Integration Flashcards
Path
A path @ us a continuous function from an interval [a , b] of real number to (C.
Initial point - (@(a))
Final point - (@ (b))
Closed path
A path @ : [a, b] -> (C is said to be closed if @(a) = @(b)
Simple path
A path @ : [a , b] -> (C is said to be simple if @(s) =/ @(t) when s=/t, except perhaps if s=a and t=b.
Join
Suppose that @1 : [a , b] -> (C and @2 : [ b, c ] -> (C are paths such that the final point of @1 is the initial point of @2, that is @1(b) = @2(b)
The join @1 + @2 of @1 and @2 is the path
@1 + @2(t) = { @1 when a=< t =< b
@2 when b=
Reverse path
Suppose that @ : [a ,b] -> (C is a path. The reverse path @* : [a, b] -> (C of @ is given by
@(a + b -t) where a=
Derivative of @
Suppose that @ : [a , b] -> (C is a path and that @ = c + di, where c, d: [a ,b ] -> |R. Then we define
@’(t) = c’(t) + i d’(t)
provided that c’(t) and d’(t) exist.
Smooth path
We say @ is smooth if all derivative of @ exist in [a,b] and @’(t) =/ 0 for all t e (a,b)
Contour
A contour is the join of finitely many smooth paths
Piecewise differentiable
A function from an interval into |R or (C that is differentiable except at finitely many points.
Jordan curve theorem
If @ : [a,b] -> (C is a simple closed path, the the complement of the range {@(t) : t e [a, b]} of @ is the union of two disjoint domains.
One of these, called the interior of @ and written Int(@) is bounded.
The other, called the exterior of @ and written Ext(@), is unbounded.
Standard orientation
The standard orientation of @ is such that the interior is always on our left (anticlockwise)
Integral of C
Suppose that A, B : [a,b] -> |R are real valued functions, and that C: [a,b] -> (C is given by C=A + iB. We define
Integral (from a to b) C(t) .dt = Integral (from a to b) A(t) .dt + i Integral (from a to b) B(t). dt
Path integral / Contour integral
Given a contour @: [a,b] -> (C and a continuous function f defined on the range of @, we define the path integral or contour integral Integral (over @) f(z) by
Integral (over @) f(z) .dz = Integral (from a to b) f(@(t))@’(t) . dt
Properties of contour integrals
(1) Integral (over @) ( $1 f1(z) + $2 f2(z) ) = $1 Integral (over @) (f1(z) .dz) + $2 Integral (over @) (f2(z) .dz
(2) Integral (over @*) (f(z)) = Integral (over @) f(-z)
(3) Integral (@1 + @2) (f(z) = Integral (over @1) f(z) + Integral (over @2) f(z)
Composition property
If @1 : [a, b] -> (C and @2 : [ c, d ] -> (C are contours and there is a continuous piecewise differentiable function # : [a,b] -> [c,d] such that #(a) = c and #(b) =d, and @1 = @2 . #, then
Integral (over @1) f(z) = Integral (over @2) f(z)
Oriented curve
An oriented curve is the range of a path and the associated direction of movement along it, given by €
The ML Lemma
Suppose that € is a contour, and that f is continuous function whose domain includes €. Then
| Integral (over €) f(z) . dz | =< ML,
where M is an upper bound for f on € and L is the length of €.
Cauchy- Goursat Theorem
Suppose that % is a simply closed domain in (C, that f e H(%) and that @ is a simply closed contour in %.Then
Integral (over @) f(z) . dz =0.
Independence of contours of certain contour integrals
Suppose that % is a simply closed connected domain in (C, that f e H(%) and that €1 and €2 are simple curves with the same initial point p and the same final point q. Then
Integral (over €1) f(z) .dz = Integral (over €2) f(z) .d(z)
Existence of primitives
Suppose that % is a simply connected domain in (C, and f e H (%). Then there exists a function F e H(%) such that F’ = f and for any simple contour € in %,
Integral (over €) f(z) dz = F(q) -F(p)
where p and q are the initial and final points of €.
Existence of primitives continued…
If F1 is another function such that F1’ = f, then F1-F is a constant and
Integral (over €) f(z) dz = F1(q) - F1(p)
Primitives
We call the function F such that F’ = f a primitive or an anti - derivate of f.
Importance of the Cauchy- Goursat Theorem
enables us to show that a holomorphic function in a domain % has continuous partial derivatives and is infinitely differentiable.
Lemma on contour integrals
Suppose that % is a simply connected domain, that zo e %, and that f e H(%/{zo}). If €1 and €2 are simple closed contours with the standard orientation and zo e Int(€1) n Int ( €2) then
Integral (over €1) f(z) dz = Integral (over €2) f(z) dz
Cauchy’s Integral Formula
Suppose that % is a simply connected domain in (C, the f e H(%), that € is a simple closed contour in % and that w e Int(€). Then
f(w) = 1 / 2Pii Integral (over €) f(z) / (z - w) .dz
Enables us to compute integrals without actually integrating.
Cauchy’s Integral Formula for power series
Suppose that f e H(B(zo, R)) and that € is a simple closed contour such that zo e Int (€). Then
f(w) = SUM (from n=0, to inf) cn(w-zo)^n for all w e B(zo, R)
where cn = 1/ 2Pii Integral (over €) f(z) / (z - zo)^(n+1) .dz
=( f^(n) (zo) )/ n!