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Lesson 14

This document covers Cauchy's Integral Theorem and Cauchy's Integral Formula, detailing the properties of analytic functions in simply and multiply connected domains. It includes theorems on path independence, deformation of paths, and the existence of indefinite integrals, along with examples illustrating these concepts. Additionally, it discusses Cauchy's inequalities, Liouville's Theorem, and the Maximum Modulus Principle, providing insights into the behavior of analytic functions in complex analysis.

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0% found this document useful (0 votes)
8 views10 pages

Lesson 14

This document covers Cauchy's Integral Theorem and Cauchy's Integral Formula, detailing the properties of analytic functions in simply and multiply connected domains. It includes theorems on path independence, deformation of paths, and the existence of indefinite integrals, along with examples illustrating these concepts. Additionally, it discusses Cauchy's inequalities, Liouville's Theorem, and the Maximum Modulus Principle, providing insights into the behavior of analytic functions in complex analysis.

Uploaded by

adarsh v
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Module2: Complex Variables

Lesson 14

Cauchy’s Integral Theorem and Cauchy’s Integral Formula

14.1 Cauchy’s Integral Theorem


A simple closed path is a closed path that does not intersect or touch itself. A
simply connected domain D in the complex plane is a domain such that every
simple closed path in D enclosed only points of D. A domain that is not simply
connected is called multiply connected.

14.1.1 Theorem (Cauchy’s Integral Theorem)

If is analytic in a simply connected domain D , then for every simple

closed path C in D , ∫ f ( z ) dz = 0
C
(14.1.1)

Proof: We have from (13.2.2),

∫ f ( z ) dz= ∫ ( udx − vdy ) + i ∫ ( udy + vdx ).


C C C

Since is analytic in D , u and v have continuous partial derivatives in D .


Hence by Green’s Theorem

 ∂v ∂u 
∫ (udx − vdy) = ∫∫  − ∂x − ∂y  dxdy,
C R

where R is the region bounded by C . By Cauchy-Riemann condition

the RHS vanishes. Similarly the second integral also vanishes.


Cauchy’s Integral Theorem and Cauchy’s Integral Formula

14.1.2 Examples

∫ = ∫ c os= ∫ z= 0, =n 0,1, 2, …
z n
1. e dz 0, zdz 0, dz for any closed path C as
C C C

these are all entire functions.

2. ∫ sec z dz = 0,
C
C is the unit circle, as has singularities at

outside the unit circle.

1
3. ∫ z
C
2
+4
dz = 0, C is unit circle, are outside the unit circle.


=
4. ∫ z dz ∫= C : z ( t ) eit is the unit circle. Here z is no analytic.
e − it ieit dt 2π i,=
C 0


dz 1
5. ∫ 2
= ∫=
e .ie dt −2 it it
0, C is the unit circle taken counter clockwise. is not
C
z 0
z2

analytic at z = 0 .

1
6. ∫ z dz = 2π i,
C
C is the unit circle taken counter clockwise.

14.1.3 Theorem (Independence of Path): If is analytic in a simply


connected domain D, then the integral of is independent of the path in D.
Proof: Let and be any points in D. Consider two paths and in D
from to without further common points. Let be the path with
orientation reversed. Integrate from over to and over back to .
This is a simple closed path, and Cauchy’s theorem applies under our
assumptions and gives zero:

∫f dz + ∫ f dz =
0,
C1 C2*

⇒ ∫f − ∫ f dz =
dz = ∫ f dz .
C1 C2* C2
Cauchy’s Integral Theorem and Cauchy’s Integral Formula

This proves the theorem for paths that have only the endpoints in common. For
paths with finitely many further common points the above argument is applied
to each loop.

14.2 Principle of Deformation of Path

The idea is related to path independence. We can imagine that path was
obtained from by continuously moving (with ends fixed) until it coincides
with . As long as our deforming path always contains only points at which
is analytic, the integral retains the same value. This is called the principle
of deformation of path.

