5.1 INTRODUCTION
One of the important features of the complex analysis is its ability to solve problems
of real analysis. In this unit we will discuss the applications of complex analysis
methods to solve problems related to integration of real valued functions of a real
variable. The Cauchy-Goursat theorem which you studied in Unit 2 states that if a
function f (2) is analytic at all points interior to and on a simple closed contour C ,
then the value of the complex integral of the function around that contour is zero.
However, if a function f(z) has one or more isolated singularitiesinside C then
Cauchy's theorem cannot be used and the value of the integral of the function f (2)
around C may not be zero. Each of these isolated singular points inside C
contributes to the value of the complex integral. These contributions are called
residues. In this unit we shall develop the theory of residues. We shall also illustrate
here the use of the theory of residues in certain areas of applied mathematics.
In Sec. 5.2, we have started the unit by recalling the definition of isolated singularity
and defining the residue of a complex function f (2) at the isolated singular point.
Computation of the residues of f (2) at the singular points by means of Laurent series
and other methods is also discussed in this section. Cauchy's residue theorem which
gives the evaluation of the contour integral in terms of the sums of the residues is
discussed in Sec. 5.3. Secs. 5.2 and 5.3 have been developed around your text book as
we have been doing so far in earlier units. However, Sec. 5.4 is self contained in the
sense that while reading this section you need not consult your text book. This section
discusses the applications of Cauchy's residue theorem to the evaluation of definite
integrals, trigonometric integrals and improper integrals occurring in real analysis and
applied mathematics.
Objectives
After studying this unit you should be able to
obtain the residues of a complex function at its singular points;
use Cauchy's residue theorem for evaluating definite integrals, trigonometric
integrals and improper integrals of real functions.
5.2 RESIDUES
You can start with reading the following
Read Sec. 62, pages 221-225 and Sec. 66, pages 234-235, Chapter 6 of the
book. Go through Examples 1-4 on pages 221-225 and Examples 1-5 on
pages 236-238 of the book.
Complex Analysls The theorem on page 234 of the book gives you conditions for an isolated singular
point of a function to be a pole of the fimction. The result proved there is important as
it would be used in solving various problems.
Before you attempt to do some exercises from the book we sum up various results for
finding residue which you have learnt in Secs. 62,66,67 and 69.
Do the exercises l(a), l@), l(d) on page 230,2(a), 2(c) on page 233,l(c), 2@)
and 2(c) on page 238,l and 3 on page 245.
In the next section we shall prove a theorem known as Cauchy's Residue theorem
which shows that if f (z) is analytic except for finite number of points, inside and on a
positively oriented, simple closed contour C ,then the value of the integral of f
around C is 2m times the sum of the residues of f(z) at the singular points
inside C .
Read Secs. 63,64, pages 225-230, Chapter 6 of the book. Go through the
proofs of the theorems given in these sections carefully.
Let us consider theorem on page 225 of the book. The proof given there requires the Residues and Its
reader to fill up a few details by themselves. We are filling up these details and giving Applications
the proof of the theorem for your consideration.
function f is analytic inside and on C except for a finite number of singular points
z,(k= 1, 2, ..., n) inside C , then
I f(z) dz = 2ni
n
k=l
Res f (z) . (2)
C
Proof: It is given that f is analytic inside and on C except for finite number of *0.. X
b
singular points 2,'s which must be isolated. It means we can always construct
positively oriented circles C, ,centered at z, ,such that they lie inside C and are 4
disjoint (see Fig. 1). The circles C, ,together with the simple closed contour C , form Fig. 1
the boundary of a closed region throughout which f is analytic and whose interior is a
multiply connected domain. Let us now construct a polygonal path L, connecting the
outer contour C to the inner circle C, . Construct another polygonal path L,
connecting C, to C, , and continue in this manner constructing polygonal path Ln+,
connecting inner circle Cn back to contour C . Finally, we end up with two positively
oriented simple closed contours TI and T, consisting of polygonal paths L, or - L,
and parts of C and - C, as shown in Fig. 2.
Fig. 2
In order to distinguish between the two circles we have denoted the parts of C, by
C,, and C,, and of C by C' and c2in Fig.2. Note that the inner circles are
clockwise (negatively oriented) and this is the reason for putting minus sign.
Cauchy-Goursat theorem (Sec. 44, Chapter 4, page 144 of the book) can now be
applied to the contours TI and T, to obtain
1f(z) dz=o
r2
We break the integrals on the left hand sides of the Eqns.(3) and (4) and write
Observe that in writing Eqn.(8) the integrals along polygonal paths cancelled out and
those along parts of inner circles and contours have been combined.
e
where f (z) = and C is a positively oriented (counter clockwise)
(sin z) (cos z)
quadrilateral with vertices f 4, f 5i.
n 3n
Solution: The poles of f(z) are given by z =0, f -, f n, f -, f 2n, .... You can
2 2
n
easily see that only the points 0, f -, f n lie in the interim of the quadrilateral (see
2
Fig. 3). They are all simple poles.
