Cauchy’s Integral Formula

Muhammed Yaseen
April 2021

1 Holomorphic Functions
In complex analysis, the integral formula can be used to compute values of analytic functions f (z) at a particular point
z = a. We will list some preliminary concepts first. Throughout our discussion, z is the complex number z = x + iy. A
function f (z) is called analytic or holomorphic at z = a if

f (z) − f (a)
f 0 (z) = lim (1)
z→a z−a
exists everywhere in arbitrary circles about z = a. Also notice the similarity to the definition of a real derivative.

Theorem 1

A function f (z) = u(x, y) + iv(x, y) satisfies the Cauchy-Riemman Equations

∂u ∂v
=
∂x ∂y
∂v ∂u
=−
∂x ∂y
if it is holomorphic.

Proof : We use the fact that the derivative from all directions are the same.
df f (z + ∆z) − f (z)
= lim
dz ∆z→0 ∆z
Noting that ∆z = ∆x + i∆y, first we will approach z vertically ∆x = 0. So,
df f (x + i(y + ∆y)) − f (x + iy) 1 ∂f
= lim =
dz ∆y→0 i∆y i ∂y
Similarly, approaching z horizontally,
df f (x + ∆x + iy) − f (x + iy) ∂f
= lim =
dz ∆x→0 ∆x ∂x
Now recall that
f (z) = u(x, y) + iv(x, y)
And thus the partial derivatives are equal
∂f ∂f
−i =
∂y ∂x
 
∂u ∂v ∂u ∂v
−i +i = +i
∂y ∂y ∂x ∂x
Equating the real and imaginary parts, we get what we need.

1
All holormophic functions satisfy the cauchy-riemman equations, and if functions satisfy the equations, they are holomor-
phic.
Theorem 2

If u(x, y) and v(x, y) can be expressed as f (z) = u + iv, where f (z) is analytic in ω, then u and v satisfy laplace’s
equation in ω, i.e.
∇2 u = 0
∇2 v = 0

Proof. Begin by remembering that Laplace’s equation for some scalar function E is

∂2E ∂2E
∇2 E = ∇ · (∇E) = + =0
∂x2 ∂y 2

∇2 E is also called the Laplacian of E. Writing down the laplacian of u,

∂2u ∂2u
∇2 u = + 2
∂x2 ∂y
∂u ∂v ∂u ∂v
But from the Cauchy-Riemman Equations, ∂x = ∂y and ∂y = − ∂x Plugging this into the laplacian equation,

∂2v ∂2v
∇2 u = − =0
∂x∂y ∂x∂y

So u(x, y) is harmonic. Similarly,

∂v ∂v ∂u ∂u
∇v = x̂ + ŷ = − x̂ + ŷ
∂x ∂y ∂y ∂x
Taking the divergence of the above equation, We get

∂2u ∂2u
∇2 v = − + =0
∂x∂y ∂x∂y

Therefore, v(x, y) is harmonic as well.

2 Contour Integrals
In vector calculus, the line integral of a vector function F~ along a certain curve C is defined to be
Z
F~ · d~`
C

where d` is a small displacement along C. If the curve is simply closed, then, for the sake of notation, we write the integral
sign as Z I
→

Another useful theorem is Green’s theorem, which is a special case of Stokes’ theorem.
I Z
F~ · d~` = (∇ × F~ ) · dA
~ (2)
C S

If we are restricting ourselves to the cartesian system, ∇ × F~ boils down to the following determinant
 
 x̂ ŷ ẑ 
∇ × F~ =  ∂x ∂y
∂ ∂ ∂ 
∂z  (3)
 Fx Fy Fz 

2
which, using einstein summation convention, can be discretely written as
∂F k ∂F j
(∇ × F~ )i = −
∂xj ∂xk
Green’s theorem is useful because the integrands are purely scalars.
Theorem 2 (Green)

If P, Q are scalar functions of x, y in a region ω in the xy plane, then

I Z  
∂Q ∂P
P dx + Qdy = − dxdy
∂ω ω ∂x ∂y

~ ≡ hP, Q, 0i. In stokes’ theorem, d~` = hdx, dy, dzi. So the LHS of (2) turns out to be
Proof. Define a vector function B
I I
~ · d~` =
B P dx + Qdy (4)
∂ω ∂ω

