Professional Documents
Culture Documents
by
R.S. Johnson
Professor of Applied Mathematics
School of Mathematics & Statistics
University of Newcastle upon Tyne
R.S.Johnson 2007
CONTENTS
List of integrals .
3
Preface .
4
1. Introduction .
1.1 Complex integration ..
Exercises 1
5
5
7
28
28
31
34
39
42
Answers .
Index
46
47
48
List of Integrals
This is a list of the integrals and associated calculations that are discussed in this
Notebook.
Integral of f ( z ) = 2 z iz 2 along z = (t ) = t 2 + it , from t = 0 to t = 1.. p.6
z
z
z + ez
1
dz p.13
dz ..p.11;
C 1+ z
C z ( z + 3)
ze
z2 ez
2
C z z 1 ( z + 3)
f ( z) =
dz where C is z = 2 .p.17
Evaluate:
0 1+ x
( x + a ) + b
z
z
2
Show that
Evaluate:
ln x
e x
dx
13
1 x
dx .p.22;
ze
z
dx
1 + x
cos( kx )
2
x2
dx .p.24;
2 3
x sin x
2
x + 4
.p.23
dx . ..p.26
exists ....p.29
sin x
dx p.31;
x
z
z
sin x
2
x 1 + x
dx ..p.33
x k
d
x
p.34;
dx with 0 < k < 1 ....p.37
2
2
1+ x
x
+
a
0
0
d
x
p.39;
cos x 2 dx ..p.41
x
0
1+ e
2
d
where 0 < k < 1 p.44;
1 + k sin
ze
e j
cos 2
4
0 1 5 cos
d . p.45
Preface
This text is intended to provide an overview of the main integral theorems that
are an essential element of complex analysis. This topic is covered in the degree
programmes offered in the School of Mathematics & Statistics at Newcastle
University; in this Notebook we take the opportunity to describe some of these
important ideas more fully. The material has been written so that it can be used as an
adjunct to a basic course in complex analysis, but it is not linked directly to a specific
module (although it naturally builds on the introduction provided by the standard
Stage 2 module on this topic). We present the material, particularly the applications to
integration, so that it can be used as a tool in a number of different modules; on the
other hand, it might simply help the reader to gain a broader experience of these
mathematical ideas. The aim is to go beyond the methods and techniques that are
presented in our modules, but all the standard ideas are discussed (and can be
accessed through the comprehensive index).
It is assumed that the reader has a basic knowledge of, and practical
experience in, complex numbers and line and double integrals (including Greens
theorem). To have attended an introductory course on complex analysis would be an
advantage, but this is not essential. We do not attempt to include any physical or
applied mathematical applications of these methods; this is properly left to a specific
module that might be offered in a conventional applied mathematics or engineering
mathematics or physics programme. Nevertheless, the applications that we do present
to the evaluation of real integrals will, we hope, be useful in many different
contexts.
The approach adopted here is, first, to provide proofs of the three main
integral theorems, and then, most particularly, to describe various applications to the
evaluation or real integrals, developed through a number of carefully worked
examples we present 23. A small number of exercises, with answers, are also
offered, although it must be emphasised that this notebook is not designed to be a
comprehensive text in the conventional sense.
1. Introduction
Complex analysis, and particularly the theory associated with the integral
theorems, is an altogether amazing and beautiful branch of mathematics that
comfortably straddles both pure and applied mathematics. It provides the opportunity
to analyse and present in a very formal way, as well as to develop a powerful tool in
mathematical methods. The integral theorems take a staggeringly simple form, which
seems to run counter to all the experience gained by students familiar with
conventional integration methods. The consequence is that the results are very
straightforward to use, even though they describe deep and far-reaching ideas. In this
Notebook, we shall present, and prove, the three fundamental integral theorems:
Cauchys Integral Theorem and Integral Formula, and the Residue Theorem. These
results are then used to evaluate various types of improper integrals (using direct
methods, indented contours and regions with branch cuts) as well as integrals of
functions that are periodic on [0, 2 ] . As part of the essential background, we need to
define carefully what we mean by the integral of complex-valued functions along
curves in the complex plane; this is where we start.
b
a
f (t ) dt =
u(t ) + iv (t ) dt
= u(t ) dt + i v (t ) dt ,
a
by invoking the linearity of the integral operator (and noting that i is a constant
independent of t).
Now suppose that, given f ( z ) , and a curve, C, described by z = (t ) , a t b ,
we wish to integrate f along the curve i.e. form a line integral in the complex plane.
We define this by using the familiar rule for the change of variable:
f ( z ) dz =
f (t )
d
dt .
dt
The curves, C, that we use may be simple, open curves i.e. they are not closed and do
not intersect, or more usually they will be Jordan curves i.e. simple, closed
curves.
Example 1
Evaluate the integral of f ( z ) = 2 z iz 2 along the curve z = (t ) = t 2 + it , from t = 0
to t = 1.
