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Chapter 3

This document provides an overview of contour integrals in complex analysis. It defines contour integrals as line integrals of complex functions over parameterized curves in the complex plane. Specifically: 1) A contour integral of a function f over a curve γ is defined as the integral of f(z)dz from z(a) to z(b), where z(t) parametrizes γ. 2) Examples are provided to demonstrate computing contour integrals over parameterized curves like circles. 3) An analog of the Fundamental Theorem of Calculus is stated for complex contour integrals, relating the integral of a function f to the difference of a primitive function F of f.

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0% found this document useful (0 votes)
103 views30 pages

Chapter 3

This document provides an overview of contour integrals in complex analysis. It defines contour integrals as line integrals of complex functions over parameterized curves in the complex plane. Specifically: 1) A contour integral of a function f over a curve γ is defined as the integral of f(z)dz from z(a) to z(b), where z(t) parametrizes γ. 2) Examples are provided to demonstrate computing contour integrals over parameterized curves like circles. 3) An analog of the Fundamental Theorem of Calculus is stated for complex contour integrals, relating the integral of a function f to the difference of a primitive function F of f.

Uploaded by

phanindra kumar
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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Chapter 3

Contour Integrals

We start discussing complex integrations in this chapter. Given a function f : Ω ⊂ C →


C and a C1 curve γ in the domain of f , the contour integral of f over γ is denoted by:
Z
f (z) dz.
γ

We will learn how they are defined and how they can be computed soon. In the first
glance, it appears quite similar to line integrals in Multivariable Calculus. However,
when combining with properties of holomorphic functions, there are many beautiful
and amazing results concerning complex contour integrals which did not appear in
line integrals. One notable result is Cauchy’s integral formula, an elegant theorem
which leads to many important results in Complex Analysis and beyond.

3.1. Complex Integrations


3.1.1. Contour Integrals. Consider a C1 curve γ in C parametrized by:
z(t) = x (t) + iy(t), t ∈ [ a, b].
The differential dz is regarded as:
dz 
dz = dt = x 0 (t) + iy0 (t) dt.
dt
For example, if γ is the unit circle centered at the origin, then it is parametrized by:
z(t) = cos t + i sin t = eit , t ∈ [0, 2π ].
d(eit )
Hence, we have dz = dt = ieit dt.
dt

Definition 3.1 (Contour Integrals). Let f : Ω → C be a continuous function on the


open domain Ω ⊂ C, and γ be a C1 curve in Ω. Suppose γ is parametrized by
z(t) = x (t) + iy(t), t ∈ [ a, b],
then the contour integral of f over γ is denoted and defined by:
Z Z b
f (z) dz := f (z(t)) z0 (t) dt .
γ a | {z }
dz

53
54 3. Contour Integrals

Remark 3.2. If γ is a piecewise C1 curve, meaning that it can be decomposed into


γ = γ1 + . . . + γk where each of γ1 , . . . , γk is C1 , and that the whole curve γ is
continuous, then we define:
Z Z Z
f (z) dz = f (z) dz + . . . + f (z) dz.
γ γ1 γk

Furthermore, if γ is closed, we usually denote the contour integral by:


I
f (z) dz.
γ

I
Example 3.1. Compute the line integral f (z) dz for each of the functions below.
γ
Here γ is the circle with radius 2 centered at the origin.
(a) f (z) = z2
1
(b) f (z) =
z
(c) f (z) = z

Solution
γ can be parametrized by:
z(t) = 2eit , t ∈ [0, 2π ].
Therefore dz = 2ieit dt.
(a)
I Z 2π  2 Z 2π
2 it it
z dz = 2e · 2ie
| {z dt} = 8ie3it dt
γ 0 | {z } 0
dz
z2
 t=2π
1 3it
= 8i e
3i t =0
8  6πi  8
= e − e0 = (1 − 1) = 0.
3 3
(b)
I Z 2π Z t=2π
1 1
dz = · 2ieit dt = i dt = 2πi.
γ z 0 2eit t =0
(c)
I Z 2π Z 2π
z dz = 2e−it · 2eit dt = 4 dt = 8πi.
γ 0 0

 
d 1 3it
Remark 3.3. In part (a) of the above example, we have used the fact that dt 3i e =
e3it ,
and also Fundamental Theorem of Calculus. In general, just like in the real case, if
F (t) is a differentiable function of t on [ a, b] such that F 0 (t) = ϕ(t) on [ a, b], then we
have
Z t=b
ϕ(t) dt = F (b) − F ( a).
t= a
3.1. Complex Integrations 55

However, we sometimes need to be more careful when applying this. Try to find out
what’s wrong with the calculation below:
I Z 2π  2π
1 1 it 1 it
dz = ie dt = − Log ( 1 − 2e )
|z|=1 1 − 2z 0 1 − 2eit 2i 0
1
= − (Log(−1) − Log(−1)) = 0???
2i

Example 3.2. Consider the line segment L from a point z1 to a point z2 in C.


Compute the following contour integral (in terms of z1 and z2 ):
Z
ez dz.
L

Solution
First we parametrize L:
z(t) = (1 − t)z1 + tz2 , t ∈ [0, 1].
Then, we have dz = (z2 − z1 ) dt, and so:
Z Z 1
ez dz = ez1 +t(z2 −z1 ) · (z2 − z1 ) dt
L 0
 1
1
= e z1 + t ( z2 − z1 ) · ( z 2 − z 1 )
z2 − z1 0
= e z2 − e z1 .

3
Γ2
L1

1 Γ1

x
1 L2 3

Figure 3.1. the path in Example 3.1

Exercise 3.1. Compute the contour integrals


I I I
1
dz, z dz and |z| dz
γ z2 γ γ
where γ = Γ1 + L2 + Γ2 + L1 is the curve in Figure 3.1.

3.1.2. Primitive Functions. In Calculus I, we learned that if F 0 ( x ) = f ( x ) on


x ∈ [ a, b], then:
Z b
f ( x ) dx = F (b) − F ( a).
a
This is the celebrated Fundamental Theorem of Calculus. In Complex Analysis, we
have an analogous result:
56 3. Contour Integrals

Theorem 3.4. Let f : Ω → C be a continuous function defined on an open domain Ω ⊂ C,


and γ be a piecewise C1 curve in Ω with starting point z1 and ending point z2 . If F : Ω → C
is a (single-valued) holomorphic function on Ω such that F 0 (z) = f (z) for every z ∈ Ω, then
we have: Z
f (z) dz = F (z2 ) − F (z1 ).
γ

Proof. First assume that γ is C1 . Suppose the path γ can be parametrized by:
z(t) = x (t) + iy(t), t ∈ [ a, b].
Then, we have dz = z0 (t) dt, and hence:
Z Z b
f (z) dz = f (z(t)) · z0 (t) dt
γ a
Z b
= F 0 (z(t)) ·z0 (t) dt
a | {z }
f (z(t))
Z b
d
= F (z(t)) dt (chain rule)
dt
a
= F (z(b)) − F (z( a))
= F ( z2 ) − F ( z1 ).
If γ is only piecewise C1 , we can decompose γ = γ1 + · · · + γk so that each γi is C1 .
Then, one can argue as above for each γi , and finally obtain the desired result by
adding a telescope sum. 

Remark 3.5. If such an F (z) in Theorem 3.4 exists, then we call F (z) a primitive function
of f (z).

