Chapter 13 laid the groundwork for the study of complex analysis, covered complex numbers in the complex plane, limits, and differentiation, and introduced the most important concept of analyticity. A complex function is analytic in some domain if it is differentiable in that domain. Complex analysis deals with such functions and their applications. The Cauchy–Riemann equations, in Sec. 13.4, were the heart of Chapter 13 and allowed a means of checking whether a function is indeed analytic. In that section, we also saw that analytic functions satisfy Laplace's equation, the most important PDE in physics.
We now consider the next part of complex calculus, that is, we shall discuss the first approach to complex integration. It centers around the very important Cauchy integral theorem (also called the Cauchy–Goursat theorem) in Sec. 14.2. This theorem is important because it allows, through its implied Cauchy integral formula of Sec. 14.3, the evaluation of integrals having an analytic integrand. Furthermore, the Cauchy integral formula shows the surprising result that analytic functions have derivatives of all orders. Hence, in this respect, complex analytic functions behave much more simply than real-valued functions of real variables, which may have derivatives only up to a certain order.
Complex integration is attractive for several reasons. Some basic properties of analytic functions are difficult to prove by other methods. This includes the existence of derivatives of all orders just discussed. A main practical reason for the importance of integration in the complex plane is that such integration can evaluate certain real integrals that appear in applications and that are not accessible by real integral calculus.
Finally, complex integration is used in connection with special functions, such as gamma functions (consult [GenRef1]), the error function, and various polynomials (see [GenRef10]). These functions are applied to problems in physics.
The second approach to complex integration is integration by residues, which we shall cover in Chapter 16.
Prerequisite: Chap. 13.
Section that may be omitted in a shorter course: 14.1, 14.5.
References and Answers to Problems: App. 1 Part D, App. 2.
As in calculus, in complex analysis we distinguish between definite integrals and indefinite integrals or antiderivatives. Here an indefinite integral is a function whose derivative equals a given analytic function in a region. By inverting known differentiation formulas we may find many types of indefinite integrals.
Complex definite integrals are called (complex) line integrals. They are written
Here the integrand f(z) is integrated over a given curve C or a portion of it (an arc, but we shall say “curve” in either case, for simplicity). This curve C in the complex plane is called the path of integration. We may represent C by a parametric representation
The sense of increasing t is called the positive sense on C, and we say that C is oriented by (1).
For instance, z(t) = t + 3it (0 t 2) gives a portion (a segment) of the line y = 3x. The function z(t) = 4 cos t + 4i sin t(−π t π) represents the circle |z| = 4, and so on. More examples follow below.
We assume C to be a smooth curve, that is, C has a continuous and nonzero derivative
at each point. Geometrically this means that C has everywhere a continuously turning tangent, as follows directly from the definition
Here we use a dot since a prime ′ denotes the derivative with respect to z.
This is similar to the method in calculus. Let C be a smooth curve in the complex plane given by (1), and let f(z) be a continuous function given (at least) at each point of C. We now subdivide (we “partition”) the interval a t b in (1) by points
where t0 < t1 < … < tn. To this subdivision there corresponds a subdivision of C by points
where zj = z(tj). On each portion of subdivision of C we choose an arbitrary point, say, a point ζ1 between z0 and z1 (that is, ζ1 = z(t) where t satisfies t0 t t1), a point ζ2 between z1 and z2, etc. Then we form the sum
We do this for each n = 2, 3, … in a completely independent manner, but so that the greatest |Δtm| = |tm − tm−1| approaches zero as n → ∞. This implies that the greatest |Δzm| also approaches zero. Indeed, it cannot exceed the length of the arc of C from zm−1 to zm and the latter goes to zero since the arc length of the smooth curve C is a continuous function of t. The limit of the sequence of complex numbers S2, S3, … thus obtained is called the line integral (or simply the integral) of f(z) over the path of integration C with the orientation given by (1). This line integral is denoted by
if C is a closed path (one whose terminal point Z coincides with its initial point z0, as for a circle or for a curve shaped like an 8).
General Assumption. All paths of integration for complex line integrals are assumed to be piecewise smooth, that is, they consist of finitely many smooth curves joined end to end.
Our assumptions that f(z) is continuous and C is piecewise smooth imply the existence of the line integral (3). This can be seen as follows.
