Chapter 4 Integrals
Chapter 4 Integrals
(b) Use the corresponding rules in calculus to establish the following rules
when w (t) = u (t) + iv (t) is a complex-valued function of a real variable t and
w’(t) exists:
d 2 0
dt [w (t)] = 2w (t) w (t) :
Solution a:
A function ! (t) is said to be di¤erentiable at t when
d !(t+ t) !(t)
dt ! (t) = limt!0(t+ t) t : Replacing t by -t we get
d ![ (t+ t)] ![ t]
dt ! ( t) = lim
t!0 [ (t+ t) ( t)]
= lim ![ ((t+t t)]t+t)![ t]
t!0
= lim ![ (t+ t)]t ![ t]
t!0
= lim ![ (t+ t)] t
![ t]
t!0
0
= ! (t) :
Solution b:
! (t) = u (t) + iv (t) = u + iv
2 2 2
[! (t)] = (u + iv) = u2 + 2iv + (iv)
d 2 d 2 2 2
dt [! (t)] = dt u + 2iuv + i v
0 0 0 2 0
2u + 2i (uv + u v) + i (2vv )
= 2 u0 +iuv 0 + iu0 v + i2 vv 0
= 2 (u0 + iv) (u + iv) = 2! (t) ! 0 (t) :
Solution:
(a) We have w’(t)=u’(t)+iv’(t) and so w’(-t)=u’(-t)+iv’(-t). Now we have
d d
dt w ( t) = dt [u ( t) + iv ( t)]
d d
= dr [u ( t)] + i dt [v ( t)]
d d
= u ( t) dt ( t) + iv 0 ( t) dr
0
( t)
= u ( t) iv ( t) = [u0 ( t) + iv 0 ( t)] = w0 ( t) :
0 0
2 2
(b) We have [w (t)] = [u (t) + iv (t)]
2 2
= [u (t)] [v (t)]
2
= [u (t) + iv (t)]
2 2
= [u (t)] [v (t)]
n + i2u(t)v(t): Therefore o
d 2 d 2 2
dt [w (t)] = dt [u (t)] [v (t)] + 2iu(t)v(t)
1
d d 2 2
= dt [u (t)] dt [v (t)] + 2i [u(t)v(t)]
= 2u(t)u (t) 2v(t)v 0 (t) + 2i [u0 (t)v(t) + u(t)v 0 (t)] :
0
R2 1 2 R2 1 2i
R2 1
R2
Solution (2a): t i dt = t2 1 t dt = t2 1 dt + i 2t dt =
1 1 1 1
1 1 1
tt j21 = i2 ln (t) j21 = 2 2 ( 1 1) + i2 ln (2) = 2 + i2 ln (2) :
R=6 i2t 1 i2t =6 1 1 1
p
3
Solution (2b): e dt = 2i e j0 = 2i ei =3
1 = 2i 2 +i 2 =
p 0
3
4 + 4i :
R1 zt
RN zt 1 zt N
Solution (2c): e dt = lim e dt = lim ze j0 =
0 N !1 0 N !+1
1 zN
lim z e 1 : As N ! +1, we have Re ( zN ) = N Re z ! 1;
N !+1
zN
so e = eRe( zN ) ! 0: Thus e zN ! 0 as N ! +1. So we have
R1 zt
e dt = lim 1z ezN 1 = z1 = z1 :
0 N !+1
3. Show that if m and n are integers,
R im
2
0 when m 6= n;
e e in d =
0 2 when m = n.
Solution: When n 6= m then an antiderivative is e(m n)i = (m n) i and
when one plugs in 2 i and 0 we get the same thing namely, (m 1 n)i and so when
we subtract we get 0. When n = m then the integrand is 1 and so integral is
2 :
R im
2 R
2
Solution (3): e e in d = ei(m n) d : If m = n, then the right
0 0
R
2
hand side is 1 = 2 : If m 6= n, then the right hand side is equal to
0
1 i(m n) 2 1 1
m ne j0 = m n ei(m n)2
e0 = m n (1 1) = 0:
Solution
2
This is a very important integral that occurs frequently in analysis. It gives,
e.g., a way to de…ne the Dirac delta function if you are familiar with that from
previous studies. The computation is not particularly di¢ cult. We simply use
that dd eim = imeim ; m 2 Z: Thus, if m 6= n;
R im
2 R
2 i(m n)
e e in d = ei(m n) d = ei(m n) j20 = i(m1 n) ei(m n)2 1 : How-
0 0
ever, since m n 2 Z; we have ei(m n)2 = 1 and thus this integral vanishes. If,
however, m = n, then the integral we did above is incorrect as we are dividing by
R
2 R
2
zero. Indeed, in this case, things are even simpler eim e in d = 1d = 2 :
0 0
4. According to de…nition (2), Section 37, of integrals of complex-valued
R R R
functions of a real variable, e(1+i)x dx = ex cos xdx + i ex sin xdx: Evaluate
0 0 0
the two integrals of the right here by evaluating the single integral on the left
and then using the real and imaginary parts of the value found.
