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On a convex open set the difference quotient is an average of the derivative along the segment
Statement
Let be open and convex (A convex subset of contains every line segment between two of its points) and let be holomorphic. Then for all
the integral being the componentwise integral of a continuous -valued function of (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral). In particular, for ,
while for the displayed integral equals and both sides of the first identity are .
Facts & Assumptions
Given: An open convex , a holomorphic and points ; segments in the plane are those of Complex star-shaped and convex domains are the published Euclidean notions under the identification .
If is a primitive of a continuous on an open set containing the trace of a rectifiable contour and is continuous, then (The line integral of a continuous function admitting a primitive is that primitive's endpoint increment along every rectifiable path, A primitive of a complex function on an open set).
For a piecewise- contour and continuous on its trace, (For piecewise-C1 contours the Riemann–Stieltjes integral agrees with the parametric complex integral and the published real line integrals).
A holomorphic on an open subset of has of class for every natural , hence smooth (Holomorphic functions are real analytic and smooth in their two real coordinates), and every holomorphic function has complex derivatives of every natural order (All higher complex derivatives exist and satisfy Cauchy's integral formula on an interior circle).
A subset is convex when for all and (A convex subset of contains every line segment between two of its points).
Integrals of -valued functions are taken componentwise and are real-linear (The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral); the real integral is linear in the integrand (Integrable functions on form a set closed under sums and scalar multiples, and ).
A function complex differentiable at a point is continuous there (Complex differentiability at a point implies continuity there).
A continuous path differentiable with a continuous derivative on each piece of a partition is rectifiable (A continuous piecewise- path is rectifiable and its length is the sum of the speed integrals over its pieces).
Proof
By [L3] the derivative is again holomorphic on , hence continuous there by [L6], so is a primitive of the continuous with continuous in the sense of [L1].
The map on has values in by [L4], since is convex, and is differentiable with the constant continuous derivative , so it is a piecewise-, hence rectifiable, contour with trace in ([L7]); its endpoints are and .
By [L1] applied to , .
By [L2] applied to , whose derivative is the constant , , and pulling the complex constant out of the componentwise integral is real linearity, so this equals .
Steps 2.1 and 2.2 give ; dividing by when gives the difference-quotient form, and when the integrand is the constant , whose integral over is by [L5], while both sides of the first identity are .
Depends on
- The line integral of a continuous function admitting a primitive is that primitive's endpoint increment along every rectifiable path
- For piecewise-C1 contours the Riemann–Stieltjes integral agrees with the parametric complex integral and the published real line integrals
- Holomorphic functions are real analytic and smooth in their two real coordinates
- All higher complex derivatives exist and satisfy Cauchy's integral formula on an interior circle
- A convex subset of $\mathbb{R}^m$ contains every line segment between two of its points
- Complex star-shaped and convex domains are the published Euclidean notions under the identification $\mathbb C=\mathbb R^2$
- The derivative and the Riemann integral of a vector-valued function: an intrinsic derivative and a componentwise integral
- A primitive of a complex function on an open set
- Complex differentiability at a point implies continuity there
- Integrable functions on $[a,b]$ form a set closed under sums and scalar multiples, and $\int_a^b(\lambda f+\mu g) = \lambda\int_a^b f + \mu\int_a^b g$
- A continuous piecewise-$C^1$ path is rectifiable and its length is the sum of the speed integrals over its pieces
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Sources
- M. Weber, Complex Analysis (Indiana University), Ch. 4 §4.1 (standard reference, not scraped)