Goursat's Lemma, also known as the Goursat's Theorem, is a theorem in Complex analysis .
Goursat's lemma is a precursor to the Cauchy's integral theorem and is often used in its proof. It plays an important role in the development of complex analysis. Remarkably, the lemma only requires Complex differentiability but not continuous differentiability. The lemma was proved in its rectangular form by Édouard Goursat (1858 –1936 ) and published in 1884 . The triangular form commonly used today was introduced by Alfred Pringsheim .
Given the following assumptions:
(P1) Let
U
⊆
C
{\displaystyle {U}\subseteq \mathbb {C} }
be an open subset,
(P2) Let
z
1
,
z
2
,
z
3
∈
C
{\displaystyle {z}_{1},{z}_{2},{z}_{3}\in \mathbb {C} }
be three non-collinear points that define the triangle
Δ
(
z
1
,
z
2
,
z
3
)
:=
{
∑
k
=
1
3
λ
k
⋅
z
k
∣
(
∑
k
1
3
λ
k
=
1
)
∧
∀
k
∈
{
1
,
2
,
3
}
λ
k
∈
[
0
,
1
]
}
⊂
U
{\displaystyle \Delta {\left({z}_{1},{z}_{2},{z}_{3}\right)}:=\left\{\sum _{k=1}^{3}\lambda _{k}\cdot {z}_{k}{\mid }{\left({\sum _{{k}{1}}^{3}}\lambda _{k}={1}\right)}\wedge \forall {k}\in {\left\lbrace {1},{2},{3}\right\rbrace }\lambda _{k}\in [{0},{1}]\right\}\subset {U}}
(P3) Let
f
:
U
→
C
{\displaystyle {f}:{U}\to \mathbb {C} }
be a holomorphic function,
(P4) Let
⟨
z
1
,
z
2
,
z
3
⟩
:
[
0
,
3
]
→
C
{\displaystyle {\left\langle {z}_{1},{z}_{2},{z}_{3}\right\rangle }:{\left[{0},{3}\right]}\to \mathbb {C} }
be the closed path over the triangle edge of
Δ
(
z
1
,
z
2
,
z
3
)
{\displaystyle \Delta {\left({z}_{1},{z}_{2},{z}_{3}\right)}}
with starting point
z
1
{\displaystyle {z}_{1}}
,
then the following statements hold:
(C1)
∫
⟨
z
1
,
z
2
,
z
3
⟩
f
(
z
)
d
z
=
0
{\displaystyle \int _{\left\langle {z}_{1},{z}_{2},{z}_{3}\right\rangle }{f{\left({z}\right)}}{d}{z}={0}}
Integration path along the triangle boundary
Subdivision of the outer paths and insertion of additional paths between the midpoints of the sides, which cancel out in the line integral due to the reversed direction of the integration path, resulting in a sum of 0 and leaving the total integral unchanged.
Inductive definition of the paths. The subtriangles are similar to the original triangle. By using the midpoints of the sides, the perimeter of a triangle
Δ
(
n
)
{\displaystyle \Delta ^{(n)}}
is halved with each step to
Δ
(
n
+
1
)
{\displaystyle \Delta ^{(n+1)}}
.
(S1) We define a sequence of triangular paths recursively as
γ
(
n
)
:=
⟨
z
1
(
n
)
,
z
2
(
n
)
,
z
3
(
n
)
⟩
{\displaystyle \gamma ^{(n)}:={\left\langle z_{1}^{(n)},z_{2}^{(n)},z_{3}^{(n)}\right\rangle }}
.