Solution: This is a nice trick as you may remember that the integrals on
the right are rather involved (you have to integrate by parts twice and recognize
that you return to where you began but with the opposite side ... thus you can
solve the desired equation).
The formula follows easily from the de…nition of complex exponents and
R 1
Euler’s formula. Evaluating the left side, we have e(1+i)x dx = (1+i) e(1+i)x j0 =
0
1 1
(1+i) e(1+i) 1 = (1+i) (e cos + ie sin 1) :
1 (1 i) 1
Since (1+i) = 2 ; we have that this is = 2 (1 i) ( e 1) :
R (1+e ) R (1+e )
Thus, ex cos xdx = 2 and ex sin xdx = 2 :
0 0
Rb Rb
7. Apply the inequality a w (t) dt a
jw (t)j dt (a b) to show that
for all values of Rx in the interval
p 1 x 1; the functions
n
Pn (x) = 1 0 x + i 1 x2 cos d (n = 0; 1; 2; : : :) satisfy the in-
equality jPn (x)j 1:
Solution:
Z
1
p n
Pn (x) = x+i 1 x2 cos d
0Z
1
p n
jPn (x)j = x+i 1 x2 cos d
Z 0
1
p n
jPn (x)j x+i 1 x2 cos d
0p
Consider 2
q x +pi 1 x cos = p ei
2
= x2 + 1 x2 cos = x2 + (1 x2 ) cos2
3
hp i
1 1 x2 cos 1
= tan 2 = tan
h p i
2
0
Let = 1 xx cos :
p n n n n
x + i 1 x2 cos = ei =j j ein =j j
) ein = 1
Z
p n
) The equation jPn (x)j 1
x2 + (1 x2 ) cos2 d
0
p n
) jPn (x)j x2 + (1 x2 ) cos2 d
Z p n
= 1 x2 sin2 + cos2 d
Z0
= 1 d
0
= 1:
jPn (x)j 1:
Ra Ra Ra
Solution: Start by writing I = w ( t) dt = u ( t) dt + i v ( t) dt:
b b b
The substitution s = -t in each of these two integrals on the right then yields
Ra Ra Rb Ra Rb
I= u (s) ds i v (s) ds = w (s) ds: That is, I = w ( t) dt = w (s) ds:
b b a b a
Rb Rb Rb
b) Start with I = w ( t) dt = u (t) dt + i v (t) dt; and this time the
a a a
substitution t = (s) in each of the integrals on the right gives the result.
2. Let C denote the right-hand half of the circle jzj = 2, in the counter-
clockwise direction, and note that two parametric
prepresentations for C are z =
z ( ) = 2ei 2 2 and z = Z (y) = 4 y 2 +iy ( 2 y 2) :
Verify that Z (y) = z [ (y)], where (y) = arctan p y 2
4 y
2 < arctan t < 2 . Also show that this function has a positive deriva-
tive, as required in the condition following equation (9), Section 38.
