One use for contour integrals is the evaluation of integrals along the real line that are not readily found by using only real variable methods. It also has various applications in physics.[5]
Contour integration methods include:
direct integration of acomplex-valued function along a curve in the complex plane
Incomplex analysis, acontour is a type of curve in thecomplex plane. In contour integration, contours provide a precise definition of thecurves on which an integral may be suitably defined. Acurve in the complex plane is defined as acontinuous function from aclosed interval of thereal line to the complex plane:.
This definition of a curve coincides with the intuitive notion of a curve, but includes a parametrization by a continuous function from a closed interval. This more precise definition allows us to consider what properties a curve must have for it to be useful for integration. In the following subsections we narrow down the set of curves that we can integrate to include only those that can be built up out of a finite number of continuous curves that can be given a direction. Moreover, we will restrict the "pieces" from crossing over themselves, and we require that each piece have a finite (non-vanishing) continuous derivative. These requirements correspond to requiring that we consider only curves that can be traced, such as by a pen, in a sequence of even, steady strokes, which stop only to start a new piece of the curve, all without picking up the pen.[6]
Contours are often defined in terms of directed smooth curves.[6] These provide a precise definition of a "piece" of a smooth curve, of which a contour is made.
Asmooth curve is a curve with a non-vanishing, continuous derivative such that each point is traversed only once (z is one-to-one), with the possible exception of a curve such that the endpoints match (). In the case where the endpoints match, the curve is called closed, and the function is required to be one-to-one everywhere else and the derivative must be continuous at the identified point (). A smooth curve that is not closed is often referred to as a smooth arc.[6]
Theparametrization of a curve provides a natural ordering of points on the curve: comes before if. This leads to the notion of adirected smooth curve. It is most useful to consider curves independent of the specific parametrization. This can be done by consideringequivalence classes of smooth curves with the same direction. Adirected smooth curve can then be defined as an ordered set of points in the complex plane that is the image of some smooth curve in their natural order (according to the parametrization). Note that not all orderings of the points are the natural ordering of a smooth curve. In fact, a given smooth curve has only two such orderings. Also, a single closed curve can have any point as its endpoint, while a smooth arc has only two choices for its endpoints.
Contours are the class of curves on which we define contour integration. Acontour is a directed curve which is made up of a finite sequence of directed smooth curves whose endpoints are matched to give a single direction. This requires that the sequence of curves be such that the terminal point of coincides with the initial point of for all such that . This includes all directed smooth curves. Also, a single point in the complex plane is considered a contour. The symbol is often used to denote the piecing of curves together to form a new curve. Thus we could write a contour that is made up of curves as
Thecontour integral of acomplex function is a generalization of the integral for real-valued functions. Forcontinuous functions in thecomplex plane, the contour integral can be defined in analogy to theline integral by first defining the integral along a directed smooth curve in terms of an integral over a real valued parameter. A more general definition can be given in terms of partitions of the contour in analogy with thepartition of an interval and theRiemann integral. In both cases the integral over a contour is defined as the sum of the integrals over the directed smooth curves that make up the contour.
To define the contour integral in this way one must first consider the integral, over a real variable, of a complex-valued function. Let be a complex-valued function of a real variable,. The real and imaginary parts of are often denoted as and, respectively, so thatThen the integral of the complex-valued function over the interval is given by
Now, to define the contour integral, let be acontinuous function on thedirected smooth curve. Let be any parametrization of that is consistent with its order (direction). Then the integral along is denotedand is given by[6]
This definition is well defined. That is, the result is independent of the parametrization chosen.[6] In the case where the real integral on the right side does not exist the integral along is said not to exist.
The generalization of theRiemann integral to functions of a complex variable is done in complete analogy to its definition for functions from the real numbers. The partition of a directed smooth curve is defined as a finite, ordered set of points on. The integral over the curve is the limit of finite sums of function values, taken at the points on the partition, in the limit that the maximum distance between any two successive points on the partition (in the two-dimensional complex plane), also known as the mesh, goes to zero.
Direct methods involve the calculation of the integral through methods similar to those in calculating line integrals in multivariate calculus. This means that we use the following method:
parametrizing the contour
The contour is parametrized by a differentiable complex-valued function of real variables, or the contour is broken up into pieces and parametrized separately.
substitution of the parametrization into the integrand
Substituting the parametrization into the integrand transforms the integral into an integral of one real variable.
direct evaluation
The integral is evaluated in a method akin to a real-variable integral.
