Complex Analysis Lecturenotes Nai-Sher Yeh
December 22; 2010
Complex Analysis 2 December 22; 2010
COMPLEX ANALYSIS
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Instructor : Nai-Sher Yeh, assistant professor Office : MA315
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Complex Analysis 3
1 Complex numbers
1.1 De nitions and symbols
Def. A complex number z is de ned as z = a + bi; where a; b 2 R; i =p
1;
and a Re z : real part of z;
b Im z : imaginary part of z:
The collection of all complex numbers is denoted by C. 1.1.1 Symbols of complex numbers
8z 2 C;
z = a + bi;
z a bi : the ”complex conjugate” of z;
jzj p
a2 + b2 : the ”modulus”(absolute value) of z:
1.1.2 Addition and multiplication rules
8z1; z2 2 C; z1 = a + bi; z2 = c + di; then we have:
1): z1 + z2 = (a + c) + (b + d)i;
2): z = Re z i Im z;
3): z1 z2 = (ac bd) + (ad + bc)i;
4): zz1
2 = (a+bi)(c di)
(c+di)(c di) = ac+bdc2+d2 + bc adc2+d2i:
Commutative rule for addition and multiplication is also valid.
Complex Analysis 4 Use the above notations and consider the following:
Ex. 1
jzj2 = a2 + b2 = z z:
Ex. 2
z1 + z2 = (a + c) (b + d)i = z1 + z2: Ex. 3
z1z2 = (ac bd) (ad + bc)i = z1 z2: Ex. 4
z1
z2 = ac + bd c2 + d2
bc ad
c2 + d2 i = z1 z2:
Complex Analysis 5 1.2 Polar coordinate and Cartesian coordinate
The complex numbers can be viewed as vectors. This is to consider the real part as x-axis and the imaginary part as y-axis.
And we call such a 2-dimensional plane the ”complex plane.”
Figure.
It is also natural to think of a point in terms of polar coordinate. Therefore, we see that
r = jzj p
a2 + b2 ( 0) ; a = r cos = Re z;
b = r sin = Im z;
z = r (cos + i sin ) = rei :
The last notation for z can be veri ed by using simple geometry and Maclaurin series for ei ; cos and sin :
Def. 8z 2 C; z = rei : Then the ”argument of z;” denoted by arg z; means the radial value of angle of z; i. e.
arg z :
1.3 Basic properties of complex numbers
By viewing complex numbers as vectors, we may have the
Complex Analysis 6 following properties:
Figure.
1).
jz1 + z2j jz1j + jz2j : triangular inequality.
2).
jz1 + z2j2 jz1j2 + 2 jz1z2j + jz2j2 :
pf. jz1 + z2j2 = (z1 + z2) (z1 + z2) = (z1 + z2) (z1 + z2)
= z1z1 + z1z2 + z2z1 + z2z2:
* z1z2 + z2z1 = z1z2 + z1z2 = 2 Re z1z2 2 jz1z2j ; ) z1z1 + z1z2 + z2z1 + z2z2 z1z1 + 2 jz1z2j + z2z2:
3).
jz1z2j = jz1j jz2j ; and jzj = jzj : 4).
jz1 + z2j2 (jz1j + jz2j)2 : Schwartz inequality.
pf. The result is immediate followed by the combination of 2).
and 3).
5). Theorem:
Complex Analysis 7 8z; ! 2 C; z = rei and ! = ei': Then we have
z = r (cos + i sin ) ; 8 2 R (De Moivre), z! = r (cos ( + ') + i sin ( + ')) ;
and z
! = r
(cos ( ') + i sin ( ')) ; if 6= 0:
pf. The result is obvious followed by the polar-exponential notations of z and !: Note that, from the above results, we also have
arg z! = arg z + arg !;
and arg z
! = arg z arg !:
Ex. In case z = rei ; n 2 N; we nd that zn = rn(cos n + i sin n ) : Ex. In case ! = ei'; = n1; n 2 N: Then
! = pn
! = pn
cos ' + 2k
n + i sin ' + 2k
n ; 8k 2 Z:
Complex Analysis 8 1.4 Inversion
Def. Given ; 2 C; we say that and are ”symmetric to the circle jzj = R” if(f.) j j = R:
Def. Given ; 2 C; we say that is the ”inversion of (6= 0)” if(f.) j j = 1:
Geometric explanation:
Figures.