14.2.1 Theorem (Existence of Indefinite Integral)

If is analytic in a simply connected domain D, then there exists an


indefinite integral of in D, thus which is analytic in D,
and for all paths in D joining any two points and in D, the integral of
from to can be evaluated by

Proof: Since f is analytic in , the line integral of from any in D to any z


in D is independent of path in D. We keep fixed. Then this integral becomes
a function of z, say F ( z ).
Cauchy’s Integral Theorem and Cauchy’s Integral Formula

Now

where the path of integration from to may be selected as a line


segment.

Since we can write So

Since f is continuous at z, for each positive


whenever Choosing we have

F ( z + ∆z ) − F ( z ) 1
− f (z) < ε ∆z =ε
∆z ∆z

F ( z + ∆z ) − F ( z )
that is, lim = f ( z)
∆z →0 ∆z
or,

Since z is arbitrary, F is analytic in D.


Further if then is constant in D. That is two
independent integrals differ by a constant.

14.3 Cauchy’s Theorem for Multiply Connected Domains

Consider a doubly connected domain D with outer boundary curve and inner
curve . If f is analytic in any domain D* that contains D and its boundary

curves, then both integrals being taken counter

clockwise (or clockwise, full interior of may not belong to D*.


Cauchy’s Integral Theorem and Cauchy’s Integral Formula

In general: let

(a) C be a simple closed curve (counter clockwise)


(b) are simple closed curves (all in counter clockwise directions)
and interior to C and whose interiors have no points in common.

14.3.1 Theorem: Let C and be simply closed curves as in (a) and (b).
If a function f is analytic throughout the closed region D. Then

∫ f ( z ) dz = ∑ ∫ f ( z ) dz.
C k =1 Cn

As a consequence of the above results we have the following important


observation:
2π i, m = −1
∫ − =
m
( z z ) 
m ≠ −1 and integer,
0
C 0,

for counter-clockwise integration around any simple closed path containing


in its interior.

14.3.2 Examples

∫ e dz = 0, C is unit circle, (Cauchy’s Theorem is applicable), as


(− z )
2
1. is
C

analytic in the given domain.

it 2π

1
2. ∫ = dz ∫=
ie dtit
e= | 0. Here Cauchy’s Theorem is not applicable.
C
| z |2 0
0

1 1 1 1
3. ∫ 2 z −=
C
1
dz ∫
 =
2 C (z − 1 )
dz =
2
.2π i π i, C is unit circle, (Cauchy’s Theorem is

2
applicable)
Cauchy’s Integral Theorem and Cauchy’s Integral Formula

dz
4. ∫ z − 3i = 2π i, C is the circle
C
as 3i is inside this circle.

ez
5. C∫ z dz = 0 (using Cauchy’s Theorem for doubly connected domain) C is a
circle counter clockwise and clockwise.

6. is upper semi-circle of clockwise.

is lower semi-circle counter-clockwise.

0 2π
1 ieit 1 ieit
I1 = ∫C z dz = ∫ it dt = −π i
π e
and=I 2 ∫=dz
C2
z ∫
π
=
eit
dt π i
1

and are not same, i.e., principle of deformation of paths is not applicable
since the curve cannot be continuously deformed into without passing
through z=0 at which is not analytic.

dz
7. I = ∫ where C is any rectangle containing the points z = 0 and z =  2
C
z ( z + 2)

inside it.

Solution: Enclose points z = 0 and z =  2 inside circles and respectively


that do not intersect. Then applying Cauchy’s integral theorem for triply
connected domains, we get

dz dz dz
∫=
C
z ( z + 2) ∫ z ( z + 2 ) ∫ z ( z + 2 )
C1
+
C2

1  dz dz dz dz  1
= ∫ − ∫ +∫ −∫  = (2π i − 0 + 0 − 2π i ) =0.
2  C1 z C1 z + 2 C2 z C2 z + 2  2
Cauchy’s Integral Theorem and Cauchy’s Integral Formula

14.4 Cauchy’s Integral Formula

14.4.1 Theorem: Let be analytic in a simply connected domain D. Then


for any point in D and any simple closed path C in D that encloses

1 f ( z)
f ( z0 ) = ∫
 dz ,
2π i C z − z0

(C is taken counter clockwise direction.)

