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`-=[]โŸจโŸฉ\;',./~!@#$%^&*()_+{}|:"<>? ๐‘Ž๐‘๐‘๐‘‘๐‘’๐‘“๐‘”โ„Ž๐‘–๐‘—๐‘˜๐‘™๐‘š๐‘›๐‘œ๐‘๐‘ž๐‘Ÿ๐‘ ๐‘ก๐‘ข๐‘ฃ๐‘ค๐‘ฅ๐‘ฆ๐‘ง ร…โ€‰โˆ’โ€‚ร—โ€ƒโ‹…โˆ“ยฑโˆ˜๊žŠ๏นฆโˆ—โˆ™ โ„ฏ ๐”ธ๐”นโ„‚๐”ป๐”ผ๐”ฝ๐”พโ„๐•€๐•๐•‚๐•ƒ๐•„โ„•๐•†โ„™โ„šโ„๐•Š๐•‹๐•Œ๐•๐•Ž๐•๐•โ„ค๐ด๐ต๐ถ๐ท๐ธ๐น๐บ๐ป๐ผ๐ฝ๐พ๐ฟ๐‘€๐‘๐‘‚๐‘ƒ๐‘„๐‘…๐‘†๐‘‡๐‘ˆ๐‘‰๐‘Š๐‘‹๐‘Œ๐‘ โˆผโˆฝโˆพโ‰โ‰‚โ‰ƒโ‰„โ‰…โ‰†โ‰‡โ‰ˆโ‰‰โ‰Œโ‰โ‰ โ‰ก โ‰คโ‰ฅโ‰ฆโ‰งโ‰จโ‰ฉโ‰ชโ‰ซ โˆˆโˆ‰โˆŠโˆ‹โˆŒโˆ โŠ‚โŠƒโŠ„โŠ…โІโЇ ๐›ผ๐›ฝ๐›พ๐›ฟ๐œ€๐œ๐œ‚๐œƒ๐œ„๐œ…๐œ†๐œ‡๐œˆ๐œ‰๐œŠ๐œ‹๐œŒ๐œŽ๐œ๐œ๐œ‘๐œ’๐œ“๐œ” โˆ€โˆ‚โˆƒโˆ…โฆฐโˆ†โˆ‡โˆŽโˆžโˆโˆดโˆต โˆโˆโˆ‘โ‹€โ‹โ‹‚โ‹ƒ โˆงโˆจโˆฉโˆช โˆซโˆฌโˆญโˆฎโˆฏโˆฐโˆฑโˆฒโˆณ โˆฅโ‹ฎโ‹ฏโ‹ฐโ‹ฑ โ€– โ€ฒ โ€ณ โ€ด โ„ โ— สน สบ โ€ต โ€ถ โ€ท ๏น ๏น‚ ๏นƒ ๏น„ ๏ธน ๏ธบ ๏ธป ๏ธผ ๏ธ— ๏ธ˜ ๏ธฟ ๏น€ ๏ธฝ ๏ธพ ๏น‡ ๏นˆ ๏ธท ๏ธธ โœ   โ   โŽด  โŽต  โž   โŸ   โ    โก โ†โ†‘โ†’โ†“โ†คโ†ฆโ†ฅโ†งโ†”โ†•โ†–โ†—โ†˜โ†™โ–ฒโ–ผโ—€โ–ถโ†บโ†ปโŸฒโŸณ โ†ผโ†ฝโ†พโ†ฟโ‡€โ‡โ‡‚โ‡ƒโ‡„โ‡…โ‡†โ‡‡ โ‡โ‡‘โ‡’โ‡“โ‡”โ‡Œโ‡โ‡โ‡•โ‡–โ‡—โ‡˜โ‡™โ‡™โ‡ณโฅขโฅฃโฅคโฅฅโฅฆโฅงโฅจโฅฉโฅชโฅซโฅฌโฅญโฅฎโฅฏ
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Content