Solution:
We check
4
y
i arctan p
z [ (y)] = 2e 4 y2 = 2 cos arctan p y + i sin arctan p y :
4 y2 4 y2
Notice that arctan 4 yy2 is the angle made from the right triangle with base
p
4 y 2 and height y. Thus, the hypotenuse is 2. pUsing this triangle, we
may evaluate the cos and sin to see that z [ (y)] = 2 42 y2 + i2 y2 = Z (y) as
p 2 y2
4 y +p
0 1 y2 1
desired. Noting that (y) = 2 4 y2
4
= p we see
1+ p y 4 y2
4 y2
Solution: f (z) = u (x; y) + iv (x; y) and z (t) = x (t) + iy (t) so that w (t) =
u [x (t) ; y (t)] + iv [x (t) + iy (t)]. The chain rule says that w0 (t) = ux x0 (t) +
uy y 0 (t) + i [vx x0 (t) + vy y 0 (t)]. Since ux = vy and uy = vx we get w0 (t) =
ux x0 (t) vx y 0 (t) + i [vx x0 (t) + ux y 0 (t)] = ux z 0 (t) + ivx z 0 (t) = f 0 [z (t)] z 0 (t) :
Solution:
(a) For a complex variable we take the x-axis as the real axis and the y-axis
as the imaginary axis. If an arc intersects the real axis. If an arc intersects
the real axis, then y = 0. Given z = x + iy (x) and y (x) = x3 sin x : When
y = 0, we have x3 sin x :
) x3 = 0 or sin x = 0
) x = 0 or x = n ; for n = 1; 2;
5
) x = n1
When x = 0, the equation z = x + iy (x) becomes z = 0 + iy (0) ) z = 0:
When x = n1 ; the equation z = x + iy (x) becomes z = n1 + i (0) ) z = n1 :
x3 sin( x );0<x 1
(b) y (x) = 0 when x = 0.
y 0 (x) = 3x2 sin x x cos x = x 3x sin x cos x
0
jy (x)j 0
x 3x sin x cos x 0
jxj 3x sin x cos x 0
jxj 0 or 3x sin x cos x 0)
0 3x sin x cos x 3x 1 when x > 0:
) sin x 1 and cos x 1 :
Exercises Pages 128-130
For the function f and contours C in Exercises
R 1 through 6, use parametric
representations for C, or legs of C, to evaluate f (z) dz:
C
1. f (z) = (z+2)
z and C is
(a) the semicircle z = 2ei (0 );
(b) the semicircle z = 2ei ( 2 );
(c) the circle z = 2ei (0 2 ):
Solution (1a): z = 2ei so z 0 ( ) = 2iei d : Thus the integral is
R 2ei +2 i R
2ei
2ie d = i 2ei + 2 d = 2ei( 0) + 2i = 4 + 2 i:
0 0
R R 2ei +2
R
Solution (1a): f (z) dz = 2ei
2iei d = 2iei + 2i d =
C 0 0
2ei + 2ij0 = 2ei 2e0 + 2 i 0 = 4 + 2 i:
R R i
2 R
2
Solution (1b): f (z) dz = 2e2ei+2 2iei d = 2iei + 2i d =
C 0 0
2ei + 2i j2 = 2ei2 2ei + 4 i 2 i = 4 + 2 i:
Solution (1c): This integration is the sum of the integrations in (a) and (b).
So it is equal to ( 4 + 2 i) + (4 + 2 i) = 4 i:
2. f (z) = z 1 and C is the arc form z = 0 to z = 2 consisting of
(a) the semicircle z = 1 + ei ( 2 );
(b) the segment 0 x 2 of the real axis.
R R
2
Solution (2a): z 0 = iei so the integral is f (z) dz = ei iei : The
antiderivative is e2i =2 and when we plug in the terms cancel so we get 0.
1 when y < 0,
4. f(z) is de…ned by the equations f (z) = and C is
4y when y > 0,
the arc from z = -1-i to z = 1+i along the curve y = x3 :
Solution: Here z (t) = t + it3 so z 0 (t) = 1 + i3t2 . Here 1 t 1: Our
R0 R1
integral is 1 + i3t2 dt + 4t3 1 + i3t2 dt = (1 + i) + (1 + 2i) = 2 + 3i:
1 0
6
Solution (4): C is parameterized by z (t) = t + it3 ; 1 t 1: If t
< 0, Im z (t) = t3 < 0; so f (z (t)) = 1: If t > 0, Im z (t) = Rt3 > 0, so
f (z (t)) = 4 Im z (t) = 4t3 : We compute z 0 (t) = 1 + i3t2 : Thus f (z) dz =
C
R1 0
R0 0
R1 0
R0