For 6= 0; to construct a point = 1= ; consider the following:
i). j j = j1= j = j1= j ; and
ii). arg = arg 1 arg = 0 + arg = arg (Since arg = arg :)
Then we may see from the above gures, that iii). j j < 1; 4O P v 4OP ;
iv). j j > 1; 4O P v 4OP ; and that v). j j = 1; = :
Complex Analysis 9
2 Limits in complex plane
2.1 Principle of nested regions
Theorem 1 (Principle of nested intervals)
Given fIkg1k=1 : sequence of closed intervals on R; and i): I1 I2 ::: In In+1 :::
ii): In = [an; bn] ; lim
n!1(bn an) = 0:
)
Then 1\
n=1In contains exactly 1 point.
pf. Figure.
It is obvious that {ak}: an increasing bounded (ak b1; 8k) sequence; therefore,
sup
k
ak = lim
k!1 ak = a exists by monotonic sequence theorem.
We also see that {bk}: an decreasing bounded (bk a1; 8k) sequence; therefore, similarly to the above, we have
infk bk = lim
k!1bk = b:
Assume that a 6= b; then 9c 2 (a; b) such that c 2 Ik; 8k: Hence a 6= sup
k
ak and b 6= inf
k bk; which is a contradiction. ]
Complex Analysis 10 Theorem 2 (Principle of nested rectangles)
Given frkg1k=1 : sequence of closed intervals on R2 (or C); and
i): r1 r2 ::: rn rn+1 :::
ii): lk : the diagonal length of rk; lim
k!1lk = 0:
)
Then 1\
k=1rk contains exactly 1 point.
pf. Figure. rk = Ik Jk
Set Ik : the projection of rk onto x axis, and Jk : the projection of rk onto y axis. Then fIkg; fJkg are sequences of nested intervals on x axis and y axis, respectively. Note that the length of either Ik or Jk must lk:
Now, since 9!a; b such that 1\
k=1Ik = fag and that 1\
k=1Jk = fbg by the above theorem, i. e.
1\
k=1rk = f(a; b)g : ]
Remark 1 In fact, we may use the above theorems and induction to show that is also true on any nite dimensional space Rn, that the union of n dimensional nested rectangles contains also ex-
Complex Analysis 11 actly one point.
Complex Analysis 12 2.2 Limit points
Def. We say that the number is a ”limit point” of a sequence of complex numbers fzng1n=1 if(f.) 8" > 0; the deleted
neighborhood
D" ( ) = fzj 0 < j zj < "g of contains points in fzng1n=1 :
Ex. 1, 3, 5, 7, 9, ... has no limit point.
Ex. 1, 2i; 13; 23i; 15; 45i; ...has limit points 0 and i
Def. A complex sequence fzng is bounded if(f.) 9M > 0 such that jznj M; 8n.
Theorem 3 (Bolzano-Weierstrass)
Every bounded complex sequence fzng has a limit point.
pf. Figure.
Take a rectangle r1 such that zn 2 r1; 8n: Next, divide r1 into 4 equal parts—one of them must contain in nitely many terms of fzng :
Continue doing it in this way, we will have a sequence of
Complex Analysis 13 rectanglesfrkg ; where
r1 r2 ::: rk :::::
,and each rk contains in nitely many points of fzng : By principle of nested rectangles, there must be exactly a point such that
2 1\
k=1rk: Then is the limit point.
