Complex Analysis/Goursat's Lemma (Details)

Goursat's Lemma, also known as the Goursat's Theorem, is a theorem in Complex analysis. Goursat's lemma is a precursor to the Cauchy's integral theorem and is often used in its proof. It plays an important role in the development of complex analysis. Remarkably, the lemma only requires Complex differentiability but not continuous differentiability. The lemma was proved in its rectangular form by Édouard Goursat (18581936) and published in 1884. The triangular form commonly used today was introduced by Alfred Pringsheim.

Goursat's Lemma

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Given the following assumptions:

  • (P1) Let   be an open subset,
  • (P2) Let   be three non-collinear points that define the triangle
 
  • (P3) Let   be a holomorphic function,
  • (P4) Let   be the closed path over the triangle edge of   with starting point  ,

then the following statements hold:

  • (C1)  

Proof

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Integration path along the triangle boundary
 
Subdivision of the outer paths and insertion of additional paths between the midpoints of the sides, which cancel out in the line integral due to the reversed direction of the integration path, resulting in a sum of 0 and leaving the total integral unchanged.
 
Inductive definition of the paths. The subtriangles are similar to the original triangle. By using the midpoints of the sides, the perimeter of a triangle   is halved with each step to  .

(S1) We define a sequence of triangular paths recursively as  .

Proof part 1: Definition of the triangle paths

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  • (S2) (DEF) For   let the closed triangle path   be defined as:
 

Furthermore, let   be already defined. We define   inductively.

Justification: (P4,UT)
  • (S3) (DEF) Definition: Triangle path  ,
Justification: (S3,S4,S5)
  • (S4) (DEF) Definition: Triangle path  ,
  • (S5) (DEF) Definition: Triangle path  ,
  • (S6) (DEF) Definition: Triangle path  
  • (S7) (DEF) Let   be the smallest index with   and  

Proof part 2: Estimates

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  • (S8)    
  • (S9)     for all  
Justification: (S7,WG4,DU)
  • (S10)    

Proof part 3: Diameter of the sub-triangles

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  • (S11) The nested definition of the sub-triangles yields for all  :   and
 
  • (S12)     and  

Proof part 4: Use of holomorphism (P3)

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  • (S13) We use the holomorphism of   in   for further steps with
  and  
Justification: (P3)
  • (S14)   The function   with   has a primitive  
Justification: since   is a polynomial of degree 1.
  • (S15)   The path integral over the closed paths   of the function   is thus  
Justification: (SF)
  • (S16)   For the path integral over the closed paths   of the function   we have  

Proof part 4: Estimate of the remainder term  

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  • (S17)   With   we have: For all   there exists a  
 
Justification:  - -criterion applied to   and continuity of   in  
  • (S18)   For all   there exists a  :  
 
Justification: (S2)
  • (S20) From the condition   there exists for all   an   with   for all  .
  • (S21)     for all   and all  
Justification: The factor   arises from the continued halving of the sides of the triangles  
  • (S22) This implies:
 
  for all  
Justification: (S19,LIW,IAL)
  • (C1)    


Abbreviations for justifications

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  • (DU)  
  • (DI) Definition: Let   be a set  
  • (WE) Definition (Path): Let   be a subset and   with  . A path   in   is a continuous mapping  .
  • (SPU) Definition (Trace): Let   be a path in  . The trace of   is defined as:  .
  • (WZ) Definition (Path-connected): Let   be a subset.   is called path-connected if there exists a path   in   with  ,   and  .
  • (GE) Definition (Domain): A subset   is called a domain if (1)   is open, (2)   and (3)   is path-connected.
  • (WG1) Definition (Smooth path): A path   is smooth if it is continuously differentiable.
  • (UT) Definition (Subdivision): Let   be an interval,   and  .   is called a subdivision of  .
  • (WG2) Definition (Path subdivision): Let   be a path in  ,  ,   a subdivision of  ,   for all   a path in  .   is called a path subdivision of   if   and  .
  • (WG3) Definition (Piecewise smooth path): A path   is piecewise smooth if there exists a path subdivision   of   consisting of smooth paths   for all  .
  • (WG4) Definition (Path integral): Let   be a continuous function and   a smooth path, then the path integral is defined as:  . If   is only piecewise smooth with respect to a path subdivision  , then we define  .
  • (SF) Theorem (Primitive with closed paths): If a continuous function   has a primitive  , then for a piecewise smooth path   we have  .
  • (LIW) Length of the integration path: Let   be a smooth path, then the   is defined as:
 .
If   is a general integration path with the path subdivision   of smooth paths  , then   is defined as the sum of the lengths of the smooth paths  , i.e.:
 
  • (IAL) Integral estimate over the length of the integration path: Let   be an integration path on the domain  , then for a continuous function   on   we have the estimate:
 

Literature

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  • Eberhard Freitag & Rolf Busam: Funktionentheorie 1, Springer-Verlag, Berlin

See also

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