Cauchy Integral Formula

lean4-proofcomplex-analysisvisualization
f(w)=12πizc=Rf(z)zwdzf(w) = \frac{1}{2\pi i}\oint_{|z-c|=R} \frac{f(z)}{z - w}\,dz

Statement

Let ff be holomorphic on a closed disk B(c,R)\overline{B}(c, R) and let wB(c,R)w \in B(c, R) be any interior point. Then:

f(w)=12πizc=Rf(z)zwdzf(w) = \frac{1}{2\pi i}\oint_{|z - c| = R} \frac{f(z)}{z - w}\,dz

Equivalently, the smeared form:

12πif(z)zwdz=f(w)\frac{1}{2\pi i}\oint \frac{f(z)}{z - w}\,dz = f(w)

holds whenever ff is holomorphic on the open disk and continuous on the closure.

Visualization

Take f(z)=1f(z) = 1 (constant), c=0c = 0, R=1R = 1, w=0w = 0. The formula predicts:

12πiz=11zdz=1\frac{1}{2\pi i}\oint_{|z|=1}\frac{1}{z}\,dz = 1

Parameterize: z=eiθz = e^{i\theta}, dz=ieiθdθdz = ie^{i\theta}d\theta.

theta:    0       pi/2     pi      3pi/2    2pi
z:        1        i      -1       -i        1
1/z:      1       -i      -1        i        1
z=1dzz=02πieiθeiθdθ=02πidθ=2πi\oint_{|z|=1}\frac{dz}{z} = \int_0^{2\pi}\frac{ie^{i\theta}}{e^{i\theta}}\,d\theta = \int_0^{2\pi}i\,d\theta = 2\pi i

Dividing by 2πi2\pi i gives f(0)=1f(0) = 1. Confirmed.

For f(z)=znf(z) = z^n with n1n \ge 1 and w=0w = 0: the integrand zn/z=zn1z^n/z = z^{n-1} has no residue at 00 when n1n \ge 1, so the integral is 0=f(0)0 = f(0) only when f(0)=0f(0) = 0. For w0w \ne 0 inside the disk, the formula reconstructs wnw^n from boundary values.

Proof Sketch

  1. For ww outside the contour, zf(z)/(zw)z \mapsto f(z)/(z-w) is holomorphic everywhere inside, so the integral vanishes by Cauchy's theorem.
  2. For ww inside, write f(z)zw=f(z)f(w)zw+f(w)zw\frac{f(z)}{z-w} = \frac{f(z) - f(w)}{z-w} + \frac{f(w)}{z-w}.
  3. The first term extends continuously to ww (holomorphicity of ff at ww), so its integral over a small circle around ww tends to 00.
  4. The second term contributes f(w)dzzw=f(w)2πif(w) \cdot \oint \frac{dz}{z-w} = f(w) \cdot 2\pi i.
  5. Deformation of contour (the integral is unchanged when deforming through regions where ff is holomorphic) finishes the proof.

Connections

The formula is the engine behind Liouville's TheoremLiouville's Theoremf:CC entire,  fC    fconstf : \mathbb{C} \to \mathbb{C} \text{ entire},\; |f| \leq C \implies f \equiv \text{const}A bounded entire function on ℂ must be constant — complex differentiability is far more rigid than real differentiabilityRead more → (bounded entire functions are constant) and the Fundamental Theorem of AlgebraFundamental Theorem of Algebradegp1,  pC[z]    z0C:p(z0)=0\deg p \geq 1,\; p \in \mathbb{C}[z] \implies \exists z_0 \in \mathbb{C}: p(z_0) = 0Every non-constant polynomial with complex coefficients has at least one root in ℂRead more → (non-constant polynomials have roots). It also drives Taylor's TheoremTaylor's Theoremf(x)=k=0nf(k)(x0)k!(xx0)k+Rn(x)f(x) = \sum_{k=0}^{n} \frac{f^{(k)}(x_0)}{k!}(x-x_0)^k + R_n(x)Approximate smooth functions by polynomials with explicit error boundsRead more → for complex functions: differentiating under the integral sign yields power series coefficients.

Lean4 Proof

import Mathlib.Analysis.Complex.CauchyIntegral

open Complex MeasureTheory

/-- **Cauchy Integral Formula**: for `f` holomorphic on a closed disk,
    the value at any interior point `w` is recovered from the circle integral.
    Uses `DiffContOnCl.circleIntegral_sub_inv_smul` from Mathlib. -/
theorem cauchy_integral_formula {R : } {c w : } {f :   }
    (hf : DiffContOnCl  f (Metric.ball c R))
    (hw : w  Metric.ball c R) :
    ((2 * Real.pi * Complex.I)⁻¹ • ∮ z in C(c, R), (z - w)⁻¹ • f z) = f w :=
  hf.two_pi_i_inv_smul_circleIntegral_sub_inv_smul hw