Using the result (3) of Sec. 5.2 we find the residues at these poles. These residues are
ix0
I;
Ees f (z) =
z=o
(2 (sin z) (cos z)
=1
.. *iz Residues and Its
e 2
Res f (z) = -- +i
fn
z=-
2
-1
f in
Res f(z)=-=-I.
z=*n 1
Fig. 3
2eu
Alternatively, residues can be calculated by writing f(z) = -.
sin 22
nx
Now f(z) has simple poles at z = -, n E Z
2
- 1
z einn12
.
- einn12 for each n E Z .
2 cos nx cosnx
You can go through some more examples from your book and try the following
exercises.
Go through the examples on pages 226 and 229 of the book. Try to do the
exercises 2(a), 2(d), 4, on page 230, exercises 3,5,6(c) on pages 238-239,
exercises 4(a), 5,7, on pages 245-246 of the book.
The next section is devoted to the application of Cauchy residue theorem for the
evaluation of definite integrals, trigonometric integrals and improper integrals
occurring in real analysis and applied mathematics.
Complex Analysis
5.4 APPLICATIONS OF RESIDUES
One of the important applications of the residue theorem is its use in the evaluation of
certain real integrals. These integrals are first transformed to associated contour
integrals which are then evaluated by using the residue theorem. The values of the
real integrals are then obtained itom these results. We shall f i l -t consider real definite
integrals involving trigonometric functions.
F(sin 8, cos0) d0
0
z - z-I 2. + z-I
can be transformed by writing z = eie (0 1;0 I 2n), sin 8 = -, cos 0 = -,
21 2
into integrals of the form
I f(z) dz
C
where C is positively oriented unit circle (see Fig. 4) and
Fig. 4
x
0 C
The sum extends over all residues of f (z) inside the unit circle C .
C
I=
2n
I
cos20 d0
5-4cos8 '
0
Solution: For the values of z that lie on the unit circle C :(z I = 1, we write
z = e i e , ( 0 5 0 5 2 n ) . Thenweget
z2 =cos20+isin20, =cos28-isin28.
and
zz + z - ~ zz - z-2
cos 28 = , sin 28 =
2 2i
The integrand in Eqn.(9) then becomes
A(z2 + z-')
f (z) = 2 -
- 'qz4+ 1)
iz [S - 2(z + z-' )I 22' (z - 2) (22 - 1) '
The singularities of f(z) lying inside C are the poles at the points z, = 0 of order 2
1
and 2, = - a simple pole. We compute residues at these points.
2
Res
z=O
z-
1
z t ( i)
Res f (z) = l i y z - - f (z) = l i y
Z+ 2 [ 4z2(z-2)
--
-
i ( z 4 + ~ ) ] -24~ 7' i
Residues and Its
Applications I
2 2
Solution: By using the identity 2 cosZ8 = 1+ cos 28 and the substitution 4 = 28, the
given integral reduces to
2n
I= J d4 '
o (2a2+ 1) + cos$
C
Using z = e4 , we can write
dz
or, I =-2i J zZ+ 2(2a2 +l)z+ 1
C
dz
i or, I = -2i J
c (z+2a2 + 1 + 2 a J Z ) (z+2a2 + 1 - 2 a J Z ) )'
or, bl = lim
mt2afi-(2a2+l,
[
Z
1
+ 2aJ G + 2a2 + 1 1 1
=4 a J Z '
0
Solution: We.transform the above integral to the form
i
Complex Anaiysis
dz.
C C
-
2
X
(2n)! 2-0
[
lim '"C04n(4n - 1). ..(2n + 1)z2" + . - #
n!
"c, = or, I= n 2n
Cn(2n) (2n-1)...2.1=F n 2 n ~ n .
m!(n - m)! 2 (2n)!
ez
Solution: Integrand f (z) = -
Zn+l
has a pole of order n + 1 at z = 0. By the residue
theorem,
1 dn 2ni
I = 2ni Res f (z) = (2ni) lim - -(2"' f (z))= -.
Z=O Z - ~ O n! dzn n!
Putting z = eie = cos 8 + i sin 0 ,the given integral reduces to
2%
or I =i eCose[cos (sin 8 - no) + i sin (sin 8 - no) ] d0
0
Comparing Eqns.(lO) and (1 1) and equating the imaginary parts, we have
1' 2n
eCosecos (no - sin O) d8 = -.
n!
You may now test your understanding of the method by solving the following
exercises.
In the next sub-section we shall take up the improper integrals of continuous function
f (x) over the semi-infinite and infinite intervals.
1
b
A real integral f (x) dx is called an improper integral if
P
a
Let f (x) be a continuous function of the real variable x on the interval [0, oo [ You .
may recall from your knowledge of real analysis course that the improper integral of
f (x) over [0, a, [ is defined as
f (x) dx = lim
R,+m
J f (x) dx and f (x) dx = lim
R2+m
J f (x) dx
-m -RI o o
and we write
We reformulatz the above integral and assign to it a value called the Cauchy
principal value (P.V) as the limit
R m
lim
R-rm
J f(x) dx = P.V. J f(x) c
-R -m
provided the limit exists.
However, it is not always true that integral f (x) dx converges when its Cauchy
-m
Example 6: Consider the function f (x) = x over ] - a , a [ . It can be seen that the '
=-
1
2
(R: - R: ), which
-00 -R1
does not tend to a limit as R, , R, + a, independently. On the other hand
lim
R-00
1 x dx = lim
R+m
1
2
[R' - R']= 0. Thus, the improper integral
Remark: When f (x) for - a < x < a,is an even function and P.V.
