Cauchys integral formula

Not to be confused with Cauchys integral theorem.

2 Proof sketch

In mathematics, Cauchys integral formula, named after Augustin-Louis Cauchy, is a central statement in
complex analysis. It expresses the fact that a holomorphic
function dened on a disk is completely determined by its
values on the boundary of the disk, and it provides integral formulas for all derivatives of a holomorphic function. Cauchys formula shows that, in complex analysis, dierentiation is equivalent to integration": complex dierentiation, like integration, behaves well under
uniform limits a result denied in real analysis.

By using the Cauchy integral theorem, one can show that

the integral over C (or the closed rectiable curve) is equal
to the same integral taken over an arbitrarily small circle
around a. Since f(z) is continuous, we can choose a circle
small enough on which f(z) is arbitrarily close to f(a). On
the other hand, the integral

I
C

1
dz = 2i,
za

over any circle C centered at a. This can be calculated

directly via a parametrization (integration by substitution)
z(t) = a + eit where 0 t 2 and is the radius of
the circle.

Theorem

Letting 0 gives the desired estimate

Suppose U is an open subset of the complex plane C, f :
U C is a holomorphic function and the closed disk D
= { z : | z z0 | r} is completely contained in U. Let
be the circle forming the boundary of D. Then for every
a in the interior of D:

f (a) =

1
2i


 

I
I
 1
  1
f (z)
f (z) f (a) 



dz f (a) = 
dz 
 2i
2i C
za
C za

) 
2 (

 1
f (z(t)) f (a)
ti

e
i
dt
= 
it
2i 0
e
2
|f (z(t)) f (a)|
1
dt

2 0

f (z)
dz
za

max |f (z) f (a)|0.

|za|=

where the contour integral is taken counter-clockwise.

The proof of this statement uses the Cauchy integral theorem and similarly only requires f to be complex dier- 3 Example
entiable. Since the reciprocal of the denominator of the
integrand in Cauchys integral formula can be expanded
Let
as a power series in the variable (a z0 ), it follows that
holomorphic functions are analytic. In particular f is actually innitely dierentiable, with
z2
g(z) = 2
z + 2z + 2
I
and let C be the contour described by |z| = 2 (i.e. the circle
f (z)
n!
dz.
f (n) (a) =
of radius 2).
n+1
2i (z a)
To nd the integral of g(z) around the contour C, we need
to
know the singularities of g(z). Observe that we can
This formula is sometimes referred to as Cauchys difrewrite
g as follows:
ferentiation formula.
The circle can be replaced by any closed rectiable
curve in U which has winding number one about a. Morez2
over, as for the Cauchy integral theorem, it is sucient to g(z) = (z z )(z z )
1
2
require that f be holomorphic in the open region enclosed
where z1 = 1 + i, z2 = 1 i.
by the path and continuous on its closure.
1

CONSEQUENCES

Doing likewise for the other contour:

z2
,
z z1
I
g(z) dz =

f2 (z) =
I
C2

C2

f2 (z)
z22
dz = 2i
.
z z2
z2 z1

The integral around the original contour C then is the sum

of these two integrals:
I

g(z) dz =

g(z) dz +

C1

= 2i

g(z) dz
C2

z22
z12
+
z1 z2
z2 z1

= 2i(2)
Surface of the real part of the function g(z) = z2 / (z2 + 2z + 2)
and its singularities, with the contours described in the text.

= 4i.
An elementary trick using partial fraction decomposition:

)
I (
Thus, g has poles at z1 and z2 . The moduli of these I
1
1
points are less than 2 and thus lie inside the contour.
g(z)dz =
1

dz = 02i2i = 4i
z z1
z z2
C
C
This integral can be split into two smaller integrals by
Cauchy-Goursat theorem; that is, we can express the integral around the contour as the sum of the integral around
4 Consequences
z1 and z2 where the contour is a small circle around each
pole. Call these contours C 1 around z1 and C 2 around z2 .
The integral formula has broad applications. First, it imNow, each of these smaller integrals can be solved by the plies that a function which is holomorphic in an open set
Cauchy integral formula, but they rst must be rewritten is in fact innitely dierentiable there. Furthermore, it is
to apply the theorem. For the integral around C 1 , de- an analytic function, meaning that it can be represented
ne f 1 ) as f 1 )(z)=(z-z1 )g(z). This is analytic (since the as a power series. The proof of this uses the dominated
contour does not contain the other singularity). We can convergence theorem and the geometric series applied to
simplify f 1 ) to be:
f () =

z
f1 (z) =
z z2
and now

g(z) =

f1 (z)
z z1

Since the Cauchy integral theorem says that:

