Complex Analysis: Lecture 11

MA201 Mathematics-III

MGPP, AC, ST, SP

IIT Guwahati

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Cauchy’s Integral Formula

The following theorem shows that the values of an analytic function f interior to a
simple closed contour C are completely determined by the values of f on C .
Theorem
Cauchy’s Integral Formula: Let f be analytic in a simply connected domain D, and let
C be a simple closed, positively oriented contour that lies in D. If z0 is a point that lies
interior to C , then Z
1 f (z) dz
f (z0 ) = .
2π i C z − z0

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Proof of Cauchy’s Integral Formula
Consider a circle γ : z(t) = z0 + reit for t ∈ [0, 2π] with sufficiently small radius r > 0
such that γ lies inside the given simple closed contour C .

By Principle of Deformation of Contour,

Z Z
f (z) dz f (z) dz
= .
C z − z0 γ z − z0

( f (z) − f (z0 ) + f (z0 )) dz

Z Z
f (z) dz
=
γ z − z0 γ z − z0
Z Z
( f (z) − f (z0 )) dz dz
= + f (z0 )
γ z − z 0 γ z − z0

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Continuation of Proof

( f (z0 + reit ) − f (z0 ))

2π Z 2π
i reit dt
Z Z
f (z) dz
= it
i re dt + f (z0 )
it
γ z − z0 t=0 re t=0 reit
Z 2π Z 2π
= i ( f (z0 + reit ) − f (z0 )) dt + i f (z0 ) dt
t=0 t=0
Z 2π
= i ( f (z0 + reit ) − f (z0 )) dt + 2πi f (z0 )
t=0

Z Z 2π
1 f (z) dz 1
− f (z0 ) = ( f (z0 + reit ) − f (z0 )) dt
2πi γ z − z0 2π t=0
Z Z 2π
1 f (z) dz 1
− f (z0 ) ≤ f (z0 + reit ) − f (z0 ) dt
2πi γ z − z0 2π t=0
Since f is continuous at z0 , for any given ϵ > 0, ∃ δ > 0 such that
|z − z0 | < δ =⇒ | f (z) − f (z0 )| < ϵ .
MGPP, AC, ST, SP Complex Analysis: Lecture 11
Continuation of Proof
Choose r < δ. Then | f (z0 + reit ) − f (z0 )| < ϵ .
Z Z 2π
1 f (z) dz 1
− f (z0 ) ≤ f (z0 + reit ) − f (z0 ) dt
2πi γ z − z0 2π t=0
ϵ
Z 2π
< dt = ϵ
2π t=0
Since ϵ > 0 is arbitrary and above inequality is true for every ϵ , we conclude that
Z
1 f (z) dz
− f (z0 ) = 0 .
2πi γ z − z0
Therefore, Z
1 f (z) dz
= f (z0 ) .
2πi γ z − z0
Thus, Z
1 f (z) dz
= f (z0 ) .
2πi C z − z0
MGPP, AC, ST, SP Complex Analysis: Lecture 11
Application of Cauchy’s Integral Formula

Z
z
Example: Find dz.
|z|=2 (z + i)(9 − z 2)

Let f (z) = z/(9 − z2 ). Observe that f (z) is analytic on and inside |z| = 2.
By applying Cauchy’s integral formula, we get

z/(9 − z2 )
Z
1
f (−i) = dz
2πi |z|=2 z − (−i)

Therefore,
z/(9 − z2 ) π
Z
dz = 2π i f (−i) =
|z|=2 z − (−i) 5

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Cauchy’s Integral Formula for n-th Derivative

The value of the n-th derivative f n (z) can be represented by a certain contour integral
involving the values of f (z) on C as follows.
Theorem
Cauchy’s Integral Formula for n-th Derivative: Let f be analytic in a simply connected
domain D, and let C be a simple closed, positively oriented contour that lies in D. Let
f n (z) denote the n-th derivative of f (z). If z0 is a point that lies interior to C , then
Z
n! f (z) dz
f (n) (z0 ) = n = 1, 2, 3, · · · .
2π i C (z − z0 )n+1

