Math 311 Spring 2014

Theory of Functions of a Complex Variable

Absolute Value of a Complex Integral

Department of Mathematical and Statistical Sciences

University of Alberta

In this note we will show that if we have a complex valued function of one real variable, then the absolute
value of the integral is less than or equal to the integral of the absolute value of the function.

Theorem. Given a complex valued function

w(t) = u(t) + iv(t)
where u(t) and v(t) are real valued integrable functions over the interval [a, b], then
Z  Z
 b  b
 
 w(t) dt ≤ |w(t)| dt.
 a  a

Proof. We have
Z 2 Z Z b
 b  b
 
 w(t) dt = w(t) dt · w(s) ds
 a  a a

Z b Z b
= w(t) dt · w(s) ds
a a

Z b Z b
= w(t) w(s) dt ds,
a a

that is,
Z 2 Z Z
 b  b b
 
 w(t) dt = w(t) w(s) dt ds.
 a  a a

Note that the expression on the left is real, while the integrand on the right does not appear at first glance
to be real. However, as we will see, it is real.

If w(t) = u(t) + iv(t), and w(s) = u(s) + iv(s), then we have

Z bZ b Z bZ b
w(t) w(s) dt ds = [u(t)u(s) + v(t)v(s) + i(u(s)v(t) − u(t)v(s))] dt ds
a a a a

Z b Z b Z b Z b
= (u(t)u(s) + v(t)v(s)) dt ds + i (u(s)v(t) − u(t)v(s)) dt ds
a a a a

Z Z "Z Z Z Z #
b b b b b b
= (u(t)u(s) + v(t)v(s)) dt ds + i u(s) ds · v(t) dt − u(t) dt · v(s) ds ,
a a a a a a
| {z }
0

so that
Z 2 Z Z
 b  b b
 
 w(t) dt = [u(t)u(s) + v(t)v(s)] dt ds. (∗)
 a  a a
Now, if a, b, c, and d are real numbers, we have

0 ≤ (ad − bc)2 ,

so that
2abcd ≤ a2 d2 + b2 c2 ,
and adding a2 c2 + b2 d2 to both sides of this inequality, we have

a2 c2 + 2abcd + b2 d2 ≤ a2 c2 + a2 d2 + b2 c2 + b2 d2 ,

that is,
(ac + bd)2 ≤ (a2 + b2 )(c2 + d2 ),
which is just the Cauchy-Schwarz inequality in R2 .

Applying this inequality to the integrand on the right hand side of (∗), we have
Z 2 Z Z
 b  b b
 
 w(t) dt = [u(t)u(s) + v(t)v(s)] dt ds
 a  a a

Z b Z b p p
≤ u(t)2 + v(t)2 · u(s)2 + v(s)2 dt ds,
a a

that is,
Z 2 Z Z bp
 b  bp
 
 w(t) dt ≤ u(t)2 + v(t)2 dt · u(s)2 + v(s)2 ds
 a  a a

Z !2
b p
= u(t)2 + v(t)2 dt
a

Z !2
b
= |w(t)| dt .
a

Finally, taking nonnegative square roots in this inequality, we have

Z  Z
 b  b
 
 w(t) dt ≤ |w(t)| dt.
 a  a

• Note that we have used the fact that for a complex valued function of a real variable, we can write
Z b Z b
w(s) ds = w(s) ds,
a a

which is easily verified by considering the Riemann sums of the real and imaginary parts of the integrand.

• Note also that we wrote the double integral as an iterated integral,

Z bZ b Z b Z b
w(t) w(s) dt ds = w(t) dt · w(s) ds,
a a a a

and this is easily justified, since the integrand on the left is separable.
Now we can give the result for complex valued functions of a complex variable.

Theorem. Let C be a contour of length L and f (z) a piecewise continuous function on C, If M is a

nonnegative constant such that
|f (z)| ≤ M
for all points z on C at which f (z) is defined, then
Z  Z b
 
 f (z) dz  ≤ M ·
  |z 0 (t)| dt = M · L.
C a

Proof. Let z = z(t), a ≤ t ≤ b, be a parametric representation of C, from the previous theorem we have
Z  Z b 

   0 
 f (z) dz  =  f (z(t)) · z (t) dt 
   
C a

Z b
≤ |f (z(t)) · z 0 (t)| dt
a
Z b
= |f (z(t))| · |z 0 (t)| dt
a
Z b
≤M· |z 0 (t)| dt
a

= M · L,

and therefore,
Z  Z b
 
 f (z) dz  ≤ M ·
  |z 0 (t)| dt = M · L.
C a