Chapter 11

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The Calculus of Residues

“Using the Residue Theorem to evaluate integrals and sums”

The residue theorem allows us to evaluate integrals without actually


physically integrating i.e. it allows us to evaluate an integral just by
knowing the residues contained inside a curve. In this section we shall
see how to use the residue theorem to to evaluate certain real integrals
which were not possible using real integration techniques from single
variable calculus and how to find the values of certain infinite sums.
In order to do this, we shall present a number of different types of
integrals and sums and then the method of how to calculate them. We
shall provide proofs for only certain integrals and sums.
R ∞ P (x)
1. Integrals of the form −∞ Q(x) dx for a real variable x
with Q(x) 6= 0.
Theorem 1.1. Suppose that P (x) and Q(x) are polynomials of a real
variable x , Q(x) 6= 0 for any real x and deg (Q(x)) − deg (P (x)) > 2
R ∞ P (x)
(to guarantee the convergence of the integral −∞ Q(x) dx). Then
Z ∞
P (x) X
dx = 2πi Res(P/Q; zk )
−∞ Q(x) k

where the zi are the singularities in the upper half plane.


Proof. We prove this through a number of steps.
(i ) Let C denote the curve which consists of A, the semicircle of
radius R centered at the origin and L the real line segment
from −R to R oriented counterclockwise (as illustrated).

(ii ) By the residue theorem,


P (z)
Z X
dz = 2πi ResC (P/Q; zk )
C Q(z) k

where the zi are the singularities in the interior of C.


1
2

(iii ) Let A denote just the semicircle. Since deg (Q(x))−deg (P (x)) >
2, then for sufficiently large R, there exists a constant k such
that |P (z)/Q(z)| 6 k/R2 on A. Using the ML formula, it
follows that
P (z) k πk
Z
dz 6 πR 2 = →0
A Q(z) R R
as R → ∞.
(iv ) It follows that
Z ∞ Z 
P (x) P (z) P (z)
Z
dx = limR→∞ dz + dz
−∞ Q(x) L Q(z) A Q(z)

X X
= lim (2πi ResC (P/Q; zk )) = 2πi Res(P/Q; zk )
R→∞
k k

where the zi are the singularities in the upper half plane.




Example 1.2. Evaluate


Z ∞
x2 + x
dx.
−∞ (x2 + 1)(x2 + 4)

By the previous result,


Z ∞
x2 + x X
2 2
dx = 2πi Res(P/Q; zk )
−∞ (x + 1)(x + 4) k

where the zi are the singularities in the upper half plane. The poles
in the upper half plane are at z = i and z = 2i and both are simple
poles, so we can evaluate them easily. Specifically, if P (z) = z 2 + z and
Q(z) = (z 2 + 1)(z 2 + 4), then we have

P (i) i2 + i i−1
Res(P (z)/Q(z); i) = ′
= 2 2
=
Q (i) 2i(i + 4) + 2i(i + 1) 6i
and
P (2i) −4 + 2i −4 + 2i 2−i
Res(P (z)/Q(z); 2i) = = = − = .
Q′ (2i) 4i((2i)2 + 4) + 4i((2i)2 + 1) −12i 6i
Therefore, we get
Z ∞
x2 + x i−1 2−i 1 π
2 2
dx = 2πi( + ) = 2πi =
−∞ (x + 1)(x + 4) 6i 6i 6i 3
3
R∞ P (x)
2. Integrals of the form −∞ Q(x)
sin (x)dx and
R∞ P (x)
−∞ Q(x)
cos (x)dxfor a real variable x with Q(x) 6= 0.
Theorem 2.1. Suppose that P (x) and Q(x) are polynomials of a real
variable x , Q(x) 6= 0 for any real x and deg (Q(x)) − deg (P (x)) >
R ∞ (x)
1 (to guarantee the convergence of the integral −∞ PQ(x) sin (x)dx and
R ∞ P (x)
−∞ Q(x)
cos (x)dx). Then if R(z) = P (z)/Q(z), then
Z ∞
P (x) X
sin (x)dx = Im(2πi Res(R(z)eiz ; zk ))
−∞ Q(x) k

and ∞
P (x)
Z X
cos (x)dx = Re(2πi Res(R(z)eiz ; zk ))
−∞ Q(x)
k
iz
where the zi are the singularities of R(z)e in the upper half plane.
Proof. We proceed as with the last case but instead of integrating
R(z) cos (z) or R(z) sin (z), we consider R(z)eiz . Let C denote the
curve which consists of A, the semicircle of radius R centered at the
origin and L the real line segment from −R to R oriented counterclock-
wise (as illustrated).

