Introduction to Complex Integrals
Complex integration extends real integrals into the complex plane, involving paths between complex points A and B. Unlike real integrals along a straight line, complex integrals depend on the path taken, as complex numbers correspond to points on a plane.
Parametric Representation of Complex Paths
A complex function f(z) can be decomposed into real (u) and imaginary (v) parts. The path of integration, C, can be expressed parametrically using a parameter t varying from (\alpha) to (\beta). This allows the integral to be computed via:
- Expressing dx and dy in terms of dt
- Decomposing the integral into real and imaginary components
Overview of Cauchy's Theorem
Cauchy's theorem states:
- If (f(z)) is holomorphic (complex differentiable) inside and on a simple closed curve C
- And C is a simple (non-self-intersecting), piecewise smooth curve with finitely many corners
Then the contour integral around C of (f(z),dz) equals zero.
Importance and Implications
This theorem implies that the integral of a holomorphic function around a closed contour depends only on the function's analyticity and the nature of the path, making such integrals path-independent in simply connected regions.
Proof Outline with Green's Theorem
- Express (f(z)) as (u + iv), and (dz = dx + i dy).
- Break the contour integral into two real integrals involving u and v.
- Apply Green's theorem to convert these line integrals into double integrals over the area enclosed by C.
- Use the Cauchy-Riemann equations to show that the double integral evaluates to zero.
- Conclude that the original contour integral is zero.
Key Assumptions in the Proof
- (f(z)) is holomorphic
- The function's derivative is continuous inside C (to avoid circular logic)
Summary
Cauchy's theorem is foundational in complex analysis, linking differentiability of complex functions with profound integral properties. This proof showcases the elegant connection between complex function theory and vector calculus, particularly through Green’s theorem and the Cauchy-Riemann conditions.
Stay tuned for the next video, where related contour integral formulas will be explored, building further on the powerful concepts introduced here.
For a broader foundation on these topics, consider reviewing the Introduction to Functions of Complex Variables and Holomorphicity and gain additional insights on coordinate systems relevant to integration via Understanding Rectangular and Polar Coordinates for Advanced Function Analysis.
welcome back to my video series on complex variables today's video is going to go over cauchy's theorem which is one
of the most important results and complex calculus but before we do that I'm going to briefly go over complex
integrals here's how it works suppose I have a complex function f of Z and I want to integrate that in the
complex plane from a complex number a to another complex number B for real functions like f of X integrating from A
to B would be very simple because when going from A to B you just have to traverse along a straight interval for
complex functions though instead of having a straightforward path along an interval you could go along multiple
paths from A to B when performing your integration each of these paths could give you different results for the
integral so when that sense complex integration is a lot like line integration and that a path has to be
defined for the integration this is all because complex numbers can be thought of as two dimensional numbers and that
they exist on an entire plane instead of just a straight line because complex integration is a lot like line
integration the method of solving complex integration problems is very similar to that for line integration
suppose I want to integrate from A to B along a path see an arbitrary complex function f of Z which is composed of a
real part U and an imaginary part V suppose also that my curve C can be expressed in terms of the parametric
equation in which X and y are both functions of some parameter T which varies from alpha to beta as we traverse
the curve hopefully you're familiar with parametric equations and how they work the integral of f of zdz along the curve
C can be simplified by decomposing F into its real and imaginary parts and doing the same thing for the
differential DZ we can expand out the part inside the integral to get the integral along c of u DX minus the
integral along c of v dy plus the imaginary number times the integral along c of v DX plus the integral along
c of u dy you can now make a change of variables by writing the differential DX as the
product of DX by DT times DT and doing the same for the different hildie why since the integration
variable has now changed at E we need to change the limits of integration accordingly in this case the limits of
integration all become alpha and beta because that's what T varies along it varies from alpha to beta on the curve C
and we're done this is the formula for evaluating the complex integral given a complex function f of Z and a
parametrized path C so if you're given the function f of C to integrate you can find its real and imaginary parts U and
B then you can find the parametric equation of the given curve C and then you can evaluate the integral using this
formula but there's much more to complex integrals than just the simple integration process and this is where we
transition to the real meat of the lecture which is cauchy's theorem cauchy's theorem describes complex
integral specifically it's a theorem about the integral of complex functions F of Z around a closed curve also known
as contour integrals by closed curve I just mean a curve that encloses upon night area specifically cauchy's theorem
states that if I have a complex function f of Z and a closed curve C which satisfy the following three conditions
one is that f is holomorphic or differentiable on and everywhere inside C the second is that C is a simple curve
by which I mean it doesn't cross itself and the third is that C has a finite number of corners so a square is fine
but something crazy like a Weierstrass function isn't if all these three conditions are satisfied then the
contour integral around C of f of zdz is a big fat zero to summarize if f is holomorphic then its contour integral
along a nice enough closed curve will be zero now unlike the little cop-out that I did last time I'm actually going to
man up today and prove this theorem for you the proof is actually pretty simple but in this simple proof I'm going to
