Week_8_Integration of Functions of Complex Variables
Week_8_Integration of Functions of Complex Variables
Complex Variables
Monday, 2 Hours
4 Worked Examples
5 Summary
Overview
**Cauchy’s Integral Theorem** is a fundamental result in complex
analysis which states that the integral of an analytic function over a
closed contour is zero, provided the function is analytic within and on
the contour.
Overview
**Cauchy’s Integral Theorem** is a fundamental result in complex
analysis which states that the integral of an analytic function over a
closed contour is zero, provided the function is analytic within and on
the contour.
Importance
This theorem is foundational for many other results in complex
analysis, including Cauchy’s Integral Formula and the Residue
Theorem.
Theorem
Let f (z) be analytic within and on a simple closed contour γ in the
complex plane. Then: I
f (z) dz = 0
γ
Theorem
Let f (z) be analytic within and on a simple closed contour γ in the
complex plane. Then: I
f (z) dz = 0
γ
Conditions
f (z) must be analytic on and inside the contour γ.
Theorem
Let f (z) be analytic within and on a simple closed contour γ in the
complex plane. Then: I
f (z) dz = 0
γ
Conditions
f (z) must be analytic on and inside the contour γ.
The contour γ must be simple (no self-intersections) and closed.
Assumptions
f (z) is analytic (holomorphic) on and inside γ.
Assumptions
f (z) is analytic (holomorphic) on and inside γ.
γ is a positively oriented, simple closed contour.
Assumptions
f (z) is analytic (holomorphic) on and inside γ.
γ is a positively oriented, simple closed contour.
Key Idea
Express f (z) as its power series expansion within the domain of
analyticity and integrate term by term.
Conclusion
I
f (z) dz = 0
γ
Department of Systems Engineering , Faculty of Engineering ,
This completes the proof of Cauchy’s Integral Theorem.
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Introduction to Cauchy’s Integral Formula
Overview
**Cauchy’s Integral Formula** provides a way to evaluate integrals
of analytic functions and to derive important properties such as
Taylor and Laurent series expansions.
Overview
**Cauchy’s Integral Formula** provides a way to evaluate integrals
of analytic functions and to derive important properties such as
Taylor and Laurent series expansions.
Statement
If f (z) is analytic within and on a simple closed contour γ, and z0 is
a point inside γ, then:
I
1 f (z)
f (z0 ) = dz
2πi γ z − z0
Key Applications
**Evaluation of Contour Integrals:** Direct computation of
integrals involving analytic functions.
Key Applications
**Evaluation of Contour Integrals:** Direct computation of
integrals involving analytic functions.
**Derivation of Taylor Series:** Expansion of analytic functions
around a point.
Key Applications
**Evaluation of Contour Integrals:** Direct computation of
integrals involving analytic functions.
**Derivation of Taylor Series:** Expansion of analytic functions
around a point.
**Estimation of Function Values:** Determining function values
inside contours based on boundary behavior.
Key Applications
**Evaluation of Contour Integrals:** Direct computation of
integrals involving analytic functions.
**Derivation of Taylor Series:** Expansion of analytic functions
around a point.
**Estimation of Function Values:** Determining function values
inside contours based on boundary behavior.
**Proving Uniqueness Theorems:** Showing that analytic
functions are uniquely determined by their values on a contour.
Assumptions
f (z) is analytic within and on γ.
Assumptions
f (z) is analytic within and on γ.
z0 is inside γ.
Assumptions
f (z) is analytic within and on γ.
z0 is inside γ.
Conclusion
This completes the proof of **Cauchy’s Integral Formula**.
Overview
**Contour integrals** involve integrating complex functions along
specified paths in the complex plane. Evaluating these integrals is
essential for various applications in physics and engineering.
Overview
**Contour integrals** involve integrating complex functions along
specified paths in the complex plane. Evaluating these integrals is
essential for various applications in physics and engineering.
Key Techniques
Parametrization of Paths
Overview
**Contour integrals** involve integrating complex functions along
specified paths in the complex plane. Evaluating these integrals is
essential for various applications in physics and engineering.
Key Techniques
Parametrization of Paths
Cauchy’s Integral Theorem and Formula
Overview
**Contour integrals** involve integrating complex functions along
specified paths in the complex plane. Evaluating these integrals is
essential for various applications in physics and engineering.
