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As a major application of the Cauchy Integral Formula, let us show the much alluded to remarkable fact that a function that is a differentiable function of a complex variable on an open set U is actually expandable in a Taylor series around every point in U , i.e., is an analytic function on U .

As a major application of the Cauchy Integral Formula, let us show the much alluded to remarkable fact that a function that is a differentiable function of a complex variable on an open set U is actually expandable in a Taylor series around every point in U , i.e., is an analytic function on U .

Suppose f is a differentiable function of a complex variable on an open set U C , and let c be an element of U . Then f is expandable in a Taylor series around c . In fact, for any r > 0 for which B ¯ r ( c ) U , we have

f ( z ) = n = 0 a n ( z - c ) n

for all z B r ( c ) .

Choose an r > 0 such that the closed disk B ¯ r ( c ) U , and write C r for the boundary of this disk. Note that, for all points ζ on the curve C r , and any fixed point z in the open disk B r ( c ) , we have that | z - c | < r = | ζ - c | , whence | z - c | / | ζ - c | = | z - c | / r < 1 . Therefore the geometric series

n = 0 z - c ζ - c n converges to 1 1 - z - c ζ - c .

Moreover, by the Weierstrass M -Test, as functions of the variable ζ , this infinite series converges uniformly on the curve C r . We will use this in the calculation below. Now, according to [link] , we have that

f ( z ) = 1 2 π i C r f ( ζ ) ζ - z d ζ = 1 2 π i C r f ( ζ ) ζ - c + c - z d ζ = 1 2 π i C r f ( ζ ) ( ζ - c ) ( 1 - z - c ζ - c ) d ζ = 1 2 π i C r f ( ζ ) ζ - c n = 0 z - c ζ - c n d ζ = 1 2 π i C r n = 0 f ( ζ ) ( ζ - c ) n + 1 ( z - c ) n d ζ = 1 2 π i n = 0 C r f ( ζ ) ( ζ - c ) n + 1 ( z - c ) n d ζ = n = 0 a n ( z - c ) n ,

where we are able to bring the summation sign outside the integral by part (3) of [link] , and where

a n = 1 2 π i C r f ( ζ ) ( ζ - c ) n + 1 d ζ .

This proves that f is expandable in a Taylor series around the point c , as desired.

Using what we know about the relationship between the coefficients of a Taylor series and the derivatives of the function, together with the Cauchy Integral Theorem, we obtain the followingformulas for the derivatives of a differentiable function f of a complex variable. These are sometimes also called the Cauchy Integral Formulas.

Suppose f is a differentiable function of a complex variable on an open set U , and let c be an element of U . Then f is infinitely differentiable at c , and

f ( n ) ( c ) = n ! 2 π i C s f ( ζ ) ( ζ - c ) n + 1 d ζ ,

for any piecewise smooth geometric set S U whose boundary C S has finite length, and for which c belongs to the interior S 0 of S .

  1. Prove the preceding corollary.
  2. Let f , U , and c be as in [link] . Show that the radius of convergence r of the Taylor series expansion of f around c is at least as large as thesupremum of all s for which B s ( c ) U .
  3. Conclude that the radius of convergence of the Taylor series expansion of a differentiable function of a complex variable is as large as possible.That is, if f is differentiable on a disk B r ( c ) , then the Taylor series expansion of f around c converges on all of B r ( c ) .
  4. Consider the real-valued function of a real variable given by f ( x ) = 1 / ( 1 + x 2 ) . Show that f is differentiable at each real number x . Show that f is expandable in a Taylor series around 0 , but show that the radius of convergence of this Taylor series is equal to 1.Does this contradict part (c)?
  5. Let f be the complex-valued function of a complex variable given by f ( z ) = 1 / ( 1 + z 2 ) . We have just replaced the real variable x of part (d) by a complex variable z . Explain the apparent contradiction that parts (c) and (d) present in connection with this function.
  1. Let S be a piecewise smooth geometric set whose boundary C S has finite length, and let f be a continuous function on the curve C S . Define a function F on S 0 by
    F ( z ) = C S f ( ζ ) ζ - z d ζ .
    Prove that F is expandable in a Taylor series around each point c S 0 . Show in fact that F ( z ) = a n ( z - c ) n for all z in a disk B r ( c ) S 0 , where
    a n = n ! 2 π i C S f ( ζ ) ( ζ - c ) n + 1 d ζ .
    HINT: Mimic the proof of [link] .
  2. Let f and F be as in part (a). Is F defined on the boundary C S of S ? If z belongs to the boundary C S , and z = lim z n , where each z n S 0 , Does the sequence { F ( z n ) } converge, and, if so, does it converge to f ( z ) ?
  3. Let S be the closed unit disk B ¯ 1 ( 0 ) , and let f be defined on the boundary C 1 of this disk by f ( z ) = z ¯ , i.e., f ( x + i y ) = x - i y . Work out the function F of part (a), and then re-think about part (b).
  4. Let f and F be as in part (a). If, in addition, f is continuous on all of S and differentiable on S 0 , show that F ( z ) = 2 π i f ( z ) for all z S 0 . Think about this “magic” constant 2 π i . Review the proof of the Cauchy Integral Formula to understand where this constant comes from.

