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Cauchy Integral Formula
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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==2piif(z_0),
(10)

giving (1).

If multiple loops are made around the point z_0, then equation (10) becomes

n(gamma,z_0)f(z_0)==1/(2pii)?_gamma(f(z)dz)/(z-z_0),
(11)

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
(12)
=lim_(h->0)1/(2piih)[?_gamma(f(z)dz)/(z-z_0-h)-?_gamma(f(z)dz)/(z-z_0)]
(13)
=lim_(h->0)1/(2piih)?_gamma(f(z)[(z-z_0)-(z-z_0-h)]dz)/((z-z_0-h)(z-z_0))
(14)
=lim_(h->0)1/(2piih)?_gamma(hf(z)dz)/((z-z_0-h)(z-z_0))
(15)
=1/(2pii)?_gamma(f(z)dz)/((z-z_0)^2).
(16)

Iterating again,

f^('')(z_0)==2/(2pii)?_gamma(f(z)dz)/((z-z_0)^3).
(17)

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)).
(18)

SEE ALSO: Argument Principle, Cauchy Integral Theorem, Complex Residue, Contour Integral, Morera's Theorem, Pole. [Pages Linking Here]

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.



LAST MODIFIED: June 9, 2002

CITE THIS AS:

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


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