A fundamental result in complex analysis is that the contour integral of1/z is2πi, where the path of the contour is taken to be theunit circle traversed counterclockwise (or any positively orientedJordan curve about 0). In the case of the unit circle there is a direct method to evaluate the integral
In evaluating this integral, use the unit circle|z| = 1 as a contour, parametrized byz(t) =eit, witht ∈ [0, 2π], thendz/dt =ieit and
which is the value of the integral. This result only applies to the case in which z is raised to power of -1. If the power is not equal to -1, then the result will always be zero.
Applications of integral theorems are also often used to evaluate the contour integral along a contour, which means that the real-valued integral is calculated simultaneously along with calculating the contour integral.
The contour is chosen so that the contour follows the part of the complex plane that describes the real-valued integral, and also encloses singularities of the integrand so application of theCauchy integral formula orresidue theorem is possible
Application of these integral formulae gives us a value for the integral around the whole of the contour.
division of the contour into a contour along the real part and imaginary part
The whole of the contour can be divided into the contour that follows the part of the complex plane that describes the real-valued integral as chosen before (call itR), and the integral that crosses the complex plane (call itI). The integral over the whole of the contour is the sum of the integral over each of these contours.
demonstration that the integral that crosses the complex plane plays no part in the sum
If the integralI can be shown to be zero, or if the real-valued integral that is sought is improper, then if we demonstrate that the integralI as described above tends to 0, the integral alongR will tend to the integral around the contourR +I.
conclusion
If we can show the above step, then we can directly calculateR, the real-valued integral.
To evaluate this integral, we look at the complex-valued function
which hassingularities ati and−i. We choose a contour that will enclose the real-valued integral, here a semicircle with boundary diameter on the real line (going from, say,−a toa) will be convenient. Call this contourC.
There are two ways of proceeding, using theCauchy integral formula or by the method of residues:
Since the only singularity in the contour is the one at i, then we can write
which puts the function in the form for direct application of the formula. Then, by using Cauchy's integral formula,
We take the first derivative, in the above steps, because the pole is a second-order pole. That is,(z −i) is taken to the second power, so we employ the first derivative off(z). If it were(z −i) taken to the third power, we would use the second derivative and divide by2!, etc. The case of(z −i) to the first power corresponds to a zero order derivative—justf(z) itself.
We need to show that the integral over the arc of the semicircle tends to zero asa → ∞, using theestimation lemma
whereM is an upper bound on|f(z)| along the arc andL the length of the arc. Now,So
As an aside, a question can arise whether we do not take the semicircle to include theother singularity, enclosing−i. To have the integral along the real axis moving in the correct direction, the contour must travel clockwise, i.e., in a negative direction, reversing the sign of the integral overall.
This does not affect the use of the method of residues by series.
(which arises inprobability theory as a scalar multiple of thecharacteristic function of theCauchy distribution) resists the techniques of elementarycalculus. We will evaluate it by expressing it as a limit of contour integrals along the contourC that goes along thereal line from−a toa and then counterclockwise along a semicircle centered at 0 froma to−a. Takea to be greater than 1, so that theimaginary uniti is enclosed within the curve. The contour integral is
Sinceeitz is anentire function (having nosingularities at any point in the complex plane), this function has singularities only where the denominatorz2 + 1 is zero. Sincez2 + 1 = (z +i)(z −i), that happens only wherez =i orz = −i. Only one of those points is in the region bounded by this contour. Theresidue off(z) atz =i is
Certain substitutions can be made to integrals involvingtrigonometric functions, so the integral is transformed into a rational function of a complex variable and then the above methods can be used in order to evaluate the integral.
As an example, consider
We seek to make a substitution ofz =eit. Now, recalland
TakingC to be the unit circle, we substitute to get:
The singularities to be considered are at LetC1 be a small circle about andC2 be a small circle about Then we arrive at the following:
Example 3a – trigonometric integrals, the general procedure
The above method may be applied to all integrals of the type
whereP andQ are polynomials, i.e. a rational function in trigonometric terms is being integrated. Note that the bounds of integration may as well beπ and −π, as in the previous example, or any other pair of endpoints 2π apart.
The trick is to use the substitutionz =eit wheredz =ieit dt and hence
This substitution maps the interval[0, 2π] to the unit circle. Furthermore,andso that a rational functionf(z) inz results from the substitution, and the integral becomeswhich is in turn computed by summing the residues off(z)1/iz inside the unit circle.
The image at right illustrates this forwhich we now compute. The first step is to recognize that
The substitution yields
The poles of this function are at1 ±√2 and−1 ±√2. Of these,1 +√2 and−1 −√2 are outside the unit circle (shown in red, not to scale), whereas1 −√2 and−1 +√2 are inside the unit circle (shown in blue). The corresponding residues are both equal to−i√2/16, so that the value of the integral is
We can use the Cauchy integral formula or residue theorem again to obtain the relevant residues. However, the important thing to note is thatz1/2 =e(Logz)/2, soz1/2 has abranch cut. This affects our choice of the contourC. Normally the logarithm branch cut is defined as the negative real axis, however, this makes the calculation of the integral slightly more complicated, so we define it to be the positive real axis.
