Probability and complex function: Unit IV: Complex integration

Complex integration

Line integral, Cauchy's integral theorem

Its value depends upon the path (curve) of integration. But, the value of integral from a to b remains the same, if the different curves from a to b are regular curves.

UNIT - IV

COMPLEX INTEGRATION

Line integral - Cauchy's integral theorem - Cauchy's integral formula - Taylor's and Laurent's series - Singularities - Residues - Residue theorem Application of residue theorem for evaluation of real integrals - Use of circular contour and semicircular contour.

 

 Line integral - Cauchy's integral theorem - Cauchy's integral formula

In case of real variable, the path of integration of  is always along the x-axis, from x = a to x = b. But, in case of a complex function f(z) the path of the definite integral  can be along any curve from z = a to z = b. Its value depends upon the path (curve) of integration. But, the value of integral from a to b remains the same, if the different curves from a to b are regular curves.


CAUCHY'S THEOREM Statement and Application

 

(a) Connected Region :

A connected region is one in which any two points in it can be connected by a curve which lies entirely within the region.


 

(b) Simply connected region.

A curve which does not cross itself is called a simple closed curve.


A curve is called multiple curve, if it crosses itself.

A region in which every closed curve in it, encloses points of the region only is called a simply connected region.

i.e., A region which has no holes is called simply connected region. Otherwise, it is said to be multiply connected.


A multi connected region can be converted into simple connected region by taking one or more cuts.


Region between two concentric circles is an example of multi connected region.

Note (1): Cauchy's Integral theorem is applicable only for a simply connected region R enclosed by a simple curve C.

 

(c) Contour Integral

An integral along a simple closed curve is called a contour integral.

Note (2): In case of closed paths, the positive direction is anti-clockwise.

Note (3): If the direction of C is reversed (Clockwise), the integral changes its sign (i.e.,) 


Note (4): If the contour is divided into two parts i.e., C1 and C2then

 

The evaluation of the line integral of the complex function is reduced to the evaluation of two line integrals of real functions.

Note (5): If C is a point on the arc joining a and b, then



Probability and complex function: Unit IV: Complex integration : Tag: : Line integral, Cauchy's integral theorem - Complex integration