Chapter-7 Application of Residues

Chapter-7: Applications of Residues
Dr. Jajati Keshari Sahoo
Department of Mathematics
BITS Pilani K.K. Birla Goa Campus
April 28, 2019
J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 1 / 18

Outline
1 Evaluation of improper integrals

Solving real improper integrals
Cauchy principal value
2 Improper integrals- Method with Examples

Method of finding the P.V.
Illustrative example

Introduction
In this lecture, we show how by taking some part of the contour along
the real axis it is possible to use the method of residues to evaluate
improper real integrals of the form
Z ∞ Z ∞
f (x )dx , f (x )dx
0 −∞
where f (x ) may become infinite/indeterminate at finite number of

points in the interval of integration.

Introduction
In this lecture, we show how by taking some part of the contour along
the real axis it is possible to use the method of residues to evaluate
improper real integrals of the form
Z ∞ Z ∞
f (x )dx , f (x )dx
0 −∞
where f (x ) may become infinite/indeterminate at finite number of

points in the interval of integration.
You will enjoy doing real integration as complex integration!

Improper integrals
If f (x ) is continuous on the non-negative real axis 0 ≤ x < ∞, then

the improper integral of f (x ) over [0, ∞) is defined by
Z ∞ Z b
f (x )dx = lim f (x )dx .
0 b→∞ 0

Improper integrals
If f (x ) is continuous on the non-negative real axis 0 ≤ x < ∞, then

the improper integral of f (x ) over [0, ∞) is defined by
Z ∞ Z b
0 b→∞ 0
If f (x ) is continuous on the non-positive real axis −∞ < x ≤ 0, then

the improper integral of f (x ) over (−∞, 0] is defined by
Z 0 Z 0
f (x )dx = lim f (x )dx
−∞ c→−∞ c
provided limit exists.

Existence of improper integrals
If it turns out that both the limits in the previous slide exist for a
function f (x ) continuous on the whole real line then we say that the
improper integral of f (x ) over the real line exists and we write
Z ∞ Z 0 Z b
f (x )dx = lim f (x )dx + lim f (x )dx ..
−∞ c→−∞ c b→∞ 0
Z 0 Z ∞
= f (x )dx + f (x )dx .
−∞ 0

Existence of improper integrals
If it turns out that both the limits in the previous slide exist for a
function f (x ) continuous on the whole real line then we say that the
improper integral of f (x ) over the real line exists and we write
Z ∞ Z 0 Z b
f (x )dx = lim f (x )dx + lim f (x )dx ..
−∞ c→−∞ c b→∞ 0
Z 0 Z ∞
= f (x )dx + f (x )dx .
−∞ 0
In such a case, the value of the improper integral over (−∞, ∞) can
be computed by taking a single limit, namely
Z ∞ Z R
−∞ R→∞ −R

Cauchy Principal Values
However the last limit may exist for certain function even though its
improper integral over the real line does not exist because if you take
f (x ) = x in the above integrals we will have
" #b
x2 b2
Z b
lim f (x )dx = lim = lim
b→∞ 0 b→∞ 2 0
b→∞ 2
does not exist.

" #b
x2 b2
Z b
b→∞ 0 b→∞ 2 0
b→∞ 2
does not exist. However

" #R
x2
Z R
lim f (x )dx = lim = 0.
R→∞ −R R→∞ 2 −R

" #b
x2 b2
Z b
b→∞ 0 b→∞ 2 0
b→∞ 2
does not exist. However

" #R
x2
Z R
lim f (x )dx = lim = 0.
R→∞ −R R→∞ 2 −R
We define the Cauchy principal value as follows;

Z ∞ Z R
P.V . f (x )dx = lim f (x )dx .
−∞ R→∞ −R

Improper integral of even functions
If f (x ) is an even function, then we have
Z ∞ Z R1 Z 0
f (x )dx = lim f (x )dx + lim f (x )dx
−∞ R1 →∞ 0 R2 →∞ −R2

Z ∞ Z R1 Z 0
−∞ R1 →∞ 0 R2 →∞ −R2
Z R1 Z R2
1 1
= lim f (x )dx + lim f (x )dx
2 R1 →∞ −R1 2 R2 →∞ −R2

Z ∞ Z R1 Z 0
−∞ R1 →∞ 0 R2 →∞ −R2
1 R1Z
1 R2 Z
2 R1 →∞ −R1 2 R2 →∞ −R2
Z ∞ Z ∞
1 1
= P.V . f (x )dx + P.V . f (x )dx
2 −∞ 2 −∞
Z ∞
= P.V . f (x )dx .
−∞

Z ∞ Z R1 Z 0
−∞ R1 →∞ 0 R2 →∞ −R2
1 R1Z
1 R2 Z
2 R1 →∞ −R1 2 R2 →∞ −R2
Z ∞ Z ∞
1 1
= P.V . f (x )dx + P.V . f (x )dx
2 −∞ 2 −∞
Z ∞
= P.V . f (x )dx .
−∞
Therefore,
Z ∞ Z ∞ Z R
f (x )dx = P.V . f (x )dx = lim f (x )dx .
−∞ −∞ R→∞ −R
and
Z ∞ Z ∞ " Z R #
1 1

f (x )dx = P.V . f (x )dx = lim f (x )dx .
0 2 −∞ 2 R→∞ −R

Outline
1 Evaluation of improper integrals

Solving real improper integrals
Cauchy principal value
2 Improper integrals- Method with Examples

Method of finding the P.V.
Illustrative example

Follow these steps.....
R∞
To evaluate the P.V. −∞ f (x )dx .

