Let \(C\) be the unit circle centered at the origin. Cauchy’s integral formula implies that \[ f(z)=\frac {1}{2\pi i}\oint _C \frac {f(\xi )}{\xi -z}\,d\xi ,\qquad |z|<1. \]
- Perform the change of variables \(\xi =e^{i\theta }\) to show that \[ f(z)=\frac {1}{2\pi }\int _0^{2\pi }\frac {f(\xi )\xi }{\xi -z}\,d\theta , \] where \(z\) lies inside the unit circle. Explain why \[ 0=\frac {1}{2\pi }\int _0^{2\pi }\frac {f(\xi )\xi }{\xi -1/\bar {z}}\,d\theta . \]
- Using the fact that \(\xi =1/\bar {\xi }\) on the unit circle, show that \[ f(z)=\frac {1}{2\pi }\int _0^{2\pi } f(\xi ) \left (\frac {\xi }{\xi -z}\pm \frac {\bar {z}}{\bar {\xi }-\bar {z}}\right )\,d\theta . \]
- Taking the plus sign in part (b), deduce the Poisson formula for the real part \(u(r,\phi )\) of \(f(z)\) with \(z=re^{i\phi }\): \[ u(r,\phi )=\frac {1}{2\pi }\int _0^{2\pi } \frac {1-r^2}{1-2r\cos (\phi -\theta )+r^2}u(1,\theta )\,d\theta . \] This shows that the real part of \(f(z)\) on the unit circle determines the real part of \(f(z)\) everywhere inside the unit circle.