contour integration

In the mathematical field of complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex plane.

Contour integration is closely related to the calculus of residues, 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.

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; and
* 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: .

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.

Directed smooth curves

Contours are often defined in terms of directed smooth curves. These provide a precise definition of a "piece" of a smooth curve, of which a contour is made.

A smooth curve is a curve with a non-vanishing, continuous derivative such that each point is traversed only once ( 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.

The parametrization of a curve provides a natural ordering of points on the curve: comes before if . 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 be such that the terminal point of coincides with the initial point of , . 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
$\Gamma = \gamma_1 + \gamma_2 + \cdots + \gamma_n.$

Contour integrals

The contour integral of a complex function 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 be a complex-valued function of a real variable, . The real and imaginary parts of are often denoted as and , respectively, so that
$f(t) = u(t) + iv(t).$
Then the integral of the complex-valued function over the interval is given by
$\begin \int_a^b f(t) \, dt &= \int_a^b \big( u(t) + i v(t) \big) \, dt \\ &= \int_a^b u(t) \, dt + i \int_a^b v(t) \, dt. \end$

Let be a continuous function on the directed smooth curve . Let be any parametrization of that is consistent with its order (direction). Then the integral along is denoted
$\int_\gamma f(z)\, dz\,$
and is given by
$\int_\gamma f(z) \, dz = \int_a^b f\big(\gamma(t)\big) \gamma'(t) \, dt.$

This definition is well defined. That is, the result is independent of the parametrization chosen. In the case where the real integral on the right side does not exist the integral along 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 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

Direct methods involve the calculation of the integral by means of 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.

Example

A fundamental result in complex analysis is that the contour integral of is , 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
$\oint_C \frac\,dz.$

In evaluating this integral, use the unit circle as a contour, parametrized by , with , then and
$\oint_C \frac\,dz = \int_0^ \frac ie^\,dt = i\int_0^ 1 \, dt = i \, t\Big, _0^ = \left(2\pi-0\right)i = 2\pi i.$

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 w