MTH 324 (Complex Analysis) Lecture # 30(Evaluation of real integrals) Integrals of the form

xdx or f ( x ) sin xdx . Such types of integrals are sometimes f ( x) cos

refereed as Fourier integrals. Suppose that

f ( x) = p ( x) q ( x)
, ) is a rational function that is continuous on (

. Then both Fourier integrals can be evaluated by considering the integral i z f ( z )e dz , > 0 , where contour C consisting of the interval [ R , R ]
C

and a semicircle of radius large enough to enclose all poles lies in upper half plane. Remark Suppose then
f ( z) = p( z) q( z ) ,

where the degree of

p( z )

is at least two less than the

0 , > 0 ,

degree of q ( z ) . If
CR

CR

is a semi circular contour z = Re i ,

iz

f ( z )dz

as R .

xdx or f ( x ) sin xdx , we proceed as follows: To solve f ( x) cos Step I

Replace x by z and cos x or sin x by e i z . Find the poles of f ( z ) and locate those poles which lie in upper half plane. Integrate f ( z ) over a contour C consisting of the interval [ R , R ] and a semicircle of radius large enough to enclose all poles lies in upper half plane. Step II Find the residues at the selected poles and apply Cauchys residue theorem.

Example:

Evaluate the Cauchy principal value of x 2

0

cos x dx , +a2

where a is positive real.

Solution Let
I =
0

cos x ` 1` cos x dx = dx . 2 2 2 x 2 + a 2 x +a

(30.1)
z + a2

ei z Replace x by z and cos x by e i z . We have, f ( z ) = 2

z = ai

which has poles at

. Only ai lies in upper half plane C consisting of the interval [ R , R ] and a semicircle of radius R > a . Now
Re s ( f ( z ), ai ) = e a 2ai

.
R R

f ( z ) dz =

CR

f ( z )dz +

f ( z ) dz = 2i Re s ( f ( z ), z k )
k= 1

= 2i

e a e a = 2ai a

Therefore,
e a ei x cos x sin x dx = dx + i dx = 2 + a2 2 + a2 2 + a2 a x x x

This implies

x
0

e a cos x dx = 2 2 2a +a

Example: Evaluate ( x 2 + a 2 )( x 2

cos x

+ b2

dx,

a >b >0.

Solution Replace x by z and cos x by e i z , we have,

Re s ( f ( z ), ai ) = e a 2ai (b 2 a 2 )

f ( z) =

Poles are at z = ai , bi . Only ai and bi lie in upper half plane. Now and
Re s ( f ( z ), bi ) = e b 2bi ( a 2 b 2 )

ei z ( z 2 + a 2 )( z 2 + b 2 )

Therefore,
e b ei z e a e b e a dz = 2 i + = 2 2 2 2 2 2 2 2 2 2 a 2ai (b a ) 2bi(a b ) a b b C ( z + a )( z + b )

As

(x

+ a 2 )( x 2 + b 2 )

ei

dx =

cos x sin x dx + i 2 dx 2 2 2 2 2 2 2 ( x + a )( x + b ) ( x + a )( x + b )

This implies
e b cos x e a dx = . 2 2 2 2 a a2 b2 b ( x + a )( x + b )

Indented Counters In this section we shall discuss the integrals of rational functions which have poles on real axis as well. Integrals of the form
xdx . Such types of integrals are sometimes or f ( x) sin refereed as Fourier integrals.

xdx f ( x) cos

Suppose that

f ( x) =

p ( x) q ( x)

, ) is a rational function that is continuous on (

except at a finite number of poles. Behavior of the integral as r tends to infinity Theorem: Suppose f has a simple pole z = c on the real axis. If defined by z = c + re i , 0 , then
Lim
r 0 CR

CR

is the contour

f ( z )dz = i Re s( f ( z ), c ) .

Proof. Since f has a simple pole z = c , so its Laurent series is

f ( z) =

Now,
CR

a 1 + g ( z) , z c
1

where g is analytic at c .

f ( z)dz = a z cdz + g ( z )dz

1 CR CR

= a 1

= i Re s( f ( z ), c ) + I

ire d +I i 0 re

(30.2)

Now
I = ir g (c + re i ) d r Md = Mr
0

Clearly,

I 0

as r 0 , so (30.2) gives the required result.

xdx or f ( x ) sin xdx , we proceed as follows: To solve f ( x) cos Step I

Replace x by z and cos x or sin x by e i z . Find the poles of f ( z ) and locate those poles which lie in upper half plane and on the real axis. Step II Find the residues at the selected poles and apply Cauchys residue theorem as:

xdx =Im[2 iR f ( x) sin

+ iR X + iR X

] ]

xdx =Re[2 iR f ( x) cos

Where R P and R X are the sum of residues at poles in upper half plane and on real axis respectively. If limit of integration are from 0 to then divide the result by 2. Example: Evaluate
0

Sinx dx . x

Solution Replace x by z and

Sinx

by e

i z

, we have,

f ( z) =

ei z z

Poles are at z = 0 , which lies on real axis. No pole lies in upper half plane. Now So

Re s ( f ( z ),0) =1 = R X

and since no pole lie in upper half therefore, RP = 0 .

f ( x ) cos xdx =

1 1 f ( x) cos xdx = Re[ 2 iR P + iR X 2 2

Example: Evaluate x( x 2
0

Sinx dx , +a 2 )

where a is a positive real.

Solution Left as an exercise.