The above theorem is particularly useful when the anti-derivative of f is easy to


find. For example, if γ is any continuous piecewise C1 path from z1 to z2 , we can find
easily that:
Z  3  z2
2 z z3 − z31
z dz = = 2
γ 3 z1 3
Z
ez dz = [ez ]zz21 = ez2 − ez1 .
γ

In particular, if C is a closed path, then we have:


I I
z2 dz = 0 and ez dz = 0.
C C

Exercise 3.2. Let γ1 be the path which starts from (0, 0), first to (1, 1), then to
(0, 2). Let γ2 be the path which starts from (0, 0), then straight to (0, 2). Verify the
following by direct computations:
Z Z
πz πz
cos dz = cos dz.
γ1 2 γ2 2
Then, verify that Theorem 3.4 gives the same result.

However, it is important to note that Theorem 3.4 requires the curve γ to be inside
Ω (on which F 0 (z) = f (z) holds). Let’s consider the function f (z) = 1z . Although we
3.1. Complex Integrations 57

d
usually simply write dz Log(z) = 1z , it is only true for z ∈ C\{ x + 0i : x ≤ 0} since
Log(z) is not continuous on the negative x-axis.
Therefore, we can only apply Theorem 3.4 when the curve γ lies inside Ω :=
C\{ x + 0i : x ≤ 0}. For instance, we still have
I
1
=0
γ1 z
where γ1 is the unit circle centered at 2 + 0i with radius 1. This closed curve γ1 is
contained inside Ω.
H
However, it is incorrect to claim γ 1z = 0 where γ2 is the unit circle centered at the
2
origin. The reason is that this closed curve passes through the negative x-axis (hence
not contained inside Ω). In fact we can directly verify that:
I
1
= 2πi.
γ2 z
y

γ2

γ1

Fortunately, we can still apply Theorem 3.4 on f (z) = z12 when the integration
curve γ does not pass through the origin. The reason is that F (z) = − 1z is a primitive
function for f such that F 0 (z) = f (z) holds on C\{0}. Therefore, we have:
I
1
=0
γ z2
for any closed curve γ not passing through the origin. Also, for a path L in C\{0}
connecting z1 to z2 , we have:
Z  
1 1 z2 1 1
2
dz = − = − .
L z z z1 z1 z2

Exercise 3.3. Consider the path γ parametrized by:


z(t) = cos3033 t + i sin2033 t, where t ∈ [0, π ].
Z Z
1
Find the contour integrals dz and (1 + iz)1013 dz.
γ z1014 γ

Z
Exercise 3.4. Evaluate the integral |z| dz where γ is each of the following:
γ
(a) a line segment joining −i to i.
(b) a counter-clockwise semi-circular path joining −i to i
Does it exist an entire function F : C → C such that F 0 (z) = |z| for any z ∈ C?
Why or why not?
58 3. Contour Integrals

Exercise 3.5. First verify that on an appropriate domain, we have:


d 1
i (Log(i + z) − Log(i − z)) = .
dz 1 + z2
Using this, show that:
I
1
dz = 0 when r < 1.
|z|=r 1 + z2
In your solution, explain clearly where the condition r < 1 is needed.

3.1.3. Integral Estimates. Estimation of a contour integral is an important tech-


nique in Complex Analysis. It will appear in many parts of the course. If we know an
upper bound for | f (z)| on the curve γ, andZ the upper bound for the length of γ, then
we are able to bound the contour integral f (z) dz without calculating it.
γ

Lemma 3.6. Let f : Ω → C be defined on an open domain Ω. Suppse γ is a curve in Ω such


that:
• | f (z)| ≤ M for any z ∈ γ, and
• the arc-length of γ is bounded above by L.
Then, we have:
Z

f (z) dz ≤ ML.
γ

Proof. There is a nice trick in the proof that readers are recommended to learn. Let
Z
I= f (z) dz.
γ

Express I in polar form: I = | I | eiθ , then we have e−iθ I = | I | which is real! Suppose γ
is parametrized by z(t) = x (t) + iy(t) where a ≤ t ≤ b, then:
Z Z
e−iθ I = e−iθ f (z) dz = e−iθ f (z) dz
γ γ
Z bh    i
= Re e−iθ f (z) + iIm e−iθ f (z) ( x 0 (t) + iy0 (t)) dt
a
Z bh     i
= Re e−iθ f (z) x 0 (t) − Im e−iθ f (z) y0 (t) dt.
a

The last equality above follows from the fact that e−iθ I is real.
Then, we use Cauchy-Schwarz’s inequality to bound the integrand:
   

Re e−iθ f (z) x 0 (t) − Im e−iθ f (z) y0 (t)
q q
2 2
≤ Re e−iθ f (z) + Im e−iθ f (z) ( x 0 (t))2 + (y0 (t))2


= e−iθ f (z) z0 (t) = | f (z)| z0 (t) ≤ M z0 (t) .

Finally, we get:
Z b
−iθ
e I ≤ M z0 (t) = ML,
a
and hence | I | ≤ ML, completing the proof. 
3.1. Complex Integrations 59

Z

Remark 3.7. If we estimate the integral f (z) dz in a more direct way by writing
γ
f = u + iv and then consider the following:
Z Z Z b

f (z) dz = (u + iv)(dx + idy) = (ux 0 − vy0 ) + i (vx 0 + uy0 ) dt
γ γ a
s
Z b 2  Z b 2
= 0 0
(ux − vy ) dt + 0 0
(vx + uy ) dt .
a a
then after applying Cauchy-Schwarz’s inequality to each integral, the best we can
achieve is Z

f (z) dz ≤ 2ML,
γ
which is weaker than the result in Lemma 3.6.

Example 3.3. Find an upper bound for the contour integral:


I
1

|z|=1 e dz .
z

Solution
For any z ∈ C such that |z| = 1, we have:
x y
1 −i
e z = e x2 +y2 x2 +y2 = e x−iy = e x e−iy ,
1
z
e = e x ≤ e1 = e.
Here we have used the fact that −1 ≤ x ≤ 1 along the curve |z| = 1.
Therefore, by Lemma 3.6, we have:
I
1
e z dz ≤ 2π e .
|z|=1 |{z} |{z}
L M

Example 3.4. Show that:


I
1
lim dz = 0.
R→+∞ |z|= R ( z − 1)2

Solution
We are interested in the limit when R → +∞, so we can assume R > 1 so that
the contour circle |z| = R does not pass through 1 (at which the integrand is
undefined).
On the contour |z| = R, we have |z − 1| ≥ R − 1 (draw a diagram to convince
yourself on that), so we have:

1 1 1
≤ on |z| = R.
( z − 1)2 = 2 ( R − 1)2
| z − 1| | {z }
M
The length of the contour |z| = R is 2πR. Hence, by Lemma 3.6, we get
I
1 1

|z|= R (z − 1)2 ≤ 2πR · ( R − 1)2 .
dz
60 3. Contour Integrals

2πR
From elementary calculus, we have lim = 0, and the desired result
R→+∞ ( R − 1)2
follows from the squeeze theorem.

Exercise 3.6. Let f : C → C be a continuous function, and consider a fixed point


α ∈ C. Show that:
I
f (z) 2πR

|z|= R z − α dz ≤ R − |α| |max
z|= R
| f (z)| when R > |α| .