~ i = dxj dxk xi , in our case, simplifies to dA

which is also the LHS of Green’s theorem. Now by definition, (dA) ~ = dxdyẑ
simply because dz = 0 (we are only looking at the xy plane). Thus, when we compute the curl (and dot it with dA), ~ we
get Z  
~ ~ ∂Q ∂P
(∇ × B) · dA = − dxdy (5)
ω ∂x ∂y
Now we simply invoke Stokes’ theorem and conclude that Eq.s (4) and (5) are equal, which is what we wanted.
The loop integral of a conservative function is 0. This means that the line integral is path independent. Conservative
functions play important roles in the theories of Maxwell and Newton. In complex analyis, we define the contour integral
of an analytic function f (z) on a simple closed curve γ as
Z
f (z)dz (6)
γ

Theorem 4

If ∂ω is a simple closed curve in and on which f (z) is analytic, then

I
f (z)dz = 0
∂ω

Proof. Using the elementary definitions f (z) = u + iv, z = x + iy, the integral can be written as
I I I
(u + iv)(dx + idy) = (udx − vdy) + i (vdx + udy)
∂ω ∂ω ∂ω

We can write the first integral in the following way

I Z  
∂v ∂u
udx − vdy = − + dxdy
∂ω ω ∂x ∂y
But since f (z) = u + iv is analytic in ω, it satisfies the Cauchy-Riemman equations, thus the integrand is 0. Similarly,
the second integral is I Z   
∂v ∂u
i (vdx + udy) = i − dxdy
∂ω ω ∂x ∂y
Again, the integrand is 0, giving us I
f (z)dz = 0
∂ω

This means that the loop integrals of all analytic functions is 0.

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3 The Integral Formula
Theorem 5 (Cauchy)

If f (z) is analytic in a region ω around z = a, then

I
1 f (z)
f (a) = dz
2πi ∂ω z−a

Proof. We consider I I
f (z)
ζdz = dz
∂ω ∂ω z−a
The integrand is analytic. We also draw a circle Ω of radius R about a, and make a small connection α to ∂ω such that
both ∂ω and ∂Ω forms another simple closed curve ∂ω 0 . This circle has the equation z = a + Reiθ . Consider the simple
closed curve ∂ω 0 = ∂ω + ∂Ω. Using cauchy’s theorem, we can write
I I Z I
ζdz) = ζdz + ζdz + ζdz
0
| ∂ω{z } ∂ω
| α{z } ∂Ω
=0 =0

where we traverse ∂ω counterclockwise and ∂Ω clockwise If we traverse both counter clockwise, we have
I I
f (z) f (z)
dz = dz
∂ω z − a ∂Ω z − a

When traversing the circle, dz = dθiReiθ

I Z 2π Z 2π
f (z) f (z)
dz = dθiReiθ = i f (z)dθ
∂ω z−a 0 Reiθ 0

Now let z → a to get Z 2π Z 2π

lim f (z)dθ = f (a)dθ = 2πf (a)
z→a 0 0
So I
1 f (z)
f (a) = dz
2πi z−a

Using a notational trick, we can thus write

I
1 f (w)
f (z) = dw (7)
2πi w−z

3.1 Higher Derivatives

Let us start with the first and second derivatives and then try to generalize. Differentiating the integral formula once gives
I   I
1 d 1 1 f (w)
f 0 (z) = f (w)dw = dw
2πi dz w − z 2πi (w − z)3

Differentiating again,
2 · f (w)
I
(2) 1
f (z) =
2πi (w − z)2
Immediately we notice that I
(n) n! f (w)
f (z) = dw (8)
2πi (w − z)n+1
To present it formally, we use induction.
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 Theorem 6
The nth derivative of an analytic function is
I
n! f (w)
f (n) = dw
2πi (w − z)n+1

Proof. The base case (n = 1) is what we concluded from theorem 5. Let us assume that the theorem holds for n = k.
I
(k) k! f (w)
f = dw
2πi (w − z)k+1

Differentiating,
d(w − z)−k−1
I
k!
f (k+1) = f (w) dw
2πi dz
The derivative is
k+1
(w − z)k+2
And therefore I I
(k+1) k!(k + 1) f (w) (k + 1)! f (w)
f = dw = dw
2πi (w − z)k+2 2πi (w − z)k+2

References
1. Mary L. Boas, Mathematical Methods in the Physical Sciences

2. Wikipedia, Cauchy’s integral formula