(S2) (DEF) For
n
=
0
{\displaystyle {n}={0}}
let the closed triangle path
γ
(
0
)
:
[
0
,
3
]
→
C
{\displaystyle \gamma ^{(0)}:[0,3]\to \mathbb {C} }
be defined as:
γ
(
0
)
(
t
)
:=
⟨
z
1
,
z
2
,
z
3
⟩
(
t
)
:=
{
(
1
−
t
)
⋅
z
1
+
t
⋅
z
2
for
t
∈
[
0
,
1
]
(
2
−
t
)
⋅
z
2
+
(
t
−
1
)
⋅
z
3
for
t
∈
(
1
,
2
]
(
3
−
t
)
⋅
z
3
+
(
t
−
2
)
⋅
z
1
for
t
∈
(
2
,
3
]
{\displaystyle \gamma ^{(0)}(t):=\left\langle z_{1},z_{2},z_{3}\right\rangle (t):={\begin{cases}(1-t)\cdot z_{1}+t\cdot z_{2}&{\text{for }}t\in [0,1]\\(2-t)\cdot z_{2}+(t-1)\cdot z_{3}&{\text{for }}t\in (1,2]\\(3-t)\cdot z_{3}+(t-2)\cdot z_{1}&{\text{for }}t\in (2,3]\\\end{cases}}}
Furthermore, let
γ
(
n
)
{\displaystyle \gamma ^{(n)}}
be already defined. We define
γ
(
n
+
1
)
{\displaystyle \gamma ^{(n+1)}}
inductively.
Justification: (P4,UT)
(S3) (DEF) Definition: Triangle path
γ
1
(
n
)
:=
⟨
z
1
(
n
)
+
z
2
(
n
)
2
,
z
2
(
n
)
,
z
2
(
n
)
+
z
3
(
n
)
2
⟩
{\displaystyle {\gamma _{1}^{(n)}}:={\left\langle {\frac {z_{1}^{(n)}+z_{2}^{(n)}}{2}},z_{2}^{(n)},{\frac {z_{2}^{(n)}+z_{3}^{(n)}}{2}}\right\rangle }}
,
Justification: (S3,S4,S5)
(S4) (DEF) Definition: Triangle path
γ
2
(
n
)
:=
⟨
z
2
(
n
)
+
z
3
(
n
)
2
,
z
3
(
n
)
,
z
1
(
n
)
+
z
3
(
n
)
2
⟩
{\displaystyle {\gamma _{2}^{(n)}}:={\left\langle {\frac {z_{2}^{(n)}+z_{3}^{(n)}}{2}},z_{3}^{(n)},{\frac {z_{1}^{(n)}+z_{3}^{(n)}}{2}}\right\rangle }}
,
(S5) (DEF) Definition: Triangle path
γ
3
(
n
)
:=
⟨
z
1
(
n
)
+
z
3
(
n
)
2
,
z
1
(
n
)
,
z
1
(
n
)
+
z
2
(
n
)
2
⟩
{\displaystyle {\gamma _{3}^{(n)}}:={\left\langle {\frac {z_{1}^{(n)}+z_{3}^{(n)}}{2}},z_{1}^{(n)},{\frac {z_{1}^{(n)}+z_{2}^{(n)}}{2}}\right\rangle }}
,
(S6) (DEF) Definition: Triangle path
γ
4
(
n
)
:=
⟨
z
1
(
n
)
+
z
2
(
n
)
2
,
z
2
(
n
)
+
z
3
(
n
)
2
,
z
1
(
n
)
+
z
3
(
n
)
2
⟩
{\displaystyle {\gamma _{4}^{(n)}}:={\left\langle {\frac {z_{1}^{(n)}+z_{2}^{(n)}}{2}},{\frac {z_{2}^{(n)}+z_{3}^{(n)}}{2}},{\frac {z_{1}^{(n)}+z_{3}^{(n)}}{2}}\right\rangle }}
(S7) (DEF) Let
i
∈
{
1
,
2
,
3
,
4
}
{\displaystyle {i}\in {\left\lbrace {1},{2},{3},{4}\right\rbrace }}
be the smallest index with
∀
k
∈
{
1
,
,
2
,
3
,
4
}
:
|
∫
γ
k
(
n
)
f
(
z
)
d
z
|
≤
|
∫
γ
i
(
n
)
f
(
z
)
d
z
|
{\displaystyle \forall _{{k}\in {\left\lbrace {1},,{2},{3},{4}\right\rbrace }}:{\left|\int _{\gamma _{k}^{(n)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}\leq {\left|\int _{\gamma _{i}^{(n)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}}
