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Math416Complex Variables (Lecture 23)

Math416 Lecture 23

Chapter 9: Generalized Cauchy Theorem

Separation lemma

Let Ω\Omega be an open subset in C\mathbb{C}, let KΩK\subset \Omega be compact. Then There exists a simple contour Γ\Gamma such that

Kint(Γ)ΩK\subset \text{int}(\Gamma)\subset \Omega

Corollary 9.9 for separation lemma

Let Γ\Gamma be the contour constructed in the separation lemma. Let fO(Ω)f\in O(\Omega) be holomorphic on Ω\Omega. Then z0K\forall z_0\in K such that

f(z0)=12πiΓf(z)zz0dzf(z_0)=\frac{1}{2\pi i}\int_{\Gamma}\frac{f(z)}{z-z_0}dz

Proof:

Suppose hO(G)h\in O(G), then Sh(z)dz=0\int_{\partial S} h(z)dz=0, by Cauchy’s theorem for square, followed from the triangle case.

So Γh(z)dz=0=j=1nSjh(z)dz\int_{\Gamma} h(z)dz=0=\sum_{j=1}^n \int_{\partial S_j} h(z)dz

Fix z0Kz_0\in K,

g(z0)={f(z)f(z0)zz0zz0f(z0)z=z0g(z_0)=\begin{cases} \frac{f(z)-f(z_0)}{z-z_0} & z\neq z_0 \\ f'(z_0) & z=z_0 \end{cases}

So Γg(z)dz=0\int_{\Gamma} g(z)dz=0

Thus

Γf(z)zz0dzΓf(z0)zz0dz=0Γf(z)zz0dz=f(z0)Γ1zz0dz=f(z0)2πi\begin{aligned} \int_{\Gamma}\frac{f(z)}{z-z_0}dz-\int_{\Gamma}\frac{f(z_0)}{z-z_0}dz&=0 \\ \int_{\Gamma}\frac{f(z)}{z-z_0}dz&=f(z_0)\int_{\Gamma}\frac{1}{z-z_0}dz \\ &=f(z_0)\cdot 2\pi i \end{aligned}

QED

Theorem 9.10 Cauchy’s Theorem

Let Ω\Omega be an open subset in C\mathbb{C}, let Γ\Gamma be a contour with int(Γ)Ωint(\Gamma)\subset \Omega. Let fO(Ω)f\in O(\Omega) be holomorphic on Ω\Omega. Then

Γf(z)dz=0\int_{\Gamma} f(z)dz=0

Proof:

Let KCext(Γ)K\subset \mathbb{C}\setminus \text{ext}(\Gamma).

By separation lemma, Γ1\exists \Gamma_1 s.t. Kint(Γ1)ΩK\subset \text{int}(\Gamma_1)\subset \Omega.

Notice that Separation lemma ensured that wzw\neq z for all wΓ1,zΓw\in \Gamma_1, z\in \Gamma.

By Corollary 9.9, zK,f(z)=12πiΓ1f(w)wzdw\forall z\in K, f(z)=\frac{1}{2\pi i}\int_{\Gamma_1}\frac{f(w)}{w-z}dw

Γf(z)dz=12πiΓ[Γ1f(w)wzdw]dz\int_{\Gamma} f(z)dz=\frac{1}{2\pi i}\int_{\Gamma}\left[\int_{\Gamma_1}\frac{f(w)}{w-z}dw\right]dz

By Fubini’s theorem (In graduate course for analysis),

Γf(z)dz=12πiΓ1[Γf(w)wzdz]dw=12πiΓ1f(w)[Γ1wzdz]dw=12πiΓ1f(w)2πi indΓ(w)dw=0\begin{aligned} \int_{\Gamma} f(z)dz&=\frac{1}{2\pi i}\int_{\Gamma_1}\left[\int_{\Gamma}\frac{f(w)}{w-z}dz\right]dw \\ &=\frac{1}{2\pi i}\int_{\Gamma_1}f(w)\left[\int_{\Gamma}\frac{1}{w-z}dz\right]dw \\ &=\frac{1}{2\pi i}\int_{\Gamma_1}f(w)\cdot 2\pi i \ \text{ind}_{\Gamma}(w)dw \\ &=0 \end{aligned}

Since the winding number for Γ\Gamma on wΓ1w\in \Gamma_1 is 0. (ww is outside of Γ\Gamma)

QED

Homotopy

Suppose γ0,γ1\gamma_0, \gamma_1 are two curves from [0,1][0,1] to Ω\Omega with same end points P,QP,Q.

A homotopy is a continuous function of curves γt,0t1\gamma_t, 0\leq t\leq 1, deforming γ0\gamma_0 to γ1\gamma_1, keeping the end points fixed.

Formally, if H:[0,1]×[0,1]ΩH:[0,1]\times [0,1]\to \Omega is a continuous function satsifying

  1. H(s,0)=γ0(s)H(s,0)=\gamma_0(s), s[0,1]\forall s\in [0,1]
  2. H(s,1)=γ1(s)H(s,1)=\gamma_1(s), s[0,1]\forall s\in [0,1]
  3. H(0,t)=PH(0,t)=P, t[0,1]\forall t\in [0,1]
  4. H(1,t)=QH(1,t)=Q, t[0,1]\forall t\in [0,1]

Then we say HH is a homotopy between γ0\gamma_0 and γ1\gamma_1. (If γ0\gamma_0 and γ1\gamma_1 are closed curves, Q=PQ=P)

Lemma 9.12 Technical Lemma

Let ϕ:[0,1]×[0,1]C{0}\phi:[0,1]\times [0,1]\to \mathbb{C}\setminus \{0\} is continuous. Then there exists a continuous map ψ:[0,1]×[0,1]C\psi:[0,1]\times [0,1]\to \mathbb{C} such that eϕ=ψe^\phi=\psi. Moreover, ψ\psi is unique up to an additive constant in 2πiZ2\pi i\mathbb{Z}.

Proof:

Let ϕt(s)=ϕ(s,t)\phi_t(s)=\phi(s,t), 0t10\leq t\leq 1.

Then ψ00\exists \psi_{00} such that eψ00(s)=ϕ(0,t)e^{\psi_{00}(s)}=\phi(0,t).

ψt(s)\exists \psi_{t}(s) such that eψt(s)=ϕt(s)e^{\psi_{t}(s)}=\phi_t(s).

We want to show ψt(s)\psi_t(s) is continuous in tt.

Since ϵ>0\exists \epsilon>0 such that ϕ(s,t)\phi(s,t) is at least ϵ\epsilon away from 00 for all s[0,1]s\in [0,1] and t[0,1]t\in [0,1].

Moreover, ϕ(s,t)\phi(s,t) is uniformly continuous.

So δ>0\exists \delta>0 such that ϕ(s,t)ϕ(s,t0)<ϵ|\phi(s,t)-\phi(s,t_0)|<\epsilon if tt0<δ|t-t_0|<\delta.

Therefore,

ϕ(s,t)ϕ(s,t0)1<ϵϕ(s,t0)<1\begin{aligned} \left|\frac{\phi(s,t)}{\phi(s,t_0)}-1\right|&<\frac{\epsilon}{\phi(s,t_0)} &<1 \end{aligned}

So Reϕ(s,t)ϕ(s,t0)>0\text {Re} \frac{\phi(s,t)}{\phi(s,t_0)}>0.

Therefore, Logϕ(s,t)ϕ(s,t0)=χ(s,t)\text{Log} \frac{\phi(s,t)}{\phi(s,t_0)}=\chi(s,t) is continuous on s[0,1],t[t0δ,t0+δ]s\in [0,1], t\in [t_0-\delta, t_0+\delta].

So eχ(s,t)=ϕ(s,t)ϕ(s,t0)e^{\chi(s,t)}=\frac{\phi(s,t)}{\phi(s,t_0)}, χ(s,t0)=0,s[0,1]\chi(s,t_0)=0,\forall s\in [0,1]

Define ψ~(s,t)=χ(s,t)+χ(s,t0)\tilde{\psi}(s,t)=\chi(s,t)+\chi(s,t_0). So this function is continuous.

And eψ~(s,t)=eχ(s,t)+χ(s,t0)=eχ(s,t)eχ(s,t0)=ϕ(s,t)e^{\tilde{\psi}(s,t)}=e^{\chi(s,t)+\chi(s,t_0)}=e^{\chi(s,t)}\cdot e^{\chi(s,t_0)}=\phi(s,t).

ψ~(0,t0)=χ(0,t0)+ψ(0,t0)=0+ψ00(t0)=ψ00(t0)\begin{aligned} \tilde{\psi}(0,t_0)&=\chi(0,t_0)+\psi(0,t_0) \\ &=0+\psi_{00}(t_0) \\ &=\psi_{00}(t_0) \end{aligned}

ψ~(s,0)\tilde{\psi}(s,0) and ψ(t,0)\psi(t,0) on t[t0δ,t0+δ]t\in[t_0-\delta, t_0+\delta] are both logs of the same function, and agree to each other on t0t_0.

Therefore, ψ~(s,0)=ψ(s,0)+const\tilde{\psi}(s,0)=\psi(s,0)+\text{const}

QED

Theorem 9.13 Cauchy’s Theorem for Homotopic Curves

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