15 cauchy gourst thrm & cauchy integral formula

62
A N TID ERIV A TIV ES Let f(z) be continuous function in a domain D. If there exists a function F(z) such that

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Page 1: 15 Cauchy Gourst Thrm & Cauchy integral formula

ANTIDERIVATIVES Let f(z) be continuous function in a domain D. If there exists a function F(z) such that

Page 2: 15 Cauchy Gourst Thrm & Cauchy integral formula

then F(z) is called an

antiderivative of f(z) in D.

D,in z allfor )()( zfzF

Page 3: 15 Cauchy Gourst Thrm & Cauchy integral formula

Remark1: An antiderivative of a given function f is an analytic function. Remark 2: An antiderivative of a given function f is unique except for an additive complex constant.

Page 4: 15 Cauchy Gourst Thrm & Cauchy integral formula

Theorem: Suppose that a function f(z) is continuous on a domain D. If any one of the following statement is true, then so are the others:

Page 5: 15 Cauchy Gourst Thrm & Cauchy integral formula

i. f(z) has an antiderivative F(z) in D;

Page 6: 15 Cauchy Gourst Thrm & Cauchy integral formula

ii. the integrals of f(z) along

contours lying entirely in D and extending from any fixed point z1 to any fixed point z2 all have same value;

Page 7: 15 Cauchy Gourst Thrm & Cauchy integral formula

iii.the integral of f(z) around

closed contours lying entirely in D all have value zero.

Page 8: 15 Cauchy Gourst Thrm & Cauchy integral formula

Corollary:

D.in z allfor )()(

D.in f(z) of tiveantideriva

an is F(z) and D,domain

ain continuous is f(z)Let

zfzF

Page 9: 15 Cauchy Gourst Thrm & Cauchy integral formula

).()()(

Then D.in ENTIRELY

lying and ,z and z joining

contour any is C and D,in points

any two be z and zLet

12

21

21

zFzFdzzfC

Page 10: 15 Cauchy Gourst Thrm & Cauchy integral formula

Example:

.)( tiveantideriva

an has )( that Note

.

evaluate totiveantiderivaan Use2/

z

z

i

i

z

ezF

ezf

dze

Page 11: 15 Cauchy Gourst Thrm & Cauchy integral formula

i

ee

iFiFdze

ii

i

i

z

1

1

)()2/(

2/

2/

Page 12: 15 Cauchy Gourst Thrm & Cauchy integral formula

Cauchy - Goursat Theorem:

If a function f is analytic at all points

interior to and on a simple closed

contour C, then

0)( C

dzzf

Page 13: 15 Cauchy Gourst Thrm & Cauchy integral formula

Example: If C is any simple closed contour, in either direction, then

0)exp( 3 C

dzz

because the function )exp()( 3zzf is analytic

everywhere.

Page 14: 15 Cauchy Gourst Thrm & Cauchy integral formula

Defn: A simply connected

domain D is a domain

such that every simple

closed contour within it

encloses only points of D.

Page 15: 15 Cauchy Gourst Thrm & Cauchy integral formula

The set of points interior to a

simply closed contour is an

example.

Page 16: 15 Cauchy Gourst Thrm & Cauchy integral formula

A domain that is not

simply connected is said

to be multiply connected

for example, the annular

domain between two

concentric circles.

Page 17: 15 Cauchy Gourst Thrm & Cauchy integral formula

The Cauchy – Goursat

theorem for a simply

connected domain D is

as follows:

Page 18: 15 Cauchy Gourst Thrm & Cauchy integral formula

Theorem: If a function f is analytic throughout a simply connected domain D, then

0)(

C

dzzf

for every closed contour C lying in D.

Page 19: 15 Cauchy Gourst Thrm & Cauchy integral formula

Result: Let C1 and C2 denote

positively oriented simple

closed contours, where C2 is

interior to C1 .

Page 20: 15 Cauchy Gourst Thrm & Cauchy integral formula

If a function f is analytic in

the closed region consisting

of those contours and all

points between them, then

21

)()(CC

dzzfdzzf

Page 21: 15 Cauchy Gourst Thrm & Cauchy integral formula

Ex.1 Evaluate

dzzf

C

when zzezf , C: |z|=1.

Ans: 0 (Why??)

Page 22: 15 Cauchy Gourst Thrm & Cauchy integral formula

Ex.2 Evaluate

dzzf

C

when

.2:,4

sin2

zCz

zzzf

Ans: 0 (Why??)

