MATH20101 Complex Analysis

5. Cauchys integral formula

5. Cauchys integral formula and Taylors theorem

5.1

Cauchys integral formula

One of the most remarkable facts about complex analysis is that, in a sense, one can dierentiate a function just by knowing how to integrate it. (This partly explains why complex analysis is so much easier than real analysis. In real analysis, we say that a function is C r if it can be dierentiated r times and the rth derivative is continuous. Then C 1 C 2 and we think of a function that is C r for a large r as being nice. If we dierentiate a C r function then we obtain a C r1 function, i.e. dierentiation takes nice functions and makes them slightly less nice. Integration, however, works the other way: the integral of a C r function is C r+1 . Hence integration makes nice functions even nicer. In terms of complex analysis, this distinction into C r functions does not have any meaning: as we shall see, if a function is dierentiable once then it is dierentiable innitely many times!) Theorem 5.1.1 (Cauchys integral formula for a circle) Suppose that f is holomorphic on the disc {z C | |z z0 | < R}. For 0 < r < R let Cr be the path Cr (t) = z0 + reit , 0 t 2 (so that Cr is the circle with centre z0 and radius r). Then for |w z0 | < r we have that f (w) = 1 2i f (z) dz. zw (1.1)

Cr

Remark. Equation (1.1) has the following remarkable corollary: if we know the value of the function f along the closed path Cr then we know the values of the function at all points inside the disc Cr . This does not have an analogue in real analysis. Remark. Theorem 5.1.1 is formulated in terms of the function being holomorphic on a disc and integrating around circles. This is not necessary, and a more general version of Cauchys integral formula holds provided f is holomorphic on a simply connected domain D and we replace Cr by a simple closed loop. (A closed loop is called simple if, for every point z not on , the winding number is either w(, z) = 0 or w(, z) = 1.) Proof. Fix w such that |w z0 | < r. Consider the function g(z) = f (z) f (w) . zw 55

MATH20101 Complex Analysis

5. Cauchys integral formula

Then g is dierentiable in the domain D = {z C | |z z0 | < R, z = w}. Dene the circle S to be the circle centred at w and of radius > 0. S (t) = w + eit , 0 t 2. Then, provided > 0 is suciently small, both Cr and S lie inside D. Let denote the contour Cr S . If z is such that |z z0 | > R then w(, z) = w(Cr , z) w(S , z) = 0. Noting that both Cr and S wind once around w, we also have that w(, w) = w(Cr , w) w(S , w) = 1 1 = 0. Hence w(, z) = 0 for all z D. By the Generalised Cauchys Theorem (Theorem 4.5.6) we have that g(z) dz =
Cr S

g(z) dz.

(1.2)

|f (w)|

Now, from the denition of g, we have that limzw g(z) = f (w). As is nite, it follows that g(w) is bounded for w suciently close to z, i.e. there exist > 0 and M > 0 such that if 0 < |wz| < then |g(z)| < M . Hence, if < , the Estimation Lemma (Lemma 4.4.2) implies that g(z) dz M 2.
S

By (1.2) it follows that g(z) dz M 2,

and since we can take > 0 to be arbitrarily small, it follows that g(z) dz = 0.
Cr

(1.3)

Recalling that g(z) = (f (z) f (w))/(z w) and that f (w) is constant, we can substitute this expression for g into (1.3) to obtain f (z) dz = zw f (w) dz Cr z w 1 = f (w) dz Cr z w = f (w)2iw(Cr , w) = f (w)2i as Cr winds once anticlockwise around w. Hence f (w) = 1 2i f (z) dz. zw 2 56

Cr

Cr

MATH20101 Complex Analysis

5. Cauchys integral formula

5.2

Taylor series

The integral formula allows us to express a dierentiable function as a power series (the Taylor series expansion). Hence by Theorem 3.3.2 it follows that if f is dierentiable once then it is dierentiable arbitrarily many times. Theorem 5.2.1 Suppose that f is holomorphic in the domain D. Then all of the higher derivatives of f exist in D and, for any disc {z C | |z z0 | < R} D, f has a Taylor series expansion given by f (z) = f (n) (z0 ) (z z0 )n . n! n=0