Complex Analysis 14 2.3 Convergence of complex sequences
Def. fzng is convergent to the limit if(f.)
8" > 0; 9N > 0 : 8n > N ) jzn j < ":
This also means that
nlim!1 zn = , or zn ! as n ! 1:
Theorem 4 (Cauchy criterion)
nlim!1 zn = iff.
8" > 0; 9N > 0 : 8m; n > N ) jzn zmj < ":
pf. ()) Obviously. (Homework)
(() First of all, let's claim that there indeed is a limit point:
Choose " = 1; 9N0 > 0 such that 8 n > N0 ) jzn zN0+1j < 1: By triangle inequality, we nd that
jznj jzn zN0+1j + jzN0+1j < 1 + jzN0+1j :
So jznj M = maxf1 + jzN0+1j ; jz1j ; jz2j ; ..., jzN0jg ; i. e.
fzng is bounded. By Bolzano-Weierstrass theorem, we nd that there is a limit point for fzng :
Secondly, by hypothesis, we have
8" > 0; 9N > 0 : 8m; n > N ) jzn zmj < ";
Complex Analysis 15 and from the fact that fzng has a limit point, say ; we obtain that
9m0 > N ) j zm0j < ":
Therefore, we conclude that
8" > 0; 9N > 0 : 8n > N
) jzn j < jzn zm0j + jzm0 j < " + " = 2";
i. e.
nlim!1 zn = :
Complex Analysis 16 2.4 Riemann sphere and extended complex plane
Figure.
Consider the mapping M : ! P
; where p 2 : the complex plane and p0 2 P
: the sphere. We may show that the mapping M : ! P
n fN g is a bijection, where N is the
”north pole” of P :
Def. The bijection M : ! P
n fN g is called the
”stereographic projection,” and the sphere P
is called ”Riemann sphere.”
Remark 2 M : ! P
n fN g is a ”homeomorphism” in topol- ogy.
Def. The ”ideal point” of the complex plane is ”in nity”(1.) Def. The ”extended complex plane” is the complex plane together with ideal point ( i. e. [ f1g :)
Remark 3 The mapping M : [f1g ! P becomes a bijection when M (1) = N is de ned.
Complex Analysis 17 Def. lim
n!1 zn = 1 if
8M > 0; 9N > 0; such that 8n > N ) jznj > M:
Def. E is said to be the ”exterior of a circle” if(f.) E is a neighborhood of 1 in case E is regarded as a subject on the extended complex plane. We may also say that E is a deleted neighborhood of 1 in case E is regarded as a subset on the complex plane.
Complex Analysis 18
3 Complex functions
3.1 Basic concept
Def. The complex valued function f : E ! eE; E; eE C is said to be a ”single-valued function” if it assigns each value z 2 E to a unique complex number ! on E: fe is otherwise called a
”multi-valued function.”
Remark 4 We will see later that both of these de nitions are well- de ned if we consider the range being a multi-branch Riemann surface instead of the usual one-layer complex plane.
**Note: we usually separate a complex valued function into the real part function and imaginary part function, i. e. for z = x + yi; we write
f (z) = ! = u + vi;
where u = u (x; y) and v = v (x; y) : They are both real-valued functions.
Ex. Split f (z) = z2 into u (x; y) + iv (x; y) : Sol. z2 = x2 y2 + 2xyi: Therefore we nd
u (x; y) = x2 y2 and v (x; y) = 2xy:
3.2 Curves and domains
Def. Given x = x (t) and y = y (t) : real-valued functions and
Complex Analysis 19 x (t) ; y (t) 2 C [a; b] : Then the function
z (t) = x (t) + iy (t) ; 8t 2 [a; b]
is called a curve on complex plane.
Figure.
Def. z (a) is called the ”initial point,” and z (b) is called the
”terminal point,” according to the above de nition. We say that the curve is ”closed” if z (a) = z (b) :
Def. A curve is said to be ”simple” if z (t) is 1-1.