Exercise 3.7. Suppose f : C → C is a continuous function such that:


| f (z)|
lim sup = 0.
R→+∞ |z|≥ R R
Show that: I
f (z)
lim dz = 0.
R→+∞ |z|= R z2

Exercise 3.8. Let f : C → R be a continuous real-valued function such that | f (z)| ≤


1 for any z ∈ C. Show that:
I


|z|=1 f (z) dz ≤ 4.
I
[Hint: Define I = f (z) dz, then write I = | I | eiθ . ]
|z|=1
3.2. Cauchy-Goursat’s Theorem 61

3.2. Cauchy-Goursat’s Theorem


In this section, we will prove a very fundamental theorem in Complex Analysis, the
Cauchy-Goursat’s Theorem, which asserts that if f : Ω → CIis a holomorphic function
on a simply-connected domain Ω, then the contour integral f (z) dz must be zero for
γ
any closed curve γ in Ω. The statement of the theorem sounds simple, but the proof is
quite delicate. We will discuss the proof of this theorem in detail.
Cauchy-Goursat’s Theorem is fundamental because it is used to prove the Cauchy’s
integral formula, which provides a very elegant way for computing contour integral of
I
f (z)
the form dz and leading many exciting results. We will see later in the course
γ z−α
that the Cauchy integral formula is the heart of complex analysis.

Theorem 3.8 (Cauchy-Goursat’s Theorem). Let Ω ⊂ C be a simply-connected open


domain, γ be any closed piecewise C1 curve in Ω, and f : Ω → C be any holomorphic
function defined on Ω, then we have:
I
f (z) dz = 0.
γ

Using Cauchy-Goursat’s Theorem, we can immediately conclude that all the inte-
grals below over any closed curve γ ∈ C are zero, without performing any calculation:
I I I
ez dz, sin z dz, z2 dz, etc.
γ γ γ

Both conditions of Ω being simply-connected and f being holomorphic on Ω are


essential. If Ω is not simply-connected, say Ω = C\{0}, Cauchy-Goursat’s Theorem
does not hold. Here is a quick counter-example:
I
1
dz = 2πi 6= 0.
|z|=1 z
Moreover, the holomorphic condition on f is also necessary, and here is a counter-
example:
I
z dz = 2πi 6= 0.
|z|=1
We will prove this theorem soon. The proof consists of several steps:
Step 1: First prove a special case when the contour γ is a triangle (while Ω is any
simply-connected open domain);
Step 2: Then prove a special case when Ω is convex (while γ is any closed piecewise
C1 contour).
Step 3: Use results from previous steps to deduce the general case: Ω is any simply-
connected open domain, and γ is any closed piecewise C1 contour.

3.2.1. Step 1: Cauchy-Goursat’s Theorem for Triangle Contours. Let’s begin


by assuming that T is a triangle contour in Ω. We bisect each side of the triangle T to
(1) (1) (1) (1)
create four smaller triangles T1 , T2 , T3 and T4 as shown in the Figure 3.2.
By cancellations of common sides, we have:
I 4 I

T
f (z) dz = ∑ (1)
f (z) dz.
j=1 Tj
62 3. Contour Integrals

1. Goursat’s theorem 35

(1)
T3

T (1)
T2
(1) (1)
T1 T4

(0)
Figure Figure
3.2. Divide1.
theBisection of 4Ttriangles
contour T into

Triangle inequality then shows:


for otherwise (2) would
I
be contradicted.
We choose a triangle that
4 I
(1) that if d(1) and
T z) dz ≤ ∑ T (1) f ((1)
satisfies this inequality,
f (and rename
it T z. ) dzObserve
.
(1)
p denote the diameter and perimeter
j =1 jof T

, respectively, then d(1) =
(1/2)d(0) and p(1) = (1/2)p(0) . We now repeat this process for the trian-
(1)
T (1T) (1)
Letgle be, the
bisecting
triangle it among
into four all smaller
Tj ’s (where triangles.j = 1,Continuing
2, 3, 4) withthisthe process,
largest value
I
we obtain a sequence of triangles

of (1) f (z) dz , then one has:
Tj T (0) , T (1) , . . . , T (n) , . . .
I I

with the properties that f (z) dz ≤ 4
T T (1) f (z) dz
!" ! !" !
! ! ! !
! ! ≤4 ! n!
dz !! four congruent triangles
Repeat the above procedure ! (0) fon(z)T (dz 1) :! sub-divide Tf((z)
1) into
I
T T (n)

(2)
Tj (whereand j = 1, 2, 3, 4), and pick the one with the largest value of (2) f (z) dz and
Tj
label it as T (2) . Then, one has: d(n) = 2−n d(0) , p(n) = 2−n p(0)
I I I

where d(n) and p(n) diameter Iand perimeter (n)
f ( z ) dz ≤ 4 denote f ( z )
the
dz =⇒ f (z) dz ≤ 42 of T f (,z)respec- dz .

tively.
T (1) We also denote
T (2) by T

(n)
the solid Tclosed triangle with T (2) boundary

(n)
T , and observe that our construction yields a sequence of nested com-
Continuing this process, we obtain a sequence of triangles:
pact sets
(0) (1) (2) (3)
T (0)T⊃ T, T(1) ⊃ , T · · ·, ⊃
T T ,(n)...⊃ ···
(where we denote T (0) := T) such that
whose diameter
I goes to 0. By IProposition 1.4 in Chapter 1, there exists
(n)
(3.1) a unique point


z 0f (that
z) dz belongs
≤ 4n to all
f (zthe
) dzsolid
for
any n ≥T 0. . Since f is
triangles
holomorphic Tat(0)z0 we can writeT (n)
Denote ∆( j) to be thef closed
(z) = ftriangular
(z ) + f ′ (zregion
)(z −enclosed by T (−
z ) + ψ(z)(z
j) . Then, we have:
z ),
0 0 0 0
(0) (1) (2)
where ψ(z) → 0 as z → ∆z0 . Since ⊃ ∆ the⊃∆ ⊃ . . .f (z ) and the linear func-
constant 0

tion f1.29,
By Exercise (z0 )(z − zis0 )athave
there leastprimitives,
one point zwe
0 can integrate
contained insidethe of ∆(n)equality
all above .
I
using Corollary 3.3 in the previous nchapter, and obtain
Our goal is to bound " the RHS term"4 (n) f (z) dz of (3.1), so as to show that
I T
(3) f (z) dz = ψ(z)(z − z0 ) dz.
f (z) dz is arbitrarilyTsmall, concluding
T (n)that it must be zero. To achieve our goal,
T (0)
(n)

we recall that f is holomorphic on Ω, and in particular, it is complex differentiable


at z0 (which is a point in all of ∆(n) ’s). By considering the derivative f 0 (z0 ), and by
rearrangement:
f ( z ) − f ( z0 ) f (z) − f (z0 ) − f 0 (z0 )(z − z0 )
f 0 (z0 ) = lim =⇒ lim = 0.
z → z0 z − z0 z → z0 z − z0
3.2. Cauchy-Goursat’s Theorem 63

For simplicity, denote the numerator by E(z) := f (z) − f (z0 ) − f 0 (z0 )(z − z0 ), then we
have:
E(z)
(3.2) lim = 0.
z → z0 z − z0
f 0 ( z0 )
Since the function f (z0 ) + f 0 (z0 )(z − z0 ) has a primitive function z f (z0 ) + 2 ( z − z0 )
2

(note that z0 is a fixed point), we have


I I   I
E(z) dz = f (z) − f (z0 ) − f 0 (z0 )(z − z0 ) dz = f (z) dz.
T (n) T (n) T (n)

Therefore, to bound the RHS of (3.1), we can consider the integral of E(z) instead,
which is very small according to (3.2).
Now, given any ε > 0, by (3.2), there exists δ > 0 such that whenever z ∈ Bδ (z0 ),
E(z)
we have < ε. Recall that {∆(n) }∞ is a strictly decreasing sequence of triangles
z−z 0
n =0

“converging” to the point z0 . Hence, for sufficiently large n, ∆(n) must lie inside the
ball Bδ (z0 ), and so | E(z)| < ε |z − z0 | for any z ∈ ∆(n) ⊂ Bδ (z0 ).
Recall that |z − z0 | is the distance between z and z0 , both of which are in ∆(n) .
By elementary geometry, the distance between any two points in a triangle must be
bounded by the perimeter of the triangle. Hence, we have for any z ∈ ∆(n) ,
εL0
(3.3) | E(z)| < ε |z − z0 | ≤ εLn =
2n
where Ln denotes the perimeter of the triangle T (n) .
Using (3.3), we can apply Lemma 3.6 to show:
I 2

E ( z ) dz ≤ εL0 · Ln = εL0 .
T (n) 2n 4n
Finally, by considering (3.1), we have proved:
I I I 2

f (z) dz ≤ 4n f ( z ) dz = 4n E ( z ) dz ≤ 4n · εL0 = εL2 .
T T (n) T (n) 4 n 0

Since ε > 0 is arbitrary, by letting ε → 0+ , we get:


I
f (z) dz = 0,
T
completing Step 1.