Complex Integration
โ€ƒIntegration in โ„
โ€ƒThe Fundamental Theorem of Calculus
โ€ƒAntiderivatives
โ€ƒGeneralization to โ„‚
โ€ƒThe Path Integral
โ€ƒIntegrals over Complex-valued Functions
โ€ƒโ€ƒExamples
โ€ƒIntegraton by substitution
โ€ƒโ€ƒExamples
โ€ƒFact: Independence of Parametrization
โ€ƒFact: Piecewise Smooth Curves
โ€ƒReverse Paths
โ€ƒFact
โ€ƒArc Length
โ€ƒโ€ƒExamples
โ€ƒIntegration with respect to Arc Length
โ€ƒโ€ƒExamples
โ€ƒThe ๐‘€๐ฟ-Estimate
โ€ƒโ€ƒExamples
โ€ƒAntiderivatives and Primitives
โ€ƒFunctions with Primitives
โ€ƒโ€ƒExamples
โ€ƒPrimitive
โ€ƒThe Cauchy Theorem for Triangles
โ€ƒMorera's Theorem

source/reference:
https://www.youtube.com/channel/UCaTLkDn9_1Wy5TRYfVULYUw/playlists

Complex Integration

Integration in โ„

Let ๐‘“:[๐‘Ž,๐‘]โ†’โ„ be continuous. Then ๐‘โˆซ๐‘Ž๐‘“(๐‘ก)๐‘‘๐‘ก= Lim๐‘›โ†’โˆž ๐‘›โˆ’1โˆ‘๐‘—=0๐‘“(๐‘ก๐‘—)(๐‘ก๐‘—+1โˆ’๐‘ก๐‘—) where ๐‘Ž=๐‘ก0<๐‘ก1<โ‹ฏ<๐‘ก๐‘›=๐‘

  • if ๐‘“โ‰ฅ0 on [๐‘Ž,๐‘] then ๐‘โˆซ๐‘Ž๐‘“(๐‘ก)๐‘‘๐‘ก 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‘Ž,๐‘]โ†’โ„ be continuous, and define ๐น(๐‘ฅ)=๐‘ฅโˆซ๐‘Ž๐‘“(๐‘ก)๐‘‘๐‘ก. Then ๐น is differentiable and ๐นโ€ฒ(๐‘ฅ)=๐‘“(๐‘ฅ) for ๐‘ฅโˆˆ[๐‘Ž,๐‘].

Antiderivatives

Let ๐‘“:[๐‘Ž,๐‘]โ†’โ„ as above. A function ๐‘“:[๐‘Ž,๐‘]โ†’โ„ that satisfies that ๐นโ€ฒ(๐‘ฅ)=๐‘“(๐‘ฅ) for all ๐‘ฅโˆˆ[๐‘Ž,๐‘] is called an antiderivative of ๐‘“.

Note: If ๐น and ๐บ are both antiderivatives of the same function ๐‘“, then (๐บโˆ’๐น)โ€ฒ(๐‘ฅ)=๐บโ€ฒ(๐‘ฅ)โˆ’๐นโ€ฒ(๐‘ฅ)=๐‘“(๐‘ฅ)โˆ’๐‘“(๐‘ฅ)=0 for all ๐‘ฅโˆˆ[๐‘Ž,๐‘], and so ๐บโˆ’๐น is constant.

Conclusion: Let ๐บ be any antiderivative of 𝑓. Then

๐‘โˆซ๐‘Ž๐‘“(๐‘ก)๐‘‘๐‘ก=๐บ(๐‘)โˆ’๐บ(๐‘Ž)

Generalization to โ„‚

Instead of integrating over an interval [๐‘Ž,๐‘]โŠ‚โ„, integrating in โ„‚ will be integrating ovver curves. Recall: A curve is a smooth or piecewise smooth function

๐›พ:[๐‘Ž,๐‘]โ†’โ„‚, ๐›พ(๐‘ก)=๐‘ฅ(๐‘ก)+๐‘–๐‘ฆ(๐‘ก)

If ๐‘“ is complex-valued on ๐›พ, define  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= Lim๐‘›โ†’โˆž ๐‘›โˆ’1โˆ‘๐‘—=0๐‘“(๐‘ง๐‘—)(๐‘ง๐‘—+1โˆ’๐‘ง๐‘—) where ๐‘ง๐‘—=๐›พ(๐‘ก๐‘—) and ๐‘Ž=๐‘ก0<๐‘ก1<โ‹ฏ<๐‘ก๐‘›=๐‘

The Path Integral

 โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= Lim๐‘›โ†’โˆž ๐‘›โˆ’1โˆ‘๐‘—=0๐‘“(๐‘ง๐‘—)(๐‘ง๐‘—+1โˆ’๐‘ง๐‘—)

where ๐‘ง๐‘—=๐›พ(๐‘ก๐‘—) and ๐‘Ž=๐‘ก0<๐‘ก1<โ‹ฏ<๐‘ก๐‘›=๐‘

One can show: If ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ is a smooth curve and ๐‘“ is continuous on ๐›พ, then

 โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= ๐‘โˆซ๐‘Ž๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก Proof Idea ๐‘›โˆ’1โˆ‘๐‘—=0๐‘“(๐‘ง๐‘—)(๐‘ง๐‘—+1โˆ’๐‘ง๐‘—) =๐‘›โˆ’1โˆ‘๐‘—=0๐‘“(๐›พ(๐‘ก๐‘—)) ๐›พ(๐‘ก๐‘—+1)โˆ’๐›พ(๐‘ก๐‘—)๐‘ก๐‘—+1โˆ’๐‘ก๐‘—(๐‘ก๐‘—+1โˆ’๐‘ก๐‘—)  โ†’ ๐‘โˆซ๐‘Ž๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก as ๐‘›โ†’โˆž

Integrals over Complex-valued Functions

Note: If ๐‘”:[๐‘Ž,๐‘]โ†’โ„‚, ๐‘”(๐‘ก)=๐‘ข(๐‘ก)+๐‘–๐‘ฃ(๐‘ก), then

๐‘โˆซ๐‘Ž๐‘”(๐‘ก)๐‘‘๐‘ก= ๐‘โˆซ๐‘Ž๐‘ข(๐‘ก)๐‘‘๐‘ก+ ๐‘–๐‘โˆซ๐‘Ž๐‘ฃ(๐‘ก)๐‘‘๐‘ก

Examples

  • ๐œ‹โˆซ0โ„ฏ๐‘–๐‘ก๐‘‘๐‘ก= ๐œ‹โˆซ0cos ๐‘ก+ ๐‘–๐œ‹โˆซ0sin ๐‘ก๐‘‘๐‘ก= sin ๐‘ก=sin ๐‘ก|๐œ‹0โˆ’๐‘– cos ๐‘ก=sin ๐‘ก|๐œ‹0=0โˆ’๐‘–(โˆ’1โˆ’1)=2๐‘–
  • Alternatively: ๐œ‹โˆซ0โ„ฏ๐‘–๐‘ก๐‘‘๐‘ก =โˆ’๐‘–โ„ฏ๐‘–๐‘ก๐œ‹๏ฝœ0=โˆ’๐‘–โ„ฏ๐‘–๐œ‹+๐‘–โ„ฏ0=2๐‘–
  • 1โˆซ0(๐‘ก+๐‘–)๐‘‘๐‘ก =12๐‘ก2+๐‘–๐‘ก 1๏ฝœ0=12๐‘ก2+๐‘–
  • ๐›พ(๐‘ก)=๐‘ก+๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค1, ๐›พโ€ฒ(๐‘ก)=1+๐‘–, ๐‘“(๐‘ง)=๐‘ง2. Then

     โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= 1โˆซ0๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก= 1โˆซ0(๐‘ก+๐‘–๐‘ก)2(1+๐‘–)๐‘‘๐‘ก  = 1โˆซ0(๐‘ก2+2๐‘–๐‘ก2โˆ’๐‘ก2)(1+๐‘–)๐‘‘๐‘ก= 1โˆซ0(2๐‘–๐‘ก2โˆ’2๐‘ก2)๐‘‘๐‘ก  = โˆ’21โˆซ0๐‘ก2๐‘‘๐‘ก+ 2๐‘–1โˆซ0๐‘ก2๐‘‘๐‘ก  =โˆ’23๐‘ก31๏ฝœ0 +2๐‘–3๐‘ก31๏ฝœ0  =โˆ’23+๐‘–23=23(โˆ’1+๐‘–)
  •  โˆซ|๐‘ง|=11๐‘ง๐‘‘๐‘ง=?

    Let ๐›พ(๐‘ก)=โ„ฏ๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค2๐œ‹. Then ๐›พโ€ฒ(๐‘ก)=๐‘–โ„ฏ๐‘–๐‘ก, so:

     โˆซ|๐‘ง|=11๐‘ง๐‘‘๐‘ง =2๐œ‹โˆซ01๐›พ(๐‘ก)๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก  =2๐œ‹โˆซ01โ„ฏ๐‘–๐‘ก๐‘–โ„ฏ๐‘–๐‘ก๐‘‘๐‘ก  =๐‘–2๐œ‹โˆซ0๐‘‘๐‘ก  =๐‘–๐‘ก|2๐œ‹0=2๐œ‹๐‘–
  •  โˆซ|๐‘ง|=1๐‘ง๐‘‘๐‘ง=?