Figures.
Remark 5 Geometrically speaking,a simple curve is a curve with- out knot.
Def. A simple closed curve is called a ”Jordan curve.”
Def. For a Jordan curve, we de ne that the counterclockwise direction the ”positive direction.”
Complex Analysis 20 Figure.
Def. Consider some E C: Then E is said to be ”(arcwise or pathwise) connected” if each pair of points z1 and z2 on E can be joined by a curve lying entirely on E:
Def. Consider some G C: Then G is a ” domain” if G is both open and connected.
Def. G is called the ” closure of G;” which is a domain G together with its boundary points. We also call G a ”closed domain.”
Def. Ge is a called a ” region” if Ge is a domain G together with part of its boundary points. (G : Ge wigle.)
Def. A range G is said to be ”simply connected” if for any given Jordan curve C in G; the interior of C is also connected in G:
Complex Analysis 21 3.3 Limit and continuity
Def. A complex function f is de ned on a domain G; and z0 2 G: Then
zlim!z0 f (z) = ( 2 C) or f (z) ! as z ! z0 means
8" > 0; 9 > 0 : 0 < jz z0j < ) jf (z) j < ":
Furthermore, we say that f is ”continuous at z0” if f (z0) = : Def. A complex function f is said to be ”continuous on G” if it is continuous at every point on G:
Theorem 5 A complex functionf (z) = u (x; y)+iv (x; y) ; where z0 = x0 + iy0 and !0 = u0 + iv0: Then we nd that
zlim!z0 f (z) = !0 iff.
lim
(x;y)!(x0;y0)u (x; y) = u0 and lim
(x;y)!(x0;y0)v (x; y) = v0: pf. ())
* limz
!z0 f (z) = !0
) 8" > 0; 9 > 0 : 0 < jz z0j < ) jf (z) !0j < ":
Complex Analysis 22 i. e.
0 <
q
(x x0)2 + (y y0)2 <
) ju (x; y) u0j jf (z) !0j < " and jv (x; y) v0j jf (z) !0j < ":
(() We have
8" > 0; 9 > 0 : 0 <
q
(x x0)2 + (y y0)2 <
) ju (x; y) u0j < " and jv (x; y) v0j < ":
Therefore, it is clear that jz z0j =
q
(x x0)2 + (y y0)2; and that for 0 < jz z0j <
) jf (z) !0j ju (x; y) u0j + jv (x; y) v0j < 2":
i. e. lim
z!z0 f (z) = !0:
Properties of limits:
Consider f; g : complex functions both de ned on a domain G: There is some z0 2 G and
zlim!z0 f (z) = as well as lim
z!z0 g (z) = : Then we have:
1). lim
z!z0 (f (z) +g (z)) = + ;
Complex Analysis 23 2). lim
z!z0 (f (z) =g (z)) = = provided that 6= 0:
3). If f is continuous at z0 and g is continuous at f (z0) ; then g f is continuous at z0.
Def. If f is de ned on a region Ge and for some z0 2 fG:
Then f is ”continuous at z0” means that 8" > 0; 9 > 0 such that jz z0j < , z 2 eG ) jf (z) f (z0)j < ": The notation of this is
zlim!z0 z2 eG
f (z) = f (z0) :
Def. If a complex function f is ”continuous at z0 of a curve C”, that means
zlim!z0 z2C
f (z) = f (z0) :
Def. A complex function f is ”continuous on C” if f is continuous at every point of C .
Complex Analysis 24 3.4 Uniform continuity
Def. f is de ned on a set E C: Then f is ”uniformly continuous” on E if
8" > 0; 9 > 0 : jz z0j < ; 8z; z0 2 E ) jf (z) f (z0)j < ":
Ex. Set f (z) = 1 z1 and the domain of f is de ned as G = fzj jzj < 1g : Show that f is not uniformly continuous on G:
pf. Choose "0 = 1; and set z = 1 n1; z0 = 1 n+11 : Then we nd that jz z0j = n(n+1)1 < ; but jf (z) f (z0)j = jn (n + 1)j = 1 = "0: Therefore it is not uniformly continuous.
