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Math 411: Honours Complex Variables - University of Alberta

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36 CHAPTER 5. CAUCHY’S INTEGRAL THEOREM AND FORMULA<br />

Then g is continuous on D and holomorphic on D \ {z}. By Lemma 5.1, g has an<br />

antiderivative on BR(z0). Since ∂Br(z0) is closed, this means that<br />

�<br />

0 =<br />

∂Br(z0)<br />

using the identity �<br />

yields the claim.<br />

�<br />

g(ζ)dζ =<br />

∂Br(z0)<br />

∂Br(z0)<br />

�<br />

f(ζ) 1<br />

dζ −f(z)<br />

ζ −z ∂Br(z0) ζ −z dζ,<br />

� �� �<br />

=2πi<br />

1 dζ = 2πi established by Lemma 5.2. Division by 2πi<br />

ζ−z<br />

Corollary 5.3.1 (Mean Value Equation). Let D ⊂ C be open, let f : D → C be<br />

holomorphic, and let z0 ∈ D and r > 0 be such that Br[z0] ⊂ D. Then we have<br />

Pro<strong>of</strong>. Parametrize ∂Br(z0) as<br />

The Cauchy Integral Formula then yields<br />

f(z0) = 1<br />

� 2π<br />

f(z0 +re<br />

2π 0<br />

iθ )dθ.<br />

γ: [0,2π] → C, θ ↦→ z0 +re iθ .<br />

f(z0) = 1<br />

�<br />

2πi<br />

= 1<br />

2πi<br />

= 1<br />

2π<br />

γ<br />

� 2π<br />

0<br />

� 2π<br />

0<br />

f(ζ)<br />

dζ<br />

ζ −z0<br />

f(z0 +re iθ )<br />

re iθ ire iθ dθ<br />

f(z0 +re iθ )dθ.<br />

Lemma 5.3. Let D ⊂ RN be open, and let f: [a,b]×D → R be continuous such that<br />

: [a,b]×D → R all exist and are continuous. Define<br />

∂f ∂f<br />

,..., ∂x1 ∂xN<br />

� b<br />

g: D → R, x ↦→ f(t,x)dt.<br />

Then g is continuously partially differentiable with<br />

for x ∈ D and j = 1,...,N.<br />

� b<br />

∂g ∂f<br />

(x) = (t,x)dt<br />

∂xj ∂xj<br />

a<br />

a

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