    Let ๐›พ(๐‘ก)=โ„ฏ๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค2๐œ‹. Then ๐›พโ€ฒ(๐‘ก)=๐‘–โ„ฏ๐‘–๐‘ก, so:

     โˆซ|๐‘ง|=1๐‘ง๐‘‘๐‘ง =2๐œ‹โˆซ0๐›พ(๐‘ก)๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก=2๐œ‹โˆซ0 โ„ฏ๐‘–๐‘ก๐‘–โ„ฏ๐‘–๐‘ก๐‘‘๐‘ก  =๐‘–2๐œ‹โˆซ0โ„ฏ2๐‘–๐‘ก๐‘‘๐‘ก= 12โ„ฏ2๐‘–๐‘ก2๐œ‹๏ฝœ0  =12(โ„ฏ4๐œ‹๐‘–โˆ’โ„ฏ0)=0
  •  โˆซ|๐‘ง|=11๐‘ง2๐‘‘๐‘ง=?

    Let ๐›พ(๐‘ก)=โ„ฏ๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค2๐œ‹. Then ๐›พโ€ฒ(๐‘ก)=๐‘–โ„ฏ๐‘–๐‘ก, so:

     โˆซ|๐‘ง|=11๐‘ง2๐‘‘๐‘ง =2๐œ‹โˆซ01๐›พ2(๐‘ก)๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก= 2๐œ‹โˆซ0๐‘–โ„ฏ๐‘–๐‘กโ„ฏ2๐‘–๐‘ก๐‘‘๐‘ก  =2๐œ‹โˆซ0๐‘–โ„ฏโˆ’๐‘–๐‘ก๐‘‘๐‘ก=โˆ’โ„ฏโˆ’๐‘–๐‘ก2๐œ‹๏ฝœ0  =โˆ’โ„ฏโˆ’2๐œ‹๐‘–+โ„ฏ0
  • In general,

     โˆซ|๐‘ง|=1๐‘ง๐‘š๐‘‘๐‘ง=2๐œ‹๐‘–, if ๐‘š=-1 0, otherwise
  • Let ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ be a smooth curve, and let ๐‘“ be complex-valued and continuous on ๐›พ. Then

     โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= ๐‘โˆซ๐‘Ž๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก

    Let ๐›พ(๐‘ก)=1โˆ’๐‘ก(1โˆ’๐‘–), 0โ‰ค๐‘กโ‰ค1, and let ๐‘“(๐‘ง)=Re ๐‘ง. Then

     โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= 1โˆซ0Re(1โˆ’๐‘ก(1โˆ’๐‘–))(โˆ’1)(1โˆ’๐‘–)๐‘‘๐‘ก  =(๐‘–โˆ’1) 1โˆซ0Re(1โˆ’๐‘ก)๐‘‘๐‘ก  =(๐‘–โˆ’1)๐‘กโˆ’12๐‘ก21๏ฝœ0  =(๐‘–โˆ’1)1โˆ’12=๐‘–โˆ’12
  • Let ๐›พ(๐‘ก)=๐‘Ÿโ„ฏ๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค2๐œ‹. Then ๐›พโ€ฒ(๐‘ก)=๐‘Ÿ๐‘–โ„ฏ๐‘–๐‘ก. Let ๐‘“(๐‘ง)=๐‘ง

     โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= โˆซ๐›พ๐‘ง๐‘‘๐‘ง= 2๐œ‹โˆซ0๐›พ(๐‘ก)๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก  = 2๐œ‹โˆซ0๐‘Ÿโ„ฏโˆ’๐‘–๐‘ก๐‘Ÿ๐‘–โ„ฏ๐‘–๐‘ก๐‘‘๐‘ก  =๐‘Ÿ2๐‘– 2๐œ‹โˆซ0๐‘‘๐‘ก  =2๐œ‹๐‘–๐‘Ÿ2=(2๐‘–)โˆ™area(๐ต๐‘Ÿ(0))

Integraton by substitution

Let [๐‘Ž,๐‘] and [๐‘,๐‘‘] be intervals in โ„ and let โ„Ž:[๐‘,๐‘‘]โ†’[๐‘Ž,๐‘] be smooth. Suppose that ๐‘“:[๐‘Ž,๐‘]โ†’โ„ is a continuous function. Then

