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Complex Integration  f(z)dz C

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1 Complex Integration  f(z)dz C
Complex integrals are basically line integrals. The integrand function f(z) is integrated over a given curve C in the complex plane, called the path of integration. Such a curve is given by a parametric representation: z (t) = x(t) + i y(t), a  t  b. Assumptions: All paths of integration are assumed to be piece-wise smooth (i.e. continuous and with non-zero derivative dz/dt). The function f(z) is assumed to be continuous. The notation for a complex line integral is:  f(z)dz C

2 Definition and Existence
The complex integral is defined as the limit of a sum in a way analogous to that used for defining line integrals in the real xy-plane. Partitioning the interval a  t  b, we get a subdivision of the arc C by points, and we can then take the value of f in the subintervals so formed. We thus get a sum of the form: Sn =  f (k) zk If we write f(z) = u(x,y) + iv(x,y), then continuity of f implies continuity of u and v. The above sum can be expressed as a sum in terms of u and v, which converges to a sum of real line integrals as the mesh of the partition goes to zero (under the assumptions). Hence the existence of the complex integral is assured under the given assumptions.

3 Complex Integrals - Calculation
Definition: Let f(z) be a continuous function on a piece-wise smooth path C represented by z (t) = x(t) + i y(t), a  t  b. Then: b  f(z)dz =  f(z(t))z’(t) dt C a The above definition is motivated by the analogous rule for real line integrals. If f(z) = u(x,y) + iv(x,y), then the above can be re-stated as: b b  (udx – vdy) + i  (vdx + udy) a a

4 Properties of Complex Integrals
Proposition 6: For integrable functions f(z) and g(z): Constant Multiples:  kf(z) dz = k f(z) dz for any complex constant k C C Sums and differences:  ( f(z)  g(z) )dz =  f(z) dz   g(z) dz C C C Additivity: if the arc C is the sum of the arcs A and B, then  f(z)dz +  f(z) dz =  f(z) dz A B C Reversal of Arc: If C is the arc obtained by traversing the arc C in the reverse direction, then:  f(z) dz =   f(z) dz C C

5 Bound for Absolute Value of Complex Integrals
Proposition 7 (ML-Inequality): The absolute value of integral of f(z) over a path C is bounded by ML, where L is the length of C and M is a constant such that |f(z)|  M on C. NB: The upper bound M needs to apply on the path C only.

6 Indefinite Integral Proposition 8: Let f(z) be continuous in a simply connected domain D. If any one of the above statements is true, then so are the others: The integrals of f(z) along contours lying entirely in D and extending from any fixed point z0 to any fixed point z1 all have the same value (i.e. path independence) f(z) has an anti-derivative F(z) in D (i.e. there exists a function F(z) such that F’(z) = f(z) on the domain D), and for all paths in D joining two points z0 and z1, we have: z1  f(z) dz = F(z1 ) – F(z0) z0 The integrals of f(z) around closed contours lying entirely in D all have value zero. The above result is analogous to the Fundamental Theorem of Calculus. However, unlike in that case it does not necessarily apply to all continuous functions.

7 Complex Integrals  f(z) dz = 0
Theorem 2: 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 Corollary 1: Independence of Path: If f(z) is analytic in a simply connected domain D, then the integral of f(z) is independent of path in D. Corollary 2: If f(z) is analytic in a domain D, then it possesses an anti-derivative in the domain. Remark: Both of these follow from Proposition 8. The second corollary provides a simpler way of calculating integrals for analytic functions, i.e. we use the anti- derivative F(z) and the result that the integral = F(z1 ) – F(z0), instead of having to parametrize the curve and evaluate the integral using the definition of integral given earlier.


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