Theorem 27.1.4 (Cauchy’s Integral Formula).label Let $E$ be a complete separated locally convex space over $\complex$, $U \subset \complex$ be open, $z_{0} \in U$, $r > 0$ such that $\ol{B(z_0, r)}\subset U$, $\gamma \in C([a, b]; \complex)$ be a closed, rectifiable path homotopic to $\omega_{z_0, r}$ on $U \setminus \bracs{z_0}$, and $f \in C^{1}(U; E)$, then

  1. (1)

    $\int_{\gamma} f = 0$.

  2. (2)

    $f(z) = \frac{1}{2\pi i}\int_{\gamma} \frac{f(z)}{z - z_{0}}dz$.

More over, for any $g \in C(U; E)$ that satisfies (2) for all $z_{0} \in U$, $r > 0$ with $\ol{B(z_0, r)}\subset U$, closed rectifiable curve $\gamma \in C([a, b]; \complex)$ homotopic to $\omega_{z_0, r}$ on $U \setminus \bracs{z_0}$,

  1. (3)

    $g \in C^{\infty}(U; E)$, where for each $k \in \natz$,

    \[D^{k}g(z_{0}) = \frac{k!}{2\pi i}\int_{\gamma}\frac{g(z)}{(z - z_{0})^{k+1}}dz\]

Proof. By Theorem 27.1.2 and the change of variables formula, for any $g \in C^{1}(U \setminus \bracs{z_0}; E)$,

\[\int_{\gamma} g = \lim_{s \downto 0}\int_{\omega_{z_0, s}}g = \int_{0}^{2\pi}= \lim_{s \downto 0}\frac{s}{2\pi}\int_{0}^{2\pi}g \circ \omega_{z_0, s}(\theta) e^{i\theta}d\theta\]

(1): Since $f \in C(U; E)$, $f$ is bounded on $\ol{B(z_0, r)}$, so for any $s \in (0, r)$,

\[\frac{s}{2\pi}\int_{0}^{2\pi}f \circ \omega_{z_0, s}(\theta) e^{i\theta}d\theta \in s\ol{\text{Conv}}(f(\ol{B(z_0, r)}))\]

As $E$ is locally convex,

\[\int_{\gamma} g = \lim_{s \downto 0}\int_{\omega_{z_0, s}}g = 0\]

(2): Since $f \in C(U; E)$,

\begin{align*}\frac{1}{2\pi i}\int_{\gamma}\frac{f(z)}{z - z_{0}}dz&= \lim_{s \downto 0}\frac{s}{2\pi}\int_{0}^{2\pi}\frac{f \circ \omega_{z_0, s}(\theta)}{\omega_{z_0, s}(\theta) - z_{0}}e^{i\theta}d\theta \\&= \lim_{s \downto 0}\frac{1}{2\pi}\int_{0}^{2\pi}f \circ \omega_{z_0, s}(\theta) d\theta = f(z_{0})\end{align*}

(3): Suppose inductively that (3) holds for $k \in \natz$. For sufficiently small $h \in \complex$,

\[\frac{D^{k}g(z_{0} + h) -D^{k}g(z_{0})}{h}= \frac{k!}{2\pi ih}\int_{\gamma} \frac{g(z)}{(z - z_{0}-h)^{k+1}}- \frac{g(z)}{(z- z_{0})^{k+1}}dz\]

By Proposition 26.9.2,

\[\lim_{h \to 0}\frac{D^{k}g(z_{0} + h) -D^{k}g(z_{0})}{h}= \frac{(k+1)!}{2\pi i}\int_{\gamma} \frac{g(z)}{(z - z_{0})^{k+2}}dz\]

Therefore $g \in C^{k+1}(U; E)$ with

\[D^{k+1}g(z_{0}) = \frac{(k+1)!}{2\pi i}\int_{\gamma} \frac{g(z)}{(z - z_{0})^{k+2}}dz\]

$\square$

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