As in the preceding chapter let us write f(z) = u(x, y) + iv(x, y). We also set
Then (2) may be written
where u = u(ζm, ηm), v = v(ζm, ηm) and we sum over m from 1 to n. Performing the multiplication, we may now split up Sn into four sums:
These sums are real. Since f is continuous, u and v are continuous. Hence, if we let n approach infinity in the aforementioned way, then the greatest Δxm and Δym will approach zero and each sum on the right becomes a real line integral:
This shows that under our assumptions on f and C the line integral (3) exists and its value is independent of the choice of subdivisions and intermediate points ζm.
This method is the analog of the evaluation of definite integrals in calculus by the well-known formula where
where [F′(x) = f(x)].
It is simpler than the next method, but it is suitable for analytic functions only. To formulate it, we need the following concept of general interest.
A domain D is called simply connected if every simple closed curve (closed curve without self-intersections) encloses only points of D.
For instance, a circular disk is simply connected, whereas an annulus (Sec. 13.3) is not simply connected. (Explain!)
THEOREM 1 Indefinite Integration of Analytic Functions
Let f(z) be analytic in a simply connected domain D. Then there exists an indefinite integral of f(z) in the domain D, that is, an analytic function F(z) such that F′(z) = f(z) in D, and for all paths in D joining two points z0 and z1 in D we have
(Note that we can write z0 and z1 instead of C, since we get the same value for all those C from z0 to z1.)
This theorem will be proved in the next section.
Simple connectedness is quite essential in Theorem 1, as we shall see in Example 5.
Since analytic functions are our main concern, and since differentiation formulas will often help in finding F(z) for a given f(z) = F′(z), the present method is of great practical interest.
If f(z) is entire (Sec. 13.5), we can take for D the complex plane (which is certainly simply connected).
Here D is the complex plane without 0 and the negative real axis (where Ln z is not analytic). Obviously, D is a simply connected domain.
This method is not restricted to analytic functions but applies to any continuous complex function.
THEOREM 2 Integration by the Use of the Path
Let C be a piecewise smooth path, represented by z = z(t), where a t b. Let f(z) be a continuous function on C. Then
The left side of (10) is given by (8) in terms of real line integrals, and we show that the right side of (10) also equals (8). We have z = x + iy, hence We simply write u for u[x(t), y(t)] and v for v[x(t), y(t)]. We also have and Consequently, in (10)
COMMENT. In (7) and (8) of the existence proof of the complex line integral we referred to real line integrals. If one wants to avoid this, one can take (10) as a definition of the complex line integral.
EXAMPLE 5 A Basic Result: Integral of 1/zAround the Unit Circle
We show that by integrating 1/z counterclockwise around the unit circle (the circle of radius 1 and center 0; see Sec. 13.3) we obtain
This is a very important result that we shall need quite often.
Solution. (A) We may represent the unit circle C in Fig. 330 of Sec. 13.3 by
so that counterclockwise integration corresponds to an increase of t from 0 to 2π.
Check this result by using z(t) = cos t + i sin t.
Simple connectedness is essential in Theorem 1. Equation (9) in Theorem 1 gives 0 for any closed path because then z1 = z0, so that F(z1) − F(z0) = 0. Now 1/z is not analytic at z = 0. But any simply connected domain containing the unit circle must contain z = 0, so that Theorem 1 does not apply—it is not enough that 1/z is analytic in an annulus, say, because an annulus is not simply connected!
EXAMPLE 6 Integral of 1/zm with Integer Power m
Let f(z) = (z − z0)m where m is the integer and z0 a constant. Integrate counterclockwise around the circle C of radius ρ with center at z0 (Fig. 342).
Solution. We may represent C in the form
Then we have
and obtain
By the Euler formula (5) in Sec. 13.6 the right side equals
If m = −1, we have ρm + 1 = 1, cos 0 = 1, sin 0 = 0. We thus obtain 2πi. For integer m ≠ −1 each of the two integrals is zero because we integrate over an interval of length 2π, equal to a period of sine and cosine. Hence the result is
Dependence on path. Now comes a very important fact. If we integrate a given function f(z) from a point z0 to a point z1 along different paths, the integrals will in general have different values. In other words, a complex line integral depends not only on the endpoints of the path but in general also on the path itself. The next example gives a first impression of this, and a systematic discussion follows in the next section.