f (z (t)) z (t) dt = f (z (t)) z (t) dt + f (z (t)) z (t) dt = 1 1 + i3t2 dt +
1 1 0 1
R2
4t3 1 + i3t2 dt = t + it3 j0 1 + t4 + i2t6 j10
1
(1 + i) + (1 + 2i) = 2 + 3i:
Problem statement:
R 1 when y < 0,
Evaluate f (z) dz for f (z) = and C is the arc from z
C
4y when y > 0,
= -1-i to z = 1+i along the curve y = x3 :
Solution: The curve can be represented parametrically by (x (t) ; y (t)) =
t; t3 ; 1 t 1: We call C1 the portion
R of C Rwhere 1 R t 0 and
C2 the portion for 0 t 1: Then f (z) dz = f (z) dz + f (z) dz =
C C1 C2
R0 R1
1 1 = i3t2 dt + 4t3 1 + i3t2 dt = t + it3 j0 1 + t4 + i2t6 j10 = (1 + i) +
1 0
(1 + 2i) = 2 + 3i:
6. f(z) is the branch
z 1+i = exp [( 1 + i) log z] (jzj > 0; 0 < arg z < 2 ) of the indicated power
function, and C is the positively oriented unit circle jzj = 1:
7
R
2
= exp ( 1 + i) log eit ieit dt
0
R
2
= i e t dt = ie t j20 = i 1 e 2
:
0
10. Let C0 denote the circle jz z0 j = R, taken counterclockwise. Use the
parametric representation z = z0 + Rei ( ) for C0 to derive the
followingR integration formulas:
dz
(a) z z0 dz = 2 i;
C0
R n 1
(b) (z z0 ) dz = 0 (n = 1; 2; ) :
C0
R dz
R 1
Solution: (10a) (z z0 ) dz = Rei
Riei d = 2 i:
C0
n 1
(10b) First possibility: use the antiderivative of (z z0 ) : Second pos-
sibility: parameterize as in a).
Solution:
R a 1
(z z0 ) dz
C0
R R h i
= exp [(1 1) Log (z z0 )] dz exp (a 1) Log Rei i Rei d
C0
R R
= exp [(a 1) (ln R + i )] i Rei d = iR Ra 1 (a 1)i
e ei d
R Ra ia Ra Ra
= iRa eia d = a e j = a eia eia( )
= a [2i sin (a )] :
i i
(e e )
At the last step, we are using sin = 2i :
8
Solution (1): On the contour C, jzj = 2, so z 2 1 = 22
1 z2 1 = 3,
1
R dz
which implies z2 1 1=3: We already know that L (C) = , so z2 1
C
1
3 L (C) = 3:
2. Let C denote the line segment from z = i to z = 1. By observing that,
of all the points on that line segment, the midpoint is the closest to the origin,
R dz p
show that z4 4 2 without evaluating the integral.
C
Solution:
The triangle is a 3-4-5 right triangle, and thus, its length is 12. Note that
jez zj jez j + jzj jez j + 4 on C since it is easy to see that -4 is the point on
the triangle farthest from the origin. Note also that Re z 0 for all points on
the triangle. Thus, jez j = jex j eiy 1 on the triangle. Thus, the integrand is
R z
5 on the triangle. Hence, (e z) dz 5 (12) = 60:
C
4. Let CR denote the upper half of the circle jzj = R (R > 2), taken
R 2z2 1 R(2R2 +1)
in the counterclockwise direction. Show that z 4 +5z 2 +4 dz (R 1)(R2 4) .
2
C
Then, by dividing the numerator and denominator on the right here by R4 ,
show that the value of the integral tends to zero as R tends to in…nity.
2
Solution (4): If z 2 CR , then jzj = R; so 2z 2 1 2z 2 + j 1j = 2 jzj +
2 2
1 = 2R2 + 1, and z 4 + 5z 2 + 4 = z 2 + 1 z 2 + 4 jzj 1 jzj 4 =
2 j2z2 1j 2
R2 1 R2 4 > 0: Thus z42z 2
z
+5z +4 = z +5z 2 +4
4
2R +1
(R2 1)(R2 4) : We may
R
parametrize CR by z ( ) = Rei ; 0 : Then L (CR ) = jz 0 ( )j d =
0
R R R 2z 2 z 2R2 +1
Riei d = Rd = R : Thus z 4 +5z 2 +4 dz (R2 1)(R2 4) L (CR ) =
0 0 CR
R(2R2 +1)
(R2 1)(R2 4) :
9
(2z2 +1) (2R2 +1)
(z 4 +5z 2 +4) (R4 5R2 4)
for z on the contour C.