and
γ
(
n
+
1
)
:=
γ
i
(
n
)
{\displaystyle \gamma ^{\left({n}+{1}\right)}:={\gamma _{i}^{(n)}}}
(S8)
⇒
{\displaystyle \Rightarrow }
∫
γ
(
n
)
f
(
z
)
d
z
=
∑
k
=
1
4
∫
γ
k
(
n
)
f
(
z
)
d
z
{\displaystyle \int _{\gamma ^{(n)}}f(z)\,dz=\sum _{k=1}^{4}\int _{\gamma _{k}}^{(n)}f(z)\,dz}
(S9)
⇒
{\displaystyle \Rightarrow }
|
∫
γ
n
f
(
z
)
d
z
|
=
|
∑
k
=
1
4
∫
γ
k
(
n
)
f
(
z
)
d
z
|
≤
∑
k
=
1
4
|
∫
γ
k
(
n
)
f
(
z
)
d
z
|
≤
4
⋅
|
∫
γ
k
(
n
)
f
(
z
)
d
z
|
{\displaystyle {\left|\int _{\gamma ^{n}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}={\left|{\sum _{{k}={1}}^{4}}\int _{\gamma _{k}^{(n)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}\leq {\sum _{{k}={1}}^{4}}{\left|\int _{\gamma _{k}^{(n)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}\leq {4}\cdot {\left|\int _{\gamma _{k}^{(n)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}}
for all
n
∈
N
{\displaystyle {n}\in \mathbb {N} }
Justification: (S7,WG4,DU)
(S10)
⇒
{\displaystyle \Rightarrow }
0
≤
|
∫
⟨
z
1
,
z
2
,
z
3
⟩
f
(
z
)
d
z
|
=
|
∫
γ
(
0
)
f
(
z
)
d
z
|
≤
4
⋅
|
∫
γ
(
1
)
f
(
z
)
d
z
|
≤
…
≤
4
n
⋅
|
∫
γ
i
(
n
)
f
(
z
)
d
z
|
=
4
n
⋅
|
∫
γ
(
n
+
1
)
f
(
z
)
d
z
|
{\displaystyle {0}\leq {\left|\int _{\left\langle {z}_{1},{z}_{2},{z}_{3}\right\rangle }{f{\left({z}\right)}}{d}{z}\right|}={\left|\int _{\gamma ^{(0)}}f(z){\left.{d}{z}\right.}\right|}\leq {4}\cdot {\left|\int _{\gamma ^{\left({1}\right)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}\leq \ldots \leq {4}^{n}\cdot {\left|\int _{\gamma _{i}^{(n)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}={4}^{n}\cdot {\left|\int _{\gamma ^{\left({n}+{1}\right)}}{f{\left({z}\right)}}{\left.{d}{z}\right.}\right|}}
(S11) The nested definition of the sub-triangles yields for all
n
∈
N
{\displaystyle {n}\in \mathbb {N} }
:
Δ
(
z
1
(
n
)
,
z
2
(
n
)
,
z
3
(
n
)
)
⊃
Δ
(
z
1
(
n
+
1
)
,
z
2
(
n
+
1
)
,
z
3
(
n
+
1
)
)
{\displaystyle \Delta {\left({{z}_{1}^{(n)}},{{z}_{2}^{(n)}},{{z}_{3}^{(n)}}\right)}\supset \Delta {\left({{z}_{1}^{\left({n}+{1}\right)}},{{z}_{2}^{\left({n}+{1}\right)}},{{z}_{3}^{\left({n}+{1}\right)}}\right)}}
and
lim
n
→
∞
diam
(
Δ
(
z
1
(
n
)
,
z
2
(
n
)
,
z
3
(
n
)
)
)
=
0
{\displaystyle \lim _{n\to \infty }\,{\text{diam}}\left(\Delta {\left({{z}_{1}^{(n)}},{{z}_{2}^{(n)}},{{z}_{3}^{(n)}}\right)}\right)=0}
