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4.

Complex integration: Cauchy integral theorem and Cauchy


integral formulas
Denite integral of a complex-valued function of a real variable
Consider a complex valued function f(t) of a real variable t:
f(t) = u(t) +iv(t),
which is assumed to be a piecewise continuous function dened in
the closed interval a t b. The integral of f(t) from t = a to
t = b, is dened as
_
b
a
f(t) dt =
_
b
a
u(t) dt +i
_
b
a
v(t) dt.
1
Properties of a complex integral with real variable of integration
1.
Re
_
b
a
f(t) dt =
_
b
a
Re f(t) dt =
_
b
a
u(t) dt.
2.
Im
_
b
a
f(t) dt =
_
b
a
Im f(t) dt =
_
b
a
v(t) dt.
3.
_
b
a
[
1
f
1
(t) +
2
f
2
(t)] dt =
1
_
b
a
f
1
(t) dt +
2
_
b
a
f
2
(t) dt,
where
1
and
2
are any complex constants.
4.

_
b
a
f(t) dt

_
b
a
|f(t)| dt.
2
To prove (4), we consider

_
b
a
f(t) dt

= e
i
_
b
a
f(t) dt =
_
b
a
e
i
f(t) dt,
where = Arg
_
_
b
a
f(t) dt
_
. Since

_
b
a
f(t) dt

is real, we deduce that

_
b
a
f(t) dt

= Re
_
b
a
e
i
f(t) dt =
_
b
a
Re [e
i
f(t)] dt

_
b
a
|e
i
f(t)| dt =
_
b
a
|f(t)| dt.
3
Example
Suppose is real, show that
|e
2i
1| 2||.
Solution
Let f(t) = e
it
, and t are real. We obtain

_
2
0
e
it
dt

_
2
0
|e
it
| dt = 2.
The left-hand side of the above inequality is equal to

_
2
0
e
it
dt

e
it
i

2
0

=
|e
2i
1|
||
.
Combining the results, we obtain
|e
2i
1| 2||, is real.
4
Denition of a contour integral
Consider a curve C which is a set of points z = (x, y) in the complex
plane dened by
x = x(t), y = y(t), a t b,
where x(t) and y(t) are continuous functions of the real parameter
t. One may write
z(t) = x(t) +iy(t), a t b.
The curve is said to be smooth if z(t) has continuous derivative
z

(t) = 0 for all points along the curve.


A contour is dened as a curve consisting of a nite number
of smooth curves joined end to end. A contour is said to be a
simple closed contour if the initial and nal values of z(t) are
the same and the contour does not cross itself.
5
Let f(z) be any complex function dened in a domain D in the
complex plane and let C be any contour contained in D with
initial point z
0
and terminal point z.
We divide the contour C into n subarcs by discrete points z
0
, z
1
, z
2
,
. . ., z
n1
, z
n
= z arranged consecutively along the direction of in-
creasing t.
Let
k
be an arbitrary point in the subarc z
k
z
k+1
and form the
sum
n1

k=0
f(
k
)(z
k+1
z
k
).
6
Subdivision of the contour into n subarcs by discrete points z
0
, z
1
, ,
z
n1
, z
n
= z.
7
We write z
k
= z
k+1
z
k
. Let = max
k
|z
k
| and take the limit
lim
0
n
n1