EXAMPLE 7 Integral of a Nonanalytic Function. Dependence on Path
Integrate f(z) = Re z = x from 0 to 1 + 2i (a) along C* in Fig. 343, (b) along C consisting of C1 and C2
Solution. (a) C* can be represented by z(t) = t + 2it (0 t 1). Hence and f[z(t)] = x(t) = t on C*. We now calculate
(b) We now have
Using (6) we calculate
Note that this result differs from the result in (a).
There will be a frequent need for estimating the absolute value of complex line integrals. The basic formula is
L is the length of C and M a constant such that |f(z)| M everywhere on C.
PROOF
Taking the absolute value in (2) and applying the generalized inequality (6*) in Sec. 13.2, we obtain
Now |Δzm| is the length of the chord whose endpoints are zm−1 and zm (see Fig. 340). Hence the sum on the right represents the length L* of the broken line of chords whose endpoints are z0, z1, …, zn(= Z). If n approaches infinity in such a way that the greatest |Δtm| and thus |Δzm| approach zero, then L* approaches the length L of the curve C, by the definition of the length of a curve. From this the inequality (13) follows.
We cannot see from (13) how close to the bound ML the actual absolute value of the integral is, but this will be no handicap in applying (13). For the time being we explain the practical use of (13) by a simple example.
EXAMPLE 8 Estimation of an Integral
Find an upper bound for the absolute value of the integral
Solution. and |f(z)| = |z2 | 2 on C gives by (13)
The absolute value of the integral is (see Example 1).
Summary on Integration. Line integrals of f(z) can always be evaluated by (10), using a representation (1) of the path of integration. If f(z) is analytic, indefinite integration by (9) as in calculus will be simpler (proof in the next section).
1–10 FIND THE PATH and sketch it.
11–20 FIND A PARAMETRIC REPRESENTATION
and sketch the path.
21–30 INTEGRATION
Integrate by the first method or state why it does not apply and use the second method. Show the details.
This section is the focal point of the chapter. We have just seen in Sec. 14.1 that a line integral of a function f(z) generally depends not merely on the endpoints of the path, but also on the choice of the path itself. This dependence often complicates situations. Hence conditions under which this does not occur are of considerable importance. Namely, if f(z) is analytic in a domain D and D is simply connected (see Sec. 14.1 and also below), then the integral will not depend on the choice of a path between given points. This result (Theorem 2) follows from Cauchy's integral theorem, along with other basic consequences that make Cauchy's integral theorem the most important theorem in this chapter and fundamental throughout complex analysis.
Let us continue our discussion of simple connectedness which we started in Sec. 14.1.
More precisely, a bounded domain D (that is, a domain that lies entirely in some circle about the origin) is called p-fold connected if its boundary consists of p closed connected sets without common points. These sets can be curves, segments, or single points (such as z = 0 for 0 < |z| < 1, for which p = 2). Thus, D has p − 1 “holes,” where “hole” may also mean a segment or even a single point. Hence an annulus is doubly connected (p = 2).
THEOREM 1 Cauchy's Integral Theorem
If f(z) is analytic in a simply connected domain D, then for every simple closed path C in D,
Before we prove the theorem, let us consider some examples in order to really understand what is going on. A simple closed path is sometimes called a contour and an integral over such a path a contour integral. Thus, (1) and our examples involve contour integrals.
for any closed path, since these functions are entire (analytic for all z).
EXAMPLE 2 Points Outside the Contour Where f(x) is Not Analytic
where C is the unit circle, sec z = 1/cos z is not analytic at z = ±π/2, ±3π/2, …, but all these points lie outside C; none lies on C or inside C. Similarly for the second integral, whose integrand is not analytic at z = ±2i outside C.
EXAMPLE 3 Nonanalytic Function
where C: z(t) = eit is the unit circle. This does not contradict Cauchy's theorem because is not analytic.
EXAMPLE 4 Analyticity Sufficient, Not Necessary
where C is the unit circle. This result does not follow from Cauchy's theorem, because f(z) = 1/z2 is not analytic at z = 0. Hence the condition that f be analytic in D is sufficient rather than necessary for (1) to be true.
EXAMPLE 5 Simple Connectedness Essential
for counterclockwise integration around the unit circle (see Sec. 14.1). C lies in the annulus where 1/z is analytic, but this domain is not simply connected, so that Cauchy's theorem cannot be applied. Hence the condition that the domain D be simply connected is essential.
In other words, by Cauchy's theorem, if f(z) is analytic on a simple closed path C and everywhere inside C, with no exception, not even a single point, then (1) holds. The point that causes trouble here is z = 0 where 1/z is not analytic.
