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Complex Variables Questions

3x 2 y  3xy 2 ) u  x3  3xy2 v  3x2y + 3xy2 ux = 3x2, uy = -6xy vx = 6xy, vy = 3x2 ux = vy and uy = -vx The Cauchy-Riemann equations are satisfied. Therefore, z3 is differentiable everywhere in the complex plane.

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0% found this document useful (0 votes)
385 views65 pages

Complex Variables Questions

3x 2 y  3xy 2 ) u  x3  3xy2 v  3x2y + 3xy2 ux = 3x2, uy = -6xy vx = 6xy, vy = 3x2 ux = vy and uy = -vx The Cauchy-Riemann equations are satisfied. Therefore, z3 is differentiable everywhere in the complex plane.

Uploaded by

Navyam
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
Download as ppt, pdf, or txt
Download as ppt, pdf, or txt
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Complex Variables

Complex analysis is an essential part of mathematics as many


mathematical concepts become clarified and unified when examined in
the light of complex variable.
The theory is of tremendous value in the solution of problems of heat
flow, potential theory, fluid mechanics, electromagnetic theory and
many other fields of science and engg.
Natural Numbers(N), Whole numbers(W), Integers(Z).
p
Rational Numbers(Q):
, q 0, p, q Z
q
Irrational Numbers(P): Not Rational 2 ,
Real Numbers: PQ

Complex Numbers can be defined as ordered pairs (x,y) of real


numbers.It can be expressed as z = x + iy, x, y R where i = -1.
Re z = x, Im z = y
z1= z2 iff x1 = x2 & y1 = y2
z1+ z2 = (x1 + iy1) + (x2 + iy2) = (x1 + x2) + i(y1 + y2)
z1.z2 = (x1 + iy1) (x2 + iy2) = (x1x2 y1y2) +i(x1y2 + x2y1)
z1 x1 iy1 x1 iy1 x 2 iy 2

.
z 2 x 2 iy 2 x 2 iy 2 x 2 iy 2

x1x 2 y1 y 2 i x 2 y1 x1 y 2

x 22 y 22

A complex number can be regarded as a point in a plane called complex


plane z = x + iy (x,y).
The x axis is called the real axis,
and the y axis is called the imaginary axis.
P(x,y) = z = x+iy

Polar Form of a Complex Number


x = r cos, y = r sin

z = r(cos + i sin)

r x 2 y 2 , is called the modulus or absolute value of z x iy


denoted by | z | | x iy |

i.e the modulus gives the distance of the point x + iy from the origin.

y
, is called argument of z denoted by arg(z)
x

tan 1

can have any number of values differing by multiples of 2.


Generally - < is called the principal value.
z2
z1+ z2 = (x1 + iy1) + (x2 + iy2)

z 2|
+
|z 1

= (x1 + x2) + i(y1 + y2)

z1
|
-z 2
|z 1

| z1+ z2 | |z1| + |z2|

z1+z2

-z2

|z-z0| is the distance between the points z and z0.

|z-z0| R Closed Disc


Complex Conjugate: If z = x + iy be a complex
number, then x iy is called its complex conjugate.
and is denoted by z.
z z x 2 y2 z

zz

|zz

with center at z0 and radius equal to R.


|z-z0| < R Open Disc.

| =R

The equation |z-z0| = R, R > 0, represents a circle in the complex plane

z0

The product of two numbers in polar form


z1 = r1(cos1 + i sin1) and z2 = r2(cos2 + i sin2)
z1.z2 = r1(cos1 + i sin1) r2(cos2 + i sin2)
= r1 r2(cos1cos2 + sin1sin2) + i(cos1sin2 + sin1cos2)
= r1 r2{cos(1 + 2) + i sin(1 + 2)}
z1.z2.zn = r1 r2.rn{cos(1 + 2 +.+ n) + i sin(1 + 2+.n)}
If z1= z2 =.= zn = z, then
zn = {r(cos + i sin)}n =rn{cosn + i sinn} is called De Moivres
Theorem.