Set f (0) ≡ f . We know that 0! = 1. Then

Z
n! f (z) dz
f (n) (z0 ) = n = 0, 1, 2, 3, · · · .
2π i C (z − z0 )n+1

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Application of Cauchy’s Integral Formula for n-th Derivative

Z
exp(z)
Example: Find 4
dz where C : |z| = 2.
C z
Let f (z) = exp(z). Observe that f (z) is analytic on and inside |z| = 2.
By applying Cauchy’s integral formula for n-th derivative with n = 3, we get
Z
3! exp(z)
f (3) (0) = dz
2πi C (z − 0)3+1
Therefore,
2π i f (3) (0) π i
Z
exp(z)
dz = =
C z4 3! 3
Z
dz
Exercise: Find where n ∈ Z and C : |z − z0 | = R with R > 0.
C (z − z0 )n

MGPP, AC, ST, SP Complex Analysis: Lecture 11

 Consequences/ Applications
of
Cauchy’s Integral Formula
and
Cauchy’s Integral Formula for n-th Derivative

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Analytic =⇒ Infinitely Many Times Differentiable

Theorem
Let D be an open set in C. If a function f is analytic in D then for each n ∈ N, the n-th
derivative f (n) of f exists and analytic in D.

Proof: By Cauchy’s integral formula for derivatives, the above theorem follows.

Corollary
Let D be an open set in C. If a function f (z) = u(x, y) + i v(x, y) is analytic in D, then
the component functions u ≡ u(x, y) and v ≡ v(x, y) have continuous partial derivatives
of all orders at each point of D.

Proof: Follows from the above theorem.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Cauchy’s Estimate

Theorem
Let f (z) be analytic on and inside the circle C : |z − z0 | = R. Let
MR = max{| f (z)| : |z − z0 | = R}. Then,
n! MR
f (n) (z0 ) ≤ for n = 1, 2, · · · .
Rn
Proof: By applying Cauchy’s Integral Formula for n-th derivative to C : z(t) = z0 + Reit
for t ∈ [0, 2π],
Z
n! f (z) dz
f (n) (z0 ) =
2πi C (z − z0 )n+1
Z
n! | f (z)| |dz| n! MR 2πR n! MR
≤ ≤ =
2π C |z − z0 |n+1 2π Rn+1 Rn

MGPP, AC, ST, SP Complex Analysis: Lecture 11

 Joseph Liouville (1809 - 1882)
French Mathematician

Liouville worked in a number of different fields in mathematics, including number

theory, complex analysis, differential geometry and topology, but also mathematical
physics and even astronomy.
He is remembered particularly for Liouville’s theorem, a nowadays rather basic result in
complex analysis.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Recall that a function f (z) is said to be an entire function if f (z) is analytic at every
point of the complex plane C.

Recall that a function f : D ⊆ C → C is said to be bounded in D if there exists M > 0

such that | f (z)| < M for all z ∈ D.

Theorem
Liouville’s Theorem: If f is entire and bounded in the complex plane C, then f (z) is a
constant function in C.

Note:
By Liouville’s theorem, we can conlude that sin z, cos z, sinh z and cosh z are unbounded
in C.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Liouville’s Theorem

Theorem
Liouville’s Theorem: If f is entire and bounded in the complex plane C, then f (z) is a
constant function in C.

Let z0 be an arbitrary point in C.

