Complex differentiability replaces a real limit by a complex one, a small change in the definition that is enormously stronger. The difference quotient must converge as the increment approaches zero from every direction in the plane, and this forces a rigidity with no real analogue, that a function differentiable once is differentiable infinitely often and equals its own power series. The source of the rigidity is a closed contour integral that always vanishes, and from it the value of a function inside a region is determined by its values on the boundary. This post proves that chain of results, the Cauchy-Riemann equations, Goursat's theorem, and the Cauchy integral formula, building on the real differentiation and integration of the analysis track [1], [2].
#Holomorphic functions
A function on an open set is holomorphic at when
exists as a complex limit, . It is holomorphic on when holomorphic at every point, and entire when .
Writing in real and imaginary parts and , the limit must agree whether is real or imaginary, and that single demand couples the partials.
If is holomorphic, then the Cauchy-Riemann equations and hold, and .
Take real in Equation (1). The limit is the partial in , . Take with real. Then , the partial in divided by . The two expressions for must agree, so , and matching real and imaginary parts gives and .
The Cauchy-Riemann equations say the gradient of is the gradient of rotated by a right angle, the geometric fact behind conformality where the derivative is nonzero. Their deeper consequence is the vanishing of contour integrals.
#Goursat's theorem
A contour integral of a continuous along a piecewise smooth path is the Riemann integral , and it is bounded by the length of times the maximum of . The key fact is that it vanishes around the boundary of a triangle.
If is holomorphic on an open set containing a solid triangle , then .
Let . Join the midpoints of the sides to split into four congruent sub-triangles. Summing their boundary integrals, the interior edges are traversed twice in opposite directions and cancel, so is the sum of the four, and at least one sub-triangle has . Repeating produces nested triangles with , while the diameter and perimeter halve, and . The nested compact triangles with shrinking diameter intersect in a single point by completeness. Holomorphy at writes
Here for and ; the definition of makes continuous at , and elsewhere it is continuous as a quotient with nonvanishing denominator, so is a continuous integrand on . The first two terms have the primitive , so they integrate to around the closed by the fundamental theorem for contour integrals. Hence . Since lies in every closed , any has , so the integrand is bounded by and the integral in modulus by , where . Given , holomorphy gives with for , and forces inside that ball for large , so . Combining with the lower bound, , so , forcing .
On a convex (or star-shaped) open set Goursat gives more. Fixing a base point and setting along the straight segment, Goursat on the triangle gives , so has a primitive there and for every closed by the fundamental theorem for contour integrals. This is the form of Cauchy's theorem used below; a general region is handled by covering it with finitely many such convex pieces. The vanishing of the integral is what makes a holomorphic function recoverable from a boundary.
#The Cauchy integral formula
If is holomorphic on an open set containing the closed disk of radius about , then for the positively oriented circle ,
The integrand is holomorphic on the disk except at , so cutting the annulus between and a small circle of radius about along a keyhole slit splits it into convex pieces on each of which the integrand is holomorphic. Applying Cauchy's theorem piece by piece, the two slit traversals cancel as the slit width tends to , and the integral over equals the integral over . Split it,
Parametrising gives . The second integral has integrand bounded by over a circle of length , hence by , which tends to as by continuity of . So the left side is , independent of , and equals the integral over , giving Equation (3).
The formula yields at once infinite differentiability, analyticity, and the Cauchy estimates. The same keyhole argument applied to , holomorphic off , gives the off-center form for every with , and the consequences follow from this. Differentiate in through the difference quotient,
For the kernel is bounded on by and converges uniformly there to as , so the limit passes inside the integral, giving . The same estimate with induct on , so has derivatives of every order, given by . For on and expand the kernel, , where is constant on , so the series converges uniformly in and may be integrated term by term, giving . Thus equals its Taylor series on every disk in , so holomorphic functions are analytic. The integral bounds the derivatives by the Cauchy estimate with , and from it the rigidity of entire functions follows.
A bounded entire function is constant.
If everywhere, the Cauchy estimate for the first derivative on a circle of radius about any gives . Since is entire the estimate holds for every , and letting gives . As was arbitrary, , so is constant.
Liouville's theorem is the one-line proof of the fundamental theorem of algebra, since a nonvanishing polynomial would make a bounded entire function and hence constant. These rigidity phenomena, the maximum modulus principle, determination by boundary values, and the identity theorem, all flow from the vanishing contour integral of Goursat's theorem. The residue calculus of the next post turns that same vanishing into a method for evaluating integrals that real methods cannot reach, including the inversion integral of a characteristic function.