k=0
f(
k
) z
k
.
The above limit is dened to be the contour integral of f(z) along
the contour C.
If the above limit exists, then the function f(z) is said to be inte-
grable along the contour C.
If we write
dz(t)
dt
=
dx(t)
dt
+i
dy(t)
dt
, a t b,
then
_
C
f(z) dz =
_
b
a
f(z(t))
dz(t)
dt
dt.
8
Writing f(z) = u(x, y) +iv(x, y) and dz = dx +idy, we have
_
C
f(z) dz =
_
C
u dx v dy +i
_
C
u dy +v dx
=
_
b
a
_
u(x(t), y(t))
dx(t)
dt
v(x(t), y(t))
dy(t)
dt
_
dt
+ i
_
b
a
_
u(x(t), y(t))
dy(t)
dt
+v(x(t), y(t))
dx(t)
dt
_
dt.
The usual properties of real line integrals are carried over to their
complex counterparts. Some of these properties are:
(i)
_
C
f(z) dz is independent of the parameterization of C;
(ii)
_
C
f(z) dz =
_
C
f(z) dz, where C is the opposite curve of C;
(iii) The integrals of f(z) along a string of contours is equal to the
sum of the integrals of f(z) along each of these contours.
9
Example
Evaluate the integral
_
C
1
z z
0
dz,
where C is a circle centered at z
0
and of any radius. The path is
traced out once in the anticlockwise direction.
Solution
The circle can be parameterized by
z(t) = z
0
+re
it
, 0 t 2,
where r is any positive real number. The contour integral becomes
_
C
1
z z
0
dz =
_
2
0
1
z(t) z
0
dz(t)
dt
dt =
_
2
0
ire
it
re
it
dt = 2i.
The value of the integral is independent of the radius r.
10
Example
Evaluate the integral
(i)
_
C
|z|
2
dz and (ii)
_
C
1
z
2
dz,
where the contour C is
(a) the line segment with initial point 1 and nal point i;
(b) the arc of the unit circle Im z 0 with initial point 1 and nal
point i.
Do the two results agree?
11
Solution
(i) Consider
_
C
|z|
2
dz,
(a) Parameterize the line segment by
z = 1 +(1 +i)t, 0 t 1,
so that
|z|
2
= (1 +t)
2
+t
2
and dz = (1 +i) dt.
The value of the integral becomes
_
C
|z|
2
dz =
_
1
0
(2t
2
2t +1)(1 +i) dt =
2
3
(1 +i).
12
(b) Along the unit circle, |z| = 1 and z = e
i
, dz = ie
i
d. The initial
point and the nal point of the path correspond to = and
=

2
, respectively. The contour integral can be evaluated as
_
C
|z|
2
dz =
_
2

ie
i
d = e
i

= 1 +i.
The results in (a) and (b) do not agree. Hence, the value of this
contour integral does depend on the path of integration.
13
(ii) Consider
_
C
1
z
2
dz.
(a) line segment from 1 to i
_
C
1
z
2
dz =
_
1
0
1 +i
[1 +(1 +i)t]
2
dt =
1
1 +(1 +i)t

1
0
= 1
1
i
= 1+i.
(b) subarc from 1 to i
_
C
1
z
2
dz =
_
2

1
e
2i
ie
i
d = e
i
_

= 1 +i.
14
Estimation of the absolute value of a complex integral
The upper bound for the absolute value of a complex integral can
be related to the length of the contour C and the absolute value of
f(z) along C. In fact,

_
C
f(z) dz

ML,
where M is the upper bound of |f(z)| along C and L is the arc length
of the contour C.
15
We consider

_
C
f(z) dz

_
b
a
f(z(t))
dz(t)
dt
dt

_
b
a
|f(z(t))|

dz(t)
dt

dt

_
b
a
M

dz(t)
dt

dt
= M
_
b
a

_
_
dx(t)
dt
_
2
+
_
dy(t)
dt
_
2
dt = ML.
16
Example
Show that

_
C
1
z
2
dz

2, where C is the line segment joining 1 +i and 1 +i.


Solution
Along the contour C, we have z = x + i, 1 x 1, so that 1
|z|

2. Correspondingly,
1
2

1
|z|
2
1. Here, M = max
zC
1
|z|
2
= 1
and the arc length L = 2. We have

_
C
1
z
2
dz

ML = 2.
17
Example
Estimate an upper bound of the modulus of the integral
I =
_
C
Log z
z 4i
dz
where C is the circle |z| = 3.
Now,

Log z
z 4i

ln|z|

+|Arg z|
||z| |4i||
so that
max
zC

Log z
z 4i

ln3 +
|3 4|
= ln3 +; L = (2)(3) = 6.
Hence,

_
C
Log z
z 4i
dz

6( +ln3).
18
Example
Find an upper bound for

e
z
/(z
2
+1) dz

, where is the circle


|z| = 2 traversed once in the counterclockwise direction.
Solution
The path of integration has length L = 4. Next we seek an upper
bound M for the function e
z
/(z
2
+ 1) when |z| = 2. Writing z =
x +iy, we have
|e
z
| = |e
x+iy
| = e
x
e
2
, for |z| =
_
x
2
+y
2
= 2,
and by the triangle inequality
|z
2
+1| |z|
2
1 = 4 1 = 3 for |z| = 2.
Hence, |e
z
/(z
2
+1)| e
2
/3 for |z| = 2, and so

e
z
z
2
+1
dz

e
2
3
4.
19
Path independence
Under what conditions that
_
C
1
f(z) dz =
_
C
2
f(z) dz,
where C
1
and C
2
are two contours in a domain D with the same
initial and nal points and f(z) is piecewise continuous inside D.
The property of path independence is valid for f(z) =
1
z
2
but it fails
when f(z) = |z|
2
. The above query is equivalent to the question:
When does
_
C
f(z) dz = 0
hold, where C is any closed contour lying completely inside D? The
equivalence is revealed if we treat C as C
1
C
2
.
We observe that f(z) =
1
z
2
is analytic everywhere except at z = 0
but f(z) = |z|
2
is nowhere analytic.
20
Cauchy integral theorem
Let f(z) = u(x, y)+iv(x, y) be analytic on and inside a simple closed
contour C and let f