impose an additional condition that DF DZ is also continuous now you might say that isn't a holomorphic complex
function supposed to have continuous derivatives in fact isn't it supposed to have derivatives of all orders if you
remember the previous lecture well it is but those facts need to be proven because they came in the form of the
theorem and for that theorem to be proven you actually require cauchy's theorem which we're proving
right here actually required how she's theorem to be true so starting out cauchy's theorem by saying oh with f of
z has a derivative then that derivative must be continuous would be circular logic that's why we've written DF DZ is
continuous as an assumption instead of a fact which follows from that being homework it it's also possible to prove
this theorem without making that assumption but it's much more difficult you want to do that anyway let's begin
as usual we can write a complex function f of Z as a composition of its real part view and its imaginary part beat we can
also write the differential DZ as a composition of its real part DX and its imaginary part dy if we put these
together in our integral of f of Z then we can expand out our expression to end up with the closed integral along c of
udx minus vdy plus I times the closed integral along c of b DX plus u dy and this is where we use a result from your
glory days in vector calculus that result is called greens theorem which says that the line integral along a
simple closed curve of P DX and Q dy equals the double integral over the region enclosed by the curve of DQ DX
minus DP dy provided P and Q are continuous and have continuous derivatives in terms of
two-dimensional vector fields it just means that the line integral of a vector field on a closed loop equals the double
integral of the curl of that vector field over the area enclosed by that mean we can apply greens theorem to both
the first and second integrals in this expression start with the first one we compare it to the P and Q in Green's
theorem then we can see that you hear is like P and negative V here is like Q so when we apply greens theorem you get the
double integral over the area enclosed by C of negative DB DX minus DQ dy now recall that if a function f of Z is
holomorphic then its real and imaginary parts obey the cashier eman relations it then follows that the function we're
using in the proof of cauchy's theorem also obeys the cashier a more relations because after all it's all work
according to one of the initial assumptions the statement since the cow eat Braemar relations
apply D UD y equals negative B B DX since these two partial derivatives are being subtracted in the integrand of I 1
it follows that this integrand becomes 0 which means that this integral I 1 as a whole becomes 0 we can use the same
argument on the integral I 2 when we apply greens theorem on this integral it just becomes the double integral over
the area enclosed by C of D u DX minus DV dy again since the cashier Aemon relations hold true the integrand just
cancelled out and it follows that I 2 is also 0 since I 1 is 0 and I 2 is 0 I 1 plus I 2 is 0 and it follows that the
closed integral along c of f of zdz is 0 plus 0 i which is just 0 and this proves cauchy's theorem it should be noted that
it's also possible to prove cauchy's theorem without assuming the function f has a continuous derivative I mentioned
this earlier as well but in that case the proof is more lengthy and it doesn't really add much to our understanding so
I left that part out anyway that should be it for this video in the next video I'm going to move on to proving a
formula related to contour integrals
A complex integral involves integrating a complex-valued function along a path in the complex plane, whereas a real integral is typically along a straight line segment on the real number line. Unlike real integrals, complex integrals depend on the specific path taken between two points because complex numbers correspond to points in a plane, making the integral path-dependent in general.
A path C in the complex plane can be represented parametrically using a parameter t that varies between two real values (\alpha) and (\beta). The complex function (f(z)) is split into its real and imaginary parts, (u(x,y)) and (v(x,y)), and the differentials dx and dy are expressed in terms of dt. This allows the complex integral to be decomposed into separate integrals over u and v with respect to t for easier computation.
Cauchy's theorem states that if a function (f(z)) is holomorphic (complex differentiable) inside and on a simple, closed, piecewise-smooth curve C, then the contour integral of (f(z)) around C is zero. This means the integral depends only on the function's analyticity and the nature of the curve, making such integrals path-independent within simply connected regions.
The Cauchy-Riemann equations relate the partial derivatives of the real and imaginary parts of a holomorphic function and are used to show that the double integrals obtained via Green's theorem evaluate to zero. This step is essential to proving that the contour integral of a holomorphic function over a closed curve is zero, linking differentiability conditions to integral properties.
In proving Cauchy's theorem, Green's theorem converts the line integral of the function's real and imaginary parts around a closed curve into a double integral over the area enclosed by the curve. By expressing (f(z)) as (u + iv) and the differential (dz) as (dx + i dy), the contour integral splits into two real integrals, which Green's theorem transforms into area integrals that can be evaluated using the Cauchy-Riemann conditions.
The key assumptions are that the function (f(z)) is holomorphic inside and on the simple, closed curve C, and that its derivative is continuous within the enclosed region. These conditions ensure the function is well-behaved enough for the application of Green's theorem and prevent circular reasoning in the proof.
Understanding Cauchy's theorem provides foundational insight into why holomorphic functions have path-independent integrals and establishes connections between complex differentiation and integral calculus. This facilitates deeper exploration of contour integral formulas, residue theory, and analytic continuation, all of which are pivotal for advanced applications in engineering, physics, and mathematics.
Heads up!
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