Analysis of a Complex Kind

Week 5

Lecture 4: Cauchy’s Theorem and Integral Formula

Petra Bonfert-Taylor

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 1 / 15
 Cauchy’s Theorem

Theorem (Cauchy’s Theorem for Simply Connected Domains)

Let D be a simply connected domain in C, and let f be analytic in D. Let
γ : [a, b] → D be a piecewise smooth, closed curve in D (i.e. γ(b) = γ(a)). Then
Z
f (z)dz = 0.
γ
3
Example:
Z f (z) = e(z ) is analytic in C, and C is simply connected. Therefore,
f (z)dz = 0 for any closed, piecewise smooth curve in C.
γ

Proof idea: Since D has no holes, γ can be deformed continuously to a point in D.

Show that the integral does not change along the way by using the Cauchy
Theorem in a disk.

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 2 / 15
 A First Conclusion
Corollary
Let γ1 and γ2 be two simple closed curves (i.e. neither of the curves intersects
itself), oriented counterclockwise, where γ2 is inside γ1 . If f is analytic in a domain
D that contains both curves as well as the region between them, then
Z Z
f (z)dz = f (z)dz.
γ1 γ2

Proof idea: Here is a neat trick: Form a “joint curve” γ as in the Rpicture below. As f
is analytic in a simply connected region, containing γ, we have γ f (z)dz = 0.

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 3 / 15
 Examples
Z
1
Let R be a rectangle, centered at z0 . Claim: dz = 2πi.
Z ∂R z − z0
1
Proof: We calculate that dz = 2πi. Since f is analytic
|z−z0 |=r z − z0
“between” the two curves, the integrals must agree.

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 4 / 15
 Examples
Z
1
dz =?
|z|=1 z2 + 2z
 
1 1 1 (z + 2) − z 1 1 1
2
= = = − .
z + 2z z(z + 2) 2 z(z + 2) 2 z z +2

Thus
Z Z Z !
1 1 1 1
2
dz = dz − dz
|z|=1 z + 2z 2 |z|=1 z |z|=1 z +2
1
= (2πi − 0) = πi
2
1
since the function z 7→ is analytic in the simply connected domain
z +2
B1.5 (0), which in turn contains the curve we’re integrating over.
Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 5 / 15
 The Cauchy Integral Formula
Theorem (Cauchy Integral Formula)
Let D be a simply connected domain, bounded by a piecewise smooth curve γ,
and let f be analytic in a set U that contains the closure of D (i.e. D and γ). Then
Z
1 f (z)
f (w) = dz for all w ∈ D.
2πi γ z − w

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 6 / 15
 The Proof of the Cauchy Integral Formula
The proof of the Cauchy Integral Formula goes as follows:
Let w ∈ D, pick ε > 0 such that Bε (w) ⊂ D.
Using Cauchy’s theorem, we see that
Z Z
1 f (z) 1 f (z)
dz = dz,
2πi γ z − w 2πi ∂Bε (w) z − w

since the integrand is analytic in a region containing these two curves and the
area in between them.
It is easily seen that
Z Z 2π
1 f (z) 1
dz = f (w + εeit )dt.
2πi ∂Bε (w) z − w 2π 0

This is true for any (small) ε > 0, and as ε → 0, the right-hand side
approaches f (w).
Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 7 / 15
 Examples

Z
1 f (z)
f (w) = dz for all w ∈ D.
2πi γ z −w

z2
Z
dz =?
|z|=2 z − 1
Here, we have f (z) = z 2 and w = 1, and so
Z
1 f (z)
dz = f (1) = 1.
2πi |z|=2 z − 1

Hence
z2
Z
dz = 2πi.
|z|=2 z −1

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 8 / 15
 Examples

Z
1 f (z)
f (w) = dz for all w ∈ D.
2πi γ z −w

z2
Z
dz =?
|z|=1 z − 2
First thought: f (z) = z 2 and w = 2. . . However: w = 2 is not inside the curve!
z2
But: The function z 7→ is analytic in B1.5 (0), and this implies (using
z −2
Cauchy’s theorem) that
z2
Z
dz = 0.
|z|=1 z − 2

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 9 / 15
 Examples

Z
1 f (z)
f (w) = dz for all w ∈ D.
2πi γ z −w
Z
Log(z + e)
dz =?
|z|=1 z
Here, f (z) = Log(z + e), and w = 0. The function f is analytic in
{Re z > −e}, which contains the curve we’re integrating over along with its
inside. Also, w is inside the curve. Thus
Z
Log(z + e)
dz = 2πi Log(0 + e) = 2πi.
|z|=1 z

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 10 / 15
 Analyticity of the Derivative
Here is an amazing consequence of the Cauchy Integral Formula:
Theorem
If f is analytic in an open set U, then f 0 is also analytic in U.

Idea of proof:
We first use the Cauchy Integral Formula to show that for any w ∈ U, the
derivative f 0 (w) can be found via
Z
1 f (z)
f 0 (w) = dz,
2πi γ (z − w)2

where γ is the boundary of a small disk, centered at w; small enough so that it

fits into U.
We next show that the right-hand side defines an analytic function in w, and
therefore f 0 must be analytic.
Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 11 / 15
 The Cauchy Integral Formula for Derivatives

Repeated application of the previous theorem shows that an analytic function has
infinitely many derivatives!!

Continuing along the same lines as the previous proof yields the following
extension of the Cauchy Integral Formula:
Theorem (Cauchy Integral Formula for Derivatives)
Let D be a simply connected domain, bounded by a piecewise smooth curve γ,
and let f be analytic in a set U that contains the closure of D (i.e. D and γ). Then
Z
(k ) k! f (z)
f (w) = dz for all w ∈ D, k ≥ 0.
2πi γ (z − w)k +1

Here, f (k ) denotes the k th derivative of f .

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 12 / 15
 Examples

Z
k! f (z)
f (k ) (w) = dz for all w ∈ D, k ≥ 0.
2πi γ (z − w)k +1

z 2 sin z
Z
3
dz =?
|z|=2π (z − π)
Here, we have f (z) = z 2 sin z, w = π, and k = 2. We thus need to find f 00 (π)!

f 0 (z) = 2z sin z + z 2 cos z

f 00 (z) = 2 sin z + 2z cos z + 2z cos z − z 2 sin z, so f 00 (π) = −4π.

Thus
z 2 sin z
Z
2πi (2) 2πi(−4π)
3
dz = f (π) = = −4π 2 i.
|z|=2π (z − π) 2! 2

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 13 / 15
 Examples

Z
(k ) k! f (z)
f (w) = dz for all w ∈ D, k ≥ 0.
2πi γ (z − w)k +1

ez
Z
2
dz =?
|z|=2 (z + 1)
Here, we have f (z) = ez , w = −1, and k = 1. We thus need to find f 0 (−1)!

1
f 0 (z) = ez , so f 0 (−1) = e−1 = .
e
Thus
ez
Z
2πi 0 2πi
2
dz = f (−1) = .
|z|=2 (z + 1) 1! e

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 14 / 15
 Next...

Next up:

Amazing consequences of
Cauchy’s Theorem and Integral Formula!

Lecture 4: Cauchy’s Theorem and Integral Formula Analysis of a Complex Kind P. Bonfert-Taylor 15 / 15