We will show that f ′ (z0 ) = 0 for every z0 ∈ C.
Since f is bounded in C, there exists M > 0 such that | f (z)| < M for all z ∈ C.
Let CR : |z − z0 | = R where R > 0.
By Cauchy’s estimate,
M
| f ′ (z0 )| ≤ .
R
The above inequality is true for every R > 0. Therefore f ′ (z0 ) = 0.
Since f ′ (z) = 0 for all z ∈ C, it follows that f (z) is a constant function in C.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Properties of Non-Constant Polynomials

Theorem
Let P(z) = a0 + a1 z + a2 z2 + · · · + an zn be a polynomial of degree n ≥ 1 with an , 0. Then
there exists R > 0 such that
1 3
|an ||z| ≤ |P(z)| ≤ |an ||z|n
n
for |z| > R .
2 2
Proof:
a0 a1 an−1
Let w = n + n−1 + · · · + .
z z n z
Then, P(z) = an z + wz = (an + w)zn .
n

a0 a1 an−1 |a0 | |a1 | |an−1 |

|w| = + + · · · + ≤ + + · · · +
zn zn−1 z |z|n |z|n−1 |z|

MGPP, AC, ST, SP Complex Analysis: Lecture 11

There exists R > 0 (sufficiently large) such that

|ak | |an |
< for k = 0, 1, · · · (n − 1) and for |z| ≥ R .
|z|n−k 2n
|a0 | |a1 | |an−1 | |an |
This implies |w| ≤ n + n−1 + · · · + < for |z| ≥ R.
|z| |z| |z| 2
|an |
|an + w| ≥ ||an | − |w|| > for |z| ≥ R .
2

|an |
|P(z)| = |an + w||z|n > for |z| ≥ R .
2
Now
|P(z)| = |an + w||z|n ≤ |an ||z|n + |w||z|n

|an | n 3
< |an ||z|n + |z| < |an ||z|n for |z| ≥ R .
2 2
MGPP, AC, ST, SP Complex Analysis: Lecture 11
Exercise: By using the above inequality, show that |P(z)| → ∞ (and hence P(z) → ∞)
as z → ∞.
1 1
For |z| ≥ R, we have |P(z)| > |an ||z|n = |an | Rn .
2 2
The above inequality is true for every |z| = R∗ > R.
As R∗ → ∞, we have |P(z)| → ∞.
Therefore P(z) → ∞ as z → ∞.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Fundamental Theorem of Algebra
Theorem
Let P(z) = a0 + a1 z + a2 z2 + · · · + an zn be a polynomial of degree n ≥ 1 with an , 0. Then
P(z) has at least one zero in C.

Proof: Suppose that P(z) is not zero for any value of z.

Then f (z) = 1/P(z) is an entire function.
We will show that f (z) is bounded in C.
By previous theorem, there exists R > 0 such that
1 1 2
|an ||z|n ≤ |P(z)| =⇒ < for |z| > R .
2 |P(z)| |an |Rn
=⇒ | f (z)| < M1 for |z| > R .
Since | f (z)| is continuous on the compact set |z| ≤ R, there exists M2 > 0 such that

=⇒ | f (z)| < M2 for |z| ≤ R .

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Continuation of Proof of FTA

Choose M = max{M1 , M2 }.
Then
| f (z)| < M for all z∈C.
Thus, f (z) is bounded in C.
Since f (z) is entire and bounded in C, by Liouville’s theorem, f (z) is a constant
function in C.
It implies that P(z) is a constant function which is a contradiction to the fact that degree
of P(z) is ≥ 1.
Therefore, P(z) has at least one zero in C.
This completes the proof of FTA.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Corollary
Let P(z) = a0 + a1 z + a2 z2 + · · · + an zn be a polynomial of degree n ≥ 1 with an , 0. Then
P(z) has exactly n zeros counting multiplicities in C.

Proof: By FTA, P(z) has at least one zero, say, z1 in C. Then

P(z) = (z − z1 )Q(z) for all z∈C,

where Q(z) is a polynomial of degree (n − 1).

Applying FTA to Q(z), we get Q(z) has at least one zero, say, z2 in C. Then

Q(z) = (z − z2 )R(z) for all z∈C,

where R(z) is a polynomial of degree (n − 2).

Continuing this way, we arrive at

P(z) = K (z − z1 )(z − z2 ) · · · (z − zn−1 )(z − zn ) for all z∈C,

where K is a complex constant.