We have
e
j
= 2 x + 2 xy + ie y 2 x 2 + 2 y j ,
f ( z ) = f ( x + iy ) = 2( x + iy ) i x 2 y 2 + 2ixy
z
z
f ( z ) dz =
2t 2 (1 + t ) + i t 2 t 4 + 2t
0
1
j b2t + ig dt
4t 3 (1 + t ) t 2 t 4 + 2t + i2t 2 (1 + t ) + i2t t 2 t 4 + 2t dt
1
= t 4 + t 5 13 t 3 t 2 + i 2t 3 + t 4 13 t 6 = 23 + i 83 .
0
f ( z ) dz =
ze
1+ i
0
= (1 + i) 2 13 i(1 + i) 3 = 2i 13 i( 2 + 2i) = 23 + i 83 .
This recovers the previous result because, in this example, the function
We return to the original complex integral, and treat it as in Example 1, but now in
general:
I=
z
zm
f ( z ) dz =
C
t1
t0
u ( x , y ) + i v ( x , y ) dz
u x (t ), y (t ) + iv x (t ), y (t ) (t ) dt
7
on the curve z = (t ) , t0 t t1 . Further, let us write explicitly (t ) = x (t ) + iy (t ) ,
then
I=
zm
t1
u x (t ), y (t ) + iv x (t ), y (t )
r x(t ) + iy (t ) dt .
t0
zm
t1
I=
u x (t ), y (t ) x (t ) v x (t ), y (t ) y (t ) dt
t0
+i
=
zm
t1
u x (t ), y (t ) y (t ) + v x (t ), y (t ) x (t ) dt
t0
u ( x , y ) dx v ( x , y ) dy + i v ( x , y ) dx + u ( x , y ) dy .
This representation of the integral along a curve in the complex plane is the starting
point for the integral theorems.
Exercises 1
1. Evaluate the integral of the function f ( z ) = z 3 z 2 + i( z 2) along the curve
z = (t ) = 1 t + i t + t 2 from t = 0 to t = 1.
2. Confirm, by direct integration of
obtained in Q.1.
****************
**********
dxdy ,
x y
zz FGH
IJ
K
f ( z ) dz =
u ( x , y ) dx v ( x , y ) dy + i v ( x , y ) dx + u ( x , y ) dy ;
C
see 1.1. The two real line integrals that we have now generated are rewritten using
Greens theorem (all the conditions for which are satisfied):
u( x , y ) dx v ( x , y ) dy =
v ( x , y ) dx + u( x , y ) dy =
and
zz FGH
zz FGH
u v
dxdy .
x y
IJ
K
v u
dxdy
x y
IJ
K
f ( z ) dz = 0 ,
Example 2
The contour C is a circle of radius 1, centre at the origin, mapped counter-clockwise;
evaluate, where possible,
(c) z 1 .
z 2 dz = 0 .
1
is not analytic at z = 2 , but is analytic everywhere else,
z2
i.e. it is analytic for all 0 z 1 , so again dz ( z 2) = 0 .
contour that avoids them will still produce the zero value for the integral; we sketch
some examples below.
10
P
P
C2
C1
C3
The function in this example is not analytic (i.e. it is singular) at the point P in the plane; Cauchys
integral theorem applies on all three contours ( C1 , C2 , C3 ).
Indeed, we may deform the contour in a more precise fashion, as shown below:
where the two straight-line segments, L1 and L2, are parallel and equal in length. We
now close the gap between these two lines, and ensure that the inner contour so
produced encircles the singularity at P; when the lines coincide, the line integrals on
each cancel. This is simply because the integral (which exists the function is
analytic on C) in one direction is minus the value of the integral in the other. In the
limit, we obtain:
C2
C1
11
C1 and C2 . The totality of the contour, and its enclosed region, is conveniently
interpreted this way: as the contour is mapped out, so the region (R) is always on the
left. This is a fundamentally important choice of deformed contour, as we shall see in
2.2.
Example 3
The contour C is a circle of radius 2, mapped counter-clockwise, together with the
circle of radius 1, mapped clockwise, both centred at the origin; the region R is the
annulus between them. Evaluate
f ( z ) dz where f ( z ) = 1 z ( z + 3) .
f ( z ) dz = 0 .
f ( z ) dz = 0 on
f ( z)
dz .
z z0
The contour that we use for the purposes of evaluation is C as just defined, plus a
circle C0 , mapped clockwise, of radius with its centre at z = z0 . The circle must sit
wholly within C, which is always possible for z0 an interior point and a sufficiently
small (but non-zero) radius; the configuration is sketched in the figure below.
12
C0
f ( z)
dz = 0
z z0
C + C0
or
f ( z)
dz =
z z0
C0
f ( z)
dz ,
z z0
where the circle, C0 , is mapped clockwise; we describe the circle using the
parametric form z = z0 + e i for 2 0 . Thus we may write
C0
f ( z)
dz =
z z0
0 f z + e i
0
e i
ze
0
=i
j iei d
f z0 + e i d .