I f (x) dx exists,
A function then the improper integral f (x) dx converges (exists). For even function f (x) we
f(x),for - o o < x < a ,
-00
is an even function if
f (-x) = f ( x ) ~x . have
I f(x)dx=-2 I f(x) dx
m
1 "
0 -00
and = =
-00 -00 0
The method involved in the computation of an improper integral is as follows:
Let f(x) =Pobe a rational function where p(x) and q(x) are two polynomials
q(x)
with real coefficients and no factors in common. We agree that q(z) where
f (z) = !?@,has no real zeros but has at least one zero above the real axis.
q(z)
The method begins with identifying all the distinct zeros of the polynomial q(z) that
lie above the real axis which are finite in number (ref. Sec. 49 of the book). Let
z, , z, , ..., z, be the n zeros of q(z) where lie in the upper half plane where,
n Ideg q(z) . We then evaluate
where C is a semicircular, simple closed contour consisting of the segment of the real
axis fmm z = -R to z = R and top half of the circle 1 z 1 = R ,described counter
clockwise and denoted by CR. We choose R > 0 large enough so that the points
z, , z,, ..., z, all lie inside the closed path C = CR u [-R, R] (see Fig. 5)
The Cauchy residue theorem and the parametric representation z = x (-R S x IR) of
the segment of the real axis can be used to write
If one can ensure that the contribution from the semicircular integral f (z) dz is
CR
negligible (zero) as R tends to infinity then
w R
P.V. I f(x) dx = lim
R-rm
I f (x) dx = 2 n i t Re s f(z)
a=l Z
'
a
.
-m -R
i We now illustrate through an example the method for evaluating improper integrals.
We can observe that the integral to the right of the above equation represents an
integration of the function
along the entire real axis in the complex plane. This function has isolated singularities
(poles) at z = f3i (simple poles) and z = f 2 i (double poles) and is analytic
everywhere else. When R > 3 ,the isolated singularities z = 3i and z = 2i of f (z) lie
in the upper half plane in the interior of the semicircular region bounded by the
segment [-R, R] of the real axis and the upper half CR of the circle 1 z ( = R from
Complex Analysis - R to R (see Fig. 6). Using residue theorem and integrating f (z) counter clockwise
around the boundary of this semicircular region, we see that
-R CR
where
z
or, b,=lim-
(z2 + 9) (z + 2i)
or, b - lim
-Z + ~ I
2z(z2 + 9) (z + 2i)2 - z2(242 + 2i)2 + 2(z2 + 9) (z + 2i))
---
-R CR
We now show that the integral on the right of Eqn. (14) approaches 0 as R + a,.
If z is a point on the half circle CR then ( z2 ( = 1 z I2 = R 2 and by using triangle
inequality ) z + w I t I)zl - ( w 1 1weget
l(z2+9)(z2+4)2)~((1z12 -~()(J~Z~~~(Y =(RI-~)(R~-~)~.
Consequently, we get
-m -R
Since integrand is even and Cauchy principal value exists therefore
We now state a result in the form of a theorem which can be used for finding the Residues and Its
Cauchy principal value of the integralof rational function f (x) of the form
f(x) =-P(x) ,where P(x) and Q(x) are polynomials over ] - m, m [ . If conditions
Q(x)
R-rm I
of this theorem are satisfied then the condition lim f(z) dz = 0 is trivially satisfied.
CR
We shall not be proving this theorem here but illustrate it through examples.
Theorem 2: Let P(x) and Q(x) be two polynomials with real coefficients where
Q(x)iO forallreal x suchthat degQ>degP+2. Let z,, z,, ..., z k bethepoles
P(z) in the upper half plane {z :Im z > 0) . Then
of the function f(z) = -
Q(z)
f (2) = -
P(z) because P(z, ) i 0 and P(zz) t 0 . Also note that Q1(i)t 0 and
Q(z)
Q'(-1 + i) i 0 and so the isolated singularities z = i, - 1+ i are the only singularities
in the upper half plane and these are simple poles of f(z) . Note that the other
singularities are simple poles but lie in the lower half-plane.
Now we compute the residues at these poles using result (3) of Sec. 5.2
and
P(z) P(-l+ i) - 1+ 3i
Res -= =-
Q(z) (
z=(-l+i) 1 + i) 10
Then fiom Theorem 2 above, we have
-x-
Example 9: Let k, n be integers such that 0 5 k < n . Then
Solution: We consider P(z) = zZkand Q(z) = 1+ zZn. The roots of Q(z) = 1+ z2"
in the upper half plane are
-
(2a+l)ni
z, = e 2n , 0 < a< n and a is an integer.
Complex ~ n a ~ ~ s i s The derivatives Q'(z) is not equal to zero at all these points of the upper half plane.
Hence all zhs are simple roots of Q(z) and therefore they are the simple poles of
zZk
f(z) =- . Moreover, P(za ) + 0 . Now computing the residues we have
1+ z2n
Res f ( z ) P(z
= L)= - 2k-2n+l
-
z2k+L
z=za Q1(za) 2n Zct 2n- "
Further, we have
i Z"n1
sin (2k + 1)-
It is now time for you to check your understanding of the concept. You may try the
following exercises.
