9. Complex Integrals 9.1. The Complex Integral We define the complex line integral of f (z) along a curve C in the complex plane as: C f ( z )dz (u jv)( dx jdy ) C udx vdy j vdx udy C C which may be evaluated as a combination of two real line integrals. Example Evaluate C zdz from z = 0 to z =1+j along each of the paths shown. Im z 1+ j C1 C2 C2 Re z 1 Sol: C zdz xdx ydy j ydx xdy C C (i) let y = x 1 zdz x 0 C1 0 j 2 xdx j x 0 (ii) C2 1 zdz x 0 1 1 x 0 y 0 xdx j 0 1 ydy j 1dy y 0 j Note that both paths give the same result of j which is also the value of 1 j z2 2 0 1 Example Evaluate C zdz along each of the paths of the previous example. Sol: C zdz xdx ydy j ydx xdy C C (i) Let y x C1 1 1 x 0 x 0 zdz 2 xdx j 0 1 (ii) C2 1 1 1 x 0 x 0 y 0 zdz xdx j 0 1 ydy j 1dy y 0 1 j Note that in this case the result depends on the path. Some integrals which will be useful later are: Example Evaluate C 1 dz where C is the Unit circle. ( denotes integration around a closed curve in an z anticlockwise (positive) direction). Sol: On the unit circle z e j and hence dz je j giving d 2 1 - j j dz C z 0 e je d 2j Example 0 dz n C (z z ) 2j 0 Proof: n 1 where C is the circle with centre z 0 and radius r. n 1 The path is given by z z 0 re j for 0 2 . Hence j 2 jre 2 dz e (1-n ) j d j 0 r n e jn 0 r n1 d C ( z z )n 0 I 2 2 If n 1 j e (1n ) j j I n 1 n 1 r (1 n ) j 0 r e (1n ) j2 1 (1 n ) j (1 n ) j 0 If n 1 I 2 0 jd 2πj Complex integrals have the following properties: (i) C f ( z )dz f ( z )dz where –C denotes the path C but the reverse direction. C (ii) If C C1 C2 , then C f ( z )dz f ( z )dz f ( z )dz C1 C2 (iii) [k f ( z ) k2 f 2 ( z )]dz k1 f1 ( z )dz k 2 f 2 ( z )dz where k1 and k 2 are complex constants. 1 1 C C C (iv) C f ( z )dz ML where L is the length of the contour C and M is such that f ( z) M everywhere on C. 8.2. Cauchy’s Integral Theorem A curve C in the complex plane is: (i) simple if it does not cross itself; (ii) simple closed if z(a) = z(b) (C is anticlockwise); (iii) smooth if it has a unique tangent at each point; (iv) piecewise smooth if it consists of a finite number of smooth curves joined end to end. A region R is connected if every two points of R can be connected by a curve in R, A connected region R in the complex plane is simply-connected if every simple closed curve in R encloses only points of R. Otherwise the region is multiply-connected. 3 R R Multiply-connected Simply-connected Cauchy’s Theorem If f (z) is analytic in a simply-connected region D, then for every simple closed curve C in D, C f ( z)dz 0 Proof: C f ( z )dz u d x v d y j v d x u d y C C Now apply Green’s Theorem in the Plane F1dx F2 dy C F2 x R F1 dxdy to the real and y imaginary parts. We shall also assume that f ' ( z ) is continuous and hence that u x , u y , v x , v y are continuous. v u udx vdy x y dxdy 0 C R using the C R equation u y v x and u v vdx udy x y dxdy 0 C R using the C R equation u x v y where R is the region enclosed by C. Hence C f ( z)dz 0 In fact it is not necessary that f ' ( z ) be continuous for the above result to be true. In this case the theorem is known as the Cauchy-Goursat Theorem. Example The function f ( z ) 1, f ( z ) z, f ( z ) z 2 etc., and f ( z ) e z are analytic everywhere in the complex plane. Hence in each ease C f ( z)dz 0 for all closed contours C. For example, it is easy to verify explicitly, that z C 4 2 dz 0 where C is a circle of radius r, centre the origin. On C, z re j , 0 2 , hence 2 z dz 2 C 0 2 2 2 j r e e 3 j r 3 6j rje d r j e 1 0 3 3 j 0 j 3 Example we have that C dz 0 , n 1 where C is the circle with centre z 0 and radius r. ( z z0 ) n However these results do not follow from Cauchy’s Theorem since f (z) has a singularity at z z 0 which lies within C and hence f (z) is not analytic within C. This example shows that the condition that If f(z) be analytic is sufficient but not necessary for C C f ( z)dz 0 to be true. f ( z)dz 0 for every closed curve C in a simply-connected region R where f(z) is continuous, then f(z) is analytic. This converse of Cauchy’s Theorem is known as Morera’s theorem. Some Consequences of Cauchy’s