Complex integration · Definition

Cauchy integral formula

complex analysiscomplex integration

Before you start you need to know

It recovers the value of a holomorphic function at a point from what happens on a curve surrounding it.

Definition

The Cauchy integral formula gives the value of a holomorphic function \(f\) at a point \(z_0\) inside a simple closed contour \(C\) by means of an integral of \(f\) over \(C\).

\[f(z_0)=\frac{1}{2\pi i}\oint_C\frac{f(z)}{z-z_0}\,dz\]

If \(f\) is holomorphic on a simple closed contour \(C\) and inside it, traversed counterclockwise, and \(z_0\) lies inside \(C\), then \(\oint_C\frac{f(z)}{z-z_0}dz=2\pi i\,f(z_0)\). The proof uses Cauchy-Goursat: deform \(C\) to a small circle around \(z_0\), where \(f\) is nearly constant and the integral of \(\frac{1}{z-z_0}\) equals \(2\pi i\).

It is a computational rule: given an integral with a factor \(\frac{1}{z-z_0}\), you identify \(f\) as the rest of the integrand and evaluate \(f(z_0)\). Thus \(\oint_{|z|=2}\frac{e^z}{z-1}dz=2\pi i\,e\). If the integrand has several trouble points, as in \(\frac{1}{z^2-1}\), split it with partial fractions and apply the formula to each term. If \(z_0\) lies outside \(C\), the integral is zero.

The result is striking: the values of \(f\) on the boundary determine those inside. On a circle centered at \(z_0\) it gives the mean value property, \(f(z_0)=\frac1{2\pi}\int_0^{2\pi}f(z_0+re^{it})dt\). Differentiating with respect to \(z_0\) under the integral also shows that \(f\) has derivatives of all orders, \(f^{(n)}(z_0)=\frac{n!}{2\pi i}\oint_C\frac{f(z)}{(z-z_0)^{n+1}}dz\); hence every holomorphic function is analytic.

Typical mistakes: applying it when \(f\) has a singularity inside \(C\) (then \(f\) is not holomorphic on the region), forgetting the factor \(2\pi i\), and neglecting orientation, which flips the sign. It is the key tool behind Liouville's theorem and the fundamental theorem of algebra.

Think about it

Why can't the formula be used on \(\oint_{|z|=2}\frac{1}{z(z-1)}\,dz\) with \(f=1/(z-1)\) and \(z_0=0\)?

Because \(f(z)=\frac1{z-1}\) is not holomorphic at \(z=1\), which is inside the contour. Use partial fractions instead: \(\frac1{z(z-1)}=\frac1{z-1}-\frac1z\).

If \(f\) is holomorphic on the closed disk \(|z|\le r\) and \(|f|\le M\) on \(|z|=r\), what bound do you get for \(|f(0)|\)?

\(|f(0)|\le\frac1{2\pi}\cdot 2\pi r\cdot\frac{M}{r}=M\): the central value does not exceed the boundary maximum.

Exercises 10

References

  • Elias M. Stein, Rami Shakarchi, Complex Analysis, 1st edition, Princeton University Press, 2003. Cap. 2, §4
  • James Ward Brown, Ruel V. Churchill, Complex Variables and Applications, 9th edition, McGraw-Hill, 2014. §50
  • Lars V. Ahlfors, Complex Analysis, 3rd edition, McGraw-Hill, 1979. Cap. 4, §2.1