We shall now take up in the next sub-section the type of integrals that occur in the
theory and application of the Fourier series.
are convergent improper integrals. The method discussed in Sec. 5.4.2 cannot be
'
applied here directly since 1 sin z I = sin' x + sinh y and 1 cos z I = cos2 x + cosh2 y
increase like e y as y +oo . Therefore, the method has to be modified and the
modifications are motivated by the fact that
together with the fact that 1 eu I = e-Y is bounded in the upper half plane y > 0 . We
shall explain the details of the method through an example.
which is analyhc everywhere on and above the real axis except at the point z = i .
The singularity z = i (is a double pole) lies in the interior of the semicircular region
whose boundary consists of the segment - R 5 x 5 R of the real axis and the upper
half CR of the circle ( z ( = R,(R > 1) from z = R to z = -R (see Fig. 7). Integrating
f (z) along the boundary, we get
R
J f(x)dx=2nibI - J f(z) dz
-R cn
where
% = Real part
Im = Imaginary part
Thus we have
Cqmplex Analysis Or,
-
COS X R
Hence, dx=-.
(x2 + l)l e
-00
The evaluation of the integral as discussed above is quite involved and lengthy. We
now state a result, which is a generalisation of Theorem 2. This result can be used
directly to evaluate the integrals especially without going into the last step of
Example 10.
Theorem 3: Let P(x) and Q(x) be two polynomials with real coefficients where
Q(x) ;e 0 for all real x and deg Q(x) 2 1 + deg P(x) . Let z, , z 2, ..., zk be the poles
of the function f (z) = -
P(z) e" , a r 0 in the upper half plane {z :Im z > 0} .
Q(z)
Then
P.V. mei"
Q(x)
m
dx = 2rd zk
Res f(z)
j=l z=zj
-m
We shall not be proving these results here but illustrate them through the following
examples.
Solution: Comparing the given integral with the integral in Eqn. (16) we see that
P(x)=l and Q(x)=(x' + a 2 ) (x2 + b 2 ) . Also degQ(x)=4>1+degP(x) and
Q(x) ;e 0 for all real x . Consider the function
The h c t i o n f (z) has simple poles at z = ai and z = bi which lie in the upper half
plane. We now compute the residues at these simple poles.
Res f (z) = lim (z - ai)
e '
z=ai z+al (z2 + a 2 ) (2' + b 2 )
= lim
e" - - ie-a
z + ~ ( z + a i )(z2 + b 2 ) 2a(b2 - a 2 ) '
Similarly, Residues and Its
- ie-b Applications
Res f (z) =
z=bi 2b(az - b Z )
I Using Theorem 3 we can write
P.V.
Q
J (xZ+COS
-00
X dx
a 2 ) (xz + b2)
= - 2 ~~m
- ie-'
2a(bz - a Z )
+ - ie-b
2b(a2 - b Z ) 1
but as the integrand is an even function, we get the desired result as
00
cosx dx -
J
-m
(xz+az)(xz+bz) a2-bz
-x-
Example 12: Find the Cauchy principal value of the improper integral
sinx dx
-m
J
xz+4x+5.
Solution: Here P(x) = 1, Q(x) = xZ+ 4x + 5 .
From the above two examples you must have realised how the application of Theorem
3 simplifies the evaluation of improper integrals. We have not proved the theorem
here but we are stating two results which provide the basis for the proof of Theorem 3.
Jordan's Lemma: Let P(x) and Q(x) be two polynomials with real coefficients of
degrees m and n ,respectively, where n 2 m + 1. If C, is the upper semicircle
z = ~ e "for O s B s n , then
Jordan's Inequality:
28
It can be observed from the graph of the functions y = sin 8 and y = - that when
X
x 28
-
0 < 8 s,; sin 8 2 - for all values of 8 in that interval. Thus for R > 0 , we have
Complex Analysis -
-2 RB
e -,sine L e ' , O S e L -71
2
and thus
x'~:~dx
-00
Solution: We writt
The points z = 1+ i and z = -1 + i ,which lie in the upper half plane, are the simple
poles of f(z) ,with residues
Hence when R > fi = ( 1+ i ( = I-1 + i 1 and C, denotes the upper half of the
f positively oriented circle 1 z ( = R then by the Cauchy residue theorem, for the contour
When z is apoint on C,
I '
I1f (z)dz L R 11 f (Rei0)1 dB
n R3 Residues and Its
5: [using Jordan's inequality] Applications
(R - f i 1 4 '
and we have
IJf(z)dzl+OasR+m,i.e. lim
R+Q I f(z)dz=O
1% I
Thus
- .
--
n cos 1
4
You may now test your understanding of how much you have learnt by doing the
following exercises.
m
cos 2m &=- -
b, oJ x 4 + x 2 + 1 2 ~ r
So far, we considered the integrals in which the integrands had no poles lying on the
contour or to be precise, on the real axis. In the next section we shall consider
problems in which the integrands have simple poles lying on the real axis.
Complex Analysis 5.4.4 Indented Contour Integrals
Let us consider the evaluation of the improper integrals with singularities which are
simple poles lying on the real axis. How do we modify the methods of the previous
sections? A possible solution is to use indented path, i.e., to avoid the singularity by
moving along a circular arc of small radius around it . To be more clear consider a
h c t i o n f (z) with the only singularity to be a simple pole on the real axis at the
origin. Then the indented curve C is as shown in Fig. 9.
