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A First Course in Complex Analysis by Matthias Beck, Gerald Marchesi, Dennis Pixton, and Lucas Sabalka Exer 4.38

I have questions on the following exercise which proves Cauchy's Integral Formula for a convex region.


(Exer 4.38) This exercise gives an alternative proof of Cauchy’s Integral Formula (Theorem 4.27) that does not depend on Cauchy’s Theorem (Theorem 4.18). Suppose the region G is convex; this means that, whenever z and w are in G, the line segment between them is also in G. Suppose f is holomorphic in G, f' is continuous, and $\gamma$ is a positively oriented, simple, closed, piecewise smooth path, such that w is inside $\gamma$ and $\gamma$ $\sim_G$ 0.

(a) Consider the function $g : [0, 1] \to \mathbb C$ given by $$g(t) := \int_{\gamma} \frac{f (w +t(z−w))}{z-w} dz$$ Show that $g' = 0$. (Hint: Use Theorem A.9 (Leibniz’s rule) and then find an antiderivative for $$\frac{\partial f}{\partial t} (z + t(w − z)).)$$

(b) Prove Theorem 4.27 by evaluating g(0) and g(1).

(c) Why did we assume G is convex?


Question 1. Please verify proof for (a) and (b). zhw. already answered (c).

(a) Proof that $g'=0$:

By Leibniz' Rule A.9, $$g'(t) := \frac{d}{d t}\int_{\gamma} \frac{f(w+t(z-w))}{z-w} dz = \int_{\gamma} \frac{\partial}{\partial t} \frac{f(w+t(z-w))}{z-w} dz$$

$$= \int_{\gamma} \frac{f'(w+t(z-w))(z-w)}{z-w} dz = \int_{\gamma} f'(w+t(z-w)) dz$$

$$ = \frac{f(w+t(z-w))}{t}|_{\gamma(0)}^{\gamma(1)} = \frac{f(w+t(z-w))}{t}|_{\gamma(1)}^{\gamma(1)} = 0$$

QED that $g'=0$

(b) Proof of Cauchy's Integral Formula (Thm 4.27) on a convex region:

By Mean-Value Thm (Thm A.2), there exists $a$ in $(0,1)$ s.t. $$0 = g'(a) = g'(0+a(1)) = \frac{g(1)-g(0)}{1-0} = \frac{\int_{\gamma} \frac{f(z)}{z-w} dz-f(w)\int_{\gamma} \frac{dz}{z-w}}{1-0}$$

$$\therefore, \int_{\gamma} \frac{f(z)}{z-w} dz = f(w)\int_{\gamma} \frac{dz}{z-w} \stackrel{\forall r > 0}{=} f(w)\int_{C[w,r]} \frac{dz}{z-w} = 2 \pi if(w)$$

Therefore, we have proven Cauchy's Integral Formula (Thm 4.27) on a convex region. QED

Question 2. About the hint for (a): Why the change between $z$ and $w$? Initially, we have $f(w+t(z-w))$. Then we have $f(z+t(w-z))$.

I suspect this has something to do with the convexity where the line segment from $z$ to $w$ is given by $$\gamma_{zw}(t) := z+t(w-z)$$ while the line segment in reverse, namely the line segment from $w$ to $z$ is given by $$-\gamma_{zw}(t) := w+t(z-w) =: \gamma_{wz}(t)$$

Note that $$-\gamma_{zw}(t) := z+(1+0-t)(w-z) = z+(1-t)(w-z) = w-t(w-z) = w+t(z-w)$$ Therefore, $-\gamma_{zw}$ is indeed a reparametrisation of $\gamma_{wz}$.

Question 3. About the hint for (a): What is the relevance of computing such an antiderivative?

I computed the following respective antiderivatives of $\frac{\partial}{\partial t} f(z+t(w-z))$ and $\frac{\partial}{\partial t} f(w+t(z-w))$:

$$\frac{(w-z)f(z+t(w-z))}{1-t} + \frac{F(z+t(w-z))}{(1-t)^2} \tag{2}$$

$$\frac{(z-w)f(w+t(z-w))}{t} - \frac{F(w+t(z-w))}{t^2} \tag{3}$$

where $F$ is any antiderivative of $f$ given by the complex analogue to the Fundamental Theorem of Calculus Part I (Thm 4.15).

I don't see the point of either antiderivative.


