Cauchy integral formula

From Companal
(Redirected from Cauchy's integral formula)

This article gives the statement, and possibly proof, of a basic fact in complex analysis.
View a complete list of basic facts in complex analysis

Statement

For a circle with respect to any point in the interior

Suppose U is a domain in C and f:U→C is a holomorphic function. The Cauchy integral formula states that if z0∈U is such that the disk D of radius r about z0 lies completely inside U, and if z is such that |z−z0|<r, we have:

f(z)=12πi∮∂Df(ξ)ξ−zdξ

In other words, we can determine the value of f at any point in the interior, by knowing its value at all points on the boundary.

For any union of piecewise smooth curves and any point

Further information: Winding number version of Cauchy integral formula

Related facts

Facts used

  1. Cauchy integral formula for constant functions: In other words, the fact that for a constant function, the Cauchy integral formula holds.
  2. A version of Fubini's theorem, that allows the exchange of a real and a complex integral when the total quantities are absolutely integrable.
  3. fundamental theorem of complex calculus.

Proof

Given: U is a domain in C and f:U→C is a holomorphic function. z0∈U is such that the disk D of radius r about z0 lies completely inside U, and z is such that |z−z0|<r.

To prove:

f(z)=12πi∮∂Df(ξ)ξ−zdξ

Proof: The proof proceeds in two steps. We first use the Cauchy integral formula for constant functions (fact (1)) to show that for the constant function w↦f(z), we have:

f(z)=∮∂Df(z)ξ−zdξ

We then show that:

∮∂Df(ξ)ξ−zdξ=∮∂Df(z)ξ−zdξ.

Let's do the second step now. We do this by a homotopy method. Namely, consider the function [0,1]×D¯∖{z}→C:

F(t,w)=f((1−t)z+tw)w−z.

Clearly, F is holomorphic in w, and we have:

∂F∂t=f′((1−t)z+tw).

This yields, by fact (3), that for any t∈[0,1]:

∮∂D∂F(t,ξ)∂tdξ=0

Integrating over t∈[0,1] yields:

∫01∮∂D∂F(t,ξ)∂tdξdt=0

We now exchange the two integrals by fact (2). We get:

∮∂D∫01∂F(t,ξ)∂tdtdξ=0.

Next, we apply the fundamental theorem of real calculus to evaluate the inner integral, and obtain:

∮∂DF(1,ξ)−F(0,ξ)dξ=0.

Plugging in values yields:

∮∂Df(z)−f(ξ)z−ξ=0

which, on rearrangement, gives the desired equality:

∮∂Df(ξ)ξ−zdξ=∮∂Df(z)ξ−zdξ.