I
C

f1 (z)
dz = 2i f1 (a)
za

we can evaluate the integral as follows:

I

I
g(z) dz =

C1

C1

f1 (z)
z12
dz = 2i
.
z z1
z1 z2

1
2i

f (z)
dz.
z

The formula is also used to prove the residue theorem,

which is a result for meromorphic functions, and a related
result, the argument principle. It is known from Moreras
theorem that the uniform limit of holomorphic functions
is holomorphic. This can also be deduced from Cauchys
integral formula: indeed the formula also holds in the
limit and the integrand, and hence the integral, can be
expanded as a power series. In addition the Cauchy formulas for the higher order derivatives show that all these
derivatives also converge uniformly.
The analog of the Cauchy integral formula in real analysis is the Poisson integral formula for harmonic functions; many of the results for holomorphic functions carry
over to this setting. No such results, however, are valid
for more general classes of dierentiable or real analytic
functions. For instance, the existence of the rst derivative of a real function need not imply the existence of

5.2

Several variables

higher order derivatives, nor in particular the analyticity complex-valued functions f of compact support on C the
of the function. Likewise, the uniform limit of a sequence generalized Cauchy integral formula simplies to
of (real) dierentiable functions may fail to be dierentiable, or may be dierentiable but with a derivative

1
f dz d
z
which is not the limit of the derivatives of the members
f () =
,
of the sequence.
2i
z z
Another consequence is that if f(z) = an zn is holomor- and is a restatement of the fact that, considered as a
phic in |z| < R and 0 < r < R then the coecients an satisfy distribution, (z)1 is a fundamental solution of the
Cauchys inequality[1]
Cauchy-Riemann operator /z .[3] The generalized
Cauchy integral formula can be deduced for any bounded
open region X with C1 boundary X from this result
n
|an | r
and the formula for the distributional derivative of the
sup |f (z)|.
|z|=r
characteristic function X of X:

5
5.1

Generalizations
Smooth functions

X
i
=
z
2

I
dz,
X

where the distribution on the right hand side denotes

contour integration along X.[4]

A version of Cauchys integral formula is the CauchyPompeiu formula,[2] and holds for smooth functions as
well, as it is based on Stokes theorem. Let D be a disc 5.2 Several variables
in C and suppose that f is a complex-valued C 1 function
on the closure of D. Then (Hrmander 1966, Theorem In several complex variables, the Cauchy integral formula
1.2.1)
can be generalized to polydiscs (Hrmander 1966, Theorem 2.2.1). Let D be the polydisc given as the Cartesian
product of n open discs D1 , ..., Dn:

1
f (z)dz
1
f
dz d
z
f () =
+
(z)
.
2i D z
2i

z
D z
n

One may use this representation formula to solve the in- D =

Di .
homogeneous CauchyRiemann equations in D. Indeed,
i=1
if is a function in D, then a particular solution f of the
equation is a holomorphic function outside the support of Suppose that f is a holomorphic function in D continuous
on the closure of D. Then
. Moreover, if in an open set D,

1
d =
dz d
z
2i

1
f () =
(2i)n

D1 Dn

f (z1 , . . . , zn )
dz1 dzn
(z1 1 ) . . . (zn n )

is also in C k (D) where = ( 1 ,...,n) D.

