INTRODUCTION TO COMPLEX ANALYSIS

W W L CHEN
c
W W L Chen, 1986, 2008.

This chapter originates from material used by the author at Imperial College, University of London, between 1981 and 1990. It is available free to all individuals, on the understanding that it is not to be used for nancial gain, and may be downloaded and/or photocopied, with or without permission from the author. However, this document may not be kept on any information storage and retrieval system without permission from the author, unless such system is not accessible to any individuals other than its owners.

Chapter 4
COMPLEX INTEGRALS

4.1. Curves in the Complex Plane Integration of functions of a complex variable is carried out over curves in C and leads to many important results useful in pure and applied mathematics. In this section, we give a brief introduction to curves in C. We are interested in complex valued functions of the form (t) = 1 (t) + i2 (t), xxxxx where the functions 1 and 2 are real valued and dened on some closed interval [A, B ] in R. The functions 1 and 2 are called the real and imaginary parts of the function respectively. Example 4.1.1. The function (t) = eit , dened on the interval [0, ], represents the upper half of a circle centred at the origin and of radius 1. As t varies from 0 to , (t) follows this half-circle in an anticlockwise direction. Also 1 (t) = cos t and 2 (t) = sin t.

2 (t) 1 t 1 (t)
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Example 4.1.2. The function (t) = (4t + 1) + i(t + 1), dened on the interval [0, 1], represents a line segment from the point 1 + i to the point 5 + 2i.

2i

(1)

(0)

The functions 1 and 2 are real valued functions of a real variable, and we have already studied continuity, dierentiability and integrability of such functions. We can now extend these denitions to the function . We say that is continuous at t0 if both 1 and 2 are continuous at t0 . We also say that ismcontinuous in an interval if both 1 and 2 are continuous in the interval. It is simple to show that themarithmetic of limits, as applied to continuity, holds. We say that is dierentiable at t0 if both 1 and 2 are dierentiable at t0 , and write
0 0 (t0 ) = 0 1 (t0 ) + i2 (t0 ).

It is simple to show that the arithmetic of derivatives holds. We also have the Chain rule: Suppose that f is analytic at the point z0 = (t0 ), and that is dierentiable at t0 . Then the complex valued function (t) = f ((t)) is dierentiable at t0 , and 0 (t0 ) = f 0 (z0 )0 (t0 ). We say that is integrable over the interval [A, B ] if both 1 and 2 are integrable over [A, B ], and write Z
B

(t) dt =

1 (t) dt + i

2 (t) dt.

Many rules of integration for real valued functions can be carried over to this case. For example, if is continuous in [A, B ], then there exists a function satisfying 0 = , and the Fundamental theorem of integral calculus can bemgeneralized to Z
B

(t) dt = (B ) (A)

and

d dt

( ) d = (t).

Definition. A complex valued function : [A, B ] C is called a curve. The curve is said to bemcontinuous if is continuous in [A, B ], and dierentiable if is also dierentiable in [A, B ]. The set ([A, B ]) is called the trace of the curve. The point (A) is called the initial point of the curve, and the point (B ) is called the terminal point of the curve.
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Remarks. (1) Of course, we can only have continuity and dierentiability from the right at A and from xxxxx the left at B . (2) Usually, we do not distinguish between the curve and the function , and simply refer to the curve . Definition. A curve : [A, B ] C is said to be simple if (t1 ) 6= (t2 ) whenever t1 6= t2 , with the possible exception that (A) = (B ). A curve : [A, B ] C is said to be closed if (A) = (B ).

