Math 425

Fall 2005

Greens Theorem, Cauchys Theorem, Cauchys Formula

These notes supplement the discussion of real line integrals and Greens Theorem presented in 1.6 of our text, and they discuss applications to Cauchys Theorem and Cauchys Formula (2.3). 1. Real line integrals. Our standing hypotheses are that : [a, b] R2 is a piecewise smooth curve in R2 , and both u and v are real-valued functions dened on an open subset of R2 that contains ([a, b]). Well suppose further that u and v have continuous rst partial derivatives on this open set. Lets write x(t) = Re (t) and y (t) = Im (t), so is described by the (real) parametric equations: x = x(t), y = y (t), t [a, b]. Example 1. The unit circle, which weve been describing by the complex equation (t) = eit , t [0, 2 ] is, equivalently described by real parametric equations x = Re eit = cos t, y = Im eit = sin t,
b

t [0, 2 ].

Denition.

u dx + v dy =

def

[u(x(t), y (t))x (t) + v (x(t), y (t))y (t)] dt.

t=a

In other words, just as with complex line integrals, you just substitute the parameterization of the curve into the symbols in the left-hand integral to dene an ordinary Riemann integral on the right. Example 2. Let be the quarter of the unit circle in the rst quadrant, from 1 to (1 + i)/ 2. Compute y dx + x dy . Solution. Parameterize , say by x = cos t, y = sin t, Thus dx = sin t dt and dy = cos t dt, so
/4

0 t /4.

y dx + x dy =

def

( sin2 t + cos2 t) dt
t=0 /4

=
t=0

cos 2t dt = 1 [sin sin 0] 2 2 1 2 1

1 /4 sin 2t|0 2

= =

Physical interpretation. Recall from Calculus III that if F = ui + v j is a force eld dened on , and we write dR = dxi + dy j, then F dR can be though of as the work done in by the force eld in pushing a particle over through a displacement dR, and u dx + v dy =

F dR

is then the work done by F in pushing a particle over all of . 2. Real vs. Complex line integrals. The complex line integrals we studied in 1.6 can be expressed in terms of the real ones discussed above. Heres how: Suppose is a piecewise smooth curve in C and f is a complex-valued function that is continuous on an open set that contains . Suppose further that f has continuous rst partial derivatives on this open set. Write f = u + iv where u = Re f and v = Im f , so both u and v are real-valued functions that are continuous and have continuous rst partials on some open set containing . Now proceeding formally (meaning: without trying to make sense out of what were doing), we have: z = x + iy , so dz = dx + idy , hence f (z ) dz = (u + iv )(dx + idy ) = u dx v dy + i(v dx + u dy ) so (1)

f (z ) dz =

(u + iv )(dx + idy ) =

u dx v dy + i

v dx + u dy

Proof of (1). has a complex parameterization z = (t) = x(t) + iy (t), t [a, b], for which the corresponding real parameterization is x = x(t), y = y (t), Now just sort through denitions:
b

t [a, b].

f (z ) dz =

def

f ( (t)) (t) dt
t=a b

=
a b

[u(x(t), y (t)) + iv (x(t), y (t))][x (t) + iy (t)] dt

=
a

[u(x(t), y (t))x (t) v (x(t), y (t))y (t)] dt

b

+i
a
def

[v (x(t), y (t))x (t) + u(x(t), y (t))y (t)] dt

u dx v dy + i

v dx + u dy.

3. Greens Theorem. Heres the version you learned in Calc III: Suppose is a domain in R2 whose positively oriented boundary1 is a nite collection of pairwise disjoint2 piecewise continuous simple closed curves. Suppose P and Q are continuous functions dened on a larger open set, which contains both and , and suppose P and Q have continuous rst partial derivatives on this larger open set. Then: (2)

P dx + Q dy =

Q P x y

dx dy

Amusing application. Suppose and are as in the statement of Greens Theorem. Set P (x, y ) 0 and Q(x, y ) = x. Then according to Greens Theorem: x dy =

1 dx dy = area of .

Exercise 1. Find some other formulas for the area of . For example, set Q 0 and P (x, y ) = y . Can you nd one where neither P nor Q is 0? Serious application. Suppose and are as in the statement of Greens Theorem: a bounded domain in the plane and its positively oriented boundary (a nite union of simple, pairwise disjoint, piecewise continuous closed curves). Suppose f is a complex-valued function that is analytic on an open set that contains both and . Then f (z ) dz = 0.

Proof. Well use the real Greens Theorem stated above. For this write f in real and imaginary parts, f = u + iv , and use the result of 2 on each of the curves that makes up the boundary of . The result is: f (z ) dz =
I

u dx v dy +i

v dx + u dy .
II

By Greens Theorem, I=

v u + x y

dx dy

and II =

u v x y

dx dy.

