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AE 5332 - Professor Dora Elia Musielak: Residue Theorem and Solution of Real Indefinite Integrals
AE 5332 - Professor Dora Elia Musielak: Residue Theorem and Solution of Real Indefinite Integrals
Lecture 21
Residue Theorem and Solution of Real Indefinite Integrals
𝑓(𝑧) = ∑ 𝑐𝑛 (𝑧 − 𝑎)𝑛
𝑛=−∞
is integrated term by term by using a closed contour 𝐶 that encircles one isolated
singular point 𝑎 once in a counterclockwise sense, we obtain, applying the “important
little integral” (see Lecture 16):
𝑐𝑛 ∮ (𝑧 − 𝑎)𝑛 𝑑𝑧 = 0, 𝑛 ≠ −1 (1)
𝐶
where the constant 𝑐−1 , the coefficient of (𝑧 − 𝑎)−1 in the Laurent expansion, is called
the residue of 𝑓(𝑧) at 𝑧 = 𝑎.
If 𝑓(𝑧) has only isolated singularities within 𝐶, then its contour integral is simply 2𝜋𝑖
times the sum of the residues within 𝐶, where the residue of 𝑓(𝑧) at a singular point is
the 𝑐−1 coefficient in the Laurent series of 𝑓(𝑧) about the singular point.
2
𝑘
Cauchy’s Residue
∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑎𝑛 ) (4)
Theorem
𝐶 𝑛=1
Example 1. Evaluate
𝑧6 + 1
∮ 𝑑𝑧 , 𝐶: |𝑧| = 3
𝑧 3 (2𝑧 2 − 5𝑧 + 2)
𝐶
Solution: In order to use the residue theorem, we need to identify the singular points
of the function in the domain |𝑧| < 3. Let us rewrite the function
𝑧6 + 1 𝑧6 + 1
𝑓(𝑧) = =
𝑧 3 (2𝑧 2 − 5𝑧 + 2) 𝑧 3 (2𝑧 − 1)(𝑧 − 2)
The function has singularities at 𝑎0 = 0, 𝑎1 = 1/2, and at 𝑎2 = 2, all points are inside 𝐶.
3
𝑧6 + 1
∮ 3 𝑑𝑧 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑎𝑛 )
𝑧 (2𝑧 2 − 5𝑧 + 2)
𝐶 𝑛=1
Once we evaluate the three residues (using the limit formulas given in Lecture 20), we
determine the value of the integral.
Computing Residues
If 𝑓(𝑧) has a simple pole at 𝑧 = 𝑎, then, with 𝑐𝑛 the coefficients in the expansion of
𝑓(𝑧),
and, recognizing that (𝑧 − 𝑎)𝑓(𝑧) may not have a form permitting an obvious
cancellation of the factor (𝑧 − 𝑎), we take the limit of Eq. (5) as 𝑧 → 𝑎:
Also, if there is a pole of order 𝑛 > 1 at 𝑧 = 𝑎, then (𝑧 − 𝑎)𝑛 𝑓(𝑧) must have the
expansion
We see that 𝑐−1 is the coefficient of (𝑧 − 𝑎)𝑛−1 in the expansion of (𝑧 − 𝑎)𝑛 𝑓(𝑧), and
therefore we can identify it as satisfying
1 𝑑 𝑛−1
𝑐−1 = lim [(𝑧 − 𝑎)𝑛 𝑓(𝑧)] (8)
(𝑛 − 1)! 𝑧→𝑎 𝑑𝑧 𝑛−1
In (8) the limit is indicated to take account of the fact that the expression involved
may be indeterminate. Sometimes the general formula, Eq. (8), is found to be more
complicated than the judicious use of power-series expansions.
