Saturday, November 23, 2013
Cauchy's Integral Formula
Let D be a simply connected domain, bounded by a piecewise smooth curve γ, and let f be analytic in a set U that contains the closure of D (ie D and γ). Then for all w∈D,
f(w)=12πi∮γf(z)z−wdz |
For example, what is the value of
∮|z|=2z2z−1dz |
This is not an easy integral to evaluate directly, but with Cauchy's formula, the problem can be reduced into simple pattern matching ! Can you see why the value is 2πi ? Now, how about
∮|z|=1z2z−2dz |
Don't get tricked, and hopefully you can see the value is clearly zero.
An amazing consequence of this formula is that as long as f is analytic in an open set U, then f′ is also analytic in U ! Indeed,
f′(w)=12πi∮γf(z)(z−w)2dz |
f(k)(w)=k!2πi∮γf(z)(z−w)k+1dz |
Doesn't this look déjà vu and perhaps somehow related to the coefficient of the kth term of a Taylor series expansion ?
For example, what is the value of
∮|z|=2πz2sinz(z−π)3dz |
More at Analysis of a Complex Kind.