for some C k (D) (k 1), then f (, )
and satises the equation

5.3 In real algebras

f
= (z, z).
z

The Cauchy integral formula is generalizable to real vector spaces of two or more dimensions. The insight into
The rst conclusion is, succinctly, that the convolution this property comes from geometric algebra, where obk(z) of a compactly supported measure with the jects beyond scalars and vectors (such as planar bivectors
Cauchy kernel
and volumetric trivectors) are considered, and a proper
generalization of Stokes theorem.
Geometric calculus denes a derivative operator =
ei i under its geometric productthat is, for a k -vector
eld (r) , the derivative generally contains terms
is a holomorphic function o the support of . Here p.v. of grade k + 1 and k 1 . For example, a vector eld (
denotes the principal value. The second conclusion as- k = 1 ) generally has in its derivative a scalar part, the diserts that the Cauchy kernel is a fundamental solution of vergence ( k = 0 ), and a bivector part, the curl ( k = 2 ).
the CauchyRiemann equations. Note that for smooth This particular derivative operator has a Greens function:
k(z) = p. v.

1
z

EXTERNAL LINKS

Moreras theorem
G(r, r ) =

1 r r
Sn |r r |n

Mittag-Leers theorem

where Sn is the surface area of a unit ball in the space

(that is, S2 = 2 , the circumference of a circle with radius 1, and S3 = 4 , the surface area of a sphere with radius 1). By denition of a Greens function, G(r, r ) =
(r r ) . It is this useful property that can be used, in
conjunction with the generalized Stokes theorem:
I

f (r)
dV

f (r) =
dS

ParsevalGutzmer formula

[1] Titchmarsh 1939, p. 84

is an
where, for an n -dimensional vector space, dS

(n 1) -vector and dV is an n -vector. The function

f (r) can, in principle, be composed of any combination
of multivectors. The proof of Cauchys integral theorem for higher dimensional spaces relies on the using the
generalized Stokes theorem on the quantity G(r, r )f (r )
and use of the product rule:
I

Schwarz integral formula

7 Notes

Greens function generalizes this idea to the nonlinear setup

f (r ) =
G(r, r ) dS

[2]

D. Pompeiu, Sur la continuit des fonctions de variables

complexes, Annales de la facult des sciences de Toulouse
Sr. 2, 7 no. 3 (1905), p. 265315

[3] Hrmander 1983, p. 63,81

[4] Hrmander 1983, pp. 6263

8 References

([ G(r, r )]f (r ) + G(r, r ) f (r )) dV

Ahlfors, Lars (1979), Complex analysis (3rd ed.),
McGraw Hill, ISBN 978-0-07-000657-7.
when f = 0 , f (r) is called a monogenic function,
D. Pompeiu, Sur la continuit des fonctions de varithe generalization of holomorphic functions to higherables complexes, Annales de la facult des sciences
dimensional spacesindeed, it can be shown that the
de Toulouse Sr. 2, 7 no. 3 (1905), p. 265315
CauchyRiemann condition is just the two-dimensional
expression of the monogenic condition. When that con Titchmarsh, E.C. (1939), Theory of functions (2nd
dition is met, the second term in the right-hand integral
ed.), Oxford University Press
vanishes, leaving only
V

Hrmander, Lars (1966), An introduction to complex

analysis in several variables, Van Nostrand
f (r ) =
= in f (r)
G(r, r ) dS
[ G(r, r )]f (r ) =
(rr )f (r ) dV
Hrmander, Lars (1983), The Analysis of Linear
V
V
V
Partial Dierential Operators I, Springer, ISBN 3where in is that algebras unit n -vector, the pseudoscalar.
540-12104-8
The result is
Doran, Chris; Lasenby, Anthony (2003), Geometric
Algebra for Physicists, Cambridge University Press,
I
I
1
1
r r
ISBN

f (r978-0-521-71595-9
f (r) =
G(r, r ) dS f (r ) =
dS
)
in V
in V Sn |r r |n
I

Thus, as in the two-dimensional (complex analysis) case,

the value of an analytic (monogenic) function at a point
can be found by an integral over the surface surrounding
the point, and this is valid not only for scalar functions but
vector and general multivector functions as well.

See also
CauchyRiemann equations
Methods of contour integration
Nachbins theorem

9 External links
Hazewinkel, Michiel, ed. (2001), Cauchy integral, Encyclopedia of Mathematics, Springer, ISBN
978-1-55608-010-4
Weisstein, Eric W., Cauchy Integral Formula,
MathWorld.
Cauchy Integral Formula Module by John H. Mathews

10
10.1

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