$(2)$ Proof that the function is a required antiderivative: Observe $$\frac{d}{dz} \frac{(w-z)f(z+t(w-z))}{1-t} + \frac{d}{dz} \frac{F(z+t(w-z))}{(1-t)^2}$$

$$ = \frac{(-1)f(z+t(w-z))}{1-t} + \frac{(w-z)f'(z+t(w-z))}{1} + \frac{d}{dz} \frac{F(z+t(w-z))}{(1-t)^2}$$

$$ = \frac{(-1)f(z+t(w-z))}{1-t} + \frac{(w-z)f'(z+t(w-z))}{1} + \frac{f(z+t(w-z))}{1-t}$$

$$ = \frac{(w-z)f'(z+t(w-z))}{1} = \frac{\partial}{\partial t} f(z+t(w-z))$$

$$\therefore, \frac{(1+w-z)f(z+t(w-z))}{(1-t)^2} \ \text{is an antiderivative for} \ \frac{\partial}{\partial t} f(z+t(w-z))$$

Therefore, the function is a required antiderivative. QED


(3) similar to (2)

BCLC
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    It is not really clear what you are asking? – copper.hat Aug 01 '18 at 14:30
  • @copper.hat What about the numbered bullets at the end? – BCLC Aug 01 '18 at 14:45
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    Why do you think there is something wrong with your answer to (a)? – copper.hat Aug 01 '18 at 14:47
  • @copper.hat I couldn't find an antiderivative in the hint, at least explicitly. I also couldn't figure out the switch of $z$ and $w$ – BCLC Aug 01 '18 at 14:48
  • Well, you must have ($f \circ \gamma$) since you computed the integral? – copper.hat Aug 01 '18 at 14:50
  • @copper.hat What do you mean? What's your antiderivative for $\frac{\partial}{\partial t} \frac{f(z+t(w-z))}{1}$? – BCLC Aug 01 '18 at 14:56
  • It is a path integral, so it looks like $\int_0^1 {\partial f(z + t(w-z)) \over \partial t} \gamma'(t) dt$. Note that $(f \circ \gamma)'(t) = {\partial f(z + t(w-z)) \over \partial t} \gamma'(t) $. – copper.hat Aug 01 '18 at 14:58
  • Ah in that case, for the last equality, I think you should have said instead of $f \circ \gamma$, $f(z+t(w-z)) \circ \gamma$? There might not be a difference – BCLC Aug 01 '18 at 15:01
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    You are correct, I was being a bit sloppy... – copper.hat Aug 01 '18 at 15:05
  • @copper.hat ok thanks now ummm your antiderivative is $\int_0^1 {\partial f(z + t(w-z)) \over \partial t} \gamma'(t) dt$? Also, what is 'it' in 'It is a path integral...' ? – BCLC Aug 01 '18 at 15:10
  • @copper.hat Edited question to hopefully be more clear. Thanks for the feedback. – BCLC Aug 12 '18 at 09:15
  • @copper.hat Further edited to the point zhw. has generously posted another answer. Any more comments please? – BCLC Aug 16 '18 at 01:36

2 Answers2

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You are using convexity right off the bat in knowing that the line segment $[w,z]$ is contained in $G$ for all $z=\gamma (s), a\le s\le b.$ Otherwise you can't even get off the ground in defining $g(t).$

Now that we know $g$ is well defined, Leibiz gives

$$\tag 1 g'(t)= \int_{\gamma} f'(w+t(z-w))\,dz.$$

Now for fixed $t\in (0,1],$ what holomorphic function has derivative, wrt $z,$ equal to $f'(w+t(z-w))?$ It is the function $f(w+t(z-w))/t.$ Therefore, for $t\in (0,1],$ the right side of $(1)$ is $0.$ It follows that $g$ is constant on $[0,1].$ Hence $g(1)=g(0)=f(w)2\pi i.$

