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Contour integration

In the mathematical field of complex


analysis, contour integration is a method
of evaluating certain integrals along paths
in the complex plane.[1][2][3]

Contour integration is closely related to


the calculus of residues,[4] a method of
complex analysis.
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.[5]

Contour integration methods include

direct integration of a complex-valued


function along a curve in the complex
plane (a contour)
application of the Cauchy integral
formula
application of the residue theorem

One method can be used, or a


combination of these methods, or various
limiting processes, for the purpose of
finding these integrals or sums.

Curves in the complex plane


In complex analysis a contour is a type of
curve in the complex plane. In contour
integration, contours provide a precise
definition of the curves on which an
integral may be suitably defined. A curve in
the complex plane is defined as a
continuous function from a closed interval
of the real line to the complex plane:
z : [a, b] → C.
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 only stop to start a new
piece of the curve, all without picking up
the pen.[6]

Directed smooth curves …

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.
A smooth curve is a curve z : [a, b] → C
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 (z(a) = z(b)). 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 (z′(a) = z′(b)). A smooth
curve that is not closed is often referred to
as a smooth arc.[6]
The parametrization of a curve provides a
natural ordering of points on the curve:
z(x) comes before z(y) if x < y. This leads
to the notion of a directed smooth curve.
It is most useful to consider curves
independent of the specific
parametrization. This can be done by
considering equivalence classes of
smooth curves with the same direction. A
directed 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 …

Contours are the class of curves on which


we define contour integration. A contour 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 γ1,…,γn be such that
the terminal point of γi coincides with the
initial point of γi+1, ∀ i, 1 ≤ i < n. 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 Γ that is made up of
n curves as

Contour integrals
The contour integral of a complex function
f : C → C is a generalization of the integral
for real-valued functions. For continuous
functions in the complex plane, the
contour integral can be defined in analogy
to the line 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 the partition of an
interval and the Riemann 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.

For continuous functions …

To define the contour integral in this way


one must first consider the integral, over a
real variable, of a complex-valued function.
Let f : R → C be a complex-valued function
of a real variable, t. The real and imaginary
parts of f are often denoted as u(t) and
v(t), respectively, so that
Then the integral of the complex-valued
function f over the interval [a, b] is given
by

Let f : C → C be a continuous function on


the directed smooth curve γ. Let z : R → C
be any parametrization of γ that is
consistent with its order (direction). Then
the integral along γ is denoted
and 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 γ is said
not to exist.

As a generalization of the Riemann …


integral

The generalization of the Riemann 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 γ is
defined as a finite, ordered set of points on
γ. 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
Direct methods involve the calculation of
the integral by means of methods similar
to those in calculating line integrals in
several-variable 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.

Example …

A fundamental result in complex analysis


is that the contour integral of 1z is 2πi,
where the path of the contour is taken to
be the unit circle traversed
counterclockwise (or any positively
oriented Jordan 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
by z(t) = eit, with t ∈ [0, 2π], then dz
dt
= ieit

and

which is the value of the integral.


Applications of integral
theorems
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.

Integral theorems such as the Cauchy


integral formula or residue theorem are
generally used in the following method:

a specific contour is chosen:


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 the Cauchy integral
formula or residue theorem is
possible
application of Cauchy's integral theorem
The integral is reduced to only an
integration around a small circle
about each pole.
application of the Cauchy integral
formula or residue theorem
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 it R), and the
integral that crosses the complex
plane (call it I). 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 integral I can be shown to be
zero, or if the real-valued integral that
is sought is improper, then if we
demonstrate that the integral I as
described above tends to 0, the
integral along R will tend to the
integral around the contour R + I.
conclusion
If we can show the above step, then
we can directly calculate R, the real-
valued integral.
Example 1 …

Consider the integral

To evaluate this integral, we look at the


complex-valued function

which has singularities at i 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 to a) will be convenient. Call
this contour C.

There are two ways of proceeding, using


the Cauchy integral formula or by the
method of residues:

Using the Cauchy integral formula …

Note that:

thus
Furthermore, observe that

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 of
f(z). If it were (z − i) taken to the third
power, we would use the second derivative
and divide by 2!, etc. The case of (z − i) to
the first power corresponds to a zero order
derivative—just f(z) itself.

We need to show that the integral over the


arc of the semicircle tends to zero as
a → ∞, using the estimation lemma

where M is an upper bound on |f(z)|


along the arc and L the length of the arc.
Now,

So

Using the method of residues …


Consider the Laurent series of f(z) about i,
the only singularity we need to consider.
We then have

(See the sample Laurent calculation from


Laurent series for the derivation of this
series.)

