source/reference:
https://www.youtube.com/channel/UCaTLkDn9_1Wy5TRYfVULYUw/playlists
Complex Integration
Integration in โ
Let ๐:[๐,๐]โโ be continuous. Then
๐โซ๐
๐(๐ก)๐๐ก=
Lim๐โโ
๐โ1โ๐=0
๐(๐ก๐)(๐ก๐+1โ๐ก๐)
where ๐=๐ก0<๐ก1<โฏ<๐ก๐=๐
- if ๐โฅ0 on [๐,๐] then
๐โซ๐
๐(๐ก)๐๐ก
is the "area under the curve".
- Otherwise: sum of the areas above the x-axis minus sum of the areas below the x-axis.
The Fundamental Theorem of Calculus
TheoremLet ๐:[๐,๐]โโ be continuous, and define ๐น(๐ฅ)=๐ฅโซ๐
๐(๐ก)๐๐ก. Then
๐น is differentiable and ๐นโฒ(๐ฅ)=๐(๐ฅ) for ๐ฅโ[๐,๐].
Antiderivatives
Let ๐:[๐,๐]โโ as above. A function ๐:[๐,๐]โโ that satisfies that ๐นโฒ(๐ฅ)=๐(๐ฅ) for all ๐ฅโ[๐,๐] is called
an antiderivative of ๐.
Note: If ๐น and ๐บ are both antiderivatives of the same function ๐, then
(๐บโ๐น)โฒ(๐ฅ)=๐บโฒ(๐ฅ)โ๐นโฒ(๐ฅ)=๐(๐ฅ)โ๐(๐ฅ)=0
for all ๐ฅโ[๐,๐], and so ๐บโ๐น is constant.
Conclusion: Let ๐บ be any antiderivative of 𝑓. Then
๐โซ๐
๐(๐ก)๐๐ก=๐บ(๐)โ๐บ(๐)
Generalization to โ
Instead of integrating over an interval [๐,๐]โโ, integrating in โ will be integrating ovver
curves. Recall: A curve is a smooth or piecewise smooth function
๐พ:[๐,๐]โโ, ๐พ(๐ก)=๐ฅ(๐ก)+๐๐ฆ(๐ก)
If ๐ is complex-valued on ๐พ, define
โซ๐พ
๐(๐ง)๐๐ง=
Lim๐โโ
๐โ1โ๐=0
๐(๐ง๐)(๐ง๐+1โ๐ง๐)
where ๐ง๐=๐พ(๐ก๐) and ๐=๐ก0<๐ก1<โฏ<๐ก๐=๐
The Path Integral
โซ๐พ
๐(๐ง)๐๐ง=
Lim๐โโ
๐โ1โ๐=0
๐(๐ง๐)(๐ง๐+1โ๐ง๐)
where ๐ง๐=๐พ(๐ก๐) and ๐=๐ก0<๐ก1<โฏ<๐ก๐=๐
One can show: If ๐พ:[๐,๐]โโ is a smooth curve and ๐ is continuous on ๐พ, then
โซ๐พ
๐(๐ง)๐๐ง=
๐โซ๐
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก
Proof Idea
๐โ1โ๐=0
๐(๐ง๐)(๐ง๐+1โ๐ง๐)
=๐โ1โ๐=0
๐(๐พ(๐ก๐))
๐พ(๐ก๐+1)โ๐พ(๐ก๐)๐ก๐+1โ๐ก๐
(๐ก๐+1โ๐ก๐)
โ
๐โซ๐
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก as ๐โโ
Integrals over Complex-valued Functions
Note: If ๐:[๐,๐]โโ, ๐(๐ก)=๐ข(๐ก)+๐๐ฃ(๐ก), then
๐โซ๐
๐(๐ก)๐๐ก=
๐โซ๐
๐ข(๐ก)๐๐ก+
๐๐โซ๐
๐ฃ(๐ก)๐๐ก
Examples
๐โซ0
โฏ๐๐ก๐๐ก=
๐โซ0
cos ๐ก+
๐๐โซ0
sin ๐ก๐๐ก=
sin ๐ก
=sin ๐ก|๐0โ๐
cos ๐ก
=sin ๐ก|๐0=0โ๐(โ1โ1)=2๐
- Alternatively:
๐โซ0
โฏ๐๐ก๐๐ก
=โ๐โฏ๐๐ก๐๏ฝ0
=โ๐โฏ๐๐+๐โฏ0=2๐
1โซ0
(๐ก+๐)๐๐ก
=12
๐ก2+๐๐ก
1๏ฝ0
=12
๐ก2+๐
๐พ(๐ก)=๐ก+๐๐ก, 0โค๐กโค1, ๐พโฒ(๐ก)=1+๐, ๐(๐ง)=๐ง2. Then
โซ๐พ
๐(๐ง)๐๐ง=
1โซ0
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก=
1โซ0
(๐ก+๐๐ก)2(1+๐)๐๐ก
=
1โซ0
(๐ก2+2๐๐ก2โ๐ก2)(1+๐)๐๐ก=
1โซ0
(2๐๐ก2โ2๐ก2)๐๐ก
=
โ21โซ0
๐ก2๐๐ก+
2๐1โซ0
๐ก2๐๐ก
=โ23
๐ก31๏ฝ0
+2๐3
๐ก31๏ฝ0
=โ23
+๐23
=23
(โ1+๐)
โซ|๐ง|=1
1๐ง
๐๐ง=?