Roots of a Complex Number


A number w is called nth root of a complex number z if wn = z
w z1/ n

r1/ n (cos i sin )1/ n


r

1/ n

2k
2k
i sin

cos
n
n

k 0,1,2..., n 1

Find the cube root of 1+ i3


1 = rcos , 3 = rsin
r = 2, tan = 3 = /3
(1+ i3)1/3 = {2(cos /3 + i sin /3)}1/3
2 k / 3
2 k / 3
2 cos
i sin

3
3

1/ 3



1/ 3
2
cos

i
sin


k0

9

9

7
7
i sin

k 1 2 cos
9
9

1/ 3

k 0,1,2

k2

13
13
21/ 3 cos

i
sin


9
9

Functions of a Complex
variable
If corresponding to each value of a complex variable z(= x + iy), there
correspond one or more values of a complex variable w (= u + iv), then
w is called a function of z and denoted by w = f(z) = u + iv. For e.g
f(z) = z2
f(z) = |z|
w f (z) z 2 ( x iy) 2 x 2 y 2 i(2xy) u x 2 y 2 v 2 xy

If to each value of z there corresponds one and only one value of


w,then w is called a single valued function of z. For e.g w = z2.
If to each value of z there correspond more than one value of w,then w
is called a multi-valued function of z . For e.g w = z1/2.

To represent w = f(z) graphically , we take two Argand diagrams: one


to represent the point z and the other to represent w. The former
diagram is called the z-plane and latter the w-plane. Corresponding to
each point P in z-plane we get a point P in w-plane called the mapping
of P into P by the function f(z).
Elementary Functions:
w e z e x iy e x (cos y i sin y)

sin z

e e
2i
iz

iz

e iz e iz
cos z
2

Solve the equation cosz = 2.


e iz e iz
2
2

iz 2

4e iz 1 0

iz ln 2 3

e iz 2 3

z i ln 2 3 2n

Graphically the relation w = f(z)


maps a point z in the z-plane to a
corresponding point w in the w-plane.
So it means that the point w in w-plane
approaches the point w0 when z
approaches z0.

z
z0

w0

Limit

Limits: A function f(z) is said to have a limit l as z tends to a if for a given


> 0 there exist a positive number such that |z-a| < implies
|f(z)-l|< epsilon.
In other words, distance b/w f(z) and l can be made as small as we plz
by bringing z sufficiently close to a.
z
a

Continuity: A function f is said to be continuous at z = z0 if

lim f (z) exist

z z 0

f (z 0 ) exist

lim f (z) f (z 0 )

zz0

Derivative: Let w = f(z) be a function of the complex variable z, and let


z0 + z0 denote a point in the nbd of fixed point z 0. Then the
derivative f(z) is defined by the relation
f (z 0 z 0 ) f (z 0 )
f (z 0 ) lim
z 0 0
z 0

The derivative is also denoted by dw/dz; and we can write


dw
w
lim
dz z 0 z

where w indicates the change in w corresponding to the change z in z.


For this limit to exist, w / z must approach the same limiting value when
z 0 along different paths. When this limit exists, we say function is
differentiable at z = z0.

Examine the differentiability of f(z) = z


f (z z) f (z)
( z z ) z
lim
z 0
z 0
z
z

f (z) lim

z
z 0 z

lim

x iy
lim
x 0 x iy
y 0

Let z 0 horizontally through points (x , 0) lim


x 0
Let z 0 vertically through points (0,y) lim
y 0

x
1
x

iy
1
iy

Obtain the differential coefficient of z3.


dw
w
lim
dz z0 z

z z z 3
lim

z 0

3z 2 z 3z z z
lim
z 0
z
2

3z 2

Various formulae obtained for differential coefficients of real functions


hold for functions of a complex variable also.

To obtain a set of conditions under which a function will be


differentiable, let w = u(x,y) + iv(x,y);
dw
w
lim
dz z0 z

u iv
lim
x 0 x iy
y 0

Consider the limit when z 0 along a path parallel to the real


axis. In this case y = 0 and x 0.
dw
u iv u v
lim

i
x 0
dz
x
x x

Next consider the limit when z 0 along a path parallel to the


imaginary axis. In this case x = 0 and y 0.
dw
u iv
u v
lim
i

0
dz
iy
y y

If the function is differentiable, these two limits must be equal


u v
u v
i
i
x x
y y

ux vy

u y v x

These are known as Cauchy-Riemann equations. They are


necessary conditions for the existence of a derivative at a point.
They become the sufficient conditions, provided that the first partial
derivative are continuous.

f (z ) z 3 ( x iy) 3 x 3 3x 2 (iy) 3x (iy) 2 (iy) 3

x 3 3xy 2 i(3x 2 y y 3 )
u ( x, y) x 3 3xy 2 ;

v ( x , y ) 3x 2 y y 3

u x 3x 2 3 y 2

v y 3x 2 3 y 2

u y 6 xy

v x 6 xy

C.R. equations satisfy.

f (z ) z ( x iy)

u ( x , y) x

ux 1

v( x , y) y

v y 1

C.R. equations does not satisfy. Hence f(z) is not differentiable.


