Complex Analysis MT23, Cauchy's integral formula


Flashcards

Can you state the “circle” form of Cauchy’s integral formula?


Suppose

  • $U$ open set
  • $f : U \to \mathbb C$ holomorphic
  • $U \supseteq \bar B(a, r)$

Then for all $w \in B(a, r)$, we have

\[f(w) = \frac{1}{2\pi i} \int_\gamma \frac{f(z)}{z-w} \text dz\]

where

\[\gamma(t) = a + re^{2\pi i t}\]

Quickly prove the “circle” form of Cauchy’s integral formula, i.e. if

  • $U$ open set
  • $f : U \to \mathbb C$ holomorphic
  • $U \supseteq \bar B(a, r)$

then for all $w \in B(a, r)$, we have

\[f(w) = \frac{1}{2\pi i} \int_\gamma \frac{f(z)}{z-w} \text dz\]

Draw a picture: consider contours $\Gamma _ 1$ and $\Gamma _ 2$ where we have a disc about $a$, with some point $w$ on the inside, and $\Gamma _ 1$ loops around a small $\varepsilon$-bump on the outside of $w$ and half of the circle, and $\Gamma _ 2$ loops around the other side.

Then, by additivity properties of the path integrals,

\[\int_{\Gamma_1} \frac{f(z)}{z - w} \text d z + \int_{\Gamma_2} \frac{f(z)}{z - w} \text dz = \int_{\gamma(a, r)} \frac{f(z)}{z - w} \text d z - \int_{\gamma(w, \varepsilon)} \frac{f(z)}{z-w} \text dz\]

But by Cauchy’s theorem the integrals on the LHS are $0$, so we have

\[\begin{aligned} \int_{\gamma(a, r)} \frac{f(z)}{z - w} \text d z &= \int_{\gamma(w, \varepsilon)} \frac{f(z)}{z-w} \text dz \\\\ &= \int_{\gamma(w, \varepsilon)} \frac{f(z) - f(w)}{z - w} \text d z + f(w)\int_{\gamma(w, \varepsilon)} \frac{1}{z-w} \text d z \\\\ &= \int_{\gamma(w, \varepsilon)} \frac{f(z) - f(w)}{z - w} \text d z + f(w) \times 2\pi i I(\gamma, w) \end{aligned}\]

but then, since $f$ is holomorphic at $z = w$, remaining integral on the RHS must tend towards $0$ as $\varepsilon \to 0$, hence it follows:

\[f(w) = \frac{1}{2\pi i}\int_{\gamma(a, r)} \frac{f(z)}{z -w} \text d z\]

Suppose $U$ is an open set of $\mathbb C$ and $(f _ n)$ is a sequence of functions defined on $U$. What does it mean for $f _ n \to f$ uniformly on compacts?


For every compact subset $K$ of $U$, the sequence $(f _ n \vert _ K)$ converges uniformly to $f _ K$.

It is true that if $f _ n : U \to \mathbb C$ is a sequence of holomorphic functions (where $U$ domain), then if $f _ n \to f$ uniformly, $f$ is holomorphic. However, we can actually weaken this condition. What change actually allows this to be true for a wider class of functions?


$f _ n \to f$ only has to converge uniformly on compact subsets of $U$.

Winding number form of Cauchy’s integral formula

Can you state the winding number form of Cauchy’s integral formula, and why this is more powerful than the original form?


Suppose

  • $f : U \to \mathbb C$ holomorphic
  • $\gamma$ closed path in $U$ (i.e. $I(\gamma, z) = 0$ for all $z \notin U$)

Then, for all $z \in U \setminus \gamma^\star$:

\[\int_\gamma f(w) \text dw = 0\]

(a form of Cauchy’s theorem), and

\[\int_\gamma \frac{f(w)}{w - z} \text d w = 2\pi i I(\gamma, z)f(z)\]

Better since it works for any domain where $\gamma$ lies in domain.

Quickly-ish prove that if

  • $f : B(0, r) \to \mathbb C$
  • $f$ holomorphic

then

  • $f$ is analytic on $B(0, r)$

by using Cauchy’s integral formula. Don’t worry about justifying that the geometric series converges or that we can interchange the order of sums and integration.


\[\begin{aligned} f(w) &= \frac{1}{2\pi i} \int_{\partial B} \frac{f(z)}{z-w} \text d z \\\\ &= \frac{1}{2\pi i} \int_{\partial B} \frac{f(z)}{z\left(1-\frac w z\right)} \text d z\\\\ &= \frac{1}{2\pi i} \int_{\partial B} \sum^\infty_{k = 0} \frac 1 z f(z) \cdot \left(\frac w z \right)^k \text d z \\\\ &= \frac{1}{2\pi i} \sum^\infty_{k = 0} w^k \cdot \frac{1}{2\pi i}\int_{\partial B} \frac{f(z)}{z^{k+1}\\,} \text d z \\\\ \end{aligned}\]

Quickly prove that if $U$ is a domain and $f _ n : U \to \mathbb C$ is a sequence of holomorphic functions, then if $f _ n \to f$ uniformly on compacts, then $f$ is holomorphic.


$f$ is continuous: Pick some $a \in U$, then since $U$ is open, $\exists r > 0$ s.t. $B(a, r) \subseteq U$. But then $K = \overline B(a, r/2) \subseteq U$, and $f _ n \to f$ uniformly on $K$, so $f$ is continuous on $K$, and so continuous at $a$.

$f$ is holomorphic: Pick some $w \in U$ and again find $r > 0$ such that $B(w, r) \subseteq U$. Then $B(w, r)$ is convex, so Cauchy’s theorem shows that for every closed path $\gamma: [a, b] \to B(w, r)$ we have

\[\int_\gamma f_n(z) \text dz = 0 \quad \forall n \in \mathbb N\]

But $\gamma^\star = \gamma([a, b])$ is a compact subset of $U$. Hence $f _ n \to f$ uniformly on $\gamma^\star$. It then follows

\[0 = \int_\gamma f_n(z) \text dz \to \int_\gamma f(z) \text dz\]

So the integral of any closed path in $B(w, r)$ is zero. Then by Morera’s theorem, $f$ is holomorphic on $B(w, r)$.

Prove, by appealing to Liouville’s theorem, the Fundamental Theorem of Algebra:

Suppose that $p(z) = \sum^n _ {k = 0} a _ k z^k$ is a non-constant polynomial where $a _ k \in \mathbb C$ and $a _ n \ne 0$. Then there is a $z _ 0$ for which $p(z _ 0) = 0$.


Todo, consider $1/p$, and use the fact that if it were bounded then Lioville’s theorem would imply that it was constant.




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