Overview of the ML Inequality (Estimation Lemma)
The ML inequality sets an upper bound on the magnitude of a contour integral of a complex function. Specifically, if:
- The complex function (f(z)) is piecewise continuous on a contour (C) (meaning it has a finite number of discontinuities inside (C) and remains finite),
- The magnitude of (f(z)) on (C) is bounded above by a constant (m),
- The contour (C) has length (l),
then the magnitude of the integral (\oint_C f(z) , dz) satisfies:
[ |\oint_C f(z) , dz| \leq m \times l ]
This inequality provides a way to estimate the maximum possible size of the contour integral based on the function’s bound and the curve length. To deepen your understanding of the foundational aspects of such integrals, you may find the Understanding Cauchy’s Theorem and Complex Integrals Explained resource particularly insightful.
Defining Magnitude and Piecewise Continuity
- Magnitude of a complex function: Given (f(z) = u + iv), its magnitude is (\sqrt{u^2 + v^2}).
- Piecewise continuous function: A function with only finitely many discontinuities on (C), and no infinite values.
For a broader grasp on the nature of complex functions and holomorphicity, which often relates closely to contour integral properties, consider reviewing Introduction to Functions of Complex Variables and Holomorphicity.
Proof of the ML Inequality
Step 1: Prove the Auxiliary Lemma
For any piecewise continuous complex function (w(t)) on the interval ([a,b]), the magnitude of its integral satisfies:
[ \left| \int_a^b w(t) , dt \right| \leq \int_a^b |w(t)| , dt ]
Proof outline:
- Represent the integral as (r e^{i \theta}), where (r) is the magnitude.
- Separating into real and imaginary parts shows the integral’s magnitude is less than or equal to the integral of the magnitude.
Step 2: Apply Parameterization of Contour (C)
-
Express the contour (C) as (z(t)) where (t) varies from (a) to (b).
-
Rewrite the contour integral:
[ \left| \int_C f(z) , dz \right| = \left| \int_a^b f(z(t)) z'(t) , dt \right| ]
Step 3: Use the Lemma on (f(z(t)) z'(t))
-
By the lemma:
[ \left| \int_a^b f(z(t)) z'(t) , dt \right| \leq \int_a^b |f(z(t)) z'(t)| , dt ]
-
Using the upper bound on (|f(z)| \leq m):
[ \leq \int_a^b m |z'(t)| , dt = m \int_a^b |z'(t)| , dt ]
Step 4: Relate to Contour Length
-
The integral of (|z'(t)|) over ([a,b]) is the arc length (l) of the contour:
[ l = \int_a^b |z'(t)| , dt ]
Step 5: Conclusion
Thus,
[ |\int_C f(z) , dz| \leq m \times l ]
proving the ML inequality. This proof also relies on fundamental principles about holomorphic functions and their properties along contours; for additional related insights, see Understanding Cauchy-Riemann Relations and Holomorphic Functions.
Example: Estimating Upper Bound of Integral of (1/z) Over an Arc
-
Contour: Arc of a circle radius 2 going from (z=2) to (z=2i) (90° or (\pi/2) radians).
-
Arc length (l): (2 \times \frac{\pi}{2} = \pi).
-
Upper bound on (|1/z|) on contour: Since (|z|=2), upper bound (m = 1/2).
-
Applying ML inequality:
[ |\int_C \frac{1}{z} , dz| \leq m \times l = \frac{1}{2} \times \pi = \frac{\pi}{2} ]
-
This upper bound is confirmed as larger than the actual integral magnitude, demonstrating ML inequality's role as a boundary rather than an approximation.
For additional context on coordinate systems often involved in contour descriptions and calculations, you might find Understanding Rectangular and Polar Coordinates for Advanced Function Analysis helpful.
Important Notes
- The ML inequality provides an upper bound on the magnitude, not an exact value or close approximation.
- Useful for estimating integrals where exact evaluation is complex or unnecessary.
- The underlying lemma reflects a fundamental property of integrals of complex functions.
Summary
The ML inequality is a vital tool in complex analysis for bounding contour integrals. By leveraging the magnitude bounds of a function and the length of the integration path, one can estimate the maximum possible value of an integral’s magnitude without computing the integral explicitly. The proof hinges on a key lemma about the integral of complex-valued functions and the parameterization of contours.
