Theorem 6.1 (Cauchy”s Integral Formula). If f f f is analytic on a connected domain Containing a simple closed positively oriented contour γ \gamma γ And z 0 z_0 z 0 is inside γ \gamma γ Then
f ( z 0 ) = 1 2 π i ∫ γ f ( z ) z − z 0 d z f(z_0) = \frac{1}{2\pi i}\int_\gamma \frac{f(z)}{z - z_0}\, dz f ( z 0 ) = 2 π i 1 ∫ γ z − z 0 f ( z ) d z
Proof. Let γ ε \gamma_\varepsilon γ ε be a small circle of radius ε \varepsilon ε around z 0 z_0 z 0 . Since f ( z ) z − z 0 \frac{f(z)}{z - z_0} z − z 0 f ( z ) is analytic on the region between γ \gamma γ and γ ε \gamma_\varepsilon γ ε
∫ γ f ( z ) z − z 0 d z = ∫ γ ε f ( z ) z − z 0 d z \int_\gamma \frac{f(z)}{z - z_0}\, dz = \int_{\gamma_\varepsilon} \frac{f(z)}{z - z_0}\, dz ∫ γ z − z 0 f ( z ) d z = ∫ γ ε z − z 0 f ( z ) d z
On γ ε \gamma_\varepsilon γ ε : f ( z ) = f ( z 0 ) + ( z − z 0 ) f ′ ( ζ ) f(z) = f(z_0) + (z - z_0)f'(\zeta) f ( z ) = f ( z 0 ) + ( z − z 0 ) f ′ ( ζ ) for some ζ \zeta ζ between z z z and z 0 z_0 z 0 .
= ∫ γ ε f ( z 0 ) z − z 0 d z + ∫ γ ε f ′ ( ζ ) d z = f ( z 0 ) ⋅ 2 π i + 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 = ∫ γ ε z − z 0 f ( z 0 ) d z + ∫ γ ε f ′ ( ζ ) d z = f ( z 0 ) ⋅ 2 π i + 0
Since ∫ γ ε d z z − z 0 = 2 π i \int_{\gamma_\varepsilon} \frac{dz}{z - z_0} = 2\pi i ∫ γ ε z − z 0 d z = 2 π i (parameterize z = z 0 + ε e i θ z = z_0 + \varepsilon e^{i\theta} z = z 0 + ε e i θ ) and ∫ γ ε f ′ ( ζ ) d z → 0 \int_{\gamma_\varepsilon} f'(\zeta)\, dz \to 0 ∫ γ ε f ′ ( ζ ) d z → 0 as ε → 0 \varepsilon \to 0 ε → 0 by the ML inequality. ■ \blacksquare ■
Theorem 6.2 (Cauchy’s Integral Formula for Derivatives). Under the same conditions,
f ( n ) ( z 0 ) = n ! 2 π i ∫ γ f ( z ) ( z − z 0 ) n + 1 d z f^{(n)}(z_0) = \frac{n!}{2\pi i}\int_\gamma \frac{f(z)}{(z - z_0)^{n+1}}\, dz f ( n ) ( z 0 ) = 2 π i n ! ∫ γ ( z − z 0 ) n + 1 f ( z ) d z
Proof. We proceed by induction. The base case n = 0 n = 0 n = 0 is Theorem 6.1. For the inductive step, Assume the formula holds for n n n . Using the difference quotient:
f ( n + 1 ) ( z 0 ) = lim h → 0 f ( n ) ( z 0 + h ) − f ( n ) ( z 0 ) h = lim h → 0 n ! 2 π i ∫ γ 1 h [ f ( z ) ( z − z 0 − h ) n + 1 − f ( z ) ( z − z 0 ) n + 1 ] d z f^{(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 f ( n + 1 ) ( z 0 ) = lim h → 0 h f ( n ) ( z 0 + h ) − f ( n ) ( z 0 ) = lim h → 0 2 π i n ! ∫ γ h 1 [ ( z − z 0 − h ) n + 1 f ( z ) − ( z − z 0 ) n + 1 f ( z ) ] d z
= ( n + 1 ) ! 2 π i ∫ γ f ( z ) ( z − z 0 ) n + 2 d z = \frac{(n+1)!}{2\pi i}\int_\gamma \frac{f(z)}{(z - z_0)^{n+2}}\, dz = 2 π i ( n + 1 )! ∫ γ ( z − z 0 ) n + 2 f ( z ) d z
Where we justified passing the limit inside the integral by uniform convergence of the integrand On compact subsets. ■ \blacksquare ■
Corollary 6.3. If f f f is analytic, then f f f is infinitely differentiable.
This is remarkable: a single complex derivative implies the existence of all derivatives.