Exercise 3.9. Using the result proved so far, show that Cauchy-Goursat’s Theorem
holds for any closed polygon γ.

Exercise 3.10. Show that if 4 ABC is contained inside a simply-connected open


set Ω on which f is holomorphic, then we have:
Z Z Z
f (z) dz = f (z) dz + f (z) dz.
L( A,C ) L( A,B) L( B,C )
Here L( A, B), for instance, is the straight path from A to B.

Exercise 3.11. Which part in the proof of Step 1 will break down if f is not
holomorphic? Also, why will the proof break down if Ω is not simply-connected?
64 3. Contour Integrals

3.2.2. Step 2: Cauchy-Goursat’s Theorem for Convex Domains. Now we are


given any closed piecewise C1 curve γ (not necessarily a triangle) in an open convex
domain Ω. We want to show that if f : Ω → C is holomorphic, then
I
f (z) dz = 0.
γ

We show that by finding a primitive function F : Ω → C such that F 0 (z) = f (z) on


Ω, then this step is proved using Theorem 3.4. To define such a function F, we first fix
a point z0 ∈ Ω, and denote L(z0 , z) to be the straight path from z0 to z. Note that by
convexity of Ω, such a path must be contained in Ω. Next, we define:
Z
F (z) := f (ξ ) dξ.
L(z0 ,z)

F (z + w) − F (z)
We claim that F 0 (z) = f (z) by showing that the quotient tends to f (z)
w
as w → 0.
z+w
z

z0

From Step 1 (note that z0 , z and z + w form a triangle), we know that:


Z Z 
F (z + w) − F (z) 1
= f (ξ ) dξ − f (ξ ) dξ
w w L(z0 ,z+w) L(z0 ,z)
Z
1
= f (ξ ) dξ.
w L(z,z+w)
Z
ξ =z+w
By observing that f (z) dξ = [ f (z) ξ ]ξ =z = w f (z), we have:
L(z,z+w)
Z Z
F (z + w) − F (z) 1 1
(3.4) = f (ξ ) dξ = ( f (ξ ) − f (z)) + f (z) dξ
w w L(z,z+w) w L(z,z+w)
Z
1
= ( f (ξ ) − f (z)) dξ + f (z).
w L(z,z+w)
Z
1
The next task will be to show that ( f (ξ ) − f (z)) dξ tends to 0 as w → 0.
w L(z,z+w)
For any ε > 0, by the continuity of f , there exists δ > 0 such that whenever ξ ∈ Bδ (z),
we have | f (ξ ) − f (z)| < ε. In particular, if |w| < δ, then the path L(z, z + w) ⊂ Bδ (z),
and so for any ξ ∈ L(z, z + w), we have:
| f (ξ ) − f (z)| < ε.
3.2. Cauchy-Goursat’s Theorem 65

Z
Applying Lemma 3.6 on the integral ( f (ξ ) − f (z)) dξ, we have:
L(z,z+w)
Z

( f ( ξ ) − f ( z )) dξ ≤ ε· |w| ,
L(z,z+w) |{z}
length of contour
Z
1
which implies ( f (ξ ) − f (z)) dξ ≤ ε (whenever 0 < |w| < δ), or equiva-
w L(z,z+w)
lently,
Z
1
lim ( f (ξ ) − f (z)) dξ = 0.
w→0 w L(z,z+w)
Finally, from (3.4), we conclude:
F (z + w) − F (z)
lim = f (z) =⇒ F 0 ( z ) = f ( z ).
w →0 w
This shows f (z) has a primitive function on Ω, and hence
I
f (z) dz = 0
γ

for any closed curve γ in Ω, completing Step 2.


Remark 3.9. It is worthwhile to note that the whole argument in Step 2 remains valid
as long as f is continuous on Ω, and that
I
f (z) dz = 0
T
for any triangle T in the domain Ω. These two conditions are enough to prove, using
the same argument, that F 0 (z) = f (z) on Ω, even if we don’t assume f is holomorphic.
This observation will be important in the proof of Morera’s Theorem in later section.

Exercise 3.12. Discuss: In the above proof, we require Ω to be convex so that


L(z0 , z) is contained in Ω. Now suppose Ω is not convex, but is polygonally
path-connected, and we define F as:
Z
F (z) = f (ξ ) dξ
γ(z0 ,z)

where γ(z0 , z) is any polygonal path from z0 to z. Can we still claim that F 0 (z) =
f (z) with the same proof? If not, where does the proof break down?

3.2.3. Step 3: Completion of the Proof. We have by far proved that Cauchy-
Goursat’s Theorem holds when at least one of the conditions holds:
(i) γ is a closed polygon; or
(ii) Ω is convex.
Now we deduce the general case based on these special cases.
Given any simply-connected domain Ω and any closed piecewise
I C1 curve γ ⊂ Ω,
and a holomorphic function f : Ω → C, the key idea to show f (z) dz = 0 is to break
γ
the region enclosed by γ into small rectangles { R j } N M
j=1 and “partial rectangles” { γk }k =1
(see Figure 3.3). By breaking the region into small enough of these rectangles and
partial rectangles, we may assume that these partial rectangles are contained inside
an convex subset of Ω. This is intuitively true, but the proof involves some deep
knowledge on analysis and topology beyond the scope of this course.
66 3. Contour Integrals

Figure 3.3

For each rectangle R j and partial rectangle γk , results from Steps 1 and 2 show
I I
f (z) dz = f (z) dz = 0.
Rj γk

Note that by cancellation of common sides, we can see:


I I I

γ
f (z) dz = ∑ Rj
f (z) dz + ∑
γk
f (z) dz = 0.
j k

It completes the proof of Cauchy-Goursat’s Theorem.

