gauchy's Integral theorem (or) Cauchy's Fundamental
Theorem

If f(2) is analytic at every point of the region R bounded


by a closed curve Cand iff' (2) is continuous at all points
4-x
inside and on a simple closed curve C', then f(z) dz =0.

Proof Let f(z) =u (*, y)+ iv (x, y)


=U +iv

Since Z=x+iy
dz = dx+idy

Hence f (e)dz =) (u +iv) (dr +idy)


C

(u dx -v dy) + i vdx +u dy
C C
along
Since f'(z) is continuous, the four partial derivatives
and are also continuous in R and C.
ay
Hence we can apply Green's theorem

-) along
(i.e) (P dx +Qdy) =JJ(Q,-P,) dx ly
C R

:ffe) de =JJ (-yy-uy) dz dy +ijJ(u, - B,) ds dy


R R

=J O
dz dy + iJ] Odx dy
R R

where C is since u, =V, and' y= - V, by Cauchy-Riemann's equation.


-f
C
fe) dz =0
2.16 COMPLEX VARIABLES & PARTIAL DIFFERENTIAL EQUATIONS
COMPLEX INTEGRATIC
Note E. Goursat, a French Mathematician was the first to sav
that the above theorem can be proved without using the
condition that f (z) is continuous. The statement given by Hence, the integ
Goursat is as follows: Q does not depend u
Extension of Cauet
· (i.e.) If a function f(2) is Analytic at all points inside and on a Cauchy's theorer
closed contour C, then f (z) dz = 0 is analytic over a ma

Corollary If f(e) is analytic in R and if two points P and Q


in R are joined by two different curves C and Cz lying wholly
in R, then f(e) dz= f(z) dz
Cq

C.

P Multiply connect
’X Region

Fig.
Applying cauch
Let PDQ and PEQ be the curves CË and C, respectively. CqAB C; BA we get
By cauchy's theorem.
Sfe) dz =0 C
PDQEP

(ie) Jfe) de + f(2) de =0


PEQ QDP C

-ffe) dz -Sfe) de since the integrals aloc


PEQ QDP Second integral i
we get
PDQ

where each integration


GOMPLEX INTEGRATION 2.17

Hence, the integral of an analytic function f(2) from P to


Qdoes not depend upon the contour Cjoining P and Q.
Extension of Cauchy's Integral Theorem
Cauchy's theorem can be applied even if the function fz)
is analytic over a multiply-connected region R.

X
0

Fig.
Multiply connected Strip cuts are used to convert
.Region multiply connected region to a
simply connected region

Applying cauchy's thoren to the connected contour


C,AB C, BA we get

Sfe de =0»f +f +f +f =0
C, AB BA

»J fe) dz +J fe) de =0
C, Cz
since the integrals along AB and BA cancel.
Second integral is in the clock wise direction and hence
we get

C,
Sr)dz =[fe)
C,
de
where each integration is in Anticlockwise direction.
2.18
COMPLEX VARIABLES & PARTIAL DIFFERENTIAL EQUATIONS

Cauchy's Integral formula


If f(2) is analytic within and on the closed c°rve C of a
simply connected region R, and if a is any point in the interior
of R, then

f(a) = dz where the integration around C is in


2Ti
the positive sense.

Próof Since f(z) is analytic inside and on C, f ) is als0


analytic inside and on C, except at the point 2=a. Hence, we
draw a small circle with centre at z =a and radius r lying
entirely inside C.

-’X

Fig.

Now, is analytic in the region enclosed between C


and Co.
T-2
Hence, by cauchy's extended theorem,

6T 2-a
Co

On Co, any point z is given by

z=a+r e
dz =rieide
cOMPLEX INTEGRATION
2.19

=2
fe) de [ a+rerie de
Co 0=0 re
2 n

=i |f(a +re de
As r -0, the circle tends to a point
2 T

=if(a) de
=if (a) (2r)
=2 nif (a)
o-c.
f) dz =2 tif (a)
C

’ f(a)=|fe) dz
de
2ni C
(z- a)
The above formula is called CAUCHYS INTEGRAL
FORMULA.
tu
Note If ff(2) is analytic inside R whose boundary is C, then

f (a)= 2 i
1 fe) dz
c(2-a)?
(This result can be proved using the method of first
principle)
2!
similarly f" (a) =: (z-ay
f" (a) = 2 T 0
3!
fe) de
C
n !
In general f" (a) =2i c (2-a) +1
2.20 cOMPLEX VARIABLES & PARTIAL
DIFFERENTIAL EQUATIONS
SOLVED PROBLEMs

