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[parent] proof of Cauchy integral formula (Proof)

Let $D=\{z\in\cnums:\Vert z-z_0\Vert< R\}$ be a disk in the complex plane, $S\subset D$ a finite subset, and $U\subset\cnums$ an open domain that contains the closed disk $\overline{D}$ . Suppose that

  • $f:U\backslash S\rightarrow \cnums$ is holomorphic, and that
  • $f(z)$ is bounded near all $z\in D\backslash S$ .
Hence, by a straightforward compactness argument we also have that $f(z)$ is bounded on $\overline{D}\backslash S$ , and hence bounded on $D\backslash S$ .

Let $z\in D\backslash S$ be given, and set $$g(\zeta) = \frac{f(\zeta)-f(z)}{\zeta-z},\quad \zeta\in D\backslash S',$$ where $S'=S\cup \{ z\}$ . Note that $g(\zeta)$ is holomorphic and bounded on $ D\backslash S'$ . The second assertion is true, because $$g(\zeta)\rightarrow f'(z),\;\mbox{as}\; \zeta\rightarrow z.$$ Therefore, by the Cauchy integral theorem $$ \oint_C g(\zeta)\, d\zeta=0, $$ where $C$ is the counterclockwise circular contour parameterized by $$\zeta = z_0 + R e^{it},\; 0\leq t\leq 2\pi.$$ Hence, \begin{equation} \label{eq:1} \oint_C \frac{f(\zeta)}{\zeta-z}\, d\zeta = \oint_C \frac{f(z)}{\zeta-z}\, d\zeta. \end{equation} $\mathbf{Lemma}$ If $z\in\cnums$ is such that $\Vert z\Vert\neq 1$ , then

\begin{displaymath} \oint_{\Vert\zeta\Vert=1} \frac{d\zeta}{\zeta-z} = \begin{ca... ...rt z\Vert>1\ 2\pi i &\text{if } \Vert z\Vert<1\ \end{cases}\end{displaymath}

The proof is a fun exercise in elementary integral calculus, an application of the half-angle trigonometric substitutions.

Thanks to the Lemma, the right hand side of ([*]) evaluates to $2\pi i f(z).$ Dividing through by $2\pi i$ , we obtain $$ f(z) = \frac{1}{2\pi i} \oint_C \frac{f(\zeta)}{\zeta-z}\, d\zeta, \quad z\in D, $$ as desired.

Since a circle is a compact set, the defining limit for the derivative $$\frac{d}{dz} \frac{f(\zeta)}{\zeta-z}= \frac{f(\zeta)}{(\zeta-z)^2},\quad z\in D$$ converges uniformly for $\zeta\in \partial D$ . Thanks to the uniform convergence, the order of the derivative and the integral operations can be interchanged. In this way we obtain the second formula: $$ f'(z) = \frac{1}{2\pi i} \frac{d}{dz} \oint_C \frac{f(\zeta)}{\zeta-z}\, d\zeta = \frac{1}{2\pi i} \oint_C \frac{f(\zeta)}{(\zeta-z)^2}\, d\zeta,\quad z\in D.$$




"proof of Cauchy integral formula" is owned by rmilson. [ full author list (3) | owner history (1) ]
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Cross-references: formula, operations, order, uniform convergence, converges uniformly, derivative, limit, compact set, circle, right hand side, substitutions, application, Calculus, integral, proof, contour, circular, Cauchy integral theorem, argument, compactness, near, bounded, holomorphic, closed, contains, domain, open, subset, finite, complex plane
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This is version 12 of proof of Cauchy integral formula, born on 2002-06-13, modified 2006-09-11.
Object id is 3105, canonical name is ProofOfCauchyIntegralFormula.
Accessed 6758 times total.

Classification:
AMS MSC30E20 (Functions of a complex variable :: Miscellaneous topics of analysis in the complex domain :: Integration, integrals of Cauchy type, integral representations of analytic functions)

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