Daniel Fischer
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zhw.
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  • Thanks zhw.! How did you get the 2pi i please? – BCLC Aug 02 '18 at 04:31
  • Also what's your antiderivative for $\frac{\partial}{\partial t} \frac{f(z+t(w-z))}{1}$? – BCLC Aug 02 '18 at 04:33
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    First question: $g(0)= f(w)\int_{\gamma} 1/(z-w),dz.$ That the last integral equals $2\pi i$ is standard; it's the winding number of $\gamma$ around $w.$ Second question: I don't understand your question. For fixed $w, t\in (0,1],$ $[f(w+t(z-w))/t]'=f'(w+t(z-w)).$ Here $'$ denotes the complex derivative with respect to $z.$ – zhw. Aug 04 '18 at 19:20
  • (1) I forgot we can do that without Cauchy integral formula. Lol. (2) the hint in (a) is to find a certain antiderivative. What is your antiderivative in re the hint in (a)? Thanks zhw.! – BCLC Aug 04 '18 at 20:14
  • I already told you what the antiderivative is. Please read my comment for the second question again. – zhw. Aug 11 '18 at 18:43
  • zhw., I edited my post. About antiderivative, my question is not about antiderivative of $f'(w+t(z-w))$. My question is about antiderivative of $\frac{\partial}{\partial t} f(z+t(w-z))$. I was able to get an antiderivative, but what's the point of finding such antiderivative? – BCLC Aug 13 '18 at 10:01
  • Also, why the change between $z$ and $w$? Initially, we have $f(w+t(z-w))$. Then we have $f(z+t(w-z))$. – BCLC Aug 13 '18 at 10:02
  • zhw., my antiderivative was wrong. How is it now please? – BCLC Aug 14 '18 at 05:58
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    Sorry, but this problem has gone off the rails. You've made a bizarre edit to my post. You've taken what I did (for fixed $w, t\in (0,1],$ $[f(w+t(z-w))/t]'=f'(w+t(z-w))$ and now include it in the question, without attribution. The question, which should be stated at the beginning is now towards the end. It's a mess, and I see no point in spending more time on it. – zhw. Aug 14 '18 at 16:07
  • Ok fine thanks. My new bounty is that answer is outdated rather than lacking in detail. (Kind of a weird term 'outdated'. as if something's wrong with the answer rather than the question...perhaps reason should be question is updated or indated rather than the answer is outdated) – BCLC Aug 15 '18 at 07:21
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    OK, I'll take a stab at the refurbished question, because now it's much clearer. I think it's best to leave my previous answer up, so for the first time I'll have two answers up. – zhw. Aug 15 '18 at 20:30
  • Serious? You've been around SE for years and this is your first for two answers? Come on XD anyhoo thanks =) – BCLC Aug 15 '18 at 23:54
1

I am going to leave my previous answer up, to be able to refer to it.

(a) You are going through the steps I mentioned in my first answer, although there's a detail that needs attending to. We have by Leibniz that

$$\tag 1 g'(t)= \int_{\gamma} f'(w+t(z-w))\,dz.$$

Now for $t \in (0,1],$ an antiderivative for $z\to f'(w+t(z-w))$ is $f(w+t(z-w))/t.$ Any time an analytic function has an antiderivative in a region, the integral of that function over a closed contour in the region is $0.$ (This follows from the FTC.) Thus for $t \in (0,1],$ $g'(t)=0.$

What about $t=0?$ Clearly the formula for the antiderivative above doesn't work in this case. But $(1)$ is still valid and we get $g'(0)=\int_{\gamma} f'(w)\,dz.$ Here the antiderivative is $zf'(w).$ Thus $g'(0)=0.$

(b) You've made a mistake here. The MVT is for real valued functions, not complex functions, for which it can fail. But we don't need the MVT here. Just argue directly that since we now know $g$ is constant,

$$\int_{\gamma} \frac{f(z)}{z-w} dz = g(1) = g(0) = 2\pi i f(w),$$

which is what we want.

(c) This is explained in my previous answer.

Questions 2 and 3: I think your trouble here stems from typos. The book says find an antiderivative for $\partial f(z+t(w-z))/\partial t.$ As you point out, $z,w$ have been flipped. That makes no sense to you or me, so let's say they meant $\partial f(w+t(z-w))/\partial t.$ It's still wrong. I'm pretty sure that what the book is trying to say, feebly, is "Find an antiderivative for

$$\frac{\partial f(w+t(z-w))/(z-w)}{\partial t}=f'(w+t(z-w))."$$ That's exactly what we did in part (a), and it's the most natural thing in the world here. I think you can put your mind to rest on the antiderivative business now. The book messed up.

zhw.
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    zhw., thanks, but I don't think this is a typo based on earlier versions. Could this have something to do with parametrisations or convexity? I think the flip between z and w is supposed to give a hint that that we use convexity 'right off the bat' namely that we're plugging in a line segment into $f$ – BCLC Aug 16 '18 at 01:16
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    No, I don't think so. Consider that we have a complete and relatively simple solution already, without recourse to this strange antiderivative. Consider also the possibility that errors in texts can persist, version after version. Finally, consider this: I emailed one of the authors of your book, and he agrees with me. – zhw. Aug 18 '18 at 18:59