2

f (z) z ( x 2 y 2 )

u ( x , y) x 2 y 2

v( x , y) 0

u x 2x v y 0

u y 2y v x 0

C.R. equations satisfy only at (x,y)=(0,0).

Analytic Functions: A function f(z) of a complex variable z is said to be


analytic at a point z0 if its derivative f(z) exists at z = z0 and at every
point in some nbd of z0.
A necessary and sufficient condition for the function f(z) = u(x,y) + iv(x,y)
to be analytic in a region R in the z-plane, is that u,v and their first
partial derivatives are continuous in R and the Cauchy-Riemann
equations ux = vy , uy = -vx are satisfied at every point in R.
The real and imaginary parts of an analytic function are called conjugate
functions. Thus if f(z) = u(x,y) + iv(x,y) is an analytic function, then u(x,y)
and v(x,y) are conjugate functions.

Differentiating Cauchy Riemann equation ux = vy , uy = -vx


uxx = vyx, ,uyy = -vxy
Addition gives uxx + uyy = 0.
Similar result can be obtained for v.
Thus the real and imaginary parts of a complex function f(z) = u(x,y)+
iv(x,y), analytic in a region R, are solutions in R of two-dimensional
Laplaces equation: uxx + uyy = 0, vxx + vyy = 0.
For this reason u and v are also known as harmonic functions.

Example

Determine the analytic function f(z) = u + iv if u(x,y) = y 3 3x2y.


By C.R. equations ux = vy , uy = -vx
ux = 6xy = vy
v(x,y) = 3xy2 + (x)
uy = -vx uy = 3y2 3x2 vx = 3y2 - (x)
(x) = 3x2 (x) = x3 + C
v(x,y) = 3xy2 + x3 + C is a harmonic conjugate of u(x,y).
f(z)= y3 3x2y + i( 3xy2 + x3 + C).

Application to Potential
problems
The conjugate functions provide solutions to a number of potential
problems since they satisfy the Laplaces equation.
Fluid Flow: Consider the two dimensional irrotational motion of an
incompressible fluid in planes parallel to xy plane.
The velocity v of a fluid can be written as v v x i v y j ,
where v x , v y are functions of x and y only.

The motion is said to be irrotational when curl v = 0.


This equation can be satisfied by taking v = grad = , where is a
scalar function of x and y.

v
i
y
x
vx

j
i
j
x
y

, vy
x
y

The scalar function (x,y), gives the velocity components, thus is


called the velocity potential function.

When the fluid is incompressible, its divergence is zero.


div v 0 .v 0


v x v y
i
j . iv x jv y

0
y
x
y
x

2 2

2 0
2
x
y

Thus the function is harmonic and can be treated as real part of


an analytic function f(z) = (x,y)+ i(x,y).

To see the significance of the imaginary part , consider the slope at


any point of the curve (x,y) = c.

d
dx
dy 0
x
y
dy
/ x
/ y

dx
/ y
/ x

dy v y

dx v x

by C.R. equations
=c

vy

vx

Hence the resultant velocity of a particle is along the tangent to the


curve (x,y)=c. These curves are called streamlines, and (x,y) is
known as stream function.
The curves (x,y) = c are called equipotential lines. They cut the
streamlines orthogonally.
dy

dx

dy

at dx

at

x
1

y

The function w = A(z + a2/z)


a 2 ( x iy)
i A( x iy 2
x y2

Ax 1 2
2
x y

const

a2
Ar sin 1 2
r

sin

a2
Ay 1 2
2
x

y 0 x 2 y2 a 2

/A

a2
r
r

vx

Transformation
To represent w = f(z) graphically , we take two Argand diagrams, the zplane and w-plane. Corresponding to each point P in z-plane we get a
point P in w-plane called the mapping of P into P by the function f(z).
For example consider the transformation: w = z+(1-i)
w = (x+1) + i(y-1)

u=2

y=0

v=1

u=1

x=1

x=0

y=2

v = -1

Conformal
Transformation
Y

V
C2

C2
C1

C1

If the angle of intersection of the curves at P is the same as the angle of


intersection of the curves at P, both in magnitude and sense, then the
transformation is said to be conformal.