(S12)
⇒
{\displaystyle \Rightarrow }
∃
z
0
∈
U
∀
n
∈
N
:
z
0
∈
Δ
(
n
)
:=
Δ
(
z
1
(
n
)
,
z
2
(
n
)
,
z
3
(
n
)
)
{\displaystyle \exists _{{z}_{0}\in {U}}\forall _{{n}\in \mathbb {N} }:{z}_{0}\in \Delta ^{(n)}:=\Delta {\left({{z}_{1}^{(n)}},{{z}_{2}^{(n)}},{{z}_{3}^{(n)}}\right)}}
and
{
z
0
}
=
⋂
n
∈
N
Δ
(
n
)
{\displaystyle {\left\lbrace {z}_{0}\right\rbrace }=\bigcap _{{n}\in \mathbb {N} }\Delta ^{(n)}}
(S13) We use the holomorphism of
f
{\displaystyle f}
in
z
0
∈
U
{\displaystyle z_{0}\in U}
for further steps with
f
(
z
)
:=
f
(
z
0
)
+
f
′
(
z
0
)
⋅
(
z
−
z
0
)
+
r
(
z
)
{\displaystyle f(z):=f(z_{0})+f'(z_{0})\cdot (z-z_{0})+r(z)}
and
lim
z
→
z
0
r
(
z
)
z
−
z
0
=
0
{\displaystyle \lim _{z\to z_{0}}{\frac {r(z)}{z-z_{0}}}=0}
Justification: (P3)
(S14)
⇒
{\displaystyle \Rightarrow }
The function
h
:
U
→
C
{\displaystyle {h}:{U}\to \mathbb {C} }
with
h
(
z
)
:=
f
(
z
0
)
+
f
′
(
z
0
)
⋅
(
z
−
z
0
)
{\displaystyle h(z):=f(z_{0})+f'(z_{0})\cdot (z-z_{0})}
has a primitive
H
(
z
)
:=
f
(
z
0
)
+
f
′
(
z
0
)
⋅
1
2
⋅
(
z
−
z
0
)
2
{\displaystyle H(z):=f(z_{0})+f'(z_{0})\cdot {\frac {1}{2}}\cdot (z-z_{0})^{2}}
Justification: since
h
(
z
)
{\displaystyle h(z)}
is a polynomial of degree 1.
(S15)
⇒
{\displaystyle \Rightarrow }
The path integral over the closed paths
γ
(
n
)
{\displaystyle \gamma ^{(n)}}
of the function
h
:
U
→
C
{\displaystyle {h}:{U}\to \mathbb {C} }
is thus
∫
γ
k
(
n
)
h
(
z
)
=
0
{\displaystyle \int _{\gamma _{k}^{(n)}}{h}{\left({z}\right)}={0}}
Justification: (SF)
(S16)
⇒
{\displaystyle \Rightarrow }
For the path integral over the closed paths
γ
(
n
)
{\displaystyle \gamma ^{(n)}}
of the function
f
:
U
→
C
{\displaystyle {f}:{U}\to \mathbb {C} }
we have
∫
γ
k
(
n
)
f
(
z
)
d
z
=
∫
γ
k
(
n
)
h
(
z
)
+
r
(
z
)
d
z
=
∫
γ
k
(
n
)
r
(
z
)
d
z
{\displaystyle \int _{\gamma _{k}^{(n)}}{f{{\left({z}\right)}{\left.{d}{z}\right.}}}=\int _{\gamma _{k}^{(n)}}{h}{\left({z}\right)}+{r}{\left({z}\right)}{\left.{d}{z}\right.}=\int _{\gamma _{k}^{(n)}}{r}{\left({z}\right)}{\left.{d}{z}\right.}}
Proof part 4: Estimate of the remainder term
r
(
z
)
{\displaystyle r(z)}
[ edit | edit source ]
(S17)
⇒
{\displaystyle \Rightarrow }
With
lim
z
→
z
0
r
(
z
)
z
−
z
0
=
0
{\displaystyle \lim _{z\to z_{0}}{\frac {r(z)}{z-z_{0}}}=0}
we have: For all
ϵ
>
0