Exercise 3.13. Consider a holomorphic f = u + iv : Ω → C on a simply-connected


domain Ω, and a closed piecewise C1 curve γ in Ω. Now, we further assume
that f is C1 , i.e. ∂u ∂u ∂v ∂v 1
∂x , ∂y , ∂x and ∂y are all continuous on C , show that then
Cauchy-Goursat’s Theorem can be easily proved using Green’s Theorem.
3.3. Cauchy’s Integral Formula I 67

3.3. Cauchy’s Integral Formula I


Cauchy-Goursat’s Theorem requires that the function f involved is defined and holo-
morphic in the region enclosed by the closed curve γ. When the integrand has some
“singularities” such as f (z) = 1z , Cauchy-Goursat’s Theorem may not hold.
Consider the closed curves γ1 and γ2 shown below:
y

γ2

γ1

For γ1 , there is no issue to apply Cauchy-Goursat’s Theorem by taking Ω to be the


green region, and it shows
I
1
dz = 0
γ1 z
since 1z is holomorphic on the green region. However, we cannot do the same for γ2 .
Any simply-connected region containing γ2 must contain 0 at which 1z is undefined. In
this section, we will introduce Cauchy’s integral formula to deal with contour integrals
I
f (z)
of the form dz.
γ −α
z

Theorem 3.10 (Cauchy’s Integral Formula). Let f : Ω → C be a holomorphic function


defined on a simply-connected domain Ω, and γ be a simple closed curve in Ω. Then, we
have: (
I
1 f (z) f (α) if γ encloses α
dz =
2πi γ z − α 0 if γ does not enclose α

For instance, given an entire function f : C → C, a point α, and two closed curves
γ1 and γ2 below. Cauchy’s Integral Formula asserts that:
I I
f (z) f (z)
dz = 0 whereas dz = 2πi f (α).
γ1 z−α γ2 z−α
γ2

γ1

It is a very powerful theorem as it tells us that the evaluation of some contour


integrals can be done by just substituting a point into the numerator function. Let’s
first see some examples, and then we will prove the theorem.
68 3. Contour Integrals

3.3.1. Elementary Examples. We first illustrate the use of Cauchy’s integral


formula by a toy example:
I I
(
1 1 2πi · 1 = 2πi if γ encloses 0
dz = dz =
γ z γ z−0 0 if γ does not enclose 0
Here we take f (z) = 1 which is an entire function on C.
Example 3.5. Evaluate the following contour integrals:
I
z
(a) dz
|z|=2 ( z + 3i )(z − i )
I
z
(b) dz
|z|=4 ( z + 3i )(z − i )
I
ez
(c) dz
|z|=2 z2 + 1

Solution
(a) The integrand has two singularities: z = −3i and z = i. First observe that
the curve |z| = 2 enclose i only, and hence near the simply-connected region
|z| ≤ 2, the function f (z) := z+z3i is holomorphic. Apply Cauchy’s integral
formula with this f , we get:
I I z
z z+3i z
dz = dz = 2πi ·
|z|=2 (z + 3i )(z − i ) |z|=2 z − i z + 3i z=i
i πi
= 2πi · = .
i + 3i 2
(b) Note that the curve |z| = 4 enclose both singularities −3i and i of the inte-
grand. We cannot apply Cauchy’s integral formula by writing the integrand
as either: z z
z+3i z −i
or .
z−i z + 3i
The way out is to do partial fractions for the denominator. Let A and B be
complex numbers such that:
1 A B
= + .
(z + 3i )(z − i ) z + 3i z − i
We need to solve for A and B:
1 A(z − i ) + B(z + 3i )
=
(z + 3i )(z − i ) (z + 3i )(z − i )
1 = ( A + B)z + (− Ai + 3Bi )
Equating coefficients, we need A + B = 0 and (− Ai + 3Bi ) = 1. Solving these
equations, we get A = 14 i and B = − 14 i, and hence:
1 1
1 i i
= 4 − 4 .
(z + 3i )(z − i ) z + 3i z − i
3.3. Cauchy’s Integral Formula I 69

Now applying Cauchy’s integral formula:


I I 1 1
z 4 zi 4 zi
dz = − dz
|z|=4 (z + 3i )(z − i ) z + 3i z − i
|z|=4
    
1 1
= 2πi zi − zi
4 z=−3i 4 z =i
 
1 1
= 2πi · (−3i )i − i2 = 2πi.
4 4
(c) The integrand has z2 + 1 as the denominator. Be careful that it can be zero in
ez
the complex world and so 2 is NOT holomorphic everywhere. By partial
z +1
fractions, we get:
 
1 1 1 1 1
= = − .
z2 + 1 (z − i )(z + i ) 2i z − i z + i
Hence, Cauchy’s integral formula shows:
I I  z 
ez 1 e ez
dz = − dz
|z|=2 z2 + 1 2i |z|=2 z − i z + i
1  
= · 2πi · ei − e−i
2i
= π ((cos 1 + i sin 1) − (cos 1 − i sin 1))
= 2πi sin 1.

Exercise 3.14. Use Cauchy’s integral formula to evaluate the following contour
integrals:
I
1
(a) dz
|z|=2 z2+i
I
1
(b) 2
dz
| z − e | =1 z + i
πi/4
I
1
(c) dz
|z|=2 z3 −1
Try to do the problems in a rather tedious way using partial fractions. We will
provide another approach soon.

Exercise 3.15. Let f : Ω → C be a holomorphic function defined on a domain Ω


containing Br (α). Prove the following Mean-Value Identity:
Z 2π
1
f (α) = f (α + reiθ ) dθ.
2π 0

3.3.2. Proof of Cauchy’s Integral Formula. The proof of Cauchy’s integral for-
mula is a reminiscence of the proof of generalized (i.e. with holes) Green’s Theorem in
Multivariable Calculus. Fix α ∈ C and consider a simple closed curve γ enclosing α.
We want to find out the value of the integral:
I
f (z)
dz.
γ z−α
We drill a circular hole near α in the region enclosed by γ, so that the following
“key-hole” contour Γε is produced.
70 3. Contour Integrals

−∂Bε (α)
ε
α

L −L

The contour Γε = γ + L − ∂Bε (α) − L encloses a simply-connected region on which


f (z)
is holomorphic (since z 6= α in this key-hole region). Therefore, we have:
z−α
I I I I I
f (z) f (z) f (z) f (z) f (z)
0= dz = dz + − dz −
Γε z−α γ z−α L z−α |z−α|=ε z − α L z−α
| {z }
orientation!
I I
f (z) f (z)
= dz − dz.
γ z−α |z−α|=ε z−α
I I
f (z) f (z)
Therefore, we have dz = dz for any sufficiently small ε > 0.
γ z−α |z−α|=ε z − α
To prove the desired result, we try to figure out the contour integral over the circle
|z − α| = ε. The key trick is to write f (z) = f (z) − f (α) + f (α), so that:
I I  
f (z) f (z) − f (α) f (α)
(3.5) dz = + dz
|z−α|=ε z − α |z−α|=ε z−α z−α
I I
f (z) − f (α) 1
= dz + f (α) dz
|z−α|=ε z − α |z−α|=ε z − α
The second integral can be computed directly by parametrizing the circle: z = α + εeit ,
where t ∈ [0, 2π ]:
I Z 2π
1 1
dz = · εieit dt
|z−α|=ε z−α 0 εeit
Z 2π
= i dt = 2πi.
0
For the first term, we claim that it tends to 0 as ε → 0+ : since f is complex differentiable
at z = α, and so
f (z) − f (α)
lim = f 0 ( α ).
z→α z−α
By definition of limit, there exists δ > 0 such that whenever z ∈ Bδ (α) we have:

f (z) − f (α) 0

− f ( α ) < 1,
z−α
and hence
f (z) − f (α)
< 1 + f 0 (α) =: M.
z−α
3.3. Cauchy’s Integral Formula I 71

As a result, when ε < δ, the contour |z − α| = ε lies completely inside the ball Bδ (α),
then by Lemma 3.6, we have:
I
f (z) − f (α)
+
|z−α|=ε z−α ≤ M · 2πε → 0 as ε → 0 .
Finally, from (3.5), we have:
I
f (z)
lim dz = 2πi f (α).
ε →0+ |z−α|=ε z−α
I I
f (z) f (z)
Recall that dz = dz for any sufficiently small ε > 0, so we
γ z−α |z−α|=ε z−α
have: I I
f (z) f (z)
dz = lim dz = 2πi f (α),
γ z−α ε→0+ |z−α|=ε z − α
completing the proof of Cauchy’s integral formula.