Fig. 9 1
Here C consists of line segment [-R, - E], E < R ,semicircle y, from - E to E ,line
segment [E, R] ,and semicircle CR from R to - R . Here small semicircle y, is
described to avoid the singularity of f (z) at the origin. Thus
C = line segment [-R, - E] u y, u segment [E, R] u CR
-E R
and If(z)dz= 1 f(x) dx+ If(z) dz+ !f(x)dx+ j'f(z) dz
C -R Ye E CR
We hope here that the limit of the integral round the indentation exists as radius tends
to zero. We prove here the following result.
Indentation Lemma: Suppose that f has a simple pole at z = z, ,with residue b ,and
let y, be a circular arc with radius E : y, (0) = z, + E eie (a5 0 I p) . Then
lim I f ( z ) d z = i b ( ~ - a ) .
E+O
Ye
Since Res = b therefore, b = lim (z - z, ) f (z) . This shows that given q > 0, there
z=zi Z+Z,
exists S>O suchthat I(z-z,) f(z)-bI < q whenever O< Iz-z, I <6. Let
O < E < ~When
. z=y,(0)=z1 +&eie,wehavey:(8)=i~eie=i(z-z,) andso
Ye I"
I f (z) dz - ib(f3- a) = I (f (y,(0)) y: (0) - ib) d8
1%
0 dx.
Solution: First of all we have to find a complex function f(z) whose real part is Residues and Its
Applications
sin x
when z = x is real. Our experience says that is must be a function involving
x
exponential. The identity 2 sin2 x = 1- cos 2x , suggests that our function should be
1-e2'Z
f (z) = -. The isolated singularities of f (z) is z = 0 . The Laurent series
2z2
expansion of f (z) about z = 0 is given by
Thus, the pole at z = 0 is simple, with residue - i . Since the only pole (as it has no
other singularity) z = 0 lies on the real axis we cannot use the semicircular contour as
A,
used in the last section. We make an indentation at 0 as shown in Fig. 10. Our
contour C consists of semicircle CR(R > 2) from R to - R , segment
[-R, - E 1, (0 < E < R) , inner semicircle yE from E to - E (note here that in figure it
has been traced from - E to E ,while integrating its contribution is with minus sign)
and segment [E ,R] . f(z) is analytic inside and on C thus by Cauchy-Goursat
theorem R
R
sin2 x
= 4 j -dx.
X2
As we have seen that z = 0 is a simple pole then applying indentation lemma, we get
lim j f ( z ) dz=i(n-0) Res f ( z ) = n .
E+O 2-0
I f(z) dz + O as R + m
CR
Letting R + a,E + 0 ,
--
0 0
We now state without proof two more results in the form of theorems which are used
in the evaluation of improper integrals. We shall illustrate these results through
examples.
Theorem 4: Let p(x) and q(x) be two polynomials with real coefficients of degrees
m and n respectively and n 2 m + 2 . If q has simple zeros at the points
Complex Analysis
x1, x Z ,..., xk on'therealaxisand z , , , ~ , ...,
, z, arepolesof f(z)=-P ( ~ )in the
q(z)
upper half-plane {z :Im z > 0) ,then
P.V.
-m
m
q(x)
dx = ni xk
j=l
Res f(z) + 2ni x
e
j=l
Res f(z).
Zi
Theorem 5: Let p(x) and q(x) be two polynomials with real coefficients of degrees
m and n respectively and n 2 m + 1 . If q has simple zeros at the points
x l , x 2 , ..., xk on thereal axis and z,, z,, ..., ze are polesof f(z)= eiUp(z), a 2 0
q(z)
in the upper half-plane {z :Im z > 0) , then
and
P.V. 1-sin
P(X)
k
(ax) dx = n x !Re
-m q(x) j=1
P(z) = 1
Solution: Let us consider f (z) = - . Here we have P(z) = 1
Q(z) z(z-l)(z-2)
and Q(z) = z(z - 1) (z - 2) , deg Q(z) = 3 2 deg P(z) + 2 and f (z) has simple poles,
namely z = 0, z = 1, z = 2 ,all lying on the real axis (no pole in the upper half plane).
We compute the residues of f(z) at these simple real poles.
1 1
Res f (z) = lim z
z = ~ z(z-i)(z-2)=i
1 = -1
Res f (z) = lim (z - 1)
2 4 z+l Z(Z- 1) (Z- 2)
1 1
Res f (z) = lim (z - 2)
2=2 2+Z z(z-1) (z-2) =2-
Using Theorem 4 we get
m
P.V. j x(l+
Sin dx = n(1-:)
x2)
.
-m
eUp(z)
Solution: Consider f (z) = - . Here P(z) = 1 and Q(z) = z(l + z 2 ) and clearly,
Q(z)
deg Q(z) = 3 2 deg P(z) + 1 . Observe that f has simple poles at z = 0, z = fi . We
observe that z = 0 lies on the real axis and z = i lies in the upper half plane. We have
eu Residues and Its
Res f(z) = limz =1, and Applications
2-0 2-0 z(1+z2)
El 6) Show that
m
P-v. J cosx
2
a -x
dx -
--nsina ,
a 2 (a>()).