This integral can be evaluated and any evaluation will suffice by allowing 0
(which is allowed because f ( z ) is a continuous function), which gives
zb
z
0
b g
f z0 d = 2 i f z0
and so
b g
f ( z)
dz = 2 i f z0 ,
z z0
13
Example 4
Evaluate
z + ez
dz , where C is the circle z = 2 , mapped counter-clockwise.
C 1+ z
z + ez
dz = 2 i e 1 1 .
C 1+ z
f ( z) =
1
f ( )
d .
2 i z
C
That is, given an analytic function defined on C, f ( z ) is then known at every point
inside C. This result has no counterpart in the theory of real functions.
Example 5
Given that f ( z ) = z 2 on the contour C, defined by z = r ei , 0 2 , determine
f ( z ) throughout the interior of C.
We form f ( z ) =
1
2
d , where z is any interior point; thus we obtain on
2 i z
C
= re i :
2
2 r e i
1
f ( z) =
r iei d ,
i
2 i r e z
0
e j
F
GH
2 2i
=r e
+ r ze
I
JK
z 2 r e i
i r 2 e 2i + r z e i + i
d
r
e
z
0
z 2 r ei
r ei z
14
= 21 r 2 e2i + r z ei + z 2 log r ei z
= z 2 log r ei z
j0
j0
= 2 i z 2 ,
by virtue of the jump in value of the logarithmic function across its branch cut. Thus
f ( z ) = z 2 on C and throughout the interior of C.
Before we turn to the most powerful and useful of these integral theorems, we
need one more result, which puts into a clearer perspective the identity
C0
dz
= 2 i ,
z z0
where C0 is a circle (or, indeed, any contour in this result) that encircles z = z0 . We
now consider the evaluation of
In =
zb
gn
z z0 dz
C0
In =
n in
r e
r ie d = i r
1+ n
LM ei(1+n) OP2
MN i(1 + n) PQ0
r 1+ n i2 (1+ n)
=
e
1 = 0 ,
1+ n
for every n 1 . Indeed, this makes clear just how special n = 1 is: in this case,
treating the problem as a conventional integral yields a logarithmic term, which
requires a branch cut (and a consequent jump in value) in order to evaluate it. In
summary, we have
In =
zb
C0
gn
z z0 dz =
RS2 i for n = 1
T0 for all other ns,
15
an b z z0 g
n=0
+
n =1
bn
bz z0 gn
This always exists for a function that is analytic except at a finite number of discrete
singular points, each annulus being centred around each point, and not enclosing
another one. A function that possesses a Laurent series about a point at which the
terms in bn , i.e. the negative powers, do not terminate is said to have an essential
singularity at this point. A function that has Laurent series that terminates in the bn s
for every singularity has only poles (of a given order) and such a function is normally
called a meromorphic function. That is, a meromorphic function has no essential
singularities, but it does have poles; cf. analytic, which implies no singularities of any
sort. [Meromorphic comes from Greek ( and ), and means, literally,
part of the form/appearance, which is to be compared with holomorphic which is
sometimes used in place of analytic meaning whole of the appearance.]
The new theorem relates to the value of
f ( z ) dz , where C is as described
C
z2
z1
z3
16
z1
z2
C1
C1
z3
f ( z ) dz +
C1
f ( z ) dz = 0 ,
C1
R
|
n
n U
f
(
z
)
d
z
=
a
z
z
+
b
z
z
b
g
b
g
S
= 2 ib1 ,
g1
f ( z ) dz = 2 ib1 .
C1
i
b
1
n
G
zC
H n =1 JK
17
for N singular points inside C; this is the Residue Theorem, sometimes called the
Cauchy Residue Theorem (1846).
It is clear that the residue theorem subsumes both Cauchys integral theorem and
integral formula. For, on the one hand, if the function is analytic so no singular
points anywhere then all the bn s will be zero for the Laurent expansions about
every point; hence the value of the contour integral will be zero: Cauchys integral
theorem. On the other hand, if the function to be integrated takes the form
f ( z ) = g ( z ) z z0 , where g ( z ) is analytic inside and on the contour and z = z0 is
b g
an interior point, then there is a one singular point inside C with a residue g z0 ,
which recovers Cauchys integral formula.
Example 6
Evaluate
ze
z2 ez
2
C z z 1 ( z + 3)
clockwise.
2
z2 ez
The function f ( z ) =
has (simple) poles at z = 0, 1 inside C; the
z ( z 1)( z + 1)( z + 3)
pole at z = 3 is outside C and therefore does not contribute. In the neighbourhood of
each pole we have
at z = 0 : f ( z ) =...
1
1
... and so the residue here is ;
3z
3
at z = 1: f ( z ) =...
1 e
1 e
... and so the residue is
;
8
8( z 1)
at z = 1: f ( z ) =...
1 e
1 e
... and here the residue is
.
4
4( z + 1)
ze
z2 ez
2
C z z 1 ( z + 3)
dz = 2 i
FG 1 + 1 e + 1 e IJ = FG 17 3 eIJ i .
