Skip to content

Cauchy's Integral Formula

Theorem 6.1 (Cauchy”s Integral Formula). If ff is analytic on a connected domain Containing a simple closed positively oriented contour γ\gammaAnd z0z_0 is inside γ\gammaThen

f(z0)=12πi∫γf(z)z−z0 dzf(z_0) = \frac{1}{2\pi i}\int_\gamma \frac{f(z)}{z - z_0}\, dz

Proof. Let γε\gamma_\varepsilon be a small circle of radius ε\varepsilon around z0z_0. Since f(z)z−z0\frac{f(z)}{z - z_0} is analytic on the region between γ\gamma and γε\gamma_\varepsilon

∫γf(z)z−z0 dz=∫γεf(z)z−z0 dz\int_\gamma \frac{f(z)}{z - z_0}\, dz = \int_{\gamma_\varepsilon} \frac{f(z)}{z - z_0}\, dz

On γε\gamma_\varepsilon: f(z)=f(z0)+(z−z0)f′(ζ)f(z) = f(z_0) + (z - z_0)f'(\zeta) for some ζ\zeta between zz and z0z_0.

=∫γεf(z0)z−z0 dz+∫γεf′(ζ) dz=f(z0)⋅2πi+0= \int_{\gamma_\varepsilon} \frac{f(z_0)}{z - z_0}\, dz + \int_{\gamma_\varepsilon} f'(\zeta)\, dz = f(z_0) \cdot 2\pi i + 0

Since ∫γεdzz−z0=2πi\int_{\gamma_\varepsilon} \frac{dz}{z - z_0} = 2\pi i (parameterize z=z0+εeiθz = z_0 + \varepsilon e^{i\theta}) and ∫γεf′(ζ) dz→0\int_{\gamma_\varepsilon} f'(\zeta)\, dz \to 0 as ε→0\varepsilon \to 0 by the ML inequality. ■\blacksquare

Theorem 6.2 (Cauchy’s Integral Formula for Derivatives). Under the same conditions,

f(n)(z0)=n!2πi∫γf(z)(z−z0)n+1 dzf^{(n)}(z_0) = \frac{n!}{2\pi i}\int_\gamma \frac{f(z)}{(z - z_0)^{n+1}}\, dz

Proof. We proceed by induction. The base case n=0n = 0 is Theorem 6.1. For the inductive step, Assume the formula holds for nn. Using the difference quotient:

f(n+1)(z0)=lim⁡h→0f(n)(z0+h)−f(n)(z0)h=lim⁡h→0n!2πi∫γ1h[f(z)(z−z0−h)n+1−f(z)(z−z0)n+1]dzf^{(n+1)}(z_0) = \lim_{h \to 0} \frac{f^{(n)}(z_0 + h) - f^{(n)}(z_0)}{h} = \lim_{h \to 0} \frac{n!}{2\pi i}\int_\gamma \frac{1}{h}\left[\frac{f(z)}{(z - z_0 - h)^{n+1}} - \frac{f(z)}{(z - z_0)^{n+1}}\right] dz

=(n+1)!2πi∫γf(z)(z−z0)n+2 dz= \frac{(n+1)!}{2\pi i}\int_\gamma \frac{f(z)}{(z - z_0)^{n+2}}\, dz

Where we justified passing the limit inside the integral by uniform convergence of the integrand On compact subsets. ■\blacksquare

6.3 Consequences of Cauchy’s Integral Formula

Section titled “6.3 Consequences of Cauchy’s Integral Formula”

Corollary 6.3. If ff is analytic, then ff is infinitely differentiable.

This is remarkable: a single complex derivative implies the existence of all derivatives.

Corollary 6.4 (Cauchy’s Estimates). If ff is analytic on and inside a circle ∣z−z0∣=R|z - z_0| = R And ∣f(z)∣≤M|f(z)| \leq M on the circle, then

∣f(n)(z0)∣≤n!MRn|f^{(n)}(z_0)| \leq \frac{n!M}{R^n}

Proof. From the integral formula: ∣f(n)(z0)∣=n!2π∣∫∣z−z0∣=Rf(z)(z−z0)n+1 dz∣≤n!2π⋅MRn+1⋅2πR=n!MRn|f^{(n)}(z_0)| = \frac{n!}{2\pi}\left|\int_{|z-z_0|=R} \frac{f(z)}{(z-z_0)^{n+1}}\, dz\right| \leq \frac{n!}{2\pi} \cdot \frac{M}{R^{n+1}} \cdot 2\pi R = \frac{n!M}{R^n}. ■\blacksquare

Theorem 6.5 (Liouville’s Theorem). Every bounded entire function is constant.

Proof. If ∣f(z)∣≤M|f(z)| \leq M for all zzThen by Cauchy’s estimates with RR arbitrarily large: ∣f′(z0)∣≤MR→0|f'(z_0)| \leq \frac{M}{R} \to 0 as R→∞R \to \infty. So f′(z)=0f'(z) = 0 for all zzMeaning ff is Constant. ■\blacksquare

Corollary 6.6. If ff is entire and ∣f(z)∣≥M|f(z)| \geq M for all zz (bounded away from zero), then ff is constant.

Proof. 1/f1/f is entire and bounded by 1/M1/MSo constant by Liouville. ■\blacksquare

Theorem 6.7 (Fundamental Theorem of Algebra). Every non-constant polynomial p(z)∈C[z]p(z) \in \mathbb{C}[z] has a root in C\mathbb{C}.