As we pointed out in the previous lecture, essential singularities also have well-
defined residues, but finding them can be more difficult. In principle, one can use
1 𝑓(𝑠)
𝑐𝑛 = ∮ 𝑑𝑠; 𝑛 = 0, ±1, ±2, …
2𝜋𝑖 (𝑠 − 𝑎)𝑛+1
𝐶
In any case, let us agree to adopt the following notation for the residue of a function
𝑓(𝑧) at a point 𝑎 as
𝑧 − sin 𝑧
𝐼=∮ 𝑑𝑧 ; 𝐶: |𝑧| = 1
𝑧3
𝐶
𝑧 − sin 𝑧
𝐼=∮ 𝑑𝑧 = 2𝜋𝑖 Res(@𝑎)
𝑧3
𝐶
To determine the residue, we expand the function, using the Taylor series for sin 𝑧:
𝑧 − sin 𝑧 1 𝑧3 𝑧5 𝑧7
𝑓(𝑧) = = 3 {𝑧 − [𝑧 − + − + ⋯ ]}
𝑧3 𝑧 3! 5! 7!
1 𝑧3 𝑧5 𝑧7 1 𝑧2 𝑧4
𝑓(𝑧) = { − + − ⋯ } = − + −⋯
𝑧 3 3! 5! 7! 3! 5! 7!
Observe, the expansion has no negative powers, that is, 𝑐−1 = 0, so the residue is 0.
As we stated in Lecture 20, if the principal part of 𝑓(𝑧) is zero (if all constants 𝑐−𝑛 = 0),
then 𝑧 = 𝑎 is called a removable singularity.
Therefore,
𝑧 − sin 𝑧
𝐼=∮ 𝑑𝑧 = 0
𝑧3
𝐶
Res(𝑓(𝑧), 𝑎) = 0
5
𝑏
𝑑𝑧(𝑡)
∫ 𝑓(𝑧) 𝑑𝑧 = ∫ 𝑓(𝑧(𝑡)) 𝑑𝑡 (1)
𝑎 𝑑𝑡
𝐶
2. Cauchy’s Theorem
∮ 𝑓(𝑧) 𝑑𝑧 = 0 (2)
𝐶
3. Path Independence
2𝜋𝑖, 𝑛 = −1
∮ (𝑧 − 𝑎)𝑛 𝑑𝑧 = { (4)
𝐶 0, 𝑛 ≠ −1
𝑓(𝑧)
∮ 𝑑𝑧 = 2𝜋𝑖 𝑓(𝑎) (5)
𝑧−𝑎
𝐶
7. Taylor Theorem
Let 𝑓(𝑧) be analytic in a domain 𝐷. If 𝑎 lies within 𝐷 and |𝑧 − 𝑎| < 𝑅 is any disk
centered at 𝑎 and lying entirely within 𝐷, then 𝑓(𝑧) admits precisely one power
representation in the disk |𝑧 − 𝑎| < 𝑅, which is its Taylor series
∞
𝑓 (𝑛) (𝑎) 𝑓 ′′ (𝑎)
𝑓(𝑧) = ∑ (𝑧 − 𝑎)𝑛 = 𝑓(𝑎) + 𝑓 ′ (𝑎)(𝑧 − 𝑎) + (𝑧 − 𝑎)2 + ⋯ (7)
𝑛! 2!
𝑛=0
8. Power Series
∞
9. Laurent Theorem
Let 𝑓(𝑧) be analytic within the annular domain 𝐷 defined by 𝑟 < |𝑧 − 𝑎| < 𝑅. If 𝑓(𝑧)
has a singularity at the point 𝑧 = 𝑎, then, 𝑓(𝑧) has the series representation
∞ ∞ ∞
𝑐−𝑛
𝑛
𝑓(𝑧) = ∑ 𝑐𝑛 (𝑧 − 𝑎) = ∑ + ∑ 𝑐𝑛 (𝑧 − 𝑎)𝑛
(𝑧 − 𝑎)𝑛
𝑛=−∞ 𝑛=1 𝑛=0
The part of the Laurent series involving negative powers of (𝑧 − 𝑎) is called the
principal part of 𝑓(𝑧) at 𝑧 = 𝑎.