Furthermore, if 0 < r < R and Cr (t) = z0 + reit , 0 t 2, then f (n) (z0 ) = n! 2i f (z) dz. (z z0 )n+1

Cr

Remark. Taylors theorem is false in the case of real analysis in the following sense: there are functions that are dierentiable an arbitrary number of times but that are not equal to their Taylor series. For example, if f (x) = e1/x , x = 0 0, x = 0
2

then f is dierentiable arbitrarily many times. However, one can check (by dierentiation from rst principles) that f (n) (0) = 0 for all n, so f has Taylor series 0 at 0. As f = 0 near 0, it follows that f is not equal to its Taylor series. Denition. If, for each z0 D, a function f : D C is equal to its Taylor series at z0 on some open disc then we say that f is analytic. (It follows from Theorem 5.2.1 that all complex dierentiable functions are analytic; however the example in the remark above shows that not all innitely realdierentiable functions are analytic.) Proof. First note that 1 z (z0 + h) h hm hm+1 1 + + + + . = z z0 (z z0 )2 (z z0 )m+1 (z z0 )m+1 (z z0 + h) 57

MATH20101 Complex Analysis

5. Cauchys integral formula

To see this, write

1 1 1 = h z z0 h z z0 1 zz

and use the formula 1 + x + + xm = xm+1 1 x1

with x = h/(z z0 ). Fix h such that 0 < |h| < R and suppose, for the moment, that |h| < r < R. Then Cauchys Integral formula, together with the above identity, gives f (z0 + h) 1 = 2i 1 = 2i +
m

f (z) dz Cr z (z0 + h) 1 h hm f (z) + + + z z0 (z z0 )2 (z z0 )m+1 Cr hm+1 (z z0 )m+1 (z z0 + h) dz

=
n=0

an hn + Am .

where an = and Am = 1 2i

1 2i

Cr

f (z) dz (z z0 )n+1

Cr

f (z)hm+1 dz. (z z0 )m+1 (z z0 h)

We show that Am 0 as m . As f is dierentiable on Cr , it is bounded. So there exists M > 0 such that |f (z)| M for all z on Cr . By the triangle inequality, using the facts that |h| < r = |z z0 | for z on Cr , we have that |z z0 h| ||z z0 | |h|| = r |h|. Hence, by the Estimation Lemma (Lemma 4.4.2) |Am | M |h| 1 M |h|m+1 2r = m+1 (r |h|) 2 r r |h| |h| r
m

Since |h| < r, this tends to zero as m . Hence

f (z0 + h) =
n=0

an hn

58

MATH20101 Complex Analysis

5. Cauchys integral formula

for |h| < R with an = 1 2i

f (z) dz (z z0 )n+1

provided that r satises |h| < r < R. However, the integral is unchanged if we vary r in the whole range 0 < r < R. Hence this formula is valid for the whole of this range. Finally, we put h = z z0 . Then we have that

f (z) =
n=0

an (z z0 )n

for |z z0 | < R, with an given as above. From Theorem 3.3.2 we know that a power series can be dierentiated term-by-term as many times as we please and that f (n) (z0 ) . an = n! 2 5.3 Applications of Cauchys integral formula

Cauchys integral formula has many applications; here we give just three. 5.3.1 Cauchys estimate

As a consequence of the formula for the nth derivative of f in terms of an integral given in Taylors Theorem, we have the following estimate. Lemma 5.3.1 (Cauchys estimate) Suppose that f is holomorphic on {z C | |z z0 | < R}. If 0 < r < R and |f (z)| M for |z z0 | = r then, for all n 0, |f (n) (z0 )| M n! . rn

Proof. By Theorem 5.2.1 we know that f (n) (z0 ) = n! 2i

f (z) dz. (z z0 )n+1

By the Estimation Lemma (Lemma 4.4.2), |f (n) (z0 )| = = f (z) n! dz 2 Cr (z z0 )n+1 n! M 2r 2 r n+1 M n! . rn 2 59