Key Techniques
Parametrization of Paths
Cauchy’s Integral Theorem and Formula
Residue Theorem
Overview
**Contour integrals** involve integrating complex functions along
specified paths in the complex plane. Evaluating these integrals is
essential for various applications in physics and engineering.
Key Techniques
Parametrization of Paths
Cauchy’s Integral Theorem and Formula
Residue Theorem
Laurent Series Expansion
Overview
**Contour integrals** involve integrating complex functions along
specified paths in the complex plane. Evaluating these integrals is
essential for various applications in physics and engineering.
Key Techniques
Parametrization of Paths
Cauchy’s Integral Theorem and Formula
Residue Theorem
Laurent Series Expansion
Contour Deformation
Methodology
To evaluate a contour integral, one often parametrizes the path γ by
a parameter t in an interval [a, b]:
Methodology
To evaluate a contour integral, one often parametrizes the path γ by
a parameter t in an interval [a, b]:
Integral Representation
The contour integral becomes:
Z Z b
f (z) dz = f (z(t)) · z ′ (t) dt
γ a
Common Techniques
1 **Residue Theorem:** Powerful for integrals involving
singularities inside the contour.
Common Techniques
1 **Residue Theorem:** Powerful for integrals involving
singularities inside the contour.
2 **Laurent Series:** Useful for expanding functions around
singular points.
Common Techniques
1 **Residue Theorem:** Powerful for integrals involving
singularities inside the contour.
2 **Laurent Series:** Useful for expanding functions around
singular points.
3 **Contour Deformation:** Allows changing the path of
integration without altering the integral’s value, provided certain
conditions are met.
Common Techniques
1 **Residue Theorem:** Powerful for integrals involving
singularities inside the contour.
2 **Laurent Series:** Useful for expanding functions around
singular points.
3 **Contour Deformation:** Allows changing the path of
integration without altering the integral’s value, provided certain
conditions are met.
4 **Jordan’s Lemma:** Assists in evaluating integrals involving
exponential functions over large semicircular contours.
Problem
Compute the integral:
ez
I
dz
γ z −1
Where γ is the circle |z| = 3 traversed counterclockwise, and z0 = 1
lies inside γ.
Solution Overview
1 **Verify** that f (z) = e z is analytic within and on γ.
Problem
Compute the integral:
ez
I
dz
γ z −1
Where γ is the circle |z| = 3 traversed counterclockwise, and z0 = 1
lies inside γ.
Solution Overview
1 **Verify** that f (z) = e z is analytic within and on γ.
2 **Apply** Cauchy’s Integral Formula.
Verify Analyticity
The function f (z) = e z is entire, meaning it is analytic everywhere in
C, including within and on the contour γ.
Conclusion
ez
I
dz = 2πie
γ z −1
Interpretation
The integral evaluates to 2πie, showcasing the direct application of
Cauchy’s Integral Formula.
Problem
Compute the integral: I
z
dz
γ z2 +1
Where γ is the circle |z| = 2 traversed counterclockwise.
Solution Overview
z
1 **Identify** the singularities of f (z) = z 2 +1
.
Problem
Compute the integral: I
z
dz
γ z2 +1
Where γ is the circle |z| = 2 traversed counterclockwise.
Solution Overview
1 **Identify** the singularities of f (z) = z 2z+1 .
2 **Determine** which singularities lie inside γ.
Problem
Compute the integral: I
z
dz
γ z2 +1
Where γ is the circle |z| = 2 traversed counterclockwise.
Solution Overview
1 **Identify** the singularities of f (z) = z 2z+1 .
2 **Determine** which singularities lie inside γ.
3 **Find** the residues at these singularities.
Problem
Compute the integral: I
z
dz
γ z2 +1
Where γ is the circle |z| = 2 traversed counterclockwise.
Solution Overview
1 **Identify** the singularities of f (z) = z 2z+1 .
2 **Determine** which singularities lie inside γ.
3 **Find** the residues at these singularities.
4 **Apply** the Residue Theorem.
