Cauchy Theorem and Its Applications
Chapter (PDF)We have proven that if is continuous and admits a primitive on an open set , then for any path that starts at and ends at , we have that
From this, we immediately have that if is a closed path, then the integral evaluates to 0.
This mirrors the fundamental theorem of calculus, with the exception that this doesn't apply to all continuous functions—the condition that admits a primitive is crucial. In real variables, a continuous function automatically admits a primitive/antiderivative, but this is not necessarily true in complex variables. For example, consider the function that is entire on . For the unit circle , note that
and so by contrapositive, has no primitive on in spite of its holomorphicity.
Explicitly finding a primitive for a function is admittedly difficult. We alter our hypotheses to be more tractable, yielding Cauchy's theorem. It states that if is holomorphic on an open set , then for any path whose interior is also contained on , we have that
We prove this for toy contours (i.e., for contours where the “interior” is intuitively obvious) and defer the proof of the full statement for simply closed (i.e., Jordan) curves to the future. We start by proving Goursat's theorem, which proves this statement for the case where is a triangle.
Suppose is holomorphic on an open set . Let be some path that traces out a triangle whose interior also lies in . Then
Let be the triangle in question, whose orientation is fixed and considered “positive,” and let represent the diameter and perimeter of these triangles respectively. Consider the midpoints of each side of and connect each of them by a straight line, partitioning into four triangles for . We choose the direction of each triangle in the diagram shown in the next remark block.
Since the contours that aren't on the sides of cancel out, we know that
By the triangle inequality, there exists a such that
Let , and then let be the diameter and perimeter for . By geometry, we note that and . We generate a sequence of triangles
with the properties that
Let , a closed and bounded (and thus compact) subspace of in its metric topology. Thus
forms a chain of compact subsets. Then there is a , and since is holomorphic on , it is holomorphic at . Thus write
where as . Integrating both sides over , for any , yields
where the first two integrals vanish since the polynomials and are entire (and is closed). So we are left with
By the ML inequality, we have that
Note that , obviously, and so we have
where , and since as , we have as . Finally, we have that
and so .
Suppose is holomorphic on an open set . Let be some path that traces out a rectangle whose interior also lies in . Then
Split the rectangle about the diagonal, yielding two triangles, and apply Goursat's theorem to each.