Theorem: A transformation w = f(z) is said to be conformal if f(z) is


analytic and f(z) 0 at z = z0.
Note: A point at which f(z) = 0 is called a critical point of the
transformation.
Coefficient of magnification: for the conformal transformation w = f(z)
at z = a + ib is given by |f(a + ib)|.
Angle of Rotation: for the conformal transformation w = f(z) at z = a + ib
is given by amp[f(a + ib)].

Example

For the conformal transformation w = z 2, find the coefficient of magnification


and the angle of rotation at z = 1+ i.
f(z) = 2z
f(1+ i) = 2(1+ i)
Coefficient of magnification at z = 1+ i is |f(1+ i)|=

44 2 2

The angle of rotation at z = 1+ i is amp[f(1+ i)] = tan 1 2


2

Simple Transformation
Translation: w = z + c, where c is a complex constant.
In this case u = x + a, v = y + b ; so the transformation is mere translation
of the axes.
Rotation and Magnification: w = Az, where A = aei.
Taking the polar form w = ei , z = rei.
ei =(ar)ei( +) so that = ar and = +
So the transformation consists of a rotation of the z-plane through an
angle , and a uniform magnification of length by a factor a.

Example
Determine the region in the w-plane in which the rectangle bounded by the
lines x = 0, y = 0, x = 2 and y = 1 is mapped under the transformation
w 2e i / 4 z.

u iv 2 cos i sin ( x iy)


4
4

(1 i)( x iy) ( x y) i( x y)
u ( x y)

v ( x y)

Line x 0, u y, v y
Line y 0, u x , v x

u v
uv

Line y 1, u x 1, v x 1

x=2

vu 2

v-u=2

4
u=
v+

x=0

y=1

uv4

u
=
-v

Line x 2, u 2 y, v 2 y

u=v

y=0
The mapping performs a rotation of angle /4 and a stretching of
magnitude 2

w = zn. Taking the polar forms, we get


ei = rnein so that = rn and = n.
A unit circle maps into a unit circle, and the initial line (=0) transforms
into the initial line.
w = z2
The first quadrant of the z-plane transforms into the upper half of the
w-plane.
If a radial line in moving anticlockwise from the initial line sweeps the zplane, then the corresponding radial line in w-plane sweeps it twice as
fast.

Inversion: w = 1/z
ei = (1/r)e-i gives =1/r and = -.
Thus a point outside the unit circle map into points inside it and vice
versa.
The exception is the origin,which is a singular point.
z = 0 maps into the point of infinity
In cartesian coordinates,
1
u iv
x iy
2
u iv u v 2
u
v
x 2
and
y

u v2
u 2 v2

a ( x 2 y 2 ) bx cy d 0

Hence the equation

transforms into

u 2 v2

bu
cv
2
2
d 0
2
2
u v
u v

u v
d u v bu cv a 0
2

2 2

A circle in z-plane transforms, to another circle in w-plane.


When d = 0, a circle through the origin transforms to a straight line.
When a = 0, the straight line in z-plane not passing through the
transform into circles in w-plane.

Example

Find the image of |z-2i| =2 under the mapping w = 1/z.


x 2 ( y 2) 2 4

1
4v

0
2
2
2
2
u v
u v

x 2 y 2 4y 0

4v 1 0

Hence v + is the required image.

