TOPICS
Search

Cauchy Integral Formula


CauchysIntegralFormula

Cauchy's integral formula states that

 f(z_0)=1/(2pii)∮_gamma(f(z)dz)/(z-z_0),
(1)

where the integral is a contour integral along the contour gamma enclosing the point z_0.

It can be derived by considering the contour integral

 ∮_gamma(f(z)dz)/(z-z_0),
(2)

defining a path gamma_r as an infinitesimal counterclockwise circle around the point z_0, and defining the path gamma_0 as an arbitrary loop with a cut line (on which the forward and reverse contributions cancel each other out) so as to go around z_0. The total path is then

 gamma=gamma_0+gamma_r,
(3)

so

 ∮_gamma(f(z)dz)/(z-z_0)=∮_(gamma_0)(f(z)dz)/(z-z_0)+∮_(gamma_r)(f(z)dz)/(z-z_0).
(4)

From the Cauchy integral theorem, the contour integral along any path not enclosing a pole is 0. Therefore, the first term in the above equation is 0 since gamma_0 does not enclose the pole, and we are left with

 ∮_gamma(f(z)dz)/(z-z_0)=∮_(gamma_r)(f(z)dz)/(z-z_0).
(5)

Now, let z=z_0+re^(itheta), so dz=ire^(itheta)dtheta. Then

∮_gamma(f(z)dz)/(z-z_0)=∮_(gamma_r)(f(z_0+re^(itheta)))/(re^(itheta))ire^(itheta)dtheta
(6)
=∮_(gamma_r)f(z_0+re^(itheta))idtheta.
(7)

But we are free to allow the radius r to shrink to 0, so

∮_gamma(f(z)dz)/(z-z_0)=lim_(r->0)∮_(gamma_r)f(z_0+re^(itheta))idtheta
(8)
=∮_(gamma_r)f(z_0)idtheta
(9)
=if(z_0)∮_(gamma_r)dtheta
(10)
=2piif(z_0),
(11)

giving (1).

If multiple loops are made around the point z_0, then equation (11) becomes

 n(gamma,z_0)f(z_0)=1/(2pii)∮_gamma(f(z)dz)/(z-z_0),
(12)

where n(gamma,z_0) is the contour winding number.

A similar formula holds for the derivatives of f(z),

f^'(z_0)=lim_(h->0)(f(z_0+h)-f(z_0))/h
(13)
=lim_(h->0)1/(2piih)[∮_gamma(f(z)dz)/(z-z_0-h)-∮_gamma(f(z)dz)/(z-z_0)]
(14)
=lim_(h->0)1/(2piih)∮_gamma(f(z)[(z-z_0)-(z-z_0-h)]dz)/((z-z_0-h)(z-z_0))
(15)
=lim_(h->0)1/(2piih)∮_gamma(hf(z)dz)/((z-z_0-h)(z-z_0))
(16)
=1/(2pii)∮_gamma(f(z)dz)/((z-z_0)^2).
(17)

Iterating again,

 f^('')(z_0)=2/(2pii)∮_gamma(f(z)dz)/((z-z_0)^3).
(18)

Continuing the process and adding the contour winding number n,

 n(gamma,z_0)f^((r))(z_0)=(r!)/(2pii)∮_gamma(f(z)dz)/((z-z_0)^(r+1)).
(19)

See also

Argument Principle, Cauchy Integral Theorem, Complex Residue, Contour Integral, Morera's Theorem, Pole

Explore with Wolfram|Alpha

References

Arfken, G. "Cauchy's Integral Formula." §6.4 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 371-376, 1985.Kaplan, W. "Cauchy's Integral Formula." §9.9 in Advanced Calculus, 4th ed. Reading, MA: Addison-Wesley, pp. 598-599, 1991.Knopp, K. "Cauchy's Integral Formulas." Ch. 5 in Theory of Functions Parts I and II, Two Volumes Bound as One, Part I. New York: Dover, pp. 61-66, 1996.Krantz, S. G. "The Cauchy Integral Theorem and Formula." §2.3 in Handbook of Complex Variables. Boston, MA: Birkhäuser, pp. 26-29, 1999.Morse, P. M. and Feshbach, H. Methods of Theoretical Physics, Part I. New York: McGraw-Hill, pp. 367-372, 1953.Woods, F. S. "Cauchy's Theorem." §146 in Advanced Calculus: A Course Arranged with Special Reference to the Needs of Students of Applied Mathematics. Boston, MA: Ginn, pp. 352-353, 1926.

Referenced on Wolfram|Alpha

Cauchy Integral Formula

Cite this as:

Weisstein, Eric W. "Cauchy Integral Formula." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/CauchyIntegralFormula.html

Subject classifications