Fix some real h > 0. Then we break up the curve A into the segments
A+ = {z ∈ A|Im(z) > h} and A− = {z ∈ A|Im(z) < h}. We also
observe the following:
• Since deg (Q) − deg (P ) > 1, we have |R(z)| > K/|z| for some
constant K and for sufficiently large z
• |eiz | = eRe(iz) = e−y for z = x + iy.
Using these observations, we have the following:
(i )
e−h
Z
iz
πR = Kπe−h

R(z)e dz 6 K


A+ R
and Z
K
iz 6 4h = 4K h

R(z)e dz

A−
R R
since clearly each segment making up A− have lengths less
than 2h.
4

(ii ) Choosing h = M , we have
Z √
iz 6 Kπe− R


R(z)e dz
A+

and Z √
R 4K
R(z)eiz dz 6 4K

=√

A− R R
so it follows that
Z √
R(z)e dz 6 Kπe− R + √
iz
4K
→0

A
R
as R → ∞. Thus
Z Z ∞
iz
lim R(z)e dz = R(x)eix dx.
R→∞ C −∞

(iii ) It follows that


X Z Z
iz iz
2πi ResC (R(z)e ; zk ) = lim R(z)e dz = R(x)eix dx
R→∞ C L
k
Z Z Z
= R(x)(cos(x)+i sin (x))dx = R(x) cos(x)dx+i R(x) sin (x)dx
L L L
by the residue theorem where the zi are the singularities of
R(z)eiz in the upper half plane. Hence
Z ∞
P (x) X
sin (x)dx = Im(2πi Res(R(z)eiz ; zk ))
−∞ Q(x) k

and
Z ∞
P (x) X
cos (x)dx = Re(2πi Res(R(z)eiz ; zk ))
−∞ Q(x) k


We illustrate again with an example.
Example 2.2. Evaluate

cos (x)
Z
dx
−∞ x2 + 9
and

sin (x)
Z
dx.
−∞ x2 + 9
By the previous result,
Z ∞
cos (x) X eiz
2
dx = Re(2πi Res( 2 ; zk ))
−∞ x + 9 z +9
k
5

where the zi are the singularities in the upper half plane. There is a
single simple pole in the upper half plane at z = 3i so we can evaluate
the residue easily. Specifically, if P (z) = eiz and Q(z) = z 2 + 4, so
P (i) e−3
Res(P (z)/Q(z); 3i) = = .
Q′ (i) 6i
Therefore, we get

cos (x) πe−3
Z
dx =
−∞ x2 + 9 3
and ∞
sin (x)
Z
dx = 0.
−∞ x2 + 9
R ∞ P (x)
3. Integrals of the form 0 Q(x) dx for a real variable x
with Q(x) 6= 0.
First note that if P (x)/Q(x) is an even function, we can use the previ-
ous result and the fact that
Z ∞
P (x) 1 ∞ P (x)
Z
dx = dx.
0 Q(x) 2 −∞ Q(x)
Otherwise we integrate the function R(z) log (z) where R(z) = P (z)/Q(z)
over the following contour C and note that as R → ∞ and ε → 0 , we
have Z ∞
1 P (x)
Z
lim R(z) log (z)dz = − dx
R→∞ C 2πi 0 Q(x)
using calculations similar to the previous results.

Therefore, we get the following:


Theorem 3.1. Suppose that P (x) and Q(x) are polynomials of a real
variable x , Q(x) 6= 0 for any real x and deg (Q(x)) − deg (P (x)) > 2
R ∞ (x)
(to guarantee the convergence of the integral 0 PQ(x) dx). Then
Z ∞
P (x) X P (z)
dx = − Res( log (z); zk )
0 Q(x) k
Q(z)
where the zi are the singularities in the the whole complex plane.
Rather than providing a complete proof, we illustrate with an example.
6

Example 3.2. Evaluate



x
Z
dx.
0 x4 +1
Here we have

x z
Z X
4
dx = − Res( 4 log (z); zk )
0 x +1 k
z + 1
where the zi are the singularities in the the whole complex plane. The
poles are all simple and are at the solutions of z 4 = −1 i.e. z = eiπ/4 ,
e3iπ/4 , e5iπ/4 and e7iπ/4 . Evaluating the residues, we have
P (ekiπ/4 ) ekiπ/4
Res(P (z)/Q(z) log (z); ekiπ/4 ) = log (ekiπ/4
) = log (ekiπ/4 )
Q′ (ekiπ/4) 4e3kiπ/4
1 kπi kπi
= kiπ/2 =
4e 4 16ekiπ/2
for k = 1, 3, 5, 7. Thus we have
Z ∞  
x πi 3πi 5πi 7πi
dx = − + + +
0 x4 + 1 16eiπ/2 16e3iπ/2 16e5iπ/2 16e7iπ/2
 