MGPP, AC, ST, SP Complex Analysis: Lecture 11
 Johann Carl Friedrich Gauss (1777 - 1855)

Gauss was a German mathematician who contributed significantly to many fields,

including number theory, algebra, statistics, analysis, differential geometry, geodesy,
geophysics, mechanics, electrostatics, astronomy, matrix theory, and optics.
Sometimes referred to as the Princeps mathematicorum (Latin, “the Prince of
Mathematicians” or “the foremost of mathematicians”) and “greatest mathematician
since antiquity”, Gauss had an exceptional influence in many fields of mathematics and
science and is ranked as one of history’s most influential mathematicians.
Ref: https://en.wikipedia.org/wiki/Carl Friedrich Gauss
MGPP, AC, ST, SP Complex Analysis: Lecture 11
Gauss Mean Value Theorem
Theorem
Gauss Mean Value Theorem:
If f is analytic in a simply connected domain D that contains the circle C : |z − z0 | = R,
then Z 2π
1
f (z0 ) = f (z0 + Reiθ ) dθ .
2π 0
That is, the value f at z0 is the integral average of the values of f (z) at points z on the
circle C .

Proof: C : z(θ) = z0 + Rei θ for θ ∈ [0, 2π]. Z

1 f (z) dz
The Cauchy’s Integral Formula gives that f (z0 ) =
2π i C (z − z0 )
2π
f (z0 + Reiθ ) i Reiθ dθ 2π
Z Z
1 1
= = f (z0 + Reiθ ) dθ .
2π i 0 (z0 + Reiθ − z0 ) 2π 0

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Maximum-Modulus Theorem

Consider the function f (x) = −x2 for x ∈ [−1, 1]. It attains the maximum value at x = 0
which is an interior point to the interval [−1, 1]. Whereas, the following theorem shows
that for an analytic function f (z), the maximum value of | f (z)| cannot be attained in the
interior point of a domain.
Theorem
Maximum-Modulus Theorem (or Maximum-Modulus Principle): If a function f is
analytic and non-constant in a given domain D, then | f (z)| has no maximum value in
D. That is, there is no point z0 in the domain D such that | f (z)| ≤ | f (z0 )| for all points z
in D.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Another version of Maximum-Modulus theorem

Theorem
Maximum-Modulus Theorem (Stronger Version): Suppose that a function f is
continuous in a closed bounded (that is, compact) region S and that f (z) is analytic
and non-constant in the interior of S . Then, the maximum value of | f (z)| in S which is
always reached, occurs somewhere on the boundary of S and never in the interior of
S.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Minimum-Modulus Theorem

The following theorem is an immediate consequence of the maximum-modulus

theorem and tells about the minimum-modulus of f (z).
Theorem
Minimum-Modulus Theorem: Let a function f be continuous in a closed bounded
region S and let f be analytic and non-constant throughout the interior of S . Further,
assume that f (z) , 0 for every z ∈ S . Then, | f (z)| has a minimum value in S which
occurs on the boundary of S and never in the interior of S .

Hint: Apply Maximum Modulus Theorem to 1/ f .

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Example

Find the maximum value and the minimum value of | f (z)| in S if f (z) = ez and
S = {z ∈ C : |z| ≤ R} where R > 0.

Since ez is analytic in S , by the Maximum Modulus Theorem, | f (z)| = |ez | = e x for

z = x + iy ∈ S attains its maximum value only on the boundary of S and not in the
interior of S .
In S , the maximum value of |ez | is attained at the point z = R and is given by eR .

Since ez , 0 for all z ∈ S and ez is analytic in S , by the Minimum Modulus Theorem, |ez |
attains its minimum value only on the boundary of S and not in the interior of S .
In S , the minimum value of |ez | is attained at the point z = −R and is given by e−R .

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Example

Find the maximum value of | f (z)| in S if f (z) = sin(z) and

S = {z = x + iy ∈ C : 0 ≤ x ≤ π, 0 ≤ y ≤ 1}.
Hint: q
| f (z)| = | sin(z)| = sin2 (x) + sinh2 (y) for z = x + iy ∈ C.