{\displaystyle \epsilon >{0}}
there exists a
δ
>
0
{\displaystyle \delta >{0}}
|
z
−
z
0
|
<
δ
⇒
|
r
(
z
)
z
−
z
0
|
<
ϵ
{\displaystyle |z-z_{0}|<\delta \Rightarrow \left|{\frac {r(z)}{z-z_{0}}}\right|<\epsilon }
Justification:
ϵ
{\displaystyle \epsilon }
-
δ
{\displaystyle \delta }
-criterion applied to
g
(
z
)
:=
r
(
z
)
z
−
z
0
{\displaystyle g(z):={\frac {r(z)}{z-z_{0}}}}
and continuity of
g
{\displaystyle g}
in
z
0
{\displaystyle z_{0}}
(S18)
⇒
{\displaystyle \Rightarrow }
For all
ϵ
>
0
{\displaystyle \epsilon >{0}}
there exists a
δ
>
0
{\displaystyle \delta >0}
:
|
z
−
z
0
|
<
δ
⇒
|
r
(
z
)
|
<
ϵ
⋅
|
z
−
z
0
|
{\displaystyle |z-z_{0}|<\delta \Rightarrow |r(z)|<\epsilon \cdot |z-z_{0}|}
0
≤
|
∫
⟨
z
1
,
z
2
,
z
3
⟩
f
(
z
)
d
z
|
≤
4
n
⋅
|
∫
γ
k
(
n
)
f
(
z
)
d
z
|
=
4
n
⋅
|
∫
γ
k
(
n
)
r
(
z
)
d
z
|
≤
4
n
⋅
∫
γ
k
(
n
)
|
r
(
z
)
|
d
z
≤
4
n
⋅
∫
γ
k
(
n
)
ϵ
⋅
|
z
−
z
0
|
d
z
{\displaystyle 0\leq \left|\int _{\left\langle z_{1},z_{2},z_{3}\right\rangle }f(z)\,dz\right|\leq 4^{n}\cdot \left|\int _{\gamma _{k}^{(n)}}f(z)\,dz\right|=4^{n}\cdot \left|\int _{\gamma _{k}^{(n)}}r(z)\,dz\right|\leq 4^{n}\cdot \int _{\gamma _{k}^{(n)}}|r(z)|\,dz\leq 4^{n}\cdot \int _{\gamma _{k}^{(n)}}\epsilon \cdot |z-z_{0}|\,dz}
Justification: (S2)
(S20) From the condition
lim
n
→
∞
diam
(
Δ
(
n
)
)
=
0
{\displaystyle \lim _{n\to \infty }{\text{diam}}\left(\Delta ^{(n)}\right)=0}
there exists for all
ϵ
>
0
{\displaystyle \epsilon >0}
an
n
δ
∈
N
{\displaystyle n_{\delta }\in \mathbb {N} }
with
Δ
(
n
)
⊆
D
δ
(
z
0
)
{\displaystyle \Delta ^{(n)}\subseteq {D}_{\delta }(z_{0})}
for all
n
>
n
δ
{\displaystyle n>n_{\delta }}
.
(S21)
⇒
{\displaystyle \Rightarrow }
|
z
−
z
0
|
<
L
(
γ
(
n
)
)
=
1
2
n
⋅
L
(
γ
)
{\displaystyle |z-z_{0}|<L\left(\gamma ^{(n)}\right)={\frac {1}{2^{n}}}\cdot L\left(\gamma \right)}
for all
n
∈
N
{\displaystyle n\in \mathbb {N} }
and all
z
∈
Δ
(
n
)
{\displaystyle z\in \Delta ^{(n)}}
Justification: The factor
1
2
n
{\displaystyle {\frac {1}{2^{n}}}}
arises from the continued halving of the sides of the triangles
Δ
(
n
)
{\displaystyle \Delta ^{(n)}}
0
≤
|
∫
⟨
z
1
,
z
2
,
z
3
⟩
f
(
z
)
d
z
|
≤
4
n
⋅
∫
γ
k
(
n
)
ϵ
⋅
|
z
−
z
0
|
d
z
≤
4
n
⋅
ϵ
⋅
∫
γ
k
(
n
)
1
2
n
⋅
L
(
γ
)
d
z
=
4
n
⋅
ϵ
⋅
1
2
n
⋅
L
(
γ
)
≤
∫
γ
k
(
n
)
1
d
z
⏟
L
(
γ
k
(
n
)
)
