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j=1
_
S
j
f(z) dz .
To evaluate each integral along S
j
, we write
f(z) = f(z
j
) + (z z
j
)f
(z
j
) + (z z
j
)R
j
(z) ,
where z
j
is the center of the square S
j
and
R
j
(z) =
f(z) f(z
j
)
z z
j
f
(z
j
) .
Now a direct integration yields
_
S
j
dz = 0 ,
_
S
j
(z z
j
) dz = 0 .
This easily seen using a parametrization z(t), t [a, b] for the square S
j
with
z(a) = z(b) since a square is a closed contour. Then
_
S
j
dz =
_
b
a
z
(t)dt = [z(t)]
b
a
= 0 ,
and
_
S
j
(z z
j
) dz =
_
b
a
(z(t) z
j
)z
(t)dt =
_
(z(t) z
j
)
2
2
_
b
a
= 0 .
So we are left with
_
S
j
f(z) dz =
_
S
j
(z z
j
)R
j
(z) dz .
Therefore,
|
_
C
f(z) dz|
n
j=1
|
_
S
j
f(z) dz|
j=1
|
_
S
j
(z z
j
)R
j
(z) dz|
j=1
_
S
j
|z z
j
| |R
j
(z)| |dz|
Now, remember that f is analytic in R so it is dierentiable at z
j
. Thus we
get
lim
zz
j
R
j
(z) = 0
In particular, by rening the mesh suciently, we can always make |R
j
(z)|
smaller than a given > 0 when z is running along S
j
. Also, since z
j
is
the centre of the (possibly partial) square S
j
and z is running along S
j
, we
deduce that |z z
j
|
_
A
j
2
from Pythagoreas theorem, where A
j
is the area
of the square S
j
. At this point, we have
|
_
C
f(z) dz|
n
j=1
_
A
j
2
_
S
j
|dz|
For each interior (complete) square, the remaining integral is just the perime-
ter of the square, that is 4
_
A
j
. For partial squares, the remaining integral
is also their perimeter and it is always less than the perimeter of a complete
square plus the length of the portion of the contour C in the partial square
S
j
, denoted L
j
. Collecting everything and calling A the total area of the
square mesh inside C and L the length of the contour C, we get
|
_
C
f(z) dz|
_
2
2A +
_
A
2
L
_
,
where the second term in the sum has been obtained by noting that
_
A
j
<
A for all partial squares. The term in brackets is a xed nite quantity
and can be made arbitrarily small so we get the desired result
_
C
f(z) dz = 0 .