PROOF
Cauchy proved his integral theorem under the additional assumption that the derivative f′(z) is continuous (which is true, but would need an extra proof). His proof proceeds as follows. From (8) in Sec. 14.1 we have
Since f(z) is analytic in D, its derivative f′(z) exists in D. Since f′(z) is assumed to be continuous, (4) and (5) in Sec. 13.4 imply that u and v have continuous partial derivatives in D. Hence Green's theorem (Sec. 10.4) (with u and −v instead of F1 and F2) is applicable and gives
where R is the region bounded by C. The second Cauchy–Riemann equation (Sec. 13.4) shows that the integrand on the right is identically zero. Hence the integral on the left is zero. In the same fashion it follows by the use of the first Cauchy–Riemann equation that the last integral in the above formula is zero. This completes Cauchy's proof.
Goursat's proof without the condition that f′(z) is continuous1 is much more complicated. We leave it optional and include it in App. 4.
We know from the preceding section that the value of a line integral of a given function f(z) from a point z1 to a point z2 will in general depend on the path C over which we integrate, not merely on z1 and z2. It is important to characterize situations in which this difficulty of path dependence does not occur. This task suggests the following concept. We call an integral of f(z) independent of path in a domainD if for every z1, z2 in D its value depends (besides on, f(z), of course) only on the initial point z1 and the terminal point z2, but not on the choice of the path C in D [so that every path in D from z1 to z2 gives the same value of the integral of f(z)].
THEOREM 2 Independence of Path
If f(z) is analytic in a simply connected domain D, then the integral of f(z) is independent of path in D.
PROOF
Let z1 and z2 be any points in D. Consider two paths C1 and C2 in D from z1 to z2 without further common points, as in Fig. 348. Denote by the path C2 with the orientation reversed (Fig. 349). Integrate from z1 over C1 to z2 and over back to z1. This is a simple closed path, and Cauchy's theorem applies under our assumptions of the present theorem and gives zero:
But the minus sign on the right disappears if we integrate in the reverse direction, from z1 to z2, which shows that the integrals of f(z) over C1 and C2 are equal,
This proves the theorem for paths that have only the endpoints in common. For paths that have finitely many further common points, apply the present argument to each “loop” (portions of C1 and C2 between consecutive common points; four loops in Fig. 350). For paths with infinitely many common points we would need additional argumentation not to be presented here.
This idea is related to path independence. We may imagine that the path C2 in (2) was obtained from C1 by continuously moving C1 (with ends fixed!) until it coincides with C2. Figure 351 shows two of the infinitely many intermediate paths for which the integral always retains its value (because of Theorem 2). Hence we may impose a continuous deformation of the path of an integral, keeping the ends fixed. As long as our deforming path always contains only points at which f(z) is analytic, the integral retains the same value. This is called the principle of deformation of path.
EXAMPLE 6 A Basic Result: Integral of Integer Powers
From Example 6 in Sec. 14.1 and the principle of deformation of path it follows that
for counterclockwise integration around any simple closed path containing z0 in its interior.
Indeed, the circle |z − z0| = ρ in Example 6 of Sec. 14.1 can be continuously deformed in two steps into a path as just indicated, namely, by first deforming, say, one semicircle and then the other one. (Make a sketch).
We shall now justify our indefinite integration method in the preceding section [formula (9) in Sec. 14.1]. The proof will need Cauchy's integral theorem.
THEOREM 3 Existence of Indefinite Integral
If f(z) is analytic in a simply connected domain D, then there exists an indefinite integral F(z) of f(z) in D—thus, F′(z) = f(z)—which is analytic in D, and for all paths in D joining any two points z0 and z1 in D, the integral of f(z) from z0 to z1 can be evaluated by formula (9) in Sec. 14.1.
PROOF
The conditions of Cauchy's integral theorem are satisfied. Hence the line integral of f(z) from any z0 in D to any z in D is independent of path in D. We keep z0 fixed. Then this integral becomes a function of z, call if F(z),
which is uniquely determined. We show that this F(z) is analytic in D and F′(z) = f(z). The idea of doing this is as follows. Using (4) we form the difference quotient
We now subtract f(z) from (5) and show that the resulting expression approaches zero as Δz → 0. The details are as follows.