Remark 6 When you want to show certain function being ”not uniformly continuous,” what you have to do is to consider the negation of the original de nition, i. e.
9" > 0 s. t. 8 > 0; jz z0j < ; 9z; z0 2 E but jf (z) f (z0)j ":
Theorem 6 (Heine-Borel)
G : a bounded closed domain, and consider 8z 2 G is the center of a disk Dz: Then we nd that G can be covered by a nite number of Dz's.
Complex Analysis 25 pf. Simply consider a rectangle r1 G; and assume that G cannot be covered by nitely many disks Dz: Then we divide r1 into 4 rectangles, and at least one of these 4 rectangles contains part of G that cannot be covered by nitely many Dz: Let's set this rectangle (one of them) as r2:
Continue doing it in this way, we obtain a set of rectangles frng1n=1, r1 r2 ::: rn :::; and rn \ G cannot be covered by nitely many disks Dz; 8n; i. e. rn contains in nitely many points of G; 8n:
From the nested rectangle theorem, we nd that 9!z0 2
1\
n=1rn: Then it is clear that this point z0 must be a limit point of G—since
8" > 0; 9N > 0 : rN fz j jz z0j < "g ;
then obviously the arbitrary neighborhood (of z0) contains
in nitely many points of G: Therefore, because of the closedness of G; we also nd z0 2 G: Let's set this neighborhood
fz j jz z0j < "g Dz0 (") :
Finally, we got a contradiction—for we may nd that there is a certain suf ciently large N such that rN Dz0 (") ; and rN shouldn't be able be covered by nitely many disks Dz yet it is covered by a single disk Dz0 (") :
Theorem 7 f (z) is continuous on a bounded closed domainG ) f (z) is uniformly continuous on G:
Complex Analysis 26 pf. Homework!
Complex Analysis 27
4 Differentiation in the complex plane
4.1 The derivative of a complex function
Def. f (z) : de ned on a domain G; z 2 G: Then we have the following de nitions:
i).
f0(z) = lim
4z!0
f (z + 4z) f (z) : the derivative of f at z: 4z
ii). f is ”analytic” on a domain G if f is differentiable at each point of G; i. e. f0 (z) exists on G:
iii). f is analytic at z0 if f is differentiable at each point of some neighborhood of z0:
Ex. f (z) = z3 : analytic on the complex plane, and f0 (z) = 3z2:
Ex. f (z) = Re z : continuous on the whole z-plane but nowhere differentiable. Reason:
4z!0lim
f (z + 4z) f (z)
4z = lim
4z!0
Re (z + 4z) Re (z) 4z
= lim
4z!0
Re 4z 4z
: doesn't exist (you may choose different paths to attain 4z ! 0 and nd different values.)
Ex. f (z) = z: Show that f is not differentiable.
Complex Analysis 28 pf. Figure.
Note that
4z!0lim
f (z + 4z) f (z)
4z = lim
4z!0
z + 4z z
4z = lim
4z!0
4z 4z
= 1; if 4z = 4x;
1; if 4z = i4y:
Therefore f0(z) doesn't exist.
Properties: Given differentiable complex functions f, g and constants ; 2 C:
1). ( f + g)0 = f0 + g0: (linearity) 2). (f g)0 = f0g + f g0:
3). (f =g)0 = (f0g f g0) =g2; provided that g 6= 0:
4). Df (g (z)) dzd f (g (z)) = dfdg dgdz = f0 (g (z)) g0 (z) : (chain rule)
5). f (z) = z ; 2 R ) f0 (z) = z 1: (power rule) Ex. A complex polynomial function P (z) = Pn
k=0ckzk; ck 2 C; 8k is analytic over the whole complex plane (by linearity and power rule.)
