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An important part of

our development was the statement of Cauchy’s integral formula. In this chapter we’re

going to extend this technique using reside theory. This is an elegant formulation that not

only allows you to calculate many complex integrals, but also gives you a trick you can

use to calculate many real integrals. We begin by stating some theorems related to

Cauchy’s integral formula.

Theorems Related To Cauchy’s Integral Formula

We begin the chapter by writing down another form of Cauchy’s integral formula. First

let’s write (6.16) in the following way:

( )

( ) 1

2

f z

f a dz

i z a

y

r

·

l Ñ

Now let’s take the derivative of this expression, with respect to a. This gives:

( )

( ) ( ) ( )

( )

2

1 1 1

2 2 2

f z f z f z d d

f a dz dz dz

da i z a i da z a i

z a

y y y

r r r

| `

| `

´ · · · ÷

÷

÷

. ,

. ,

l l l Ñ Ñ Ñ

We can repeat this process multiple times. That is, take the derivative again. Each time

the exponent, which is negative, cancels out the minus sign we pick up by computing the

derivative with respect to a of

z a

. For example the second derivative is:

( )

( )

( )

( )

( )

2 3

1 1

2

f z f z d

f a dz dz

da i i

z a z a

y y

r r

| `

´´ · · ÷

÷

. ,

l l Ñ Ñ

This process can be continued. For an arbitrary n, we obtain a second Cauchy Integral

formula for the nth derivative of ( ) f a

:

( )

( )

( )

( )

1

!

2

n

n

f z n

f a dz

i

z a

y

r

+

·

l Ñ

for

1, 2, 3,... n ·

. There are two facts you should come away with from the Cauchy

Integral formulas:

- If a function ( ) f z

is known on a simple closed curve

y

, then that function is

known at all points inside

y

. Moreover, all of the functions derivatives can be

found inside

y

.

• If a function is analytic in a simply connected region of the complex plane, and

hence has a first derivative, all of its higher derivatives exist in that simply

connected region.

Now we turn to a statement known as Cauchy’s inequality. This statement is related to ,

which gives us an expression we can use to calculate the derivative of an analytic

function in a simply connected region. Consider a circle of radius r which has the point

z a ·

at its center, and suppose that ( ) f z

is analytic on the circle and inside the circle.

Let M be a positive constant such that ( ) f z M s

in the region

z a r <

. Then:

( )

( )

!

n

n

Mn

f a

r

s

The next theorem, which is due to Liouville, tells us that an entire function cannot be

bounded unless it is a constant. This statement is called Liouville’s theorem but it was first

proved by Cauchy. So maybe we should call it the Cauchy-Liouville theorem. In any

case, it simply says that if ( ) f z

is analytic and bounded in the entire complex plane, i.e. t

( ) f z M <

for some constant M, then ( ) f z

is a constant.

Liouville’s theorem implies the Fundamental Theorem of Algebra. Consider a polynomial

with degree 1 n > and coefficient

0

n

a /

:

( )

2

0 1 2

n

n

P z a a z a z a z · + + + + L

The fundamental theorem of algebra tells us that every polynomial ( ) P z

has at least one

root. The proof follows from Liouville’s theorem and a proof by contradiction. Suppose

that instead ( ) 0 P z /

for all z. Then

( )

( )

1

f z

P z

·

is analytic throughout the complex plane and is bounded outside some circle

z r ·

.

Moreover, the assumption that ( ) 0 P z /

implies that

1/ f P ·

is also bounded for

z r s

.

Hence ( ) 1/ P z

is bounded in the entire complex plane. Using Liouville’s theorem,

( ) 1/ P z

must be a constant. This is a contradiction, since

( )

2

0 1 2

n

n

P z a a z a z a z · + + + + L

is clearly not constant. Therefore ( ) P z

must have at

least one root such that ( )

2

0 1 2

0

n

n

P z a a z a z a z · + + + + · L

is satisfied.

