Cauchy Integral Formula
Cauchy integral formula
Theorem: Let $\Gamma$ be a simple closed positively oriented contour. If $f$ is analytic in some simply connected domain $D$ contain $\Gamma$, and $z_0$ is any point inside $\Gamma$, then \(f(z_0)= \frac{ 1 }{2\pi i }\int _\Gamma \frac{ f(z) }{ z-z_0 }dz\)
Proof: For sufficiently small $r>0$, $\gamma :\vert z-z_0 \vert =r,$ positively oriented lies inside $\Gamma,$ then by deformation theorem, we have
\[\int _\Gamma \frac{ f(z) }{ z-z_0 }=\int_\gamma \frac{ f(z) }{ z-z_0 }dz\]Now,
\begin{align}
\int \gamma \frac{ f(z) }{ z-z_0 } dz
&=\int _\gamma \frac{f(z)-f(z_0) + f(z_0)}{ z-z_0 } dz
&=\int _\gamma \frac{ f(z) }{ z-z_0 }dz+ \int\gamma \frac{f(z)-f(z_0) }{ z-z_0 } dz
&= f(z_0) \cdot 2\pi i + \int _\gamma \frac{ f(z)-f(z_0) }{ z-z_0 }dz
\end{align}
In order to find the second integral, consider the following expression,
\[\left \vert \frac{ f(z)-f(z_0 ) }{ z-z_0 } \right \vert = \frac{ \vert f(z)-f(z_0 )\vert}{ r }\leq \frac{ M_r }{ r }\]Using the above inequality, the integral will be
\begin{align}
\left \vert \int_\gamma \frac{ f(z)-f(z_0 ) }{ z-z_0 } \right \vert
&\leq \frac{ M_r }{ r } \int_\gamma \vert dz \vert
&= \frac{ M_r }{ r } \ell(\gamma)
&= \frac{ M_r }{ \cancel{r} }\cdot 2\pi \cancel{r}
&= 2\pi \cdot M_r
\end{align}
But $f$ is continuous at $z_0$, hence taking the limit $r\to 0$, we get
\[\lim_{r \to 0} \vert f(z) - f(z_0) \vert = \lim_{r \to 0} M_r = 0,\]By deformation we can make this $r$ arbitralily small, hence taking the limit $r\to 0$, we have
\[\require{cancel} \begin{align} \lim_{r\to 0}\left \vert \int_\gamma \frac{ f(z)-f(z_0 ) }{ z-z_0 } \right \vert &\leq \lim_{r\to 0} 2\pi M_r = 0 \end{align}\]Hence the given integral will be,
\[\begin{align} \int _\Gamma \frac{ f(z) }{ z-z_0 } dz &= f(z_0) \cdot 2\pi i \\ f(z_0) &= \frac{ 1 }{ 2\pi i } \int _\Gamma \frac{ f(z) }{ z-z_0 } dz \end{align}\]Credits: Pinku Kumar