We keep z fixed. Then we choose z + Δz in D so that the whole segment with endpoints z and z + Δz is in D (Fig. 352). This can be done because D is a domain, hence it contains a neighborhood of z. We use this segment as the path of integration in (5). Now we subtract f(z). This is a constant because z is kept fixed. Hence we can write
By this trick and from (5) we get a single integral:
Since f(z) is analytic, it is continuous (see Team Project (24d) in Sec. 13.3). An > 0 being given, we can thus find a δ > 0 such that |f(z*) − f(z)| < when |z* − z| < δ. Hence, letting |Δz| < δ, we see that the ML-inequality (Sec. 14.1) yields
By the definition of limit and derivative, this proves that
Since z is any point in D, this implies that F(z) is analytic in D and is an indefinite integral or antiderivative of f(z) in D, written
Also, if G′(z) = f(z), then F′(z) − G′(z) ≡ 0 in D; hence F(z) − G(z) is constant in D (see Team Project 30 in Problem Set 13.4). That is, two indefinite integrals of f(z) can differ only by a constant. The latter drops out in (9) of Sec. 14.1, so that we can use any indefinite integral of f(z). This proves Theorem 3.
Cauchy's theorem applies to multiply connected domains. We first explain this for a doubly connected domain D with outer boundary curve C1 and inner C2 (Fig. 353). If a function f(z) is analytic in any domain D* that contains D and its boundary curves, we claim that
both integrals being taken counterclockwise (or both clockwise, and regardless of whether or not the full interior of C2 belongs to D*).
PROOF
By two cuts and (Fig. 354) we cut D into two simply connected domains D1 and D2 in which and on whose boundaries f(z) is analytic. By Cauchy's integral theorem the integral over the entire boundary of D1 (taken in the sense of the arrows in Fig. 354) is zero, and so is the integral over the boundary of D2, and thus their sum. In this sum the integrals over the cuts and cancel because we integrate over them in both directions—this is the key—and we are left with the integrals over C1 (counterclockwise) and C2 (clockwise; see Fig. 354); hence by reversing the integration over C2 (to counterclockwise) we have
and (6) follows.
For domains of higher connectivity the idea remains the same. Thus, for a triply connected domain we use three cuts (Fig. 355). Adding integrals as before, the integrals over the cuts cancel and the sum of the integrals over C1 (counterclockwise) and C2, C2 (clockwise) is zero. Hence the integral over C1 equals the sum of the integrals over C2 and C3 all three now taken counterclockwise. Similarly for quadruply connected domains, and so on.
1–8 COMMENTS ON TEXT AND EXAMPLES
(a) Main Aspects. Each of the problems in Examples 1–5 explains a basic fact in connection with Cauchy's theorem. Find five examples of your own, more complicated ones if possible, each illustrating one of those facts.
(b) Partial fractions. Write f(z) in terms of partial fractions and integrate it counterclockwise over the unit circle, where
(c) Deformation of path. Review (c) and (d) of Team Project 34, Sec. 14.1, in the light of the principle of deformation of path. Then consider another family of paths with common endpoints, say, z(t) = t + ia (t − t2), 0 t 1, a a real constant, and experiment with the integration of analytic and nonanalytic functions of your choice over these paths (e.g., z, Im z, z2, Re z2, Im z2, etc.).
9–19 CAUCHY'S THEOREM APPLICABLE?
Integrate f(z) counterclockwise around the unit circle. Indicate whether Cauchy's integral theorem applies. Show the details.
20–30 FURTHER CONTOUR INTEGRALS
Evaluate the integral. Does Cauchy's theorem apply? Show details.
Cauchy's integral theorem leads to Cauchy's integral formula. This formula is useful for evaluating integrals as shown in this section. It has other important roles, such as in proving the surprising fact that analytic functions have derivatives of all orders, as shown in the next section, and in showing that all analytic functions have a Taylor series representation (to be seen in Sec. 15.4).
