Cauchy Integral Theorem

Cauchy Integral Theorem

<p>Cauchy’s Theorems I </p><p>Ang M.S. </p><p>Augustin-Louis Cauchy <br>1789 – 1857 </p><p>October 26, 2012 </p><p>References </p><p>Murray R. Spiegel Complex V ariables with introduction to conformal mapping and its applications Dennis G. Zill , P. D. Shanahan A First Course in Complex Analysis with Applications J. H. Mathews , R. W. Howell Complex Analysis For Mathematics and Engineerng </p><p>1 Summary </p><p>• Cauchy Integral Theorem </p><p>Let f be analytic in a simply connected domain D. If&nbsp;C is a simple closed contour that lies in D , and there is no singular point inside the contour, then </p><p>ˆ</p><p>f (z) dz = 0 </p><p>C</p><p>• Cauchy Integral Formula (For simple pole) </p><p>If there is a singular point z<sub style="top: 0.15em;">0 </sub>inside the contour, then </p><p>˛</p><p>f(z) </p><p>dz = 2πj f(z<sub style="top: 0.1492em;">0</sub>) z − z<sub style="top: 0.1492em;">0 </sub></p><p>• Generalized Cauchy Integral Formula (For pole with any order) </p><p>˛</p><p>f(z) </p><p>(z − z<sub style="top: 0.1492em;">0</sub>)<sup style="top: -0.485em;">n </sup><br>2πj </p><ul style="display: flex;"><li style="flex:1">dz = </li><li style="flex:1">f</li></ul><p></p><p><sup style="top: -0.4108em;">(n−1) </sup>(z<sub style="top: 0.15em;">0</sub>) </p><p>(n − 1)! </p><p>• Cauchy Inequality </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p>ꢀ</p><p>M · n! </p><p>(n) </p><p>ꢀ</p><p>f</p><p>(z<sub style="top: 0.15em;">0</sub>) ≤ </p><p>r<sup style="top: -0.2875em;">n </sup></p><p>• Gauss Mean Value Theorem </p><p>ˆ</p><p>2π </p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p>1f(z<sub style="top: 0.15em;">0</sub>) = </p><p>f z<sub style="top: 0.15em;">0 </sub>+ re<sup style="top: -0.4108em;">jθ </sup>dθ <br>2π </p><p>0</p><p>1</p><p>2 Related&nbsp;Mathematics Review </p><p>2.1 Stoke’s&nbsp;Theorem </p><p></p><ul style="display: flex;"><li style="flex:1">¨</li><li style="flex:1">˛</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">¯</li><li style="flex:1">¯</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">∇ × F · d<strong>S </strong>= </li><li style="flex:1">F · d<strong>r </strong></li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">Σ</li><li style="flex:1">∂Σ </li></ul><p></p><p>(The proof is skipped) </p><p>¯</p><p>Consider F = (F<sub style="top: 0.1492em;">X </sub>, F<sub style="top: 0.1492em;">Y </sub>, F<sub style="top: 0.1492em;">Z</sub>) </p><p></p><ul style="display: flex;"><li style="flex:1"></li><li style="flex:1"></li></ul><p></p><p>xˆ </p><p>∂</p><p>yˆ </p><p>∂</p><p>zˆ </p><p>∂</p><p></p><ul style="display: flex;"><li style="flex:1"></li><li style="flex:1"></li></ul><p></p><p>¯</p><p></p><p>∇ × F = det </p><p>∂x ∂y ∂z </p><p>F<sub style="top: 0.15em;">X </sub>F<sub style="top: 0.15em;">Y </sub>F<sub style="top: 0.15em;">Z </sub></p><p>Let F<sub style="top: 0.15em;">Z </sub>= 0 </p><p></p><ul style="display: flex;"><li style="flex:1"></li><li style="flex:1"></li></ul><p></p><p>xˆ </p><p>∂</p><p>yˆ </p><p>∂</p><p>zˆ </p><p>∂</p><p><br></p><p>¯<br>∇ × F = det </p><p>∂x ∂y ∂z </p><p>F<sub style="top: 0.1492em;">X </sub>F<sub style="top: 0.1492em;">Y </sub></p><p>0<br>¯</p><p>d<strong>S </strong>= nˆdS , for dS = dxdy , nˆ = zˆ . By zˆ · zˆ = 1 , consider zˆ component only for ∇ × F </p><p></p><ul style="display: flex;"><li style="flex:1"></li><li style="flex:1"></li></ul><p></p><p>xˆ </p><p>∂</p><p></p><ul style="display: flex;"><li style="flex:1">yˆ </li><li style="flex:1">zˆ </li></ul><p></p><p>∂</p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p><br></p><p></p><ul style="display: flex;"><li style="flex:1">∂</li><li style="flex:1">∂F<sub style="top: 0.15em;">Y </sub></li></ul><p>∂x <br>∂F<sub style="top: 0.15em;">X </sub><br>∂y </p><p>¯<br>∇ × F = det <br>=</p><p>−</p><p>zˆ </p><p>∂x ∂y ∂z </p><p>F<sub style="top: 0.1492em;">X </sub>F<sub style="top: 0.1492em;">Y </sub></p><p>0</p><p>i.e. </p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">¨</li><li style="flex:1">¨</li></ul><p></p><p>∂F<sub style="top: 0.1492em;">Y </sub><br>∂x <br>∂F<sub style="top: 0.1492em;">X </sub><br>∂y </p><p>¯</p><p>∇ × F · d<strong>S </strong>= </p><p>−</p><p>dxdy </p><p></p><ul style="display: flex;"><li style="flex:1">Σ</li><li style="flex:1">Σ</li></ul><p></p><p>Consider the RHS (let F<sub style="top: 0.1492em;">Z </sub>= 0) </p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p>¯</p><p>F · d<strong>r </strong>= </p><p></p><ul style="display: flex;"><li style="flex:1">(F<sub style="top: 0.15em;">X</sub>, F<sub style="top: 0.15em;">Y </sub>, F<sub style="top: 0.15em;">Z</sub>) · (dx, dy, dz) = </li><li style="flex:1">F<sub style="top: 0.15em;">X</sub>dx + F<sub style="top: 0.15em;">Y </sub>dy </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">∂Σ </li><li style="flex:1">∂Σ </li><li style="flex:1">∂Σ </li></ul><p></p><p>Thus </p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">¨</li><li style="flex:1">˛</li></ul><p></p><p>∂F<sub style="top: 0.15em;">Y </sub><br>∂x <br>∂F<sub style="top: 0.15em;">X </sub><br>∂y </p><p>−</p><p></p><ul style="display: flex;"><li style="flex:1">dxdy = </li><li style="flex:1">F<sub style="top: 0.1492em;">X</sub>dx + F<sub style="top: 0.1492em;">Y </sub>dy </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">Σ</li><li style="flex:1">∂Σ </li></ul><p></p><p>2.2 Cauchy-Reimann&nbsp;Condition </p><p>For f(z) = u(z) + jv(z) = u(x, y) + jv(x, y) </p><p>The complex derivative is </p><p>f (z<sub style="top: 0.15em;">0 </sub>+ h) − f(z<sub style="top: 0.15em;">0</sub>) </p><ul style="display: flex;"><li style="flex:1">lim </li><li style="flex:1">= f <sup style="top: -0.4108em;">′ </sup>(z<sub style="top: 0.1492em;">0</sub>) </li></ul><p></p><p>hh → 0 </p><p>h ∈ C </p><p>If the limit exists. <br>2<br>If the limit exists, limits along real axis should be the same the limit along imaginary axis </p><p>f (z<sub style="top: 0.1492em;">0 </sub>+ h) − f (z<sub style="top: 0.1492em;">0</sub>) </p><p>∂f (z<sub style="top: 0.1492em;">0</sub>) </p><p>1 ∂f (z<sub style="top: 0.1492em;">0</sub>) </p><p>f (z<sub style="top: 0.1492em;">0 </sub>+ jh) − f (z<sub style="top: 0.1492em;">0</sub>) </p><p></p><ul style="display: flex;"><li style="flex:1">lim </li><li style="flex:1">=</li><li style="flex:1">=</li><li style="flex:1">=</li><li style="flex:1">lim </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">h</li><li style="flex:1">∂x </li><li style="flex:1">j</li><li style="flex:1">∂y </li><li style="flex:1">jh </li></ul><p></p><ul style="display: flex;"><li style="flex:1">h → 0 </li><li style="flex:1">h → 0 </li></ul><p></p><ul style="display: flex;"><li style="flex:1">h ∈ R </li><li style="flex:1">h ∈ R </li></ul><p></p><p>i.e. The Cauchy-Riemann Equation </p><p>∂f (z<sub style="top: 0.1492em;">0</sub>) </p><p>1 ∂f (z<sub style="top: 0.1492em;">0</sub>) <br>=</p><p></p><ul style="display: flex;"><li style="flex:1">∂x </li><li style="flex:1">j</li><li style="flex:1">∂y </li></ul><p></p><p>Expand </p><p>∂</p><p>1 ∂ </p><p></p><ul style="display: flex;"><li style="flex:1">[u (x<sub style="top: 0.15em;">0</sub>, y<sub style="top: 0.15em;">0</sub>) + jv (x<sub style="top: 0.15em;">0</sub>, y<sub style="top: 0.15em;">0</sub>)] = </li><li style="flex:1">[u (x<sub style="top: 0.15em;">0</sub>, y<sub style="top: 0.15em;">0</sub>) + jv (x<sub style="top: 0.15em;">0</sub>, y<sub style="top: 0.15em;">0</sub>)] </li></ul><p></p><ul style="display: flex;"><li style="flex:1">∂x </li><li style="flex:1">j ∂y </li></ul><p></p><p>Equalize real part and imaginary part </p><p></p><p></p><ul style="display: flex;"><li style="flex:1">∂</li><li style="flex:1">∂</li></ul><p></p><p></p><p></p><ul style="display: flex;"><li style="flex:1">u (x<sub style="top: 0.1492em;">0</sub>, y<sub style="top: 0.1492em;">0</sub>) = </li><li style="flex:1">v (x<sub style="top: 0.1492em;">0</sub>, y<sub style="top: 0.1492em;">0</sub>) </li></ul><p>∂x ∂<br>∂y <br>∂</p><p></p><p>v (x<sub style="top: 0.1492em;">0</sub>, y<sub style="top: 0.1492em;">0</sub>) = − u (x<sub style="top: 0.1492em;">0</sub>, y<sub style="top: 0.1492em;">0</sub>) </p><ul style="display: flex;"><li style="flex:1">∂x </li><li style="flex:1">∂y </li></ul><p></p><p>Or simply as </p><p></p><p>∂u ∂x <br>∂v ∂y </p><p></p><p>=</p><p></p><ul style="display: flex;"><li style="flex:1">∂v </li><li style="flex:1">∂u </li></ul><p></p><p></p><p>= − </p><p></p><ul style="display: flex;"><li style="flex:1">∂x </li><li style="flex:1">∂y </li></ul><p></p><p>i.e. If f(z) is analytic, then it fulfill this condition </p><p>2.3 ML&nbsp;Inequality </p><p>First, </p><p></p><ul style="display: flex;"><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">b</li><li style="flex:1">b</li></ul><p></p><p>if g(x) ≤ f(x) , then </p><p></p><ul style="display: flex;"><li style="flex:1">g(x)dx ≤ </li><li style="flex:1">f(x)dx </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">a</li><li style="flex:1">a</li></ul><p></p><p>This is true if </p><p></p><ul style="display: flex;"><li style="flex:1">sup g(x) ≤ sup f(x) </li><li style="flex:1">inf g(x) ≤ inf f(x) </li></ul><p></p><p>Then for any function f , it is true that </p><p>−|f| ≤ f ≤ |f| </p><p>Then apply the inequality above , </p><p></p><ul style="display: flex;"><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li></ul><p></p><p>b</p><p>−</p><p></p><ul style="display: flex;"><li style="flex:1"><sup style="top: -1.0933em;">b </sup>|f(x)|dx ≤ </li><li style="flex:1">f(x)dx ≤ <sup style="top: -1.0933em;">b </sup>|f(x)|dx </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">a</li><li