Proof. Suppose p(z)p(z) has no root. Then f(z)=1/p(z)f(z) = 1/p(z) is entire. Since ∣p(z)∣→∞|p(z)| \to \infty as ∣z∣→∞|z| \to \infty, f(z)→0f(z) \to 0So ff is bounded. By Liouville’s theorem, ff is constant, so pp Is constant, a contradiction. ■\blacksquare

Corollary 6.8. Every polynomial of degree n≥1n \geq 1 has exactly nn roots in C\mathbb{C} Counting multiplicities.

6.6 Worked Examples: Cauchy’s Integral Formula

Section titled “6.6 Worked Examples: Cauchy’s Integral Formula”
Solution

Problem. Evaluate ∫γezz−1 dz\int_\gamma \frac{e^z}{z - 1}\, dz where γ\gamma is ∣z∣=2|z| = 2.

Solution. The function ezz−1\frac{e^z}{z - 1} has a singularity at z=1z = 1Which lies inside γ\gamma. By Cauchy’s integral formula with f(z)=ezf(z) = e^z and z0=1z_0 = 1:

∫γezz−1 dz=2πi⋅f(1)=2πi⋅e1=2πie\int_\gamma \frac{e^z}{z - 1}\, dz = 2\pi i \cdot f(1) = 2\pi i \cdot e^1 = 2\pi i e. ■\blacksquare

Problem. Evaluate ∫γz2+1(z−i)3 dz\int_\gamma \frac{z^2 + 1}{(z - i)^3}\, dz where γ\gamma is ∣z∣=2|z| = 2.

By Cauchy’s formula for derivatives with f(z)=z2+1f(z) = z^2 + 1 and z0=iz_0 = i:

∫γf(z)(z−i)3 dz=2πi2! f′′(i)\int_\gamma \frac{f(z)}{(z - i)^3}\, dz = \frac{2\pi i}{2!}\,f''(i).

f′(z)=2zf'(z) = 2z, f′′(z)=2f''(z) = 2. So f′′(i)=2f''(i) = 2.

∫γz2+1(z−i)3 dz=2πi2⋅2=2πi\int_\gamma \frac{z^2 + 1}{(z - i)^3}\, dz = \frac{2\pi i}{2} \cdot 2 = 2\pi i. ■\blacksquare

Problem. Evaluate ∫γsin⁡zz(z−π) dz\int_\gamma \frac{\sin z}{z(z - \pi)}\, dz where γ\gamma is ∣z∣=4|z| = 4.

Singularities inside γ\gamma: z=0z = 0 and z=πz = \pi.

sin⁡zz(z−π)=1π(sin⁡zz−π−sin⁡zz)\frac{\sin z}{z(z - \pi)} = \frac{1}{\pi}\left(\frac{\sin z}{z - \pi} - \frac{\sin z}{z}\right).

At z=0z = 0: by CIF, ∫γsin⁡zz dz=2πi⋅sin⁡(0)=0\int_\gamma \frac{\sin z}{z}\, dz = 2\pi i \cdot \sin(0) = 0. At z=πz = \pi: by CIF, ∫γsin⁡zz−π dz=2πi⋅sin⁡(π)=0\int_\gamma \frac{\sin z}{z - \pi}\, dz = 2\pi i \cdot \sin(\pi) = 0.

∫γsin⁡zz(z−π) dz=1π(0−0)=0\int_\gamma \frac{\sin z}{z(z - \pi)}\, dz = \frac{1}{\pi}(0 - 0) = 0.

Problem. Evaluate ∫γe2z(z−1)2(z+1) dz\int_\gamma \frac{e^{2z}}{(z - 1)^2(z + 1)}\, dz where γ\gamma is ∣z∣=3|z| = 3.

By partial fractions: 1(z−1)2(z+1)=1/4z+1−1/4z−1+1/2(z−1)2\frac{1}{(z-1)^2(z+1)} = \frac{1/4}{z+1} - \frac{1/4}{z-1} + \frac{1/2}{(z-1)^2}.

∫γe2z(z−1)2(z+1) dz=14⋅2πi⋅e−2−14⋅2πi⋅e2+12⋅2πi1!⋅2e2\int_\gamma \frac{e^{2z}}{(z-1)^2(z+1)}\, dz = \frac{1}{4} \cdot 2\pi i \cdot e^{-2} - \frac{1}{4} \cdot 2\pi i \cdot e^2 + \frac{1}{2} \cdot \frac{2\pi i}{1!} \cdot 2e^2

=πie−22−πie22+2πie2=πie−22+3πie22= \frac{\pi i e^{-2}}{2} - \frac{\pi i e^2}{2} + 2\pi i e^2 = \frac{\pi i e^{-2}}{2} + \frac{3\pi i e^2}{2}.

  • Forgetting the n!n! in the derivative formula: f(n)(z0)=n!2πi∫γf(z)(z−z0)n+1 dzf^{(n)}(z_0) = \frac{n!}{2\pi i}\int_\gamma \frac{f(z)}{(z - z_0)^{n+1}}\, dz. The n!n! is easy to omit.
  • Applying CIF when z0z_0 lies on the contour. The theorem requires z0z_0 strictly inside γ\gamma.
  • Confusing the orientation: the contour must be positively oriented (counterclockwise).
  • Neglecting to check that ff is analytic on and inside γ\gamma, not just on γ\gamma.