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How is the estimation lemma applied to bound the integral of f(w)−f(a)f(w) - f(a)?

The estimation lemma (ML inequality) is applied by bounding the absolute value of the integral of f(w)−f(a)f(w) - f(a) over the path γz\gamma_z by the supremum of ∣f(w)−f(a)∣|f(w) - f(a)| on γz\gamma_z multiplied by the length of the path γz\gamma_z. Since γz\gamma_z is the straight line segment from a to z, its length is ∣z−a∣|z - a|.

Conditions

  • The path γz\gamma_z is a rectifiable contour (specifically, a straight line segment).
  • The function f is continuous on γz\gamma_z.
  • The integrand is f(w)−f(a)f(w) - f(a).

Reasoning, step by step

  1. Identify the integral to be bounded: ∫γz(f(w)−f(a))dw\int_{\gamma_z} (f(w) - f(a)) dw.
  2. State the estimation lemma: ∣∫γg(w)dw∣≤sup⁡w∈γ∣g(w)∣⋅length(γ)|\int_{\gamma} g(w) dw| \le \sup_{w \in \gamma} |g(w)| \cdot \text{length}(\gamma).
  3. Substitute g(w)=f(w)−f(a)g(w) = f(w) - f(a) and γ=γz\gamma = \gamma_z.
  4. Determine the length of the path γz\gamma_z, which is the distance between a and z, i.e., ∣z−a∣|z - a|.
  5. Apply the lemma to get the bound: sup⁡w∈γz∣f(w)−f(a)∣⋅∣z−a∣\sup_{w \in \gamma_z} |f(w) - f(a)| \cdot |z - a|.
  6. Divide by ∣z−a∣|z - a| (from the difference quotient) to simplify the expression to sup⁡w∈γz∣f(w)−f(a)∣\sup_{w \in \gamma_z} |f(w) - f(a)|.

Example

The board shows the inequality ≤1∣z−a∣sup⁡w∈γz∣f(w)−f(a)∣⋅∣z−a∣\le \frac{1}{|z-a|} \sup_{w \in \gamma_z} |f(w) - f(a)| \cdot |z-a|, and the lecturer explains, 'the integral must be smaller than the supremum of the values taken on the interval you are integrating over... times the length of the interval.'

Common misconceptions

  • Forgetting to multiply the supremum by the length of the path.
  • Assuming the estimation lemma applies to functions that are not continuous on the path of integration.

Watch the explanation

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