Let ๐พ(๐ก)=โฏ๐๐ก, 0โค๐กโค2๐. Then ๐พโฒ(๐ก)=๐โฏ๐๐ก, so:
โซ|๐ง|=1
1๐ง
๐๐ง
=2๐โซ0
1๐พ(๐ก)
๐พโฒ(๐ก)๐๐ก
=2๐โซ0
1โฏ๐๐ก
๐โฏ๐๐ก๐๐ก
=๐2๐โซ0
๐๐ก
=๐๐ก|2๐0=2๐๐
โซ|๐ง|=1
๐ง๐๐ง=?
Let ๐พ(๐ก)=โฏ๐๐ก, 0โค๐กโค2๐. Then ๐พโฒ(๐ก)=๐โฏ๐๐ก, so:
โซ|๐ง|=1
๐ง๐๐ง
=2๐โซ0
๐พ(๐ก)๐พโฒ(๐ก)๐๐ก=2๐โซ0
โฏ๐๐ก๐โฏ๐๐ก๐๐ก
=๐2๐โซ0
โฏ2๐๐ก๐๐ก=
12
โฏ2๐๐ก2๐๏ฝ0
=12
(โฏ4๐๐โโฏ0)=0
โซ|๐ง|=1
1๐ง2
๐๐ง=?
Let ๐พ(๐ก)=โฏ๐๐ก, 0โค๐กโค2๐. Then ๐พโฒ(๐ก)=๐โฏ๐๐ก, so:
โซ|๐ง|=1
1๐ง2
๐๐ง
=2๐โซ0
1๐พ2(๐ก)
๐พโฒ(๐ก)๐๐ก=
2๐โซ0
๐โฏ๐๐กโฏ2๐๐ก
๐๐ก
=2๐โซ0
๐โฏโ๐๐ก๐๐ก=โโฏโ๐๐ก2๐๏ฝ0
=โโฏโ2๐๐+โฏ0
In general,
โซ|๐ง|=1
๐ง๐๐๐ง=2๐๐, if ๐=-1
0, otherwise
-
Let ๐พ:[๐,๐]โโ be a smooth curve, and let ๐ be complex-valued and continuous on ๐พ. Then
โซ๐พ
๐(๐ง)๐๐ง=
๐โซ๐
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก
Let ๐พ(๐ก)=1โ๐ก(1โ๐), 0โค๐กโค1, and let ๐(๐ง)=Re ๐ง. Then
โซ๐พ
๐(๐ง)๐๐ง=
1โซ0
Re(1โ๐ก(1โ๐))(โ1)(1โ๐)๐๐ก
=(๐โ1)
1โซ0
Re(1โ๐ก)๐๐ก
=(๐โ1)๐กโ12
๐ก21๏ฝ0
=(๐โ1)1โ12
=๐โ12
Let ๐พ(๐ก)=๐โฏ๐๐ก, 0โค๐กโค2๐. Then ๐พโฒ(๐ก)=๐๐โฏ๐๐ก. Let ๐(๐ง)=๐ง
โซ๐พ
๐(๐ง)๐๐ง= โซ๐พ
๐ง๐๐ง
=
2๐โซ0
๐พ(๐ก)๐พโฒ(๐ก)๐๐ก
=
2๐โซ0
๐โฏโ๐๐ก๐๐โฏ๐๐ก๐๐ก
=๐2๐
2๐โซ0
๐๐ก
=2๐๐๐2=(2๐)โarea(๐ต๐(0))
Integraton by substitution
Let [๐,๐] and [๐,๐] be intervals in โ and let โ:[๐,๐]โ[๐,๐] be smooth. Suppose that ๐:[๐,๐]โโ is a continuous function.