H 3 8 4 K H 12 4 K
18
Exercises 2
1. Evaluate
(b) z = 3 .
2. Evaluate
sin z
dz where C, mapped counter-clockwise, is the circle: (a) z = 1 ;
C z+2
ze z cos z
C z z2 4
z = 1 ; (b) z = r > 2 .
****************
**********
19
f ( x ) dx or
f ( x ) dx if f ( x ) is an even function.
f ( z ) dz
for a suitable choice of the contour, C. Since we eventually require the integral along
the real line, this (initially in the form R to R) must be included as part of C. The
most convenient way to accomplish this (but not exclusively so, as we shall see later)
is to use a contour which is the boundary of a semi-circular region of radius R,
normally taken to be in the upper half-plane:
f ( z ) dz =
f ( z ) dz +
f ( z ) dz
sc
where sc denotes the integral along the semi-circular arc; further, on the real line we
have z = x , so we may write
f ( z ) dz =
f ( x ) dx +
f ( z ) dz .
sc
the arc sufficiently large to enclose all the singular points in the upper half-plane, to
estimate the integral along the arc and then to let R . In practice, the useful
results occur only if
sc
20
sc
f ( z ) dz
sc
f ( z ) dz =
sc
f ( z ) R d .
R f ( z ) d K d = K 0 as R ;
thus
f ( z ) dz 0 as R .
sc
Example 7
Show that f ( z ) =
We have zf ( z ) =
1 + z2
inequality, we have
z2
1 + z2 + 1 z2 = R2
1 + z2
and so
z
1+ z
z
1 + z2
R
2
R 1
= K ( R) 0 as R .
21
(b) Type 2
This time we are given f ( z ) K ( R) 0 on the semi-circular arc, as R ;
sc
complex-valued, then the imaginary part can be subsumed into the definition of f ( z ) ,
but the condition on the new f ( z ) must be unchanged.) We proceed in a similar
fashion to that adopted for type 1:
ikz
f ( z ) dz
sc
ikz
f ( z ) dz =
sc
e ikz f ( z ) R d ,
eikz f ( z ) = e ik ( x + iy ) f ( z ) = e ky f ( z ) e ky K ( R) .
Thus we may write
ikz
f ( z ) dz RK e ky d ,
sc
kR sin
d = 2
e kR sin d .
sin
or sin
, so that we have
e kR sin e 2 kR ,
and hence
2
kR sin
e 2 kR d =
e 2 kR
=
1 e kR .
0
2 kR
2 kR
sc
eikz f ( z ) dz 2 KR
1 e kR j = e1 e kR j K 0 as R ,
e
2 kR
k
22
sc
to as Jordans lemma.)
Example 7
1
satisfies f ( z ) K ( R) 0 on the semicircular arc, as
1+ z
R , and identify K ( R ) .
Show that f ( z ) =
1
1
1
=
= K ( R) 0 as R .
1+ z 1+ z R 1
x2
4
0 1+ x
dx .
f ( z ) dz with f ( z ) =
z2
1 + z4
je
23
z2
z2
.
=
1
1
1
1
1 + z4
z
(1 + i) z
(1 i) z
( 1 + i ) z
( 1 i )
LM
N
PQOLMN
PQOLMN
OPLM
QN
PQO
The residues at the two (simple) poles inside C are now easily obtained:
at z =
1
2
at z =
1
2
(1 + i) :
1 (1 + i) 2
2
di 2 id
id i
2 +i 2 i 2
1 ( 1 + i ) 2
2
( 1 + i ) :
d 2 id
i4 2
id i
2 +i 2 i 2
(1 + i) =
1
i4 2
1
4 2
(1 i) ;
( 1 + i ) =
1
4 2
(1 + i) .
z2
x2
z2
d
z
=
d
x
+
dz ,
4
4
4
1
+
z
1
+
x
1
+
z
C
R
sc
R3
z2
C 1+ z
z2
dz = 2 i
LM 1 (1 i 1 i)OP =
N4 2
Q
x2
1 + x
dx =
and then, because the integrand is an even function, we finally have the evaluation
x2
dx =
.
4
2 2
1
+
x
0
Example 8
Evaluate
ze
dx
1+ x
2 3
24
We consider the integral (with C the boundary of the standard semi-circular region)
ze
C 1+ z
ze
dz
2 3
dx
1+ x
2 3
2 3
ze
dz
sc 1 + z
e1 + z j e R 1j
2
2 3
0 as R . We also
have z 2 + 1 = ( z + i)( z i) , which gives a pole (of order 3) at z = i in the upper halfplane; thus we write, with = z i ,
3
1
3 ( 2 i )
1 i 3
2
1
=
(
i
+
)
=
2
( z + i) 3 ( z i) 3 3
3
i 1
=
1 + 23 i 23 2 +.... ,
3
8
ze
dx
1+ x
2 3
FG 3i IJ = 3 .
