Mathematics

II
Function of
Complex
Variables

Dr.
Tarkeshwar
Mathematics II
Singh
Function of Complex Variables
Cauchy’s
Integral
Formula

Liouville’s
Dr. Tarkeshwar Singh
theorem and
applications
Department of Mathematics,
BITS-Pilani K. K. Birla Goa Campus, Goa.
Mathematics
II
Function of
In this lecture, we shall discuss a useful formula to evaluate the
Complex
Variables contour integral, is called after the mathematician Cauchy.
Dr.
Tarkeshwar
Singh
Cauchy’s Integral Formula
Cauchy’s
Integral
Formula
Let f be analytic everywhere inside and on a simple closed
Liouville’s
theorem and
contour C oriented in the anticlockwise direction. If z0 is any
applications
point on the interior to C , then:
Z
1 f (z)dz
f (z0 ) = .
2πi C z − z0
Mathematics
II
Function of
One immediately notices that this amazing formula could be
Complex
Variables used to evaluate contour integrals!
Dr.
Tarkeshwar
Singh The proof of the theorem is easy requires the following integral
Cauchy’s that we will leave as a homework.
Integral
Formula
1
R
Liouville’s
Example: Show that the integral C0 z−z 0
dz = 2πi, where C0 is
theorem and
applications a circle centered at z0 .
Mathematics
II Now for the theorem, we can assume the contour to be a circle centered at z0 by
Function of
Complex using principle of deformation of paths
Variables
we have
Dr.
Tarkeshwar Z Z Z
Singh f (z) f (z) 1
dz − 2πi f (z0 ) = dz − f (z0 ) dz
Cauchy’s C z − z0 C0 z − z0 C0 z − z0
Integral
Formula
f (z) − f (z0 )
Z
Liouville’s = dz.
theorem and
applications C0 z − z0
Now, since f is continuous given  let us have δ such that
|z − z0 | < δ =⇒ |f (z) − f (z0 )| < .
Mathematics
II
Function of
Now, let us choose our circle C0 of radius ρ < δ so that
Complex
Variables |z − z0 | < δ is satisfied then
Dr.
Tarkeshwar
f (z) − f (z0 ) f (z) − f (z0 )
Z Z
Singh 
dz ≤ dz < (2πρ) = 2π
Cauchy’s
Integral C0 z − z0 C0 z − z0 ρ
Formula

Liouville’s
theorem and
applications
Mathematics
II
Function of
Now, let us choose our circle C0 of radius ρ < δ so that
Complex
Variables |z − z0 | < δ is satisfied then
Dr.
Tarkeshwar
f (z) − f (z0 ) f (z) − f (z0 )
Z Z
Singh 
dz ≤ dz < (2πρ) = 2π
Cauchy’s
Integral C0 z − z0 C0 z − z0 ρ
Formula

Liouville’s Or Z
theorem and
applications f (z)
− 2πi f (z0 ) < 2π
C0 z − z0
for any positive  thus must be zero!
Mathematics
II
Function of
The following is an extension of Cauchy’s integral formula, and
Complex
Variables is very much useful.
Dr.
Tarkeshwar
Singh
Extension Cauchy’s Integral Formula
Cauchy’s
Integral
Formula
Let f and C be as in the above theorem, then
Liouville’s Z
theorem and
(n) n! f (z)dz
applications
f (z0 ) =
2πi C (z − z0 )n+1
where n is any non-negative integer and f (n) (z0 ) stands for the
value of the nth derivative of f (z) at z0 .
Mathematics
II
Function of
Note that as a corollary of the above we have:
Complex
Variables
Corollary :
Dr.
Tarkeshwar
Singh
If f (z) is analytic at a given point then all it’s derivatives of all
Cauchy’s
Integral
order are analytic at that point.
Formula

Liouville’s
theorem and
applications
Mathematics
II
In view of the above corollary we have that if the function
Function of
Complex f (z) = u(x, y ) + iv (x, y ) is analytic then all the partial
Variables

Dr. derivatives of the functions u and v of all order exist and are
Tarkeshwar
Singh continuous.
Cauchy’s
Integral Another application of Cauchy’s integral formula is what is called
Formula