Then
โ(๐)โซโ(๐)
๐(๐ก)๐๐ก=๐โซ๐
๐(โ(๐ ))โโฒ(๐ )๐๐
Examples
๐ก=โ(๐ )=๐
3+1, โโฒ(๐ )=3๐
2
4โซ2
๐ 2(๐ 3+1)4๐๐ =
13
โ(4)โซโ(2)
๐ก4๐๐ก
=
13
65โซ9
๐ก4๐๐ก
=13
๐ก55
1๏ฝ0
=115
(655โ95)
Fact: Independence of Parametrization
Let ๐พ:[๐,๐]โโ be a smooth curve, and let ๐ฝ:[๐,๐]โโ be another smooth parametrization of the same curve, given by ๐ฝ(๐ )=๐พ(โ(๐ )), where โ:[๐,๐]โ[๐,๐] is a smooth bijection.
Let ๐ be a complex-valued function, defined on ๐พ. Then
โซ๐ฝ
๐(๐ง)๐๐ง=๐โซ๐
๐(๐ฝ(๐ ))๐ฝโฒ(๐ )๐๐
=๐โซ๐
๐(๐พ(โ(๐ )))๐พโฒ(โ(๐ ))โโฒ(๐ )๐๐
=๐โซ๐
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก= โซ๐พ
๐(๐ง)๐๐ง
Therefore, the commplex path integral is independent of the parametrization
Fact: Piecewise Smooth Curves
Let ๐พ=๐พ1+๐พ2+โฏ+๐พ๐ be a piecewise smooth curve (i.e. ๐พ๐+1 starts where ๐พ๐ ends). Then
โซ๐พ
๐(๐ง)๐๐ง= โซ๐พ1
๐(๐ง)๐๐ง+ โซ๐พ2
๐(๐ง)๐๐ง+โฏ+ โซ๐พ๐
๐(๐ง)๐๐ง
Reverse Paths
If ๐พ:[๐,๐]โโ be a curve, then a curve (โ๐พ):[๐,๐]โโ is defined by (โ๐พ)(๐ก)=๐พ(๐+๐โ๐ก)
Note that (โ๐พ)โฒ(๐ก)=๐พโฒ(๐+๐โ๐ก)(โ1). If ๐ is continuous and complex-valued on ๐พ, then
โซ(โ๐พ)
๐(๐ง)๐๐ง=๐โซ๐
๐((โ๐พ)(๐ ))(โ๐พ)โฒ(๐ )๐๐ =โ๐โซ๐
๐(๐พ(๐+๐โ๐ ))๐พโฒ(๐+๐โ๐ )๐๐
=๐โซ๐
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก=โ๐โซ๐
๐(๐พ(๐ก))๐พโฒ(๐ก)๐๐ก
=โ โซ๐พ
๐(๐ง)๐๐ง
Fact
If ๐พ is a curve, ๐ is a complex constant and ๐, ๐ are continuous and complex-valued on ๐พ, then
โซ๐พ
(๐(๐ง)+๐(๐ง))๐๐ง= โซ๐พ
๐(๐ง)๐๐ง+ โซ๐พ
๐(๐ง)๐๐ง
โซ๐พ
๐๐(๐ง)๐๐ง=๐ โซ๐พ
๐(๐ง)๐๐ง
โซโ๐พ
๐๐(๐ง)๐๐ง=โ โซ๐พ
๐(๐ง)๐๐ง
Arc Length
Given a curve ๐พ:[๐,๐]โโ. Let ๐=๐ก0<๐ก1<โฏ<๐ก๐=๐. Then
length(๐พ)โ๐โ๐=0
|๐พ(๐ก๐+1)โ๐พ(๐ก๐)|
If the limit exists as ๐โโ, then this is the length of ๐พ:[๐,๐]โโ
๐โ๐=0
|๐พ(๐ก๐+1)โ๐พ(๐ก๐)|=
๐โ๐=0
|๐พ(๐ก๐+1)โ๐พ(๐ก๐)|๐ก๐+1โ๐ก๐
(๐ก๐+1โ๐ก๐)โ
๐โซ๐
|๐พโฒ(๐ก)|๐๐ก
Thus:
length(๐พ)=๐โซ๐
|๐พโฒ(๐ก)|๐๐ก
Examples
Let ๐พ(๐ก)=๐
โฏ๐๐ก, 0โค๐กโค2๐, for some ๐
>0. Then ๐พโฒ(๐ก)=๐
๐โฏ๐๐ก, and so
length(๐พ)=
2๐โซ0
|๐
๐โฏ๐๐ก|๐๐ก=
2๐โซ0
๐
๐๐ก=2๐๐
Let ๐พ(๐ก)=๐ก+๐๐ก, 0โค๐กโค1. Then ๐พโฒ(๐ก)=1+๐, and so
length(๐พ)=
1โซ0
|1+๐|๐๐ก=
1โซ0
2๐๐ก=2
Integration with respect to Arc Length
DefinitionLet ๐พ be a smooth curve, and let ๐ be a complex-valued and continuous function on ๐พ. Then
โซ๐พ
๐(๐ง)|๐๐ง|=
๐โซ๐
๐(๐พ(๐ก))|๐พโฒ(๐ก)|๐๐ก
is the integral of ๐ over ๐พ with respect to arc length
Examples
length(๐พ)=
โซ๐พ
|๐๐ง|.