πi 3πi 5πi 7πi 4π π
=− − + − = =
16i 16i 16i 16i 16 4
R∞ α
4. Integrals of the form 0 Px(x) dx for a real variable x
with P (x) 6= 0 and with 0 < α < 1.
In order to integrate functions of this type, we use the same contour as
the last example. Though it is a little more complicated to show, we
get the following result:
Theorem 4.1. Suppose α is a number with 0 < α < 1, P (x) is a poly-
nomial of a real variable x , P (x) 6= 0 for any Rreal x and deg (P (x)) > 1
∞ α
(to guarantee the convergence of the integral 0 Px(x) dx). Then
Z ∞ α
x 2πi X z α−1
dx = Res( ; zk )
0 P (x) 1 − e2πi(α−1) k P (z)
where the zi are the zeros of P (z).
We illustrate with an example.
Example 4.2. Evaluate
∞ √
x
Z
dx.
0 x2 +1
Using the theorem, we have
Z ∞ 1 1
x2 2πi X z− 2
dx = Res( 2 ; zk )
0 x2 + 1 1 − e−πi (z + 1)
k
7

where the zi are the zeros of z 2 + 1. The zeros of z 4 + 1 are z = ±i.


They are both simple poles, so we get
1 1 5iπ √
z− 2 i− 2 e−iπ/4 1 e4 2(−1 − i)
Res( 2 ; i) = ′ = πi/2 = 3iπ = =
z +1 P (i) 2e 2e 4 2 4
and
1 1 7iπ √
z− 2 (−i)− 2 e−3iπ/4 1 e 4 2(1 − i)
Res( 2 ; −i) = ′ = 3πi/2 = iπ = = .
z +1 P (−i) 2e 2e 4 2 4
Thus we have
Z ∞ 1 1 √ √
x2 2πi X z− 2 2 2i 2π
2
dx = −πi
Res( 2 ; zk ) = −πi =
0 x +1 1−e k
(z + 1) 4 2
R 2π
5. Integrals of the form 0 R(cos (ϑ), sin (ϑ))dϑ for a
Rational function R and a real variable ϑ.
In order to integrate functions of this type, first observe that
Z 2π
dz
Z
R(cos (ϑ), sin (ϑ))dϑ = R(cos (ϑ), sin (ϑ))
0 |z|=1 iz
 
1 1 1 1 dz
Z
= R (z + ), (z + )
|z|=1 2 z 2i z iz
on |z| = 1 since if we put z = e , then cos (ϑ) = 21 (z + z1 ) and

sin (ϑ) = 2i1 (z + z1 ) and dϑ = dz/iz. This implies the following method
to calculate such integrals:
Theorem 5.1.
 1
R( 2 (z + 1z ), 2i1 (z + 1z ))
Z 2π X 
R(cos (ϑ), sin (ϑ))dϑ = 2π Res ; zk
0 k
z
where the zk are the poles in the circle |z| 6 1.
We illustrate with an example.
Example 5.2. Evaluate

1
Z

0 a + cos (ϑ)
where a > 1 (so that the integrand is always finite).
We evaluate using the theorem. We have
Z 2π  11 1 
X a+ 2 (z+ z )
R(cos (ϑ), sin (ϑ))dϑ = 2π Res ; zk .
0 k
z
However, observe that
1
a+ 21 (z+ z1 ) 2
=
z z2 + 2az + 1
8

which has poles at z = −a√± a2 − 1, which are both on the real axis.
Next
√ note that z = −a + a2 −√1 is inside the unit circle since a − 1 <
2 2
√a − 1 < a, so −1 < −a + a − 1 < 0 and similarly, z = −a −
a2 − 1 is outside the unit circle. Thus we have

2π √
 
2
Z
R(cos (ϑ), sin (ϑ))dϑ = 2πRes 2 ; −a + a2 − 1
0 z + 2az + 1
2 2π
= 2π √ =√ .
2
2 a −1 a2 − 1
6. Sums of Series
The last application of the residue theorem is to the number theoretical
problem of summing series. In order to evaluate sums of series, we shall
construct functions whose residues agree with the terms of the series
and then integrate over a appropriately chosen contour and apply the
residue theorem. Most of the integrals we shall perform will be over
the square CN centered at the origin with vertices
(±(N + 1/2), ±(N + 1/2))
(see illustration below).

