Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-2-course-of-the-university-of-oxford/2006/analysis/5/solution

Choose a small positively oriented circle about inside the given region. Cauchy's theorem on the region between the two contours gives
Continuity makes the last integrand converge uniformly to as . Its limit is , proving the Cauchy integral formula.
The same formula holds with an interior point near . Subtract its value at and divide by :
The contour is a positive distance from , so the integrands converge uniformly as . Passing to the limit gives the differentiated formula
On the unit circle, and , proving the requested identity. Hence the requested integral is
The first integral is . For the second use
The differentiated formula applied to the constant function gives ; the remaining two terms integrate to . Therefore

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