โซ|๐ง|=1
๐ง|๐๐ง|=
2๐โซ0
โฏ๐๐กโ
1๐๐ก=โ๐โฏ๐๐ก
2๐๏ฝ0
=0
Note: Piecewise smooth curves are allowed as well (break up the integral into a sum over smooth pieces).
The ๐๐ฟ-Estimate
TheoremIf ๐พ is a curve and ๐ is continuous on ๐พ then
โซ๐พ
๐(๐ง)๐๐งโค
โซ๐พ
|๐(๐ง)||๐๐ง|.
In particular, if |๐(๐ง)|โค๐ on ๐พ, then
โซ๐พ
๐(๐ง)๐๐งโค๐โ
length(๐พ)
Examples
- Let ๐พ(๐ก)=โฏ๐๐ก, 0โค๐กโค2๐.
โซ|๐ง|=1
1๐ง
|๐๐ง|=
2๐โซ0
โฏโ๐๐ก๐๐ก=๐โฏโ๐๐ก
2๐๏ฝ0
=0
- Let ๐พ(๐ก)=๐ก+๐๐ก, 0โค๐กโค1. The upper bound for
โซ๐พ
๐ง2๐๐ง can be found as following.
First use the second part of the theorem: โซ๐พ
๐(๐ง)๐๐งโค๐โ
length(๐พ).
For ๐(๐ง)=๐ง2, and having that |๐(๐ง)|=|๐ง|2โค(2)2=2
on ๐พ, so ๐=2. Also, recall that length(๐พ)=2. Thus
โซ๐พ
๐ง2๐๐งโค22
- Let ๐พ(๐ก)=๐ก+๐๐ก, 0โค๐กโค1, ๐พโฒ(๐ก)=1+๐ก, |๐พโฒ(๐ก)|=
2, ๐(๐ง)=๐ง2. A better estimate for
โซ๐พ
๐ง2๐๐ง can be found as following.
Using the first part of the theorem:
โซ๐พ
๐(๐ง)๐๐งโค
โซ๐พ
|๐(๐ง)||๐๐ง|
Thus
โซ๐พ
๐ง2๐๐งโค
โซ๐พ
|๐ง|2|๐๐ง|=
1โซ0
|๐พ(๐ก)|2|๐พโฒ(๐ก)|๐๐ก=
1โซ0
|๐ก+๐๐ก|22๐๐ก
=
1โซ0
2๐ก22๐๐ก
=
223
๐ก31๏ฝ0
=23
2
Note: โซ๐พ
๐ง2๐๐ง=23
(โ1+๐)
Antiderivatives and Primitives
FactFrom the fundamental theorem of calculus, if ๐:[๐,๐]โโ is continuous and has an antiderivative ๐น:[๐,๐]โโ, then
๐โซ๐
๐(๐ฅ)๐๐ฅ=๐น(๐)โ๐น(๐)
For a complex equivalent.
DefinitionLet ๐ทโโ be a domain, and let ๐:๐ทโโ be a continuous function. A primitive of ๐ on ๐ท
is an analytic function ๐น:๐ทโโ such that ๐นโฒ=๐ on ๐ท.
Functions with Primitives
An analytic function ๐น:๐ทโโ such that ๐นโฒ=๐ is a primitive of ๐ in ๐ท
TheoremIf ๐ is continuous on a domain ๐ท and if ๐ has a primitive ๐น in ๐ท, then for any curve ๐พ:[๐,๐]โ๐ท. Thus have that โซ๐พ
๐(๐ง)๐๐ง=๐น(๐พ(๐))โ๐น(๐พ(๐))
Note:
-
The integral only depends on the initial point and the terminal point of ๐พ.