Example 1Evaluate |de where Cis a simple closed curve


and the point z=a is (i) outside C.ii) Inside'C.
Solution
1
(i) If z =a is a point outside, C then is analytic inside
dz
and on Cand by Cauchy's Integral theorem -=0.
C

(ii) is a point inside C, then by Cauchy's Integral


dz
formula, =2 nif (a)

Here f(z) = 1
’ f(a)=1
dz
Z'-a
=2ni
C

dz
Example 2 Evaluate 2+2'
where Cis z=1
Solution
Z= -2 is a simple pole and substituting this point in the
given curve C(i.e) |-2|=2>1(Radius) we see that the point
z= -2lies out side C and henco by using the Cauchy's lntegral
theorem.
dz =)
z+2

Example 3 Evaluate e
z-jde, where C is the circle
|z|2
Solution
z=1 is a
inside the circlesimple pole and |
and by using the1|-1<2 (Radius), which lies
Cauchy's Integral formula.
cOMPLEX INTEGRATION 2.21

-de=2rif
where fej=e
»f(1) =el

=2T ie
C
(z-1)

COS Tt z dz
Bxample 4 Evaluate where Cis the circle
(z-1)(z - 2)
lzl=3.
Solution
Poles of the integrand are got by considering the
denominator equal to zero. (i.e) z=1 and z=2. Substituting
z=1 and z=2 in the Yea Curve z = 3 we see the
1|=1l<3 (Radius) and |=2<3 (Radius).
Hence both the points lie inside the closed curve C and by
using Cauchy Integral formula we can evaluate the given
integral.
A B
Considering (2-1) (z-2) z-1
+
Z-2 :

z-1 2-2

cOs T 2 dz cos T 2 dz
C
(2-1)(2 -2)*-J z-1

+ cos n2 de
Z-2
C

dz
C
2-2
C
2.22 COMPLEX VARIABLES & PARTIAL DIFFERENTIAL EQUATIONS

where f(z)= cos T


cOs T 2 dz
(z-2-2if(1)'
1) (z
(2-1) -2) + 2nif(2)

=2 i (- cosTT +COs 4 )

=27i[1 +1]
=4t i

Example 5 Evaluate the following integral using Cauchy's


integral formula.
(4-32)
z (z- 1) (z - 2) de where C is the circle

Soiution
Poles of the given function are found by equating the
denominator to zero.
(i.e) z (z - 1) (z-2) =0
’2=0, 1, 2
4-3z A B C
Consider
z (z -1) (z-2) 2 2-1/z-2.
=4-3,z = A(2 - l) (2 -2) + Bz (2-2)+ Cz (2 - 1)
Put z=0=4=A(2)
’ A =2 .
Put 2=1

l=B (- 1)
B= -1

Put 2 =2

’-2=C (2)
C= -1
COMPLEX INTEGRATION
2.23
4- 32
2 (2 - 1) (2 -2) 21_1
z 2-1 2-2

:4-32) da -2de
dz
C
2(e-1)(e-2)*-6
z (2- 1) (2- 2)
C

=2(2 nif(0) 2 nif(l) -0)


since z=2 is a point which lies
outside C, (i.e),2 2>
(Radius) the third integral is zero by using 2

(4-32) dz
Cauchy's theorem.
*Cz(2-) (z-2)=4ni(1) -2 ni(1)
(since f (2) =1f(1) =
=2 ni
Example 6
( e+1) de Evaluate using Cauchy's integral formula,
C z+2z+4
where C is the circle 2+ 1+i =2.
Solution l2|>9.
2+1
Let f(2)+22+4
The function will Cease to be analytic where
+2z+4=0
--2±V4- 16
2
Z=-1iV3
Substititing z =-1+iN3 and =
curve z+1+i =2, we see that z= -[-iV3 in the given
|-1+i3 +i+i|=|i(V3 +1)

=V3 +1
= 2.732 > 2
(Raius)
and-1 -iN3 +1 +i|=|i(1- v3) |
2.24 COMPLEX VARIABLES & PARTIAL DIFFERENTIAL EQUATIONS
=l-V3
=-.732 < 2(Radius)
2=-i
..z= -1-iv3 alone lies inside C
(2+ 1) dz
c(e+1-i N3 y(z +1+iv3)
=|fe) de
=J+l+i
fe)= 2+1
v3)(z+1+i

where
z+1-i V3
fz) dz =2nif( -1 -iv3)
C (z+1+i V3)
- 1-i3 + 1
=2 ni
-1-i3 +1-i V3
- iV3
=2ni
-2i V8
= Ni