7
∞
𝑐−𝑛
Principal Part of 𝑓(𝑧) ∑
(𝑧 − 𝑎)𝑛
𝑛=1
The form of the Laurent series when 𝑧 = 𝑎 is one of the isolated singularities:
1
The coefficient 𝑐−1 of 𝑧−𝑎 is called the residue of 𝑓(𝑧) at 𝑎, and we denote it
Res(𝑓(𝑧), 𝑎) or Res(@𝑎)
𝑘
Cauchy’s Residue
∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑎) (9)
Theorem
𝐶 𝑛=1
1 𝑑 𝑛−1
𝑐−1 = lim 𝑛−1 [(𝑧 − 𝑎)𝑛 𝑓(𝑧)]
(𝑛 − 1)! 𝑧→𝑎 𝑑𝑧
Res(𝑓(𝑧), 𝑎) = 0
8
(𝜋 − 𝑧)(𝑧 4 − 3𝑧 2 )
𝑓(𝑧) =
sin2 𝑧
1
𝑓(𝑧) =
(𝑧 + 4)(𝑧 − 1)3
Is Cauchy’s residue theorem more powerful than the generalized Cauchy integral
formula? If so, how?
If 𝑓(𝑧) has an nth-order pole inside a piecewise smooth simple closed oriented in the
positive direction (counterclockwise) contour 𝐶 at 𝑧 = 𝑎, then both the residue
theorem and the generalized integral formula give
1 𝑑 𝑛−1
𝐼 = ∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 lim { 𝑛−1 [(𝑧 − 𝑎)𝑛 𝑓(𝑧)]}
(𝑛 − 1)! 𝑧→𝑎 𝑑𝑧
𝐶
Integrals, Range −∞ to ∞
where 𝑓 is a rational function 𝑓(𝑥) = 𝑃(𝑥)/𝑄(𝑥) such that the polynomials 𝑃 and 𝑄
have no common factors.
Fourier Integrals
where here also 𝑓 is a rational function 𝑓(𝑥) = 𝑃(𝑥)/𝑄(𝑥) such that the polynomials 𝑃
and 𝑄 have no common factors.
10
Fourier integrals appear as the real and imaginary parts in the improper integral
∞ ∞ ∞
𝐼 = ∫ 𝑓(𝑥)𝑒 𝑖𝛼𝑥 𝑑𝑥 = ∫ 𝑓(𝑥) cos 𝑥 𝑑𝑥 + 𝑖 ∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥
−∞ −∞ −∞
Applications
The residue theorem has applications in fluid dynamics, functional analysis, linear
algebra, analytic number theory, quantum field theory, algebraic geometry and
integrals of dynamical systems.
For example, the sine integral function 𝑆𝑖(𝑥), which has wide applications in
engineering:
𝑥
sin(𝑡)
𝑆𝑖(𝑥) = ∫ 𝑑𝑡
0 𝑡
For engineers, another example is the following integral, which is very useful in
Fourier analysis and probability:
∞
sin(𝑥) 𝜋
∫ 𝑑𝑥 =
0 𝑥 2
For physicists, the following integral has applications in quantum theory and atomic
collisions analysis,
∞
sin(𝑡) 𝑖𝑝𝑡
∫ 𝑒 𝑑𝑡
−∞ 𝑡
In the next part of this lecture, we begin the application of Cauchy’s residue theorem to
solution of real function integrals. We begin with trigonometric integrals.
We wish to convert this type of integral into a complex integral where the contour of
integration 𝐶 is the unit circle centered at the origin.
11
𝑧 = cos 𝜃 + 𝑖 sin 𝜃 = 𝑒 𝑖𝜃 ; 0 ≤ 𝜃 ≤ 2𝜋
and using
𝑒 𝑖𝜃 + 𝑒 −𝑖𝜃 𝑒 𝑖𝜃 − 𝑒 −𝑖𝜃
𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃, cos 𝜃 = , sin 𝜃 =
2 2𝑖
𝑑𝑧 1 1
𝑑𝜃 = , cos 𝜃 = (𝑧 + 𝑧 −1 ), sin 𝜃 = (𝑧 − 𝑧 −1 ) (10)
𝑖𝑧 2 2𝑖
𝑧 + 𝑧 −1 𝑧 − 𝑧 −1 𝑑𝑧
∮ 𝐹( , ) (11)
2 2𝑖 𝑖𝑧
𝐶
This integral can be evaluated with the aid of the residue theorem, Eq. (4).