Theorem Let f (z) be analytic in a simply-connected region R. Then the following results hold. (a) Independence of Path If z1 and z 2 are any two points in R, then z2 z1 f ( z )dz is independent of the path joining z1 and z 2 . Proof: By Cauchy’s Theorem ADBEA ADB ADB and E C1 f ( z )dz 0 A z1 Hence Im z f ( z )dz BEA f ( z )dz AEB C1 B z2 D f ( z )dz 0 , i.e. C2 f ( z )dz 0 Re z f ( z )dz f ( z )dz C2 This result explains the “coincidence” in the first example in Section 8.1 (b) Indefinite integration z If z 0 and z are any two points in R then F ( z ) f ( s )ds is analytic in R and F ' ( z ) f ( z ) . z0 5 Proof: In order to prove this we consider z F ( z z ) F ( z ) 1 z z f ( z) f ( s )ds f ( s )ds f ( z ) z z 0 z z 0 1 z z 1 z z f ( s )ds f ( z ) ( f ( s ) f ( z )) ds z z 0 z z0 since z is fixed and 1 z z f ( z )ds f ( z ) z z ds f ( z ) z z z z Now f (x) is continuous. Hence for any 0, 0 such that f (s) f ( z) whenever sz The last integral z z z f ( z )ds above is independent of the path from z to z z by Cauchy’s Theorem and hence we take the straight line segment. We may choose z such that z . Then F ( z z ) F ( z ) 1 f ( z) z z z z z0 ( f ( s ) f ( z )) ds z z 1 z z ds 1 z z Thus, F ' ( z ) lim z 0 F ( z z ) F ( z ) f ( z ) and F is analytic in R. z This enables us to evaluate complex line integrals by indefinite integration since we have, z2 z1 f ( z )dz F ( z 2 ) F ( z1 ) where F ' ( z ) f ( z ) for any path joining z1 to z 2 . Example 1 j 0 1 j z2 (1 j ) 2 zdz j as we had in the first example of Section 8.1 2 2 0 Example z2 d z (sin z ) cos z . Hence, cos zdz sin z z12 sin z 2 sin z1 z 1 dz Example 6 d 1 1 (ln z ) and is analytic in the region D {z : Re z 0} for any path in D. dz z z Hence, j -j 1 j dz ln z - j ln j-ln (- j ) j-( - j ) j z 2 2 (c) Deformation of Path If f (z) is analytic in a region R bounded by two simple closed curves C1 and C2 , where C2 lies within C1 as shown in the figure, and is analytic on C1 and C2 , then Im z C1 f ( z )dz f ( z )dz C2 C1 C2 R Re z Proof: Im z Consider cutting the region R by a line AB. Then by Cauchy’s Theorem AEFABGHBA C1 AB H C2 f ( z)dz 0 G and E F B R A Re z f ( z )dz f ( z)dz BA Hence, AEFABGHBA f ( z )dz AEFA C1 AB BGHB BA C2 Therefore C1 f ( z )dz f ( z )dz C2 This result shows that if we wish to integrate f (z) around any closed curve C1 , we may replace C1 by any other curve C2 as long as f (z) is analytic in the region between C1 and C2 . 7 Often we wish to evaluate integrals where f (z) has a singularity at some point within C (for otherwise the integral is zero). This result may be used to replace C by a circle around the singularity. Example Evaluate 1 dz C z where C is any closed curve enclosing the origin. Sol: Im z C 1 1 Re z We may replace C by the unit circle and use a previous example to give C 1 dz 2j z The result we proved above easily generalizes to: Let f (z) be analytic in a region R bounded by the non-overlapping simple closed curves C , C1 , C 2 ,..., C n (where C1 , C2 ,..., Cn are inside C), and on these curves. Then C f ( z )dz f ( z )dz f ( z )dz .... f ( z )dz C1 C2 Cn Im z C C2 Cn R C1 Re z 8 Example Evaluate C z dz around ( z 1)( z 2 j ) (i) C1 : z 1 / 2 (ii) C2 : z 3 / 2 (iii) C3 : the rectangle with vertices 2+j, -1+j, -1-3j, 2-3j. Sol: Im z 1 C2 C1 -1 1 -1 2 Re z C3 -2 -3 The integrand has singularities at z = 1 and z = - 2j and, using partial fractions, may be written as z 1 2 j 1 42j 1 ( z 1)( z 2 j ) 5 z 1 5 z2j Hence C (i) f ( z )dz 1 2 j 1 42j 1 1 2 j 42j dz dz I1 I2 C z2j 5 C z 1 5 5 5 C1 contains no singularities, i.e f(z) is analytic within and on C1 , hence C1 f ( z )dz 0 (ii) C2 contains the singularity at z = 1 but not the singularity at z = 2j, hence I 2 0 and I1 2πj . For I 1 we have replace C2 by a small circle with centre z = 1 and used the result 1 C z z0 dz 2πj where C is a circle centre z0 , radius r. Thus C2 f ( z )dz 1 2 j 2 2j (2 j ) 5 5 (iii) C 3 contains both singularities and hence I1 2j and I 2 2j 9 where C 3 has been replaced by two small circles centered on z = 1 and z = -2j respectively. Hence, C3 f ( z )dz 1 2 j 42j 2j 2πj 2j 5 5 + 10