Corollary 6.4 (Cauchy’s Estimates). If f f f is analytic on and inside a circle ∣ z − z 0 ∣ = R |z - z_0| = R ∣ z − z 0 ∣ = R And ∣ f ( z ) ∣ ≤ M |f(z)| \leq M ∣ f ( z ) ∣ ≤ M on the circle, then
∣ f ( n ) ( z 0 ) ∣ ≤ n ! M R n |f^{(n)}(z_0)| \leq \frac{n!M}{R^n} ∣ f ( n ) ( z 0 ) ∣ ≤ R n n ! M
Proof. From the integral formula: ∣ f ( n ) ( z 0 ) ∣ = n ! 2 π ∣ ∫ ∣ z − z 0 ∣ = R f ( z ) ( z − z 0 ) n + 1 d z ∣ ≤ n ! 2 π ⋅ M R n + 1 ⋅ 2 π R = n ! M R n |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} ∣ f ( n ) ( z 0 ) ∣ = 2 π n ! ∫ ∣ z − z 0 ∣ = R ( z − z 0 ) n + 1 f ( z ) d z ≤ 2 π n ! ⋅ R n + 1 M ⋅ 2 π R = R n n ! M . ■ \blacksquare ■
Theorem 6.5 (Liouville’s Theorem). Every bounded entire function is constant.
Proof. If ∣ f ( z ) ∣ ≤ M |f(z)| \leq M ∣ f ( z ) ∣ ≤ M for all z z z Then by Cauchy’s estimates with R R R arbitrarily large: ∣ f ′ ( z 0 ) ∣ ≤ M R → 0 |f'(z_0)| \leq \frac{M}{R} \to 0 ∣ f ′ ( z 0 ) ∣ ≤ R M → 0 as R → ∞ R \to \infty R → ∞ . So f ′ ( z ) = 0 f'(z) = 0 f ′ ( z ) = 0 for all z z z Meaning f f f is Constant. ■ \blacksquare ■
Corollary 6.6. If f f f is entire and ∣ f ( z ) ∣ ≥ M |f(z)| \geq M ∣ f ( z ) ∣ ≥ M for all z z z (bounded away from zero), then f f f is constant.
Proof. 1 / f 1/f 1/ f is entire and bounded by 1 / M 1/M 1/ M So 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] p ( z ) ∈ C [ z ] has a root in C \mathbb{C} C .
Proof. Suppose p ( z ) p(z) p ( z ) has no root. Then f ( z ) = 1 / p ( z ) f(z) = 1/p(z) f ( z ) = 1/ p ( z ) is entire. Since ∣ p ( z ) ∣ → ∞ |p(z)| \to \infty ∣ p ( z ) ∣ → ∞ as ∣ z ∣ → ∞ |z| \to \infty ∣ z ∣ → ∞ , f ( z ) → 0 f(z) \to 0 f ( z ) → 0 So f f f is bounded. By Liouville’s theorem, f f f is constant, so p p p Is constant, a contradiction. ■ \blacksquare ■
Corollary 6.8. Every polynomial of degree n ≥ 1 n \geq 1 n ≥ 1 has exactly n n n roots in C \mathbb{C} C Counting multiplicities.
Solution Problem. Evaluate ∫ γ e z z − 1 d z \int_\gamma \frac{e^z}{z - 1}\, dz ∫ γ z − 1 e z d z where γ \gamma γ is ∣ z ∣ = 2 |z| = 2 ∣ z ∣ = 2 .
Solution. The function e z z − 1 \frac{e^z}{z - 1} z − 1 e z has a singularity at z = 1 z = 1 z = 1 Which lies inside γ \gamma γ . By Cauchy’s integral formula with f ( z ) = e z f(z) = e^z f ( z ) = e z and z 0 = 1 z_0 = 1 z 0 = 1 :
∫ γ e z z − 1 d z = 2 π i ⋅ f ( 1 ) = 2 π i ⋅ e 1 = 2 π i e \int_\gamma \frac{e^z}{z - 1}\, dz = 2\pi i \cdot f(1) = 2\pi i \cdot e^1 = 2\pi i e ∫ γ z − 1 e z d z = 2 π i ⋅ f ( 1 ) = 2 π i ⋅ e 1 = 2 π i e . ■ \blacksquare ■
Problem. Evaluate ∫ γ z 2 + 1 ( z − i ) 3 d z \int_\gamma \frac{z^2 + 1}{(z - i)^3}\, dz ∫ γ ( z − i ) 3 z 2 + 1 d z where γ \gamma γ is ∣ z ∣ = 2 |z| = 2 ∣ z ∣ = 2 .
By Cauchy’s formula for derivatives with f ( z ) = z 2 + 1 f(z) = z^2 + 1 f ( z ) = z 2 + 1 and z 0 = i z_0 = i z 0 = i :
∫ γ f ( z ) ( z − i ) 3 d z = 2 π i 2 ! f ′ ′ ( i ) \int_\gamma \frac{f(z)}{(z - i)^3}\, dz = \frac{2\pi i}{2!}\,f''(i) ∫ γ ( z − i ) 3 f ( z ) d z = 2 ! 2 π i f ′′ ( i ) .
f ′ ( z ) = 2 z f'(z) = 2z f ′ ( z ) = 2 z , f ′ ′ ( z ) = 2 f''(z) = 2 f ′′ ( z ) = 2 . So f ′ ′ ( i ) = 2 f''(i) = 2 f ′′ ( i ) = 2 .