H 32 K 8
= 2 i
cos( kx )
2
2
( x + a ) + b
dx ,
where k, a and b are real constants, and we take k > 0 , b > 0 . Although we could use
cos( kz ) (provided that the relevant conditions hold on the semi-circular arc), it is far
neater and more straightforward to replace cos( kx ) by eikz (and eventually take the
real part). Thus we consider
e ikz
eikx
e ikz
d
z
=
d
x
+
dz ,
2
2
2
2
2
2
(
z
+
a
)
+
b
(
x
+
a
)
+
b
(
z
+
a
)
+
b
C
R
sc
25
and on the semi-circular arc
2
( z + a ) 2 + b 2 = z 2 + 2az + a 2 + b2 z 2a z a 2 b2 = R 2 2aR a 2 b 2 ;
i.e.
f ( z) =
0 as R ,
( z + a ) 2 + b 2 R 2 2aR a 2 b 2
e ik ( a + ib)
i
= e kb iak .
-a + ib + a + ib
2b
Hence we find
FG
H
IJ
K
i kb iak
kb iak
d
2
i
e
=
e
z
=
2
2
2b
b
(
z
+
a
)
+
b
C
e ikz
eikx
( x + a )
+b
dx =
e kb iak ;
cos( kx )
dx = e kb cos(ak ) .
2
2
b
( x + a ) + b
In passing, we can note that in this example and this is typical of problems
interpreted by introducing eikz we also obtain the integral
26
sin( kx )
( x + a )
+b
dx =
e kb sin(ak ) ,
Example 9
Evaluate
x sin x
2
x + 4
dx .
zeiz
2
Cz +4
dz =
xeix
2
R x + 4
dx +
ze i z
2
sc z + 4
z
2
z +4
dz ,
R
2
R 4
0 as R . But
2ie 2 1 2
= 2e .
4i
Thus
zeiz
2
Cz +4
dz = 2 i 21 e 2 = i e 2 ,
xe ix
2
x +4
dx = i e 2 ;
x sin x
2
x +4
dx = e 2 .
27
x cos x
2
x + 4
dx = 0
which is no surprise because the integrand is an odd function. Thus, although we can
use this method to find
x sin x
2
0 x +4
x cos x
2
0 x +4
dx ( = 21 e 2 )
zero).
Exercises 3
Evaluate these real integrals:
(a)
ze
1 + x
dx
2
je x + 4j
2
; (b)
ze
dx
0 1+ x
2 2
; (c)
****************
**********
cos x
4
x + 4
dx .
28
sin x
dx
x
we shall discuss two difficulties that stem from the consideration of the integral of
29
where y k does not exist at y = 0 . The value of this integral (if it exists) is defined
by
F x k I
G z y dyJJ ;
0 GH
K
lim
this gives
F L y1 k O x I
F 1
J
lim G M
= lim G
P
0 GH MN 1 k PQ JK 0 H 1 k
+
x1 k 1 k
IJ = FG 1 IJ x1 k
K H 1 k K
because 1 k 0 with 0 < k < 1 : the integral exists. Let us now suppose that we
require the integral of f ( x ) , for x a , b , where f ( x0 ) , a < x0 < b , is undefined;
the integral exists if
F b
I
F x I
lim G z f ( x ) dxJ + lim G z f ( x ) dxJ
JK 0 GH x + JK
0 GH a
0
is finite. The use of two parameters is essential here, making clear that the processes
Example 10
dx
13
1 x
F 2 1 3 I
F 1 3 I
lim G z x
dxJ + lim G z x
JK 0 GH dxJJK
0 GH 1
I
2I
F
F
= lim G 23 x 2 3 J + lim G 23 x 2 3 J
1 K 0 H
K
0 H
+
e2
e2
= lim 3 ( ) 2 3 3 ( 1) 2 3 + lim 3 2 2 3 3 2 3
0+
0+
= 23 2 2 3 1 .
dx
fails because
1 x
the integrand, and hence the integral, are not real for x < 0 . In this case we can allow
only the one-sided limit
Comment: We should note that the corresponding argument for
30
F 2 dx I
lim G z
J.
0 GH x JK
+
dx
,
x
so we consider
F 2 dx I
F dx I
+
lim
Gz J
Gz J
0 GH 1 x JK 0 GH x JK
I
= lim F ln x
H 1 K +
lim
FH ln x 2 IK
0
0
= lim bln ln 1g + lim bln 2 ln g .