Let's say we have a complex function f of z that's peacewise continuous on some curve or contour c that can be either
open or closed. By the way, when I talk about a peace-wise continuous function, I mean a function that has a finite
number of discontinuities inside C and doesn't go to infinity anywhere inside C. So if this is my curve C, then this
would be an acceptable peace-wise continuous function. Anyway, suppose also that on the contour C, the
magnitude of f of z has an upper limit m. Recall that by magnitude I mean the square root of the real part squared
plus the imaginary part squared. Remember a function of a complex number is also a complex number. So it's going
to have both a real and imaginary part. Now if both of these conditions are true that f is a peace-wise continuous
function on c and has an upper bound on its magnitude m on c and if the contour c has a length
l then the magnitude of the integral of f of z over the contour c is less than or equal to the upper bound m* the curve
length l. This whole theorem with the three conditions and this inequality statement is called the estimation lema.
You can also call it the ML inequality theorem. Anyway, let's get to the proof by first demonstrating an initial
result. We'll call this a lema, which is kind of like a mini proof that's used as a stepping stone to something bigger.
According to this lema, if w is some complex function of t that's peacewise continuous on the interval from a to b,
then the magnitude of the integral of w from a to b is less than or equal to the integral of the magnitude of w from a to
b. To prove this lema, let's set the integral of w of t from a to b to some complex number given by r * the
exponential of i theta kn. Since this exponential term just has a magnitude of one because it's only made up of a
cosine and a sign, I can also write r as the magnitude of the integral from a to b of w of t dt. If I just take the
magnitude of both sides, recall that r * the exponential of i theta kn is the polar
representation of a complex number where instead of writing x + yi, I write the complex number in polar
form. Now once we have this, let's divide both sides by the exponential to isolate
r. In general, the integral on the right hand side is a complex number as well. So we can break it up into real and
imaginary components. Notice that on the left hand side, the number r is a real number. It's the distance from the
origin. As a result, this imaginary part will disappear because the right hand side must equal the left and the right
hand side can only have a real number. If we do this simplification, here's what we're left with. And let's
work on this integral a little bit. I'm going to write this whole function as u of t. u of t is also a complex function.
So it has a real and imaginary part to it. Which means that its integral is just the integral of its real part plus
the integral of its imaginary part. But the integral of u of t is also a complex number and we can write it as the sum of
its real and imaginary parts. And if we compare these two expressions, then we'll see that the real part of the
integral of u must equal the integral of the real part of u. So essentially we can move the real part operation into
and outside the integral freely. So let's use this to go back to the expression for r and move the real part
back inside the integral because we just showed that we're allowed to do that. Let's now substitute the magnitude of
the integral of w back in place of the r. Now because we're integrating on a real interval where a is less than b,
the integral of the real part of the exponential of i theta * w of t is obviously going to be less than or equal
to the integral of the magnitude of the exponential of i theta * w of t. Since the magnitude also adds the imaginary
part. So it's got to be greater than just the real part alone. Now the magnitude of the products is just the
product of the magnitudes here. But as we found earlier, the magnitude of the exponential is just
one. Meaning that the magnitude of the integral from a to b of w of t ddt is less than or equal to the integral from
a to b of the magnitude of w of tdt, which is exactly what we wanted to prove with this
lema. So now that we've proven the lema, let's get to actually showing the ml inequality. We'll start with the
magnitude of the contour integral of f of z over the curve c. So the left hand side of the ML inequality, what we can
do now is parameterize the curve C. In other words, we're going to describe the curve C by a function Z of T, where T is
a parameter that varies from a lower limit A to an upper limit B. Now, because this contour integral is over
the curve C, the only possible values that my complex variable Z can take on lie on the curve Z. So what we can do is
just plug in z of t for the z in my contour integral. Since the integral is now with
respect to t, let's change the limits and the differential accordingly. And that's pretty simple. Just use the chain
rule on the differential to write it as dz by dt * dt. And just change the limits from t= a to t=
b. And this is what you'll end up with. the magnitude of the integral from a to b of f of z of t * dz by dt dt. Now
comes the time to use that lema we showed earlier. All we do is use this f of z of t * dz by dt as our function of
t. So the magnitude of the integral of this is less than or equal to the integral of the magnitude. Note that we
can apply the lema mainly because f of z is peacewise continuous on z which is specified in the statement of the ml
inequality theorem. Now let's look further at this function inside the integral. We already know from the
theorem statement that f of z has an upper bound m on the contour c. So naturally this magnitude of f of z of t
* dz dt would equal the magnitude of the two functions separately which would be less than or equal to m * the absolute
value or the magnitude of dz by dt because of this upper bound m. Now because the magnitude of f of z of t *
dz by dt is less than or equal to m * the magnitude of dz by dt. The integral of the magnitude of f of z of t * dz by
dt is less than or equal to the integral of m * the magnitude of dz by dt. Just move the m outside because it's
a constant. And we end up with the integral over c of f of z dz is less than or equal to m * the integral from a
to b of the absolute value of dz by dt * dt. Now this is rather obvious if the contour integral magnitude of f of z is
equal to this guy which is less than or equal to this guy which is less than or equal to m * the integral of dz by dt.