∫ γ z 2 + 1 ( z − i ) 3 d z = 2 π i 2 ⋅ 2 = 2 π i \int_\gamma \frac{z^2 + 1}{(z - i)^3}\, dz = \frac{2\pi i}{2} \cdot 2 = 2\pi i ∫ γ ( z − i ) 3 z 2 + 1 d z = 2 2 π i ⋅ 2 = 2 π i . ■ \blacksquare ■
Problem. Evaluate ∫ γ sin z z ( z − π ) d z \int_\gamma \frac{\sin z}{z(z - \pi)}\, dz ∫ γ z ( z − π ) s i n z d z where γ \gamma γ is ∣ z ∣ = 4 |z| = 4 ∣ z ∣ = 4 .
Singularities inside γ \gamma γ : z = 0 z = 0 z = 0 and z = π z = \pi z = π .
sin z z ( z − π ) = 1 π ( sin z z − π − sin z z ) \frac{\sin z}{z(z - \pi)} = \frac{1}{\pi}\left(\frac{\sin z}{z - \pi} - \frac{\sin z}{z}\right) z ( z − π ) s i n z = π 1 ( z − π s i n z − z s i n z ) .
At z = 0 z = 0 z = 0 : by CIF, ∫ γ sin z z d z = 2 π i ⋅ sin ( 0 ) = 0 \int_\gamma \frac{\sin z}{z}\, dz = 2\pi i \cdot \sin(0) = 0 ∫ γ z s i n z d z = 2 π i ⋅ sin ( 0 ) = 0 . At z = π z = \pi z = π : by CIF, ∫ γ sin z z − π d z = 2 π i ⋅ sin ( π ) = 0 \int_\gamma \frac{\sin z}{z - \pi}\, dz = 2\pi i \cdot \sin(\pi) = 0 ∫ γ z − π s i n z d z = 2 π i ⋅ sin ( π ) = 0 .
∫ γ sin z z ( z − π ) d z = 1 π ( 0 − 0 ) = 0 \int_\gamma \frac{\sin z}{z(z - \pi)}\, dz = \frac{1}{\pi}(0 - 0) = 0 ∫ γ z ( z − π ) s i n z d z = π 1 ( 0 − 0 ) = 0 .
Problem. Evaluate ∫ γ e 2 z ( z − 1 ) 2 ( z + 1 ) d z \int_\gamma \frac{e^{2z}}{(z - 1)^2(z + 1)}\, dz ∫ γ ( z − 1 ) 2 ( z + 1 ) e 2 z d z where γ \gamma γ is ∣ z ∣ = 3 |z| = 3 ∣ z ∣ = 3 .
By partial fractions: 1 ( z − 1 ) 2 ( z + 1 ) = 1 / 4 z + 1 − 1 / 4 z − 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} ( z − 1 ) 2 ( z + 1 ) 1 = z + 1 1/4 − z − 1 1/4 + ( z − 1 ) 2 1/2 .
∫ γ e 2 z ( z − 1 ) 2 ( z + 1 ) d z = 1 4 ⋅ 2 π i ⋅ e − 2 − 1 4 ⋅ 2 π i ⋅ e 2 + 1 2 ⋅ 2 π i 1 ! ⋅ 2 e 2 \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 ∫ γ ( z − 1 ) 2 ( z + 1 ) e 2 z d z = 4 1 ⋅ 2 π i ⋅ e − 2 − 4 1 ⋅ 2 π i ⋅ e 2 + 2 1 ⋅ 1 ! 2 π i ⋅ 2 e 2
= π i e − 2 2 − π i e 2 2 + 2 π i e 2 = π i e − 2 2 + 3 π i e 2 2 = \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} = 2 π i e − 2 − 2 π i e 2 + 2 π i e 2 = 2 π i e − 2 + 2 3 π i e 2 .
Forgetting the n ! n! n ! in the derivative formula: f ( n ) ( z 0 ) = n ! 2 π i ∫ γ f ( z ) ( z − z 0 ) n + 1 d z f^{(n)}(z_0) = \frac{n!}{2\pi i}\int_\gamma \frac{f(z)}{(z - z_0)^{n+1}}\, dz f ( n ) ( z 0 ) = 2 π i n ! ∫ γ ( z − z 0 ) n + 1 f ( z ) d z . The n ! n! n ! is easy to omit. Applying CIF when z 0 z_0 z 0 lies on the contour. The theorem requires z 0 z_0 z 0 strictly inside γ \gamma γ . Confusing the orientation: the contour must be positively oriented (counterclockwise). Neglecting to check that f f f is analytic on and inside γ \gamma γ , not just on γ \gamma γ .