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Encyclopedia > Cauchy integral formula

Cauchy's integral formula is a central statement in complex analysis. It expresses the fact that a holomorphic function defined on a disk is completely determined by its values on the boundary of the disk. It can also be used to formulate integral formulas for all derivatives of a holomorphic function.


Suppose U is an open subset of the complex plane C, and f : UC is a holomorphic function, and the disk D = { z : | zz0| ≤ r} is completely contained in U. Let C be the circle forming the boundary of D. Then we have for every a in the interior of D:

where the integral is to be taken counter_clockwise.


The proof of this statement uses the Cauchy integral theorem and, just like that theorem, only needs that f is complex differentiable. One can then deduce from the formula that f must actually be infinitely often continuously differentiable, with

Some call this identity Cauchy's differentiation formula. A proof of this last identity is a by-product of the proof that holomorphic functions are analytic.


One may replace the circle C with any closed rectifiable curve in U which doesn't have any self-intersections and which is oriented counter-clockwise. The formulas remain valid for any point a from the region enclosed by this path. Moreover, just as in the case of the Cauchy integral theorem, it is sufficient to require that f be holomorphic in the open region enclosed by the path and continuous on that region's closure.


These formulas can be used to prove the residue theorem, which is a far-reaching generalization.


Sketch of the proof of Cauchy's integral formula

By using the Cauchy integral theorem, one can show that the integral over C (or the closed rectifiable curve) is equal to the same integral taken over a tiny circle around a. Since f(z) is continuous, we can choose a circle small enough on which f(z) is almost constant and equal to f(a). We then need to evaluate the integral

∫ 1/(z-a) dz

over this small circle. We may do it by choosing the parametrization (variable substitution)

where and . It turns out that the value of this integral is independent of the circle's radius: it is equal to 2πi.


Example usage

Consider the function

and the contour described by |z|=2, call it C.


To find out the integral of f(z) around the contour, we need to know the singularities of f(z). Observe that we can rewrite f as follows:

Clearly the poles become evident, their moduli are less than 2 and thus lie inside the contour and are subject to consideration by the formula. By the Cauchy-Goursat theorem, we can express the integral around the contour as the sum of the integral around z1 and z2 where the contour is a small circle around each pole. Call these contours C1 around z1 and C2 around z2.


Now, around C1, f is analytic (since the contour does not contain the other singularity), and this allows us to write f in the form we require, viz:

and now

Doing likewise for the other contour:

The integral around the original contour C then is the sum of these two integrals:







  Results from FactBites:
 
PlanetMath: Cauchy integral formula (255 words)
The following technical generalization of the formula is needed for the treatment of removable singularities.
The two concepts are, in fact, equivalent, but the standard proof of this fact uses the Cauchy Integral Formula with the (apparently) weaker holomorphicity hypothesis.
This is version 21 of Cauchy integral formula, born on 2001-12-28, modified 2004-03-15.
PlanetMath: Cauchy integral theorem (393 words)
Cauchy's theorem is an essential stepping stone in the theory of complex analysis.
It is required for the proof of the Cauchy integral formula, which in turn is required for the proof that the existence of a complex derivative implies a power series representation.
This is version 10 of Cauchy integral theorem, born on 2002-08-01, modified 2005-07-09.
  More results at FactBites »


 

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