It is clear by inspection that the residue is


− 4i , so, by the residue theorem, we have
Thus we get the same result as before.

Contour note …

As an aside, a question can arise whether


we do not take the semicircle to include
the other 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.
Example 2 – Cauchy distribution …

The integral

(which arises in
probability theory as a
scalar multiple of the
characteristic function of the Cauchy
distribution) resists the techniques of
elementary calculus. We will evaluate it by
expressing it as a limit of contour integrals
along the contour C that goes along the
real line from −a to a and then
counterclockwise along a semicircle
centered at 0 from a to −a. Take a to be
greater than 1, so that the imaginary unit i
is enclosed within the curve. The contour
integral is

Since eitz is an entire function (having no


singularities at any point in the complex
plane), this function has singularities only
where the denominator z2 + 1 is zero.
Since z2 + 1 = (z + i)(z − i), that happens
only where z = i or z = −i. Only one of
those points is in the region bounded by
this contour. The residue of f(z) at z = i is

According to the residue theorem, then, we


have

The contour C may be split into a "straight"


part and a curved arc, so that
and thus

It can be shown that if t > 0 then

Therefore, if t > 0 then

A similar argument with an arc that winds


around −i rather than i shows that if t < 0
then
and finally we have this:

(If t = 0 then the integral yields


immediately to real-valued calculus
methods and its value is π.)

Example 3 – trigonometric integrals …

Certain substitutions can be made to


integrals involving trigonometric 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 of z = eit.


Now, recall

and
Taking C to be the unit circle, we substitute
to get:
The singularities to be considered are at
Let C1 be a small circle about

and C2 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

where P and Q are polynomials, i.e. a


rational function in trigonometric terms is
being integrated. Note that the bounds of
integration may as well be π and −π, as in
the previous example, or any other pair of
endpoints 2π apart.

The trick is to use the substitution z = eit


where dz = ieit dt and hence

This substitution maps the interval [0, 2π]


to the unit circle. Furthermore,

and
so that a rational function f(z) in z results
from the substitution, and the integral
becomes

which is in turn computed by summing the


1
residues of f(z) iz inside the unit circle.

The image at right


illustrates this for
which we now compute. The first step is to
recognize that

The substitution yields

The poles of this function are at 1 ± √2


and −1 ± √2. Of these, 1 + √2 and −1 − √2
are outside the unit circle (shown in red,
not to scale), whereas 1 − √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

Example 4 – branch cuts …

Consider the real integral

We can begin by formulating the complex


integral
We can use the Cauchy
integral formula or residue
theorem again to obtain the
relevant residues. However,
the important thing to note is that
1⁄ 1⁄ Log z, 1⁄
z =e
2 2 so z has a branch cut. This
2

affects our choice of the contour C.


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-called keyhole
contour, which consists of a small circle
about the origin of radius ε 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 that z = −2 and z = −4 are inside the


big circle. These are the two remaining
poles, derivable by factoring the
denominator of the integrand. The branch
point at z = 0 was avoided by detouring
around the origin.

Let γ be the small circle of radius ε, Γ the


larger, with radius R, then

It can be shown that the integrals over Γ


and γ both tend to zero as ε → 0 and
R → ∞, by an estimation argument above,
that leaves two terms. Now since
1⁄ 1⁄ Log z,
z =e
2 2 on the contour outside the
branch cut, we have gained 2π in
argument along γ. (By Euler's identity, eiπ
represents the unit vector, which therefore
has π as its log. This π is what is meant by
the argument of z. The coefficient of 12
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

Example 5 – the square of the


logarithm

This section treats a type of integral of


which
is an example.

To calculate this
integral, one uses the function

and the branch of the logarithm


corresponding to −π < arg z ≤ π.

We will calculate the integral of f(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

Let R be the radius of the large circle, and


r the radius of the small one. We will
denote the upper line by M, and the lower
line by N. As before we take the limit when
R → ∞ and r → 0. The contributions from
the two circles vanish. For example, one
has the following upper bound with the
ML lemma:

In order to compute the contributions of M


and N we set z = −x + iε on M and
z = −x − iε on N, with 0 < x < ∞:
which gives
Example 6 – logarithms and the
residue at infinity

We seek to evaluate

This requires a close study of

We will construct f(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, setting

and

3⁄
The cut of z is therefore (−∞, 0] and the
4

1⁄
cut of (3 − z) is (−∞, 3]. It is easy to see
4

that the cut of the product of the two, i.e.


f(z), is [0, 3], because f(z) is actually
continuous across (−∞, 0). This is because
when z = −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
3⁄ 1⁄
of the logarithm used in z and (3 − z) .
4 4

We will use the contour shown in green in


the diagram. To do this we must compute
the value of f(z) along the line segments
just above and just below the cut.