- Big 'hidden' assumption: ๐ needs to have a primitive in ๐ท.
- Under what assumptions does ๐ have a primitive?
Examples
-
Let ๐พ:[๐,๐]โโ be the line segment from 0 to 1+๐. What is โซ๐พ
๐ง2๐๐ง
The function ๐(๐ง)=๐ง2 has a primitive in โ, namely ๐น(๐ง)=13
๐ง3. Therefore,
1+๐โซ0
๐ง2๐๐ง=
โซ๐พ
๐(๐ง)๐๐ง=๐น(๐พ(๐))โ๐น(๐พ(๐))
=๐น(1+๐)โ๐น(0)
=13
(1+๐)3โ0
=13
(1+3๐โ3โ๐)=23
(โ1+๐)
-
Can โซ|๐ง|=1
1๐ง
๐๐ง using a primitive?
The function ๐น(๐ง)=Log ๐ง satisfies that ๐นโฒ(๐ง)=1๐ง
, but not in all of โ.
- ๐น is analytic in โ\(โโ,0]
- Let
๐พ
:[๐,๐]โโ be the part of the unit circle, started just below the negative x-axis, to just above the negative x-axis.
- Then
โซ๐พ
1๐ง
๐๐งโ โซ๐พ
1๐ง
๐๐ง=Log(๐พ
(๐))โLog(๐พ
(๐))
โ๐๐โ(โ๐๐)=2๐๐
- Let ๐พ be any curve in โ from ๐ to
๐2
. Then
โซ๐พ
โฏ๐๐ง๐๐ง=1๐
โฏ๐๐ง๐/2๏ฝ๐
=1๐
โฏ๐๐/2โ1๐
โฏ๐๐
=1๐
(๐+1)
-
Let ๐พ be any path in โ from โ๐๐ to ๐๐. Then
โซ๐พ
cos ๐ง๐๐ง=sin๐๐๏ฝโ๐๐
=sin(๐๐)โsin(โ๐๐)
But
sin(๐๐)โsin(โ๐๐)=sin(๐๐)+sin(๐๐)
=2sin(๐๐)
=2โฏ๐๐๐โโฏโ๐๐๐2๐
=โ๐(โฏโ๐โโฏ๐)=๐(โฏ๐โโฏโ๐)
Primitive
When does ๐ have a primitive?
Theorem (Goursat)
Let ๐ท be a simply connected domain in โ, and let ๐ be analytic in ๐ท. Then ๐ has a primitive in ๐ท. Moreover, a primitve is given explicitly by picking ๐ง0โ๐ท and letting ๐น(๐ง)=๐งโซ๐ง0
๐(๐ค)๐๐คwhere the integral is taken over an arbitrary curve in ๐ท from ๐ง0 to ๐ง
One way to prove this theorem is as follows
First, show Morera's Theorem: If ๐ is continuous on a simply connected
domain ๐ท, and if โซ๐พ
๐(๐ง)๐๐ง=0
for any triangular curve ๐พ in ๐ท, then ๐ has a primitive in ๐ท.
Next, show the Cauchy Theorem for Triangles: For any triangle ๐ that fits
into ๐ท (including its boundary), โซโ๐
๐(๐ง)๐๐ง=0.
The Cauchy Theorem for Triangles
Theorem (Cauchy for Triangles)
Let ๐ท be an open set in โ, and let ๐ be analytic in ๐ท. Let ๐ be a triangle that
fits into ๐ท (including its boundary), and let โ๐ be its boundary, oriented positively. Then
โซโ๐
๐(๐ง)๐๐ง=0
Proof idea
Subdivide the triangle into four equal-sized triangles.The integral of ๐ over โ๐ is the same as the sum of the four integrals over the boundaries of the smaller
triangles.
Use the ๐๐ฟ-estimate and delicate balancing of boundary length of triangles and the fact that๐(๐ง)=๐(๐ง0)+(๐งโ๐ง0)๐โฒ(๐ง0)+๐(๐งโ๐ง0)for ๐ง near a point ๐ง0) inside ๐.
Morera's Theorem
Theorem (Morera)If ๐ is continuous on a simply connected domain ๐ท, and if โซ๐พ
๐(๐ง)๐๐ง=0 for any triangular curve in ๐ท, then ๐ has a primitive in ๐ท.
Proof idea
First, show Morera's theorem in a disk (the proof is not hard and resembles the proof of the real-valued fundamental theorem of calculus).Extending the result to arbitrary simply connected domains is not that easy. This part of the proof requires the use of Cauchy's Theorem for simply connected domains.