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Complex Integrals
Complex Integrals
2 257
i Im z Im z
C D
i
C ,
2+ 3
, 1 Re z
2- 3 , 1 Re z
2- 3
where we choose branches of the logarithm functions with branch cuts φ = −π/2.
Then
Z π/2
1 i h √ √
dθ = √ log−π/2 (i − 2 − 3) − log−π/2 (i − 2 + 3)
0 2 − cos θ 3
√ √ i
− log−π/2 (−1 − 3) + log−π/2 (−1 + 3)
( q
i √ −1 1
=√ 2
ln (−2 − 3) + 1 + i π − Tan √
3 2+ 3
q
√ −1 1
− ln (−2 + 3)2 + 1 + i π − Tan √
2− 3
)
√ √
− [ln (1 + 3) + πi] + ln ( 3 − 1)
( q q
i √ √ √ √
=√ ln 8 + 4 3 − ln 8 − 4 3 − ln (1 + 3) + ln ( 3 − 1)
3
)
−1 1 −1 1
+ i −π + Tan √ − Tan √ .
2− 3 2+ 3
We can bring the inverse tangents together using the following identity. When
AB > 0,
−1 −1 −1 A−B
Tan A − Tan B = Tan .
1 + AB
The result is
Z " √ √ #
π/2
1 i 8 + 4 3 ( 3 − 1)2
dθ = √ ln √ √
0 2 − cos θ 2 3 8 − 4 3 ( 3 + 1)2
1 1
√ − √
1
−1 2 − 3 2 + 3
− √ −π + Tan
3
1 1
1+ √ √
2− 3 2+ 3
SECTION 6.2 259
" √ √ #
i 8+4 34−2 3 1 h √ i
= √ ln √ √ − √ −π + Tan−1 3)
2 3 8−4 34+2 3 3
√
2 3π
= .•
9
where C is shown in Figure 6.7a, and were we to let R → ∞, then that part of
the contour integral along the real axis would give rise to the required improper
integral. Let us consider this contour integral then.
Im z Im z
C G
-R R >1 Re z -R R >1 Re z
1 1 1
≤ 4 = 4 .
1 + z4 |z | − 1 R −1
Hence, by property 4.21,
Z
1 1
dz ≤ 4 (πR).
Γ 1 + z4 R −1
It is clear that the limit of this expression is zero as R → ∞, and therefore
Z R Z ! Z
∞
π 1 1 1
√ = lim 4
dx + 4
dz = 4
dx.•
2 R→∞ −R 1 + x Γ 1+z −∞ 1 + x
This example has illustrated that the contour integral of 1/(1+z 4 ) around the curve
C of Figure 6.7 can be used to evaluate the improper integral of 1/(1 + x4 ) from
negative infinity to infinity. The real difficulty in such problems is the choice of
contour and the choice of integrand. We now do two more examples to illustrate
some of these difficulties.
Z ∞
cos x
Example 6.9 Evaluate dx.
0 x2 + 1
Solution We might consider the contour integral
Z
cos z
∨
2
dz
Cz +1
around the contour in Figure 6.7. Certainly along the straight line portion of C the
integrand reduces to cos x/(x2 + 1), but if we set z = x + yi along Γ, then on the
semicircle
cos z e(x+yi)i + e−(x+yi)i e−y+xi + ey−xi
= =
z2 + 1 2(z 2 + 1) 2(z 2 + 1)
which becomes infinite as |z| → ∞. We shall not therefore be able to show that
the contour integral along Γ approaches zero as |z| → ∞ as in Example 6.8. This
means that the choice of cos z/(z 2 + 1) was perhaps not a convenient one. Consider
instead
Z
ezi
∨
2
dz
Cz +1
where C is again the contour in Figure 6.7. Since the integrand has simple poles at
z = ±i, only z = i being interior to C,
Z zi
ezi e (z − i)ezi ei(i) π
∨
2
dz = 2πi Res 2
, i = 2πi lim = 2πi = .
Cz +1 z +1 z→i (z − i)(z + i) 2i e
Thus,
Z R Z
π exi ezi
= dx + dz
e −R x2 + 1 Γ z2 + 1
Z R Z R Z
cos x sin x ezi
= dx + i dx + dz
−R x2 + 1 −R x2 + 1 Γ z2 + 1
SECTION 6.2 261
Z R Z
cos x ezi
= dx + dz (since sin x/(x2 + 1) is an odd function).
−R x2 + 1 Γ z2 + 1
If we set z = x + yi = Reθi on Γ, then on this semicircle,
ezi |e(x+yi)i |
≤ (by inequality 1.39)
z2 + 1 |z 2 | − 1
e−y
= 2
R −1
1
≤ 2 (since y ≥ 0).
R −1
Hence, by inequality 4.21,
Z
ezi 1
2
dz ≤ 2 (πR).
Γ z +1 R −1
Since the limit of this expression is zero as R → ∞, it follows that
Z R Z ! Z Z ∞
∞
π cos x ezi cos x cos x
= lim 2
dx + 2
dz = 2
dx = 2 dx.
e R→∞ −R x + 1 Γ z +1 −∞ x + 1 0 x2 + 1
Finally,
Z ∞
cos x π
dx = .•
0 x2 + 1 2e
This example illustrated that we do not always replace x’s by z’s to obtain the
appropriate contour integral. The following example indicates that the choice of
contour may not always be obvious.