We now end this unit by giving a summary of what we have covered in it.
5.5 SUMMARY
In this unit, we have covered the following
2. If a function f (z) has one or more isolated singularities inside a simple closed
contour C then each of these singularities contributes to the value of the integral
I f (z) dz . These contributions come from residues evaluated at these isolated
C
singularities.
C
I f (z) dz = 2 n i t Res f (z) .
k=, Z=Z'
7. The integral
f F(sin 8, cos 8) d8 of a rational function F(sin 0, cos 8) can be
z=eie(0<8<2n).
Then F(sin 8, cos8) dB = 2ni x (sum of the residues of f(z) inside the unit
o circle C).
I
I
f (x) dx exists if
f (x) dx
1
R-bm R-bm
-m -R 0
provided the two limits on the right exist. Also assigned to the improper integral
is the Cauchy principal value (P.V.) as the limit
P.V.
m
I
-m
f (x) dx = lim
R m
"I.
I-R
R
f (x) dx , provided the limit exists.
9. When f (x) for - m < x < m ,is an even function and P.V. I
m
10. If P(x) and Q(x) be two polynomials with real coefficients where Q(x) ;t 0
for all x such that deg Q(x) 2 deg P(x) + 2 and z, , z, , ..., z, be the poles of
the function f (z) = -
(')' in the upper half plane {z :Im z > 0) , then
Q('>
P.V. f (x) dx = 2 n i z Re s f (z) .
p+ ==za
-m '
11. If P(x) and Q(x) be two polynomials with real coefficients where Q(x) # 0
for all real x and deg Q(x) 2 1+ deg P(x) and if z, , z, , ..., z, be the poles of
the function f (2)= -eim, a 2 0 , in the upper half plane {z :lm z > 0) ,
Q(z)
then
I
P.V. " -cos
P(x) (ax) dx = - 2 n Z Im
k Residues and Its
Applications
-" Q(x) j=l
and
I
P.V. " -sin
P(x)
-w Q(x)
k
(ax) dx = 2 n x !Re
j=1
12 Let p(x) and q(x) be polynomials with real coefficients of degrees m and n
respectively and n 2 m + 2 . If q has simple zeros at the points x, , x2, ..., x,
on the real axis and z, , z2, ..., z, are poles of f(z) =Poin the upper half-
q(z)
plane {z :Im z > 0) , then
P.V. I
m
q(x)
k
dx = n i x Res f (z) + 2 n i z Res f (z)
j=l Xi j=l Zj
C
.
-4)
13 Let p(x) and q(x) be polynomials with real coefficients of degrees m and n
respectively and n L m + 1 . If q has simple zeros at the points x, , x2, ..., x k
on the real axis and z, , z2, ..., z, are poles of f (z) = eimp(z), a L 0 in the
q(z)
upper half-plane {z :Im z > 0) ,then
and
I
P.V. " -sin
P(X)
q(x)
k
(ax) dx = n z !Re Res f (z)
j=1 ( xj 1
C
+ 2 n x !Re
j=l (
Res f (z)
zj 1.
-a
Alternatively
z = 0 is a simple pole for f (z) = cot z .
Z cos Z
So, Re s [f (z)] = lim -
ZEO z-+o sinz
Z
= lim- lim c o s z = l .
z+O slnz 2-0
cot z t
For f (2)= 7z, = 0 is a pole of order 5.
z
-1
(cotz) =-.
z=o 45
3 Resf(z)=-1.
z=o
Using Cauchy's Residue Theorem (CRT), we get
I f (z) dz = 2ni x Res f (z) = -2ni
z=O
.
z+l -1
Res f(z)=lim -=-
z=o z+oz-2 2
and
z+l 3
Re s [f (z)] = lim -= -
2x2 z+2 2 2'
.: Rese Z=O
z+-
I
=x 1
,=, n! (n + I)! '
Then by CRT
.,
I m I
1
e"; dz=2nic . We are given f(z) = zney
n!(n + l)!
121=I
1 1
+-+..-+
zn+l
+ -...
(n + l ) ! ~
Thus
-1
Thus, z = 0 is a pole of order m = 1 and residue B = -.
2
2. b) Res .=Res
hg(z)
2-1 ( Z ~ + I ) ~ (~+i)~(z-i)"
Let +(z) = -
JJX(') . w e h o w that
(z + i)
d 1
-Log@)=-(Iz) >0, - n <argz<n). Now
dz Z
Complex Analysis
Logz n+2i
3 Res =-.
z=i (z2 + 1)2 8
-I
z
c) Obviously z = i is a double pole. $(z) = -is analytic at z = i .
(z + i)
3z3 + 2
a) Let $(z) = -(see Fig. 1l(a)).
z2 + 9
1
Z=I f (z) = $(I) = -
Res 2.
