Chapter Four

Integration

4.1. Introduction. If  : D  C is simply a function on a real interval D  ,  , then the


integral  tdt is, of course, simply an ordered pair of everyday 3 rd grade calculus

integrals:

  

 tdt   xtdt  i  ytdt,

  

where t  xt  iyt. Thus, for example,

t 2  1  it 3 dt  4  i.
3 4
0

Nothing really new here. The excitement begins when we consider the idea of an integral
of an honest-to-goodness complex function f : D  C, where D is a subset of the complex
plane. Let’s define the integral of such things; it is pretty much a straight-forward extension
to two dimensions of what we did in one dimension back in Mrs. Turner’s class.

Suppose f is a complex-valued function on a subset of the complex plane and suppose a

and b are complex numbers in the domain of f. In one dimension, there is just one way to
get from one number to the other; here we must also specify a path from a to b. Let C be a
path from a to b, and we must also require that C be a subset of the domain of f.

4.1
Note we do not even require that a  b; but in case a  b, we must specify an orientation
for the closed path C. We call a path, or curve, closed in case the initial and terminal points
are the same, and a simple closed path is one in which no other points coincide. Next, let P
be a partition of the curve; that is, P  z 0 , z 1 , z 2 ,  , z n  is a finite subset of C, such that
a  z 0 , b  z n , and such that z j comes immediately after z j1 as we travel along C from a to
b.

A Riemann sum associated with the partition P is just what it is in the real case:

n
SP   fz j z j ,
j1

where z j is a point on the arc between z j1 and z j , and z j  z j  z j1 . (Note that for a
given partition P, there are many SP—depending on how the points z j are chosen.) If
there is a number L so that given any   0, there is a partition P  of C such that

|SP  L|  

whenever P  P  , then f is said to be integrable on C and the number L is called the

integral of f on C. This number L is usually written  fzdz.
C

Some properties of integrals are more or less evident from looking at Riemann sums:

 cfzdz  c  fzdz
C C

for any complex constant c.

4.2
 fz  gzdz   fzdz   gzdz
C C C

4.2 Evaluating integrals. Now, how on Earth do we ever find such an integral? Let
 : ,   C be a complex description of the curve C. We partition C by partitioning the
interval ,  in the usual way:   t 0  t 1  t 2   t n  . Then
a  , t 1 , t 2 ,  ,   b is partition of C. (Recall we assume that   t  0
for a complex description of a curve C.) A corresponding Riemann sum looks like

n
SP   ft j t j   t j1 .
j1

We have chosen the points z j  t j , where t j1  t j  t j . Next, multiply each term in the
sum by 1 in disguise:

n
SP   ft j  t jtj  tt
j1
j1 
t j  t j1 .
j1

I hope it is now reasonably convincing that ”in the limit”, we have

 fzdz   ft  tdt.

C 

(We are, of course, assuming that the derivative   exists.)

Example

We shall find the integral of fz  x 2  y  ixy from a  0 to b  1  i along three

different paths, or contours, as some call them.

First, let C 1 be the part of the parabola y  x 2 connecting the two points. A complex
description of C 1 is  1 t  t  it 2 , 0  t  1:

4.3
 1

0.8

0.6

0.4

0.2

0 0.2 0.4 0.6 0.8 1

x

Now,  1 t  1  2ti, and f  1 t  t 2  t 2   itt 2  2t 2  it 3 . Hence,

 fzdz   f  1 t 1 tdt

C1 0
1

 2t 2  it 3 1  2tidt

0
1

 2t 2  2t 4  5t 3 idt
0

 4  5i
15 4

Next, let’s integrate along the straight line segment C 2 joining 0 and 1  i.

0.8

0.6

0.4

0.2

0 0.2 0.4 0.6 0.8 1

x

Here we have  2 t  t  it, 0  t  1. Thus,  2 t  1  i, and our integral looks like

4.4
 1

 fzdz   f  2 t 2 tdt

C2 0
1

 t 2  t  it 2 1  idt

0
1

  t  it  2t 2 dt
0

 1  7i
2 6

Finally, let’s integrate along C 3 , the path consisting of the line segment from 0 to 1
together with the segment from 1 to 1  i.
1

0.8

0.6

0.4

0.2

0 0.2 0.4 0.6 0.8 1

We shall do this in two parts: C 31 , the line from 0 to 1 ; and C 32 , the line from 1 to 1  i.
Then we have

 fzdz   fzdz   fzdz.

C3 C 31 C 32

For C 31 we have t  t, 0  t  1. Hence,

 fzdz   t 2 dt  1.
3
C 31 0

For C 32 we have t  1  it, 0  t  1. Hence,

 fzdz  1  t  itidt   12  3 i.

2
C 32 0

4.5
Thus,

 fzdz   fzdz   fzdz

C3 C 31 C 32

  1  3 i.
6 2

Suppose there is a number M so that |fz|  M for all zC. Then

 fzdz   ft  tdt

C 


 |ft  t|dt



 M |  t|dt  ML,



where L  |  t|dt is the length of C.