{\displaystyle 0\leq \left|\int _{\langle z_{1},z_{2},z_{3}\rangle }f(z)\,dz\right|\leq 4^{n}\cdot \int _{\gamma _{k}^{(n)}}\epsilon \cdot |z-z_{0}|\,dz\leq 4^{n}\cdot \epsilon \cdot \int _{\gamma _{k}^{(n)}}{\frac {1}{2^{n}}}\cdot {\mathcal {L}}(\gamma )\,dz=4^{n}\cdot \epsilon \cdot {\frac {1}{2^{n}}}\cdot {\mathcal {L}}(\gamma )\underbrace {\leq \int _{\gamma _{k}^{(n)}}1\,dz} _{{\mathcal {L}}(\gamma _{k}^{(n)})}}
≤
4
n
⋅
ϵ
⋅
1
2
n
⋅
L
(
γ
)
⋅
L
(
γ
k
(
n
)
)
≤
4
n
⋅
ϵ
⋅
L
(
γ
)
4
n
=
ϵ
⋅
L
(
γ
)
{\displaystyle \leq 4^{n}\cdot \epsilon \cdot {\frac {1}{2^{n}}}\cdot L(\gamma )\cdot {\mathcal {L}}(\gamma _{k}^{(n)})\leq 4^{n}\cdot \epsilon \cdot {\frac {{\mathcal {L}}(\gamma )}{4^{n}}}=\epsilon \cdot {\mathcal {L}}(\gamma )}
for all
ϵ
>
0
{\displaystyle \epsilon >0}
Justification: (S19,LIW,IAL)
(C1)
⇒
{\displaystyle \Rightarrow }
∫
⟨
z
1
,
z
2
,
z
3
⟩
f
(
z
)
d
z
=
0
{\displaystyle \int _{\left\langle {z}_{1},{z}_{2},{z}_{3}\right\rangle }{f{\left({z}\right)}}{d}{z}={0}}
(DU)
∀
a
,
b
∈
C
:
|
a
+
b
|
≤
|
a
|
+
|
b
|
{\displaystyle \forall _{a,b\in \mathbb {C} }:|a+b|\leq |a|+|b|}
(DI) Definition: Let
M
⊂
C
{\displaystyle M\subset {C}}
be a set
diam
(
M
)
:=
sup
{
|
b
−
a
|
:
a
,
b
∈
M
}
{\displaystyle {\text{diam}}(M):={\text{sup}}\lbrace |b-a|\,:\,a,b\in M\rbrace }
(WE) Definition (Path): Let
U
⊆
C
{\displaystyle {U}\subseteq \mathbb {C} }
be a subset and
a
,
b
∈
R
{\displaystyle a,b\in \mathbb {R} }
with
a
<
b
{\displaystyle a<b}
. A path
γ
{\displaystyle \gamma }
in
U
⊆
C
{\displaystyle U\subseteq \mathbb {C} }
is a continuous mapping
γ
:
[
a
,
b
]
→
U
{\displaystyle \gamma :[a,b]\to U}
.
(SPU) Definition (Trace): Let
γ
:
[
a
,
b
]
→
U
{\displaystyle \gamma :[a,b]\to U}
be a path in
U
⊆
C
{\displaystyle {U}\subseteq \mathbb {C} }
. The trace of
γ
{\displaystyle \gamma }
is defined as:
Spur
(
γ
)
:=
{
γ
(
t
)
∈
C
∣
t
∈
[
a
,
b
]
}
{\displaystyle {\text{Spur}}(\gamma ):=\lbrace \gamma (t)\in \mathbb {C} \,{\mid }\,t\in [a,b]\rbrace }
.
(WZ) Definition (Path-connected): Let
U
⊆
C
{\displaystyle {U}\subseteq \mathbb {C} }
be a subset.
U
{\displaystyle {U}}
is called path-connected if there exists a path
γ
:
[
a
,
b
]
→
U
{\displaystyle \gamma :[a,b]\to U}
in
U
⊆
C
{\displaystyle U\subseteq \mathbb {C} }
with
γ
(
a
)
=
z
1
{\displaystyle \gamma (a)=z_{1}}
,
γ
(
b
)
=
z
2
{\displaystyle \gamma (b)=z_{2}}
and
Spur
(
γ
)
⊆
U
{\displaystyle {\text{Spur}}(\gamma )\subseteq U}
.