โ„Ž(๐‘‘)โˆซโ„Ž(๐‘)๐‘“(๐‘ก)๐‘‘๐‘ก=๐‘‘โˆซ๐‘๐‘“(โ„Ž(๐‘ ))โ„Žโ€ฒ(๐‘ )๐‘‘๐‘ 

Examples

๐‘ก=โ„Ž(๐‘ )=๐‘ 3+1, โ„Žโ€ฒ(๐‘ )=3๐‘ 2 4โˆซ2๐‘ 2(๐‘ 3+1)4๐‘‘๐‘ = 13โ„Ž(4)โˆซโ„Ž(2)๐‘ก4๐‘‘๐‘ก  = 1365โˆซ9๐‘ก4๐‘‘๐‘ก  =13๐‘ก551๏ฝœ0  =115(655โˆ’95)

Fact: Independence of Parametrization

Let ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ be a smooth curve, and let ๐›ฝ:[๐‘,๐‘‘]โ†’โ„‚ be another smooth parametrization of the same curve, given by ๐›ฝ(๐‘ )=๐›พ(โ„Ž(๐‘ )), where โ„Ž:[๐‘,๐‘‘]โ†’[๐‘Ž,๐‘] is a smooth bijection.

Let ๐‘“ be a complex-valued function, defined on ๐›พ. Then  โˆซ๐›ฝ๐‘“(๐‘ง)๐‘‘๐‘ง=๐‘‘โˆซ๐‘๐‘“(๐›ฝ(๐‘ ))๐›ฝโ€ฒ(๐‘ )๐‘‘๐‘   =๐‘‘โˆซ๐‘๐‘“(๐›พ(โ„Ž(๐‘ )))๐›พโ€ฒ(โ„Ž(๐‘ ))โ„Žโ€ฒ(๐‘ )๐‘‘๐‘   =๐‘‘โˆซ๐‘๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก= โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง Therefore, the commplex path integral is independent of the parametrization

Fact: Piecewise Smooth Curves

Let ๐›พ=๐›พ1+๐›พ2+โ‹ฏ+๐›พ๐‘› be a piecewise smooth curve (i.e. ๐›พ๐‘—+1 starts where ๐›พ๐‘— ends). Then

 โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง= โˆซ๐›พ1๐‘“(๐‘ง)๐‘‘๐‘ง+ โˆซ๐›พ2๐‘“(๐‘ง)๐‘‘๐‘ง+โ‹ฏ+ โˆซ๐›พ๐‘›๐‘“(๐‘ง)๐‘‘๐‘ง

Reverse Paths

If ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ be a curve, then a curve (โˆ’๐›พ):[๐‘Ž,๐‘]โ†’โ„‚ is defined by (โˆ’๐›พ)(๐‘ก)=๐›พ(๐‘Ž+๐‘โˆ’๐‘ก)

Note that (โˆ’๐›พ)โ€ฒ(๐‘ก)=๐›พโ€ฒ(๐‘Ž+๐‘โˆ’๐‘ก)(โˆ’1). If ๐‘“ is continuous and complex-valued on ๐›พ, then

 โˆซ(โˆ’๐›พ)๐‘“(๐‘ง)๐‘‘๐‘ง=๐‘โˆซ๐‘Ž๐‘“((โˆ’๐›พ)(๐‘ ))(โˆ’๐›พ)โ€ฒ(๐‘ )๐‘‘๐‘ =โˆ’๐‘โˆซ๐‘Ž๐‘“(๐›พ(๐‘Ž+๐‘โˆ’๐‘ ))๐›พโ€ฒ(๐‘Ž+๐‘โˆ’๐‘ )๐‘‘๐‘   =๐‘Žโˆซ๐‘๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก=โˆ’๐‘โˆซ๐‘Ž๐‘“(๐›พ(๐‘ก))๐›พโ€ฒ(๐‘ก)๐‘‘๐‘ก  =โˆ’ โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง

Fact

If ๐›พ is a curve, ๐‘ is a complex constant and ๐‘“, ๐‘” are continuous and complex-valued on ๐›พ, then

  •  โˆซ๐›พ(๐‘“(๐‘ง)+๐‘”(๐‘ง))๐‘‘๐‘ง= โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง+ โˆซ๐›พ๐‘”(๐‘ง)๐‘‘๐‘ง
  •  โˆซ๐›พ๐‘๐‘“(๐‘ง)๐‘‘๐‘ง=๐‘ โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง
  •  โˆซโˆ’๐›พ๐‘๐‘“(๐‘ง)๐‘‘๐‘ง=โˆ’ โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง

Arc Length

Given a curve ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚. Let ๐‘Ž=๐‘ก0<๐‘ก1<โ‹ฏ<๐‘ก๐‘›=๐‘. Then length(๐›พ)โ‰ˆ๐‘›โˆ‘๐‘—=0|๐›พ(๐‘ก๐‘—+1)โˆ’๐›พ(๐‘ก๐‘—)| If the limit exists as ๐‘›โ†’โˆž, then this is the length of ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ ๐‘›โˆ‘๐‘—=0|๐›พ(๐‘ก๐‘—+1)โˆ’๐›พ(๐‘ก๐‘—)|= ๐‘›โˆ‘๐‘—=0 |๐›พ(๐‘ก๐‘—+1)โˆ’๐›พ(๐‘ก๐‘—)|๐‘ก๐‘—+1โˆ’๐‘ก๐‘—(๐‘ก๐‘—+1โˆ’๐‘ก๐‘—)โ†’ ๐‘โˆซ๐‘Ž|๐›พโ€ฒ(๐‘ก)|๐‘‘๐‘ก Thus:

length(๐›พ)=๐‘โˆซ๐‘Ž|๐›พโ€ฒ(๐‘ก)|๐‘‘๐‘ก

Examples

  • Let ๐›พ(๐‘ก)=๐‘…โ„ฏ๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค2๐œ‹, for some ๐‘…>0. Then ๐›พโ€ฒ(๐‘ก)=๐‘…๐‘–โ„ฏ๐‘–๐‘ก, and so

    length(๐›พ)= 2๐œ‹โˆซ0|๐‘…๐‘–โ„ฏ๐‘–๐‘ก|๐‘‘๐‘ก= 2๐œ‹โˆซ0๐‘…๐‘‘๐‘ก=2๐œ‹๐‘…
  • Let ๐›พ(๐‘ก)=๐‘ก+๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค1. Then ๐›พโ€ฒ(๐‘ก)=1+๐‘–, and so

    length(๐›พ)= 1โˆซ0|1+๐‘–|๐‘‘๐‘ก= 1โˆซ02๐‘‘๐‘ก=2

Integration with respect to Arc Length

DefinitionLet ๐›พ be a smooth curve, and let ๐‘“ be a complex-valued and continuous function on ๐›พ. Then  โˆซ๐›พ๐‘“(๐‘ง)|๐‘‘๐‘ง|= ๐‘โˆซ๐‘Ž๐‘“(๐›พ(๐‘ก))|๐›พโ€ฒ(๐‘ก)|๐‘‘๐‘ก is the integral of ๐‘“ over ๐›พ with respect to arc length

Examples

  • length(๐›พ)=  โˆซ๐›พ|๐‘‘๐‘ง|.
  •  โˆซ|๐‘ง|=1๐‘ง|๐‘‘๐‘ง|= 2๐œ‹โˆซ0โ„ฏ๐‘–๐‘กโ‹…1๐‘‘๐‘ก=โˆ’๐‘–โ„ฏ๐‘–๐‘ก 2๐œ‹๏ฝœ0=0

Note: Piecewise smooth curves are allowed as well (break up the integral into a sum over smooth pieces).

The ๐‘€๐ฟ-Estimate

TheoremIf ๐›พ is a curve and ๐‘“ is continuous on ๐›พ then  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘งโ‰ค  โˆซ๐›พ|๐‘“(๐‘ง)||๐‘‘๐‘ง|. In particular, if |๐‘“(๐‘ง)|โ‰ค๐‘€ on ๐›พ, then  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘งโ‰ค๐‘€โ‹…length(๐›พ)

Examples

  • Let ๐›พ(๐‘ก)=โ„ฏ๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค2๐œ‹.  โˆซ|๐‘ง|=11๐‘ง|๐‘‘๐‘ง|= 2๐œ‹โˆซ0โ„ฏโˆ’๐‘–๐‘ก๐‘‘๐‘ก=๐‘–โ„ฏโˆ’๐‘–๐‘ก 2๐œ‹๏ฝœ0=0
  • Let ๐›พ(๐‘ก)=๐‘ก+๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค1. The upper bound for  โˆซ๐›พ๐‘ง2๐‘‘๐‘ง can be found as following.