(2R2 +1)
Therefore the contour integral is bounded by R (R4 5R2 4) :
The limit of this bound is 0 as R ! 1:
Solution:
i
Let us compute the integral. We use Zthe expression Z 2z = Re for complex
2
numbers belonging to CR : We note that ei d = e i d :
Z Z 2 0 0
[Log(z)] 2i
z 2 dz = R [ln R + i ( + 2k )] e i d
0
jzj=R
Z 2 Z 2
2i i 2 i
= R (ln R + 2k i) e d R e d
Z 2 0 0
2
= R e i d
0
= 4Ri :
4 i
The lim R = 0:
R!1
6. Let C denote the circle jzj = (0 < < 1), oriented in the counterclock-
wise direction, and suppose that f(z) is analytic in the disk jzj 1. Show that
if z 1=2 represents any particular branch of that power of z, then there is a non-
R 1=2 p
negative constant M, independent of , such that z f (z) dz 2 M .
C
Thus show that the value of the integral here approaches 0 as tends to 0.
Suggestion: Note that since f(z) is analytic, and therefore continuous,
throughout the disk jzj 1, it is bounded there (Section 17).
Solution:
Since f(z) is analytic, and therefore continuous throughout the disk jzj 1;
it is bounded there. This implies theZ existence of a constant M such that
R 1=2 M
R 1=2
jf (z)j 2 M for all jzj 1: We have z f (z) dz 2 z dz :
C C
The latter integral
Z 2 is calculated as follows.
R 1=2 1=2
z dz = e [i( +2k )=2] iei d
C 0
Z 2
1=2 ik
=i e ei =2 d
0
10
= 2 1=2 e ik ei 1
p
= 4 e ik :
1=2
Here k = 0 or k = 1 depending on the branch of the function z : In both
cases we have
R 1=2 M
R 1=2 p
z f (z) dz 2 z dz 2 M:
C C
Hence, as ! 0 the value of the integral tends to zero as w
z1=2 in Example 4,
4. Find an antiderivative F2 (z) of the branch f2 (z) of p
Section 43, to show that the integral (6) there has value 2 3 ( 1 + i). Note
that the value of the integral of the function
p (5) around the closed contour
C2 C1 in that example is, therefore, 4 3:
11
Rp p p
Solution: We want to …nd zdz with z = rei =2
for z = rei with
C2
0 <2 : p
The branch cut in the de…nition p of z can be moved to the positive imag-
inarypaxis inpsuch a way that z does not change on the contour C2 : De-
…ne z = rei =2 forp z = rei with =2 < 5 =2: The antideriva-
tive of this branch of z is given by 23 z 3=2 = 23 r3=2 ei3 =2 for z = rei with
=2 < < 5 =2: The integral over the contour C2 canpbe obtained as follows:
2 3=2 3
3z j 3 = 23 33=2 ei3 =2 j =2
= = 23 33=2 ei3 ei3 =2 = 2 3 ( 1 + i) :
R1 1+e
5. Show that z i dz = 2 (1 i), where zi denotes the principal branch
1
z i = exp (i Log z) (jzj > 0; < Arg z < ) and where the path of integra-
tion is any contour from z = -1 to z = 1 that, except, for its end points, lies
above the real axis.
Suggestion: Use an antiderivative of the branch z i = exp (i Log z)
jzj > 0; 2 < Arg z < 32 of the same power function.
i+1
Solution: An antiderivative is zi+1 . Evaluating at the endpoints we get
i+1 i+1
1 = (1 + i) ( 1) = (i + 1) : The …rst term is 1= (i + 1). The second is
(i+1) log( 1)
e = (1 + i) = e(i+1)i = (1 + i) = e = (1 + i). Putting it together
(1+e )
we get 1 1+ie
= 2 (1 i) :
1 1
Solution: The antiderivative is given by (1+i) z (1+i) = (1+i) e(1+i)Logz ; with
Log (z) being the principal branch of the logarithm. Of course, Log (1) =
0: Since the contour varies on the upper half of the complex plane before
terminating at -1, we can take Log ( 1) = i : By the fundamental theorem of
1 (1+e )
calculus, the integral is equal to (1+i) e0 ei (1+i) = 2 (1 i) :
(b) f (z) = ze z ;
1
(c) f (z) = z2 +2z+2 ;
(d) f (z) = sec h z;
Solution:
12
According to the Cauchy-Goursat theorem if f(z) is an analytic single-valued
function in the convex domain G thanRfor any regular closed curve C contained
in G the following integral vanishes: f (z) dz = 0:
C
(a) In our case f (z) = z 2 = (z 3) : This function has the only singularity
at point z = 3. Throughout the disk jzj 2 the function f(z) is analytic and
single-valued. Hence, according to the Cauchy-Goursat theorem, its integral
R z2 dz
over the curve C : jzj = 1 is equal to zero: (z 3) = 0:
jzj=1
(b) As before, the function f (z) = ze z is analytic and single-valued
throughout
R the disk jzj 2: Hence, by the Cauchy-Goursat theorem
ze z dz = 0:
C
(c) The function f (z) = 1= z 2 + 2z + 2 = (z + 1 + i) (z + 1 i) : Hence,
the function f(z) has singularities only at points z = -1-ipand z = -1+i. Both
points lie outside of the disk jzj 1:2 since j 1 ij = 2 ' 1:4: Hence, the
function Ris analytic throughout the disk jzj 1:2 and by the Cauchy-Goursat
dz
theorem (z2 +2z+2) = 0:
C
(d) The function f (z) = sec hz does not have singularities and is analytic
in any
R …nite disk jzj R: Hence, by the Cauchy-Goursat theorem
sec hzdz = 0:
jzj=1
sin z
(e) The function f (z) = tan z = cos z is not de…ned only if the denominator
is zero; that is cos z = 0. The general solution is z = (2n + 1) 2 ; where n is an
integer. Whatever the values of n may be, the value of z will not lie inside the
unit circle. So tan z is analytic throughout the region. Since f(z) is analytic
inside and on C, the integral of f(z) over C is zero by the Cauchy-Goursat
theorem.