0
0
+
lim
lim ln ln 1 + ln 2 ln = ln 2 ,
0+
and the integral exists! Nevertheless, we should be aware that even this manoeuvre
does not always work; consider
dx
1 x
which we write as
2
F dx 2 dx I
F
1O
1O I
L
L
F 1 3 1I
lim G z 2 + z 2 J = lim G M P + M P J = lim G + J ;
J
N x Q 1 N x Q K 0 H 2 K
0 GH 1 x
x K 0 H
+
31
and this value is usually represented by a bar through the integral sign,
f ( x ) dx , or
by writing
PV f ( x ) dx .
a
Of course, a function may possess more than one point where it does not exist, so the
principal-value definition must be applied to each one. We also record that the
definition can be extended to an integral that is improper because the limits extend to
infinity. So the integral
integral is defined as
FR I
F R IJ = lim e 1 R2 1 R 2 j = 0 ,
lim G z x dxJ = lim G 21 x 2
JK RH R K R 2 2
R GH
R
which does exist.
sin x
dx we consider
x
e iz
dz ,
z
32
According to Cauchys integral theorem, we have
e iz
dz = 0 ,
z
because the only singularity of eiz z is a simple pole at z = 0 which lies outside the
contour. But we may write the integral on C as
e ix
e ix
dx +
dx +
x
x
sc
eiz
e iz
dz +
dz = 0 ,
z
z
sc
sc
e iz
dz 0 as R
z
(cf. Example 7), but we do not know the behaviour on sc (although we might
surmise that is it 1 2 i residue = 1 2 i 1 = i ).
2
0 exp i e i
e iz
dz =
ie i d
i
z
e
sc
= i exp i e i d
i d = i as 0 ;
its value is indeed i ! Thus we may write, once we have taken 0 and R ,
eix
dx = i ,
x
the principal value being necessary because we have taken 0 about x = 0 . The
imaginary part of this equation yields
33
sin x
dx = ,
x
which we may write like this because the integral does exist in the conventional sense.
On the other hand, when we take the real part, the principal-value notation must be
retained to give
cos x
dx = 0 ;
x
this integral certainly does not exist in the conventional sense it is not integrable at
x = 0 but it does in the PV sense.
Example 11
Evaluate
sin x
2
x 1 + x
dx .
ze
eiz
2
C z 1+ z
z 1 + z2
1
1
0 as R .
R R2 1
ze
Cz
e iz
1+ z
dz = 2i 21 e 1 = i e 1 .
where
x 1+ x
ze
sc z
e iz
1+ z
ze
e ix
dx +
eix
x 1+ x
dx +
sc
eiz
z 1+ z
dz +
ze
sc z
eiz
1+ z
dz = i e 1 ,
dz 0 as R . On z = ei , 0 , we obtain
34
exp i ei
i
e1 + 2e2i j
i e d = i
0 exp i e i
j d i as 0 .
2 2i
1+ e
e ix
x 1+ x
dx = i i e 1 ,
sin x
x 1+ x
cos x
2
x 1 + x
dx = 1 e 1 .
cos x
2
x 1 + x
b g
ln x
2
2
0 x +a
dx ,
35
The choice of C requires some care, when we note the existence of the branch cut
The two semi-circular arcs extend from = 0 to = ; the radii of the arcs are R and , and
they are joined along = by the straight line L. The branch cut is along the negative real axis.
First, we write
Logz
z2 + a 2
Logz
,
( z + ia )( z ia )
i 2
Log(ia ) Log ae
i
ln a
=
=
ln a + i 2 =
i
;
2 ia
2 ia
2a
4a
2a
FG
H
IJ
K
ln a
2
d
z
=
2
i
=
ln
a
+
i
.
2
2
4a
2a
a
2a
z
+
a
C
Logz
Logz
2
Cz +a
dz =
ln x
2
x +a
dx +
Logz
2
sc z + a
dz +
Logz
2
Lz +a
dz +
Logz
2
2
sc z + a
dz ,
where sc and sc denote, here, the almost-complete semi-circular arcs (see the figure
above), and L is the line z = r ei( ) , r R . On the larger semi-circular arc we
have
R Logz R (ln R) 2 + 2
=
0 as R ,
z2 + a 2 R2 a2
R2 a2
zLogz
36
(because 0 ) which therefore satisfies the type 1 condition. On the smaller
semi-circular arc, we have
0 Log
2 2 i
2 2 i
a + e
+ a2
Logz
2
2
Cz +a
dz =
ln x
2
2
0 x +a
dx +
Logz
2
2
bc z + a
F = ln a + i 2 I .
GH a
2a JK
dz
Logz
2
bc z + a
dz =
ln r + i
2
r +a
( 1) dr =
ln r
2
0 r +a
dr + i
LM
N
dr
2
2
0 r +a
gOPQ
= arctan r a
=
.
2
2
a
2a
r
+
a
0
0
dr
ln x
2
2
d
x
+
d
r
+
i
=
2
d
x
+
i
=
ln
a
+
i
,
2
2
2
2
2
2
2a
2a a
2a
x
a
r
a
x
a
+
+
+
0
0
0
ln x
ln r
ln x
2
0 x +a
dx =
2a
ln a .
One perhaps rather surprising outcome of this calculation is the special case
a = 1:
ln x
ln x
2
0 x +1
1
0 x +1
dx = 0 ,
dx =
ln x
2
1 x +1
dx .
37
Example 12
k
Evaluate
x
dx for real k with 0 < k < 1 . (This integral is related to the Beta
1+ x
function.)