THEOREM 1 Cauchy's Integral Formula
Let f(z) be analytic in a simply connected domain D. Then for any point z0 in D and any simple closed path C in D that encloses z0 (Fig. 356),
the integration being taken counterclockwise. Alternatively (for representing f(z) by a contour integral, divide (1) by 2πi),
PROOF
By addition and subtraction, f(z) = f(z0) + [f(z) − f(z0)]. Inserting this into (1) on the left and taking the constant factor f(z0) out from under the integral sign, we have
The first term on the right equals f(z0) · 2πi, which follows from Example 6 in Sec. 14.2 with m = −1. If we can show that the second integral on the right is zero, then it would prove the theorem. Indeed, we can. The integrand of the second integral is analytic, except at z0. Hence, by (6) in Sec. 14.2, we can replace C by a small circle K of radius ρ and center z0 (Fig. 357), without altering the value of the integral. Since f(z) is analytic, it is continuous (Team Project 24, Sec. 13.3). Hence, an > 0 being given, we can find a δ > 0 such that |f(z) − f(z0)| < for all z in the disk |z − z0| < δ. Choosing the radius ρ of K smaller than δ, we thus have the inequality
at each point of K. The length of K is 2πρ. Hence, by the ML-inequality in Sec. 14.1,
Since (> 0) can be chosen arbitrarily small, it follows that the last integral in (2) must have the value zero, and the theorem is proved.
EXAMPLE 1 Cauchy's Integral Formula
for any contour enclosing z0 = 2 (since ez is entire), and zero for any contour for which z0 = 2 lies outside (by Cauchy's integral theorem).
EXAMPLE 3 Integration Around Different Contours
Integrate
counterclockwise around each of the four circles in Fig. 358.
Solution. g(z) is not analytic at −1 and 1. These are the points we have to watch for. We consider each circle separately.
(a) The circle |z − 1| = 1 encloses the point z0 = 1 where g(z) is not analytic. Hence in (1) we have to write
thus
and (1) gives
(b) gives the same as (a) by the principle of deformation of path.
(c) The function g(z) is as before, but f(z) changes because we must take z0 = −1 (instead of 1). This gives a factor z − z0 = z + 1 in (1). Hence we must write
thus
Compare this for a minute with the previous expression and then go on:
(d) gives 0. Why?
Multiply connected domains can be handled as in Sec. 14.2. For instance, if f(z) is analytic on C1 and C2 and in the ring-shaped domain bounded by C1 and C2 (Fig. 359) and z0 is any point in that domain, then
where the outer integral (over C1) is taken counterclockwise and the inner clockwise, as indicated in Fig. 359.
1–4 CONTOUR INTEGRATION
Integrate z2/(z2 − 1) by Cauchy's formula counterclockwise around the circle.
5–8 Integrate the given function around the unit circle.
and (c) another example of your choice.
11–19 FURTHER CONTOUR INTEGRALS
Integrate counterclockwise or as indicated. Show the details.
As mentioned, a surprising fact is that complex analytic functions have derivatives of all orders. This differs completely from real calculus. Even if a real function is once differentiable we cannot conclude that it is twice differentiable nor that any of its higher derivatives exist. This makes the behavior of complex analytic functions simpler than real functions in this aspect. To prove the surprising fact we use Cauchy's integral formula.
THEOREM 1 Derivatives of an Analytic Function
If f(z) is analytic in a domain D, then it has derivatives of all orders in D, which are then also analytic functions in D. The values of these derivatives at a point z0 in D are given by the formulas
and in general
here C is any simple closed path in D that encloses z0 and whose full interior belongs to D; and we integrate counterclockwise around C (Fig. 360).
COMMENT. For memorizing (1), it is useful to observe that these formulas are obtained formally by differentiating the Cauchy formula (1*) Sec. 14.3, under the integral sign with respect to z0
PROOF
We prove (1′), starting from the definition of the derivative
On the right we represent f(z0 + Δz) and f(z0) by Cauchy's integral formula:
We now write the two integrals as a single integral. Taking the common denominator gives the numerator f(z){z − z0 − [z − (z0 + Δz)]} = f(z) Δz, so that a factor Δz drops out and we get
Clearly, we can now establish (1′) by showing that, as Δz → 0, the integral on the right approaches the integral in (1′). To do this, we consider the difference between these two integrals. We can write this difference as a single integral by taking the common denominator and simplifying the numerator (as just before). This gives
We show by the ML-inequality (Sec. 14.1) that the integral on the right approaches zero as Δz →0.
Being analytic, the function f(z) is continuous on C, hence bounded in absolute value, say, |f(z)| K. Let d be the smallest distance from z0 to the points of C (see Fig. 360). Then for all z on C,
Furthermore, by the triangle inequality for all z on C we then also have
We now subtract |Δz| on both sides and let |Δz| d/2, so that −|Δz| −d/2. Then
Let L be the length of C. If |Δz| d/2, then by the ML-inequality
This approaches zero as Δz →0. Formula (1′) is proved.