Liouville’s
Morera’s theorem:
theorem and
applications Morera’s Theorem
R
Let f (z) be continuous on a domain D. If C f (z) = 0 for every
closed contour C in D, then f (z) is analytic throughout D.
Mathematics
II
Function of
Sometime exact evaluation of an integral is not possible
Complex
Variables (sometime need not be necessary) only a bound on the integral
Dr.
Tarkeshwar could suffice a purpose.
Singh
For such an occasion we have the following theorem.
Cauchy’s
Integral
Formula

Liouville’s
theorem and
Theorem
applications
If f is analytic inside and on a positively oriented circle CR of
radius R, centered at z0 , if MR denotes the maximum value of
|f (z)| on CR , then
n!MR
f (n) (z0 ) ≤
Rn
 Z
Mathematics cos z
II Example: Evaluate the integral dz, where C is the square with
Function of
Complex C z(z 2 + 8)
Variables corners at ±2 ± 2i.
Dr.
Tarkeshwar
Singh

Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
 Z
Mathematics cos z
II Example: Evaluate the integral dz, where C is the square with
Function of
Complex C z(z 2 + 8)
Variables corners at ±2 ± 2i.
Dr.
Tarkeshwar
Singh
Solution: We will use Cauchy’s Integral formula, note that we have to
choose a function f that is analytic on the interior of the contour.
Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
 Z
Mathematics cos z
II Example: Evaluate the integral dz, where C is the square with
Function of
Complex C z(z 2 + 8)
Variables corners at ±2 ± 2i.
Dr.
Tarkeshwar
Singh
Solution: We will use Cauchy’s Integral formula, note that we have to
choose a function f that is analytic on the interior of the contour. For us the
Cauchy’s
Integral cos z
Formula function 2 = f (z) serves the purpose. Therefore, by Cauchy integral
Liouville’s (z + 8) Z
theorem and
applications
f (z)
formula applied to dz then the required integral is
C z
1 πi
2πi[f (0)] = 2πi = .
8 4
 Z
Mathematics 1
II
Function of Example: Evaluate the integral 2 2
dz where C is the
Complex
Variables C (z + 4)
Dr. circle |z − i| = 2 oriented clockwise.
Tarkeshwar
Singh

Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
 Z
Mathematics 1
II
Function of Example: Evaluate the integral 2 2
dz where C is the
Complex
Variables C (z + 4)
Dr. circle |z − i| = 2 oriented clockwise.
Tarkeshwar
Singh
1
Solution: Note that (z 2 +4)2 is not analytic here.
Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
 Z
Mathematics 1
II
Function of Example: Evaluate the integral 2 2
dz where C is the
Complex
Variables C (z + 4)
Dr. circle |z − i| = 2 oriented clockwise.
Tarkeshwar
Singh
1
Solution: Note that (z 2 +4)2 is not analytic here.
Cauchy’s
Integral
Formula 1 1
Liouville’s But = , now we consider
theorem and
applications
(z 2 + 4)2 (z − 2i)2 (z + 2i)2
1
f (z) = (z+2i)2 , which is analytic in the interior of the circle C .
 Z
Mathematics 1
II
Function of Example: Evaluate the integral 2 2
dz where C is the
Complex
Variables C (z + 4)
Dr. circle |z − i| = 2 oriented clockwise.
Tarkeshwar
Singh
1
Solution: Note that (z 2 +4)2 is not analytic here.
Cauchy’s
Integral
Formula 1 1
Liouville’s But = , now we consider
theorem and
applications
(z 2 + 4)2 (z − 2i)2 (z + 2i)2
1
f (z) = (z+2i)2 , which is analytic in the interior of the circle C .

Therefore, by Cauchy’s intergral formula, we get the value of the

integral:
π
2πif 0 (2i) = 2πi.(−2/64)i = .
Mathematics
II
Function of
Now, we will learn about another beautiful theorem by the
Complex
Variables mathematician Liouville.
Dr.
Tarkeshwar
Singh

Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
Mathematics
II
Function of
Now, we will learn about another beautiful theorem by the
Complex
Variables mathematician Liouville.
Dr.
Tarkeshwar
Singh
Liouville’s Theorem
Cauchy’s An entire function f , bounded in the complex plane is constant.
Integral
Formula

Liouville’s
theorem and
applications
Mathematics
II
Function of
Now, we will learn about another beautiful theorem by the
Complex
Variables mathematician Liouville.
Dr.
Tarkeshwar
Singh
Liouville’s Theorem
Cauchy’s An entire function f , bounded in the complex plane is constant.
Integral
Formula