(z) be also continuous on and inside C, then


_
C
f(z) dz = 0.
Proof
The proof of the Cauchy integral theorem requires the Green theo-
rem for a positively oriented closed contour C: If the two real func-
tions P(x, y) and Q(x, y) have continuous rst order partial deriva-
tives on and inside C, then
_
C
P dx +Q dy =
__
D
(Q
x
P
y
) dxdy,
where D is the simply connected domain bounded by C.
21
Suppose we write f(z) = u(x, y) +iv(x, y), z = x +iy; we have
_
C
f(z) dz =
_
C
u dx v dy +i
_
C
v dx +u dy.
One can infer from the continuity of f

(z) that u(x, y) and v(x, y)


have continuous derivatives on and inside C. Using the Green the-
orem, the two real line integrals can be transformed into double
integrals.
_
C
f(z) dz =
__
D
(v
x
u
y
) dxdy +i
__
D
(u
x
v
y
) dxdy.
Both integrands in the double integrals are equal to zero due to the
Cauchy-Riemann relations, hence the theorem.
In 1903, Goursat was able to obtain the same result without assum-
ing the continuity of f

(z).
22
Goursat Theorem
If a function f(z) is analytic throughout a simply connected domain
D, then for any simple closed contour C lying completely inside D,
we have
_
C
f(z) dz = 0.
Corollary 1
The integral of a function f(z) which is analytic throughout a simply
connected domain D depends on the end points and not on the
particular contour taken. Suppose and are inside D, C
1
and C
2
are any contours inside D joining to , then
_
C
1
f(z) dz =
_
C
2
f(z) dz.
23
Example
If C is the curve y = x
3
3x
2
+4x1 joining points (1, 1) and (2, 3),
nd the value of
_
C
(12z
2
4iz) dz.
Method 1. The integral is independent of the path joining (1, 1)
and (2, 3). Hence any path can be chosen. In particular, let us
choose the straight line paths from (1, 1) to (2, 1) and then from
(2, 1) to (2, 3).
Case 1 Along the path from (1, 1) to (2, 1), y = 1, dy = 0 so that
z = x +iy = x +i, dz = dx. Then the integral equals
_
2
1
{12(x +i)
2
4i(x +i)} dx = {4(x +i)
3
2i(x +i)
2
}

2
1
= 20 +30i.
24
Case 2 Along the path from (2, 1) to (2, 3), x = 2, dx = 0 so that
z = x +iy = 2 +iy, dz = idy. Then the integral equals
_
3
1
{12(2+iy)
2
4i(2+iy)}i dy = {4(2+iy)
3
2i(2+iy)
2
}

3
1
= 176+8i.
Then adding, the required value = (20 + 30i) + (176 + 8i) =
156 +38i.
Method 2. The given integral equals
_
2+3i
1+i
(12z
2
4iz) dz = (4z
3
2iz
2
)

2+3i
1+i
= 156 +38i.
It is clear that Method 2 is easier.
25
Corollary 2
Let f(z) be analytic throughout a simply connected domain D. Con-
sider a xed point z
0
D; by virtue of Corollary 1,
F(z) =
_
z
z
0
f() d, for any z D,
is a well-dened function in D. Considering
F(z +z) F(z)
z
f(z) =
1
z
_
z+z
z
[f() f(z)] d.
By the Cauchy Theorem, the last integral is independent of the path
joining z and z +z so long as the path is completely inside D. We
choose the path as the straight line segment joining z and z + z
and choose |z| small enough so that it is completely inside D.
26
By continuity of f(z), we have for all points u on this straight line
path
|f(u) f(z)| < whenever |u z| < .
Note that |z| < is observed implicitly.
27
We have

_
z+z
z
[f(u) f(z)] du

< |z|
so that

F(z +z) F(z)


z
f(z)

=
1
|z|

_
z+z
z
[f(u) f(z)] du

<
for |z| < . This amounts to say
lim
z0
F(z +z) F(z)
z
= f(z),
that is, F

(z) = f(z) for all z in D. Hence, F(z) is analytic in D


since F

(z) exists at all points in D (which is an open set).