R∞
Replace ’x’ by ’z’(conceptual) and identify the singularities of f (z)
lying above the real axis.

R∞
Replace ’x’ by ’z’(conceptual) and identify the singularities of f (z)
lying above the real axis.
Integrate f (z) over a closed contour C that consists of the interval
[−R, R] on the real axis and a semicircle CR of radius large enough to
enclose all the singularities in the upper half plane (Im z > 0).
y
CR
b
z2
b
zn b z1
b b x
−R R

Steps-continued....
Then by Residue theorem it follows

Z Z R Z n
X
f (z)dz = f (x )dx + f (z)dz = 2πi Resz=zk f (z)
C −R CR k=1
where zk , k = 1, 2, 3, · · · , n denotes the singularities in the upper

half plane.

Steps-continued....
Then by Residue theorem it follows

Z Z R Z n
X
f (z)dz = f (x )dx + f (z)dz = 2πi Resz=zk f (z)
C −R CR k=1
where zk , k = 1, 2, 3, · · · , n denotes the singularities in the upper

half plane.
R
If we could show that the CR f (z)dz → 0 as R → ∞ then we have
Z ∞ Z R n
X
P.V . f (x )dx = lim f (x )dx = 2πi Resz=zk f (z).
−∞ R→∞ −R
k=1

Example
R∞ 1
Example: Use residues to evaluate −∞ (x 2 +1)(x 2 +9) dx .

Example
R∞ 1
1
Solution: Let f (z) = (z 2 +1)(z 2 +9) . Since
2 2
(z + 1)(z + 9) = (z − i)(z + i)(z + 3i)(z − 3i) we take C be the closed
contour consisting of the interval [−R, R] on the real axis and semicircle
CR of radius R > 3.

Example
R∞ 1
1
2 2
CR of radius R > 3.
Z R
1 1 1
Z Z
dz = dx + dz
C (z 2 + 1)(z 2 + 9) −R (x 2 + 1)(x 2 + 9) CR (z 2 + 1)(z 2 + 9)
= I1 + I2 .

Example
R∞ 1
1
2 2
CR of radius R > 3.
Z R
1 1 1
Z Z
dz = dx + dz
C (z 2 + 1)(z 2 + 9) −R (x 2 + 1)(x 2 + 9) CR (z 2 + 1)(z 2 + 9)
= I1 + I2 .
By Residue Theorem we have
1 −1 π

I1 + I2 = 2πi [Resz=i f (z) + Resz=3i f (z)] = 2πi +( ) = .
16i 48i 12

Example
On the contour CR
|(z 2 +1)(z 2 +9)| = |z 2 +1|.|z 2 +9| ≥ ||z 2 |−1|.||z 2 |−9| = (R 2 −1)(R 2 −9).
Since the length L of the semicircle is πR it follows from the ML−

inequality that,
1 πR
Z
|I2 | = | dz| ≤ →0
CR (z 2 2
+ 1)(z + 9) (R − 1)(R 2 − 9)
2
as R → ∞, so we conclude that limR→∞ I2 = 0. Therefore

Z ∞
1 π
P.V dx = lim I1 = .
−∞ (x 2 2
+ 1)(x + 9) R→∞ 12

Example
Hence Z ∞
1 π
dx = .
−∞ (x 2 2
+ 1)(x + 9) 12
We can also calculate
Z ∞
1 1 π π
dx = . = .
0 (x 2 2
+ 1)(x + 9) 2 12 24
Note: It is often tedious to have to show that the contour integral along
CR approaches 0 as R → ∞.

Example
Hence Z ∞
1 π
dx = .
−∞ (x 2 2
+ 1)(x + 9) 12
We can also calculate
Z ∞
1 1 π π
dx = . = .
0 (x 2 2
+ 1)(x + 9) 2 12 24
Note: It is often tedious to have to show that the contour integral along
CR approaches 0 as R → ∞.
Did you notice the difference between the degree of the denominator and
that of the numerator for comfortable situation ?

Example
R∞ 1
Example: Use residues to evaluate 0 (x 2 +1)2
dx .