simple and not closed

simple and closed

not simple and not closed

closed and not simple

4.2. Contour Integrals Definition. A curve : [A, B ] C is said to be an arc if is dierentiable in [A, B ] and 0 is continuous in [A, B ]. Example 4.2.1. The unit circle is a simple closed arc, since we can described it by : [0, 2 ] C, given by (t) = eit = cos t + i sin t. It is easy to check that (t1 ) 6= (t2 ) whenever t1 6= t2 , the only exception being (0) = (2 ). Furthermore, 0 (t) = sin t + i cos t is continuous in [0, 2 ]. Definition. Suppose that C is an arc given by the function : [A, B ] C. A complex valued function f is said to be continuous on the arc C if the function (t) = f ( (t)) is continuous in [A, B ]. In this case, the integral of f on C is dened to be Z Z B f (z ) dz = f ( (t)) 0 (t) dt. (1)
C A

Remarks. (1) Note that (1) can be obtained by the formal substitution z = (t) and dz = 0 (t) dt. (2) If we describe the arc C in the opposite direction from t = B to t = A, this opposite arc can be designated by C . Since Z A Z B f ( (t)) 0 (t) dt = f ( (t)) 0 (t) dt,
B A

we have

f (z ) dz =

f (z ) dz.
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W W L Chen, 1986, 2008

(3) Integration of functions on arcs is a linear operation. More precisely, suppose that f and g are continuous on the arc C . Then for any , C, we have xxxxx Z (f (z ) + g (z )) dz = Z f (z ) dz + Z g (z ) dz.

(4) Suppose that F is analytic in a domain D and has a continuous derivative f = F 0 in D. Suppose further that C , dened by : [A, B ] C, is an arc lying in D, with initial point z1 and terminal point z2 .

D C

z2

z1

Dene : [A, B ] C by (t) = F ( (t)). Then by the Fundamental theorem of integral calculus applied to the function 0 (t) = F 0 ( (t)) 0 (t) = f ( (t)) 0 (t), we have Z f (z ) dz = Z
B

f ( (t)) 0 (t) dt = F ( (B )) F ( (A)) = F (z2 ) F (z1 ).

We can extend the case of one arc to the case of a nite number of arcs joined together. Definition. Suppose that A1 < B1 = A2 < B2 = . . . = Ak < Bk are real numbers, and that for every j = 1, . . . , k , Cj is an arc given by the function j : [Aj , Bj ] C. Suppose further that j (Bj ) = j +1 (Aj +1 ) for every j = 1, . . . , k 1. Then C = C1 C2 . . . Ck is called a contour. The point 1 (A1 ) is called the initial point of the contour C , and the point k (Bk ) is called the terminal point of the contour C . A complex valued function f is said to be continuous on the contour C if it is continuous on the arc Cj for every j = 1, . . . , k . In this case, the integral of f on C is dened to be Z f (z ) dz = Z f (z ) dz + Z f (z ) dz + . . . + Z f (z ) dz.

C1

C2

Ck

The following result follows immediately from this denition and Remark (4) above.
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THEOREM 4A. Suppose that F is analytic in a domain D and has a continuous derivative f = F 0 in D. Suppose further that C is a contour lying in D, with initial point z1 and terminal point z2 .

z2

z1

Then Z f (z ) dz = F (z2 ) F (z1 ). (2)

Remarks. (1) Note that the right hand side of (2) is independent of the contour C . It follows that under the hypotheses of Theorem 4A, we have Z for any closed contour C in D. (2) Naturally, we would like to extend (3) to all analytic functions f in D and all closed contours C in D. Note, however, the restrictive nature of the hypotheses of Theorem 4A in this case. In many situations, no analytic functions F satisfying F 0 = f may be at hand. Consider, for example, the function f (z ) = cos z 2 . Example 4.2.2. Consider the contour C given by : [A, B ] C, where (t) = eit . Then 1 2 i Z dz 1 = z 2 i Z
B

f (z ) dz = 0

(3)

0 (t) 1 dt = (t) 2 i

ieit BA dt = . i t e 2

Suppose that A = 0 and B = 2k , so that the contour winds round the origin k times in the anticlockwise direction. In this case, we have 1 2 i Z dz = k. z