The method of solution is easily adaptable for integrals over a different range, for
example between 0 and 𝜋 or between ±𝜋.
𝑑𝑧 2 𝑑𝑧 2 𝑑𝑧
𝐽=∮ −1 =∮ 2
= ∮ 2
𝑧 𝑧 4𝑖𝑧 + 𝑖𝑧 + 𝑖 𝑖 𝑧 + 4𝑧 + 1
𝐶 [2 + 2 + 2 ] 𝑖𝑧 𝐶 𝐶
𝑎1 = −2 + √3, 𝑎2 = −2 − √3
2 𝑑𝑧 2 𝑑𝑧
∮ = ∮
𝑖 (𝑧 − 𝑎1 )(𝑧 − 𝑎2 ) 𝑖 (𝑧 + 2 − √3)(𝑧 + 2 + √3)
𝐶 𝐶
1 1
Res(@𝑎1 ) = lim [(𝑧 + 2 − √3) 𝑓(𝑧)] = | =
𝑧→𝑎1 𝑧 + 2 + √3 𝑧=−2+√3 −2 + √3 + 2 + √3
2 𝑑𝑧 2 1
𝐽= ∮ = ∙ 2𝜋𝑖
𝑖 (𝑧 + 2 − √3)(𝑧 + 2 + √3) 𝑖 2√3
𝐶
Example 4. Solve the real trigonometric integral using the residue theorem.
2𝜋
1
𝐼=∫ 𝑑𝜃
0 (2 + cos 𝜃)2
4 𝑧
𝐽= ∮ 2 𝑑𝑧
𝑖 (𝑧 + 4𝑧 + 1)2
𝐶
where
𝑧 𝑧
𝑓(𝑧) = =
(𝑧 2 + 4𝑧 + 1) 2 (𝑧 − 𝑎1 ) (𝑧 − 𝑎2 )2
2
and where the roots of the quadratic denominator are 𝑎1 = −2 + √3, 𝑎2 = −2 − √3.
Observe that only 𝑎1 is inside the unit circle 𝐶. Hence, by the residue theorem (4)
𝑧
∮ 𝑑𝑧 = 2𝜋𝑖 Res(@𝑎1 )
(𝑧 2 + 4𝑧 + 1)2
𝐶
13
and since 𝑎1 is a pole of order 2, we use the second theorem (Lecture 20) or Eq. (8),
𝑑
Res(@𝑎1 ) = lim [(𝑧 − 𝑎1 )2 𝑓(𝑧)]
𝑧→𝑎1 𝑑𝑧
𝑑 𝑧 𝑧 + 𝑎2 1
Res(@𝑎1 ) = lim [ 2
] = lim [− 3
]=
𝑧→𝑎1 𝑑𝑧 (𝑧 − 𝑎2 ) 𝑧→𝑎1 (𝑧 − 𝑎2 ) 6√3
Hence,
4 𝑧 4
𝐽= ∮ 2 𝑑𝑧 = 2𝜋𝑖 Res(@𝑎1 )
𝑖 (𝑧 + 4𝑧 + 1)2 𝑖
𝐶
4 1
𝐽= 2𝜋𝑖 ∙
𝑖 6√3
𝑒 𝑖𝜃 + 𝑒 −𝑖𝜃 𝑧 + 𝑧 −1 𝑧 2 + 1
cos 𝜃 = = =
2 2 2𝑧
𝑒 𝑖𝜃 − 𝑒 −𝑖𝜃 𝑧 − 𝑧 −1 𝑧 2 − 1
sin 𝜃 = = =
2𝑖 2𝑖 2𝑖 𝑧