Note that we used Cauchy's integral formula (1*) Sec. 14.3, but if all we had known about f(z0) is the fact that it can be represented by (1*) Sec. 14.3, our argument would have established the existence of the derivative f′(z0) of f(z). This is essential to the continuation and completion of this proof, because it implies that (1″) can be proved by a similar argument, with f replaced by f′, and that the general formula (1) follows by induction.
EXAMPLE 1 Evaluation of Line Integrals
From (1′), for any contour enclosing the point πi (counterclockwise)
From (1″), for any contour enclosing the point −i we obtain by counterclockwise integration
We develop other general results about analytic functions, further showing the versatility of Cauchy's integral theorem.
Cauchy's Inequality. Theorem 1 yields a basic inequality that has many applications. To get it, all we have to do is to choose for C in (1) a circle of radius r and center z0 and apply the ML-inequality (Sec. 14.1); with |f(z)| M on C we obtain from (1)
This gives Cauchy's inequality
To gain a first impression of the importance of this inequality, let us prove a famous theorem on entire functions (definition in Sec. 13.5). (For Liouville, see Sec. 11.5.)
If an entire function is bounded in absolute value in the whole complex plane, then this function must be a constant.
By assumption, |f(z)| is bounded, say, |f(z)| < K for all z. Using (2), we see that |f′(z0)| < K/r. Since f(z) is entire, this holds for every r, so that we can take r as large as we please and conclude that f′(z0) = 0. Since z0 is arbitrary, f′(z) = ux + ivx = 0 for all z (see (4) in Sec. 13.4), hence ux = vx = 0, and uy = vy = 0 by the Cauchy–Riemann equations. Thus u = const, v = const, and f = u + iv = const for all z. This completes the proof.
Another very interesting consequence of Theorem 1 is
THEOREM 3 Morera's2 Theorem (Converse of Cauchy's Integral Theorem)
If f(z) is continuous in a simply connected domain D and if
for every closed path in D, then f(z) is analytic in D.
PROOF
In Sec. 14.2 we showed that if f(z) is analytic in a simply connected domain D, then
is analytic in D and F′(z) = f(z). In the proof we used only the continuity of f(z) and the property that its integral around every closed path in D is zero; from these assumptions we concluded that F(z) is analytic. By Theorem 1, the derivative of F(z) is analytic, that is, f(z) is analytic in D, and Morera's theorem is proved.
This completes Chapter 14.
1–7 CONTOUR INTEGRATION. UNIT CIRCLE
Integrate counterclockwise around the unit circle.
8–19 INTEGRATION. DIFFERENT CONTOURS
Integrate. Show the details. Hint. Begin by sketching the contour. Why?
21–30 INTEGRATION
Integrate by a suitable method.
The complex line integral of a function f(z) taken over a path C is denoted by
If f(z) is analytic in a simply connected domain D, then we can evaluate (1) as in calculus by indefinite integration and substitution of limits, that is,
for every path C in D from a point z0 to a point z1 (see Sec. 14.1). These assumptions imply independence of path, that is, (2) depends only on z0 and z1 (and on f(z), of course) but not on the choice of C (Sec. 14.2). The existence of an F(z) such that F′(z) = f(z) is proved in Sec. 14.2 by Cauchy's integral theorem (see below).
A general method of integration, not restricted to analytic functions, uses the equation z = z(t) of C, where a t b,
Cauchy's integral theorem is the most important theorem in this chapter. It states that if f(z) is analytic in a simply connected domain D, then for every closed path C in D (Sec. 14.2),
Under the same assumptions and for any z0 in D and closed path C in D containing z0 in its interior we also have Cauchy's integral formula
Furthermore, under these assumptions f(z) has derivatives of all orders in D that are themselves analytic functions in D and (Sec. 14.4)
This implies Morera's theorem (the converse of Cauchy's integral theorem) and Cauchy's inequality (Sec. 14.4), which in turn implies Liouville's theorem that an entire function that is bounded in the whole complex plane must be constant.
1ÉDOUARD GOURSAT (1858–1936), French mathematician who made important contributions to complex analysis and PDEs. Cauchy published the theorem in 1825. The removal of that condition by Goursat (see Transactions Amer. Math Soc., vol. 1, 1900) is quite important because, for instance, derivatives of analytic functions are also analytic. Because of this, Cauchy's integral theorem is also called Cauchy–Goursat theorem.
2GIACINTO MORERA (1856–1909), Italian mathematician who worked in Genoa and Turin.