BMEG2410: Complex Analysis Part II

Line integral in the complex plane
Cauchy’s Integral Theorem

Cauchy’s Integral Formula
Derivatives of analytic functions
BMEG2410: Complex Analysis Part II
Prof. Scott YUAN

Department of Biomedical Engineering
The Chinese University of Hong Kong
September 2020
Lecture notes: Courtesy of Prof. Hongsheng LI
Outline
1 Line integral in the complex plane
2 Cauchy’s Integral Theorem
3 Cauchy’s Integral Formula
4 Derivatives of analytic functions

Reading materials:
Complex integrals: Kreyszig 14.1, 14.2, 14.3, 14.4

Complex line integrals

Complex indefinite integral: a function whose derivative equals a given
analytic function in a domain D
F 0 (z) = f (z) ⇒ F (z) = f (z)
R
Complex definite integrals are called line integrals. The function f (z) is
integrated over a given curve C in Z the complex plane
f (z)dz
C
(Parametric) curve C: path of integration. Generally, a curve C in the complex
plane can be expressed as functions of a parameter (or variable) t ∈ [a, b]

C : x(t), y(t) where t ∈ [a, b]}
1 100
0.5 50
0
0
−0.5
−50
−1
−100
−1 −0.5 0 0.5 1 −100 −50 0 50 100
3 3
x(t) = cos (t), y(t) = sin (t), t ∈ [−π, π] x(t) = t cos(t), y(t) = t sin(t), t ∈ [0, 100]
Curve properties
Directed smooth curves

Such curves are characterized by
z(b)
z(a)
z(t) = x(t) + iy(t), where t ∈ [a, b]

and where
z(t) is differentiable in [a, b]
ż(t) 6= 0 (prevents cusps: )
z(t1 ) = z(t2 ) implies that t1 = t2 in [a, b] (prevents crossings: )
The curve is defined by an ordered set of points; C can be oriented from z(a)
to z(b), or from z(b) to z(a).
NOTE: In this section, ż(t) denotes z 0 (t)

Integration contours
Simple contours
A simple contour is the continuous fitting of a finite number of directed
smooth curves which do not cross.
NOTE: a contour is closed when it starts and ends at the same point.
od
d Go
od Ba Ba
d
Go
simple not simple simple, closed non-continuous fitting
Simply connected domains

A simply connected domain is a domain such that every simple closed path in
D encloses only points of D
Complex integration
Like real integration, complex integration is about summing up values of a

function of the complex variable
X X
f (x)∆x −→ f (z)∆z
x∈[a,b] z∈C
Let C be a smooth curve in complex plane. We divide it into partitions

When number of partitions approaches infinity, the summation approaches the
complex integral
Complex integration: evaluation method 1
Path integralX
Given a smooth directed curve C oriented from z(a) to z(b), and f (z) defined
on C
Z Z b
def
f (z)dz = f z(t) ż(t)dt
C a
This definition is extendedIto directed contours. When the contour is closed,
the integral is denoted by f (z)dz.
C
NOTE: In general, the integral depends on the path/contour chosen, but not
on the parametrization.
Properties
Linearity
Z Z Z

a1 f1 (z) + a2 f2 (z) dz = a1 f1 (z)dz + a2 f2 (z)dz
C C C
If Cz1 →z2 and Cz2 →z1 denote the same contour with swapped extremities,
then Z Z
f (z)dz = − f (z)dz
Cz1 →z2 Cz2 →z1
If C is the union of two contours C1 and C2 , then

Z Z Z
f (z)dz = f (z)dz + f (z)dz
C C1 C2
If M is the maximum value taken by f (z) on C and if L is the length of C,

then
Z
f (z)dz ≤ M L

C
Examples
Z
We want to compute the integral z̄dz where C is the
C
line between z1 = 1 and z2 = i y
z(t) = 1 + t(i − 1), t ∈ [0, 1] z2
C
Z Z 1 x
z1

Then z̄dz = 1 + t(−i − 1) (i − 1)dt
C 0
t2 1 1−i
= (i − 1) t − (i + 1) = (i − 1) =i

2 0 2
arc of unit circle between z1 and z2 = i
z(t) = eit , t ∈ [0, π/2] y

Z Z π/2
Then z̄dz = e−it ieit dt z2
C
C 0 x
π/2 z1
= it = iπ/2
0
NOTE: The result of the integration is path-dependent.
Examples
Z
We want to compute the integral zdz where C is the
C
line between z1 = 1 and z2 = i y
z(t) = 1 + t(i − 1), t ∈ [0, 1] z2
C
x
Z Z 1 z1
Then zdz = 1 + t(i − 1) (i − 1)dt
C 0
t2 1 1+i
= (i − 1) t + (i − 1) = (i − 1) = −1

2 0 2
arc of unit circle between z1 and z2 = i
z(t) = eit , t ∈ [0, π/2]

y
Z Z π/2
Then zdz = eit ieit dt z2
C
C 0 π/2
2it x
=e /2 = −1
z1
0
NOTE: The result of the integration is the same for the two contours. Is it
that the integral is path-independent and if so, why?
Examples
We want to compute the closed integral (counterclockwise sense)

I
dz
C z − z0
where C is the circle centered at z0 and radius R
z(t) = z0 + Reit , t ∈ [−π, π] y
π
Rieit dt
Z Z
dz
π
Then = = it = 2iπ

x
C z − z0 −π Re it −π z0
NOTE: This result is independent of the radius R of the circle.