Apply the maximum modulus theorem and conclude that | f | attains the maximum value
in S at the point z∗ = (π/2) + i on the boundary of S and at no other point in S .

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Maximum Values of ℜ( f ) and ℑ( f ), if f is analytic

Let f (z) = u(x, y) + iv(x, y) be a non-constant, analytic function in a closed and

bounded set S .
Consider the function g(z) = exp( f (z)) and h(z) = exp(−i f (z)). Observe that g(z)
and h(z) are analytic in S .
The maximum values of |g(z)| = eu(x,y) and |h(z)| = ev(x,y) are attained only on the
boundary of S by maximum modulus theorem.
Since u(x, y) and v(x, y) are real valued function and real exponential function et
on R is strictly increasing on R, it follows that the maximum values of u(x, y) and
v(x, y) are attained only on the boundary of S and not at any interior point of S .

MGPP, AC, ST, SP Complex Analysis: Lecture 11

 Hermann Schwarz (1843 - 1921)
German Mathematician

Schwarz originally studied chemistry in Berlin but Kummer and Weierstrass persuaded
him to change to mathematics. Between 1867 and 1869 he worked in Halle, then in
Zurich. From 1875 he worked at Gottingen University, dealing with the subjects of
complex analysis, differential geometry and the calculus of variations. Schwarz is
known for his work in Complex Analysis.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Schwarz Lemma

The following result is a consequence of maximum-modulus theorem.

Theorem
Schwarz Lemma:
Let D = {z ∈ C : |z| < 1} be the open unit disk. Let f : D → D be analytic in D with
f (0) = 0. Then
| f (z)| ≤ |z| for all z ∈ D,
| f ′ (0)| ≤ 1.
Moreover if | f (z)| = |z| for some non-zero z in D or | f ′ (0)| = 1 then f (z) = az for all z ∈ D
where a is a complex constant with |a| = 1.

MGPP, AC, ST, SP Complex Analysis: Lecture 11

 Giacinto Morera (1856 - 1909)

Giacinto Morera was an Italian engineer and mathematician. He is known for Morera’s
theorem in the theory of functions of a complex variables and for his work in the theory
of linear elasticity.
Ref: https://en.wikipedia.org/wiki/Giacinto Morera

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Morera’s Theorem
The following theorem is some sort of converse to the Cauchy-Goursat theorem.

Theorem
Morera’s
Z Theorem: If a function f is continuous in a simply connected domain D and
f (z) dz = 0 for every simple closed contour C lying in D, then f is analytic
C
throughout D.

Proof: Fix a point z0 in D and define

Z z
F(z) = f (w) dw for z ∈ D .
z0
Z z+∆z
=⇒ F(z + ∆z) − F(z) = f (w) dw .
z
Z z+∆z Z z+∆z
1
Observe that dw = ∆z =⇒ f (z) = f (z) dw .
z ∆z z

MGPP, AC, ST, SP Complex Analysis: Lecture 11

Continuation of Proof of Morera’s Theorem

F(z + ∆z) − F(z) z+∆z

Z
1
− f (z) = ( f (w) − f (z)) dw
∆z ∆z z
Since f is continuous at the point z, for any given ϵ > 0, ∃δ > 0 such that

|w − z| < δ =⇒ | f (w) − f (z)| < ϵ .

Choose |∆z| < δ. Then

F(z + ∆z) − F(z) z+∆z

ϵ |∆z|
Z
1
− f (z) ≤ | f (w) − f (z)| |dw| < =ϵ.
∆z |∆z| z |∆z|

Thus, F ′ (z) = f (z) for all z ∈ D. This implies that F(z) is analytic in D.
Since F(z) is analytic in D, the derivatives F (n) (z) for all n ∈ N exist in D. Since
F (n) (z) = f (n−1) (z) for all z ∈ D and for each n ∈ N, it follows that f is analytic in D. This
completes the proof.
MGPP, AC, ST, SP Complex Analysis: Lecture 11