Note, however, that in this case, the initial point and terminal point of the contour are the same. Yet, (3) does not hold. Clearly the function 1/z is analytic in the domain D = {z : 1/2 < |z | < 3/2} and the contour C lies in D. However, we cannot nd an analytic function F in D such that F 0 (z ) = 1/z in D. The logarithmic function log z appears to be a candidate; however, it is not possible to dene log z to be continuous in this annulus D. See Example 3.5.3.
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Example 4.2.3. Suppose that C is any contour in C with initial point z1 and terminal point z2 . Then Z Z z z2 z1 e dz = e e and cos z dz = sin z2 sin z1 .
C C

These follow from Theorem 4A since the entire functions ez and sin z satisfy d z e = ez dz and d sin z = cos z. dz

Example 4.2.4. Suppose that f is a polynomial in z with coecients in C. Then Z f (z ) dz = 0

C

for any closed contour C in C. This is a special case of (3). For any such polynomial f , it is easy to nd a polynomial F in z with coecients in C and such that F 0 (z ) = f (z ) in C.

4.3. Inequalities for Contour Integrals Suppose that : [A, B ] C is continuous in [A, B ]. Let I= If I = 0, then clearly Z
B

(t) dt .

(t) dt

|(t)| dt.

(4)

If I > 0, then there exists a real number such that Z so that I= Z

B B

(t) dt = I ei ,

ei (t) dt =

Re[ei (t)] dt + i

Im[ei (t)] dt.

(5)

Since I is real, the last integral on the right hand side of (5) must be 0. It follows that I= On the other hand, clearly Re[ei (t)] |ei (t)| = |(t)| for every t [A, B ], and so it follows from the theory of real integration that I Hence the inequality (4) always holds.
Chapter 4 : Complex Integrals page 6 of 11

Re[ei (t)] dt.

|(t)| dt.

Introduction to Complex Analysis

W W L Chen, 1986, 2008

Consider now an arc C given by the function : [A, B ] C. Suppose that the function f is continuous on C . Then it follows from (4) that Z f (z ) dz = Z
B

f ( (t)) 0 (t) dt

|f ( (t))|| 0 (t)| dt.

(6)

Suppose that |f (z )| M on C , where M is a real constant, then we have Z f (z ) dz M Z

B

| 0 (t)| dt.

(7)

Let us investigate the integral on the right hand side of (7) more closely. If (t) = x(t) + iy (t), then dx dy | (t)| = +i = dt dt
0

dx dt

dy dt

ds , dt

where s(t) is the length of the arc C between (A) and (t). It follows that the integral Z
B

| 0 (t)| dt

is the length of the arc C . We have proved the following result. THEOREM 4B. Suppose that a function f is continuous on a contour C . Then Z f (z ) dz M L,

where L is the length of the contour C and where M is a real constant such that |f (z )| M on C . Remark. We usually write Z In this notation, we have L= and (6) can be represented by Z f (z ) dz Z |f (z )| |dz |. Z |dz |, f (z )| dz | = Z
B

f ( (t))| 0 (t)| dt.

4.4. Equivalent Curves Example 4.4.1. Consider the arc C 0 given by the function : [0, 1] C where (t) = (1+i)t2 . Consider also the arc C 00 given by the function : [0, /2] C where ( ) = (1 + i) sin . Clearly (0) = (0), so that the two arcs have the same initial point. Also, (1) = ( /2), so that the two arcs have the same
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terminal point. Furthermore, ([0, 1]) = ([0, /2]), so that the two arcs have the same trace. Suppose that the function f is continuous on C 0 and C 00 . On the one hand, we have Z Z f (z ) dz = Z
1

f ( (t)) 0 (t) dt =

C0

f ((1 + i)t2 )2(1 + i)t dt.

On the other hand, we have f (z ) dz = Z

/2

f ( ( )) 0 ( ) d =

C 00

/2

f ((1 + i) sin )(1 + i) cos d .