(f) The function f (z) = Log (z + 2) has a singular point z = -2. It is
analytic
R throughout the disk jzj 1:5; and by the Cauchy-Goursat theorem
Log (z + 2) dz = 0:
jzj=1
2. Let C1 denote the positively oriented circle jzj = 4 and C2 the positively
oriented boundary of the square whose sides lie along the lines z = 1; y =
R 1 (Figure 61).
R With the aid of Corollary 2 in Section 46, point out why
f (z) dz = f (z) dz when
C1 C2
(a) f (z) = 3z21+1 ;
z+2
(b) f (z) = sin(z=2) ;
z
(c) f (z) = 1 ez :
p
Solution (2a): The singularities of this function are at 1=3
R which are
inside C2 . Therefore by Cauchy for doubly connected domains, f (z) dz =
R C1
f (z) dz:
C2
13
n o
Solution (2a): Note that f is analytic in Cn pi , and pi are all interior
3R R 3
to C2 . Both C1 and C2 are positively oriented, so f dz = f dz:
C1 C2
Solution (2b): Note that f is analytic in Cn f2n : n 2 N g. When n = 0,
2n =R0 lies inside
R C2 . When n 6= 0; j2n j 2 > 4, so 2n lies outside C1 .
Thus f dz = f dz:
C1 C2
Solution (2c): Note that f is analytic in Cn f2n i : n 2 N g. When n = 0,
2n i =R 0 lies inside
R C2 . When n 6= 0; j2n ij 2 > 4, so 2n i lies outside C1 .
Thus f dz = f dz:
C1 C2
3. If C0 denotes a positively oriented circle jz z0 j = R, then
R n 1 0 when n = 1; 2; ;
(z z0 ) dz =
C0
2 i when n = 0.
according the Exercise 10, Section 40. Use that result and Corollary 2 in
Section 46 to show that if C is the boundary of the rectangle
0 x 3; 0 y 2, described in the positive sense, then
R n 1 0 when n = 1; 2; ;
(z 2 i) dz =
C
2 i when n = 0.
Solution (3): Note that 2+i lies inside C. Let C0 be a positively ori-
n 1
ented circle fjz (2 + i)j = 1=2g. Then C0 lies inside CR and (z (2 + i))
n 1
is analytic between C0 and C for any n 2 N . Thus (z 2 i) dz =
C
R n 1 0 when n 6= 0;
(z 2 i) dz =
C0
2 i when n = 0.
14
Thus, with the aid of the Cauchy-Goursat theorem, show that
Ra x2 2 R
a 2 2 R
b
cos 2bxdx = e b e x dx + e (a +b ) ey sin 2aydy:
2 2
e
0 0 0
R1 x2
p
(b) By accepting the fact that e dx = 2 and observing that
0
Rb 2 Rb 2
ey sin 2aydy < ey d y, obtain the desired integration formula by letting
0 0
a tend to in…nity in the equation at the end of part (a).
