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AE 5332 – Professor Dora Elia Musielak

Lecture 21
Residue Theorem and Solution of Real Indefinite Integrals

If the Laurent expansion of a function,


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

However, for 𝑛 = −1, the important little integral yields

𝑐−1 ∮ (𝑧 − 𝑎)−1 𝑑𝑧 = 2𝜋𝑖 𝑐−1 , 𝑛 = −1 (2)


𝐶
Hence

∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 𝑐−1 (3)


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.

For a function that has isolated singularities at points 𝑎1 , 𝑎2 , . . . 𝑎𝑛 within 𝐶,

∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 (𝑐−1,1 + 𝑐−1,2 + ⋯ + 𝑐−1,𝑛 ) = 2𝜋𝑖 (sum of enclosed residues)


𝐶

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

The problem of evaluating a set of n contour integrals is replaced by the algebraic


problem of computing residues at the enclosed singular points.

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.

Moreover, 𝑎0 = 0 is a pole of order 3, and 𝑎1 = 1/2 and 𝑎2 = 2 are simple poles.

Hence, by Cauchy’s residue theorem,

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

It is not necessary to obtain an entire Laurent expansion of 𝑓(𝑧) about 𝑧 = 𝑎 to identify


𝑐−1, the coefficient of (𝑧 − 𝑎)−1 in the expansion.

If 𝑓(𝑧) has a simple pole at 𝑧 = 𝑎, then, with 𝑐𝑛 the coefficients in the expansion of
𝑓(𝑧),

(𝑧 − 𝑎)𝑓(𝑧) = 𝑐−1 + 𝑐0 (𝑧 − 𝑎) + 𝑐1 (𝑧 − 𝑎)2 + ⋯ (5)


3

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:

𝑐−1 = lim[(𝑧 − 𝑎)𝑓(𝑧)] (6)


𝑧→𝑎

This is Theorem 1 - Residue at a Simple Pole, in Lecture 20.

Also, if there is a pole of order 𝑛 > 1 at 𝑧 = 𝑎, then (𝑧 − 𝑎)𝑛 𝑓(𝑧) must have the
expansion

(𝑧 − 𝑎)𝑛 𝑓(𝑧) = 𝑐−𝑛 + ⋯ + 𝑐−1 (𝑧 − 𝑎)𝑛−1 + 𝑐0 (𝑧 − 𝑎)𝑛 + ⋯ (7)

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

This is Theorem 2 - Residue at a Pole of Order n, in Lecture 20.

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

with 𝑛 = −1 , but the integral involved may be difficult to evaluate. Hence, I


recommend we first expand the function in a Laurent series to identify 𝑐−1.

In any case, let us agree to adopt the following notation for the residue of a function
𝑓(𝑧) at a point 𝑎 as

𝑐−1 = Res(𝑓(𝑧), 𝑎) or Res(@𝑎)


4

Example 2. Evaluate the integral by the residue theorem

𝑧 − sin 𝑧
𝐼=∮ 𝑑𝑧 ; 𝐶: |𝑧| = 1
𝑧3
𝐶

Solution: By Cauchy’s residue theorem

𝑧 − sin 𝑧
𝐼=∮ 𝑑𝑧 = 2𝜋𝑖 Res(@𝑎)
𝑧3
𝐶

The integrand has an isolated singularity at 𝒛 = 𝟎, which is inside 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

You can verify that 𝐼 = 0 by using Cauchy’s integral formula.

The above example illustrates the following conclusion:

If 𝑎 is a removable singularity, then

Res(𝑓(𝑧), 𝑎) = 0
5

The Complex Integral Calculus

Summary of Important Concepts


1. The path or contour integral

𝑏
𝑑𝑧(𝑡)
∫ 𝑓(𝑧) 𝑑𝑧 = ∫ 𝑓(𝑧(𝑡)) 𝑑𝑡 (1)
𝑎 𝑑𝑡
𝐶

where C denotes the path of integration, a piecewise smooth simple curve 𝐶 ∈ 𝐷.

2. Cauchy’s Theorem

For an analytic complex function 𝑓(𝑧) in a simply connected domain 𝐷,

∮ 𝑓(𝑧) 𝑑𝑧 = 0 (2)
𝐶

for every piecewise smooth simple closed curve 𝐶 ∈ 𝐷.

