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Let $f$ be continuous in $B(z_0 ; R)$ and analytic in $B(z_0 ; R) \setminus \{a\}$ for some $a \in B(z_0 ; R)$. Then $\int_{\gamma} f(z)\ dz =0$ for every closed contour $\gamma$ in $B(z_0 ; R)$.

I find lots of difficulty to prove the above result. Please help me in proving it.

Thank you in advance.

EDIT $:$

Before proving the result we have to first prove a lemma.

Lemma $:$

If $f$ is analytic in a region $G$ except at only one point then for any triangle $T$ in $G$ $$\int_{\partial T} f(z)\ dz = 0.$$

Proof $:$

If all the vertices of $T$ are in $G \setminus \{a\}$ then we directly apply Cauchy-Goursat to have $$\int_{\partial T} f(z)\ dz = 0.$$ Othewise one of the vertices of $T$ should be $a$. Then we divide the triangle into $4^n=(2^n)^2$ smaller triangles by adjoining the midpoints then $$\int_{\partial T} f(z)\ dz = \sum_{j=1}^{2^n} {\sum_{k=1}^{2^n} \int_{\partial T_{jk}} f(z)\ dz}$$ since the dividing segments cancel in pairs. Now if $T_{jk}$ doesn't contain $a$ then by Cauchy-Goursat theorem $$\int_{\partial T_{jk}} f(z)\ dz = 0.$$ Otherwise by M-L inequality we have $$\left | \int_{\partial T_{jk}} f(z)\ dz \right | \leq \frac {ML(\partial T)} {2^n}.$$ Where $M = \underset {z \in \partial T} {\sup} f(z)$.Now in $4^n$ subdivision $a$ can be on atmost $6$ triangles as one of their vertex.So we have $$\int_{\partial T} f(z)\ dz = \sum_{a\ is\ a\ vertex\ of\ T_{jk}} \int_{\partial T_{jk}} f(z)\ dz \leq \frac {6ML(\partial T)} {2^n} \rightarrow 0$$ as $n \rightarrow \infty$.

Hence the result follows.

Now let us prove the required result with the help of the above lemma.

Let $B=B(z_0;R)$.Here $a \in B$. Then since $B$ is convex so for any $z \in B$ the line segment $[a,z]$ is lying in $B$. Let us consider a function $F$ on $B$ defined by $$F(z) = \int_{[a,z]} f(\zeta)\ d{\zeta},$$ $z \in B$. Then take any $z \in B \setminus \{a\}$ and a $h \in \mathbb C$ with $|h|$ sufficiently small such that ${\bar B} (z;|h|) \subset B$ and hence $[z,z+h] \subset B$. Let us consider the triangle $T=[z,a,z+h]$. Since $B$ is open and $f$ is analytic in $B$ except at only one point $a$ so by the previous lemma we can deduce that $$F(z+h) - F(z) = \int_{[z,z+h]} f(\zeta)\ d{\zeta}.$$ From here it is not very tough to deduce that $F'(z) = f(z)$ for all $z \in B$ by the continuity of $f$.Now Fundamental theorem of contour integration completes the proof.

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    What do you know about complex contour integrals? We can't do this without at least one or two theorems, and I have no idea which ones you know and which ones you are supposed to know. – Arthur Sep 01 '17 at 06:12
  • If $\gamma$ is composed of finite number of smooth curves $\gamma_1, \gamma_2, \cdots , \gamma_n$ i.e. If $\gamma = \gamma_1 + \gamma_2 + \cdots + \gamma_n$ where $[t_{j-1} , t_j]$ is the parametric interval of the smooth curve $\gamma_j$ for $1 \leq j \leq n$ then

    $$\int_{\gamma} f(z)\ dz = \sum_{i=1}^{n} \int_{t_{k-1}}^{t_k} f \circ \gamma_k (t) {\gamma_k}' (t)\ dt.$$

    – Arnab Chattopadhyay. Sep 01 '17 at 06:24
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    OK, that's of great help if you have a concrete function and you want to integrate it. However, it's not so useful for general theory. Do you have any others? Something about closed contours, perhaps? – Arthur Sep 01 '17 at 06:26
  • Actually I know if $f$ has a primitive in it's domain then $\int_{\gamma} f(z)\ dz = 0$ for any closed contour $\gamma$ in the domain of $f$. Isn't it @Arthur? – Arnab Chattopadhyay. Sep 01 '17 at 06:29
  • In my above comment $f$ should be at least continuous in it's domain or at least $f \circ \gamma$ is Riemann integrable over the parametric interval of $\gamma$. – Arnab Chattopadhyay. Sep 01 '17 at 06:34
  • That's right. And a function which is analytic / entire / holomorphic on a disc has a primitive. However, this function isn't necessarily analytic on a disc, it is continuous on a disc and analytic on that disc minus a point. This exercise then consists of showing that it is indeed analytic on the whole disc after all. – Arthur Sep 01 '17 at 06:36
  • Yeah @Arthur that's the point I am looking for. But I can't prove it inspite of my effort. Would you please help me in this regard? – Arnab Chattopadhyay. Sep 01 '17 at 06:39
  • your latest edit does not quite work. The argument you give would equally well imply that $1/z$ had a primitive, which it doesn't. Your set $B'$ is not convex. – H. H. Rugh Sep 01 '17 at 09:18
  • Thanks for giving me your valuable suggestion.Would you please give me some suggestion to overcome such mistakes or a complete solution of my question.That will really help me a lot. – Arnab Chattopadhyay. Sep 01 '17 at 09:32
  • Proving the Cauchy integral theorem for analytic functions is not hard. Otherwise, for some $r \in (0,R)$ can write the Fourier series $f(r e^{it}) = \sum_{n=-\infty}^\infty a_n e^{int}$. But the LHS is analytic in $t, |r e^{it}| \in (0,R)$ thus so is the RHS and hence $ \displaystyle f(z) = \sum_{n = -\infty}^\infty a_n (z/r)^n $. Thus $\int_{ |z| = b} f(z)dz = \lim_{c \to 0}\int_{|z| = c}f(z)dz = 0$ as $f$ is bounded around $z = 0$ – reuns Sep 01 '17 at 20:07

2 Answers2

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If you are to prove it from scratch then you could e.g. first show that the value of the integral along $\partial B(a;r)$ does not depend upon $0<r<\delta=R-|a-z_0|$, i.e. that for two different values of $r$ the difference is zero (note that the two circles bounds an annulus).

Then let $r\rightarrow 0$ and show that the value is zero.

Now, use this to show that the integral around the boundary of any triangle in $B(z_0,R)$ (possibly including $a$) is zero, and you may use your own argument to construct a primitive of $f$.

H. H. Rugh
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$f$ has an isolated singularity at $a$. Since $f$ is continuous at $a$, $f$ has a removable singularity at $a$ (Riemann !). Hence $f$ is analytic on $B(z_0 ; R)$.

Fred
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  • But contour integration is in the preceeding chapter of singularity. That means the theorems of contour integration are enough to answer this question. I am looking forward that kind of answer. – Arnab Chattopadhyay. Sep 01 '17 at 07:13
  • @Fred Proving the Riemann theorem on removable singularities is exactly what the OP's question is about.. – reuns Sep 01 '17 at 19:57