Page 23: 15 Cauchy Gourst Thrm & Cauchy integral formula

Qs 3/154. Let C0 denote the circle Rzz 0 , taken counter clockwise

using the parametric representation

izz Re0 for C0 to derive the following integrations:

Page 24: 15 Cauchy Gourst Thrm & Cauchy integral formula

no. realany is 0 where

,sin2

)(

,...2,1,0)( (b)

2 )(

0

10

0

10

0 0

a

aa

iRdzzzc

ndzzz

izz

dza

a

C

a

C

n

C

Page 25: 15 Cauchy Gourst Thrm & Cauchy integral formula

Sol. We have Rzz 0

iddz

zzi

i

.Re

Re0

a)

ii

id

zz

dzI

i

i

C

2

Re

.Re

0 0

Page 26: 15 Cauchy Gourst Thrm & Cauchy integral formula

b)

tion)simplifica(after 0

Re11

1

00

dieR

dzzzI

inin

C

n

Page 27: 15 Cauchy Gourst Thrm & Cauchy integral formula

c)

dieR

dzzzI

iaia

C

a

Re11

1

00

aSina

Ri a2

Page 28: 15 Cauchy Gourst Thrm & Cauchy integral formula

Exercise:

• Does Cauchy – Goursat Theorem hold separately for the real or imaginary part of an analytic function f(z) ? Justify your answer.

Page 29: 15 Cauchy Gourst Thrm & Cauchy integral formula

Cauchy Integral Formula

Czz

dzzf

izf .

)(

2

1)(

then sence,

positive in the taken C,contour

closed simple aon and inside

everywhere analytic be fLet

00

Page 30: 15 Cauchy Gourst Thrm & Cauchy integral formula

Derivative Formula

then C,

ointerior tpoint any is If sence.

positive in the taken C,contour closed

simple aon and inside everywhere

analytic is ffunction a that Suppose

0z

Page 31: 15 Cauchy Gourst Thrm & Cauchy integral formula

C

C

zz

dzzf

izfb

zz

dzzf

izfa

,)(

)(

2

)!2()()

,)(

)(

2

1)()

30

0

20

0

Page 32: 15 Cauchy Gourst Thrm & Cauchy integral formula

Cn

n

zz

dzzf

i

nzf

c

.)(

)(

2

)!()(

)

10

0)(

Page 33: 15 Cauchy Gourst Thrm & Cauchy integral formula

Theorem:

If f(z) is analytic at z0, then its

derivatives of all orders exist at

z0 and are themselves analytic

at z0.

Page 34: 15 Cauchy Gourst Thrm & Cauchy integral formula

Qs.1(a)/163: Let C denote the positively oriented boundary of the square whose sides lie along the

lines 2x and 2y . Evaluate

the following integral .

)8(

cos2

Czz

dzz

Ans : i/4.

Page 35: 15 Cauchy Gourst Thrm & Cauchy integral formula

Qs. 2(b)/163: Find the value of the integral of g(z) around

the circle 2 iz in the positive sense when

22 4

1

zzg

.

Page 36: 15 Cauchy Gourst Thrm & Cauchy integral formula

16

2

12

224:

22

2222

iz

CC

izdz

di

iziz

dz

z

dzSol

Page 37: 15 Cauchy Gourst Thrm & Cauchy integral formula

Qs.4/163: Let C be any simple closed contour, described the positive sense in the z- plane and write

dz

wz

zzwg

C

3

3 2

Page 38: 15 Cauchy Gourst Thrm & Cauchy integral formula

Show that

iwwg 6

when w is inside C and that

0wg

when w is outside C.

Page 39: 15 Cauchy Gourst Thrm & Cauchy integral formula

wfi

dzwz

zfwg

zzzf

C

2

2

,

Then .2)(Let

C. inside is Let w :I Case

3

3

Page 40: 15 Cauchy Gourst Thrm & Cauchy integral formula

zzzf 23

wwf

zzf

zzzf

6

6

3 2

Page 41: 15 Cauchy Gourst Thrm & Cauchy integral formula

iwwgI 6

Case 2. When w is outside C,

then by Cauchy Goursat

Theorem 0wg .

