Mathematics

II

Pradeep
Boggarapu

Cauchy
integral Mathematics II
formula

Liouville’s
theorem and
applications Pradeep Boggarapu

Department of Mathematics, BITS-Pilani K. K. Birla Goa Campus

Mathematics
II The following extremely useful theorem is called after the
Pradeep
Boggarapu mathematician Cauchy.
Cauchy
integral
formula Cauchy’s Integral Formula
Liouville’s
theorem and
applications Let f be analytic everywhere inside and on a simple closed
contour C oriented in the anticlockwise direction. If z0 is any
point on the interior to C , then:
Z
1 f (z)dz
f (z0 ) = .
2πi C z − z0
Mathematics
II One immediately notices that this amazing theorem could be
Pradeep
Boggarapu used to evaluate contour integrals!
Cauchy
integral
formula
The proof of the theorem is easy requires the following integral
Liouville’s that we will leave as a homework.
theorem and
applications R 1
Example Show that the integral C z−z 0
dz = 2πi, where C is a
circle centered at z0 .
Mathematics
II Now for the theorem notice that we can assume the contour to
Pradeep
Boggarapu be a circle centered at z0 by using principle of deformation of
Cauchy
integral
paths we have
formula Z Z Z
Liouville’s f (z) f (z) 1
theorem and − 2πi f (z0 ) = dz − f (z0 ) dz
applications
C z − z0 C z − z0 C z − z0

f (z) − f (z0 )
Z
= dz
C z − z0
Now since f is continuous given  let us have δ such that
|z − z0 | < δ =⇒ |f (z) − f (z0 )| < .
Mathematics
II Now let us choose our circle of radius ρ < δ so that |z − z0 | < δ
Pradeep
Boggarapu is satisfied then
Cauchy  Z f (z) − f (z )  2πρ
integral 0
dz  < = 2π
formula
 
z − z0 ρ

Liouville’s C
theorem and
applications
Or Z
f (z)
| − 2πi f (z0 )| < 2π
C z − z0
for any positive  thus must be zero!
Mathematics
II The following is an extension of Cauchy’s integral formula, and
Pradeep
Boggarapu is very much useful.
Cauchy
integral
formula Extension Cauchy’s Integral Formula
Liouville’s
theorem and
applications Let f and C be as in the above theorem, then
Z
(n) n! f (z)dz
f (z0 ) =
2πi C (z − z0 )n+1
where n is any non-negative integer and f (n) (z0 ) stands for the
value of the nth derivative of f (z) at z0 .
Mathematics
II A proof of the above is on the same line as the proof of
Pradeep
Boggarapu Cauchy’s theorem although little lengthy an avid reader is
Cauchy
integral
advised to read the text.
formula

Liouville’s Note that as a corollary of the above we have:

theorem and
applications
Corollary
If f (z) is analytic at a given point then all it’s derivatives of all
order are analytic at that point.
Mathematics
II
In view of the above corollary we have that if the function
Pradeep
Boggarapu
f (z) = u(x, y ) + iv (x, y ) is analytic then all the partial
Cauchy
derivatives of the functions u and v of all order exist and are
integral
formula continuous.
Liouville’s
theorem and Another application of Cauchy’s integral formula is what is called
applications
Morera’s theorem:
Morera’s Theorem
R
Let f (z) be continuous on a domain D. If C f (z) = 0 for every
closed contour C in D, then f (z) is analytic throughout D.
Mathematics
II Another application of the integral formula is the bound by
Pradeep
Boggarapu Cauchy.
Cauchy
integral
formula
Sometime exact evaluation of an integral is not possible
Liouville’s (sometime need not be necessary) only a bound on the integral
theorem and
applications
could suffice a purpose.
Mathematics
II For such an occasion we have the following theorem.
Pradeep
Boggarapu

Cauchy
integral
Theorem
formula

Liouville’s If f is analytic inside and on a positively oriented circle CR of

theorem and
applications
radius R, centered at z0 , if MR denotes the maximum value of
|f (z)| on CR , then
  n!M
 (n) R
f (z0 ) ≤

R n

for n any non-negative integer.

