3 Path Integrals

Let D be a domain in C and let p : [a, b] D be a continuous function. Let

p(t) = p
1
(t) + ip
2
(t), where p
1
and p
2
are the real and imaginary parts of p. We
dene

b
a
p(t)dt =

b
a
p
1
(t)dt + i

b
a
p
2
(t)dt.
If
p(t) =
d
dt
q(t)
where q(t) = q
1
(t) + iq
2
(t) is a continuously differentiable function then

b
a
p(t)dt =

b
a
d
dt
q(t)dt
=

b
a
d
dt
q
1
(t)dt + i

b
a
d
dt
q
2
(t)dt
= q
1
(b) q
1
(a) + i(q
2
(b) q
2
(a))
= q(b) q(a)
showing that the fundamental theorem of calculus works as usual if the func-
tion takes complex values.
If p is continuously differentiable, that is, p

(t) exists for all t [a, b] (right-

hand derivative at a and left-hand derivative at b), and t p

(t) is continuous,
then we say that p is a continuously differentiable path.
Denition 3.1. Let D be a domain in C, f : D C a continuous function, and
: [a, b] D a continuously differentiable path. We dene the integral of f along ,
denoted by

f(z)dz, by

f(z)dz =

b
a
f((t))

(t)dt.
Using the chain rule, it is easy to showthat this path integral is independent
of the parametrisation of the path, provided that the direction is preserved: if
t : [c, d] [a, b] is a continuously differentiable bijection with t(c) = a, t(d) = b
then

d
c
f((t(s)))
d
ds
(t(s))ds =

d
c
f((t(s)))

(t(s))t

(s)ds
=

b
a
f((t))

(t)dt.
We extend the denition of a path integral to piecewise continuously dif-
ferentiable (p.w.c.d) paths: suppose that : [a, b] C is continuous and there
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exist a = t
1
< t
2
< t
3
< < t
k+1
= b such that |
[t
j
,t
j+1
]
is continuously
differentiable for each j, then we dene

f(z)dz =
k

j=1

|
[t
j
,t
j+1
]
f(z)dz.
Theorem 3.1. Let f : D C be holomorphic, : [a, b] D a continuously
differentiable path. Then

(z)dz = f((b)) f((a)).

Furthermore, if (b) = (a) then

f(z)dz = 0.
COMMENT: So the fundamental theorem of calculus also holds for path
integrals. It also holds if is a piecewise differentiable path. We will use it
frequently during this course.
Denition 3.2. We say that a continuously differentiable path : [a, b] Cis closed
if (a) = (b) and a closed path is a simple, closed path if: whenever a t
1
< t
2
b
and (t
1
) = (t
2
) then t
1
= a and t
2
= b.
In other words, a simple closed path doesnt cross or touch itself.
Lecture 8
Example 3.1. Let f(z) = z
n
where n Z \ {1}. Let be a p.w.c.d. closed path in
C \ {0}. Then

z
n
dz =

d
dz

z
n+1
n + 1

dz = 0
because is a closed path.
Example 3.2. Suppose that
r
: [0, 2] C is given by
r
(t) = re
it
. Then

z
1
dz =

1
z
dz =

2
0
1
re
it
rie
it
dt = i

2
0
dt = 2i.
THE TWO FACTS GIVEN IN THE EXAMPLES ABOVE ARE VERY IM-
PORTANT KEY FACTS FOR THIS COURSE.
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Properties of path integrals
Property 1 If : [a, b] C is a p.w.c.d. path and : [a, b] C is the path in the
opposite direction, so = (b + a t), then

f(z)dz =

b
a
f((b + a t))

(b + a t)(1)dt
=

a
b
f((s))

(s)(1)(ds)
=

a
b
f((s))

(s)ds
=

b
a
f((s))

(s)ds
=

f(z)dz
Property 2. Note that if g : [a, b] R is continuous then

b
a
g(t)dt

b
a
|g(t)|dt.
We now show this for a function with values in C. Let g : [a, b] C be
continuous and let

b
a
g(t)dt = re
i
. Then e
i

b
a
g(t)dt 0 and

b
a
g(t)dt

e
i

b
a
g(t)dt

= e
i

b
a
g(t)dt
=

b
a
Re

e
i
g(t)

dt + i

b
a
Im

e
i
g(t)

dt
=

b
a
Re

e
i
g(t)

dt

b
a

Re

e
i
g(t)

dt

b
a
|g(t)|dt,
where we are still integrating along a path on the real axis.
We need something different when we are integrating along a path in C.
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Denition 3.3. The length of a p.w.c.d path : [a, b] C is dened to be
l() =

b
a
|

(t)|dt.
Example 3.3. If (t) = re
it
, t [0, 2]. Then
l() =

2
0

rie
it

dt = r

2
0
dt = 2r.
Proposition 3.1. With notation as above,

f(z)dz

sup
t[a,b]
|f((t))| l().
This is known as the standard estimate for path integrals.
Proof.

f(z)dz

b
a
f((t))

(t)dt

b
a
|f((t))||

(t)|dt

b
a

sup
t[a,b]
|f((t))|

(t)|dt
= sup
t[a,b]
|f((t))| l()
NOTE: The path integral

|f(z)|dz is well-dened and, in general, a com-

plex number whereas

f(z)dz

is always real and non-negative. BEWARE: It

is a common error to assume incorrectly that

f(z)dz

is less than

|f(z)|dz.
Theorem 3.2. Let f
n
, f : D C be continuous functions and such that f
n
f
uniformly on D. Let : [a, b] D be a p.w.c.d path. Then

f
n
(z)dz

f(z)dz,
as n .
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Proof. Let > 0. There exists N > 0 such that for all n > N
|f
n
(z) f(z)| <

l() + 1
,
for all z D. Then

f
n
(z)dz

f(z)dz

f
n
(z) f(z)

dz

l() + 1
l() < .
Therefore,

f
n
(z)dz

f(z)dz.
Proposition 3.2. Let f : D C be a holomorphic function on a domain D and such
that f

(z) = 0 for all z D. Then f is constant on D

Proof. Let z D and let c = f(z), so z f
1
(c) D. We will show that f
1
(c)
is both and open and a closed subset of D. Let a f
1
(c). Then there exists
> 0 such that B

(a) D. Let w B

(a). Let : [0, 1] B

(a) be given by
(t) = (1 t)a + tw. Then
0 =

(z)dz = f((1)) f((0)) = f(w) f(a).

Therefore, f(w) = f(a) = c and B

(a) f
1
(c).
Now {c} is a closed subset of C and f : D C is continuous. So f
1
(c)
is a closed subset of D. But D is a domain and hence connected. Therefore,
f
1
(c) = D, that is f(z) = c for all z D and f is constant on D.
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