In order to do this, we need the following two results.


Lemma 6.1. For any N > 0, for any z on CN we have
| cot (πz)| 6 coth (π/2)
and
|cosec(πz)| 6 1.
Proof. Putting z = x + iy and using the trigonometric sum formulas
and basic identities, we have
| cos (πz)|2 = cos2 (πx) + sinh2 (πy)
and
| sin (πz)|2 = cosh2 (πy) − cos2 (πx).
It follows that
cos2 (πx) + sinh2 (πy)
| cot (πz)|2 = .
cosh2 (πy) − cos2 (πx)
9

On the vertical sides of CN , we have


1
x = ±(N + )
2
giving
1
cos ((N + )π) = 0
2
so
| cot (πz)| = | tanh (πy)| 6 1.
On the horizontal sides,
0 6 cos2 (πx) 6 1
so
sinh2 (πy) + 1 cosh2 (y)
| cot (πz)|2 6 = = coth2 (πy).
cosh2 (πy) − 1 sinh2 (πy)
Then we have
1 π
| cot (πz)| 6 | coth (πz)| = coth (π(N + )) 6 coth ( ).
2 2
Hence on CN , we have
π π
| coth (πz)| 6 max(1, coth ( )) = coth ( ).
2 2
We use a similar argument with cosec(πz) to show that on the vertical
sides we have
1
|cosec(πz)| 6 61
| cosh (πy)|
and on the horizonal sides
1
|cosec(πz)| 6 61
| sinh ( π2 )|
giving the result.

Lemma 6.2. (i )
πcosec(πz)
has a simple pole at z = n with residue (−1)n for all integers
n.
(ii )
π coth (πz)
has a simple pole at z = n with residue 1 for all integers n.
Proof. Clearly
π
πcosec(πz) =
sin (πz)
and
π cosh (πz)
π coth (πz) =
sinh (πz)
10

have isolated singularities at z = n for each integer n and through


direct calculation, we can show that these are the only singularities of
these functions (by simply finding when sin (πz) = 0). Therefore, we
just need to determine the residues of these singularities.
For any integer n, put w = z − n. Then we have
cos (πz) = cos (πw + πn) = cos (πw) cos (πn) − sin (πw) sin (πn)
= cos (πw) cos (πn)
and
sin (πz) = sin (πw + πn) = sin (πw) cos (πn) + cos (πw) sin (πn)
= sin (πw) cos (πn).
Next observe that
π cos (πw) π cos (πw) cos (πn) π cos (πw)
π cot (πz) = = =
sin (πw) sin (πw) cos (πn) sin (πw)
2 4 (πw)2 (πw)4
π(1 − (πw) + (πw) + ...) 1 1 − 2! + 4! + . . .
 
2! 4!
= 3 (πw)5
= .
(πw − (πw) + + . . . ) w 1 − (πw)2 + (πw)4 + . . .
3! 5! 3! 5!
Note that
2 4
1 − (πw) + (πw) + ...
 
2! 4!
2 4
1 − (πw)
3!
+ (πw)
5!
+ ...
is an analytic function in w, so has a Taylor expansion around w = 0
with first term 1 (since plugging w = 0 yields 1). Thus we have
(πw)2 (πw)4
1 1 − 2! + 4! + . . .
   
1
= 1 + positive powers of w
w 1 − (πw)2 + (πw)4 + . . . w
3! 5!

In particular, the Laurent expanion of z around z = n will have a


simple pole with residue 1. A similar argument holds for π coth (πz).

Lemma 6.3. The first three terms of the Laurent expansion of cosec(z) =
1/ sin (z) around z = 0 are
z 2 7z 4
 
1 1
= 1+ + + ... .
sin (z) z 6 360
Proof. Since the Taylor series of sin (z) around z = 0 is
z3 z5 z2 z4
 
sin (z) = z − + +··· = z 1− + + ...
3! 5! 3! 5!
we have
   
1 1 1 1 1
= z2 4 =
sin (z) z 1− 3!
+ z5! + . . . z 1−α
11

where
z2 z4
α= − + ....
3! 5!
Next observe that for sufficiently small z (say |z| < δ), |α| < 1 (since it
is a continuous function of z which is 0 at 0). Thus for |z| < δ we have
   