15
Ra 2 2 R 2
b
e b2
e x2
dx + e (a +b ) + ey sin (2ay) dy above tends to 0 as a ! 1 for any
0 0
b > 0:
6. Let C denote the positively oriented boundary of the half disk 0 r
1; 0 , and let f(z) be a continuous function
p de…ned on that half disk by
writing f(0) = 0 and using the branch f (z) = rei =2 r > 0; 2 < < 32
R
of the multiple-valued function z 1=2 . Show that f (z) dz = 0 by evaluating
C
separately the integrals of f(z) over the semicircle and the two radii which make
up C. Why does the Cauchy-Goursat theorem not apply here?
16
R z
Solution (1c): Since -1/2 is inside C and z/2 is analytic in C, so 2z+1 dz =
C
R z=2
z ( 1=2) dz = 2 i (( 1=2) =2) = i=2:
C R cosh z
Solution (1d): Since 0 lies inside C, and cosh is analytic in C, so z 4 dz =
C
2 i
3! cosh(3) (0) = 3i sinh (0) = 0:
Solution (1e): Since x0 lies inside C, and tan (z=2) is analytic in C, so
R tan(z=2) d
(z x )2
dz = 2 i dz tan (z=2) jz=z0 = i sec2 (x0 =2) :
0
C
2. Find the value of the integral of g(z) around the circle jz ij = 2 in the
portion sense when
(a) g (z) = z21+4 ;
1
(b) g (z) = (z2 +4) 2:
4 i
that by CIF for derivatives the integral is 2 if 0 (2i) = (4i) 3 = 16 :
Solution (2a): Let C denote the positively oriented circle fjz ij = 2g.
1 1
Note that 2i lies inside C, and -2i does not. So (z+2i) and (z+2i) 2 are analytic
R 1 R 1=(z+2i) 1
inside and on C. z2 +4 dz = z 2i dz = 2 i 2i+2i = =2:
C C
Solution (2b): Let C denote the positively oriented circle fjz ij = 2g.
1 1
Note that 2i lies inside C, and -2i does not. So (z+2i) and (z+2i) 2 are an-
R 1
R 1=(z+2i) 2
d 1
alytic inside and on C. (z 2 +4)2
dz = (z 2i)2
dz = 2 i dz z+2i jz=2i =
C C
2 2
2 i (2i+2i) 3 = 2 i 64i = =16:
3. Let C be the circle jzj = 3, described in the positive sense. Show that if
R 2
g (w) = 2z z zw 2 dz (jwj =
6 3), then g (2) = 8 i. What is the value of g(z)
C
when jwj > 3?
Solution (3): Let f (z) = 2z 2 z 2. By CIF g (2) = 2 if (2) = 8 i: For
the second part since the function is analytic inside the contour when jwj > 3
the integral is 0 by Cauchy Theorem.
17
R z 3 +2z 2 i d2
g (w) = (z w)3
dz = 2 dz 2 z 3 + 2z jz=w = 6 iw: If w is outside C, then
C
(z3 +2z) R z 3 +2z
(z w)3
is analytic inside and on C. Thus g (w) = (z w)3
dz = 0:
C
5. Show that if f is analytic within and on a simple closed contour C and
R 0 R f (z)dz
z0 is not on C, then fz(z)dz
z0 = (z z )2
:
0
C C
R 0
Solution: The Cauchy Integral Formula applied to f’gives f 0 (z0 ) = (zf (z)z0 ) dz:
C
R
The formula for higher derivatives (p.161, (4)) gives f 0 (z0 ) = 21!i (zf (z)
z )2
dz:
0
C
This implies the claim.
Solution:
In order to prove the analyticity of the function g(z) we need to demonstrate
that it is di¤erentiable. To this end we need to …nd the linear part of the
increment of the function g (z) : g (z + h) g (z) for every two points z and z+h
interior to C. We have
1 1 h
[s (z+h)] (s z) = (s z)[s (z+h)]
2
= (s hz)2 + (s z)2 [sh (z+h)] :
From the de…nition of function g(z) and from the formula above it follows
that R R f (s)ds
g (z + h) g (z) = 21 i [s f (s)ds
(z+h)]
1
2 i (s z)
C C
1
R f (s)ds 2 1
R f (s)ds
=h 2 i (s z)2
+h 2 i (s z)2 [s (z+h)]
:
C C
Now we have to prove that the second term is of order O h2 : In other
words, we need to limit the second integral in the right-hand side by a constant.