Identify Singularities
The function f (z) = z 2z+1 has singularities where the denominator is
zero:
z 2 + 1 = 0 ⇒ z = i and z = −i
|i| = | − i| = 1 < 2
At z = −i:
z z(z + i) z −i 1
Res 2
, −i = lim = lim = =
z +1 z→−i (z − i)(z + i) z→−i z − i −2i 2
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University of Lagos Page 23 / 44
Example 2: Step 4 - Apply the Residue Theorem
Conclusion
I
z
dz = 2πi
γ z2 +1
Interpretation
The integral evaluates to 2πi, demonstrating the application of the
Residue Theorem for functions with multiple singularities within the
contour.
Problem
Compute the integral:
ez
I
dz
γ z
Where γ is the unit circle |z| = 1 traversed counterclockwise.
Solution Overview
ez
1 **Identify** the singularity of f (z) = z
.
Problem
Compute the integral:
ez
I
dz
γ z
Where γ is the unit circle |z| = 1 traversed counterclockwise.
Solution Overview
z
1 **Identify** the singularity of f (z) = ez .
2 **Determine** if the singularity lies inside γ.
Problem
Compute the integral:
ez
I
dz
γ z
Where γ is the unit circle |z| = 1 traversed counterclockwise.
Solution Overview
z
1 **Identify** the singularity of f (z) = ez .
2 **Determine** if the singularity lies inside γ.
3 **Apply** Cauchy’s Integral Formula.
Identify Singularities
ez
The function f (z) = z
has a singularity at z = 0, which is a simple
pole.
ez
I
0 1
e =1= dz
2πi γ z
Conclusion
ez
I
dz = 2πi
γ z
Interpretation
z
The integral of ez around the unit circle is 2πi, illustrating the use of
Cauchy’s Integral Formula for functions with singularities inside the
contour.
Solution Overview
1
1 **Identify** the singularities of f (z) = z(z−2)
.
Solution Overview
1
1 **Identify** the singularities of f (z) = z(z−2)
.
2 **Determine** which singularities lie inside γ.
Solution Overview
1
1 **Identify** the singularities of f (z) = z(z−2)
.
2 **Determine** which singularities lie inside γ.
3 **Find** the residues at these singularities.
Solution Overview
1
1 **Identify** the singularities of f (z) = z(z−2)
.
2 **Determine** which singularities lie inside γ.
3 **Find** the residues at these singularities.
4 **Apply** the Residue Theorem.
Department of Systems Engineering , Faculty of Engineering ,
University of Lagos Page 31 / 44
Example 4: Step 1 - Identify Singularities
Identify Singularities
1
The function f (z) = z(z−2)
has singularities at:
z = 0 and z = 2
At z = 2:
1 1 1
Res , 2 = lim =
z(z − 2) z→2 z 2
Conclusion
I
1
dz = 0
γ z(z − 2)
Interpretation
The integral evaluates to zero, demonstrating how residues can
cancel each other out when their sum is zero.
Solution Overview
1
1 **Identify** the singularity of f (z) = (z−1)2
.
Solution Overview
1
1 **Identify** the singularity of f (z) = (z−1)2
.
2 **Determine** if the singularity lies inside γ.
Solution Overview
1
1 **Identify** the singularity of f (z) = (z−1)2
.
2 **Determine** if the singularity lies inside γ.
3 **Find** the residue at the singularity.
Solution Overview
1
1 **Identify** the singularity of f (z) = (z−1)2
.
2 **Determine** if the singularity lies inside γ.
3 **Find** the residue at the singularity.
4 **Apply** the Residue Theorem.
Department of Systems Engineering , Faculty of Engineering ,
University of Lagos Page 37 / 44
Example 5: Step 1 - Identify Singularities
Identify Singularities
1
The function f (z) = (z−1)2
has a singularity at z = 1, which is a pole
of order 2.
Find Residue at z = 1
For a pole of order n, the residue can be found using:
1 d n−1
Res (f , z0 ) = lim n−1
[(z − z0 )n f (z)]
(n − 1)! z→z 0 dz
Here, n = 2 and z0 = 1:
1 1 d 2 1 d
Res 2
,1 = lim (z − 1) · 2
= lim [1] = 0
(z − 1) 1! z→1 dz (z − 1) z→1 dz
Conclusion
I
1
dz = 0
γ (z − 1)2
Interpretation
The integral evaluates to zero, highlighting that higher-order poles
contribute to the integral based on their residues.
Further Reading
Department of Systems Engineering , Faculty of Engineering ,
University of Lagos Page 43 / 44
Questions and Discussion
Any Questions?