Let z = r (in the limit, i.e. as the two green


circles shrink to radius zero), where
0 ≤ r ≤ 3. Along the upper segment, we
find that f(z) has the value

and along the lower segment,


It follows that the integral of 5f(z)
−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 of I, by the Cauchy
residue theorem. Let the radius of the
green circles be ρ, where ρ < 0.001 and
ρ → 0, and apply the ML inequality. For
the circle CL on the left, we find
Similarly, for the circle CR on the right, we
have

Now using the Cauchy residue theorem,


we have
where 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 find

and

where 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 of I is

which yields
Evaluation with residue
theorem
Using the residue theorem, we can
evaluate closed contour integrals. The
following are examples on evaluating
contour integrals with the residue
theorem.

Using the residue theorem, let's evaluate


this contour integral.

As a refresher, the residue theorem states


where is the residue of .

has only one pole, . From that, we


can determine the residue of to be
Thus, using the residue theorem, we can
determine:

Multivariable Contour
Integrals
To solve multivariable contour integrals
(i.e. surface integrals, complex volume
integrals, and higher order integrals), we
must use the divergence theorem. For
right now, let be interchangeable with
. These will both serve as the
divergence of the vector field denoted as
. This theorem states:

In addition, we also need to evaluate


where is an alternate
notation of . The Divergence of
any dimension can be described as
Example 1 …

Let the vector field


and
be bounded by the following

The corresponding double contour integral


would be set up as such:
We now evaluate . While we're at it,
let's set up the corresponding triple
integral:
Example 2 …
For example, let the vector field
, and is the
fourth dimension. Let this vector field be
bounded by the following:

To evaluate this, we must utilize the


divergence theorem as stated before, and
we must evaluate . For right now, let
Thus, we can evaluate a contour integral of
the fourth dimension.

Integral representation
This section needs expansion.
Learn more

An integral representation of a function is


an expression of the function involving a
contour integral. Various integral
representations are known for many
special functions. Integral representations
can be important for theoretical reasons,
e.g. giving analytic continuation or
functional equations, or sometimes for
numerical evaluations.

Hankel's contour

For example, the original definition of the


Riemann zeta function ζ(s) via a Dirichlet
series,
is valid only for Re(s) > 1. But

where the integration is done over the


Hankel contour H, is valid for all complex s
not equal to 1.

See also
Residue (complex analysis)
Cauchy principal value
Poisson integral
Pochhammer contour

References
1. Stalker, John (1998). Complex
Analysis: Fundamentals of the
Classical Theory of Functions .
Springer. p. 77. ISBN 0-8176-4038-X.
2. Bak, Joseph; Newman, Donald J.
(1997). "Chapters 11 & 12". Complex
Analysis . Springer. pp. 130–156.
ISBN 0-387-94756-6.
3. Krantz, Steven George (1999).
"Chapter 2". Handbook of Complex
Variables . Springer. ISBN 0-8176-
4011-8.
4. Mitrinović, Dragoslav S.; Kečkić, Jovan
D. (1984). "Chapter 2". The Cauchy
Method of Residues: Theory and
Applications . Springer. ISBN 90-277-
1623-4.
5. Mitrinović, Dragoslav S.; Kečkić, Jovan
D. (1984). "Chapter 5". The Cauchy
Method of Residues: Theory and
Applications . ISBN 90-277-1623-4.
6. Saff, Edward B.; Snider, Arthur David
(2003). "Chapter 4". Fundamentals of
Complex Analysis with Applications to
Engineering, Science, and
Mathematics (3rd ed.). ISBN 0-1390-
7874-6.

Further reading
Titchmarsh, E. C. (1939), The Theory of
Functions (2nd ed.), Oxford University
Press, ISBN 0-19-853349-7
Jean Jacquelin, Marko Riedel, Branche
univalente , Les-Mathematiques.net, in
French.
Marko Riedel et al., Problème
d'intégrale , Les-Mathematiques.net, in
French.
Marko Riedel et al., Integral by residue ,
math.stackexchange.com.
W W L Chen, Introduction to Complex
Analysis
Various authors, sin límites ni cotas ,
es.ciencia.matematicas, in Spanish.

External links
Hazewinkel, Michiel, ed. (2001) [1994],
"Complex integration, method of" ,
Encyclopedia of Mathematics, Springer
Science+Business Media B.V. / Kluwer
Academic Publishers, ISBN 978-1-
55608-010-4
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