[link] and [link] constitute what we called the “identity theorem” for functions that are expandable in a Taylor series around a point c . An even stronger result than that is actually true for functions of a complex variable.

Identity theorem

Let f be a continuous complex-valued function on a piecewise smooth geometric set S , and assume that f is differentiable on the interior S 0 of S . Suppose { z k } is a sequence of distinct points in S 0 that converges to a point c in S 0 . If f ( z k ) = 0 for every K , then f ( z ) = 0 for every z S .

It follows from [link] that there exists an r > 0 such that f ( z ) = 0 for all z B r ( c ) . Now let w be another point in S 0 , and let us show that f ( w ) must equal 0 . Using part (f) of [link] , let φ : [ a ^ , b ^ ] C be a piecewise smooth curve, joining c to w , that lies entirely in S 0 . Let A be the set of all t [ a ^ , b ^ ] such that f ( φ ( s ) ) = 0 for all s [ a ^ , t ) . We claim first that A is nonempty. Indeed, because φ is continuous, there exists an ϵ > 0 such that | φ ( s ) - c | = | φ ( s ) - φ ( a ^ ) | < r if | s - a ^ | < ϵ . Therefore f ( φ ( s ) ) = 0 for all s [ a ^ , a ^ + ϵ ) , whence, a ^ + ϵ A . Obviously, A is bounded above by b ^ , and we write t 0 for the supremum of A . We wish to show that t 0 = b ^ , whence, since φ is continuous at B ^ , f ( w ) = f ( φ ( b ^ ) ) = f ( φ ( t 0 ) ) = 0 . Suppose, by way of contradiction, that t 0 < b ^ , and write z 0 = φ ( t 0 ) . Now z 0 S 0 , and z 0 = lim φ ( t 0 - 1 / k ) because φ is continuous at t 0 . But f ( φ ( t 0 - 1 / k ) ) = 0 for all k . So, again using [link] , we know that there exists an r ' > 0 such that f ( z ) = 0 for all z B r ' ( z 0 ) . As before, because φ is continuous at t 0 , there exists a δ > 0 such that t 0 + δ < b ^ and | φ ( s ) - φ ( t 0 ) | < r ' if | s - t 0 | < δ . Hence, f ( φ ( s ) ) = 0 for all s ( t 0 - δ , t 0 + δ ) , which implies that t 0 + δ belongs to A . But then t 0 could not be the supremum of A , and therefore we have arrived at a contradiction. Consequently, t 0 = b ^ , and therefore f ( w ) = 0 for all w S 0 . Of course, since every point in S is a limit of points from S 0 , and since f is continuous on S , we see that f ( z ) = 0 for all z S , and the theorem is proved.

The next exercise gives some consequences of the Identity Theorem. Part (b) may appear to be a contrived example,but it will be useful later on.

  1. Suppose f and g are two functions, both continuous on a piecewise smooth geometric set S and both differentiable on its interior. Suppose { z k } is a sequence of elements of S 0 that converges to a point c S 0 , and assume that f ( z k ) = g ( z k ) for all k . Prove that f ( z ) = g ( z ) for all z S .
  2. Suppose f is a nonconstant differentiable function defined on the interior of a piecewise smooth geometric set S . If c S 0 and B ϵ ( c ) S 0 , show that there must exist an 0 < r < ϵ for which f ( c ) f ( z ) for all z on the boundary of the disk B r ( c ) .

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Source:  OpenStax, Analysis of functions of a single variable. OpenStax CNX. Dec 11, 2010 Download for free at http://cnx.org/content/col11249/1.1
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