Cauchy's Integral Formula

Part 9, Chapter 9: Complex Analysis, Holomorphic Functions

Learning objectives

  • State Cauchy's theorem (closed-contour integral of a holomorphic function is zero)
  • Use Cauchy's integral formula to recover f(z0)f(z_0) from boundary data
  • Compute residues at simple and higher-order poles
  • Apply the residue theorem to evaluate closed-contour integrals

The miracle of complex analysis is that local differentiability forces global structure. A holomorphic function on a simply connected region is uniquely determined by its values on the boundary, and any integral of it over a closed loop is zero unless the loop encloses a singularity, in which case the integral is exactly 2pii2\pi i times the sum of residues inside. This is the residue calculus, and it is the most efficient computational machinery in all of complex analysis. Real definite integrals that take pages to handle by parts collapse to a single residue computation.

Cauchy's theorem

If ff is holomorphic on a simply connected open set UU and gamma\gamma is any simple closed contour inside UU, then

ointgammaf(z),dz=0.\oint_\gamma f(z) \, dz = 0.gammaf(z),dz=0.

The proof rests on Green's theorem and the Cauchy-Riemann equations: writing f,dz=(u+iv)(dx+idy)f \, dz = (u + iv)(dx + i dy), the line integral equals iintD(vxuy)+i(uxvy),dA\iint_D (-v_x - u_y) + i(u_x - v_y) \, dAD(vxuy)+i(uxvy),dA, both of whose integrands vanish by CR. The hypothesis that UU is simply connected is crucial; on multiply connected domains, integrals over closed loops detect the topology.

Cauchy's integral formula

If ff is holomorphic inside and on a positively oriented simple closed contour gamma\gamma and z_0z_0 lies inside gamma\gamma, then

f(z0)=frac12piiointgammafracf(z)zz_0,dz.f(z_0) = \frac{1}{2\pi i} \oint_\gamma \frac{f(z)}{z - z_0} \, dz.gammafracf(z)zz_0,dz.

The boundary values of ff on gamma\gamma completely determine its interior values. Differentiating under the integral sign yields the formula for derivatives:

f(n)(z0)=fracn!2piiointgammafracf(z)(zz_0)n+1,dz.f^{(n)}(z_0) = \frac{n!}{2\pi i} \oint_\gamma \frac{f(z)}{(z - z_0)^{n+1}} \, dz.gammafracf(z)(zz_0)n+1,dz.

One striking corollary: holomorphic functions are infinitely differentiable. Real differentiability gives no such bonus, C1C^1 does not imply C2C^2 in real analysis, but in mathbbC\mathbb{C} a single derivative implies all of them.

The widget above lets you visualize contour integrals when the integrand is real-valued on a real interval (useful for understanding the residue trick for real integrals like intinftyinftyfracdx1+x2=pi\int_{-\infty}^{\infty} \frac{dx}{1 + x^2} = \piinftyinftyfracdx1+x2=pi, which arises from a semicircular contour and the residue at z=iz = i).

The residue theorem

When ff has isolated singularities z1,ldots,zkz_1, \ldots, z_kk inside gamma\gamma but is holomorphic elsewhere inside and on gamma\gamma,

ointgammaf(z),dz=2piisumj=1koperatornameRes(f,zj).\oint_\gamma f(z) \, dz = 2\pi i \sum_{j=1}^k \operatorname{Res}(f, z_j).gammaf(z),dz=2piisumj=1koperatornameRes(f,zj).

The residue operatornameRes(f,zj)\operatorname{Res}(f, z_j)j) is the coefficient a1a_{-1}1 in the Laurent expansion of ff around zjz_jj. At a simple pole, operatornameRes(f,zj)=limztozj(zzj)f(z)\operatorname{Res}(f, z_j) = \lim_{z \to z_j} (z - z_j) f(z)ztozj(zzj)f(z). At a pole of order mm,

\operatorname{Res}(f, z_j) = \frac{1}{(m-1)!} \lim_{z \to z_j} \frac{d^{m-1}}{dz^{m-1}} \left[ (z - z_j)^m f(z) \right].