Integral of analytic functions: evaluation method 2
Calculus theoremX
Consider a complex function f (z) which is analytic in a simply connected
domain D. Then
1 There exists a function F (z), analytic in D, such that F 0 (z) = f (z)
2 The line integral of f (z) along any path C ⊂ D that starts at z1 and ends
at z2 is constant (i.e., independent of the path)
Z
f (z)dz = F (z2 ) − F (z1 )
C
Z
Example: zdz = z22 /2 − z12 /2 = −1, if z1 = 1 and z2 = i.
C
NOTE: Allows to compute complex integrals using the same techniques as real
integrals.
Integration along a closed contour
Cauchy’s integral theoremX

If f (z) is analytic in a simply connected domain D, then
I
f (z)dz = 0
C
whenever C is a simple closed contour contained in D.
I
Examples: check the theorem by computing f (z)dz when C = C0,1 is the
unit circle centered at (0, 0). C
f (z) = z
f (z) = z̄
f (z) = |z|
f (z) = z −1
f (z) = (z − 2)−1
NOTE: Cauchy’s integral theorem allows to compute many integrals for which
it is not possible to apply the fundamental theorem of calculus.
Examples
Z 1+i
1+i
1 3 1 2 2
(1) z 2 dz = z = (1 + i)3 = − + i
0 3 0 3 3 3
Z πi
πi

(2) cos z dz = sin z = 2 sin πi = 2i sinh π = 23.097i
−πi −πi
Z 8−3πi
8−3πi
ez/2 dz = 2ez/2 = 2(e4−3πi/2 − e4+πi/2 )

(3)
8+πi 8+πi
Z i
dz iπ iπ
(4) = ln(i) − ln(−i) = − − = iπ, where D for this problem is
−i z 2 2
the complex plane without 0 and negative real axis.
Integration along a closed contour revisited
Integral of 1/(z − z0 )X
Consider a simple closed contour C which encloses z0 , then
I
dz
= 2iπ.
C z − z0
where the integration is performed counterclockwise.
NOTE: This extends the result known for circles centered on z0 .

Integration along a closed contour revisited
C C 0 = C ∪ C1 ∪ C2 ∪ C3
C1
C3
C
x z0 x z0
C2
Proof: We transform the contour C (left) into a new contour C 0 (right) which
carefully avoids the discontinuity point z0 . This way, the function 1/(z − z0 ) is
analytic in the interior of C 0 ; hence, its integral vanishes; i.e.,
I I I I
dz dz dz dz
+ + + =0
C z − z0 C 1 z − z0 C 2 z − z0 C3 z − z0
Then, the result follows from the following observations

H H
C1
+ C3 = 0 (same path, reverse direction
H
C2
= −2iπ (circle, clockwise sense)
Cauchy’s integral theorem for doubly connected domains*
Doubly connected domain

A doubly connected domain is not simply connected. Its boundary consists of 2
closed connected sets without common points. The sets can be curves,
segmented, or single points.
Cauchy’s integral theorem for doubly connected domains

For a doubly connected domain D with outer boundary C1 and inner boundary
C2 , if take integrals of a function f (z) on D over C1 and C2 both
counterclockwisely or clockwisely,
I I
f (z)dz = f (z)dz
C1 C2
Cauchy’s integral theorem for doubly connected domains*
Proof: Have Htwo cuts C̃1 and

H C̃2 to cut D into
H two simply connected
H domains
D1 and D2 . C(D1 ) f dz = C(D2 ) f dz = 0 ⇒ C(D1 ) f dz + C(D2 ) f dz = 0 ⇒
I I
f dz − f dz = 0
C1 C2

Analytic extension: evaluation method 3
Cauchy’s Integral FormulaX

If f (z) is analytic in a simply connected domain D, then
I
1 f (z)
f (z0 ) = dz
2iπ C z − z0
whenever C is a simple closed contour contained in D, which encloses z0 , and
we take the integration counterclockwise. Alternatively, we have
I
f (z)
dz = 2πif (z0 )
C z − z0
Proof: the function f (z)−f

z−z0
(z0 )
is analytic in D excluding the point z0 ,
Imagining we use a extremely small circle C2 at the boundary of z0
I I
f (z) − f (z0 ) f (z) − f (z0 )
= = 0, because length of C2 → 0
C z − z0 C2 z − z0
hence
I I I
f (z) − f (z0 ) f (z) dz
dz = dz − f (z0 ) =0
C z − z0 C z − z0 C z − z0
| {z }
=2iπ
Examples
ez
I
dz = 2πiez = 2πie2 = 46.4268i

