18.4 Cauchy’s Integral Formulas

INTRODUCTION

In the last two sections we saw the importance of the Cauchy–Goursat theorem in the evaluation of contour integrals. In this section we are going to examine several more consequences of the Cauchy–Goursat theorem. Unquestionably, the most significant of these is the following result:

The value of an analytic function f at any point z0 in a simply connected domain can be represented by a contour integral.

After establishing this proposition we shall use it to further show that

An analytic function f in a simply connected domain possesses derivatives of all orders.

The ramifications of these two results alone will keep us busy not only for the remainder of this section but in the next chapter as well.

First Formula

We begin with the Cauchy integral formula. The idea in the next theorem is this: If f is analytic in a simply connected domain and z0 is any point D, then the quotient f(z)/(zz0) is not analytic in D. As a consequence, the integral of f(z)/(zz0) around a simple closed contour C that contains z0 is not necessarily zero but has, as we shall now see, the value 2πi f(z0). This remarkable result indicates that the values of an analytic function f at points inside a simple closed contour C are determined by the values of f on the contour C.

THEOREM 18.4.1 Cauchy’s Integral Formula

Let f be analytic in a simply connected domain D, and let C be a simple closed contour lying entirely within D. If z0 is any point within C, then

(1)

PROOF:

Let D be a simply connected domain, C a simple closed contour in D, and z0 an interior point of C. In addition, let C1 be a circle centered at z0 with radius small enough that it is interior to C. By the principle of deformation of contours, we can write

(2)

We wish to show that the value of the integral on the right is 2πi f(z0). To this end we add and subtract the constant f(z0) in the numerator:

(3)

Now from (4) of Section 18.2 we know that

Thus, (3) becomes

(4)

Since f is continuous at z0 for any arbitrarily small ϵ > 0, there exists a δ > 0 such that |f(z) − f(z0)| < ϵ whenever |zz0| < δ. In particular, if we choose the circle C1 to be |zz0| = δ/2 < δ, then by the ML-inequality (Theorem 18.1.3) the absolute value of the integral on the right side of (4) satisfies

In other words, the absolute value of the integral can be made arbitrarily small by taking the radius of the circle C1 to be sufficiently small. This can happen only if the integral is zero. The Cauchy integral formula (1) follows from (4) by dividing both sides by 2πi.

The Cauchy integral formula (1) can be used to evaluate contour integrals. Since we often work problems without a simply connected domain explicitly defined, a more practical restatement of Theorem 18.4.1 is

If f is analytic at all points within and on a simple closed contour C, and z0 is any point interior to C, then (5)

EXAMPLE 1 Using Cauchy’s Integral Formula

Evaluate where C is the circle |z| = 2.

SOLUTION

First, we identify f(z) = z2 − 4z + 4 and z0 = −i as a point within the circle C. Next, we observe that f is analytic at all points within and on the contour C. Thus by the Cauchy integral formula we obtain

.

EXAMPLE 2 Using Cauchy’s Integral Formula

Evaluate dz, where C is the circle |z − 2i| = 4.

SOLUTION

By factoring the denominator as z2 + 9 = (z − 3i)(z + 3i), we see that 3i is the only point within the closed contour at which the integrand fails to be analytic. See FIGURE 18.4.1.

A graph. The horizontal axis is labeled x and the vertical axis is labeled y. The graph shows a point on the positive vertical axis labeled 3 i and a point on the negative vertical axis labeled minus 3 i. The graph also shows a big circle labeled C moving anticlockwise and passing through all four quadrants. Point 3 i is inside the circle and minus 3 i is outside the circle.

FIGURE 18.4.1 Contour in Example 2

Now by writing

,

we can identify f(z) = z/(z + 3i). This function is analytic at all points within and on the contour C. From the Cauchy integral formula we then have

EXAMPLE 3 Flux and Cauchy’s Integral Formula

The complex function f(z) = k/(), where k = a + ib and z1 are complex numbers, gives rise to a flow in the domain zz1. If C is a simple closed contour containing z = z1 in its interior, then from the Cauchy integral formula we have

Thus the circulation around C is 2πb and the net flux across C is 2πa. If z1 were in the exterior of C, both the circulation and net flux would be zero by Cauchy’s theorem.

Note that when k is real, the circulation around C is zero but the net flux across C is 2πk. The complex number z1 is called a source for the flow when k > 0 and a sink when k < 0. Vector fields corresponding to these two cases are shown in FIGURE 18.4.2(a) and 18.4.2(b).

Two graphs. In the graphs, the horizontal axis is labeled x and the vertical axis is labeled y. The first graph shows a point, labeled z subscript 1, at its center surrounded by outward arrows moving in all directions. The second graph shows a point, labeled z subscript 1, at its center surrounded by inward arrows from all directions.

FIGURE 18.4.2 Vector fields in Example 3

Second Formula

We can now use Theorem 18.4.1 to prove that an analytic function possesses derivatives of all orders; that is, if f is analytic at a point z0, then f′, f″, f‴, and so on, are also analytic at z0. Moreover, the values of the derivatives f(n)(z0), n = 1, 2, 3, … , are given by a formula similar to (1).

THEOREM 18.4.2 Cauchy’s Integral Formula for Derivatives

Let f be analytic in a simply connected domain D, and let C be a simple closed contour lying entirely within D. If z0 is any point interior to C, then

(6)

PARTIAL PROOF:

We will prove (6) only for the case n = 1. The remainder of the proof can be completed using the principle of mathematical induction.