1 1 1 1 1
= =
sin (z) z 1 − z3!2 + z5!4 + . . . z 1−α
 2 2
z4
  2
z4
 
1 z z
= 1+ − + ... + − + ... + ...
z 3! 5! 3! 5!
z2 z4 z4 z 2 7z 4
   
1 1
= 1+ − + 2 + higher order terms = 1+ + +. . . .
z 3! 5! 3! z 6 360

With these results in consideration, we can use them to evaluate certain
special types of sums. Specifically, for a rational function f (z), we do
the following:
(i ) To evaluate the sum
X∞
f (n)
n=1

we consider the integral


Z
f (z)π cot (πz)dz
CN

and let N → ∞
(ii ) To evaluate the sum
X∞
(−1)n f (n)
n=1

we consider the integral


Z
f (z)πcosec(πz)dz
CN

and let N → ∞
We illustrate with some examples.
Example 6.4. (i ) Show that

X 1 π2
= .
n=1
n2 6
We consider the integral
π cot (πz)
Z
lim dz.
N →∞ C
N
z2
12

By the residue theorem, we have


N
π cot (πz)
Z X X
lim dz = 2πi ( residues in CN ) = 2πi ( residues at z = n)
N →∞ CN z2 n=−N

so we need to evaluate the residues of


π cot (πz)
z2
in CN . First observe that 1/z 2 is analytic away from z = 0, so
for z 6= n,
π cot (πz)
z2
will have a simple pole (since cot (πz) has a simple pole). To
calculate the value of the residue, since cot (πz) has a simple
pole at z = n with residue 1 because the value of 1/z 2 at z = n
is 1, the power series representation will be
  
π cot (πz) 1 1
= + higher powers of (z − n) + higher powers of (z − n)
z2 n2 z−n
which has residue 1. Thus the sum of the residues for z 6= 0
will be
N N
X 1 X 1
2
=2 .
n=−N,n6=0
n n=1
n2
At z = 0, we have
cot (πz) π cos (πz)
π = = π cos (πz)cosec(πz)
z2 z 2 sin (πz)
(πz)2 (πz)4 π 2 z 2 7π 4 z 4
  
1
= 3 1− + −... 1+ + − ... .
z 2! 4! 6 360
Expanding, we see that the residue is
π2 π2 π2
− + =− .
2 6 3
Thus using the residue theorem, we have
 2 N 
π cot (πz) π 1
Z X X
lim dz = 2πi ( residues in CN ) = 2πi − +2 .
N →∞ CN z2 3 n=1
n2
Finally, we consider the integral
π cot (πz)
Z
dz.
CN z2
Observe that at any point on the boundary, we have
π cot (πz) π coth ( π2 )

6
z2 (N + 1 )2 2
13

so using the ML-formula, we have


π coth ( π2 ) 8π coth ( π2 )
 
π cot (πz) 1
Z
dz 6 8 N+ = →0
CN z2 (N + 21 )2 2 N + 12
as N → ∞. Thus

π2
 
X 1
2πi − +2 =0
3 n=1
n2
or

π2 X 1
= 2
.
6 n=1
n
Example 6.5. Evaluate

X 1
(−1)n+1 .
n=1
n4
For this case, we observe that
∞ ∞
X
n+1 1 X 1
(−1) 4
=− (−1)n 4 ,
n=1
n n=1
n
so we shall consider the integral
πcosec(πz)
Z
lim dz
N →∞ C
N
z4
and negate the answer. As with the previous case, we see that
 
πcosec(πz) π 1 8π
Z
dz 6 1 48 N + = →0
CN z 4 (N + 2 ) 2 (N + 12 )3
as N → ∞, so it follows that

X
( residues at z = n) = 0.
n=−∞

For each integer n 6= 0, the residue is (−1)n /n4 , so it follows that the
sum of all residues except at z = 0 will be
N N
X (−1)n X (−1)n
= 2 .
n=−N,n6=0
n4 n=1
n4

At z = 0 we have
π 2 z 2 7π 3 z 4 π 2 z 2 7π 4 z 4
   
πcosec(πz) 1 1 1
=π 4 1+ + −. . . = 5 1+ + −. . .
z4 z πz 6 360 z 6 360
so the residue is
7π 4
.
360
14

It follows that
N
7π 4 X (−1)n
+2 =0
360 n=1
n4
so
N
7π 4 X (−1)n
− =
720 n=1 n4
giving
N
7π 4 X (−1)n+1
= .
720 n=1 n4

Homework:
Questions from pages 146-148: 1,3,5,6

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