Scribd Logo
Upload

Welcome to Scribd!

  • 85 views

    14.3 Cauchy's Integral Formula 14.4 Derivatives of Analytic Functions

    Uploaded by

    tafzeman891
    This document discusses Cauchy's integral formula and its applications. It introduces simply connected domains and Cauchy's integral theorem. It then defines the anti-derivative of an analytic function and derives Cauchy's integral formula. It also discusses using Cauchy's formula to take derivatives of analytic functions and proves Cauchy's inequality. The document concludes by discussing the applications of Liouville's theorem about entire functions and Morera's theorem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd

    14.3 Cauchy's Integral Formula 14.4 Derivatives of Analytic Functions

    Uploaded by

    tafzeman891
    85 views11 pages
    This document discusses Cauchy's integral formula and its applications. It introduces simply connected domains and Cauchy's integral theorem. It then defines the anti-derivative of an analytic function and derives Cauchy's integral formula. It also discusses using Cauchy's formula to take derivatives of analytic functions and proves Cauchy's inequality. The document concludes by discussing the applications of Liouville's theorem about entire functions and Morera's theorem.

    Original Title

    lec19ho.pdf

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    This document discusses Cauchy's integral formula and its applications. It introduces simply connected domains and Cauchy's integral theorem. It then defines the anti-derivative of an analytic function and derives Cauchy's integral formula. It also discusses using Cauchy's formula to take derivatives of analytic functions and proves Cauchy's inequality. The document concludes by discussing the applications of Liouville's theorem about entire functions and Morera's theorem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    85 views11 pages

    14.3 Cauchy's Integral Formula 14.4 Derivatives of Analytic Functions

    Uploaded by

    tafzeman891
    This document discusses Cauchy's integral formula and its applications. It introduces simply connected domains and Cauchy's integral theorem. It then defines the anti-derivative of an analytic function and derives Cauchy's integral formula. It also discusses using Cauchy's formula to take derivatives of analytic functions and proves Cauchy's inequality. The document concludes by discussing the applications of Liouville's theorem about entire functions and Morera's theorem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 11

    14.

    3 Cauchy’s integral formula


    14.4 Derivatives of analytic functions

    Eugenia Malinnikova, NTNU

    October 24 2016

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Simply connected domains and Cauchy’s integral theorem

    A domain D on the complex plain is said to be simply connected if


    any simple closed curve in D is a boundary of a subdomain of D.
    Example
    1. Any circle is a simply connected domain.
    2. A circular ring or a punched disc are not simply connected
    domains.

    Theorem
    Let f be an analytic function in a simply connected domain D. If
    C is a simple closed curve in D then
    I
    f (z)dz = 0
    C

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Integration of analytic functions along paths

    Corollary
    R
    In a simply connected domain the integral C f (z)dz of an analytic
    function does not depend on the path C but only on its end
    points, we write also
    Z Z ze
    f (z)dz = f (z)dz
    C z0

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Anti-derivative

    Theorem
    Let f be an analytic function on a simply connected domain D.
    Then there is an analytic function F in D such that F 0 (z) = f (z)
    for each z in D and
    Z
    f (z)dz = F (ze ) − F (z0 )
    C

    where C is a simple curve with end points z0 and ze .


    To construct the anti-derivative we fix some point zc in D and for
    each z in D define Z z
    F (z) = f (ζ)dζ
    zc

    One can check that F defined in this way is analytic and


    F 0 (z) = f (z).

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Cauchy’s integral formula

    Theorem
    Let f be an analytic function in a simply connected domain D. If
    C is a simple closed curve in D that encloses a point z0 then
    I
    f (z)
    dz = 2πif (z0 )
    C z − z0

    To prove the formula we write f (z) = f (z0 ) + (f (z) − f (z0 )) and


    f (z) f (z0 ) f (z) − f (z0 )
    = +
    z − z0 z − z0 z − z0
    The proof for Cauchy’s integral theorem implies that
    I I
    f (z) f (z)
    dz = dz
    C z − z0 K z − z0
    where K is a small circle centered at z0 .
    Eugenia Malinnikova, NTNU TMA4120, Lecture 19
    Proof of Cauchy’sintegral formula

    After replacing the integral over C with one over K we obtain

    f (z) − f (z0 )
    Z Z
    1
    f (z0 ) dz + dz
    K z − z 0 K z − z0

    The first integral is equal to 2πi and does not depend on the
    radius of the circle. The second one converges to zero when the
    radius goes to zero (by the ML-inequality).

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Example

    Assume that C encloses z0 then


    z
    H
    C z−z0 dz = 2πiz0
    I
    H ez z0
    C z−z0 dz = 2πie
    I
    H z3 H H z3 
    z3 1 z3
    H
    I
    C z 2 +1 dz = C (z+i)(z−i) dz = 2i C z−i dz − C z+i dz
    If C encloses both i and −i then we apply the Cauchy’s
    formula to both integrals

    z3
    I
    1
    2
    dz = (2πii 3 − 2πi(−i)3 ) = −2πi
    C z +1 2i

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Derivatives of analytic functions

    Theorem
    If f is analytic in some domain D then it has derivatives of any
    order which are also analytic functions. Moreover,
    I
    1 f (z)
    f (z0 ) = dz,
    2πi C z − z0
    I
    1 f (z)
    f 0 (z0 ) = dz,
    2πi C (z − z0 )2
    I
    (n) n! f (z)
    f (z0 ) = dz,
    2πi C (z − z0 )n+1
    where C is a simple closed path in D that bounds some domain in
    D which contains z0 .

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Examples

    I I
    z
    dz = 2πi
    C (z − z0 )2
    I
    ez 2πie z0
    I
    dz = , (e z )000 = e z
    C (z − z0 )4 6
    I

    −2πi cos π
    I
    cos z πi
    dz = = , (cos z)00 = − cos z
    C (z − π)3 24 12

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Cauchy’s inequality

    Suppose that f is an analytic function in a disc of radius r around


    z0 and that |f (z)| ≤ M when |z − z0 | = r . Then

    n!M
    |f (z)| ≤ M, and |f (n) (z0 )| ≤ , for |z − z0 | ≤ r .
    rn
    Let C = {z : |z − z0 | = r }, we have
    I
    n! f (z)
    f (n) (z0 ) = dz
    2πi C (z − z0 )n+1

    then taking the absolute values and applying ML-inequality, we get


    n! M n!M
    |f (n) (z0 )| ≤ n+1
    2πr = n
    2π r r

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19


    Applications

    Theorem (Liouville)
    If a function is analytic in a whole complex plane and bounded in
    absolute value, then it is a constant
    Functions analytic in the whole plane are called entire functions.
    Theorem (Morera)
    If f is continuous in a simply connected domain D and
    I
    f (z)dz = 0
    C

    for any closed curve C . Then f is analytic in D.

    Eugenia Malinnikova, NTNU TMA4120, Lecture 19

    You might also like