Next we state the Maximum modulus theorem and the Minimum modulus theorem. The

maximum modulus theorem tells us the following. Let ( ) f z

be a complex valued

function which is analytic inside and on a simple closed curve

y

. If ( ) f z

is not a

constant, then the maximum value of ( ) f z

is found on the curve

y

.

Now we state the minimum modulus theorem. Assume once again that ( ) f z

is a complex

valued function which is analytic inside and on a simple closed curve

y

. If ( ) 0 f z /

inside

y

, then ( ) f z

assumes its minimum value on the curve

y

.

The next theorem is the Deformation of path theorem. Consider a domain D in the

complex plane, and two curves in D we call

1 2

and y y

. We suppose that

1 2

is larger than or lies outside of y y

, and that

1

y

can be deformed into

2

y

without leaving

the domain D (that is, we can shrink the first curve down to the second one without

crossing any holes or discontinuities in the domain-see Figure 7-1). If ( ) f z

is analytic in

D then

( ) ( )

1 2

f z dz f z dz

y y

·

l l i i

Figure 7-1: A graphic illustration of the deformation of path theorem.

Next, we state Gauss’ mean value theorem. Consider a circle

y

of radius r centered at the

point a. Let ( ) f z

be a function which is analytic on and inside

y

. The mean value of

( ) f z

on

y

is given by ( ) f a

:

1

y

2

y

Can have hold inside

second curve.

If first curve has to

cross hole to deform

into second curve,

theorem does not

work.

( ) ( )

2

0

1

2

i

f a f a re d

r

u

u

r

· +

l

Once again, let ( ) f z

be a function which is analytic on and inside a simple, closed curve

y

. Now assume that ( ) f z

has a finite number of poles inside

y

. If M is the number of

zeros of ( ) f z

inside

y

and N is the number of poles inside

y

, the argument theorem

states that:

( )

( )

1

2

f z

dz M N

i f z

y

r

´

·

l Ñ

Next is a statement of Rouche’s theorem. Let ( ) ( ) and f z g z

be two functions which are

analytic inside and on a simple closed curve

y

. If ( ) ( ) on g z f z y s

, then

( ) ( ) ( ) and f z g z f z +

have the same number of zeros inside

y

.

Finally, we end our whirlwind tour of theorems and results related to the Cauchy integral

formula with a statement of Poisson’s integral formula for a circle. This expresses the

value of a harmonic function inside of a circle in terms of its values on the boundary. Let

( ) f z

be analytic inside and on the circle

y

, centered at the origin with radius R. Suppose

that

i

z re

u

· is any point inside

y

. Then

( )

( ) ( )

( )

2 2

2

2 2

0

Re

1

2 2 cos

i

R r f

f z d

R Rr r

o

r

o

r u o

·

+

l

This example illustrates the solution of Laplace’s equation on a disk. First, show that

( )

0

1

, cos sin

n n

n n

n

u r a a r n b r n u u u

×

·

· + +

¿

is the solution of Laplace’s equation on the disc 0 1 r s s with Dirichlet boundary

conditions:

( ) ( ) ( )

2

2 2

1 1

0, 0 1, 0 2

1, , , bounded as 0

u u

r r

r r r r r

u f u r r

u r

u u u

o o o | `

+ · < < s s

÷

o o o

. ,

· ÷

Show the coefficients in the series expansion are given by:

( ) ( ) ( )

2 2 2

0

0 0 0

1 1 1

, cos , sin

2

n n

a f d a f n d b f n d

r r r

u u u u u u u u

r r r

· · ·

l l l

Use the result to deduce Poisson’s integral formula for a circle of radius 1:

( )

( )

( )

2

2

2

0

1 1

,

2 1 2 cos

r

u r f d

r r

r

u o o

r u o

·

+

l

We try separation of variables. Let ( ) ( ) ( ) , u r R r u u · O

. Then it follows that:

( ) ( ) ( )

2 2 2 2

2 2 2 2

, ,

u R u R u

R r

r r r r

u u

u u

o o o o o o O

· O · O ·

o o o o o o

The statement of the problem tells us that:

2 2

2 2 2

1 1

0

u u u

r r r r u

o o o

+ + ·

o o o

Hence:

( ) ( ) ( )

2 2

2 2 2

1 1

0

R R

R r

r r r r

u u

u

o o o O

· O + O +

o o o

We divide every term in this expression by ( ) ( ) ( ) , u r R r u u · O

. This allows us to write:

2 2 2

2 2

1 r R r R

R r R r u

o o o O

+ ·

o o O o

The left hand side and the right hand side are functions of r only and u only respectively.