(GE) Definition (Domain): A subset
G
⊆
C
{\displaystyle {G}\subseteq \mathbb {C} }
is called a domain if (1)
G
{\displaystyle {G}}
is open, (2)
G
≠
∅
{\displaystyle {G}\neq \emptyset }
and (3)
G
{\displaystyle {G}}
is path-connected.
(WG1) Definition (Smooth path): A path
γ
:
[
a
,
b
]
→
C
{\displaystyle \gamma :[a,b]\to \mathbb {C} }
is smooth if it is continuously differentiable.
(UT) Definition (Subdivision): Let
[
a
,
b
]
{\displaystyle [a,b]}
be an interval,
n
∈
N
{\displaystyle n\in \mathbb {N} }
and
a
=
u
0
<
…
<
u
n
=
b
{\displaystyle {a}={u}_{0}<{\ldots }<{u}_{n}={b}}
.
(
u
0
,
…
,
u
n
)
∈
R
n
+
1
{\displaystyle {\left({u}_{0},\ldots ,{u}_{n}\right)}\in \mathbb {R} ^{n+1}}
is called a subdivision of
[
a
,
b
]
{\displaystyle {\left[{a},{b}\right]}}
.
(WG2) Definition (Path subdivision): Let
γ
:
[
a
,
b
]
→
C
{\displaystyle \gamma :[a,b]\to \mathbb {C} }
be a path in
U
⊆
C
{\displaystyle {U}\subseteq \mathbb {C} }
,
n
∈
N
{\displaystyle {n}\in \mathbb {N} }
,
(
u
0
,
…
,
u
n
)
{\displaystyle {\left({u}_{0},\ldots ,{u}_{n}\right)}}
a subdivision of
[
a
,
b
]
{\displaystyle [a,b]}
,
γ
k
:
[
u
k
−
1
,
u
k
]
→
C
{\displaystyle \gamma _{k}:{\left[{u}_{{k}-{1}},{u}_{k}\right]}\to \mathbb {C} }
for all
k
∈
{
1
,
…
,
n
}
{\displaystyle {k}\in {\left\lbrace {1},\ldots ,{n}\right\rbrace }}
a path in
U
{\displaystyle {U}}
.
(
γ
1
,
…
,
γ
n
)
{\displaystyle {\left(\gamma _{1},\ldots ,\gamma _{n}\right)}}
is called a path subdivision of
γ
{\displaystyle \gamma }
if
γ
n
(
b
)
=
γ
(
b
)
{\displaystyle \gamma _{n}{\left({b}\right)}=\gamma {\left({b}\right)}}
and
∀
k
∈
{
1
,
…
,
n
}
∀
t
∈
[
u
k
−
1
,
u
k
)
:
γ
k
(
t
)
=
γ
(
t
)
∧
γ
k
(
u
k
−
1
)
=
γ
k
−
1
(
u
k
)
{\displaystyle \forall _{{k}\in {\left\lbrace {1},\ldots ,{n}\right\rbrace }}\forall _{{t}\in {\left[{u}_{{k}-{1}},{u}_{k}\right)}}:\gamma _{k}{\left({t}\right)}=\gamma {\left({t}\right)}\wedge \gamma _{k}{\left({u}_{{k}-{1}}\right)}=\gamma _{{k}-{1}}{\left({u}_{k}\right)}}
.
(WG3) Definition (Piecewise smooth path): A path
γ
:
[
a
,
b
]
→
C
{\displaystyle \gamma :{\left[{a},{b}\right]}\to \mathbb {C} }
is piecewise smooth if there exists a path subdivision
(
γ
1
,
…
γ
n
)
{\displaystyle {\left(\gamma _{1},\ldots \gamma _{n}\right)}}
of
γ
{\displaystyle \gamma }
consisting of smooth paths
γ
k
{\displaystyle \gamma _{k}}
for all
k
∈
{
1
,
…
,
n
}
{\displaystyle {k}\in {\left\lbrace {1},\ldots ,{n}\right\rbrace }}
.