Page 42: 15 Cauchy Gourst Thrm & Cauchy integral formula

Qs. 5/163: Show that if f is analytic within and on a simple closed contour C and z0 is not on C, then

dzzz

zfdz

zz

zf

CC

200

Page 43: 15 Cauchy Gourst Thrm & Cauchy integral formula

Sol. Let

dzzz

zfI

dzzz

zfI

C

C

20

2

01 and

Page 44: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case I: Let z0 is inside C, then

0

01

2

20

zfi

zfidzzz

zfI

zzC

Page 45: 15 Cauchy Gourst Thrm & Cauchy integral formula

and

0

20

2

2 zfi

dzzz

zfI

C

21 II .

Page 46: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case II: Let z0 is outside C

Then I1 = I2 = 0.

(WHY ???)

Page 47: 15 Cauchy Gourst Thrm & Cauchy integral formula

Morera’s Theorem:

D.in analytic is f(z) then D,in

lying Ccontour closedevery for

,0f(z)dz

if and Ddomain ain throughout

continuous is f(z)function a If

C

Page 48: 15 Cauchy Gourst Thrm & Cauchy integral formula

LIOUVILLE’S THEOREM If f is entire and bounded in the complex plane, then f(z) is constant throughout the plane.

Page 49: 15 Cauchy Gourst Thrm & Cauchy integral formula

Fundamental Theorem of Algebra

.0)P(z

such that zpoint on least at exist

thereisThat zero. oneleast at

has )1( degree of )0(

...)(

polynomialAny

0

0

2210

nna

zazazaazP

n

nn

Page 50: 15 Cauchy Gourst Thrm & Cauchy integral formula

Theorem: Suppose that

(i) C is a simple closed contour, described in the counter-clockwise direction,

(ii) Ck (k = 1, 2, …., n) are finite no. of simple closed contours, all described in the clockwise direction, which are interior to C and whose interiors are disjoint.

Page 51: 15 Cauchy Gourst Thrm & Cauchy integral formula

.0f(z)dzf(z)dz

then,C ointerior t points for the

except Con and within points

all of consistingregion closed

t the throughouanalytic is f(z) If

1

n

k kCC

k

Page 52: 15 Cauchy Gourst Thrm & Cauchy integral formula

Ex. Evaluate C zz

dz

)1( 2 for all

possible choices of the contour C that does not pass through any of the points 0,

i .

Page 53: 15 Cauchy Gourst Thrm & Cauchy integral formula

Solution: Case 1. Let C does not enclose 0,

i . Then

.012 TheoremCGby

z

dzI

C

Page 54: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case 2a. Let C encloses only 0. Then

ifi

zzf

z

dzzfzz

dzI

C

C

2)0(2

)1(

1)(,

0

)()1(

2

2

Page 55: 15 Cauchy Gourst Thrm & Cauchy integral formula

Exercise: Case 2b. Let C encloses only i. Ans: I = -i Case 2c. Let C encloses only -i. Ans: I = -i

Page 56: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case 3 a). Let C encloses only 0, -i. then

iCCizizz

dz

izizz

dzI

))(())((0

where C0 and C-i are sufficiently small circles around 0 and –i resp.

Page 57: 15 Cauchy Gourst Thrm & Cauchy integral formula

iC

C

dzizizz

dzz

iziz

)()(

1

))((1

0

iii

ii

i

)2(

1)2(

1)2( 2

Page 58: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case 3 b). Let C encloses only 0, i. then

iCCizizz

dz

izizz

dzI

))(())((0

where C0 and Ci are sufficiently small circles around 0 and i resp.

Page 59: 15 Cauchy Gourst Thrm & Cauchy integral formula

i

iiii

dzizizz

dzz

izizI

iC

C

2.

122

)()(

1

))((1

0

Page 60: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case 3 c). Let C encloses only -i, +i. Then

i

iii

iii

dzizizz

dzizizz

I

i

i

C

C

22.

12

2.

12

)()(

1

)(1

Page 61: 15 Cauchy Gourst Thrm & Cauchy integral formula

Case 3 d). Let C encloses all of the points 0, -i, +i. Then

0

2

)()(

1

)(1

1

1

0

2

iii

dzizizz

dzizizz

dzz

zI

iC

iCC

Page 62: 15 Cauchy Gourst Thrm & Cauchy integral formula

0

2

)()(

1

)(1

1

1

0

2

iii

dzizizz

dzizizz

dzz

zI

iC

iCC