3.3.3. Cauchy’s Integral Formula with Multiple Holes. We have seen how to
1
apply Cauchy’s integral formula on fractions such as 2 which is not defined on
z +1
z = i and z = −i. If a simple closed contour γ encloses both  singularities,
 then we
1 1 1
performed partial fractions so that the fraction becomes − .
2i z − i z + i
Sometimes, partial fractions can be time-consuming especially when there are
many singularities. However, using the hole-drilling technique demonstrated in the
proof of Cauchy’s integral formula, we can break down the contour integral into a
sum of several contour integrals, each of which is over a contour that encloses only one
singularity. Let’s look at some examples.
Example 3.6. Evaluate the contour integral:
I
z
dz
|z|=4 ( z + 3i )(z − i )
without using partial fractions.

Solution
The two singularities are z = −3i and z = i, both are contained inside the contour
|z| = 4. Draw two little circles with small radii ε around each singularity and
consider the key-hole contour:
Γ = γ1 + L1 − ∂Bε (−3i ) − L1 + γ2 + L2 − ∂Bε (i ) − L2

− L2 L2

ε
i
γ1 γ2

ε
−3i
L1 − L1
72 3. Contour Integrals

Then, the key hole contour Γ encloses a simply-connected region not con-
taining any singularity of the integrand. Therefore, Cauchy-Goursat’s Theorem
asserts that I
z
dz = 0.
Γ ( z + 3i )( z − i )
On the other hand, by cancellation of the common sides, we have:
I Z Z I I I I I
= + − − = − − .
Γ γ1 γ2 |z+3i |=ε |z−i |=ε |z|=4 |z+3i |=ε |z−i |=ε
Therefore,
I
z
0= dz
Γ ( z + 3i )( z − i )
I I
z z
= dz − dz
|z|=4 ( z + 3i )(z − i ) |z+3i |=ε ( z + 3i )(z − i )
I
z
− dz.
|z−i |=ε ( z + 3i )(z − i )
Therefore, we can break the required integral into the sum of two integrals:
I I I
z z z
dz = dz + dz
|z|=4 ( z + 3i )( z − i ) |z+3i |=ε ( z + 3i )( z − i ) |z−i |=ε ( z + 3i )(z − i )
z
Since ε is very small, the function is holomorphic on |z + 2i | < ε, and so
z−i
Cauchy’s integral formula asserts that:
I I z
z z −i −3i 3πi
dz = dz = 2πi · = .
|z+3i |=ε (z + 3i )(z − i ) |z+3i |=ε z − (−3i ) −3i − i 2
For the second integral, we have:
I I z
z z+3i i πi
dz = dz = 2πi · =
|z−i |=ε (z + 3i )(z − i ) |z−i |=ε z−i i + 3i 2
Adding up the results, we get:
I
z 3πi πi
dz = + = 2πi.
|z|=4 (z + 3i )(z − i ) 2 2

Example 3.7. Evaluate the contour integral:


I
1
dz
|z|=2 z3 − 1
without using partial fractions.

Solution
First factorize the integrand:
1 1
=
z3 − 1 (z − 1)(z − ω )(z − ω 2 )
2πi
where ω := e 3 is the cubic root of unity. There are three singularities, namely
1, ω and ω 2 , all are enclosed by the given contour |z| = 2. By mimicking the
3.3. Cauchy’s Integral Formula I 73

hole-drilling argument, one can arrive at:


I
1
dz
(z − 1)(z − ω )(z − ω 2 )
|z|=2
I I
1 1
= dz + dz
|z−1|=ε ( z − 1)(z − ω )(z − ω 2 ) |z−ω |=ε ( z − 1)(z − ω )(z − ω 2 )
I
1
+ dz
|z−ω2 |=ε (z − 1)(z − ω )(z − ω 2 )
I 1 I 1 I 1
(z−ω )(z−ω 2 ) (z−1)(z−ω 2 ) (z−1)(z−ω )
= dz + dz + dz
|z−1|=ε z−1 |z−ω |=ε z−ω |z−ω 2 |=ε z − ω 2
 
1 1 1
= 2πi + + .
(1 − ω )(1 − ω 2 ) (ω − 1)(ω − ω 2 ) (ω 2 − 1)(ω 2 − ω )
We leave it as an exercise to show that the final answer is 0. [Hint: use the fact
that 1 + ω + ω 2 = 0]

Exercise 3.16. Evaluate the following contour integrals:


I
1
(a) dz
|z|=24601 z3
+1
I
1
(b) 2
dz
|z|=2 ( z + 1 )( z2 + 9)
I
ez
(c) dz
|z−1|=1 z4 + 1
I
z
(d) z
dz
|z|=4 1 − e

Exercise 3.17. Let n be a positive integer, and ω := e2πi/n denote the n-th root of
unity. Express the contour integral:
I
1
dz
|z|=2 zn − 1
in terms of ω.

Exercise 3.18. Given any real constant a ∈ R, by considering the contour integral
I
e az
dz, prove the following integration formula:
|z|=1 z
Z π
e a cos θ cos( a sin θ ) dθ = π.
0
74 3. Contour Integrals

3.4. Cauchy’s Integral Formula II


Recall that Cauchy’s integral formula asserts that if f : Ω → C is holomorphic on a
simply-connected domain Ω and γ is a closed curve in Ω, then we have:
I
1 f (z)
f (α) = dz
2πi γ z−α
if γ encloses α.
f (z)
If the integrand is of the form whenever α 6= β, we can still use
(z − α)(z − β)
Cauchy’s integral formula in a modified way: either by partial fractions, or by a
hole-drilling argument illustrated in the previous section.
f (z)
However, if the integrand is of the form , then both partial fractions and
( z − α )2
the hole-drilling argument do not work well (think about why). Indeed, the contour
I
f (z)
integral dz is related to f 0 (α), and this fact has many deep and surprising
γ ( z − α )2
consequences as we will see later. These include the celebrated Liouville’s Theorem
(which implies Fundamental Theorem of Algebra).
Our goal is to prove and discuss the following higher-order Cauchy’s integral
formula:

Theorem 3.11 (Higher-Order Cauchy’s Integral Formula). Let f : Ω → C be a holo-


morphic function defined on a simply-connected domain Ω, and α be any point in Ω. Then,
for any simple closed curve γ enclosing α, the n-th derivative of f at α is equal to:
I
n! f (z)
f (n) ( α ) = dz, n = 0, 1, 2, . . .
2πi γ ( z − α ) n +1

Corollary 3.12. If f is holomorphic on an open domain Ω, then f is complex differentiable


for infinitely many times on Ω, i.e. f (n) exists on Ω for any n ≥ 0.

The corollary is a very remarkable and surprising result. In Real Analysis, there are
many functions which are differentiable for one time but not the second time or further.
However, this theorem and the corollary assert that once f is complex differentiable on
a simply-connected domain (say an open ball), then it is infinitely differentiable on that
domain!

