1
I
dz = 2πiδn,1 , (7.2)
C (z − z0 )n
' $
•i
•iα
γ
•i
β
& → %
C
and since each small contour integral gives 2πi times the reside of the single
pole interior to that contour, we have established the residue theorem: If f be
analytic on and within a contour C except for a number of poles within,
I X
f (z) dz = 2πi residues, (7.7)
C poles within C
where the sum is carried out over all the poles contained within C.
This result is very usefully employed in evaluating definite integrals, as the
following examples show.
7.1 Example 1
Consider the following integral over an angle:
Z 2π
dθ
I= , 0 < p < 1. (7.8)
0 1 − 2p cos θ + p2
Let us introduce a complex variable according to
z = eiθ , dz = ieiθ dθ = iz dθ, (7.9)
so that
1 1
cos θ = z+ . (7.10)
2 z
Therefore, we can rewrite the angular integral as an integral around a closed
contour C which is a unit circle about the origin:
dz 1
I
I = 1
2
C iz 1 − p z + z + p
7.2. A FORMULA FOR THE RESIDUE 65 Version of October 25, 2006
dz 1
I
= 2 2
C i z − p(z + 1) + p z
1 1
I
= dz . (7.11)
i C (1 − pz)(z − p)
The integrand exhibits two poles, one at z = 1/p > 1 and one at z = p < 1.
Only the latter is inside the contour C, so since
1 1 1 p 1
= + , (7.12)
1 − pz z − p z − p 1 − pz 1 − p2
Note that we could have obtained the residue without partial fractioning by
evaluating the coefficient of 1/(z − p) at z = p:
1 1
= . (7.14)
1 − pz z=p
1 − p2
dm−1
1 m
a−1 = [(z − z 0 ) f (z)] . (7.15)
(m − 1)! dz m−1
z=z0
7.3 Example 2
This time we consider an integral along the real line,
∞ R
1 1
Z Z
I= dx = lim dx , (7.16)
−∞ (x2 + 1)3 R→∞ −R (x2 + 1)3
where we have made explicit the meaning of the upper and lower limits. We
relate this to a contour integral as sketched in Fig. 7.2. Thus we have
R
dz dx dz
I Z Z
= + , (7.17)
C (z 2 + 1)3 −R (x2 + 1)3 Γ (z 2 + 1)3
66 Version of October 25, 2006CHAPTER 7. THE CALCULUS OF RESIDUES
@
I
@
R@
@
@ • i Γ
@ →
−R R
• −i
Figure 7.2: The closed contour C consists of the portion of the real axis between
−R and R, and the semicircle Γ of radius R in the upper half plane. Also shown
in the figure are the location of the poles of the integrand in Eq. (7.17).
where Γρ is a semicircle of radius ρ above the real axis with center at the origin.
(Cf. Fig. 7.2.)
Proof: Putting in polar coordinates,
Z Z π
iαz
eiα(ρ cos θ+iρ sin θ) f ρeiθ ρeiθ i dθ.
e f (z) dz = (7.23)
Γρ 0
may be made as small as we like by merely choosing ρ large enough (so ε → 0).
QED.
7.5 Example 3
Consider the integral
∞
cos x
Z
I= dx. (7.28)
0 x2+ a2
The associated contour integral is
Z R
eiz eix eiz
I Z
2 2
dz = 2 2
dx + 2 2
dz, (7.29)
C z +a −R x + a Γ z +a
pole inside the contour C is at ia.) The second integral on the right-hand side
vanishes as R → ∞ by Jordan’s lemma. (Note carefully that this would not be
true if we replace eiz by cos z in the above.) Because only the even part of eix
survives symmetric integration,
1 ∞ eix 1 eiz
Z I
I = dx = dz
2 −∞ x2 + a2 2 C z 2 + a2
1 1 i(ia) π −a
= 2πi e = e . (7.30)
2 2ia 2a
(Note that if C were closed in the lower half plane, the contribution from the
infinite semicircle would not vanish. Why?)
For simplicity, suppose f (z) has a simple pole at only one point on the real axis,
a−1
f (z) = φ(z) + , (7.32)
z − x0
where φ(z) is analytic on the entire real axis. Then we define the (Cauchy)
principal value of the integral as
!
Z ∞ Z x0 −δ Z ∞
P f (x) dx = lim f (x) dx + f (x) dx , (7.33)
−∞ δ→0+ −∞ x0 +δ
where Γ is the “infinite” semicircle in the upper half plane. Then the integral
around the closed contour shown in the figure is
I Z ∞
f (z) dz = P f (x) dx − iπa−1 , (7.35)
C −∞
7.6. CAUCHY PRINCIPAL VALUE 69 Version of October 25, 2006
←
• →
x0
Figure 7.3: Contour which avoids the singularity along the real axis by passing
above the pole.