If we perform a formal change of variables t2 = sin then we see in fact that Z f (z ) dz = Z f (z ) dz. and 2t dt = cos d ,

C0

C 00

This is not surprising, considering that basically the two arcs are the same. Definition. Two curves C 0 and C 00 are said to be equivalent if they have the same trace and if Z Z f (z ) dz = f (z ) dz
C0 C 00

holds for all functions f which are continuous in a region containing this trace. Remarks. (1) It can be shown that two simple arcs are equivalent if they have the same initial points, the same terminal points and the same trace, with the convention that in the case of closed arcs, the arcs must be followed in the same direction. (2) In fact, the denition Z Z f (z ) dz =
C

f (z ) dz +

C1

f (z ) dz + . . . +

C2

f (z ) dz

Ck

of a contour integral in terms of integrals over arcs as discussed earlier is made in the same spirit. (3) The practical importance of these considerations is that when we consider integrals over a simple contour, we may choose the most convenient parameterization of the given contour. Example 4.4.2. Consider the integral Z Z Z dz , z

where C is a contour that avoids the origin. Suppose rst of all that C is an arc : [A, B ] C. Then
C

dz = z

0 (t) dt = var(log z, C ). (t)

Here the variation function var(log z, C ) is interpreted in the following way: We choose a branch of the logarithmic function at the initial point z1 = (A) of the arc C and then let log z vary continuously as z follows C to the terminal point z2 = (B ) of the arc C . In other words, the function log (t) must be continuous in [A, B ]. Then we calculate log (B ) log (A). This result is then extended to contours
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by addition. Let us interpret this geometrically. Note that log z = log |z | + i arg z . Since log |z | is single valued, its variation around a closed contour C is 0. In this case, we have var(log z, C ) = var(i arg z, C ), and this gives a value 2 i every time the closed contour winds round the origin.

4.5. Riemann Sums The following brief discussion of complex integrals in terms of Riemann sums will further demonstrate the independence of the integral from the parameterization of the arcs in question. The discussion is heuristic, as we only want to illustrate ideas. xxxxx Suppose that C is an arc, with initial point z0 and terminal point zk . Suppose further that we divide the arc C into subarcs C1 , . . . , Ck in the following way. The points z0 , z1 , . . . , zk are points on the arc C , and they occur in the given order as we follow the arc C from z0 to zk . For every j = 1, . . . , k , the subarc Cj is then the part of C between zj 1 and zj , with initial point zj 1 and terminal point zj . For every j = 1, . . . , k , we write zj = zj zj 1 , and we let z j denote a point on the subarc Cj . z3 zk2 zk1 zk zj 1 zj zj z4

z2 z1 z0

As in real variables, we can then construct the Riemann sum S=

k X j =1

f ( zj )zj .

We now consider subdivisions of the arc C which are made ner and ner by subdivision into more and more subarcs. The precise requirement will be k and
1j k

max |zj | 0.

When the subdivision becomes arbitrarily ne, the Riemann sum S has a unique limit, independent of the manner of subdivision. This limit is the integral Z f (z ) dz.
C

Chapter 4 : Complex Integrals

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Problems for Chapter 4 1. Consider the integral Z z n dz , where n Z and C is a closed contour on the complex plane.

a) Suppose that n 0. Use Theorem 4A to explain why the integral is equal to zero. b) Suppose that n < 1, and that the contour C does not pass through the origin z = 0. Use Theorem 4A to explain why the integral is equal to zero. c) What is the value of the integral if n = 1 and C is the unit circle {z : |z | = 1}, followed in the positive (anticlockwise) direction? 2. a) Sketch each of the arcs z = 2 + it, z = eit , z = e4it and z = 1 + it + t2 for t [0, 1]. b) Using Theorem 4A if appropriate, integrate each of the functions f (z ) = 4z 3 , f (z ) = z and f (z ) = 1/z over each of the arcs in part (a). 3. Suppose that a function f (z ) satises f 0 (z ) = 0 throughout a domain D C. Use Theorem 4A to prove that f (z ) is constant in D. 4. Suppose that C1 is the semicircle from 1 to 1 through i, followed in the positive (anticlockwise) direction. Suppose also that C2 is the semicircle from 1 to 1 through i, followed in the negative (clockwise) direction. Show that Z z dz =
3

C1

z dz
3

and

C2

C1

z dz 6=

z dz.