3.4.1. Elementary Examples. Again, we will first see some examples of using
the higher-order Cauchy’s integral formula, then we will give a proof for it. As a quick
example:
I
1
dz.
|z|=1 z2

One way of evaluating it is to argue that its primitive function is − 1z , which is well
defined and holomorphic near the contour |z| = 1. Then by Proposition 3.4, the contour
integral is 0.
Let’s see how to obtain the same result using Theorem 3.11 (with n = 1, and
f (z) ≡ 1):
I
1 1 d
dz = 1 = 0.
2πi |z|=1 z1+1 dz z=0
3.4. Cauchy’s Integral Formula II 75

Example 3.8. Evaluate the contour integral using higher-order Cauchy’s integral
formula: I
e2z
dz.
|z|=1 z3

Solution
In practice, it may be helpful to write the higher-order Cauchy’s integral formula
as: I
f (z) 2πi (n)
dz = f ( α ).
γ ( z − α ) n +1 n!
Let f (z) = e2z which is entire, then f 0 (z) = 2e2z and f 00 (z) = 4e2z . By
Theorem 3.11 (with n = 2), we get:
I I
e2z e2z
dz = dz
γ z3 γ ( z − 0 )2+1
2πi 00 2πi
= f (0) = · 4 = 4πi.
2! 2

Example 3.9. Evaluate the contour integral:


I
1
dz.
|z|=3 (z + i )2 (z − 2i )3

Solution
The contour |z| = 3 encloses two singularities of the integrand, namely −i and 2i.
By the hole-drilling technique, we can pick a small ε > 0 such that:
I I I 
1 1
2 3
dz = + dz.
|z|=3 ( z + i ) ( z − 2i ) |z+i |=ε |z−2i |=ε ( z + i ) ( z − 2i )3
2

Then we calculate each integral on the RHS individually:


I I 1
1 (z−2i )3
dz = dz
|z+i |=ε (z + i )2 (z − 2i )3 |z+i |=ε ( z + i )1+1

2πi d 1 2πi
= =− 3
1! dz z=−i (z − 2i )3 3
I I 1
1 ( z + i )2
dz = dz
|z−2i |=ε (z + i ) (z − 2i )3
2
|z−2i |=ε ( z − 2i )2+1

2πi d2 1
=
2! dz2 z=2i (z + i )2
 
6
= πi ·
(z + i )4 z=2i
2πi
= 3
3
Therefore, I
1 2πi 2πi
dz = − 3 + 3 = 0.
|z|=3 (z + i )2 (z − 2i )3 3 3
76 3. Contour Integrals

Exercise 3.19. Evaluate the following contour integrals:


I
sin z
(a) dz
|z|=2 ( z − π )2
I
zetz
(b) dz where t > 0 is real.
|z|=3 ( z + 1)3
I  
1 f (z)
(c) 2+z+ dz, where f is entire and f (0) = 1.
|z|=1 z z

Exercise 3.20. Evaluate the contour integral (where n is a positive integer):


I  
1 2n 1
z+ dz.
|z|=1 z z
Hence, show that: Z 2π
(2n − 1)!!
cos2n θ dθ = 2π .
0 (2n)!!

Exercise 3.21. Let f : Ω → C be a holomorphic function defined on a simply-


connected domain Ω. Suppose BR (z0 ) ⊂ Ω, show that:
n!
(n)
f (z0 ) ≤ n sup | f (z)|
R |z−z0 |= R
for any integer n ≥ 0.

3.4.2. Proof of Higher Order Cauchy’s Integral Formula. Now we discuss the
proof of Theorem 3.11. From the (zeroth order) Cauchy’s integral formula, we know:
I
1 f (z)
f (α) = dz,
2πi γ z−α
where α is a point on the domain Ω, and γ is a simple closed curve in Ω enclosing α.
Note that if w ∈ C is very small, α + w will still be enclosed by γ, and so we have:
I
1 f (z)
f (α + w) = dz.
2πi γ (z − α − w)
Our first goal is to show Theorem 3.11 holds for f 0 (α), i.e. n = 1. Recall that:
f (α + w) − f (α)
f 0 (α) = lim .
w
w →0
We will use the zeroth order Cauchy’s integral formula to evaluate such a limit:
I I 
1 1 f (z) f (z)
(3.6) f 0 (α) = lim dz − dz
2πi w→0 w γ z−α−w γ z−α
I  
1 1 1 1
= lim f (z) · − dz.
2πi w→0 γ w z−α−w z−α
By straight-forward computation, we get:
 
1 1 1 1
− = .
w z−α−w z−α (z − α − w)(z − α)
f (z)
The integrand of (3.6) becomes , which is bounded as z ∈ γ is away
(z − α − w)(z − α)
from α and α + w when w is small, and that the holomorphic function f is bounded
on γ by Extreme-Value Theorem. The length of γ is also bounded. Using Lebesgue
3.4. Cauchy’s Integral Formula II 77

Dominated Covergence Theorem (commonly called LDCT in short), we can switch the
limit and the integral sign of (3.6), and get:
I  
0 1 1 1 1
f (α) = lim f (z) · − dz
2πi γ w→0 w z−α−w z−α
I
1 f (z)
= lim dz
2πi γ w→0 (z − α − w)(z − α)
I
1 f (z)
= dz,
2πi γ (z − α)2
proving Theorem 3.11 when n = 1.
The second and higher order cases of Theorem 3.11 can be proved by induction.
Assume the theorem holds for some integer n:
I
n! f (z)
f (n) ( α ) = dz
2πi γ ( z − α ) n +1
for any α enclosed by γ. When w is very small, α + w is also enclosed by γ, hence it is
also true that: I
n! f (z)
f (n) ( α + w ) = dz.
2πi γ (z − α − w)n+1
Our next goal is to determine f (n+1) (α) from the definition:
f (n) ( α + w ) − f (n) ( α )
f (n+1) (α) = lim .
w →0 w
We leave it as an exercise:
Exercise 3.22. Follow the outline listed below, and complete the inductive proof
of Theorem 3.11:
(a) Show that:
 
1 1 1
+

w (z − α − w) n 1 ( z − α ) n +1
n
1 1
=
(z − α − w)(z − α) ∑ (z − α − w ) j (z − α )n− j
j =0

(b) Using the induction assumption and LDCT, show that


f ( n +1) ( α )
I n
n! f (z) 1
=
2πi
lim
γ w→0 ( z − α − w )( z − α )
∑ (z − α − w) j (z − α)n− j dz.
j =0

(c) Finally, complete the proof.

3.4.3. Liouville’s Theorem. We now discuss an important consequence (Liou-


ville’s Theorem) of the higher order Cauchy’s integral formula. Using this theorem, one
can give a very short and elegant proof that every non-constant complex polynomial
must have at least one root!

Theorem 3.13 (Liouville’s Theorem). Any bounded entire function must be constant.

Proof. The proof is a consequence of 1st-order Cauchy’s integral formula. Suppose


f : C → C is a entire function and that there exists M > 0 such that | f (z)| ≤ M for any
z ∈ C.
78 3. Contour Integrals

Take an arbitrary α ∈ C, and consider the contour |z − α| = R. By Theorem 3.11


with n = 1, we know:
I
1 f (z)
f 0 (α) = dz.
2πi |z−α|= R (z − α)2
Then on the contour, we have:

f (z) M

( z − α )2 ≤ R2 ,
and by Lemma 3.6, we can estimate that:
I
f (z) M 2πM

|z−α|= R (z − α)2 ≤ 2πR · R2 = R .
dz

Therefore, we have for any α ∈ C and R > 0:



0 1 I f (z) 1 2πM
f (α) =
2πi |z−α|= R (z − α)2 dz ≤ 2π · R → 0 as R → +∞.

This shows f 0 ≡ 0, and hence f is a constant function. 

Exercise 3.23. Why is it necessary that f is entire in the proof of Liouville’s


Theorem? Which step will it break down if f is holomorphic only on a proper
subset of C?

Exercise 3.24. Prove the following general version of Liouville’s Theorem: Suppose
f : C → C is an entire function, and there exists M > 0 and a nonnegative integer
k such that:
| f (z)| ≤ M |z|k for any z ∈ C.
Show that f is a polynomial of degree at most k.

Exercise 3.25. Suppose f : C → C is an entire function satisfying:


| f (z)|
lim sup = 0.
R→+∞ |z|≥ R R
Show that f is a constant function.