Z ∞
1
Example 6.10 Evaluate dx.
0 1 + x3
Solution Based on Example 6.8 we should perhaps consider
Z
1
∨ dz
C 1 + z3
where C is some appropriate contour. Clearly
Im z
a part of C should be the positive real axis
and possibly a circular arc of radius R > 1. C
But we cannot take a semicircle as in Example 6.8
since 1/(1 + z 3 ) has a singularity at z = −1 e pi/3 G1
on the negative real axis. What we should like G2 f
to do then is choose some other line eminating G3 R >1 Re z
from the origin say z = reφi , 0 < φ < π, which
leads to a simple solution (Figure 6.8). The Figure 6.8
integrand has simple poles at z = eπi/3 , −1, e5πi/3 .
Suppose for the moment we stipulate that φ be in the interval π/3 < φ < π, but, for
the moment, leave it otherwise arbitrary. Cauchy’s residue theorem and L’Hôpital’s
rule give
Z
1 1 πi/3 z − eπi/3
∨
3
dz = 2πi Res , e = 2πi lim
C1+z 1 + z3 z→eπi/3 1 + z
3
262 SECTION 6.2
√
1 2πi ( 3 − i)π
= 2πi lim = 2πi/3 = .
z→eπi/3 3z 2 3e 3
Thus,
√ Z Z Z
( 3 − i)π 1 1 1
= 3
dz + 3
dz + 3
dz.
3 Γ1 1 + z Γ2 1 + z Γ3 1 + z
Thus,
Z ∞
√
1 ( 3 − i)π 2 2π
3
dx = √ = √ .•
0 1+x 3 3 − 3i 3 3
General results concerning improper integrals of the types in Examples 6.8–6.10 are
discussed in Exercises 27 and 30.
SECTION 6.2 263
EXERCISES 6.2
27. Example 6.8 and Exercises 18–21 are examples of improper integrals of the form
Z ∞
P (x)
dx
−∞ Q(x)
where P (x) and Q(x) are polynomials (of degrees m and n), and Q(x) 6= 0 for all real x. Show
that when n ≥ m + 2,
Z ∞
P (x) sum of the residues of P (z)/Q(z) at
dx = 2πi .
−∞ Q(x) its poles in the half-plane Im z > 0
With this result, it is no longer necessary to introduce the contour of Figure 6.7. The fact that
n ≥ m + 2 guarantees that the contour integral along Γ vanishes as R → ∞.
Use Exercise 27 to evaluate the improper integral in Exercises 28–29.
Z ∞ Z ∞
1 x2 + 3
28. 2 2
dx 29. 2 2
dx
−∞ (x + 4x + 5) −∞ (x + 1)(x − x + 1)
30. Example 6.9 and Exercises 22 and 23 are examples of improper integrals of the form
Z ∞ Z ∞
P (x) cos ax P (x) sin ax
dx or dx
−∞ Q(x) −∞ Q(x)
where P (x) and Q(x) are polynomials
(of degrees m and n), a > 0 is real,
and Q(x) 6= 0 for any real x.
(a) Use the figure to the right to verify that y
1
2θ y = sin q
sin θ ≥ , 0 ≤ θ ≤ π/2,
π
called Jordan’s inequality. Prove that for a > 0,
Z π
π
e−aR sin θ dθ ≤ (1 − e−aR ).
0 aR
p /2 p
(b) Show that when n ≥ m + 1, and a > 0, q
Z ∞
P (x) cos ax sum of the residues of P (z)eazi/Q(z)
dx = −2π Im
−∞ Q(x) at its poles in the half-plane Im z > 0
and
Z ∞
P (x) sin ax sum of the residues of P (z)eazi/Q(z)
dx = 2π Re .
−∞ Q(x) at its poles in the half-plane Im z > 0
Hint: Use the contour in Figure 6.7, and show that R can be chosen sufficiently large that
on Γ,
P (z)eazi (|am |Rm + · · · + |a0 |)e−aR sin θ
≤ ,
Q(z) |bn |Rn − · · · − |b0 |
where P (z) = am z m + · · · + a0 and Q(z) = bn z n + · · · + b0 . Now use the result in part (a).
In Exercises 31–35 use the result in Exercise 30 to evaluate the improper integral.
Z ∞ Z ∞ 2
x sin 2x x cos 3x
31. 2
dx 32. 4
dx
0 x +5 −∞ x + 4
Z ∞ Z ∞
sin2 x cos x
33. 2
dx 34. 2 2
dx
0 x +1 −∞ (x + a) + b
SECTION 6.2 265
Z π/2
1
35. Evaluate dθ.
0 (3 − sin θ)2
In Exercises 36–38 verify the formula for the given values of the parameters.
Z 2π
1 2π
36. dθ = √ , when 0 < |b| < a
0 a + b sin θ a − b2
2
Z 2π
1 2π
37. dθ = √ , when 0 < |b| < a
0 a + b cos θ a2 − b2
Z 2π
1 2π sgn d 1, d>0
38. dθ = √ , where sgn d = , when a, b, and d
0 d + a cos θ + b sin θ 2 2
d −a −b 2 −1, d <0
are real with d2 > a2 + b2 .