Def. A ”complex increment” of a complex function
Complex Analysis 29
! = f (z) differentiable at z is de ned as
4! = f (z + 4z) f (z) = [f0 (z) + "] 4z;
where lim4z!0 " = 0:
Def. A ”complex differential” of a complex function
! = f (z) differentiable at z is de ned as df f0 (z) dz:
Complex Analysis 30 4.2 The Cauchy-Riemann equations
Def. The ”Cauchy-Riemann equations” of a complex function
! = f (z) differentiable at z = x + iy is de ned as
@u
@x = @v
@y and
@u
@y = @v
@x
at (x; y) ; where f = u + iv, u = u (x; y) and v = v (x; y) : Note: Quite a few ideas on complex plane come from the 2-dimensional space on R2: Now, for a complex function f; there are the real part function u and imaginary part function v; and both of them the 2-variable functions. When consider a real valued function u (x; y) being differentiable at (x; y) ; we mean that
u (x + 4x; y + 4y) u (x; y)
= (ux + "1) 4x + (uy + "2) 4y : the increment of u and "1; "2 satisfy that
lim
(4x;4y)!(0;0)"j = 0; j = 1; 2:
This can also be applied to v (x; y) :
Theorem 8 ! = f (z) = u + iv is a differentiable function at the point z = x + iy iff. the functions u and v are differentiable at the point (x; y) and satisfy the Cauchy-Riemann equations.
pf. ()) * f is differentiable at z; 4! = (f0 (z) + ") 4z;
Complex Analysis 31 where lim4z!0 " = 0: Now,
4z = 4x + i4y;
4! = 4u + i4v; and
" = "1 + i"2;
where lim(4x;4y)!(0;0) "j = 0; j = 1; 2: Let f0(z) = + i ; then we have
4u + i4v = [( + i ) + ("1 + i"2)] (4x + i4y) ; therefore
4u = 4x 4y + "14x "24y;
4v = 4x + 4y + "24x + "14y;
i. e. u and v are differentiable at (x; y); and = ux; = uy; also = vy; = vx: This implies that
@u
@x = @v
@y and
@u
@y = @v
@x: (() We have
4u = u (x + 4x; y + 4y) u (x; y)
= (ux + "1) 4x + (uy + "2) 4y; (1) where
lim
(4x;4y)!(0;0)"j = 0; j = 1; 2 and
Complex Analysis 32 4v = v (x + 4x; y + 4y) v (x; y)
= (vx + 1) 4x + (vy + 2) 4y; (2) where
lim
(4x;4y)!(0;0) k = 0; k = 1; 2:
From Cuachy-Riemann equations and equation (1), we obtain 4u = (ux + "1) 4x + ( vx + "2) 4y;
similarly, we have
4v = (vx + 1) 4x + (ux + 2) 4y:
Then the complex increment 4! has the form
4! = 4u + i4v = (ux + ivx) (4x + i4y) + ("1 + i 1) 4x + ("2 + i 2) 4y;
and furthermore, 4!
4z = (ux + ivx) + ("1 + i 1) 4x
4z + ("2 + i 2) 4y 4z: Note that
j"1 + i 1j 4x
4z j"1j + j 1j ! 0 as (4x; 4y) ! (0; 0) ; and j"2 + i 2j 4y
4z j"2j + j 2j ! 0 as (4x; 4y) ! (0; 0) :
Complex Analysis 33 i. e.
4z!0lim
4!
4z f0 (z) = ux + ivx(= vy iuy):
Ex. f (z) = z2: Use the above theorem to verify if f is differentiable on the complex plane and nd its derivative if it is differentiable.