style="flex:1">a</li><li style="flex:1">a</li></ul><p></p><p>Now is the time to show , for bounded f(z) , i.e. |f(z)| ≤ M , </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p>ˆ</p><p>ꢀꢀꢀ<br>ꢀꢀ</p><p>f(z)dz ≤ ML </p><p>ꢀ</p><p>c</p><p>3<br>Pf. </p><p></p><ul style="display: flex;"><li style="flex:1">´</li><li style="flex:1">´</li></ul><p></p><p>b</p><p>By using the&nbsp;<sup style="top: -0.54em;">b </sup>f(x)dx ≤ |f(x)|dx </p><p></p><ul style="display: flex;"><li style="flex:1">a</li><li style="flex:1">a</li></ul><p></p><p>ꢀ</p><p>ˆ</p><p>ꢀ</p><p>ˆ</p><p>ꢀꢀꢀ<br>ꢀꢀ</p><p>f(z)dz ≤ |f(z)|dz </p><p>ꢀ</p><p></p><ul style="display: flex;"><li style="flex:1">c</li><li style="flex:1">c</li></ul><p></p><p>Since f(z) si bounded, </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li></ul><p></p><p>ꢀꢀꢀ<br>ꢀꢀ</p><p></p><ul style="display: flex;"><li style="flex:1">f(z)dz ≤ |f(z)|dz ≤ Mdz = M </li><li style="flex:1">dz = ML </li></ul><p></p><p>ꢀ</p><p></p><ul style="display: flex;"><li style="flex:1">c</li><li style="flex:1">c</li><li style="flex:1">c</li><li style="flex:1">C</li></ul><p></p><p>| {z } </p><p>L</p><p>Therefore </p><p>ˆ</p><p>f(z)dz| ≤ ML </p><p></p><ul style="display: flex;"><li style="flex:1">|</li><li style="flex:1">|</li></ul><p></p><p>c</p><p>3 The&nbsp;Cauchy Theorem </p><p>f(z) = u(x, y) + jv(x, y) </p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">f (z) dz = </li><li style="flex:1">[u (x, y) + jv (x, y)] [dx + jdv] = </li><li style="flex:1">udx − vdy + j </li><li style="flex:1">vdx + udy </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">C</li><li style="flex:1">C</li><li style="flex:1">C</li><li style="flex:1">C</li></ul><p></p><p>3.1 The&nbsp;Real Part </p><p>Let F<sub style="top: 0.1492em;">X </sub>= u (x, y) F<sub style="top: 0.1492em;">Y </sub>= −u (x, y) and consider the real part of the integral </p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p>udx − vdy = F<sub style="top: 0.1492em;">X</sub>dx + F<sub style="top: 0.1492em;">Y </sub>dy </p><p>C</p><p>By the Stoke’ Theorem </p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">¨</li><li style="flex:1">¨</li></ul><p></p><p>udx + (−v)dy = </p><p>[(−v)<sub style="top: 0.2908em;">x </sub>− u<sub style="top: 0.15em;">y</sub>] dxdy = </p><p>[−v<sub style="top: 0.15em;">x </sub>− u<sub style="top: 0.15em;">y</sub>] dxdy </p><p>C</p><p>Since the function is analytic in the region D , ⇐⇒ the function fulfill Cauchy-Reimann Condition </p><p>∂v ∂x <br>∂u ∂y </p><p>= − </p><p>Then </p><p></p><ul style="display: flex;"><li style="flex:1">¨</li><li style="flex:1">¨</li></ul><p></p><p>[−v<sub style="top: 0.1492em;">x </sub>− u<sub style="top: 0.1492em;">y</sub>] dxdy = </p><p>[u<sub style="top: 0.1492em;">y </sub>− u<sub style="top: 0.1492em;">y</sub>] dxdy = 0 </p><p>´</p><p>The real part of&nbsp;<sub style="top: 0.3458em;">C </sub>f(z)dz equal zero <br>4</p><p>3.2 The&nbsp;imaginary part </p><p>´</p><p>Consider the imaginary part of&nbsp;<sub style="top: 0.3458em;">C </sub>f(z)dz , </p><p>˛</p><p>vdx + udy </p><p>C</p><p>Let F<sub style="top: 0.1492em;">X </sub>be v(x, y) and F<sub style="top: 0.1492em;">Y </sub>be u(x, y) , and