Can an analytic function on the half plane be represented by an integral?

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In summary, the Cauchy integral formula is a powerful mathematical theorem that states an analytic function on a simply connected domain can be represented as a contour integral along a closed curve in the complex plane. It has many applications in complex analysis, engineering, and physics. However, there are limitations to its use, such as only being applicable to simply connected domains and functions without singularities or branch points. The formula is based on the Cauchy-Riemann equations, which are necessary conditions for a function to be analytic.
  • #1
Euge
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Here is this week's POTW:

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Let $f$ be an analytic function on the half plane $\Omega := \{z\in \Bbb C : \operatorname{Im}(z) \ge 0\}$ such that for some $\alpha > 0$ and $M > 0$, $\lvert z^\alpha f(z)\rvert < M$ for all $z\in \Omega$. Prove that $f$ has integral representation

$$f(z) = \frac{1}{2\pi i} \int_{-\infty}^\infty \frac{f(t)}{t - z}\, dt\quad (\operatorname{Im}(z) > 0)$$

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  • #2
This week's problem was solved correctly by Ackbach. You can read his solution below.
Let $W=\{z\in\mathbb{C}:\operatorname{Im}(z)>0\}$ be the strict upper half plane. Since $f$ is analytic on $\Omega,$ it is analytic on $W$. Note that $W$ is an open subset of $\mathbb{C}.$ Let $z\in W$ be arbitrary, and given by $z=x+iy,\; y>0.$ Let $D$ be the closed disk $D=\{w:|w-z|\le y/2\},$ and let $\gamma$ be its boundary, oriented counterclockwise. Note that $D$ is completely contained in $W,$ and hence by the Cauchy Integral Formula we have that
$$f(z)=\frac{1}{2\pi i}\oint_{\gamma}\frac{f(t)}{t-z}. $$
Let $R>0$ such that $R^2>x^2+y^2,$ and consider the contour $\gamma'$ consisting of the straight line segment from $-R$ to $R,$ followed by the half-circle from $R$ back to $-R$ in the upper-half-plane. Because $f$ is analytic on $\Omega,$ and the only singularity of $f(t)/(t-z)$ is at $z,$ it follows from homotopy that
$$\oint_{\gamma}\frac{f(t)}{t-z}=\oint_{\gamma'}\frac{f(t)}{t-z}=\int_{-R}^{R}\frac{f(t)}{t-z}\,dt+\underbrace{\int_{0}^{\pi}\frac{f(Re^{i\theta})}{Re^{i\theta}-z}\,i\,R e^{i\theta}\,d\theta}_{t=Re^{i\theta},\; dt=iRe^{i\theta}\,d\theta}.$$
We examine this second integral, the $d\theta$ integral, and use the $ML$ estimate:
\begin{align*}
\left|\int_{0}^{\pi}\frac{f(Re^{i\theta})}{Re^{i\theta}-z}\,i\,R e^{i\theta}\,d\theta\right|&\le
\int_{0}^{\pi}\left|\frac{f(Re^{i\theta})}{Re^{i\theta}-z}\,i\,R e^{i\theta}\right|d\theta \\
&\le \int_{0}^{\pi}\left|\frac{f(Re^{i\theta})}{Re^{i\theta}-z}\,R\, \right|d\theta \\
&\le \int_{0}^{\pi}\left|\frac{M/R^{\alpha}}{e^{i\theta}-z/R}\, \right|d\theta \\
&\le \int_{0}^{\pi}\frac{M/R^{\alpha}}{1-|z|/R}\,d\theta \\
&=\pi\cdot\frac{M/R^{\alpha}}{1-|z|/R}.
\end{align*}
As $R\to\infty,$ the denominator approaches $1\not=0;$ in fact, we can bound it away from zero in magnitude. The numerator goes to zero as $R\to\infty.$

Hence, we would like to write
$$f(z)=\frac{1}{2\pi i}\lim_{R\to\infty}\int_{-R}^{R}\frac{f(t)}{t-z}\,dt=\frac{1}{2\pi i}\int_{-\infty}^{\infty}\frac{f(t)}{t-z}\,dt.$$
We just need to make sure this integral converges. But this must happen because of our previous formula:
\begin{align*}
\oint_{\gamma}\frac{f(t)}{t-z}&=\int_{-R}^{R}\frac{f(t)}{t-z}\,dt+\int_{0}^{\pi}\frac{f(Re^{i\theta})}{Re^{i\theta}-z}\,i\,R e^{i\theta}\,d\theta \\
\lim_{R\to\infty}\oint_{\gamma}\frac{f(t)}{t-z}&=\lim_{R\to\infty}\int_{-R}^{R}\frac{f(t)}{t-z}\,dt+\lim_{R\to\infty}\int_{0}^{\pi}\frac{f(Re^{i\theta})}{Re^{i\theta}-z}\,i\,R e^{i\theta}\,d\theta \\
\oint_{\gamma}\frac{f(t)}{t-z}&=\lim_{R\to\infty}\int_{-R}^{R}\frac{f(t)}{t-z}\,dt \\
\oint_{\gamma}\frac{f(t)}{t-z}&=\int_{-\infty}^{\infty}\frac{f(t)}{t-z}\,dt,
\end{align*}
and the theorem is proved.
 

Related to Can an analytic function on the half plane be represented by an integral?

1. Can all analytic functions on the half plane be represented by an integral?

No, not all analytic functions on the half plane can be represented by an integral. Only certain classes of analytic functions, such as holomorphic functions, can be represented by an integral.

2. What is an analytic function on the half plane?

An analytic function on the half plane is a function that is defined and differentiable at every point on the half plane. This means that it has a power series expansion at every point on the half plane.

3. How is an analytic function on the half plane represented by an integral?

An analytic function on the half plane can be represented by an integral using the Cauchy Integral Formula, which relates the value of a complex function at a point to its values on a contour surrounding that point.

4. Are there any limitations to representing analytic functions on the half plane by an integral?

Yes, there are some limitations to representing analytic functions on the half plane by an integral. For example, the function must be continuous and differentiable on the contour being integrated over.

5. Can an analytic function on the half plane be represented by an infinite number of integrals?

Yes, an analytic function on the half plane can be represented by an infinite number of integrals. This is because the Cauchy Integral Formula allows for the contour to be chosen in an infinite number of ways, as long as it surrounds the point being evaluated.

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