Liouville’s Theorem is a “luxury" for holomorphic functions. There are many


non-constant bounded functions f : R → R that are (real) differentiable everywhere,
while Liouville’s Theorem says there is no non-constant bounded functions f : C → C
which are complex differentiable everywhere.
The theorem has many surprising consequences. One of them is:

Corollary 3.14 (Fundamental Theorem of Algebra). Every non-constant complex poly-


nomial p(z) = an zn + an−1 zn−1 + . . . + a1 z + a0 must have at least one complex root.

1
Proof. We prove by contradiction. If p(z) has no root, then p(z)
is an entire function.
Note that | p(z)| → ∞ as |z| → ∞, we have: 1
p(z)
→ 0 as |z| → ∞. In particular, 1
p(z)
is
1
bounded. By Liouville’s Theorem, p(z)
is constant, which is a contradiction. 

Remark 3.15. There are many proofs of Fundamental Theorem of Algebra, at least
one in almost all important fields in mathematics. There is one in Topology using
the concept of homotopy. There is even one geometric proof using Gauss-Bonnet’s
Theorem in Differential Geometry! Ironically, despite the name of the theorem, a purely
3.4. Cauchy’s Integral Formula II 79

algebraic proof has not yet been found. The most purest algebraic proof uses Galois
Theory, but that proof is based on the fact that every real number has a real cubic root
(which has to be justified using Intermediate-Value Theorem in Real Analysis).

Exercise 3.26. In the proof of Fundamental Theorem of Algebra (Corollary 3.14),


we used the fact that | p(z)| → ∞ as |z| → ∞. Although this fact is intuitively
clear since the dominant term an zn of p becomes very large when |z| → ∞, try
to prove this fact in a more rigorous way. Hint: try to show that if p(z) =
an zn + an−1 zn−1 + . . . + a0 , then
| p(z)| ≥ |z|n−1 (| an z| − | an−1 | − . . . − | a0 |)
whenever |z| > 1.

Exercise 3.27. Using Liouville’s Theorem, show that if the image of an entire
function f : C → C is disjoint from an open ball Bδ (z0 ), then f is a constant
function.
The above exercise gives a very powerful way for showing certain entire function
must be constant. For example, if f : C → C is entire and maps C onto the upper-half
plane in C, then the image of f is disjoint from many open balls such as B1/2 (−i ).
Hence it must be a constant.
80 3. Contour Integrals

3.5. Morera’s Theorem


Before we stated Morera’s Theorem, let’s recall the proof of
I Cauchy-Goursat’s Theorem.
Using the holomorphic condition on f , Step 1 shows that f (z) dz = 0 for any triangle
T Z
contour T in the domain. Using this fact, Step 2 shows F (z) := f (ξ ) dξ, where
L(z0 ,z)
L(z0 , z) is the straight path from a fixed point z0 to z, is a primitive function for f , i.e.
F 0 (z) = f (z) on the convex domain Ω.
It is a nice observation that the proof in Step 2 requires only two facts about f ,
namely:
(1) f is continuous on Ω; and
I
(2) f (z) dz = 0 for any triangle T in Ω.
T
Under these two conditions, the entire argument in Step 2 is still valid even if we don’t
assume
I that f is holomorphic on Ω. Step 2 shows F 0 (z) = f (z) on Ω, hence proving
f (z) dz = 0 for any closed curve γ in Ω.
γ
The result that F 0 (z) = f (z) on Ω has another implication: since the primitive func-
tion F is holomorphic on Ω (and its derivative is f ), the higher order Cauchy’s integral
formula (Theorem 3.11) and Corollary 3.12 tell us that F is complex differentiable on Ω
for infinitely many times. Certainly, it shows f = F 0 is also complex differentiable on
Ω for infinitely many times too. In particular, f is holomorphic on Ω.
To summarize, the preceding discussion proves the following remarkable result:

Theorem 3.16 (Morera’s Theorem). If f : Ω → C is a continuous function on an open


domain Ω, and I
f (z) dz = 0
T
for any triangle contour T in Ω, then f is holomorphic on Ω.

Remark 3.17. Although convexity of the domain is needed in Step 2 of the proof
of Cauchy-Goursat’s Theorem, we do not need to assume Ω is convex when using
Morera’s Theorem. It is because complex differentiability is a local property. One can
first restrict f on an open ball Bε (z0 ) which is convex, then prove f is holomorphic on
Bε (z0 ). Simply repeat the same argument on all other open balls in the domain. It will
show f is holomorphic on the whole Ω.
I
In practice, it seems more difficult to verify f (z) dz = 0 for any triangle T than
T
to show f is holomorphic directly. Nonetheless, Morera’s Theorem can come in handy
if we want to show holomorphicity of a function which is not quite explicit. In the last
chapter, we may encounter functions defined in an integral form, such as the Gamma’s
function: Z ∞
Γ(z) = tz−1 e−t dt.
0
It is almost impossible to find an explicit, integral-free expression. Nonetheless, it is
possible to show
I it is a holomorphic function using Morera’s Theorem. The key idea is
to show that Γ(z) dz = 0 for any triangle T in the domain under consideration.
T
3.5. Morera’s Theorem 81

Example 3.10. Define f : Ω := {z : Re(z) < 0} → C by:


Z ∞ zt
e
f (z) = dt.
0 t+1
Show that f (z) is holomorphic on Ω.

Solution
First we show that f is defined on Ω: for any z ∈ Ω and t ∈ [0, ∞), we have:
zt
e zt
xt
t + 1 ≤ e ≤ e
(as usual, we denote z = x + yi). Note that:
Z ∞  
xt 1 xt ∞ 1
e dt = e = − < ∞.
0 x 0 x
Z ∞ zt
e
Hence, dt is integrable.
t+1
0
It is quite difficult to find an explicit formula for f (z), let alone its derivative.
To show it is holomorphic, we are Z going to use Morera’s Theorem: given any
triangle T in Ω, we want to show f (z) dz = 0.
T
Z Z Z ∞ zt
e
f (z) dz = dt dz
T T 0 t+1
Z ∞Z
ezt
= dz dt (Fubini’s Theorem)
0 T t+1
Z ∞
ezt
= 0 dt (since is holomorphic)
0 t+1
=0
To justify the legitimacy of using Fubini’s Theorem, we require the integral
Z Z ∞ zt Z ∞ zt
e e 1
T 0
t + 1 dt |dz| to be finite. To verify this, we consider 0 t + 1 dt ≤ − x ,
Z Z ∞ zt Z
so that e dt |dz| ≤ 1
− |dz|, which is finite since x is away from 0
T 0
t+1 T x
when z is on any triangle T ⊂ Ω.
Hence by Morera’s Theorem, f is holomorphic on Ω.

Exercise 3.28. Define f : C\[0, 1] → C by:


Z 1 √
t
f (z) = dt.
t−z 0
Show that f is holomorphic on its domain.

Exercise 3.29. Suppose { f n }∞


n=1 is a sequence of holomorphic functions on an
open domain Ω, and that f n converges uniformly to f on Ω. Show that the limit
function f is also holomorphic on Ω.
82 3. Contour Integrals

Exercise 3.30. Recall that the Riemann’s zeta function ζ : Ω → C is defined on


Ω := {z : Re(z) > 1} and by:
∞ ∞
1 1
ζ (z) := ∑ nz ∑ ez ln n .
=
n =1 n =1

1
(a) Show that the series ∑ n z
converges uniformly on Ωε := {z : Re(z) > 1 + ε}
n =1
for any ε > 0.
(b) Show that ζ is holomorphic on Ω.

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