Line integral

In mathematics, a line integral is an integral where the function to be integrated is evaluated along a curve. The terms path integral, curve integral, and curvilinear integral are also used; contour integral is used as well, although that is typically reserved for line integrals in the complex plane.

The function to be integrated may be a scalar field or a vector field. The value of the line integral is the sum of values of the field at all points on the curve, weighted by some scalar function on the curve (commonly arc length or, for a vector field, the scalar product of the vector field with a differential vector in the curve). This weighting distinguishes the line integral from simpler integrals defined on intervals. Many simple formulae in physics, such as the definition of work as \(W = \mathbf{F} \cdot \mathbf{s}\), have natural continuous analogues in terms of line integrals, in this case \(W = \int_L \mathbf{F}(\mathbf{s}) \cdot d\mathbf{s}\), which computes the work done on an object moving through an electric or gravitational field F along a path \(L\).

In qualitative terms, a line integral in vector calculus can be thought of as a measure of the total effect of a given tensor field along a given curve. For example, the line integral over a scalar field (rank 0 tensor) can be interpreted as the area under the field carved out by a particular curve. This can be visualized as the surface created by z = f(x,y) and a curve C in the xy plane. The line integral of f would be the area of the "curtain" created, when the points of the surface that are directly over C are carved out.

If a vector field F is the gradient of a scalar field G (i.e. if F is conservative), that is, \[\mathbf{F} = \nabla G ,\] then by the multivariable chain rule the derivative of the composition of G and r(t) is \[\frac{dG(\mathbf{r}(t))}{dt} = \nabla G(\mathbf{r} ) \cdot \mathbf{r}'(t) = \mathbf{F}(\mathbf{r}(t)) \cdot \mathbf{r}'(t)\] which happens to be the integrand for the line integral of F on r(t). It follows, given a path C, that \[\int_C \mathbf{F}(\mathbf{r}) \cdot d\mathbf{r} = \int_a^b \mathbf{F}(\mathbf{r}(t))\cdot\mathbf{r}'(t)\,dt = \int_a^b \frac{dG(\mathbf{r}(t))}{dt}\,dt = G(\mathbf{r}(b)) - G(\mathbf{r}(a)).\]

In other words, the integral of F over C depends solely on the values of G at the points r(b) and r(a), and is thus independent of the path between them. For this reason, a line integral of a conservative vector field is called path independent.

The line integral has many uses in physics. For example, the work done on a particle traveling on a curve C inside a force field represented as a vector field F is the line integral of F on C.

For another example, see Ampère's circuital law.

For a vector field \(\mathbf F \colon U \subseteq \R^2 \to \R^2\), F(x, y) = (P(x, y), Q(x, y)), the line integral across a curve C ⊂ U, also called the flux integral, is defined in terms of a piecewise smooth parametrization r: [a,b] → C, r(t) = (x(t), y(t)), as: \[\int_C \mathbf F(\mathbf r)\cdot d\mathbf r^\perp = \int_a^b \begin{bmatrix} P\big(x(t),y(t)\big) \\ Q\big(x(t),y(t)\big) \end{bmatrix} \cdot \begin{bmatrix} y'(t) \\ -x'(t) \end{bmatrix} ~dt = \int_a^b \left(-Q~dx + P~dy\right).\]

Here ⋅ is the dot product, and \(\mathbf{r}'(t)^\perp = (y'(t), -x'(t))\) is the clockwise perpendicular of the velocity vector \(\mathbf{r}'(t) = (x'(t), y'(t))\).

The flow is computed in an oriented sense: the curve C has a specified forward direction from r(a) to r(b), and the flow is counted as positive when F(r(t)) is on the clockwise side of the forward velocity vector r'(t).

In complex analysis, the line integral is defined in terms of multiplication and addition of complex numbers. Suppose U is an open subset of the complex plane C, f : U → C is a function, and \(L \subset U\) is a curve of finite length, parametrized by γ: [a,b] → L, where γ(t) = x(t) + iy(t). The line integral \[\int_L f(z) \, dz\] may be defined by subdividing the interval [a, b] into a = t₀ < t₁ < ... < t_n = b and considering the expression \[\sum_{k=1}^{n} f(\gamma(t_k)) \,[ \gamma(t_k) - \gamma(t_{k-1}) ] = \sum_{k=1}^n f(\gamma_k) \,\Delta\gamma_k.\]

The integral is then the limit of this Riemann sum as the lengths of the subdivision intervals approach zero.