apply Stoke’s Theorem </p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">¨</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">vdx + udy = </li><li style="flex:1">(u<sub style="top: 0.15em;">x </sub>− v<sub style="top: 0.15em;">y</sub>) dxdy </li></ul><p></p><p>C</p><p>∂u ∂x <br>∂v ∂y </p><p>As the function is analytic, so it fulfill Cauchy-Reimann Condition : become zero </p><p>=</p><p>, thus the integral <br>Finally, Let f be analytic in a simply connected domain D , for the simple closed contour C that lies in D , the close contour integral equal zero </p><p>ˆ</p><p>f (z) dz = 0 </p><p>C</p><p>4 The&nbsp;Cauchy Integral Formulas </p><p>4.1 Simple&nbsp;Pole </p><p>˛</p><p>g (z) dz = 2πjg (z<sub style="top: 0.1492em;">0</sub>) z − z<sub style="top: 0.1492em;">0 </sub></p><p>C</p><p>Condition • z<sub style="top: 0.1492em;">0 </sub>inside C , if z<sub style="top: 0.1492em;">0</sub>is outside C , then the integral is just zero • g(z) is analytic in simply connected domain&nbsp;⇐⇒ domain of g(z) is simply connect closed region, and g(z) fulfill CR-Condition there </p><p>Proof. Consider the diagram </p><p>g(z) </p><p>, the integral of </p><p>By concept of path deformation z − z<sub style="top: 0.1492em;">0 </sub></p><p>along path C that ϵ → 0 along path C is equivalent to the integral </p><p>ϵ</p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">g(z) </li><li style="flex:1">g(z) </li></ul><p>dz = lim </p><p>dz </p><p>ϵ→0 </p><p></p><ul style="display: flex;"><li style="flex:1">z − z<sub style="top: 0.1492em;">0 </sub></li><li style="flex:1">z − z<sub style="top: 0.1492em;">0 </sub></li></ul><p></p><p>C</p><p>C<sub style="top: 0.0833em;">ϵ </sub></p><p>The small circle inside can be expressed as </p><p>|z − z<sub style="top: 0.1492em;">0</sub>| = ϵe<sup style="top: -0.4117em;">jθ </sup>0 ≤ θ &lt; 2π </p><p>As the radius ϵ → 0<sup style="top: -0.3617em;">+ </sup>, the circle is thus </p><p>z − z<sub style="top: 0.1492em;">0 </sub>= ϵe<sup style="top: -0.4117em;">jθ </sup>0 ≤ θ &lt; 2π </p><p>5<br>Put this back into the integral </p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li><li style="flex:1">ˆ</li></ul><p></p><p>g z<sub style="top: 0.1492em;">0 </sub>+ ϵe<sup style="top: -0.3617em;">jθ </sup></p><p>(z<sub style="top: 0.15em;">0 </sub>+ ϵe<sup style="top: -0.2875em;">jθ</sup>) − z<sub style="top: 0.15em;">0 </sub></p><p>2π </p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">g(z) </li><li style="flex:1">g(z) </li></ul><p></p><ul style="display: flex;"><li style="flex:1">dz = lim </li><li style="flex:1">dz = lim </li></ul><p></p><p>d z<sub style="top: 0.15em;">0 </sub>+ ϵe<sup style="top: -0.4108em;">jθ </sup></p><p></p><ul style="display: flex;"><li style="flex:1">ϵ→0 </li><li style="flex:1">ϵ→0 </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">z − z<sub style="top: 0.15em;">0 </sub></li><li style="flex:1">z − z<sub style="top: 0.15em;">0 </sub></li></ul><p></p><p>C</p><p>C<sub style="top: 0.0825em;">ϵ </sub></p><p>0</p><p></p><ul style="display: flex;"><li style="flex:1">(</li><li style="flex:1">)</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li></ul><p></p><p>2π </p><p>(</p><p>g z<sub style="top: 