    First use the second part of the theorem:  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘งโ‰ค๐‘€โ‹…length(๐›พ). For ๐‘“(๐‘ง)=๐‘ง2, and having that |๐‘“(๐‘ง)|=|๐‘ง|2โ‰ค(2)2=2 on ๐›พ, so ๐‘€=2. Also, recall that length(๐›พ)=2. Thus

     โˆซ๐›พ๐‘ง2๐‘‘๐‘งโ‰ค22
  • Let ๐›พ(๐‘ก)=๐‘ก+๐‘–๐‘ก, 0โ‰ค๐‘กโ‰ค1, ๐›พโ€ฒ(๐‘ก)=1+๐‘ก, |๐›พโ€ฒ(๐‘ก)|=2, ๐‘“(๐‘ง)=๐‘ง2. A better estimate for  โˆซ๐›พ๐‘ง2๐‘‘๐‘ง can be found as following.

    Using the first part of the theorem:  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘งโ‰ค  โˆซ๐›พ|๐‘“(๐‘ง)||๐‘‘๐‘ง| Thus  โˆซ๐›พ๐‘ง2๐‘‘๐‘งโ‰ค  โˆซ๐›พ|๐‘ง|2|๐‘‘๐‘ง|= 1โˆซ0|๐›พ(๐‘ก)|2|๐›พโ€ฒ(๐‘ก)|๐‘‘๐‘ก= 1โˆซ0|๐‘ก+๐‘–๐‘ก|22๐‘‘๐‘ก  = 1โˆซ02๐‘ก22๐‘‘๐‘ก  = 223๐‘ก31๏ฝœ0 =232 Note:  โˆซ๐›พ๐‘ง2๐‘‘๐‘ง=23(โˆ’1+๐‘–)

Antiderivatives and Primitives

FactFrom the fundamental theorem of calculus, if ๐‘“:[๐‘Ž,๐‘]โ†’โ„ is continuous and has an antiderivative ๐น:[๐‘Ž,๐‘]โ†’โ„, then ๐‘โˆซ๐‘Ž๐‘“(๐‘ฅ)๐‘‘๐‘ฅ=๐น(๐‘)โˆ’๐น(๐‘Ž) For a complex equivalent. DefinitionLet ๐ทโŠ‚โ„‚ be a domain, and let ๐‘“:๐ทโŠ‚โ„‚ be a continuous function. A primitive of ๐‘“ on ๐ท is an analytic function ๐น:๐ทโ†’โ„‚ such that ๐นโ€ฒ=๐‘“ on ๐ท.

Functions with Primitives

An analytic function ๐น:๐ทโ†’โ„‚ such that ๐นโ€ฒ=๐‘“ is a primitive of ๐‘“ in ๐ท

TheoremIf ๐‘“ is continuous on a domain ๐ท and if ๐‘“ has a primitive ๐น in ๐ท, then for any curve ๐›พ:[๐‘Ž,๐‘]โ†’๐ท. Thus have that  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง=๐น(๐›พ(๐‘))โˆ’๐น(๐›พ(๐‘Ž))

Note:

  • The integral only depends on the initial point and the terminal point of ๐›พ.
  • Big 'hidden' assumption: ๐‘“ needs to have a primitive in ๐ท.
  • Under what assumptions does ๐‘“ have a primitive?

Examples

  • Let ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ be the line segment from 0 to 1+๐‘–. What is  โˆซ๐›พ๐‘ง2๐‘‘๐‘ง

    The function ๐‘“(๐‘ง)=๐‘ง2 has a primitive in โ„‚, namely ๐น(๐‘ง)=13๐‘ง3. Therefore, 1+๐‘–โˆซ0๐‘ง2๐‘‘๐‘ง=  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง=๐น(๐›พ(๐‘))โˆ’๐น(๐›พ(๐‘Ž))  =๐น(1+๐‘–)โˆ’๐น(0)  =13(1+๐‘–)3โˆ’0  =13(1+3๐‘–โˆ’3โˆ’๐‘–)=23(โˆ’1+๐‘–)

  • Can  โˆซ|๐‘ง|=11๐‘ง๐‘‘๐‘ง using a primitive?

    The function ๐น(๐‘ง)=Log ๐‘ง satisfies that ๐นโ€ฒ(๐‘ง)=1๐‘ง, but not in all of โ„‚.