3. Path Independence

If 𝑓(𝑧) is analytic in a simply connected domain 𝐷, then its integral is independent of


the path in 𝐷, that is

∫ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑧)𝑑𝑧 (3)


𝐶1 𝐶2

4. An Important Little Integral

2𝜋𝑖, 𝑛 = −1
∮ (𝑧 − 𝑎)𝑛 𝑑𝑧 = { (4)
𝐶 0, 𝑛 ≠ −1

where 𝑛 is an integer, and 𝑎 is any complex number lying inside 𝐶.


6

5. Cauchy Integral Formula

If 𝑓(𝑧) is analytic in a simply connected domain 𝐷, and 𝐶 is a piecewise smooth simple


closed counterclockwise curve in 𝐷. For any fixed point 𝑎 lying within 𝐶

𝑓(𝑧)
∮ 𝑑𝑧 = 2𝜋𝑖 𝑓(𝑎) (5)
𝑧−𝑎
𝐶

6. Generalized Cauchy Integral Formula

𝑓(𝑧) 2𝜋𝑖 (𝑛)


∮ 𝑑𝑧 = 𝑓 (𝑎) (6)
(𝑧 − 𝑎)𝑛+1 𝑛!
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

∑ 𝑐𝑛 (𝑧 − 𝑎)𝑛 = 𝑐0 + 𝑐1 (𝑧 − 𝑎) + 𝑐2 (𝑧 − 𝑎)2 + ⋯ (8)


𝑛=0

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

valid for the entire domain 𝑟 < |𝑧 − 𝑎| < 𝑅.

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:

𝑧=𝑎 Laurent Series

Removable 𝑐0 + 𝑐1 (𝑧 − 𝑎) + 𝑐2 (𝑧 − 𝑎)2 + 𝑐3 (𝑧 − 𝑎)3 + ⋯


singularity

𝑐−𝑛 𝑐−(𝑛−1) 𝑐−1


Pole of order 𝑛 𝑛
+ 𝑛−1
+ ⋯+ + 𝑐0 + 𝑐1 (𝑧 − 𝑎) + 𝑐2 (𝑧 − 𝑎)2 + ⋯
(𝑧 − 𝑎) (𝑧 − 𝑎) 𝑧−𝑎

Simple pole 𝑐−1


+ 𝑐0 + 𝑐1 (𝑧 − 𝑎) + 𝑐2 (𝑧 − 𝑎)2 + ⋯
𝑧−𝑎
Essential 𝑐−3 𝑐−2 𝑐−1
… + + + 𝑐0 + 𝑐1 (𝑧 − 𝑎) + 𝑐2 (𝑧 − 𝑎)2 + ⋯
singularity (𝑧 − 𝑎)3 (𝑧 − 𝑎)2 𝑧 − 𝑎

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

Residue at a Simple Pole

𝑐−1 = lim [(𝑧 − 𝑎)𝑓(𝑧)]


𝑧→𝑎

Residue at a Pole of Order n

1 𝑑 𝑛−1
𝑐−1 = lim 𝑛−1 [(𝑧 − 𝑎)𝑛 𝑓(𝑧)]
(𝑛 − 1)! 𝑧→𝑎 𝑑𝑧

If 𝑎 is a removable singularity, then

Res(𝑓(𝑧), 𝑎) = 0
8

Exercises for Students

1. Locate and classify all singularities of the complex function

(𝜋 − 𝑧)(𝑧 4 − 3𝑧 2 )
𝑓(𝑧) =
sin2 𝑧

2. Evaluate all residues of the complex function

1
𝑓(𝑧) =
(𝑧 + 4)(𝑧 − 1)3

Hint: if you need help, read the textbook!



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

However, we rely more on the residue theorem because it applies to essential


singularities and poles, while the generalized Cauchy integral applies only to
poles. And of course, the residue theorem is much easier to remember.

In addition, Cauchy’s residue theorem is extremely useful to help us evaluate real


integrals and Laplace and Fourier inversions. In the next section we introduce this
topic.
9

Evaluation of Real Definite Integrals using Residue


Theory of Complex Analysis
Definite integrals appear repeatedly in problems of mathematical physics as well as in
pure mathematics. We have reviewed several methods for integral evaluation, noting
that contour integration methods are powerful and deserve detailed study. We have
now reached a point where we can explore these methods, which are applicable to a
wide variety of definite integrals with physically relevant integration limits. Residue
theory is very useful in evaluating real integrals including trigonometric integrals,

definite integrals of the form ∫−∞ 𝑓(𝑥)𝑑𝑥, and also Fourier integrals.

