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Residue theorem

Residue theorem
In complex analysis, a field in mathematics, the residue theorem, sometimes called Cauchy's residue theorem (one of many things named after Augustin-Louis Cauchy), is a powerful tool to evaluate line integrals of analytic functions over closed curves; it can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula. From a geometrical perspective, it is a special case of the generalized Stokes' theorem. The statement is as follows: Suppose U is a simply connected open subset of the complex plane, and a1,...,an are finitely many points of U and f is a function which is defined and holomorphic on U \ {a1,...,an}. If is a rectifiable curve in U which does not meet any of the ak, and whose start point equals its endpoint, then

If is a positively oriented simple closed curve, I(, ak) = 1 if ak is in the interior of , and 0 if not, so

with the sum over those k for which ak is inside .


Illustration of the setting. Here, Res(f, ak) denotes the residue of f at ak, and I(, ak) is the winding number of the curve about the point ak. This winding number is an integer which intuitively measures how many times the curve winds around the point ak; it is positive if moves in a counter clockwise ("mathematically positive") manner around ak and 0 if doesn't move around ak at all.

The relationship of the residue theorem to Stokes' theorem is given by the Jordan curve theorem. The general plane curve must first be reduced to a set of simple closed curves {i} whose total is equivalent to for integration purposes; this reduces the problem to finding the integral of f dz along a Jordan curve i with interior V. The requirement that f be holomorphic on U0 = U \ {ak} is equivalent to the statement that the exterior derivative d(f dz) = 0 on U0. Thus if two planar regions V and W of U enclose the same subset {aj} of {ak}, the regions V\W and W\V lie entirely in U0, and hence is well-defined and equal to zero. Consequently, the contour integral of f dz along j = V is equal to the sum of a set of integrals along paths j, each enclosing an arbitrarily small region around a single ajthe residues of f (up to the conventional factor 2i) at {aj}. Summing over {j}, we recover the final expression of the contour integral in terms of the winding numbers {I(, ak)}. In order to evaluate real integrals, the residue theorem is used in the following manner: the integrand is extended to the complex plane and its residues are computed (which is usually easy), and a part of the real axis is extended to a closed curve by attaching a half-circle in the upper or lower half-plane, forming a semicircle. The integral over this curve can then be computed using the residue theorem. Often, the half-circle part of the integral will tend towards zero as the radius of the half-circle grows, leaving only the real-axis part of the integral, the one we were originally interested in.

Residue theorem

Example
The integral

arises in probability theory when calculating the characteristic function of the Cauchy distribution. It resists the techniques of elementary calculus but can be evaluated by expressing it as a limit of contour integrals. Suppose t > 0 and define the contour C that goes along the real line from a to a and then counterclockwise along a semicircle centered at 0 from a to a. Take a to be greater than 1, so that the imaginary unit i is enclosed within the curve. The contour integral is

The contour C.

Since eitz is an entire function (having no singularities at any point in the complex plane), this function has singularities only where the denominator z2 + 1 is zero. Since z2 + 1 = (z + i)(z i), that happens only where z = i or z = i. Only one of those points is in the region bounded by this contour. Because f(z) is

the residue of f(z) at z = i is According to the residue theorem, then, we have The contour C may be split into a "straight" part and a curved arc, so that

and thus

Using some estimations, we have

and

Note that, since t > 0 and for complex numbers in the upper halfplane the argument lies between 0 an , one can estimate

Therefore

Residue theorem

If t < 0 then a similar argument with an arc C' that winds around i rather than i shows that

and finally we have

(If t = 0 then the integral yields immediately to elementary calculus methods and its value is .)

References
The contour C'.

General references Ahlfors, Lars (1979), Complex Analysis, McGraw Hill, ISBN0-07-085008-9 Mitronivi, Dragoslav; Keki, Jovan (1984), The Cauchy method of residues: Theory and applications, D. Reidel Publishing Company, ISBN90-277-1623-4 Lindelf, Ernst (1905), Le calcul des rsidus et ses applications la thorie des fonctions, Editions Jacques Gabay (published 1989), ISBN2-87647-060-8

External links
Hazewinkel, Michiel, ed. (2001), "Cauchy integral theorem" [1], Encyclopedia of Mathematics, Springer, ISBN978-1-55608-010-4 Residue theorem [2] in MathWorld Residue Theorem Module by John H. Mathews [3]

References
[1] http:/ / www. encyclopediaofmath. org/ index. php?title=p/ c020900 [2] http:/ / mathworld. wolfram. com/ ResidueTheorem. html [3] http:/ / math. fullerton. edu/ mathews/ c2003/ ResidueCalcMod. html

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