Liouville’s
theorem and
applications
The theorem follows from Cauchy’s inequality almost readily, let
us say the entire function f is bounded by M on all throughout
the complex plane.
Mathematics
II
Function of
Now, we will learn about another beautiful theorem by the
Complex
Variables mathematician Liouville.
Dr.
Tarkeshwar
Singh
Liouville’s Theorem
Cauchy’s An entire function f , bounded in the complex plane is constant.
Integral
Formula

Liouville’s
theorem and
applications
The theorem follows from Cauchy’s inequality almost readily, let
us say the entire function f is bounded by M on all throughout
the complex plane.
Now by the inequality we have |f 0 (z0 )| ≤ MRR on all circles C of
radius R, now MR ≤ M so we can write |f 0 (z0 )| ≤ M R.
Mathematics
II
Function of
Hence, we can take arbitrarily large radius circle to show that
Complex
Variables f 0 (z0 ) = 0 for any point z0 , thus f 0 (z) = 0 or f is constant.
Dr.
Tarkeshwar
Singh
An application of the wonderful theorem is another fantastic
Cauchy’s
theorem called the fundamental theorem of algebra.
Integral
Formula
Theorem
Liouville’s
theorem and
applications A non-constant polynomial with complex coefficient has a root
in the complex plane.
Mathematics
II
Function of
Therefore,
Complex 1 2
Variables
|f (z)| = ≤
Dr.
Tarkeshwar
|p(z)| |an |R n
Singh
for |z| > R.
Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
Mathematics
II
Function of
Therefore,
Complex 1 2
Variables
|f (z)| = ≤
Dr.
Tarkeshwar
|p(z)| |an |R n
Singh
for |z| > R. So this means |f (z)| is bounded outside of the disk
Cauchy’s
Integral
Formula
|z| ≤ R.
Liouville’s
theorem and
applications
Mathematics
II
Function of
Therefore,
Complex 1 2
Variables
|f (z)| = ≤
Dr.
Tarkeshwar
|p(z)| |an |R n
Singh
for |z| > R. So this means |f (z)| is bounded outside of the disk
Cauchy’s
Integral
Formula
|z| ≤ R.
Liouville’s
theorem and
applications
Now inside the disk the function is continuous, and the disk
being closed and bounded |f (z)| is bounded here. So together
we show that f (z) is bounded on the entire complex plane.
Mathematics
II
Function of
Example: Show that a function which is harmonic on all points
Complex
Variables and is bounded, must be constant.
Dr.
Tarkeshwar
Singh

Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
Mathematics
II
Function of
Example: Show that a function which is harmonic on all points
Complex
Variables and is bounded, must be constant.
Dr.
Tarkeshwar Solution: First, we consdier that u is the harmonic function on
Singh
all points which is bounded, we will prove that u is constant.
Cauchy’s
Integral
Formula

Liouville’s
theorem and
applications
Mathematics
II
Function of
Example: Show that a function which is harmonic on all points
Complex
Variables and is bounded, must be constant.
Dr.
Tarkeshwar Solution: First, we consdier that u is the harmonic function on
Singh
all points which is bounded, we will prove that u is constant. Let
Cauchy’s
Integral
Formula
us take a harmonic conjugate v , so the function f (z) = u + iv is
Liouville’s
theorem and
entire.
applications
Mathematics
II
Function of
Example: Show that a function which is harmonic on all points
Complex
Variables and is bounded, must be constant.
Dr.
Tarkeshwar Solution: First, we consdier that u is the harmonic function on
Singh
all points which is bounded, we will prove that u is constant. Let
Cauchy’s
Integral
Formula
us take a harmonic conjugate v , so the function f (z) = u + iv is
Liouville’s
theorem and
entire.
applications
Now consider g (z) = e f (z) since f is entire it follows that g is
entire.
Mathematics
II
Function of
Example: Show that a function which is harmonic on all points
Complex
Variables and is bounded, must be constant.
Dr.
Tarkeshwar Solution: First, we consdier that u is the harmonic function on
Singh
all points which is bounded, we will prove that u is constant. Let
Cauchy’s
Integral
Formula
us take a harmonic conjugate v , so the function f (z) = u + iv is
Liouville’s
theorem and
entire.
applications
Now consider g (z) = e f (z) since f is entire it follows that g is
entire.
But |g (z)| = |e f (z) | = e u is bounded since u is bounded. So by
Liouville’s Theorem, we know that g (z) is constant hence f (z) is
constant and thus u is constant.