We start with applications to integrals containing trigonometric functions, which we


can often convert to forms in which the variable of integration (originally an angle) is
converted into a complex variable 𝑧, with the integration integral becoming a contour
integral over the unit circle.

Trigonometric Integrals, Range (0, 2)

We consider integrals of the form


2𝜋
𝐼 = ∫ 𝐹(cos 𝜃, sin 𝜃) 𝑑𝜃
0

where 𝐹 is a single-valued rational function of cos 𝜃 and sin 𝜃.

Integrals, Range −∞ to ∞

Consider now definite integrals of the form



𝐼 = ∫ 𝑓(𝑥)𝑑𝑥
−∞

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

We consider definite integrals of the form


∞ ∞
∫ 𝑓(𝑥) cos 𝑥 𝑑𝑥 , ∫ 𝑓(𝑥) sin 𝑥 𝑑𝑥
−∞ −∞

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
−∞ −∞ −∞

whenever both integrals on the right converge.

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.

Trigonometric Integrals, Range (0, 2)


Let us first look at integrals of the form
2𝜋
∫ 𝐹(cos 𝜃, sin 𝜃 ) 𝑑𝜃 (9)
0

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

The contour circle can be parametrized by

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

we replace 𝑑𝜃, cos 𝜃 and sin 𝜃 by

𝑑𝑧 1 1
𝑑𝜃 = , cos 𝜃 = (𝑧 + 𝑧 −1 ), sin 𝜃 = (𝑧 − 𝑧 −1 ) (10)
𝑖𝑧 2 2𝑖

With the substitutions (10), the integral (9) then becomes

𝑧 + 𝑧 −1 𝑧 − 𝑧 −1 𝑑𝑧
∮ 𝐹( , ) (11)
2 2𝑖 𝑖𝑧
𝐶

where 𝐶 is the unit circle, |𝑧| = 1

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.

Integrals with 𝐜𝐨𝐬 𝜽 in the denominator

Example 3. When we have a real integral such as


2𝜋
𝑑𝜃
𝐼=∫
0 2 + cos 𝜃

Using the substitutions in (10) as above, we obtain

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

The denominator (𝑧 2 + 4𝑧 + 1) has roots

𝑎1 = −2 + √3, 𝑎2 = −2 − √3

Note that 𝑎1 lies within the unit circle, and 𝑎2 is outside.


12

And writing the integral in the form

2 𝑑𝑧 2 𝑑𝑧
∮ = ∮
𝑖 (𝑧 − 𝑎1 )(𝑧 − 𝑎2 ) 𝑖 (𝑧 + 2 − √3)(𝑧 + 2 + √3)
𝐶 𝐶

we observe that the residue of the integrand at 𝑎1 is

1 1
Res(@𝑎1 ) = lim [(𝑧 + 2 − √3) 𝑓(𝑧)] = | =
𝑧→𝑎1 𝑧 + 2 + √3 𝑧=−2+√3 −2 + √3 + 2 + √3

and so, applying the residue theorem we obtain

2 𝑑𝑧 2 1
𝐽= ∮ = ∙ 2𝜋𝑖
𝑖 (𝑧 + 2 − √3)(𝑧 + 2 + √3) 𝑖 2√3
𝐶

obtain the final result


2𝜋
𝑑𝜃 2𝜋
𝐼=∫ =
0 2 + cos 𝜃 √3

Example 4. Solve the real trigonometric integral using the residue theorem.
2𝜋
1
𝐼=∫ 𝑑𝜃
0 (2 + cos 𝜃)2

Solution: Using the substitutions in (10) as above, we obtain (after simplification)

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

Finally, our integral is


2𝜋
1 4𝜋
𝐼=∫ 2
𝑑𝜃 =
0 (2 + cos 𝜃) 3√3

NOTE: In algebraic manipulation of the integrands, I also find it helpful to remember


these equivalent representations of sine and cosine functions:

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



End of AE 5332 Lecture 21

Prof. Dr. Dora E. Musielak

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