Cauchy Integral Number 2 (Proof)

In summary, the given conversation discusses proving for the second derivative of a function f(z) that is analytic on and within a simple closed contour C. The proof involves using the first derivative and the ML Theorem, which results in a term going to zero and leaving only the second derivative term. The numerator of the second derivative term is 2!, which comes from the differentiation of the first derivative term.
  • #1
Milky
43
0

Homework Statement


If f(z) is analytic interior to and on a simple closed contour C, then all the derivatives [tex]f^k(z)[/tex] , k=1,2,3... exist in the domain D interior to C, and

[tex]f^k(z)=\frac{k!}{2i\pi}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^{k+1}}[/tex]
Prove for second derivative.

The Attempt at a Solution


For the first derivative, I would start with
[tex]\frac{f(z+h)-f(z)}{h}=\frac{1}{2i\pi}\frac{1}{h}\int_{C}{f(\zeta)(\frac{1}{\zeta-(z+h)}-\frac{1}{\zeta-z})d\zeta[/tex]

=[tex]\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)(\zeta-(z+h)}[/tex]
(HERE, I DON'T UNDERSTAND WHERE THE H DISAPPEARED TO)
=[tex]\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2}+R[/tex]

where R= [tex]\frac{h}{2i\pi}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2(\zeta-z-h)}[/tex]

By the ML Theorem, we end up with the R term, and therefore the whole term going to zero, so that all that is left is:

[tex]\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2}[/tex]

For the second derivative, I would start with
[tex]\frac{f'(z+h)-f'(z)}{h}=\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2(\zeta-z-h)}[/tex]

Again, I get a term R that goes to zero, and am suppose to be left with

[tex]\frac{2}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^3}[/tex]

Where does the two in the numerator come from? I'm confused by the calculations.
 
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  • #2
Milky said:

Homework Statement


If f(z) is analytic interior to and on a simple closed contour C, then all the derivatives [tex]f^k(z)[/tex] , k=1,2,3... exist in the domain D interior to C, and

[tex]f^k(z)=\frac{k!}{2i\pi}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^{k+1}}[/tex]
Prove for second derivative.

The Attempt at a Solution


For the first derivative, I would start with
[tex]\frac{f(z+h)-f(z)}{h}=\frac{1}{2i\pi}\frac{1}{h}\int_{C}{f(\zeta)(\frac{1}{\zeta-(z+h)}-\frac{1}{\zeta-z})d\zeta[/tex]

=[tex]\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)(\zeta-(z+h)}[/tex]
(HERE, I DON'T UNDERSTAND WHERE THE H DISAPPEARED TO)
First, there was no "H" to disappear! You mean, of course, "h", but you need to be careful about that: in general "H" and "h" may be very different things.

What do you get if you actually do the subtraction? What is
[tex]\frac{1}{\zeta-(z+h)}-\frac{1}{\zeta-z}[/tex]

=[tex]\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2}+R[/tex]

where R= [tex]\frac{h}{2i\pi}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2(\zeta-z-h)}[/tex]

By the ML Theorem, we end up with the R term, and therefore the whole term going to zero, so that all that is left is:

[tex]\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2}[/tex]

For the second derivative, I would start with
[tex]\frac{f'(z+h)-f'(z)}{h}=\frac{1}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^2(\zeta-z-h)}[/tex]

Again, I get a term R that goes to zero, and am suppose to be left with

[tex]\frac{2}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^3}[/tex]

Where does the two in the numerator come from? I'm confused by the calculations.
 
  • #3
Oh! Duh... you get

[tex]\frac{h}{\zeta-(z+h)(\zeta-z)}[/tex]

And that h cancels with the 1/h on the outside.
Thanks!

Does anyone see where the 2! in the numerator of
[tex]\frac{2!}{2i\pi}}\int_{C}\frac{f(\zeta)d\zeta}{(\zeta-z)^3}[/tex]
 
Last edited:

1. What is the Cauchy Integral Number 2?

The Cauchy Integral Number 2 is a mathematical formula used in complex analysis to evaluate integrals of complex functions. It is an extension of the Cauchy Integral Theorem, which states that the integral of a complex function around a closed path is equal to the sum of the function's values inside the path.

2. What is the proof of Cauchy Integral Number 2?

The proof of Cauchy Integral Number 2 is based on the Cauchy-Goursat Theorem, which states that if a function is analytic throughout a simply connected region, then its integral along any closed contour within that region is equal to zero. The proof involves using the Cauchy-Riemann equations and the concept of analytic continuation.

3. How is Cauchy Integral Number 2 used in complex analysis?

Cauchy Integral Number 2 is used to evaluate integrals of complex functions, which is an essential tool in complex analysis. It is particularly useful in solving problems involving branch cuts, singularities, and complex contour integration.

4. What are the limitations of Cauchy Integral Number 2?

One limitation of Cauchy Integral Number 2 is that it can only be applied to functions that are analytic within a simply connected region. It also cannot be used to evaluate integrals along paths that cross branch cuts or singularities. Additionally, the proof of Cauchy Integral Number 2 relies on the assumption that the function is infinitely differentiable.

5. Are there any real-world applications of Cauchy Integral Number 2?

Yes, Cauchy Integral Number 2 has several real-world applications in fields such as physics, engineering, and economics. It is used to calculate the work done by a force on a moving particle, to solve problems in fluid mechanics and electromagnetism, and to evaluate integrals in statistical mechanics and quantum field theory.

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