We begin with the definition of the derivative and (1):

Before proceeding, let us set up some preliminaries. Since f is continuous on C, it is bounded; that is, there exists a real number M such that |f(z)| ≤ M for all points z on C. In addition, let L be the length of C and let δ denote the shortest distance between points on C and the point z0. Thus for all points z on C, we have

Furthermore, if we choose |Δz| ≤ δ/2, then

Now,

Because the last expression approaches zero as Δz → 0, we have shown that

If f(z) = u(x, y) + iv(x, y) is analytic at a point, then its derivatives of all orders exist at that point and are continuous. Consequently, from

we can conclude that the real functions u and v have continuous partial derivatives of all orders at a point of analyticity.

Like (1), (6) can sometimes be used to evaluate integrals.

EXAMPLE 4 Using Cauchy’s Integral Formula for Derivatives

Evaluate dz, where C is the circle |z| = 1.

SOLUTION

Inspection of the integrand shows that it is not analytic at z = 0 and z = −4, but only z = 0 lies within the closed contour. By writing the integrand as

we can identify z0 = 0, n = 2, and f(z) = (z + 1)/(z + 4). By the Quotient Rule, f″(z) = −6/(z + 4)3 and so by (6) we have

EXAMPLE 5 Using Cauchy’s Integral Formula for Derivatives

Evaluate dz, where C is the contour shown in FIGURE 18.4.3.

A graph. The horizontal axis is labeled x and the vertical axis is labeled y. The graph shows a point at the origin labeled 0 and a point on the positive vertical axis labeled i. The graph also shows a closed curve in the shape of number 8 intersecting itself on the positive vertical axis. The point i is inside the top section of the curve and point 0 is inside the bottom section of the curve. The top section of the curve above the horizontal axis is labeled C subscript 2 and the bottom section of the curve below the horizontal axis is labeled C subscript 1. The top section is bigger than the bottom section.

FIGURE 18.4.3 Contour in Example 5

SOLUTION

Although C is not a simple closed contour, we can think of it as the union of two simple closed contours C1 and C2 as indicated in Figure 18.4.3. By writing

we are in a position to use both (1) and (6).

To evaluate I1, we identify z0 = 0 and f(z) = (z3 + 3)/(zi)2. By (1) it follows that

To evaluate I2 we identify z0 = i, n = 1, f(z) = (z3 + 3)/z, and f′(z) = (2z3 − 3)/z2. From (6) we obtain

Finally we get

Liouville’s Theorem

If we take the contour C to be the circle |zz0| = r, it follows from (6) and the ML-inequality that

(7)

where M is a real number such that |f(z)| ≤ M for all points z on C. The result in (7), called Cauchy’s inequality, is used to prove the next result.

THEOREM 18.4.3 Liouville’s Theorem

The only bounded entire functions are constants.

PROOF:

Suppose f is an entire function and is bounded; that is, |f(z)| ≤ M for all z. Then for any point z0, (7) gives |f′(z0)| ≤ M/r. By making r arbitrarily large, we can make |f′(z0)| as small as we wish. This means f′(z0) = 0 for all points z0 in the complex plane. Hence f must be a constant.

Fundamental Theorem of Algebra

Liouville’s theorem enables us to prove, in turn, a result that is learned in elementary algebra:

If P(z) is a nonconstant polynomial, then the equation P(z) = 0 has at least one root.

This result is known as the Fundamental Theorem of Algebra. To prove it, let us suppose that P(z) ≠ 0 for all z. This implies that the reciprocal of P, f(z) = 1/P(z), is an entire function. Now since |f(z)| → 0 as |z| → ∞, the function f must be bounded for all finite z. It follows from Liouville’s theorem that f is a constant and therefore P is a constant. But this is a contradiction to our underlying assumption that P was not a constant polynomial. We conclude that there must exist at least one number z for which P(z) = 0.

18.4 Exercises Answers to selected odd-numbered problems begin on page ANS-46.

In Problems 1–24, use Theorems 18.4.1 and 18.4.2, when appropriate, to evaluate the given integral along the indicated closed contour(s).

  1. (a) (b)
  2. (a) (b)
  3. (a) (b) (c) (d)
  4. (a) (b) (c) (d)
  5. (a) (b)
  6. (a) (b)
  7. is given in FIGURE 18.4.4
    A graph. The horizontal axis is labeled x and the vertical axis is labeled y. The graph shows a point at the origin labeled 0 and a point on the positive horizontal axis labeled 2. The graph also shows a closed curve labeled C intersecting itself on the positive horizontal axis. The left section of the curve spans all quadrants and the right section spans the first and the fourth quadrants. Point 2 is inside the right section of the curve and point 0 is inside the left section of the curve. The right section of the curve is smaller than its left section.

    FIGURE 18.4.4 Contour in Problem 23

  8. C is given in FIGURE 18.4.5
    A graph. The horizontal axis is labeled x and the vertical axis is labeled y. The graph shows a point on the positive vertical axis labeled i and a point on the negative vertical axis labeled minus i. The graph also shows a closed curve, labeled C, in the shape of the number 8 intersecting itself at the origin and spanning all quadrants. The point i is inside the top section of the curve and point minus i is inside the bottom section of the curve. The top section of the curve, which is above the horizontal axis, is smaller than the bottom section of the curve, which is below the horizontal axis.

    FIGURE 18.4.5 Contour in Problem 24