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Chapter 11
Chapter 11
Chapter 11
(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. 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 −∞
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.
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
2π
1
Z
dϑ
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).
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
and let N → ∞
(ii ) To evaluate the sum
X∞
(−1)n f (n)
n=1
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
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