Fig. 11
Thus
3(3i)3 + 2 - 15+49i
Res f (z) =
z=3i (3i - 1) (3i + 3i) 12
81 i + 2 -
-
15 - 49i Residues and its
Re s f (z) = Applications
z=-3i ( 3 -1 ( - 6 12
Now by CRT
cosh (nz)
5. Here f(z) = . Point 0 is a pole of order one and $(z) = cosh (nz) is
z(z2 + 1) (z2 + 1)
analytic at z = 0 (see Fig. 12). Thus
cosh (0)
Res = 4(O) = =l.
z=O 1
cosh (nz)
Point z = i is a pole of order one. If 4(z) = ,which is analytic at
z(z + i)
z = i , then Fig. 12
Fig. 13
1 a) Letp(z)=1,q(z)=sinz.Nowp(0)=1#0,q(0)=0,andq'(0)=1~0.
Apply Theorem 2, Sec.69, Chapter 6 to get
Complex Analysls b) We have Laurent series for csc z as
1 1
cscz =-= o < lzl < x
z-- +--...
6 120
--+-+-+...
- 1 z 7z3 [Using division. Ref. Example 2,
z 6 360 page 217 of the book]
Rescscz=l.
z=o
b) Consider p(z) = sinh z and q(z) = cosh z and proceed as in (a) above.
4. a) f (z) = tan z is a quotient of entire functions p(z) = sin z and q(z) = cos z .
-- The singularities of f (z) occur at the zeros of q ,or at points,
x x
Thus, z = --, - are the points of singularity lying inside the circle
2 2
x x
Thus z = -- and z = - are simple poles
2 2
1
5. Wehavef(z)=r.
z sinz
Here let p(z) = 1, q(z) = z2 sin z ,
Clearly, q ( z ) = 0 e z 2 s i n z = ~ e z = n x (n=O,
, f 1, f 2, ...). Now
p(nx) = 1+ 0 and q(nx) = 0, ql(z) = 22 sin z + z2 cos z . SO,
ql(nx) = n2x2cos nx + 0. (n # 0) . Clearly each singular point z = nx is a
simple pole (n + 0)
Resf(z)=
z-mt
,, 1
n x cosnx
= (-1)" / n 2 x 2if n z0
Residues and Its
II
Appllcatlons 1
1 l l z
Further, r = - + - + - + - - -
z slnz z3 3!2 5 !
Thus z = 0 is a pole of order 3, for f(z) and Res f (z) = 116
z=o
I
CN
z2sinz 6 [
--dz - 2ni x - + 2 n i z -
z::] [No.of singularpoints (see Fig. 15) are
symmetric wi* respect to he
dz
We know that - +O as N + a .
Jz2 sinz
CN
El) Using substitution z = eie, (0 I 8 I 2x), the integrand takes the form
1 - - 2i
f (z) =
iz[a +b [ F ) ] bz2 + 2az + b '
where, a =
(-a +
,P=
(-a - Jm)
b b
\aje have already seen that I a 1 < 1 lies inside the unit circle C :{z :I z 1 = 1) . The
only relevant poles are a simple pole at a and a double pole at 0 . Now
and
(zZ- I ) ~ d (z2-1)'
Re s = lim-z =a+P
z = 0 z 2 ( z - a ) ( z - P ) z-+Odz z2(z-a)(z-p)
Hence
E3) a) After substitution we get Residues and Its
Appiicatlons
z2 + z - ~
2 3
Observe that integrand f (z) has simple poles at z = - and z = - and
3 2
2
double pole at z = 0 . Only z = 0 and z = - lie inside the unit circle C .
3
d 1+~4 -
--13
Res f(z) = lim- z2
Z=O -0dz z2(3z-2)(2z-3) 36'
and
1+~4
Res f (z) = liy(z - - --97
-
2
z2(3z-2) (22-3) 180 '
Z =-
Hence,
3
2/
0
z+-
3
cos 28 d8=(2ni)~(')
13 - 1 2 ~ 0 ~ 8 2
[- -I=-
13
36
97
180
8n
45'
Thus, I
R
f (x) dx + f (x) dx = 2nib
-
-R CR
Futher, I (zZ+ 1)' 1 2 (1) z 1' -1 1') = (R' - 1)' for a point z on CR and
Complex Analysis
dzs XR +O as ~ + m .T ~ U S ,
( ~ ~ + l(R'-1)'
) ~
CR
m
P.V.
I f (x) dx = lim
R-rm i X
f (x) dx = -
2
and i
1
E6) Consider f(z) =
(2' + I)" '
z = fi is a pole of order n.
1
where, b = -lim
(n - I)! z-rl
gives
b = -2-'.+I i (2n - 2)!
[(n - I)!]'
Show that Residues and Its
Applications
and P.V.
00
-m
f (x) dx = lim
R+m
1
-R
f (x) dx = -
n (2n - 2)!
22n-2 [(n - I)!]' '
-00
00
n (2n -2)!
or, J f(x) dx =-
22n-1 [(n - 1)!12 '
0
Using Theorem 2
x2dx - i n
P.V. -2nix--=-.
J (x2 + a
-w
4a 2a r '
b) Proceed as in a) above.
* d x
E8) Proceed as in Example 7 and obtain P.V.
J x 2 + 2 x + 2= n .
E9) We have P(z) = 1 and Q(z) = (z2 + a ') (z2 + b2) . Clearly,
deg Q(z) = 4 > deg P(z) + 2 = 2 . The zeros of Q(z) are z = +ai and z = fbi
(Q(x) # 0 for any real x ). Poles, z, = ai (simple pole) and z2 = bi (simple
pole) lie in the upper half plane. Note that P(z,) # 0, P(z2)# 0 and
Qt(ai) # 0, Qt(bi) z 0 .
e
b) Let f(z) = . Singularities of f(z) are zeros of z4 + z2 + 1 .