Sol. Let z = x + iy; and then f (z) = x2 y2 + i (2xy) : In this case,
u (x; y) = x2 y2 and v (x; y) = 2xy:
Then we see that
ux = 2x = vy and uy = 2y = vx:
Also, u and v are continuous and differentiable everywhere on R2: Hence according to the above theorem, f (z) is differentiable at any point on C:
Complex Analysis 34 4.3 Conformal mapping
Discussion: Given a curve C : z = z (t) (= x (t) + iy (t));
t 2 [a; b] : The tangent vector of C at z (t) is z0 (t) = x0(t) + iy0 (t) ;
and note that the direction of a tangent line of the curve C is determined by arg z0 (t) :
Figure. 1
(One curve to one curve.) Figure. 2
(Two intersecting curves to two intersecting curves.) Consider a curve : !(t) = f (z(t)); t 2 [a; b] : When given a point t0 on [a; b] ; such that z0(t0) 6= 0 and f0 (z (t0))(=
Complex Analysis 35 f0 (z0))6= 0; we nd that
!0 (t0) = f0 (z0) z0 (t0) 6= 0;
arg !0 (t0) = arg f0 (z0) + arg z0 (t0) ; also
' = arg f0 (z0) + and ' = arg f0 (z0) + :
Therefore, it is clear that ' ' = ; which means the mapping f ”preserves” the angle between tangent lines.
Def. A mapping f : C ! C is said to be ”conformal” at all points z with f0(z) 6= 0:
Def. A mapping by a continuous function which preserves only magnitude of angles between any two curves passing through a point z0 is said to be ”isogonal at z0.”
Ex. ! = f (z) = z2 : not conformal at z = 0:
Figure.
Note that f0(z) = 2z; f is conformal at all points z such that z 6= 0: Also it is clear that arg ! = 2 arg z: When we consider the line z = t (1 + i) ; t 2 R; we see that f (z) = f (t (1 + i)) = 2it2; which is not conformal at 0; as shown in the above gure.
Complex Analysis 36 Ex. ! = z : isogonal but not conformal at every point of z:
Figure.
Note that the orientation of the angles are opposite to each other after mapping.
Complex Analysis 37
5 Integration in the complex plane
5.1 Line integral in 2-dimensional spaces
Def. A curve C on a 2-dimensional space is de ned as C : P (t) = (x (t) ; y (t)) ; a t b;
where x (t) and y (t) are continuous functions on [a; b] :
Def. A curve C is said to be ”smooth” if P0(t) 6= 0 and x (t) ; y (t) 2 C1[a; b] :
Def. Given a real-valued function f (x; y) de ned on a smooth curve C. Then the ”line integral of f (x; y) over smooth curve C with respect to x” is de ned as follows:
Consider = ftkj a = t0 < t1 < ::: < tn = bg : partition of [a; b] ;
ck 2 [tk 1; tk] ; k = 1; 2; :::n;
xk = x(tk) x (tk 1) ;
Pk = P (ck) = (x (ck) ; y (ck)) 2 C:
ZThen
C
f (P ) dx = Z
C
f (x; y) dx lim
k k!0
Xn k=1
f (Pk) xk;
Complex Analysis 38 or
8" > 0; 9 > 0; such that 0 < k tk <
)
Xn k=1
f (Pk) xk
Z
C
f (P ) dx < ":
Theorem 9 f is continuous on a smooth curve C. Then Z
C
f (P ) dx exists and equals to
Z b a
f (x (t) ; y (t)) x0(t) dt:
pf. The smooth curve C : P (t) = (x (t) ; y (t)) ; x(t);
y(t) 2 C1[a; b] : Then consider the partition of [a; b]:
= ftkj a = t0 < t1 < ::: < tn = bg ; ck 2 [tk 1; tk] ; k = 1; 2; :::n; and
=
Xn k=1
f (x (ck) ; y (ck)) (x (tk) x (tk 1)) ;
which is the Riemann sum of the line integral. Again, look at the Riemann sum S of
Z b
a
f (x (t) ; y (t)) x0 (t) dt : S =
Xn k=1
f (x (ck) ; y (ck)) x0 (ck) tk: