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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 K⊂ΩK\subset \Omega be compact. Then There exists a simple contour Γ\Gamma such that

K⊂int(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 f∈O(Ω)f\in O(\Omega) be holomorphic on Ω\Omega. Then ∀z0∈K\forall z_0\in K such that

f(z0)=12πi∫Γf(z)z−z0dzf(z_0)=\frac{1}{2\pi i}\int_{\Gamma}\frac{f(z)}{z-z_0}dz

Proof:

Suppose h∈O(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=1n∫∂Sjh(z)dz\int_{\Gamma} h(z)dz=0=\sum_{j=1}^n \int_{\partial S_j} h(z)dz

Fix z0∈Kz_0\in K,

g(z0)={f(z)−f(z0)z−z0z≠z0f′(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)z−z0dz−∫Γf(z0)z−z0dz=0∫Γf(z)z−z0dz=f(z0)∫Γ1z−z0dz=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 f∈O(Ω)f\in O(\Omega) be holomorphic on Ω\Omega. Then

∫Γf(z)dz=0\int_{\Gamma} f(z)dz=0

Proof:

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

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

Notice that Separation lemma ensured that w≠zw\neq z for all w∈Γ1,z∈Γw\in \Gamma_1, z\in \Gamma.

By Corollary 9.9, ∀z∈K,f(z)=12πi∫Γ1f(w)w−zdw\forall z\in K, f(z)=\frac{1}{2\pi i}\int_{\Gamma_1}\frac{f(w)}{w-z}dw

∫Γf(z)dz=12πi∫Γ[∫Γ1f(w)w−zdw]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=12πi∫Γ1[∫Γf(w)w−zdz]dw=12πi∫Γ1f(w)[∫Γ1w−zdz]dw=12πi∫Γ1f(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 w∈Γ1w\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,0≤t≤1\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), 0≤t≤10\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 ∣t−t0∣<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∈[t0−δ,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∈[t0−δ,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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