←
Γ
x0
• →
Figure 7.4: Contour which avoids the singularity along the real axis by passing
below the pole.
where the second term comes from an explicit calculation in which the simple
pole is half encircled in a negative sense (giving −1/2 the result if the pole
were fully encircled in the positive sense). On the other hand, from the residue
theorem, I X
f (z) dz = 2πi (residues), (7.36)
C poles ∈ UHP
where UHP stands for upper half plane. Alternatively, we could consider a
differently deformed contour, shown in Fig. 7.4. Now we have
I Z ∞
f (z) dz = P f (x) dx + iπa−1
C −∞
X
= 2πi (residues) + a−1 , (7.37)
poles ∈ UHP
so in either case
Z ∞ X
P f (x) dx = 2πi (residues) + πia−1 , (7.38)
−∞ poles ∈ UHP
where the sum is over the residues of the poles above the real axis, and a−1 is
the residue of the simple pole on the real axis.
70 Version of October 25, 2006CHAPTER 7. THE CALCULUS OF RESIDUES
• − k + iǫ Γ
→
−R
•k − iǫ R
Figure 7.5: The closed contour C for the integral in Eq. (7.41).
7.7 Example 4
Consider the integral
∞
eiqx
Z
I= dq, x > 0, (7.40)
−∞ q2 − k 2 + iǫ
which is important in quantum mechanics. We can replace this integral by the
contour integral
eiqx
I
2 2
dq, x > 0, (7.41)
C q − k + iǫ
where the closed contour C is shown in Fig. 7.5. The integral over the “infinite”
semicircle Γ is zero according to Jordan’s lemma. √ By redefining ǫ, but not
changing its sign, we write the integral as (k = + k 2 )
eiqx
1 1
I
eiqx = 2πi
I= dq
C q − (k − iǫ) q + (k − iǫ) q − (k − iǫ) q=−(k−iǫ)
πi −ikx
= − e , (7.42)
k
in the end taking ǫ → 0.
7.8 Example 5
We will consider two ways of evaluating
Z ∞
dx
I= . (7.43)
0 1 + x3
7.8. EXAMPLE 5 71 Version of October 25, 2006
Figure 7.6: Contour C used in the evaluation of the integral (7.44). Shown
also is the branch line of the logarithm along the +z axis, and the poles of the
integrand.
The integrand is not even, so we cannot extend the lower limit to −∞. How
can contour methods be applied?
7.8.1 Method 1
Consider the related integral
log z
I
dz, (7.44)
C 1 + z3
over the contour shown in Fig. 7.6. Here we have chosen the branch line of the
logarithm to lie along the +z axis; the discontinuity across it is
The integral over the large circle is zero, as is the integral over the little circle:
Z 2π
log ρeiθ
lim ρeiθ i dθ = 0. (7.46)
ρ→∞,0 0 1 + ρ2 e3iθ
Therefore,
1 log z
I
I =− dz
2πi C 1 + z3
X
=− (residues). (7.47)
poles inside C
72 Version of October 25, 2006CHAPTER 7. THE CALCULUS OF RESIDUES
To find the sum of the residues, we note that the poles occur at the three cube
roots of −1, namely, eiπ/3 , eiπ , and e5iπ/3 , so
X
iπ/3 1 1
(residues) = log e
eiπ/3 − eiπ eiπ/3 − ei5π/3
iπ 1 1
+ log e
eiπ − eiπ/3 eiπ − ei5π/3
5iπ/3 1 1
+ log e
e5iπ/3 − eiπ/3 e5iπ/3 − eiπ
π 1 1
= i √ √ √
3 1+ 3i + 1 1+ 3i
− 1− 3i
2 2 2
1 1
+ iπ √ √
1+ 3i 1− 3i
−1 − 2 −1 − 2
i5π 1 1
+ √ √ √
3 1− 3i − 1+ 3i 1− 3i
+1
2 2 2
iπ 1 2 4 i5π −1 2
= √ √ + iπ + √ √
3 3i 3 + 3i 9+3 3 3i 3 − 3i
√ √
π 2 10
= √ (3 − 3i) + 4i − √ (3 + 3i)
12 3 3 3 3
2π
= − √ , (7.48)
3 3
or
2π
I= √ . (7.49)
3 3
7.8.2 Method 2
An alternative method which is simpler algebraically is the following. Consider
dz
I
3+1
, (7.50)
C z
where the contour C is shown in Fig. 7.7. The integral over the arc of the circle
at “infinity,” C2 , evidently vanishes as the radius of that circle goes to infinity.