In order to evaluate this integral, we consider
zk
dz , for a suitable choice of the
1+ z
where the outer, almost-complete circle is of radius R and the corresponding inner one
is of radius (for 0 < < 1 ); the two straight lines, L1 and L2, are z = r e i for
38
zk
dz =
1+ z
CR
zk
zk
dz +
dz +
1+ z
1+ z
c
zk
dz +
1+ z
L1
L2
zk
dz ,
1+ z
where CR denotes the almost-complete circle of radius R (mapped counterclockwise), and c is the corresponding inner circular arc (mapped clockwise). On
CR we have
z
zk
R1 k
0 as R ,
1+ z
R 1
and so
CR
zk
dz 0 as R ;
1+ z
k e i k
ei(1 k )
1 k
i
ie
d
=
i
d 0 as 0 .
i
i
1
+
e
1
+
e
2
2
Finally, on L1 and L2 (and we note the directions along these lines), we have
r k e i k ( 2 ) i( 2 )
i
e
d
r
+
e
dr
i
i ( 2 )
1
+
r
e
1
+
r
e
R k i k
=e
i (1 k )
r k
dr e
i
1 + re
1 e i 2 k
i (1 k )( 2 )
r k
i ( 2 )
1+ re
dr
j z 1r + r dr as 0 .
R k
zk
dz = 1 e i2 k
1+ z
j z 1x+ x dx = 2 ieik .
0
Thus
ee
i k
i k
j z 1x+ x dx = 2 i ,
0
39
dx =
1+ x
sin( k )
e x
dx ,
x
1+ e
where might be a complex constant, but such that 0 < ( ) < 1 ; it is clear that this
condition on is necessary in order to guarantee the existence of the integral. (Note
the behaviour of the integrand as x .) We shall take the case of the real integral,
so will be real here. We introduce the integral
e z
z
C 1+ e
dz ,
and observe that 1 + e z = 0 for z = i 1 + 2n , for n = 0, 1, 2, ... , so that a semicircular contour which is extended to infinity will necessarily enclose an increasing
number of poles. Thus we select a rectangle that encloses only one pole, at z = i ,
and so we take C as the rectangle ( 2 R 2 ) shown in the figure below.
2
e z
1+ e
i +
1+ e
i +
i +
1 e
ei 1 + +...
=
,
1 1 + +...
40
e z
C 1+ e
dz = 2 i ei = 2 iei .
e x
R 1+ e
dx +
2 ( R + i y )
0 1+ e
idy +
R +i y
R 1+ e
2 R + i y
R x + 2 i
R+i y
0 1+ e
x + 2 i
idy
dx +
2 1 + e
R +i y
R+i y
e R
eR 1
R+i y
dy
2 0 as R
R+i y
idy
1 + e R +i y
R x + 2 i
dx = e
1 + e x + 2 i
R+i y
R +i y
0 1+ e
e R
1 e R
2 i
dy
2 0 as R .
e x
x
R 1+ e
dx ,
e1 e j z 1 + e x dx = 2 iei
2 i
e x
or e
j z 1 + e x dx = 2 i
e x
idy = 2 iei .
R +i y
0 1+ e
41
b g z 1e+ e x dx = 2 i .
i.e. 2i sin
e x
dx =
,
x
sin
1+
e
b g
1
k
y 1
y
y
d
x
=
d
y
=
d
y
=
d
y
=
x
1+ y y
1+ y
1+ y
sin( k )
1 + e
0
0
0
e x
e j
e j
function in the complex plane is exp iz 2 (so that the real part for z real is the
required function); thus we consider
e i z dz .
The most convenient and straightforward method for the evaluation of this integral
(which we may note is the integral of an entire function) is to incorporate the standard
result
y2
e
dy
0
i 4
line z = r e
, for then i z 2 = i r 2 e i 2 = r 2 ; thus we choose to use a C as shown in
the figure below.
4
R
42
By Cauchys integral theorem, we have
e i z dz = 0 ,
iz2
dz = e
i x2
dx +
2 2i
exp i R e
jRie
d + exp ir 2 ei 2 ei 4 dr ( = 0) .
R
iR
2 2i
e exp i R e
j d R z e
R sin 2
d R
2
e 4 R d
iR
F
H
e i exp i R 2 e2i d 41 R 1 1 e R
I 0 as R ,
K
i x2
dx e
i 4
r 2
dr = 0 or
i x2
dx =
1 (1 + i)
2
2
e r dr = 1 (1 + i) 21 .
1
cos x 2 dx =
,
2 2
e j
which is the required value. (Note that the corresponding integral for sin yields, from
the imaginary part, the same value:
e j
sin x 2 dx = 2 2 .)
Exercises 4
(ln x ) 2
dx ; (b)
2
1
+
x
0
0
x sin x
x3
****************
**********
dx .
43
f (sin ,cos ) d ,
sin
d .
