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ContentComplex Integration
source/reference: Complex IntegrationIntegration in ℝLet 𝑓:[𝑎,𝑏]→ℝ be continuous. Then
The Fundamental Theorem of CalculusTheoremLet 𝑓:[𝑎,𝑏]→ℝ be continuous, and define 𝐹(𝑥)=
AntiderivativesLet 𝑓:[𝑎,𝑏]→ℝ as above. A function 𝑓:[𝑎,𝑏]→ℝ that satisfies that 𝐹′(𝑥)=𝑓(𝑥) for all 𝑥∈[𝑎,𝑏] is called an antiderivative of 𝑓. Note: If 𝐹 and 𝐺 are both antiderivatives of the same function 𝑓, then
Conclusion: Let 𝐺 be any antiderivative of 𝑓. Then
Generalization to ℂInstead of integrating over an interval [𝑎,𝑏]⊂ℝ, integrating in ℂ will be integrating ovver curves. Recall: A curve is a smooth or piecewise smooth function 𝛾:[𝑎,𝑏]→ℂ, 𝛾(𝑡)=𝑥(𝑡)+𝑖𝑦(𝑡)
If 𝑓 is complex-valued on 𝛾, define
The Path Integral
where 𝑧𝑗=𝛾(𝑡𝑗) and 𝑎=𝑡0<𝑡1<⋯<𝑡𝑛=𝑏 One can show: If 𝛾:[𝑎,𝑏]→ℂ is a smooth curve and 𝑓 is continuous on 𝛾, then
Proof Idea
Integrals over Complex-valued FunctionsNote: If 𝑔:[𝑎,𝑏]→ℂ, 𝑔(𝑡)=𝑢(𝑡)+𝑖𝑣(𝑡), then
Examples
Integraton by substitutionLet [𝑎,𝑏] and [𝑐,𝑑] be intervals in ℝ and let ℎ:[𝑐,𝑑]→[𝑎,𝑏] be smooth. Suppose that 𝑓:[𝑎,𝑏]→ℝ is a continuous function. Then
Examples𝑡=ℎ(𝑠)=𝑠3+1, ℎ′(𝑠)=3𝑠2
Fact: Independence of ParametrizationLet 𝛾:[𝑎,𝑏]→ℂ be a smooth curve, and let 𝛽:[𝑐,𝑑]→ℂ be another smooth parametrization of the same curve, given by 𝛽(𝑠)=𝛾(ℎ(𝑠)), where ℎ:[𝑐,𝑑]→[𝑎,𝑏] is a smooth bijection. Let 𝑓 be a complex-valued function, defined on 𝛾. Then
Fact: Piecewise Smooth CurvesLet 𝛾=𝛾1+𝛾2+⋯+𝛾𝑛 be a piecewise smooth curve (i.e. 𝛾𝑗+1 starts where 𝛾𝑗 ends). Then
Reverse PathsIf 𝛾:[𝑎,𝑏]→ℂ be a curve, then a curve (−𝛾):[𝑎,𝑏]→ℂ is defined by (−𝛾)(𝑡)=𝛾(𝑎+𝑏−𝑡) Note that (−𝛾)′(𝑡)=𝛾′(𝑎+𝑏−𝑡)(−1). If 𝑓 is continuous and complex-valued on 𝛾, then
FactIf 𝛾 is a curve, 𝑐 is a complex constant and 𝑓, 𝑔 are continuous and complex-valued on 𝛾, then
Arc LengthGiven a curve 𝛾:[𝑎,𝑏]→ℂ. Let 𝑎=𝑡0<𝑡1<⋯<𝑡𝑛=𝑏. Then
Examples
Integration with respect to Arc LengthDefinitionLet 𝛾 be a smooth curve, and let 𝑓 be a complex-valued and continuous function on 𝛾. Then
Examples
Note: Piecewise smooth curves are allowed as well (break up the integral into a sum over smooth pieces). The 𝑀𝐿-EstimateTheoremIf 𝛾 is a curve and 𝑓 is continuous on 𝛾 then
Examples
Antiderivatives and PrimitivesFactFrom the fundamental theorem of calculus, if 𝑓:[𝑎,𝑏]→ℝ is continuous and has an antiderivative 𝐹:[𝑎,𝑏]→ℝ, then
For a complex equivalent. DefinitionLet 𝐷⊂ℂ be a domain, and let 𝑓:𝐷⊂ℂ be a continuous function. A primitive of 𝑓 on 𝐷
is an analytic function 𝐹:𝐷→ℂ such that 𝐹′=𝑓 on 𝐷.
Functions with PrimitivesAn analytic function 𝐹:𝐷→ℂ such that 𝐹′=𝑓 is a primitive of 𝑓 in 𝐷 TheoremIf 𝑓 is continuous on a domain 𝐷 and if 𝑓 has a primitive 𝐹 in 𝐷, then for any curve 𝛾:[𝑎,𝑏]→𝐷. Thus have that
Note:
Examples
PrimitiveWhen does 𝑓 have a primitive? Theorem (Goursat)
Let 𝐷 be a simply connected domain in ℂ, and let 𝑓 be analytic in 𝐷. Then 𝑓 has a primitive in 𝐷. Moreover, a primitve is given explicitly by picking 𝑧0∈𝐷 and letting
One way to prove this theorem is as follows
The Cauchy Theorem for TrianglesTheorem (Cauchy for Triangles)
Let 𝐷 be an open set in ℂ, and let 𝑓 be analytic in 𝐷. Let 𝑇 be a triangle that
fits into 𝐷 (including its boundary), and let ∂𝑇 be its boundary, oriented positively. Then
Proof idea
Morera's TheoremTheorem (Morera)If 𝑓 is continuous on a simply connected domain 𝐷, and if
Proof idea
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