24 + z +
~1
klkiJ5
Zeros are given by . Out of these zeros z, = - l + i & and
2 2
. z2 =-l + i & are simple poles which lie in the upper-half plane. Using
2
Theorem 3, we have
P.V. I
" cos(2nx)
X~ + x +~I
dx = -2n Im [b, + b,]
-9)
where
e2niz
(JS - i) e-"Jj
b, = Res f(z) = lim =-
Z=Zl z+z~ 4z3 + 22 4fi
:. P.V.
"
J
-m
cos(2xx)
x4 + x 2 +1
dx = -2n Im [k] 45
-xJS
= -n-
e-xJT
(z + l)e" -
- (z + l)eu
El 1) We write f(z) =
z2+4z+5 (z+2+i) (z+2-i)'
The point z = -2 + i ,lying in the upper-half plane, is a simple pole of f ,with
residue
b=e-'(1+i) (cos2-isin2).
For R > & = ( -2 + i I and C, denoting the upper half of the positively oriented
circle ( z ( = R (see Fig. 17) the Cauchy residue theorem yields
(x + 1)eix dx
i
-R
x2 + 4 x + 5
= 2nib -
CR
f (z) dr
Residues and Its
We shall show that I f(z) dz +0 as R -r m . When z is a point on C, Applications
CR
and 1 e" I 1 for such a point z . We cannot conclude that integral of f(z)
along C, + 0 as R -+ m ( for xR(R+l)
0 as R - t m ) . Ifweput
(R - &I2
z = ~ e where
" (0 10 1x, R > &),we get for z on C, (using Jordan
Inequality)
n
I f(z) S R l f~( ~ e ' ) l d0
0
CR
R(R + 1)
5 e - ~ ~ ~ d o
(R -&12
'r
0
x(R + 1)
5 2R(R + 1) e-~si,,e
(R-&)~ (R - &)2
and we have
I f p ) dz -+ 0 as R -+ m. Thus,
Ck
m
f (x) dx = 2nib
-m
"'2
E12) a) Letf(z)= dz . Singularity of this function are at the points
(z2 + b2)'
z = fbi . z = bi is a double pole lying in the upper-half plane. Residue at
this point is given by
d
B=lim -(z-bi)
au
-i
= -(1 + ab) e-ab
z+bl dz (2' +b2)' 4b3
Using Theorem 3
I
00
COS ax x
P.V. dx=-2x Im B=-(l+ab) e-ab
--a (x' + b2)' 2b3
Since the integrand is an even function and CPV does exist therefore
m
cos ax x
dx = -(1 + ab) e-ab .
I
0
(x2 + b2)' 4b3
b) j (x2 +I)
0
x' sin x
(x2 +9)
Complex Analysis E 13) a) Consider the following contour y (see Fig. 18) and the fbnction
inz
f (z) = -
z4 + l o
Wehave d
,Iz
~
z +1
inz
I- xR
-0 as R+oo
c, CR
Considering the real part and using the fact that for
1
these roots --;-= -zl ,we have
z1
-m
OD
j cos nx
-&=
~ ~
lim %
+ ~ 1- r
[!
~
e
Tdz]
z +I
Fig. 18
eu
b) Consider the function f (z) = . Singularities of f(z) are
(z + a)' + b2
z = -a k bi . Only z = -a + bi lies in the upper-half plane and is a simple
pole. Compute the residue at this point and use Theorem 3 to get the
answer
OD
cos x cos a
P.V. J
(x + a)' + b2
&=-
be-b '
-OD
P.V.
-m
m
d~
(x - i)' (x - 1)
= 2" (-f)+ xi(+) = l .
2
= (a - b)i ,
so that the pole at z = 0 is simple, with residue (a - b) i . Since the pole z = 0
lies on the real axis, we make an indentation at 0 as shown in Fig. 19. Our
contour r consists of semicircle CR, (R > 1 a - b I) from R to - R ,segment
[-R, - E ] (0 < E c R) ,inner semicircle CE from E to - E and segment [E, R] .
f (z) is analy-hc inside and on T , so, by Cauchy-Goursat theorem
I
-R
f(x)dx-
cc
R
l f(z) dz+ 1 f(x) dx+ 1f(z) d z = 0 .
E CR
j f ( z ) d z + O as ~ + m
cR
Letting R + m, E +0 ,
j
a cos axi2cos bx
dx=n(b-a)=
00
cos ax - cos bx n
dx=- (b-a).
x 2
0 0
E16) Let us consider f (z) = e k Po, Here we have P(z) = 1 and Q(z) = a' - z2.
Q(z)
Note that deg Q = 3 2 deg P + 1 . f (z) has simple poles, nemely z = +a lying
on the real axis. Compute the residue of f (z) at these poles
ia
eh - --
Res f(z) = lim (z -a)
x =a z+a (a2 - z 2 ) 2a
-in
eh
Res f (z) = lim (z + a) -
--
x=a ~+-a (a2 - z 2 ) 2a
m
:. P.V. j COS X
-m
(a2 - x 2 ) 2a