28
This corollary may be considered as a complex counterpart of
the fundamental theorem of real calculus.
If we integrate f(z) along any contour joining and inside D,
then the value of the integral is given by
_

f(z) dz =
_

z
0
f() d
_

z
0
f() d
= F() F(), and D.
29
Corollary 3
Let C, C
1
, C
2
, . . ., C
n
be positively oriented closed contours, where
C
1
, C
2
, . . ., C
n
are all inside C. For C
1
, C
2
, . . ., C
n
, each of these
contours lies outside of the other contours. Let int C
i
denote the
collection of all points bounded inside C
i
. Let f(z) be analytic on
the set S: C int C \ int C
1
\ int C
2
\ \ int C
n
(see the shaded
area in Figure), then
_
C
f(z) dz =
n

k=1
_
C
k
f(z) dz.
30
The proof for the case when n = 2 is presented below.
31
Proof
The constructed boundary curve is composed of C C
1
C
2
and the cut lines, each cut line travels twice in opposite direc-
tions.
To explain the negative signs in front of C
1
and C
2
, we note that
the interior contours traverse in the clockwise sense as parts of
the positively oriented boundary curve.
With the introduction of these cuts, the shaded region bounded
within this constructed boundary curve becomes a simply con-
nected set.
We have
_
C
f(z) dz +
_
C
1
f(z) dz +
_
C
2
f(z) dz = 0,
so that
_
C
f(z) dz =
_
C
1
f(z) dz +
_
C
2
f(z) dz.
32
Example
Let D be the domain that contains the whole complex plane except
the origin and the negative real axis. Let be an arbitrary contour
lying completely inside D, and starts from 1 and ends at a point
. Show that
_

dz
z
= Log .
Solution
Let
1
be the line segment from 1 to || along the real axis, and

2
be a circular arc centered at the origin and of radius || which
extends from || to . The union
1

2
forms a closed
contour. Since the integrand
1
z
is analytic everywhere inside D, by
the Cauchy integral theorem, we have
_

dz
z
=
_

1
dz
z
+
_

2
dz
z
.
33
The contour starts from z = 1 and ends at z = . The arc
2
is
part of the circle |z| = ||.
34
Since cannot lie on the negative real axis, so Arg cannot assume
the value . If we write = ||e
iArg
( < Arg < ), then
_

1
dz
z
=
_
||
1
dt
t
= ln||
_

2
dz
z
=
_
Arg
0
ire
i
re
i
d = i Arg .
Combining the results,
_

dz
z
= ln|| +i Arg = Log .
Note that the given domain D is the domain of denition of Log z,
the principal branch of the complex logarithm function.
35
Poisson integral
Consider the integration of the function e
z
2
around the rectangular
contour with vertices a, a+ib and oriented positively. By letting
a while keeping b xed, show that
_

e
x
2
e
2ibx
dx =
_

e
x
2
cos 2bx dx = e
b
2

.
y
x
(a, b)
(a, b)
(a, 0) (a, 0)
1

4
The conguration of the closed rectangular contour .
36
Solution
Since e
z
2
is an entire function, we have
_

e
z
2
dz = 0,
by virtue of the Cauchy integral theorem. The closed contour
consists of four line segments: =
1

2

3

4
, where

1
= {x : a x a},

2
= {a +iy : 0 y b},

3
= {x +ib : a x a},

4
= {a +iy : 0 y b},
and is oriented in the anticlockwise direction.
37
The contour integral can be split into four contour integrals, namely,
_

e
z
2
dz =
_

1
e
z
2
dz +
_

2
e
z
2
dz +
_

3
e
z
2
dz +
_

4
e
z
2
dz.
The four contour integrals can be expressed as real integrals as
follows:
_

1
e
z
2
dz =
_
a
a
e
x
2
dx,
_

2
e
z
2
dz =
_
b
0
e
(a+iy)
2
i dy,
_

3
e
z
2
dz =
_
a
a
e
(x+ib)
2
dx,
= e
b
2
__
a
a
e
x
2
cos 2bx dx i
_
a
a
e
x
2
sin2bx dx
_
,
_

4
e
z
2
dz =
_
0
b
e
(a+iy)
2
i dy.
38
First, we consider the bound on the modulus of the second integral.

