by
Dr. Shreyasi Jana
Asst. Prof., Department of Mathematics Narajole Raj College
WB, India
Outline
1
Contour Integral
2
Cauchy’s Integral Theorem
3
Cauchy’s Integral Formula
4
Derivatives of analytic functions
5
Some Useful Theorems
6
Problems
7
Exercise
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Contour
Definition
Asimple closed pathis a closed path that does not intersect or touch itself. For example, a circle is simple, but a curve is not simple.
Contour
A simple closed path is sometimes called acontourand an integral over such a path a contour integral.
Simply connected domain
A simply connected domain D in the complex plane is a domain such that every simple closed path in D encloses only points of D. Examples: The interior of a circle. A domain that is not simply connected is called multiply connected.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Simply connected and Multiply connected domain
Simply Connected
Multiply Connected
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Cauchy’s Integral Theorem
Cauchy’s Integral Theorem
If is analytic in a simply connected domain D, then for every simple closed path C in D I
C
f(z)dz= 0.
Note:
This fundamental theorem, often called Cauchys integral theorem or simply Cauchys theorem, is valid for both simply- and multiply-connected regions.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Cauchy’s Integral Theorem
Cauchy’s Integral Theorem
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Examples
Example 1. H
Cezdz= 0.
2. H
Ccoszdz= 0..
3. H
Csinzdz= 0.
4. H
Czndz= 0,for n= 0, 1, 2, ....
for any closed path C, since these functions are entire.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Some Consequences of Cauchy’s Theorem
Let f(z) be analytic in a simply-connected region R. Then the following theorems hold Theorem
Suppose a and z are any two points in R. Then
Z z a
f(z)dz is independent of the path in R joining a and z.
Theorem
Suppose a and z are any two points in R and
G(z) = Zz
a
f(z)dz.
Then G(z) is analytic in R and G0(z) =f(z).
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Some Consequences of Cauchy’s Theorem
Theorem
Suppose a and z are any two points in R and F0(z) =f(z).Then Z b
a
f(z)dz=F(b)−F(a).
is independent of the path in R joining a and z.
Theorem
Let f(z) be analytic in a region bounded by two simple closed curves C and C1[where C1lies inside C as in Fig (a) in the next page and on these curves. Then
I
C
f(z)dz= I
C1
f(z)dz,
where C and C1are both traversed in the positive sense relative to their interiors (counterclockwise).
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Some Consequences of Cauchy’s Theorem
Y
C
(a)
X C1
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Some Consequences of Cauchy’s Theorem
Theorem
Let f(z) be analytic in a region bounded by two simple closed curves C, C1,C1,C2,..., Cn,[where C1,C2,..., Cn,lies inside C as in Fig (b) in the next page and on these curves. Then
I
C
f(z)dz= I
C1
f(z) + I
C2
f(z)dz+....+ I
Cn
f(z).
This is a generalization of previous theorem.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Some Consequences of Cauchy’s Theorem
Y
C
(b)
X C2
C1 Cn
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Cauchy’s Integral Formula
Cauchy’s integral theorem leads to Cauchy’s integral formula. This formula is useful for evaluating integrals.
Cauchy’s Integral Formula
Let f(z) be analytic in a simply connected domain D. Then for any pointz0in D and any simple closed path C in D that enclosesz0
I
C
f(z) z−z0
dz= 2πif(z0),
the integration being taken counterclockwise. Alternatively
f(z0) = 1 2πi
I
C
f(z) z−z0
dz.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Cauchy’s Integral Formula
zo
C D
Cauchy's Integral Formula
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Example
Example 1. EvaluateH
C z3−6
2z−idzwhere C is the unit circle.
Solution: Here
I
C
z3−6 2z−idz=
I
C
z3/2−3 z−i/2 dz.
Sof(z) =z3/2−3 is analytic in C.
Alsoz0=i/2 lies inside C.
Therefore by Cauchy’s integral formula I
C
z3−6
2z−idz= 2πi[z3/2−3]z=i/2=π/8−6πi.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Derivatives of analytic functions
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.
Derivatives of analytic functions
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 pointz0in D are given by the formulas
f0(z0) = 1 2πi
I
C
f(z)
(z−z0)2dz (1)
f00(z0) = 2!
2πi I
C
f(z)
(z−z0)3dz (2)
and in general
f(n)(z0) = n!
2πi I
C
f(z)
(z−z0)n+1dz n= 1,2,3, ... (3) here C is any simple closed path in D that enclosesz0and whose full interior belongs to D; and we integrate counterclockwise around C.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Liouville’s Theorem
Liouville’s Theorem
If an entire function is bounded in absolute value in the whole complex plane, then this function must be a constant.
Note:
As a consequence it is easy to see that sinz,coszare not bounded as being entire functions if they are bounded then they must be constant. But for real variables we know that sinx,cosxboth are bounded.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Morera’s Theorem
Morera’s Theorem
Let f(z) be continuous in a simply-connected region R and suppose that I
C
f(z)dz= 0.
around every simple closed curve C in R. Then f(z) is analytic in R.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Maximum and Minimum modulus theorem
Maximum modulus theorem
Suppose f(z) is analytic inside and on a simple closed curve C and is not identically equal to a constant. Then the maximum value of|f(z)|occurs on C.
Minimum modulus theorem
Suppose f(z) is analytic inside and on a simple closed curve C andf(z)6= 0 inside C.
Then|f(z)|assumes its minimum value on C.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Rouche’s theorem
Rouche’s theorem
Suppose f(z) and g(z) are analytic inside and on a simple closed curve C and suppose
|g(z)|<|f(z)|on C. Thenf(z) +g(z) and f(z) have the same number of zeros inside C.
The fundamental theorem of algebra
The fundamental theorem of algebra states that every non-constant single-variable polynomial with complex coefficients has at least one complex root.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Example
Example Evaluate 1. H
C
sinπz2+cosπz2 (z−1)(z−2) dz 2. H
C e2z (z+1)4dz
where C is the circle|z|= 3.
Solution: 1. Since (z−1)(z−2)1 =(z−2)1 −(z−1)1 ,we have I
C
sinπz2+ cosπz2 (z−1)(z−2) dz=
I
C
sinπz2+ cosπz2 (z−2) dz−
I
C
sinπz2+ cosπz2 (z−1) dz.
Since sinπz2+ cosπz2is analytic in C. Alsoz0= 2,1 lies inside C.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Example continued
Example
Therefore by Cauchy’s integral formula H
C
sinπz2+cosπz2
(z−2) dz= 2πi[sinπ22+ cosπ22] = 2πi.
andH
C
sinπz2+cosπz2
(z−1) dz= 2πi[sinπ12+ cosπ12] =−2πi.
Therefore the required integral has the value 2πi−(−2πi) = 4πi. Solution: 2. Heref(z) =ez is analytic in C.
Alsoz0=−1 lies inside C.
Therefore putting n =3 in Cauchy’s integral formula we get I
C
e2z
(z+ 1)4dz=2πi
3! [8e2z]z=−1= 8πie−2/3.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana
Exercise
Evaluate 1. H
C sin 3z
(z+π2dz,where C is the circle|z|= 5.
2. H
C eiz
z3dz,where C is the circle|z|= 2.
3. H
C z2
z2+4dz,where C is the square with vertices at±2,±2 + 4i. 4. H
C sin6z (z−π
6)dz,where C is the circle|z|= 1.
5. H
C ez
(z2+π2)2dz,where C is the circle|z|= 4.
Unit IV(C13T, SEM-VI), Cauchy’s theorem, Cauchy integral formula, derivatives of analytic functions by Dr. Shreyasi Jana