Example 7 Evaluate the following integral cos z dz where


C
Cis the ellipse 9x+4y =1
Solution

2=0
The given ellipse 9x+ 4 y =1 en closes a simple pole

Ly'

Fig.
EQUATIONS 2.25
COMPLEX INTEGRATION

formula
. By Cauchy Integral
J d z =2 nif (0)
COS Z

Here f(2) =cos z


’f(0)= cos 0
=1

COS Z
dz = 2Ti
C
integral tan z dz where C
Example 8 Evaluate the complex
is z.l=2.
Solution
sin 2 points for the given
tan zde =| COS z dz. Singular
to zero.
function are got by equating cos z
(i.e.) cos z = 0
dz where
’z=(2 n +1) ;n=0, 1, 2.

singular points are z= /2,


mple pole 3 T
inz =2 we get
Substituting z =T/2, 2
....

T/2 =n/2 = 1.57 <2

3|,2
2
= etc.
.. z= alone lies inside C

»]tan zde =f BinE ddz


C C
cOS Z

=2 i (sin z)at z= /2
=2ni(1)
=2 ni
DIFFERENTIAL EQUATIONS
2.26 COMPLEX VARIABLES & PARTIAL

(3 2+ z - 1) dz, around the circle


Example 9 Evaluate (z'- 1) (z -3)
C
|zl=2
Solution
B C
Let
32+2-1_A++-3
(2-1) (z-3) z+1 (2z-1
- 3) +C(2- 1) (z + l)
3z+z- 1 =A (2 + l) (z -3) + B(2- 1) (2
Put z=3

27 +3-1=C (8)
29
C=

Put z=1

’3+ 1-1=A(2) (- 2)
3
’ ¢= -
4

Put Z= -1

’ 3 - 1-1=B(- 2) (- 4)
’l= 8 B

- 3 1 29
3z+z -1
4 (2 - 1) 8(2 + 1l) 8(z -3)
(2- 1)(z - 3)
8g2,+2- 1) dz -3 dz dz dz
= +
2-3
C (z-1) (2 - 3) C C

Substituting the singular points in


z = 1, z = -1 andz=3and
the Substitun
given curve z=2 -2 we see that ±1=1<2 (Radius)
thatI
|3 =3> 2(Radius).
COMPLEX INTEGRATION 2.27

C.
The points z = t1 alone lies inside

(32²+2-1) dzde=f(1)
= f)+f-1)-3

(z-1) (2-3)
Here f(z) =1 and hence f(t 1) = 1
2
/8z+2-1) dz -3 1
4
(2-1) (z -3)
-5
8

(122-7) dz
Example 10 Evaluate (2z +3) (2-1)
C

where C is a cirlce +y=4


Solution
12 z-7 A B +
Let 22 +3 (z- 1) (2-1y2
(2z +3) (2 1)2
+ 3)
’ 12z-7=A (2 l)+ B (z- 1) (2 z+3) + C(22
-3
Put Z= 2

- 18 7=A

-25 =2A A= -4
4

Put z =1
5=C (5)
C=1
Put z =0
-7=A 3B +3C
’ - 7 = - 4 - 3 B +3

-7+ l= - 3B
’ B=2
COMPLEX VARIABLES & PARTIAL DIFFERENTIAL EQUATIONS
2.28

dz dz dz
(12 z - 7) dz -4
22+3 +2 -1j*! (z-1)2
(2 z+3) (z- 1 C

dz dz dz
=

- + 2
C c(e-1)

= -2(2 nif( -3/2)) + 2(2 -if(1))


+2nif' (1)

Since f (z) = 1
f(- 3/2) =f(1) 1
f'(z)=0 ’f'(1) =0
(12 z - 7) de -4Ti+ 4 ni

C (22+3) (2- 1)

where Cis |z|=3


Example 11 Evaluate | (-2 de

Solution

[ 3
-2) de fe) dz
C
(2-2)3 c(z-2)ß
where f (z) =z-2
given circBe
Singular point is z=2 which lies inside the
|z =3 since 2 =2<3 (Radius)
[lE) d 2!
nig" (2)
=Ti(12) = 12 ni

'f2) =32- 1
f" (z) =62
+f"(2) = 12

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