Example
R∞ 1
dx .
1 2 2 2 2
Solution: Let f (z) = (z 2 +1)2 . Since (z + 1) = (z − i) (z + i) , we take
C be the closed contour consisting of the interval [−R, R] on the real axis
and semicircle CR of radius R > 1.

Example
R∞ 1
dx .
1 2 2 2 2
Z R
1 1 1
Z Z
dz = dx + dz
C (z + 1)2
2
−R (x + 1)2
2
CR (z 2 + 1)2
= I1 + I2 .

Example
R∞ 1
dx .
1 2 2 2 2
Z R
1 1 1
Z Z
dz = dx + dz
C (z + 1)2
2
−R (x + 1)2
2
CR (z 2 + 1)2
= I1 + I2 .
By Residue Theorem we have
1 π

I1 + I2 = 2πi [Resz=i f (z)] = 2πi ) = .
4i 2

Example
On the contour CR
|(z 2 + 1)2 | ≥ (|z 2 | − 1)2 = (|z|2 − 1)2 = (R 2 − 1)2 .
Since the length L of the semicircle is πR it follows from the ML-inequality

that,
1 πR
Z
|I2 | = | 2 + 1)2
dz| ≤ 2 − 1)2
→0
CR (z (R
Z ∞
1 π
dx = lim I1 = .
0 (x 2 + 1)2 R→∞ 4

Example
R∞ 1
Example: Use residues to evaluate 0 x 4 +1
dx .

Example
R∞ 1
dx .
Solution: Let f (z) = z 41+1 . Since z 4 + 1 has roots ± √12 ± i √12 , we take C
be the closed contour consisting of the interval [−R, R] on the real axis

Example
R∞ 1
dx .
Z R
1 1 1
Z Z
4
dz = 4
dx + dz
C z +1 −R x +1 CR z4 +1
= I1 + I2 .

Example
R∞ 1
dx .
Z R
1 1 1
Z Z
4
dz = 4
dx + dz
C z +1 −R x +1 CR z4 +1
= I1 + I2 .
By Residue Theorem
we have
π
I1 + I2 = 2πi Resz= √1 +i √1 f (z) + Resz=− √1 +i √1 f (z) = √
2
.
2 2 2 2

Example
On the contour CR
|z 4 + 1| ≥ (|z 4 | − 1) = |z|4 − 1 = R 4 − 1.
Since the length L of the semicircle is πR it follows from the ML-inequality

that,
1 πR
Z
|I2 | = | 2 + 1)2
dz| ≤ 4 →0
CR (z R −1
Z ∞
1 π
dx = lim I1 = √ .
0 x4 +1 R→∞ 2 2

Useful theorem for computing residue
Theorem
If f (z) = p(z)
q(z) , where p(z) and q(z) are analytic at z0 with p(z0 ) 6= 0,
q(z0 ) = 0 and q 0 (z0 ) 6= 0. Then z0 is a simple pole of f (z) and
p(z0 )
Resz=z0 f (z) =
q 0 (z0 )
.

Chapter-7 Application of Residues

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Chapter-7: Applications of Residues

Dr. Jajati Keshari Sahoo

April 28, 2019

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 1 / 18

1 Evaluation of improper integrals

2 Improper integrals- Method with Examples

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 2 / 18

where f (x ) may become infinite/indeterminate at finite number of

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 3 / 18

where f (x ) may become infinite/indeterminate at finite number of

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 3 / 18

If f (x ) is continuous on the non-negative real axis 0 ≤ x < ∞, then

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 4 / 18

If f (x ) is continuous on the non-negative real axis 0 ≤ x < ∞, then

If f (x ) is continuous on the non-positive real axis −∞ < x ≤ 0, then

provided limit exists.

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 4 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 5 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 5 / 18

does not exist.

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 6 / 18

does not exist. However

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 6 / 18

does not exist. However

We define the Cauchy principal value as follows;

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 6 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 7 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 7 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 7 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 7 / 18

1 Evaluation of improper integrals

2 Improper integrals- Method with Examples

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 8 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 9 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 9 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 9 / 18

Then by Residue theorem it follows

where zk , k = 1, 2, 3, · · · , n denotes the singularities in the upper

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 10 / 18

Then by Residue theorem it follows

where zk , k = 1, 2, 3, · · · , n denotes the singularities in the upper

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 10 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 11 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 11 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 11 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 11 / 18

Since the length L of the semicircle is πR it follows from the ML−

as R → ∞, so we conclude that limR→∞ I2 = 0. Therefore

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 12 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 13 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 13 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 14 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 14 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 14 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 14 / 18

|(z 2 + 1)2 | ≥ (|z 2 | − 1)2 = (|z|2 − 1)2 = (R 2 − 1)2 .

Since the length L of the semicircle is πR it follows from the ML-inequality

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 15 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 16 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 16 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 16 / 18

J. K. Sahoo (BITS Goa) Complex Variable and Applications Improper Integrals 16 / 18

Since the length L of the semicircle is πR it follows from the ML-inequality