Mathematics
cos z
R
II Example. Find the integral C z(z 2 +8) dz, where C is the square
Pradeep
Boggarapu with corners at ±2 ± 2i.
Cauchy
integral
formula
Solution. We will use the formula by Cauchy, note that we have
Liouville’s to choose a function f that is analytic on the interior of the
theorem and
applications
contour.
cos z
For us the function = f (z) serves the purpose. So by
(z 2 +8)
Cauchy formula applied to C f (z)
R
z dz then the required integral is

1 πi
2πif (0) = 2πi =
8 4
Mathematics
1
R
II Example. Find the integral C (z 2 +4)2 dz where C is the circle
Pradeep
Boggarapu
|z − i| = 2 oriented clockwise.
Cauchy
1
integral
formula
Solution. Note that (z 2 +4)2 is not analytic here.
Liouville’s
theorem and
applications
But let us factor it. (z−2i)21(z+2i)2 , now we see that f (z) = 1
(z+2i)2
is analytic in the interior of the circle.
So let us apply the formula here we get required integral:
π
2πif 0 (2i) = 2πi.(−2/64)i = .
16
Mathematics
II In this section we will learn about a beautiful theorem by the
Pradeep
Boggarapu mathematician Liouville.
Cauchy
integral Liouville’s Theorem
formula

Liouville’s
theorem and
An entire function f , bounded in the complex plane is constant.
applications

The theorem follows from Cauchy’s inequality almost readily, let

us say the entire function f is bounded by M on all throughout
the complex plane.
Now by the inequality we have |f 0 (z0 )| ≤ MRR on all circles C of
radius R, now MR ≤ M so we can write |f 0 (z0 )| ≤ M R.
Mathematics
II so we can take arbitrarily large radius circle to show that
Pradeep
Boggarapu f 0 (z0 ) = 0 for any point z0 , thus f 0 (z) = 0 or f is constant.
Cauchy
integral An application of the wonderful theorem is another fantastic
formula

Liouville’s
theorem called the fundamental theorem of algebra.
theorem and
applications
Theorem
A non-constant polynomial with complex coefficient has a root
in the complex plane.
Mathematics
II Let us say P(z) is a non-constant polynomial, and let us
Pradeep
1
Boggarapu consider f (z) = p(z) if P(z) has no zero then f is entire. Now if
Cauchy
integral
we show that f is bounded then we can infer from Liouville’s
formula
theorem that f (z) is constant which is a contradiction.
Liouville’s
theorem and
applications
Let p(z) = an z n + an−1 z n−1 · · · a0 , let us consider
p(z) an−1 a0
z n = an + z · · · + z n = an + w say.

Now we can find a positive real R such that when |z| > R all the
numbers |ai |/|z i+1 | < |an |/2n, which implies that when |z| > R
then we have |w | < |an |/2 by triangle inequality.
Mathematics
II Thus |an + w | ≥ ||an | − |w || ≥ |an |/2, so |p(z)| ≥ |an |R n /2
Pradeep
Boggarapu whenever |z| > R. So this means |f (z)| is bounded outside of
Cauchy
integral
the disk |z| ≤ R.
formula

Liouville’s Now inside the disk the function is continuous, and the disk
theorem and
applications
being closed and bounded |f (z)| is bounded here. So together
we show that f (z) is bounded on the entire complex plane.
Mathematics
II Example Show that a function harmonic on all point and is
Pradeep
Boggarapu bounded must be constant.
Cauchy
integral
Solution. First let us say u is the harmonic function, let us take
formula
a conjugate v , so the function f (z) = u + iv is entire. Now
Liouville’s
theorem and
applications
consider g (z) = e f (z) since f is entire it follows that g is entire
and |g (z)| = |e f (z) | = e u is bounded since u is bounded. So by
Liouville we know g (z) is constant hence f (z) is constant and
thus u is constant.