Since both points z and z+h are interior to C, there exists a constant such
that js zj > ; js (z + h)j > : Besides, since f(z) is continuous on C it is
bounded throughout C, i.e., there exists a constant M such that jf (z)j M for
each point
R z 2 fC: Hence, by the Mean Value Theorem
1 (s)ds ML
2 i (s z)2 [s (z+h)] 2 3 =constant.
C
Here L is the length of C. Thus, we obtain that the linear part of the
R f (s)ds
increment of the function g(z) exists and is given by g 0 (z) = 21 i (s z)2
: Hence,
C
the proof that the function g(z) is analytical is complete, and its derivative is
given by the required formula.
18
i
7. Let C be the unit
R eazcircle z = e ( z ). First show that, for
any real constant a, z dz = 2 i: Then write this integral in terms of to
C
R
derive the integration formula ea cos cos (a sin ) d = :
0
R Solution (7): Since eaz is analytic in C and 0 lies inside C, so we have
eaz
z dz = 2 iea 0 = 2 i: From the de…nition of a line integral, we have
C
R eaz
R exp(aei ) R R
z dz = ei
iei d = i exp aei d : Thus exp aei d = 2 .
C
Since exp aei = exp (a cos + ia sin ) =
a cos
R
e cos (a sin ) + iea cos sin (a sin ) ; so ea cos cos (a sin ) d =
!
R
Re exp aei d = 2 : Since ea cos( )
cos (a sin ( )) =
R0
ea cos cos ( a sin ) = ea cos cos (a sin ), so ea cos cos (a sin ) d =
R R
ea cos cos (a sin ) d : Thus ea cos cos (a sin ) d =
0 0
1
R a cos
2 e cos (a sin ) d = :
1
R f (s)ds
9. Follow the steps below to verify the expression f 00 (z) = i (s z)3
in
C
the lemma in Section 48.
(a) Use the expression for f’(z) in the lemma to show that
f 0 (z+ z) f 0 (z) R f (s)ds R z) z 2( z)2
z
1
i (s z)3
= 21 i 3(s
(s z z)2 (s z)3
f (s) ds:
C C
(b) Let D and d denote the largest and smallest distances, respectively,
from z to points on C. Also, let M be the maximum value of jf (s)j on C and L
the length of C. With the aid of the triangle inequality and by referring to the
derivation of the expression for f’(z) in the lemma, show that when 0 < j zj < d,
the value of the integral on the right-hand side in part (a) is bounded from above
(3Dj zj+2j zj2 )M
by (d j zj)2 d3
L:
(c) Use the results in parts (a) and (b) to obtain the desired expression for
f”(z).
19
b) The triangle inequality tells us that
2 2 2
3 (s z) z 2 ( z) 3 js zj j zj + 2 j zj 3D j zj + 2 j zj : We
also can see that js z zj d j zj > 0 (p.160, line 3). Hence,
2 3 2
(s z z) (s z) (d j zj) d3 > 0: Together we obtain
R h 3(s z) z 2( z)2 i
(3Dj zj+2j zj2 )M
2 3 f (s) ds :
(s z z) (s z) (d j zj)2 d3
C
c) If we let z tend to 0 in this inequality, we …nd
R h 3(s z) z 2( z)2 i
lim 21 i (s z z)2 (s z)3
f (s) ds = 0:
z!0 C
This, together with the result in part a), yields the desired expression for f”.
20
Solution: Let g(z) = exp(f(z)). Then g is entire and jg (z)j = exp (u (z))
u0 . From Liouville’s Theorem, g must be a constant. Thus u (z) = ln (jg (z)j)
is also a constant throughout C.
4. Let a function f be continuous in a closed bounded region R, and let
it be analytic and not constant throughout the interior of R. Assuming that
f (z) 6= 0 anywhere in R, prove that jf (z)j has a minimum value m in R which
occurs on the boundary of R and never in the interior. Do this by applying the
corresponding result for maximum values (Section 50) to the function g (z) =
1=f (z) :
21
(z z 0 ) z k 1 + z k 2 z0 + + zz0k 2 + z0k 1 = z k +z k 1 z0 + +z 2 z0k 2
+
zz0k 1 z k 1 z0 + + z0k = z k z0k :
(10b) Now P (z) P (z0 ) = a0 + + an z n (a0 + + an z0n )
2 n
= (a a0 ) h+ a1 (z z0 ) + a2 (z z0 ) + + an (z
i z0 )
n 1
= (z z0 ) a1 + a2 (z z0 ) + + an (z z0 )
= (z z0 ) Q (z) :
22