(WG4) Definition (Path integral): Let
f
:
U
→
C
{\displaystyle f:U\to \mathbb {C} }
be a continuous function and
γ
:
[
a
,
b
]
→
U
{\displaystyle \gamma :[a,b]\to U}
a smooth path, then the path integral is defined as:
∫
γ
f
:=
∫
γ
f
(
z
)
d
z
:=
∫
a
b
f
(
γ
(
t
)
)
⋅
γ
′
(
t
)
d
t
{\displaystyle \int _{\gamma }f:=\int _{\gamma }f(z)\,dz:=\int _{a}^{b}f(\gamma (t))\cdot \gamma '(t)\,dt}
. If
γ
{\displaystyle \gamma }
is only piecewise smooth with respect to a path subdivision
(
γ
1
,
…
,
γ
n
)
{\displaystyle (\gamma _{1},\ldots ,\gamma _{n})}
, then we define
∫
γ
f
(
z
)
d
z
:=
∑
k
=
1
n
∫
γ
k
f
(
z
)
d
z
{\displaystyle \int _{\gamma }f(z)\,dz:=\sum _{k=1}^{n}\int _{\gamma _{k}}f(z)\,dz}
.
(SF) Theorem (Primitive with closed paths): If a continuous function
f
:
U
→
C
{\displaystyle f:U\to \mathbb {C} }
has a primitive
F
:
U
→
C
{\displaystyle F:U\to \mathbb {C} }
, then for a piecewise smooth path
γ
:
[
a
,
b
]
→
U
{\displaystyle \gamma :[a,b]\to U}
we have
∫
γ
f
(
z
)
d
z
=
F
(
b
)
−
F
(
a
)
{\displaystyle \int _{\gamma }f(z)\,dz=F(b)-F(a)}
.
(LIW) Length of the integration path: Let
γ
:
[
a
,
b
]
→
C
{\displaystyle \gamma :{\left[{a},{b}\right]}\to \mathbb {C} }
be a smooth path, then the
L
(
γ
)
{\displaystyle {\mathcal {L}}(\gamma )}
is defined as:
L
(
γ
)
:=
∫
a
b
|
γ
′
(
t
)
|
d
t
{\displaystyle {\mathcal {L}}(\gamma ):=\int _{a}^{b}|\gamma '(t)|\,dt}
.
If
γ
:
[
a
,
b
]
→
C
{\displaystyle \gamma :{\left[{a},{b}\right]}\to \mathbb {C} }
is a general integration path with the path subdivision
(
γ
1
,
…
γ
n
)
{\displaystyle {\left(\gamma _{1},\ldots \gamma _{n}\right)}}
of smooth paths
γ
k
{\displaystyle \gamma _{k}}
, then
L
(
γ
)
{\displaystyle {\mathcal {L}}(\gamma )}
is defined as the sum of the lengths of the smooth paths
γ
k
{\displaystyle \gamma _{k}}
, i.e.:
L
(
γ
)
:=
∑
k
=
1
n
L
(
γ
k
)
{\displaystyle {\mathcal {L}}(\gamma ):=\sum _{k=1}^{n}{\mathcal {L}}(\gamma _{k})}
(IAL) Integral estimate over the length of the integration path: Let
γ
:
[
a
,
b
]
→
G
{\displaystyle \gamma :{\left[{a},{b}\right]}\to \mathbb {G} }
be an integration path on the domain
G
⊆
C
{\displaystyle G\subseteq \mathbb {C} }
, then for a continuous function
f
{\displaystyle f}
on
Spur
(
γ
)
{\displaystyle {\text{Spur}}(\gamma )}
we have the estimate:
|
∫
γ
f
(
z
)
d
z
|
≤
max
z
∈
Spur
(
γ
)
|
f
(
z
)
|
⋅
L
(
γ
)
{\displaystyle \left|\int _{\gamma }f(z)\,dz\right|\leq \max _{z\in {\text{Spur}}(\gamma )}|f(z)|\cdot {\mathcal {L}}(\gamma )}
Eberhard Freitag & Rolf Busam: Funktionentheorie 1 , Springer-Verlag, Berlin
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