Bilinear Transformation
az b
, ad bc 0
The transformation w
cz d
is known as the bilinear transformation. The constants a,b,c,d are
real or complex numbers.
The transformation can be written as cwz + wd az b = 0 which is
linear both in w and z and hence called bilinear.
The bilinear transformation is conformal since,
f (z)

ad bc
0
2
(cz d )

dw b
Solving for z, we get the inverse bilinear transformation z
cw a

Except for z = -d/c, the bilinear transformation gives one to one


mapping of the z-plane into the w-plane.The point z = -d/c maps into
point of infinity.
The fixed points of transformation(the points which do not change
their position are given by
az b
z
cz 2 (a d )z b 0
cz d
So there are two such points.
Exceptions
When c=0 it becomes a linear transformation and there is one
fixed point.
When c = b = 0,a = d, it reduces to an identity transformation and
every point is a fixed point.

az b
a bc ad
1
w
can be written as

2
cz d
c
c
z d/c

This transformation is a composition of the following transformation:


Translation: w1 = z + (d/c)
Inversion: w2 = 1/w1
Rotation and Magnification: w3 = pw2 where p = (bc-ad)/c2
Translation: w = w3 + a/c.
This transformation maps the circle and straight lines in the z-plane onto
circles and straight lines in w-plane.

Bilinear transformation contains 3 unknown ratios a:b:c:d. These


may be determined by mapping three given points of z-plane into
three prescribed points of w-plane. The bilinear transformation
w w 1 w 2 w 3 z z1 z 2 z 3

w w 3 w 2 w 1 z z 3 z 2 z1
evidently maps z1,z2,z3 into w1,w2,w3 respectively.
Determine the bilinear transformation which maps z 1 = 0,z2 =1,z3=
into w1= i,w2 = -1,w3 = -I respectively.

w w1 w 2 w 3
z z1 ( z 2 / z 3 ) 1

w w 3 w 2 w 1 ( z / z 3 ) 1 z 2 z1

w i 1 i z 0 0 1

w i 1 i 0 1 1 0
w i
(i) z
w i

z i
w i
zi

Complex Integration

Let C be any continuous curve in the z-plane.


Divide C into n parts z0,z1,.,zn and
put zk =
n
zk zk-1. Then the limit of sum f ( k )z k
k 1

zn=B
C
A=z0 z1

as n and each zk 0, if it exists, is


known as the line integral of f(z) over the
contour C. It is denoted by f (z)dz

In case C is a closed curve then this integral is called contour


integral and is denoted by f (z)dz
C

zn-1

f (z)dz (u iv) d(x iy) (udx vdy) i (vdx udy)


C

xB

xB

xA

xA

( u vg ( x ))dx i ( v ug ( x ))dx

y g(x )
dy g ( x )dx

The value of the integral depends on the path of integration unless the
function is analytic.
D
Analytic
If the function is analytic in domain D and the points
C1 B
A and B and also the path connecting A & B lie inside
C2
D then the integral will be same for all paths.
A

f (z)dz f (z)dz

C1

C2

Example
Integrate f(z) z from A(0,0) to B(1,1) along

The straight line AB joining the two points.


The line segment AD parallel to x-axis and
DB parallel to y axis.
The curve y = x2

B
C1
C3

f(z)dz (x - iy)(dx idy)

C1

C1

yx
1

dy dx
1

x2
(x - ix)(dx idx) x(1 - i)(1 i)dx 2
2
0
0

1
0

C2

1+ i

f(z)dz (x - iy)(dx idy)

C2

ADB

AD y 0

(x)(dx)

AD

dy 0

DB x 1
(1 - iy)(idy)
DB

Along C 2 1 i

C1
C3

dx 0

y
iy
2

i
0

1
2

C2

1+ i

f(z)dz (x - iy)(dx idy)

C3

C3

Along C3 : y x 2 dy 2 xdx

(x - ix 2 )(dx i2xdx)

C1
C3

(x - ix 2 )(1 i2x)dx

1+ i

C2

2
4
3
i

x
x
x
3
2

i
(x 2x ix )dx
0
3
2
3 0
2
Since f(z) z is not analytic the integral is different for all paths.

Example
Integrate f(z) z 2 (analyic everywhere) from A(0,0) to B(1,1) along

The straight line AB joining the two points.