Then, we use the so-calledkeyhole contour, which consists of a small circle about the origin of radiusε say, extending to a line segment parallel and close to the positive real axis but not touching it, to an almost full circle, returning to a line segment parallel, close, and below the positive real axis in the negative sense, returning to the small circle in the middle.
Note thatz = −2 andz = −4 are inside the big circle. These are the two remaining poles, derivable by factoring the denominator of the integrand. The branch point atz = 0 was avoided by detouring around the origin.
Letγ be the small circle of radiusε,Γ the larger, with radiusR, then
It can be shown that the integrals overΓ andγ both tend to zero asε → 0 andR → ∞, by an estimation argument above, that leaves two terms. Now sincez1/2 =e(Logz)/2, on the contour outside the branch cut, we have gained 2π in argument alongγ. (ByEuler's identity,eiπ represents theunit vector, which therefore hasπ as its log. Thisπ is what is meant by the argument ofz. The coefficient of1/2 forces us to use 2π.) So
Therefore:
By using the residue theorem or the Cauchy integral formula (first employing the partial fractions method to derive a sum of two simple contour integrals) one obtains
This section treats a type of integral of whichis an example.
To calculate this integral, one uses the functionand the branch of the logarithm corresponding to−π < argz ≤ π.
We will calculate the integral off(z) along the keyhole contour shown at right. As it turns out this integral is a multiple of the initial integral that we wish to calculate and by the Cauchy residue theorem we have
LetR be the radius of the large circle, andr the radius of the small one. We will denote the upper line byM, and the lower line byN. As before we take the limit whenR → ∞ andr → 0. The contributions from the two circles vanish. For example, one has the following upper bound with theML lemma:
In order to compute the contributions ofM andN we setz = −x +iε onM andz = −x −iε onN, with0 <x < ∞:
which gives
Example 6 – logarithms and the residue at infinity
We will constructf(z) so that it has a branch cut on[0, 3], shown in red in the diagram. To do this, we choose two branches of the logarithm, settingand
The cut ofz3⁄4 is therefore(−∞, 0] and the cut of(3 −z)1/4 is(−∞, 3]. It is easy to see that the cut of the product of the two, i.e.f(z), is[0, 3], becausef(z) is actually continuous across(−∞, 0). This is because whenz = −r < 0 and we approach the cut from above,f(z) has the value
When we approach from below,f(z) has the value
But
so that we have continuity across the cut. This is illustrated in the diagram, where the two black oriented circles are labelled with the corresponding value of the argument of the logarithm used inz3⁄4 and(3 −z)1/4.
We will use the contour shown in green in the diagram. To do this we must compute the value off(z) along the line segments just above and just below the cut.
Letz =r (in the limit, i.e. as the two green circles shrink to radius zero), where0 ≤r ≤ 3. Along the upper segment, we find thatf(z) has the valueand along the lower segment,
It follows that the integral off(z)/5 −z along the upper segment is−iI in the limit, and along the lower segment,I.
If we can show that the integrals along the two green circles vanish in the limit, then we also have the value ofI, by theCauchy residue theorem. Let the radius of the green circles beρ, whereρ < 0.001 andρ → 0, and apply theML inequality. For the circleCL on the left, we find
Similarly, for the circleCR on the right, we have
Now using theCauchy residue theorem, we havewhere the minus sign is due to the clockwise direction around the residues. Using the branch of the logarithm from before, clearly
The pole is shown in blue in the diagram. The value simplifies to
We use the following formula for the residue at infinity:
Substituting, we findandwhere we have used the fact that−1 =eπi for the second branch of the logarithm. Next we apply the binomial expansion, obtaining
The conclusion is that
Finally, it follows that the value ofI iswhich yields
Using theresidue theorem, we can evaluate closed contour integrals. The following are examples on evaluating contour integrals with the residue theorem.
Using the residue theorem, let us evaluate this contour integral.
Recall that the residue theorem states
where is the residue of, and the are the singularities of lying inside the contour (with none of them lying directly on).
has only one pole,. From that, we determine that theresidue of to be
Incomplex analysis, an integral representation expresses a function as a contour integral in the complex plane. Such representations are central to the theory ofholomorphic functions and are closely tied to the fundamental theorems of complex integration.
Where is a function holomorphic on and inside the simple closed contour, is a point inside, and is the variable of integration. This formula shows that the values of inside the contour are determined by its values along the contour.