MATH20101 Complex Analysis

5. Cauchys integral formula

5.3.2

Liouvilles theorem

Theorem 5.3.2 (Liouvilles theorem) Suppose that f is holomorphic and bounded on the whole of C. Then f is a constant. Remark. By bounded we mean that there exists M > 0 such that |f (z)| M for all z C. Remark. This theorem has no analogue in real analysis. It is easy to think of functions f : R R that are dierentiable and bounded, but not constant. (For example f (x) = sin x.) Proof. Choose M such that |f (z)| M for all z C. Let z0 C. Since f is dierentiable on the whole of C, it is dierentiable in the disc {z C | |z z0 | < R} of radius R centred at z0 for R as large as we please. By Cauchys Estimate (Lemma 5.3.1), we have for 0 < r < R |f (z0 )| M . r

Since we can choose R as large as we please, so we can choose r as large as we please. Hence we can let r . Hence f (z0 ) = 0 for every z0 C. Hence f is a constant. 2 5.3.3 The fundamental theorem of algebra

Consider the equation x n = 0 where n N. This equation always has solutions x N (indeed, x = n). If, however, we consider x + n = 0, n N, then we need to introduce negative integers to be able to solve this equation. More generally, consider the equation px q = 0 where p, q Z; then we need to introduce rational numbers Q to be able to solve this equation. Continuing this theme, one can see that one needs to introduce surds (to solve x2 2 = 0) and complex numbers (to solve x2 + 1 = 0). Let us ask the ultimate question along these lines: if we have a polynomial equation where the coecients are complex numbers, do we need to invent a larger class of numbers to be able to solve this equation or will complex numbers suce? The answer is that complex numbers are sucient. Theorem 5.3.3 (The fundamental theorem of algebra) Let p(z) = z n + an1 z n1 + + a1 z + a0 be a polynomial of degree n 1 with coecients aj C. Then there exists w C such that p(w) = 0. Corollary 5.3.4 Let p(z) = z n + an1 z n1 + + a1 z + a0 be a polynomial of degree n 1 with coecients aj C. Then we can factorise p(z): there exist j C, 60

MATH20101 Complex Analysis

5. Cauchys integral formula

1 j n such that p(z) =

(z j ).
j=1

Proof of Theorem 5.3.3. Suppose for a contradiction that there are no solutions to p(z) = 0, i.e. suppose that p(z) = 0 for all z C. If p(z) = 0 for all z C then 1/p(z) is dierentiable for all z C. We shall show that 1/p(z) is bounded and then use Liouvilles theorem to show that p is constant. For z = 0 p(z) a1 an1 an =1+ + + n1 + n 1 n z z z z as |z| . Hence there exists K > 0 such that if |z| > K then 1 p(z) . n z 2 Re-arranging this implies that for |z| > K we have that 2 2 1 n n. p(z) |z | K Hence 1/p(z) is bounded if |z| > K. We shall show that this bound continues to hold if |z| K. Note that p is continuous. A general fact says that a continuous function on a closed and bounded subset of C is bounded. (You will have seen a similar statement in Real Analysis: a continuous function f : [a, b] R is bounded. A similar statement is true in C provided one replaces the interval [a, b] with closed and bounded subsets of C.) The set {z C | |z| K} is closed and bounded. Hence p is bounded on this set: there exists M such that |p(z)| M for all |z| M . Hence |z| max{M, 2/K n } for all z C, so that p is a bounded holomorphic function on C. By Liouvilles Theorem (Theorem 5.3.2), this implies that p is constant, a contradiction. 2 Proof of Corollary 5.3.4. Let p(z) be a degree n polynomial with coefcients in C. By Theorem 5.3.3 we can nd 1 C such that p(1 ) = 0. Write p(z) = (z 1 )q(z) where q(z) is a degree n 1 polynomial with coecients in C. The proof then follows by induction on n. 2

61

MATH20101 Complex Analysis

5. Cauchys integral formula

5.4

Exercises

Exercise 5.1 Find the Taylor expansion of the following functions around 0 and nd the radius of convergence: (i) sin2 z, (ii) (2z + 1)1 , (iii) f (z) = ez . Exercise 5.2 Show that every polynomial of degree at least 1 takes every complex value a C. Exercise 5.3 Suppose that f is holomorphic on the whole of C and suppose that |f (z)| K|z|k for some real constant K > 0 and some positive integer k 0. Prove that f is a polynomial function of degree at most k. [Hint: Calculate the coecients of z n , n k = 1, in the Taylor expansion of f around 0.]
2

62