    • ๐น is analytic in โ„‚\(โˆ’โˆž,0]
    • Let ๐›พ:[๐‘Ž,๐‘]โ†’โ„‚ be the part of the unit circle, started just below the negative x-axis, to just above the negative x-axis.
    • Then  โˆซ๐›พ1๐‘ง๐‘‘๐‘งโ‰ˆ โˆซ๐›พ1๐‘ง๐‘‘๐‘ง=Log(๐›พ(๐‘))โˆ’Log(๐›พ(๐‘Ž))  โ‰ˆ๐œ‹๐‘–โˆ’(โˆ’๐œ‹๐‘–)=2๐œ‹๐‘–
  • Let ๐›พ be any curve in โ„‚ from ๐‘– to ๐‘–2. Then  โˆซ๐›พโ„ฏ๐œ‹๐‘ง๐‘‘๐‘ง=1๐œ‹โ„ฏ๐œ‹๐‘ง๐‘–/2๏ฝœ๐‘–  =1๐œ‹โ„ฏ๐œ‹๐‘–/2โˆ’1๐œ‹โ„ฏ๐œ‹๐‘–  =1๐œ‹(๐‘–+1)
  • Let ๐›พ be any path in โ„‚ from โˆ’๐œ‹๐‘– to ๐œ‹๐‘–. Then  โˆซ๐›พcos ๐‘ง๐‘‘๐‘ง=sin๐œ‹๐‘–๏ฝœโˆ’๐œ‹๐‘–=sin(๐œ‹๐‘–)โˆ’sin(โˆ’๐œ‹๐‘–) But sin(๐œ‹๐‘–)โˆ’sin(โˆ’๐œ‹๐‘–)=sin(๐œ‹๐‘–)+sin(๐œ‹๐‘–)  =2sin(๐œ‹๐‘–)  =2โ„ฏ๐‘–๐œ‹๐‘–โˆ’โ„ฏโˆ’๐‘–๐œ‹๐‘–2๐‘– =โˆ’๐‘–(โ„ฏโˆ’๐œ‹โˆ’โ„ฏ๐œ‹)=๐‘–(โ„ฏ๐œ‹โˆ’โ„ฏโˆ’๐œ‹)

Primitive

When does ๐‘“ have a primitive?

Theorem (Goursat) Let ๐ท be a simply connected domain in โ„‚, and let ๐‘“ be analytic in ๐ท. Then ๐‘“ has a primitive in ๐ท. Moreover, a primitve is given explicitly by picking ๐‘ง0โˆˆ๐ท and letting ๐น(๐‘ง)=๐‘งโˆซ๐‘ง0๐‘“(๐‘ค)๐‘‘๐‘คwhere the integral is taken over an arbitrary curve in ๐ท from ๐‘ง0 to ๐‘ง One way to prove this theorem is as follows First, show Morera's Theorem: If ๐‘“ is continuous on a simply connected domain ๐ท, and if  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง=0 for any triangular curve ๐›พ in ๐ท, then ๐‘“ has a primitive in ๐ท. Next, show the Cauchy Theorem for Triangles: For any triangle ๐‘‡ that fits into ๐ท (including its boundary),  โˆซโˆ‚๐‘‡๐‘“(๐‘ง)๐‘‘๐‘ง=0.

The Cauchy Theorem for Triangles

Theorem (Cauchy for Triangles) Let ๐ท be an open set in โ„‚, and let ๐‘“ be analytic in ๐ท. Let ๐‘‡ be a triangle that fits into ๐ท (including its boundary), and let โˆ‚๐‘‡ be its boundary, oriented positively. Then  โˆซโˆ‚๐‘‡๐‘“(๐‘ง)๐‘‘๐‘ง=0 Proof idea Subdivide the triangle into four equal-sized triangles.The integral of ๐‘“ over โˆ‚๐‘‡ is the same as the sum of the four integrals over the boundaries of the smaller triangles. Use the ๐‘€๐ฟ-estimate and delicate balancing of boundary length of triangles and the fact that๐‘“(๐‘ง)=๐‘“(๐‘ง0)+(๐‘งโˆ’๐‘ง0)๐‘“โ€ฒ(๐‘ง0)+๐œ€(๐‘งโˆ’๐‘ง0)for ๐‘ง near a point ๐‘ง0) inside ๐‘‡.

Morera's Theorem

Theorem (Morera)If ๐‘“ is continuous on a simply connected domain ๐ท, and if  โˆซ๐›พ๐‘“(๐‘ง)๐‘‘๐‘ง=0 for any triangular curve in ๐ท, then ๐‘“ has a primitive in ๐ท. 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.

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ID: 190400030 Last Updated: 4/30/2019 Revision: 0


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