Since f is analytic on , both integrands on the right sides of these equations vanish identically on , hence the integrals are zero. This completes the proof. Example 3. Suppose is the unit circle and p a complex number of modulus > 1. dz Then: = 0. zp Proof. Apply the result above with f (z ) = 1/(z p), = {z : |z | < 1}, = . Then f is analytic on a disc slightly bigger than the unit disc that doesnt contain the point p, say in the disc of radius (1 + |p|)/2, so the hypotheses of the above result are satised, hence so is the conclusion. 4. The Cauchy Integral Theorem. Suppose D is a plane domain and f a complex-valued function that is analytic on D (with f continuous on D). Suppose is a simple closed curve in D whose inside3 lies entirely in D. Then:

f (z ) dz = 0.

Proof. Apply the serious application of Greens Theorem to the special case = the inside of , = , taking the open set containing and to be D. The Cauchy Integral Formula Suppose f is analytic on a domain D (with f continuous on D), and is a simple, closed, piecewise smooth curve whose whose inside also lies in D. Then for every point p inside of : f (p) = 1 2i f (z ) dz. zp

Proof. Fix p lying inside , and let be any positive number small enough so that the disc def = {z : |z p| < } lies entirely inside of .4 Let be the positively oriented boundary of . Let be the domain that lies between and . Note that the positively oriented boundary of is , and that the function g (z ) =
def

f (z ) zp

( D\{p})

is analytic on D\{p}. Now apply the serious application of Greens Theorem proved in the last section to g , with D\{p} playing the role of the open set containing and . The result is: 0 = g (z ) dz = g (z ) dz = g (z ) dz g (z ) dz,

Recall the Jordan Curve Theorem (pp. 56-57): If is a simple closed curve in the plane, then the complement of consists of two disjoint open sets, one of which, called the outside of , is unbounded, while the other, called the inside of , is bounded.

so g (z ) dz =

g (z ) dz, f (z ) dz zp

that is: (3)

f (z ) dz = zp

Lets reduce the right-hand side of (3) to an integral over the real interval [0, 2 ] by the complex parameterization z = (t) = p + eit , 0 t 2 . Then dz = ieit dt and z p = eit , so (4)

f (z ) dz = zp

2 0

f (p + eit ) ieit dt = i eit

f (p + eit ) dt
0

Being dierentiable on , f is continuous there. In particular, f (p + eit ) f (p) as 0, hence

2 2

(5)
0

f (p + eit ) dt
0

f (p) dt = 2f (p)

as 0.5 Now on both sides of (3), take the limit as 0. The left-hand side does not depend on , and on the right we use (4) and (5). The result is: f (z ) dz = 2i f (p) zp

as promised. Example 4. Let be any simple closed curve in the plane, oriented positively, and p a point not on . Then: 1 dz = zp 2i if p is inside of 0 if p is outside of

Proof. The result for p inside is just Cauchys formula for f 1, while for p outside of the function f (z )/(z p) is an analytic function (of z ) on an open set containing both and its inside region. Thus the integral is zero by the Cauchy Theorem.
Here weve interchanged the limit, as 0, with the integral. This requires a separate argument, which well skip.
5

Example 5. Suppose is the unit circle, oriented counter-clockwise (i.e., positively). Then applying Cauchys formula with f (z ) = sin z , we get 2 sin z dz = sin = , 4 2 z /4 while if we take f (z ) = ez , then ez dz = e1/2 z 1/2

Example 6. Find all the possible values of 1 dz z (z 1)

as ranges over all simple, closed, piecewise smooth curves that do not pass through either of the points 0 or 1. Solution. There are only four possibilities: (a) Both 0 and 1 lie outside . Then the integrand is analytic in an open set containing and its inside, hence the integral is zero, by Cauchys Theorem. (b) 0 lies inside and 1 lies outside. Then Cauchys formula can be applied, with f (z ) = 1/(z 1), whereupon the integral is 2if (0) = 2i. (c) 1 lies inside and 0 lies outside. This time apply Cauchys theorem with f (z ) = 1/z . Thus the integral is 2if (1) = 2i. (d) Both 0 and 1 lie inside . Then a partial fraction expansion (which could have been used for parts (a)(c) also) shows: 1 dz = z (z 1) 1 1 + z z1 dz =

1 dz + z

1 dz z1

= 2i + 2i = 0.

(by Example 4)

Exercise 2. Same as Example 6, except now the integral is:

1 dz , and z (z 1)(z 2) ranges through all simple, closed, piecewise smooth curves missing all of the points 0, 1, or 2. 6