3 + 2 cos
j e
sin = 21i eei e i j = 21i e z z 1 j ,
dz
= ie i = i z , cos = 21 e i + e i = 21 z + z 1 ,
d
f (sin ,cos ) d =
C0
e e
j e
f 21i z z 1 , 21 z + z 1
But since f is rational, it remains rational under this transformation to z, and hence we
can readily identify the poles (and the residues) inside C0 , the unit circle.
Example 13
2
Evaluate
d
where 0 < k < 1 (and k is real). (The condition on k is
1 + k sin
44
d
=
1 + k sin
=
z
z
1
C0 1 2 i k
ez z
FG i dz IJ
jH zK
dz
2
1
C0 i z + 2 k z 1
F
H
b g
2
k
dz
2
2i
C0 z + k z 1
I
K
z + 2ki z 1
F z + ki ki
H
1 k 2
I F z + ki + ki
KH
1 k 2
I
K
1
ki + ki 1 k 2 + ki + ki 1 k 2
Thus we finally obtain
F
GH
ik
1
.
2 1 k 2
I
JK
2
k
1
2
d
= 2 i i
=
.
2
1 + k sin k
2 1 k 2
1
k
It is convenient, and often very useful, to note that sin n and cosn can be
expressed as rational functions of sin and cos , so more involved trigonometric
terms can appear in the integrand, without causing as we shall see undue algebraic
complications (which might have been expected). So, given ei = cos + i sin , we
have
ei n = cos + i sin
gn = cos n + i sin n ,
j e
j e
cosn = 21 e in + e i n = 21 z n + z n
and
j
j
45
which considerably simplifies the process of substitution. [A. de Moivre, 1667-1754,
French mathematician who developed the field of analytical trigonometry; he was
severely persecuted for his Protestant faith.]
Example 14
2
Evaluate
ze
cos 2
2
4
0 1 5 cos
d .
ze
cos 2
4
0 1 5 cos
d =
2
C0
j FG i dz IJ
2 H
zK
1 25 e z + z 1 j
1 z 2 + z 2
2
i
2
z 3 + z 1
2
C0 4 z 5 z + 1
25
2
dz .
e j
ze
cos 2
25
1 + z4
d
=
i
dz
2
2
8
2
4
1
0 1 5 cos
C0 z ( z 2) z 2
e j
25
1
25
i
= i.
2
2
8 ( 2 ) ( 1 2 )
8
e
je
4
1 + 21 +
25
i
8 1 + 3 + 2 2
2
2
jb
ge
25 8 17 1
i 2 16 + 2 +... 1 2 +... 1 + 43 +...
8 9
46
=...
25 1 1 17 17
i
+
+ ... ,
9 2 8 12
25 1 17 17
125
i 2 8 + 12 =
i.
9
216
ze
FG
H
cos 2
IJ
K
25 125
275
.
d
=
2
i
i
+
i
=
2
8
216
54
4
0 1 5 cos
Exercises 5
Evaluate these real integrals:
2
(a)
ze
2 2
0 1 + 3 cos
; (b)
d
( a 2 + b 2 < 1 ).
1 + a sin + b cos
****************
**********
47
Answers
Exercises 1
97 13
i .
12
6
1
3. (a) 1 ; (b)
(1 + i) .
10
1. & 2.
Exercises 2
1. (a) 0; (b) 2 i sin 2 .
; (b)
; (c)
4e
bsin 1 + cos1g .
Exercises 4
(a)
3
8
; (b)
Exercises 5
(a)
5
; (b)
8
1 a + b
48
Index
analytic function
Beta function
branch cut
Cauchy principal value
Cauchy residue theorem
Cauchy-Riemann relations
Cauchy's integral formula
Cauchy's integral theorem
contour
5
37
14,34
28
15
5,9
11
8
8
deform
9
indented
28,31
keyhole
37
rectangular
39
sector of a circle
41
with branch cut
34
curve
closed
6
Jordan
6
simple
6
de Moivre's theorem
44
deform contour
9
entire function
41
essential singularity
15
formula
Cauchy's integral
11
function
analytic
5
Beta
37
entire
41
holomorphic
15
meromorphic
15
rational, of trigs
43
Gauss' theorem
8
Goursat, E.J.-B.
11
Green's theorem
8
holomorphic function
15
improper real integrals
19
indented contour
28,31
inequality
triangle
20
integral
on semicircle
19,20
integrals
improper, real
19
Jordan curve
6,8
Jordan's lemma
22
keyhole contour
37
Laurent series
15
line integral in complex plane
5
logarithmic term
14
meromorphic function
15
Morera's theorem
11
pole
15
principal value
28
PV
31
49
rational function of trig fns
real integrals
rectangular contour
residue
residue theorem
sector of a circle
semi-circular arc
series
simple, closed curve
singularity
theorem
triangle inequality
43
19
type 1
22
type 2
24
39
16
15
41
integral along
19,20
Laurent
15
6
essential
15
Cauchy's integral
8
de Moivre's
44
Gauss'
8
Green's
8
Morera's
11
residue
15
20
50