then the contour integral magnitude of f of z is less than or equal to m * the integral of dz by dt. That's just a
common sense property of numbers. Finally, we know that if we just change back the variables of integration from t
to z, the integral of dz dt / t can just be rewritten as the integral of dz over the contour c. But that's just the arc
length of c. So therefore, the magnitude of the contour integral of f of z is less than or equal to the upper bound m
* the contour length l. And that proves the ml inequality. Let's do a short example just to drive the point home. I
can do more complicated examples if people want, but I don't know if they're going to add a lot of instructional
value. But let me know in the comments anyway. In this example, we want to find the upper bound on the magnitude of the
contour integral of 1 / Z. And the contour here is C, which is the arc of a circle, which runs from Z = 2 to Z = 2
I. Now, this function that we're integrating is peacewise continuous on C. So, we can use the ML inequality to
establish the upper bound on the integral, which is just M * the contour length L. L is pretty easy to find. It's
just the radius of the circle, which C is an arc of, times the angle subended by the ark. The radius of the circle is
obviously 2, while the angle subended is<unk> by 2, 90°. So L would just be pi. M, on the other hand, is the upper
bound of the function being contour integrated. So it's the upper bound on the magnitude of 1 / Z on the contour C.
Now because the contour C is part of a circle of radius 2 that means the magnitude of Z on the contour is just
two and therefore the upper bound M on the magnitude of 1 / Z is just 1 / 2. So by the ML inequality the upper bound on
the magnitude of the contour integral of 1 / Z is just p<unk> * 1 /2 which is<unk> by 2. And we're done. Just a
couple of things to mention before I end this video. The first thing is that the ML inequality should not be used to
approximate the contour integral's magnitude. It's just a guideline that establishes an upper bound. The upper
bound doesn't have to be close to the actual value of the integral because it's just an upper bound. The second
thing is that for this example, you can actually perform this contour integral and find its magnitude, which will turn
out to be 1 over the<unk> of 2. And that's less than the upper bound we found of p<unk> by2. And that's just a
verification of the ML inequality if you need it. Anyway, that does it for this video. If you enjoyed the lesson and
want more, please like and subscribe and be sure to check out my other videos on complex variables. This is the faculty
of Khan signing
The ML inequality provides an upper bound on the magnitude of a contour integral of a complex function. It states that if a function (f(z)) has magnitude at most (m) on a contour (C) of length (l), then (|\oint_C f(z) dz| \leq m \times l). This is important because it allows estimating the maximum size of complex integrals without computing them exactly, which is useful in many complex analysis applications.
To apply the ML inequality, first determine the maximum magnitude (m) of (f(z)) on the contour (C), then find the length (l) of (C). The inequality says the magnitude of the integral over (C) is at most (m \times l). For example, integrating (1/z) over a circular arc of radius 2 with length (\pi), since (|1/z| = 1/2) on the contour, the integral's magnitude is bounded by (\frac{1}{2} \times \pi = \frac{\pi}{2}).
A piecewise continuous function on a contour means it has a finite number of discontinuities along the path and remains finite everywhere on the contour. This condition ensures the integral is well-defined, allowing the ML inequality to apply since the integral of the magnitude makes sense and avoids infinite or undefined values.
The proof starts by establishing that the magnitude of an integral of a complex function (w(t)) over an interval is less than or equal to the integral of the magnitude of (w(t)). Then, by parameterizing the contour (C) as (z(t)), the contour integral becomes an integral over (t). Applying the lemma to (f(z(t)) z'(t)) and using the bound (|f(z)| \leq m), the integral's magnitude is bounded by (m) times the integral of (|z'(t)|), which equals the contour length (l). Thus, (|\int_C f(z) dz| \leq m \times l).
The ML inequality estimates the maximum possible magnitude of the integral based on the largest value of the function and the path length but does not consider the function's oscillations or cancellations along the contour. Therefore, the actual integral magnitude can be much smaller, and the ML inequality acts as a safe upper limit rather than a precise calculation.
When exact evaluation of a contour integral is complicated or unnecessary, the ML inequality provides a quick way to estimate an upper bound on the integral's magnitude. This helps in analyzing the behavior of complex functions, bounding errors in approximations, or establishing convergence without entire computations.
To build deeper insights, one can explore resources on Cauchy’s theorem and complex integrals to understand foundational integral properties. Studying holomorphic functions and the Cauchy-Riemann relations helps relate function behavior to contour integrals. Additionally, understanding coordinate systems like rectangular and polar coordinates aids in describing contours accurately for integral evaluations.
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