The integral over C1 is the integral I. The integral over C3 is
Z 0
dz d(xe2iπ/3 )
Z
3
= 2iπ/3 )3 + 1
= −e2iπ/3 I, (7.51)
C3 z + 1 ∞ (xe
3
since e2iπ/3 = 1. Thus
dz π
I
3
= I 1 − e2πi/3 = −Ieiπ/3 2i sin . (7.52)
C z + 1 3
7.9. EXAMPLE 6 73 Version of October 25, 2006
C2
C3 2π/3
C1
7.9 Example 6
Consider ∞
xµ−1
Z
I= dx, 0 < µ < 1. (7.56)
0 1+x
We may use the contour integral
Z ∞ Z ∞
(−z)µ−1 xµ−1 dx xµ−1 dx
I
dz = e−iπ(µ−1) − eiπ(µ−1) , (7.57)
C 1+z 0 1+x 0 1+x
where C is the same contour shown in Fig. 7.6, and because µ is between zero
and one it is easily seen that the large circle at infinity and the small circle
about the origin both give vanishing contributions. The pole now is at z = −1,
so
(−z)µ−1 dz
I
= 2πi, (7.58)
C 1+z
where the phase is measured from the negative real z axis. Thus
2πi = e−iπ(µ−1) − eiπ(µ−1) I = 2iI sin πµ, (7.59)
74 Version of October 25, 2006CHAPTER 7. THE CALCULUS OF RESIDUES
y 6
− 21 x
1
−R 2 R
Figure 7.8: Contour C used in integral K, Eq. (7.62). Here the two lines making
an angle of π/4 with respect to the real axis are closed with vertical lines at
x = ±R, where we will take the limit R → ∞.
or
π
I= . (7.60)
sin πµ
7.10 Example 7
Here we demonstrate a method of evaluating the Gaussian integral,
Z ∞
2
J= e−x dx. (7.61)
−∞
where C is the contour shown in Fig. 7.8. The equation for the two lines making
angles of π/4 with respect to the real axis are
1
z = ± + ρeiπ/4 , (7.63)
2
so
1
z2 = ± ρeiπ/4 + iρ2 . (7.64)
4
7.11. EXAMPLE 8 75 Version of October 25, 2006
Within the contour the only pole of csc πz is at z = 0, which has residue 1/π,
so by the residue theorem
1
K = 2πi = 2i. (7.65)
π
Directly, however,
Z ∞
iπ/4 2 iπ/4 1 iπ/4 1
K = e dρ exp iπ iρ + ρe + csc π ρe +
−∞ 4 2
Z ∞
iπ/4 2 iπ/4 1 iπ/4 1
− e dρ exp iπ iρ − ρe + csc π ρe − ,(7.66)
−∞ 4 2
so comparing with Eq. (7.65) we have for the Gaussian integral (7.61)
√
J = π. (7.69)
7.11 Example 8
Our final example is the integral
∞
x dx
Z
I= . (7.70)
0 1 − ex
If we make the substitution ex = t, this is the same as
Z ∞ Z ∞
log t dt 1 1
I= = dt log t + . (7.71)
1 1−t t 1 t 1−t
log2 z
I
K= dz , (7.77)
C 1−z
where again C is the contour shown in Fig. 7.6. Now, however, the sole pole is
on the positive real axis, so no singularities are contained within C, and hence
by Cauchy’s theorem K = 0.
This time the contribution of the large circle is not zero:
log2 Λeiθ
Z 2π Z 2π
iθ 2
Λe idθ iθ
= −i dθ [log Λ + iθ]
0 1 − Λe
0
1 1
= −i 2π log2 Λ + 2i (2π)2 log Λ − (2π)3 .(7.78)
2 3
Finally, notice that there is a contribution from the pole at z = 1 below the real
axis (see Fig. 7.9): Explicitly, the contribution from the small semicircle below
the pole is Z π
iρeiθ
4iπ log 1 + ρeiθ − 4π 2 = −4iπ 3 ,
dθ iθ
(7.80)
2π −ρe
as ρ → 0. The desired integral is obtained by taking the imaginary part,
Z Λ
8π 3
log t
Im K = −4π dt − 2π log2 Λ − − 4π 3 = 0, (7.81)
0 1 − t 3
so
Λ
log t 1 π2
Z
dt = − log2 Λ − . (7.82)
0 1−t 2 3
7.11. EXAMPLE 8 77 Version of October 25, 2006
1•
π2
I=− . (7.83)
6
A slight check of this procedure comes from computing the real part of K:
Λ
dt
Z
Re K = 4π 2 P + 4π 2 log Λ = 0. (7.84)
0 1−t