C2

Use Theorem 4A to comment on the two results. 5. Suppose that = a + ib, where a, b R are xed. By integrating the function et over an interval [0, T ] and equating real parts, show that (a + b )
2 2

eat cos bt dt = eaT (a cos bT + b sin bT ) a.

6. Suppose that f (t) = f1 (t)+if2 (t) and g (t) = g1 (t)+ig2 (t) are dierentiable complex valued functions of a real variable t. Deduce the formulas (f + g )0 (t) = f 0 (t) + g 0 (t) and (f g )0 (t) = f (t)g 0 (t) + f 0 (t)g (t)

from known results of these types for real valued functions f1 (t), f2 (t), g1 (t) and g2 (t). 7. Consider an arc z (t) = x(t) + iy (t), where t [A, B ]. Use dz dx dy = +i dt dt dt to interpret z 0 (t) as the complex representation of a vector tangent to the arc at any point where z 0 (t) is non-zero. 8. Suppose that (t) = t2 for t [1, 0] and (t) = it2 for t [0, 1]. Show that the curve : [1, 1] C is an arc (although its trace has a corner). 9. Consider the curve : [1, 1] C, given by (t) = t for t [1, 0] and (t) = t + it3 sin(1/t) for t (0, 1]. a) Show that : [1, 1] C is an arc. b) Determine all points of self-intersection of this arc; in other words, nd all points z C such that there exist t1 , t2 [1, 1] satisfying t1 6= t2 and z = (t1 ) = (t2 ).
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10. Suppose that C = {z : |z | = 1} is the unit circle, followed in the positive (anticlockwise) direction. Evaluate each of the following integrals: Z Z Z dz dz |dz | a) b) c) z |z | z ZC ZC ZC dz dz |dz | d) e) f) 2 2 2 C z C |z | C z 11. Suppose that C = {z : |z | = 1} is the unit circle, followed in the positive (anticlockwise) direction. a) Use Theorem 4B to show that Z dz 2 . 4 + 3z

b) By dividing the circle C into its left half and its right half and applying Theorem 4B to each half, establish the better bound Z dz 6 . 5 C 4 + 3z 12. Consider the circle C = {z : |z 1| = 1/2}, followed in the positive (anticlockwise) direction with initial point z = 1/2. Evaluate the integral Z (z 2 dz , 1)1/2

given that the integrand is equal to the derivative of the function log(z + (z 2 1)1/2 ). 13. Writing f = u + iv and z = x + iy , computation suggests the identity Z Z Z f (z ) dz = (u(x, y ) dx v (x, y ) dy ) + i (u(x, y ) dy + v (x, y ) dx).
C C C

Suppose now that the arc C is given by (t) = (t) + i (t) for t [A, B ]. Show from rst denition that the identity holds. 14. Suppose that the arc C1 is given by z = 1 (t) for t [A, B ], and that the arc C2 is given by z = 2 ( ) for [, ]. Suppose further that there is a dierentiable function : [A, B ] [, ] such that (A) = , (B ) = . Show that the two arcs C1 and C2 are equivalent. 15. Suppose that C denotes the ellipse x = a cos t and y = b sin t, where a, b R are positive and xed, and t [0, 2 ], so that C is followed in the positive (anticlockwise) direction. Z 1 dz a) By referring to Example 4.4.2 if necessary, explain why = 1. 2 i C z Z 2 1 dt 1 b) Hence show that = . 2 0 a2 cos2 t + b2 sin2 t ab

Chapter 4 : Complex Integrals

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