412 Chapter^7
B -----------
b
g
a -----
A
0 c d T
Fig. 7.1
lb v(t)dt = 1d v[g(r)]g'(r)dr
By adding to the first equation the second multiplied by i, we get
lb f(t)dt = 1df[g(r)]g'(r)dr
To prove 9, let F(t) = U(t) + iv(t). Then F'(t) = f(t) for a ::; t ::; b
implies that U'(t) = u(t) and V'(t) = v(t) for a ::; t ::; b. Hence, by the
fundamental theorem of real integral calculus, we have
lb f(t)dt =lb u(t)dt+i lb v(t)dt
= U(b)-U(a) + i[V(b) - V(a)]
= [U(b) + iV(b)] - [U(a) + iV(a)]
= F(b)-F(a)
This result shows that the so-called fundamental theorem of integral cal-
culus, which allows the evaluation of the definite integral of f by means
of a primitive function F, is also valid for complex continuous functions
of a real variable..
Property 10 means that the definite integral of f with a variable upper
lin{it defines a primitive function off .. Again, the property follows easily
from the corresponding property for real integrals. In fact, if we let
' t t