2
e
z
2
dz

_
b
0
|e
(a
2
y
2
+2iay)
i| dy
= e
a
2
_
b
0
e
y
2
dy
e
a
2
_
b
0
e
b
2
dy (since 0 y b)
=
be
b
2
e
a
2
0 as a and b is xed.
Therefore, the value of
_

2
e
z
2
dz 0 as a .
By similar argument, the fourth integral can be shown to be zero
as a .
39
lim
a
_

e
z
2
dz = lim
a
__
a
a
e
x
2
dx e
b
2
_
a
a
e
x
2
cos 2bx dx
_
+ i lim
a
_
e
b
2
_
a
a
e
x
2
sin2bx dx
_
= 0,
so that
_

e
x
2
cos 2bx dxi
_

e
x
2
sin2bx dx = e
b
2
_

e
x
2
dx = e
b
2

.
Either by equating the imaginary parts of the above equation or
observing that e
x
2
sin2bx is odd, we deduce
_

e
x
2
sin2bx dx = 0.
Hence, we obtain
_

e
x
2
e
2ibx
dx =
_

e
x
2
cos 2bx dx = e
b
2

.
40
Cauchy integral formula
Let the function f(z) be analytic on and inside a positively oriented
simple closed contour C and z is any point inside C, then
f(z) =
1
2i
_
C
f()
z
d.
Proof
We draw a circle C
r
, with radius r around the point z, small enough
to be completely inside C. Since
f()
z
is analytic in the region lying
between C
r
and C, we have
1
2i
_
C
f()
z
d =
1
2i
_
C
r
f()
z
d
=
1
2i
_
C
r
f() f(z)
z
d +
f(z)
2i
_
C
r
1
z
d.
The last integral is seen to be equal to f(z). To complete the proof,
it suces to show that the rst integral equals zero.
41

x
y
z
C
C
r
The contour C is deformed to the circle C
r
, which encircles the
point z.
42
Since f is continuous at z, for each > 0, there exists > 0 such
that
|f() f(z)| < whenever | z| < .
Now, suppose we choose r < (it is necessary to guarantee that
C
r
lies completely inside the contour C), the modulus of the rst
integral is bounded by

1
2i
_
C
r
f() f(z)
z
d

1
2
_
C
r
|f() f(z)|
| z|
|d|
=
1
2r
_
C
r
|f() f(z)| |d|
<

2r
_
C
r
|d| =

2r
2r = .
Since the modulus of the above integral is less than any positive
number , however small, so the value of that integral is zero.
43
By the Cauchy integral formula, the value of f(z) at any point inside
the closed contour C is determined by the values of the function
along the boundary contour C.
Example
Apply the Cauchy integral formula to the integral
_
|z|=1
e
kz
z
dz, k is a real constant,
to show that
_
2
0
e
k cos
sin(k sin) d = 0
_
2
0
e
k cos
cos(k sin) d = 2.
44
Solution
By Cauchys integral formula:
_
|z|=1
e
kz
z
dz = (2i)e
kz

z=0
= 2i.
On the other hand,
2i =
_
|z|=1
e
kz
z
dz =
_
2
0
e
k(cos +i sin)
e
i
ie
i
d
= i
_
2
0
e
k cos
[cos(k sin) +i sin(k sin)] d.
Equating the real and imaginary parts, we obtain
0 =
_
2
0
e
k cos
sin(k sin) d
2 =
_
2
0
e
k cos
cos(k sin) d.
45
Example
Evaluate
_
C
sinz
2
+cos z
2
(z 1)(z 2)
dz,
where C is the circle: |z i| = 3.
Solution
_
C
sinz
2
+cos z
2
(z 1)(z 2)
dz =
_
C
sinz
2
+cos z
2
z 2
dz
_
C
sinz
2
+cos z
2
z 1
dz
By Cauchys integral formula, we have
_
C
sinz
2
+cos z
2
z 2
dz = 2i{sin(2)
2
+cos (2)
2
} = 2i
_
C
sinz
2
+cos z
2
z 1
dz = 2i{sin(1)
2
+cos (1)
2
} = 2i
since z = 1 and z = 2 are inside C and sinz
2
+ cos z
2
is analytic
on and inside C. The integral has the value 2i (2i) = 4i.
46
Remark
Alternately, by Corollary 3 of the Cauchy Integral Theorem, we have
_
C
sinz
2
+cos z
2
(z 1)(z 2)
dz =
_
C
1
(sinz
2
+cos z
2
)/(z 2)
z 1
dz
+
_
C
2
(sinz
2
+cos z
2
)/(z 1)
z 2
dz,
where C
1
and C
2
are closed contours completely inside C, C
1
encir-
cles the point z = 1 while C
2
encircles the point z = 2.
47
By the Cauchy Integral formula, choosing f(z) =
sinz
2
+cos z
2
z 2
,
we obtain
_
C
1
f(z)
z 1
dz = 2if(1) = 2i
sin +cos
1
= 2i.
In a similar manner
_
C
2
(sinz
2
+cos z
2
)/(z 1)
z 2
dz = 2i
sinz
2
+cos z
2
z 1

z=2
= 2i.
Hence, the integral is equal to 2i +2i = 4i.
48
The Cauchy integral formula can be extended to the case where the
simple closed contour C can be replaced by the oriented boundary
of a multiply connected domain.
Suppose C, C
1
, C
2
, . . . , C
n
and f(z) are given the same conditions
as in Corollary 3, then for any point z C int C \ int C
1
\
int C
2
\ \ int C
n
, we have
f(z) =
1
2i
_
C
f()
z
d
n

k=1
1
2i
_
C
k
f()
z
d.
49
Derivatives of contour integrals
Suppose we dierentiate both sides of the Cauchy integral formula
formally with respect to z (holding xed), assuming that dieren-
tiation under the integral sign is legitimate, we obtain
f

(z) =
1
2i
d
dz
_
C
f()
z
d =
1
2i
_
C
d
dz
f()
z
d =
1
2i
_
C
f()
( z)
2
d.
How to justify the legitimacy of direct dierentiation of the Cauchy
integral formula? First, consider the expression
f(z +h) f(z)
h

1
2i
_
C
f()
( z)
2
d
=
1
h
_
1
2i
_
C
_
f()
z h

f()
z
h
f()
( z)
2
_
d
_
=
h
2i
_
C
f()
( z h) ( z)
2
d.
50
It suces to show that the value of the last integral goes to zero
as h 0. To estimate the value of the last integral, we draw the
circle C
2d
: | z| = 2d inside the domain bounded by C and choose
h such that 0 < |h| < d.
For every point on the curve C, it is outside the circle C
2d
so that
| z| > d and | z h| > d.
Let M be the upper bound of |f(z)| on C and L is the total arc
length of C. Using the modulus inequality and together with the
above inequalities, we obtain

h
2i
_
C
f()
( z h) ( z)
2
d

|h|
2
ML
d
3
.
51
In the limit h 0, we observe that
lim
h0

h
2i
_
C
f()
( z h)( z)
2
d

lim
h0
|h|
2
ML
d
3
= 0;
therefore,
f

(z) = lim
h0
f(z +h) f(z)
h
=
1
2i
_
C
f()
( z)
2
d.
By induction, we can show the general result
f
(k)
(z) =
k!
2i
_
C
f()
( z)
k+1
d, k = 1, 2, 3, ,
for any z inside C. This result is called the generalized Cauchy
Integral Formula.
52
Theorem
If a function f(z) is analytic at a point, then its derivatives of all
orders are also analytic at the same point.
Proof
Suppose f is analytic at a point z
0
, then there exists a neighborhood
of z
0
: |z z
0
| < throughout which f is analytic. Take C
0
to be
a positively oriented circle centered at z
0
and with radius /2 such
that f is analytic inside and on C
0
. We then have
f

(z) =
1
i
_
C
0
f()
( z)
3
d
at each point z interior to C
0
. The existence of f

(z) throughout
the neighborhood: |z z
0
| < /2 means that f

is analytic at z
0
.
Repeating the argument to the analytic function f

, we can conclude
that f

is analytic at z
0
.
53
Remarks
(i) The above theorem is limited to complex functions only. In
fact, no similar statement can be made on real dierentiable
functions. It is easy to nd examples of real valued function
f(x) such that f

(x) exists but not so for f

(x) at certain points.


(ii) Suppose we express an analytic function inside a domain D as
f(z) = u(x, y) + iv(x, y), z = x + iy. Since its derivatives of
all orders are analytic functions, it then follows that the par-
tial derivatives of u(x, y) and v(x, y) of all orders exist and are
continuous.
54
To see this, since f

(z) exists, we consider


f

(z) =

2
u
x
2
+i

2
v
x
2
=

2
v
yx
i

2
u
yx
_
from f

(z) =
u
x
+i
v
x
_
or
f

(z) =

2
v
xy
i

2
u
xy
=

2
u
y
2
i

2
v
y
2
_
from f

(z) =
v
y
i
u
y
_
.
The continuity of f

implies that all second order partials of u and


v are continuous at points where f is analytic. Continuing with the
process, we obtain the result.
The mere assumption of the analyticity of f(z) on and inside C is
sucient to guarantee the existence of the derivatives of f(z) of all
orders. Moreover, the derivatives are all continuous on and inside
C.
55
Example
Suppose f(z) is dened by the integral
f(z) =
_
||=3
3
2
+7 +1
z
d,
nd f