Exercises

1. Evaluate the integral  z dz, where C is the parabola y  x 2 from 0 to 1  i.

C

2. Evaluate  1
z dz, where C is the circle of radius 2 centered at 0 oriented
C
counterclockwise.

4. Evaluate  fzdz, where C is the curve y  x 3 from 1  i to 1  i , and

C

1 for y  0
fz  .
4y for y  0

5. Let C be the part of the circle t  e it in the first quadrant from a  1 to b  i. Find as
small an upper bound as you can for  z 2  z 4  5dz .
C

4.6
6. Evaluate  fzdz where fz  z  2 z and C is the path from z  0 to z  1  2i
C
consisting of the line segment from 0 to 1 together with the segment from 1 to 1  2i.

4.3 Antiderivatives. Suppose D is a subset of the reals and  : D  C is differentiable at t.

Suppose further that g is differentiable at t. Then let’s see about the derivative of the
composition gt. It is, in fact, exactly what one would guess. First,

gt  uxt, yt  ivxt, yt,

where gz  ux, y  ivx, y and t  xt  iyt. Then,

d gt  u dx  u dy  i v dx  v dy .
dt x dt y dt x dt y dt

The places at which the functions on the right-hand side of the equation are evaluated are
obvious. Now, apply the Cauchy-Riemann equations:

d gt  u dx  v dy  i v dx  u dy
dt x dt x dt x dt x dt
 u  i v dx  i dy
x x dt dt
 g  t  t.

The nicest result in the world!

Now, back to integrals. Let F : D  C and suppose F  z  fz in D. Suppose moreover
that a and b are in D and that C  D is a contour from a to b. Then

 fzdz   ft  tdt,

C 

where  : ,   C describes C. From our introductory discussion, we know that

d
dt
Ft  F  t  t  ft  t. Hence,

4.7
 

 fzdz   ft  tdt

C 


  d Ftdt  F  F

dt


 Fb  Fa.

This is very pleasing. Note that integral depends only on the points a and b and not at all
on the path C. We say the integral is path independent. Observe that this is equivalent to
saying that the integral of f around any closed path is 0. We have thus shown that if in D
the integrand f is the derivative of a function F, then any integral  fzdz for C  D is path
C
independent.

Example

1 i
Let C be the curve y  x2
from the point z  1  i to the point z  3  9
. Let’s find

 z 2 dz.
C

1
This is easy—we know that F  z  z 2 , where Fz  3
z 3 . Thus,

3
 z 2 dz  1 1  i 3  3  i
3 9
C

  260  728 i
27 2187

Now, instead of assuming f has an antiderivative, let us suppose that the integral of f
between any two points in the domain is independent of path and that f is continuous.
Assume also that every point in the domain D is an interior point of D and that D is
connected. We shall see that in this case, f has an antiderivative. To do so, let z 0 be any
point in D, and define the function F by
Fz   fzdz,
Cz

where C z is any path in D from z 0 to z. Here is important that the integral is path
independent, otherwise Fz would not be well-defined. Note also we need the assumption
that D is connected in order to be sure there always is at least one such path.

4.8
Now, for the computation of the derivative of F:

Fz  z  Fz   fsds,

L z

where L z is the line segment from z to z  z.

Next, observe that  ds  z. Thus, fz  1

z
 fzds, and we have
L z L z

Fz  z  Fz

z
 fz  1
z  fs  fzds.
L z

Now then,

1
z  fs  fzds  1 |z| max|fs  fz| : sL z 
z
L z

 max|fs  fz| : sL z .

We know f is continuous at z, and so lim max|fs  fz| : sL z   0. Hence,

z0

Fz  z  Fz

lim
z
 fz  lim 1
z  fs  fzds
z0 z0
L z

 0.

4.9
In other words, F  z  fz, and so, just as promised, f has an antiderivative! Let’s
summarize what we have shown in this section:

Suppose f : D  C is continuous, where D is connected and every point of D is an interior

point. Then f has an antiderivative if and only if the integral between any two points of D is
path independent.

Exercises

7. Suppose C is any curve from 0 to   2i. Evaluate the integral

 cos z dz.
2
C

8. a)Let Fz  log z,  34   arg z  54 . Show that the derivative F  z  1z .

b)Let Gz  log z,  4  arg z  7 4
. Show that the derivative G  z  1z .
c)Let C 1 be a curve in the right-half plane D 1  z : Re z  0 from i to i that does not
pass through the origin. Find the integral

 1 dz.
z
C1

d)Let C 2 be a curve in the left-half plane D 2  z : Re z  0 from i to i that does not

pass through the origin. Find the integral.

 1 dz.
z
C2

9. Let C be the circle of radius 1 centered at 0 with the clockwise orientation. Find

 1 dz.
z
C

10. a)Let Hz  z c ,   arg z  . Find the derivative H  z.

b)Let Kz  z c ,  4  arg z  7
4
. Find the derivative K  z.
c)Let C be any path from 1 to 1 that lies completely in the upper half-plane and does not
pass through the origin. (Upper half-plane  z : Im z  0.) Find

4.10
  Fzdz,
C

where Fz  z i ,   arg z  .

11. Suppose P is a polynomial and C is a closed curve. Explain how you know that
 Pzdz  0.
C

4.11