Let \(f: [a, b] \rightarrow \mathbb{R} \) be continuous. Then
  |
\[
\begin{aligned}
\int_a^b f(t)\,dt &= \lim_{n \rightarrow \infty} \sum_{j=0}^{n-1} f(t_j)(t_{j+1} - t_j) \\
F(x) &= \int_a^x f(t)\,dt \\
F'(x) &= f(x) \,\,\, \text{ for } x \in [a, b] \\
\end{aligned}
\] |
Let \(\gamma\) be a curve ie a smooth or piecewise smooth function in \(\mathbb{C}\):
  |
\[
\begin{aligned}
&\gamma: [a, b] \rightarrow \mathbb{C} \\
&\gamma(t) = x(t) + iy(t) \\
\end{aligned}
\] |
If \(f\) is complex-valued on \(\gamma\),
  |
\[
\begin{aligned}
\int_\gamma f(z)\,dz &= \lim_{n \rightarrow \infty} \sum_{j=0}^{n-1} f(z_j)(z_{j+1} - z_j) \\
\end{aligned}
\] |
where \(z_j = \gamma(t_j)\).
But
  |
\[
\begin{aligned}
\int_\gamma f(z)\,dz &= \int_a^b f(\gamma(t)) \, \gamma'(t)\,dt \\
\end{aligned}
\] |
Why ? This is easy to see, as
  |
\[
\begin{aligned}
z &= \gamma(t) \\
dz &= \gamma'(t)\,dt \\
\end{aligned}
\] |
Such integration over the curve is called the
Path Integral. Furthermore, if \(g(t) = u(t) + iv(t) \), then
  |
\[
\begin{aligned}
\int_a^b g(t)\,dt &= \int_a^b u(t) \,dt + i\int_a^b v(t) \,dt \\
\end{aligned}
\] |
What is \(\displaystyle \int_{\left| z \right| = 1} \frac{1}{z}\,dz\) ? Kind of cute.
Turns out, in general, \(\displaystyle \int_{\left| z \right| = 1} z^m \,dz = 2\pi i\) when \(m = -1\) but zero otherwise !
More at Analysis of a Complex Kind.
# posted by rot13(Unafba Pune) @ 8:11 AM