Complex Integration

Job: contour integrals, Cauchy–Goursat theory, integral formulas, and homotopy invariance — the engine that upgrades differentiability to analyticity.

Core

Contour integrals

For piecewise \(C^1\) path \(\gamma:[a,b]\to\mathbb{C}\) and continuous \(f\) along \(\gamma\), $$ \int_\gamma f(z)\,dz:=\int_a^b f(\gamma(t))\gamma'(t)\,dt. $$ Linear in \(f\); reverses under orientation reverse; ML-inequality: \(\bigl|\int_\gamma f\bigr|\le \mathrm{length}(\gamma)\cdot\sup_\gamma\|f\|\).

Primitive: \(F'=f\) on domain \(U\) \(\Rightarrow\) \(\int_\gamma f=F(\gamma(b))-F(\gamma(a))\) (path independent). Existence of global primitive \(\Leftrightarrow\) integrals over all closed curves vanish.

Cauchy–Goursat

Theorem (Goursat). \(f\) holomorphic on a domain containing a triangle \(T\) and its interior \(\Rightarrow\) \(\int_{\partial T}f=0\). (No a-priori continuity of \(f'\) needed — historical improvement over Cauchy.)

Theorem (Cauchy integral theorem, local). Holo \(f\) \(\Rightarrow\) locally has primitives \(\Rightarrow\) \(\int_\gamma f=0\) for closed \(\gamma\) in a disk.

Theorem (Homotopy version). \(f\) holo on \(U\); closed curves \(\gamma_0\simeq\gamma_1\) in \(U\) \(\Rightarrow\) \(\int_{\gamma_0}f=\int_{\gamma_1}f\). Simply connected \(U\) \(\Rightarrow\) all closed integrals vanish \(\Rightarrow\) global primitives.

Deformation: integrals unchanged under continuous deformation of contour within holo region (away from singularities when meromorphic).

Cauchy integral formula

Theorem. \(f\) holo on and inside simple positively oriented contour \(\gamma\), \(a\) inside: $$ f(a)=\frac{1}{2\pi i}\int_\gamma\frac{f(z)}{z-a}\,dz,\qquad f^{(n)}(a)=\frac{n!}{2\pi i}\int_\gamma\frac{f(z)}{(z-a)^{n+1}}\,dz. $$

Corollaries: power series expansion; Cauchy estimates; Morera’s theorem (converse of Cauchy: continuous + vanishing triangle integrals \(\Rightarrow\) holo); mean value property over circles.

Winding numbers and general Cauchy

For closed rectifiable \(\gamma\) and \(a\notin\gamma\), $$ n(\gamma,a)=\frac{1}{2\pi i}\int_\gamma\frac{dz}{z-a}\in\mathbb{Z}. $$ Global Cauchy formula: \(f\) holo on \(U\), \(\gamma\) homologous to \(0\) in \(U\) (winding \(0\) about all points of \(U^c\)): $$ n(\gamma,a)f(a)=\frac{1}{2\pi i}\int_\gamma\frac{f(z)}{z-a}\,dz. $$ Homology version packages multiply connected domains (annuli, keyholes).

Estimates and applications

Tool Use
ML / length estimates vanishing of arcs as \(R\to\infty\), \(\varepsilon\to 0\)
Jordan lemma semicircle integrals of \(e^{iaz}Q(z)\)
Differentiation under integral parametric integrals remain holo

See it

Poisson kernel / Schwarz formula. Recover holo function on \(\mathbb{D}\) from boundary values of real part: Cauchy formula + conjugate. Links to harmonic functions (\(u=\operatorname{Re}f\) is harmonic; local converse on simply connected domains).

Holomorphic functional calculus. For Banach algebra element \(a\), \(f(a)=\frac{1}{2\pi i}\int_\Gamma f(z)(z-a)^{-1}dz\) — same Cauchy formula, operator-valued.

Check

Why \(\int_{\|z\|=1}z^n\,dz=0\) for \(n\neq -1\) integer, and \(2\pi i\) for \(n=-1\)?

Parametrize \(z=e^{it}\), \(dz=ie^{it}dt\); integrate \(e^{i(n+1)t}\) over \([0,2\pi]\). Only \(n=-1\) survives. Laurent coefficient reading.

Show Morera \(\Rightarrow\) holomorphicity: outline.

Vanishing on triangles \(\Rightarrow\) local primitives via integrating from basepoint in a disk (Goursat/Cauchy construction) \(\Rightarrow\) \(F\) holo with \(F'=f\) \(\Rightarrow\) \(f\) holo (derivative of holo is holo — from CIF).

Pitfalls

  • Simple connectedness is essential for “all closed integrals vanish”; on \(\mathbb{C}\setminus\{0\}\), \(\int dz/z=2\pi i\).
  • Continuity of \(f\) on the contour needed for the integral; poles on the path are undefined without principal values.
  • Orientation: standard positive orientation is counterclockwise (region on the left).
  • Homotopy vs homology: in planar domains they are closely related for integration of holo forms; higher dim differs.

Refs

  • Ahlfors, Complex Analysis
  • Conway, Functions of One Complex Variable
  • Rudin, Real and Complex Analysis

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