14.4.2 Examples

2π ie , for any C which has z0 = 2 as interior point


2
ez
=
1. I ∫ z − 2 dz
C
= 
0 , for any C which has z0 = 2 as exterior point

dz
=2. I ∫=
C
2− z
, C: z 1

zz 1
Now 2 − z = 2 − = 2 − on C . Hence
z z
zdz 1 z 1 1 πi
=I ∫=
C
2z −1 ∫
 =
2 C z− 1
dz
2
=.2π i.
2 2
.
2

z2 +1
=4. I C∫ z (2 z − 1) dz, C : z 1 .
=

The integrand is not analytic at and . We write

z2 +1 z2 +1 1  πi
=I ∫ − ∫
1 C z
=dz 2π i  + 1 − 2π=
 4 
i.1
2
.
C z−
2

14.4.3 Theorem (Derivatives of Analytic Function)


Cauchy’s Integral Theorem and Cauchy’s Integral Formula

If is analytic in a domain D, then it has derivatives of all orders in D, which


are then analytic functions in D. The values of these derivatives at a point in
D are given by

1 f ( z)
f ' ( z0 ) = ∫
 dz
2π i C ( z − z0 ) 2

and in general

n! f ( z)
f ( n ) ( z=
0) ∫

2π i C ( z − z0 ) n +1
dz , =
n 1, 2, …

Here C is any simple closed path in C that encloses and whose interior is a
subset of D.

14.4.4 Examples
cos z
1. ∫ ( z − π i)
C
2
2π i (cos z ) ' |z =π i =
dz = −2π i sin π i =
2π sin h(π ).

2. For any curve C for which 1 lies inside and outside

ez d  ez 
∫ ( z − 1) (
C
2
z2 + 4
dz = 2π i  2
)

dz  z + 4  z =1

 e z ( z 2 + 4) − e z .2 z  6eπ i
πi 
2=  .
 ( z + 4)
2 2
 z =1 25

14.4.5 Cauchy’s Inequality: Let be analytic within and on

and on C, then
Cauchy’s Integral Theorem and Cauchy’s Integral Formula

14.4.6 Liouville’s Theorem: If an analytic function is bounded for all


values of z in the complex plane, then must be a constant.

Proof: Let By Cauchy’s inequality


for any r.

Taking we get Since is also arbitrary, So


must be a constant.

14.4.7 Maximum Modulus Principle: If a function f is analytic and not


constant in a given domain D, then has no maximum value in D.

14.4.8 Corollary: Suppose that a function f is continuous in a closed and


bounded region R and that it is analytic and not constant in the interior of .
Then the maximum value of in , which is always reached, occurs
somewhere on the boundary of and never in the interior.

14.4.9 Examples
dz
=1. I ∫ ( z
C
2
=
+ 4) 2
, C :| z − i | 2

The integrand is not analytic at The point lies inside the domain
but lies outside it. So

dz f ( z ) dz 1
=I ∫=
C
( z − 2i ) ( z + 2i )
2 ∫ ( z − 2=
2
C
i)
, where f ( z )
2
( z + 2i ) 2

π
π i f ′(2i )
= 2=
16
Cauchy’s Integral Theorem and Cauchy’s Integral Formula

(3 z 4 + 5 z 2 + 2) dz
2. I = ∫ , where C is any simple closed curve containing the
C
( z + 1) 4

point z = 1 inside its interior.

2π i  d 3 
I =  3 (3 z 4 + 5 z 2 + 2)  −24 π i.
=
3!  dz  z = −1

Suggested Readings

Ahlfors, L.V. (1979). Complex Analysis, McGraw-Hill, Inc., New York.

Boas, R.P. (1987). Invitation to Complex Analysis, McGraw-Hill, Inc., New


York.

Brown, J.W. and Churchill, R.V. (1996). Complex Variables and Applications.
McGraw-Hill, Inc., New York.

Conway, J.B. (1993). Functions of One Complex Variable, Springer-Verlag,


New York.

Fisher, S.D. (1986). Complex Variables, Wadsworth, Inc., Belmont, CA.

Jain, R.K. and Iyengar, S.R.K. (2002). Advanced Engineering Mathematics,


Narosa Publishing House, New Delhi.

Ponnusamy, S. (2006). Foundations of Complex Analysis, Alpha Science


International Ltd, United Kingdom.

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