(1 +i).
Solution
Setting k = 1 in the generalized Cauchy integral formula,
f

(z) =
_
||=3
3
2
+7 +1
( z)
2
d
=
_
||=3
3( z)
2
+(6z +7)( z) +3z
2
+7z +1
( z)
2
d
=
_
||=3
3 d +(6z +7)
_
||=3
1
z
d
+ (3z
2
+7z +1)
_
||=3
1
( z)
2
d.
56
The rst integral equals zero since the integrand is entire (a constant
function). For the second integral, we observe that
_
||=3
1
z
d =
_
0 if |z| > 3
2i if |z| < 3
.
Furthermore, we deduce that the third integral is zero since
_
||=3
1
( z)
2
d =
d
dz
_
_
||=3
1
z
d
_
= 0.
Combining the results, we have
f

(z) = (2i)(6z +7) if |z| < 3.


We observe that 1 + i is inside |z| < 3 since |1 + i| =

2 < 3.
Therefore, we obtain
f

(1 +i) = 2i [6(1 +i) +7] = 12 +26i.


57
Example
Evaluate
_
C
e
2z
(z +1)
4
dz, where C is the circle |z| = 3.
Solution
Let f(z) = e
2z
and a = 1 in the Cauchy integral formula
f
(n)
(a) =
n!
2i
_
C
f(z)
(z a)
n+1
dz.
If n = 3, then f

(z) = 8e
2z
and f

(1) = 8e
2
. Hence,
8e
2
=
3!
2i
_
e
2z
(z +1)
4
dz
from which we see the required integral has the value 8ie
2
/3.
58
Cauchy inequality
Suppose f(z) is analytic on and inside the disc |zz
0
| = r, 0 < r < ,
and let
M(r) = max
|zz
0
|=r
|f(z)|,
then
|f
(k)
(z)|
k!

M(r)
r
k
, k = 0, 1, 2, . . . .
This inequality follows from the generalized Cauchy integral formula.
59
Example
Suppose f(z) is analytic inside the unit circle |z| = 1 and
|f(z)|
1
1 |z|
,
show that
|f
(n)
(0)| (n +1)!
_
1 +
1
n
_
n
.
Solution
We integrate
f()

n+1
around the circle || =
n
n+1
, where f() is analytic
on and inside the circle. Using the generalized Cauchy integral
formula, we have
f
(n)
(0) =
n!
2i
_
||=
n
n+1
f()

n+1
d
60
=
n!
2i
_
2
0
f
_
n
n+1
e
i
_
_
n
n+1
_
n+1
e
i(n+1)
_
n
n +1
_
e
i
i d
=
_
1 +
1
n
_
n
n!
2
_
2
0
f
_
n
n +1
e
i
_
e
in
d.
The modulus |f
(n)
(0)| is bounded by
|f
(n)
(0)|
_
1 +
1
n
_
n
n!
2
_
2
0

f
_
n
n +1
e
i
_

_
1 +
1
n
_
n
n!
2
_
2
0
1
1
n
n+1
d
=
_
1 +
1
n
_
n
n!
2
[(n +1) 2]
= (n +1)!
_
1 +
1
n
_
n
.
61
Gauss mean value theorem
If f(z) is analytic on and inside the disc C
r
: |z z
0
| = r, then
f(z
0
) =
1
2
_
2
0
f(z
0
+re
i
) d.
Proof
From the Cauchy integral formula, we have
f(z
0
) =
1
2i
_
C
r
f(z)
z z
0
dz
=
1
2i
_
2
0
f(z
0
+re
i
)ire
i
re
i
d
=
1
2
_
2
0
f(z
0
+re
i
) d.
Write u(z) = Re f(z), it is known that u is harmonic. We have
u(z
0
) =
1
2
_
2
0
u(z
0
+re
i
) d.
62
Example
Find the mean value of x
2
y
2
+x on the circle |z i| = 2.
Solution
First, we observe that x
2
y
2
+ x = Re(z
2
+ z). The mean value
is dened by
1
2
_
2
0
u(i +2e
i
) d,
where u(z) = Re(z
2
+z). By Gauss mean value theorem,
1
2
_
2
0
u(i +2e
i
) d = Re(z
2
+z)