(1)
C z −2 z=2
for any C encolsing z0 = 2 (since ez is entire), and zero for any C for which
z0 = 2 lies outside
I 3 I 1 3
z −6 2
z −3 1 3
(2) = 1 = 2πi[ z − 3] = π/8 − 6πi
C 2z − i C z − 2
i 2
z=i/2
for z0 = 12 i inside C
z2 + 1 z2 + 1
(3) Integrate g(z) = = counterclockwise around each of
z −1
2 (z + 1)(z − 1)
the 4 circles
Examples
(a) The circle encloses point z0 = 1, where g(z) is not analytic. We write
z2 + 1 z2 + 1 1
g(z) = 2 =
z −1 z+1 z−1
thus
z2 + 1
f (z) =
z+1
Apply Cauchy’s integral formula gives us
z2 + 1
I 2
z +1
= 2 dz = 2πif (1) = 2πi = 2πi
C z −1 z + 1 z=1
(b) gives the same as (a)

Examples
(c) The circle encloses z0 = −1. We write

z2 + 1 z2 + 1 1
g(z) = 2 =
z −1 z−1 z+1
thus
z2 + 1
f (z) =
z−1
I 2 2
z +1 z + 1
dz = 2πif (−1) = 2πi = −2πi
Cz2 − 1 z−1 z=−1
(d) gives 0

Derivatives
If f (z) is analytic in a simply connected domain D,
I
1 f (z)
f 0 (z0 ) = dz,
2iπ C (z − z0 )2
I
2! f (z)
f 00 (z0 ) = dz,
2iπ C (z − z0 )3
and for any positive integer n
I
n! f (z)
f (n) (z0 ) = dz,
2iπ C (z − z0 )n+1
whenever C is a simple closed contour contained in D, which encloses z0 , and
we take the integration counterclockwise.
This shows that an analytic function in D is automatically indefinitely
differentiable in D (i.e., an analytic function has derivatives of all orders).
NOTE: n! = n(n − 1)(n − 2) . . . 1 with the convention that 0! = 1.

Examples
(1) For any counterclockwise contour C enclosing the point πi

I
cos z 0

dz = 2πi(cos z) = −2πi sin πi = 2π sinh π
C (z − πi)
2
z=πi
(2) For any counterclockwise contour C enclosing z0 = −i

I 4
z − 3z 2 + 6

4 2 00
= πi[12z 2 − 6]z=−i = −18πi

3
dz = πi(z − 3z + 6)
C (z + i)
z=−i
(3) For any counterclockwise contour C for which 1 lies inside and ±2i lies
outside 0
ez ez ez (z 2 + 4) − ez 2z
I
6eπ
dz = 2πi = 2πi = i ≈ 2.050i
C (z − 1) (z + 4)
2 2 z 2 + 4 z=1 (z 2 + 4)2 25
z=1

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Line integral in the complex plane

Cauchy’s Integral Theorem

BMEG2410: Complex Analysis Part II

Prof. Scott YUAN

1 Line integral in the complex plane

2 Cauchy’s Integral Theorem

3 Cauchy’s Integral Formula

4 Derivatives of analytic functions

1 Line integral in the complex plane

2 Cauchy’s Integral Theorem

3 Cauchy’s Integral Formula

4 Derivatives of analytic functions

Complex line integrals

Directed smooth curves

z(t) = x(t) + iy(t), where t ∈ [a, b]

NOTE: In this section, ż(t) denotes z 0 (t)

simple not simple simple, closed non-continuous fitting

Simply connected domains

Like real integration, complex integration is about summing up values of a

Let C be a smooth curve in complex plane. We divide it into partitions

Complex integration: evaluation method 1

If C is the union of two contours C1 and C2 , then

If M is the maximum value taken by f (z) on C and if L is the length of C,

z(t) = 1 + t(i − 1), t ∈ [0, 1] z2

arc of unit circle between z1 and z2 = i

z(t) = eit , t ∈ [0, π/2] y

z(t) = 1 + t(i − 1), t ∈ [0, 1] z2

z(t) = eit , t ∈ [0, π/2]

We want to compute the closed integral (counterclockwise sense)

z(t) = z0 + Reit , t ∈ [−π, π] y

NOTE: This result is independent of the radius R of the circle.

1 Line integral in the complex plane

2 Cauchy’s Integral Theorem

3 Cauchy’s Integral Formula

4 Derivatives of analytic functions

Integral of analytic functions: evaluation method 2

Integration along a closed contour

Cauchy’s integral theoremX

Integration along a closed contour revisited

NOTE: This extends the result known for circles centered on z0 .

Integration along a closed contour revisited

Then, the result follows from the following observations

Cauchy’s integral theorem for doubly connected domains*

Doubly connected domain

Cauchy’s integral theorem for doubly connected domains

Cauchy’s integral theorem for doubly connected domains*

Proof: Have Htwo cuts C̃1 and

1 Line integral in the complex plane

2 Cauchy’s Integral Theorem

3 Cauchy’s Integral Formula

4 Derivatives of analytic functions

Analytic extension: evaluation method 3

Cauchy’s Integral FormulaX

Proof: the function f (z)−f

(b) gives the same as (a)

(c) The circle encloses z0 = −1. We write

1 Line integral in the complex plane

2 Cauchy’s Integral Theorem

3 Cauchy’s Integral Formula