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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 wD,
  f(w)=12πiγf(z)zwdz
!

For example, what is the value of
  |z|=2z2z1dz
?

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|=1z2z2dz
?

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)=12πiγf(z)(zw)2dz
And in general,
  f(k)(w)=k!2πiγf(z)(zw)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(zπ)3dz
? It becomes easy to realize it's exactly 4π2i. The incredible Cauchy !

More at Analysis of a Complex Kind.


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