If the parametrization γ is continuously differentiable, the line integral can be evaluated as an integral of a function of a real variable: \[\int_L f(z)\,dz = \int_a^b f(\gamma(t)) \gamma'(t)\,dt.\]

When L is a closed curve (initial and final points coincide), the line integral is often denoted \(\oint_L f(z)\,dz,\) sometimes referred to in engineering as a cyclic integral.

To establish a complete analogy with the line integral of a vector field, one must go back to the definition of differentiability in multivariable calculus. The gradient is defined from Riesz representation theorem, and inner products in complex analysis involve conjugacy (the gradient of a function \(\gamma\) at some \(z\in\mathbb{C}\) would be \(\overline{\gamma'(z)}\), and the complex inner product would attribute twice a conjugate to \(\gamma'\) in the vector field definition of a line integral).

The line integral with respect to the conjugate complex differential \(\overline{dz}\) is defined to be \[\int_L f(z) \overline{dz} := \overline{\int_L \overline{f(z)} \,dz} = \int_a^b f(\gamma(t)) \overline{\gamma'(t)}\,dt.\]

The line integrals of complex functions can be evaluated using a number of techniques. The most direct is to split into real and imaginary parts, reducing the problem to evaluating two real-valued line integrals. The Cauchy integral theorem may be used to equate the line integral of an analytic function to the same integral over a more convenient curve. It also implies that over a closed curve enclosing a region where f(z) is analytic without singularities, the value of the integral is simply zero, or in case the region includes singularities, the residue theorem computes the integral in terms of the singularities. This also implies the path independence of complex line integral for analytic functions.

Consider the function f(z) = 1/z, and let the contour L be the counterclockwise unit circle about 0, parametrized by z(t) = e with t in [0, 2π] using the complex exponential. Substituting, we find: \[\begin{aligned} \oint_L \frac {1}{z}\,dz &= \int_0^{2\pi} \frac{1}{e^{it}} ie^{it} \,dt = i\int_0^{2\pi} e^{-it}e^{it}\,dt \\ &= i \int_0^{2\pi} dt = i(2\pi-0)= 2\pi i. \end{aligned}\]

This is a typical result of Cauchy's integral formula and the residue theorem.

Viewing complex numbers as 2-dimensional vectors, the line integral of a complex-valued function \(f(z)\) has real and complex parts equal to the line integral and the flux integral of the vector field corresponding to the conjugate function \(\overline{f(z)}.\) Specifically, if \(\mathbf{r} (t) = (x(t), y(t))\) parametrizes L, and \(f(z) = u(z) + iv(z)\) corresponds to the vector field \(\mathbf{F}(x,y) = \overline{f(x + iy)} = (u(x + iy), -v(x + iy)),\) then: \[\begin{aligned} \int_L f(z)\,dz &= \int_L (u+iv)(dx+i\,dy) \\ &= \int_L (u,-v)\cdot (dx,dy) + i\int_L (u,-v)\cdot (dy,-dx) \\ &= \int_L \mathbf{F}(\mathbf{r})\cdot d\mathbf{r} + i\int_L \mathbf{F}(\mathbf{r})\cdot d\mathbf{r}^\perp. \end{aligned}\]

By Cauchy's theorem, the left-hand integral is zero when \(f(z)\) is analytic (satisfying the Cauchy-Riemann equations) for any smooth closed curve L. Correspondingly, by Green's theorem, the right-hand integrals are zero when \(\mathbf{F} = \overline{f(z)}\) is irrotational (curl-free) and incompressible (divergence-free). In fact, the Cauchy-Riemann equations for \(f(z)\) are identical to the vanishing of curl and divergence for F.

By Green's theorem, the area of a region enclosed by a smooth, closed, positively oriented curve \(L\) is given by the integral \(\frac{1}{2i} \int_L \overline{z} \, dz.\) This fact is used, for example, in the proof of the area theorem.

The path integral formulation of quantum mechanics actually refers not to path integrals in this sense but to functional integrals, that is, integrals over a space of paths, of a function of a possible path. However, path integrals in the sense of this article are important in quantum mechanics; for example, complex contour integration is often used in evaluating probability amplitudes in quantum scattering theory.