The line segment AD parallel to x-axis and
DB parallel to y axis.
The curve y = x2

f(z)dz

C1

(x

C1

dy dx

C2

(i(2x ) (1 i)dx (2x i - 2x )dx 2x i - 2x


3
3
0
2

1+ i

C1
C3

- y 2 ) i(2xy) dx idy

yx
C1

2
(i 1)
3

f(z)dz

C1

(x

- y 2 ) i(2xy) dx idy

C1

AD y 0

dy 0
1
1
2

x dx
3
0

DB x 1

f(z)dz

C1

B
C1
C3

dx 0

(1 - y

) i(2y) idy

DB

1
idy y idy 2 ydy 1 i 1
0
3

2
Along C 2 (i 1)
3
1

C2

1+ i

f(z)dz

C3

(x

- y 2 ) i(2xy) dx idy

C3

Along C3 : y x 2 dy 2 xdx

(x

- x ) i(2x ) dx i2xdx
4

C1
C3

C3

(x 2 - x 4 - 4x 4 )dx i(4x 3 - 2x 5 )dx


0

1 1 4
1
i 1
3 5 5
3

1+ i

C2

2
(i 1)
3

Since f(z) z 2 is analytic everywhere the integral is same for all paths.

1 i

f(z)dz

1 3

z
z dz
3

1 i

1
1
2
(1 i) 3 (1 i 3i 3) (i 1)
3
3
3

The fundamental theorem of calculus is applicable only when the


function f(z) is analytic in the domain D in which the curve lie.
zB

f(z)dz F(z)

zA

zB
zA

F(z B ) F(z A )

where F(z) f (z)

Integrate over a circle C of radius a and centre z 0 in anticlockwise


direction the function f(z) = (z-z0)m.
If m 0 then the function is analytic as there is no singularity at any
value of m.
If m < 0 then at z = z0 the function is not analytic.
z
i
a
A point on a circle C is z z 0 ae

z0
i
dz aie d
m
f(z)dz

(
z

z
)
dz
0

ia

ae aie d

m 1

i m

i
(
m

1
)

i ( m 1)

ia

m 1

e i ( m 1) d

a m 1

cos(m 1) i sin(m 1) 02
m 1
0

if m 1 0

1
f ( z)
( z z0 )

When m = -1

dz
( z z0 )
C

f ( z )dz

dz
C ( z z0 ) 2i

ae i .id
ae i

id 2i
0

Upper Bound to an Integral


1

e
0

x2

dx 1

f ( z )dz

f ( z )dz K
f ( z )dz

Lt

n
n

f ( z )dz

k 1

f (
k 1

)z k
n

f ( k )z k f ( k ) z k
k 1

If M Max f ( z ) everywhere on curve C


n

f ( z )dz M z

k 1

M z1 z 2 ...... z n

ML

where L is the length of curve.


If C is a simple curve then

f ( z )dz

ML

where L is length of the curve and M is a real number such that


f ( z ) M for every z on C.

Example
1+ i
C1

z dz along the line segment 0 to 1 i


2

z x iy

yx

z 2 2ix 2

z 2 2x 2 M Max | f ( z ) |

L 2

z x(1 i )

2
z
dz 2 2

1 i

2
z dz (i 1)
3
2

2
z
dz

2 2
3

dz (1 i )dx

M 2

Cauchys Integral Theorem


If a function f(z) is analytic and its derivative f(z) continuous at all
points inside and on a simple closed curve C, then f ( z )dz 0

f ( z )dz udx vdy i vdx udy

Since f(z) is analytic, its derivative exists, partial derivatives of u and


v are continuous, therefore by Greens theorem

u v
v u

dxdy i
dxdy
x y
x y
R
R

By C.R. Equations.

Corollary: If f(z) is analytic in D, and if two points


A and B are joined in D by two different curves
C1 and C2 lying wholly in D then

C2 E

D
A

f (z)dz f (z)dz

C1

C2

By Cauchys Integral Theorem

f (z)dz 0

ADBEA

f (z)dz f (z)dz 0

ADB

BEA

f (z)dz f (z)dz 0

ADB

AEB

C1

Multiple Connected
Regions
A simple curve is one which does not cross itself.
A multiple curve is one crosses itself.
Simply connected domain: It is a region D in the complex plain such
that every simple closed contour in D encloses only the points of D.
If a domain which is not simply connected is Multiply connected.

Simply connected

Doubly connected

Triply connected

A multi connected region can be


converted into simple connected by
giving one or more cuts.

f ( z )dz

AB

AB

f ( z ) dz

C1

f ( z )dz

C1

BA

f ( z ) dz

C1

C
A

f ( z )dz f ( z ) dz 0

BA

f ( z )dz f ( z ) dz 0
C

C1

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