Where this shows up
  • Quantum field theory: Feynman propagators frac1p2m2+iepsilon\frac{1}{p^2 - m^2 + i\epsilon} are evaluated by closing the contour in the lower or upper half-plane and picking up residues at the pmm\pm m poles. This is how QFT computes any amplitude.
  • Signal processing: The inverse Laplace and inverse Z-transforms are contour integrals computed by residues. Every step response of a linear control system is, at the level of implementation, a residue sum.
  • Number theory: The explicit formula for pi(x)\pi(x) (the prime counting function) uses contour integration of zeta(s)/zeta(s)\zeta'(s)/\zeta(s) to extract the location of the zeta zeros into the distribution of primes. Even the Prime Number Theorem proof rests on residue calculus.
  • Statistical mechanics: Partition functions of lattice models near critical points have analytic structure (poles, branch cuts) whose residues encode universal critical exponents. The conformal-bootstrap programme uses these residues to constrain 2D and 3D phase transitions.
  • Antenna design: Far-field radiation patterns are computed by contour integrals over wavenumber space; closing the contour and using residues at saddle points gives the dominant radiation directions (the stationary-phase method, a residue cousin).

Pause and think: Why does ointz=2ez,dz=0\oint_{|z|=2} e^z \, dz = 0z=2ez,dz=0 even though eze^z is huge on the circle? eze^z is entire, so by Cauchy's theorem the integral over any closed contour vanishes. Now consider ointz=2fracezz1,dz\oint_{|z|=2} \frac{e^z}{z - 1} \, dzz=2fracezz1,dz: the integrand has a simple pole at z=1z = 1 (inside z=2|z|=2), residue e1=ee^1 = e, so the integral is 2piie2\pi i e.

Try it

  • Evaluate ointz=3fracdzz2+1\oint_{|z|=3} \frac{dz}{z^2 + 1}z=3fracdzz2+1. (Hint: the integrand has simple poles at z=pmiz = \pm i, both inside z=3|z|=3. Find the residues and add.)
  • Predict first: what is ointz=2fraccosz(z1)2,dz\oint_{|z|=2} \frac{\cos z}{(z - 1)^2} \, dzz=2fraccosz(z1)2,dz? Apply the derivative form of Cauchy's formula with f(z)=coszf(z) = \cos z, n=1n = 1, z_0=1z_0 = 1.
  • Compute the residue of f(z)=fracezz3f(z) = \frac{e^z}{z^3} at z=0z = 0. (Hint: expand eze^z in Taylor series and find the coefficient of 1/z1/z.)
  • Use the residue theorem to evaluate the real integral intinftyinftyfracdxx2+1\int_{-\infty}^{\infty} \frac{dx}{x^2 + 1}inftyinftyfracdxx2+1 by closing the contour in the upper half-plane. (The answer is pi\pi, obtained from the single residue at z=iz = i.)

    A trap to watch for

    The residue formula operatornameRes(f,z0)=limztoz0(zz0)f(z)\operatorname{Res}(f, z_0) = \lim_{z \to z_0} (z - z_0) f(z)ztoz0(zz0)f(z) is correct ONLY at a simple pole. At a pole of order mgeq2m \geq 2, you must differentiate m1m - 1 times and divide by (m1)!(m - 1)!. Beginners habitually skip this step on double poles like fraccosz(z1)2\frac{\cos z}{(z - 1)^2} and get the wrong answer. Sanity check: at a simple pole, operatornameRes=a1\operatorname{Res} = a_{-1}1 from the Laurent series; at a double pole, operatornameRes\operatorname{Res} is still a1a_{-1}1, but extracting it from fracf(z)(zz_0)2\frac{f(z)}{(z - z_0)^2} requires one derivative. Always check the order of the pole first; do not autopilot the simple-pole formula.

    What you now know

    You can recognize when Cauchy's theorem zeros out an integral, apply the integral formula to extract f(z_0)f(z_0) from boundary data, and compute residues at simple and higher-order poles. The next section turns to power series: Taylor expansions inside disks of analyticity, Laurent expansions around isolated singularities, and the classification of singularities via the negative-power tail.

    Mark section complete →

    References

    • Garrity, T. (2002). All the Mathematics You Missed: But Need to Know for Graduate School. Cambridge University Press, §9.4-9.5.
    • Ahlfors, L. V. (1979). Complex Analysis (3rd ed.). McGraw-Hill, ch. 4.
    • Stein, E. M., Shakarchi, R. (2003). Complex Analysis. Princeton University Press, ch. 2-3.
    • Conway, J. B. (1978). Functions of One Complex Variable I (2nd ed.). Springer, ch. 4-5.
    • Brown, J. W., Churchill, R. V. (2014). Complex Variables and Applications (9th ed.). McGraw-Hill, ch. 4-6.

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