0.15em;">0 </sub>+ ϵe<sup style="top: -0.3617em;">jθ </sup></p><p>2π </p><p>)</p><p>= lim </p><p></p><ul style="display: flex;"><li style="flex:1">jϵe<sup style="top: -0.4117em;">jθ</sup>dθ = jlim </li><li style="flex:1">g z<sub style="top: 0.1492em;">0 </sub>+ ϵe<sup style="top: -0.4117em;">jθ </sup>dθ </li></ul><p></p><p>ϵe<sup style="top: -0.2875em;">jθ </sup></p><p></p><ul style="display: flex;"><li style="flex:1">ϵ→0 </li><li style="flex:1">ϵ→0 </li></ul><p></p><ul style="display: flex;"><li style="flex:1">0</li><li style="flex:1">0</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li><li style="flex:1">ˆ</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">[</li><li style="flex:1">]</li></ul><p>)</p><p></p><ul style="display: flex;"><li style="flex:1">2π </li><li style="flex:1">2π </li><li style="flex:1">2π </li></ul><p></p><p>(</p><p>= j </p><p></p><ul style="display: flex;"><li style="flex:1">limg z<sub style="top: 0.1492em;">0 </sub>+ ϵe<sup style="top: -0.4108em;">jθ </sup>dθ = j </li><li style="flex:1">g (z<sub style="top: 0.1492em;">0</sub>) dθ = jg (z<sub style="top: 0.1492em;">0</sub>) </li><li style="flex:1">dθ = 2πjg (z<sub style="top: 0.1492em;">0</sub>) </li></ul><p></p><p>ϵ→0 </p><ul style="display: flex;"><li style="flex:1">0</li><li style="flex:1">0</li><li style="flex:1">0</li></ul><p></p><p>∴</p><p>˛</p><p>g(z) </p><p>dz = 2πjg (z<sub style="top: 0.1492em;">0</sub>) z − z<sub style="top: 0.1492em;">0 </sub></p><p>C</p><p>4.2 Generalized&nbsp;Cauchy Integral Formula </p><p>˛</p><p></p><ul style="display: flex;"><li style="flex:1">f (z<sub style="top: 0.1492em;">0</sub>) </li><li style="flex:1">2πj </li></ul><p></p><ul style="display: flex;"><li style="flex:1">dz = </li><li style="flex:1">2πj f<sup style="top: -0.4108em;">(n−1) </sup>(z<sub style="top: 0.15em;">0</sub>) </li></ul><p>(z − z<sub style="top: 0.15em;">0</sub>)<sup style="top: -0.4842em;">n </sup></p><p>(n − 1)! </p><p>First, the Cauchy Integral Formula for simple pole is </p><p>˛</p><p>g (z) dz = 2πjg (z<sub style="top: 0.15em;">0</sub>) z − z<sub style="top: 0.15em;">0 </sub></p><p>C</p><p>(</p><p>on both side&nbsp;Not </p><p>˛</p><p>)</p><p></p><ul style="display: flex;"><li style="flex:1">d</li><li style="flex:1">d</li></ul><p></p><p>Take </p><p>!</p><p></p><ul style="display: flex;"><li style="flex:1">dz<sub style="top: 0.1492em;">0 </sub></li><li style="flex:1">dz </li></ul><p></p><p>˛</p><p>g (z) </p><p>⇒</p><p></p><ul style="display: flex;"><li style="flex:1">d</li><li style="flex:1">g (z) </li><li style="flex:1">d</li><li style="flex:1">2πj </li></ul><p></p><ul style="display: flex;"><li style="flex:1">dz = 2πj </li><li style="flex:1">g (z<sub style="top: 0.1492em;">0</sub>) </li><li style="flex:1">dz = </li></ul><p></p><p>g<sup style="top: -0.4117em;">′ </sup>(z<sub style="top: 0.1492em;">0</sub>) </p><p>(z − z<sub style="top: 0.15em;">0</sub>)<sup style="top: -0.4842em;">2 </sup></p><ul style="display: flex;"><li style="flex:1">dz<sub style="top: 0.1492em;">0 </sub></li><li style="flex:1">z − z<sub style="top: 0.1492em;">0 </sub></li><li style="flex:1">dz<sub style="top: 0.1492em;">0 </sub></li></ul><p></p><p>1! </p><p></p><ul style="display: flex;"><li style="flex:1">C</li><li style="flex:1">C</li></ul><p></p><p>Repeat, </p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p>g (z) </p><p>⇒</p><p></p><ul style="display: flex;"><li style="flex:1">d</li><li style="flex:1">g (z) </li></ul><p>(z − z<sub style="top: 0.1492em;">0</sub>)<sup style="top: -0.4842em;">2 </sup></p><p>g (z) <br>(z − z<sub style="top: 0.1492em;">0</sub>)<sup style="top: -0.4842em;">3 </sup></p><ul style="display: flex;"><li style="flex:1">2πj d </li><li style="flex:1">2πj </li></ul><p>dz = </p><p>g<sup style="top: -0.4108em;">′ </sup>(z<sub style="top: 0.15em;">0</sub>) </p><p>dz = </p><p>g” (z<sub style="top: 0.15em;">0</sub>) </p><p>(z − z<sub style="top: 0.1492em;">0</sub>)<sup style="top: -0.4842em;">3 </sup>dz<sub style="top: 0.15em;">0 </sub></p><p></p><ul style="display: flex;"><li style="flex:1">1! dz<sub style="top: 0.15em;">0 </sub></li><li style="flex:1">2! </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">C</li><li style="flex:1">C</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p>g (z) </p><p>⇒</p><p></p><ul style="display: flex;"><li style="flex:1">d</li><li style="flex:1">2πj d </li><li style="flex:1">2πj </li></ul><p>dz = </p><p>g” (z<sub style="top: 0.1492em;">0</sub>) </p><p></p><ul style="display: flex;"><li style="flex:1">dz = </li><li style="flex:1">g</li></ul><p></p><p><sup style="top: -0.4117em;">(3) </sup>(z<sub style="top: 0.1492em;">0</sub>) </p><p>(z − z<sub style="top: 0.1492em;">0</sub>)<sup style="top: -0.4842em;">4 </sup>dz<sub style="top: 0.1492em;">0 </sub></p><p></p><ul style="display: flex;"><li style="flex:1">1! dz<sub style="top: 0.1492em;">0 </sub></li><li style="flex:1">3! </li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">C</li><li style="flex:1">C</li></ul><p></p><p>Thus, the general form of Cauchy Integral Formula is </p><p>˛</p><p></p><ul style="display: flex;"><li style="flex:1">g (z) </li><li style="flex:1">2πj </li></ul><p></p><ul style="display: flex;"><li style="flex:1">dz = </li><li style="flex:1">g</li></ul><p></p><p><sup style="top: -0.4117em;">(n−1) </sup>(z<sub style="top: 0.1492em;">0</sub>) </p><p>(z − z<sub style="top: 0.1492em;">0</sub>)<sup style="top: -0.4842em;">n </sup></p><p>(n − 1)! </p><p>C</p><p>This can be proved using Mathematical Induction. <br>6</p><p>5 Consequences&nbsp;of Cauchy’s Integral Formula </p><p>5.1 Cauchy&nbsp;Inequality </p><p>The generalized Cauchy Integral Formula is </p><p>˛</p><p>f (z) </p><p>(z − z<sub style="top: 0.15em;">0</sub>)<sup style="top: -0.4842em;">n+1 </sup></p><p>2πj </p><ul style="display: flex;"><li style="flex:1">dz = </li><li style="flex:1">f</li></ul><p></p><p><sup style="top: -0.4117em;">(n) </sup>(z<sub style="top: 0.1492em;">0</sub>) </p><p>n! </p><p>C</p><p>Take absolute value </p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p>ꢀ<br>ꢀꢀꢀꢀ<br>ꢀꢀꢀ</p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p>ꢀ</p><p></p><ul style="display: flex;"><li style="flex:1">˛</li><li style="flex:1">˛</li></ul><p></p><p></p><ul style="display: flex;"><li style="flex:1">ꢀ</li><li style="flex:1">ꢀ</li></ul><p>ꢀꢀ<br>ꢀꢀ<br>ꢀꢀ</p><p>f (z) </p>

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