z=i
= Re(1 +i) = 1.
63
Maximum modulus theorem
If f(z) is analytic on and inside a domain D bounded by a simple
closed curve C, then the maximum value of |f(z)| occurs on C,
unless f(z) is a constant.
Example
Find the maximum value of |z
2
+3z 1| in the disk |z| 1.
Solution
The triangle inequality gives
|z
2
+3z 1| |z
2
| +3|z| +1 5, for |z| 1.
64
However, the maximum value is actually smaller than this, as the
following analysis shows.
The maximum of |z
2
+3z1| must occur on the boundary of the disk
(|z| = 1). The latter can be parameterized as z = e
it
, 0 t 2;
whence
|z
2
+3z 1|
2
= (e
i2t
+3e
it
1)(e
i2t
+3e
it
1).
Expanding and gathering terms reduces this to (112cos 2t), whose
maximum value is 13. The maximum value is obtained by taking
t = /2 or t = 3/2.
Thus the maximum value of |z
2
+ 3z 1| is

13, which occurs at


z = i.
65
Example
Let R denote the rectangular region:
0 x , 0 y 1,
the modulus of the entire function
f(z) = sinz
has a maximum value in R that occurs on the boundary.
To verify the claim, consider
|f(z)| =
_
sin
2
x +sinh
2
y,
the term sin
2
x is greatest at x = /2 and the increasing function
sinh
2
y is greatest when y = 1. The maximum value of |f(z)| in R
occurs at the boundary point
_

2
, 1
_
and at no other point in R.
66
Proof of the Maximum Modulus Theorem
Proof by contradiction. Suppose |f(z)| attains its maximum at
D. Using the Gauss Mean Value Theorem:
f() =
1
2
_
2
0
f( +re
i
) d
where the neighborhood N(; r) lies inside D. By the modulus in-
equality,
|f()|
1
2
_
2
0
|f( +re
i
)| d.
Since |f()| is a maximum, then |f(+re
i
)| |f()| for all , giving
1
2
_
2
0
|f( +re
i
)| d
1
2
_
2
0
|f()| d = |f()|.
Combining the results, we obtain
_
2
0
[|f()| |f( +re
i
)|]
. .
non-negative
d = 0.
67
One then infer that |f()| = |f( + re
i
)|. However, it may be
possible to have |f( + re
i
)| < |f()| at isolated points. We argue
that this is not possible due to continuity of f(z).
If |f( + re
i
)| < |f()| at a single point, then |f( + re
i
)| < |f()|
for a nite arc on the circle, giving
1
2
_
2
0
|f( +re
i
)| d < |f()|,
a contradiction. We can then deduce that
|f()| = |f( +re
i
)|
for all points on the circle.
Since r can be any value, |f(z)| is constant in any neighborhood
of lying inside D.
68
Finally, we need to show that |f(z)| is constant at any point in D.
Take any z D, we can join to z by a curve lying completely
inside D. Taking a sequence of points z
0
= , z
1
, , z
n
= z such
that each of these points is the center of a disc (plus its boundary)
lying completely inside D and z
k
is contained in the disk centered at
z
k1
, k = 1, 2, , n.
We then have |f(z
1
)| = |f()|. Also z
2
is contained inside the disc
centered at z
1
, so |f(z
2
)| = |f(z
1
)|, , and deductively |f(z)| =
|f()|.
Lastly, we use the result that if |f(z)| = constant throughout D,
then f(z) = constant throughout D.
69
Liouvilles Theorem
If f is entire and bounded in the complex plane, then f(z) is constant
throughout the plane.
Proof
It suces to show that f

(z) = 0 for all z C. We integrate


f()
( z)
2
around C
R
: | z| = R. By the generalized Cauchy integral formula
f

(z) =
1
2i
_
C
R
f()
( z)
2
d,
which remains valid for any suciently large R since f(z) is entire.
Since f(z) is bounded, so |f(z)| B for all z C,
|f

(z)| =
1
2

_
C
R
f()
( z)
2
d

1
2
B
R
2
2R =
B
R
.
70
Now, B is independent of R and R can be arbitrarily large. The
inequality can hold for arbitrarily large values of R only if f

(z) = 0.
Since the choice of z is arbitrary, this means that f

(z) = 0 every-
where in the complex plane. Consequently, f is a constant function.
Remark
Non-constant entire functions must be unbounded. For example,
sinz and cos z are unbounded, unlike their real counterparts.
71

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