Therefore they can be equal only if they are both equal to a constant. We call this constant

2

n . Then we have the equation in u :

2 2

2 2

2 2

1

, 0

d d

n n

d d u u

O O

· = + O ·

O

Note that partial derivatives can be replaced by ordinary derivatives at this point, since

each equation involves one variable only. This familiar differential equation has solution

given by:

( ) cos sin

n n

a n b n u u u O · +

Now, turning to the equation in r, we have:

2 2 2

2 2 2

2 2

, 0

r d R r dR d R dR

n r r n R

R dr R dr dr dr

+ · = + ·

You should also be familiar with this equation from the study of ordinary differential

equations. It has solution:

( )

n n

n n

R r c r c r

· +

The total solution, by assumption is the product of both solutions, i.e.

( ) ( ) ( ) , u r R r u u · O

. So we have:

( ) ( ) ( ) , cos sin

n n

n n n n

u r c r c r a n b n u u u

· + +

The condition that ( ) , u r u

is bounded as 0 r ÷ imposes a requirement that the constant

0

n

c

·

since:

as 0

n

n

c

r

r

÷ × ÷

Therefore, we take ( ) ( ) ( ) , cos sin

n

n n n

u r c r a n b n u u u · +

. We can just absorb the

constant

n

c

into the other constants, and still designate them by the same letters. Then:

( ) ( ) , cos sin

n

n n

u r r a n b n u u u · +

The most general solution is a superposition of such solutions which ranges over all

possible values of n. Therefore we write:

( ) ( ) ( )

0

0 1

, cos sin cos sin

n n

n n n n

n n

u r r a n b n a r a n b n u u u u u

× ×

· ·

· + · + +

¿ ¿

To proceed, the following orthogonality integrals are useful:

2

0

for 0

sin sin

0 for 0

mn

n

m n d

n

r rô

u u u

/ ¹

·

'

·

¹

l

2

0

for 0

cos cos

2 for 0

mn

mn

n

m n d

n

r rô

u u u

rô

/ ¹

·

'

·

¹

l

2

0

sin cos 0 m n d

r

u u u ·

l

Here,

1 for , 0

mn

m n ô · ·

otherwise is the Kronecker delta function. Now we apply the

boundary condition ( ) ( ) 1, u f u u ·

for 0 2 u r s s :

( ) ( )

0

1

cos sin

n

n n

n

f a r a n b n u u u

×

·

· + +

¿

Multiply through this expression by sin mu and integrate. We obtain:

( )

( )

( )

2 2 2 2

0

0 0 0 0

1

2

0

1 1

sin sin cos sin sin sin

sin sin

n n

n

n n mn m

n n

f m d a m d a n m d b n m d

b n m d b b

r r r r

r

u u u u u u u u u u u

u u u rô r

×

·

× ×

· ·

· + +

· · ·

¿

l l l l

¿ ¿

l

where - were used. We conclude that:

( )

2

0

1

sin

n

b f n d

r

u u u

r

·

l

Now we return to , and multiply by cos mu and integrate. This time:

( )

( )

( )

2 2 2 2

0

0 0 0 0

1

2

0

1 1

cos cos cos cos sin cos

sin cos

n n

n

n n mn m

n n

f m d a m d a n m d b n m d

a n m d a a

r r r r

r

u u u u u u u u u u u

u u u rô r

×

·

× ×

· ·

· + +

· · ·

¿

l l l l

¿ ¿

l

Hence:

( )

2

0

1

cos

m

a f m d

r

u u u

r

·

l

To obtain the constant

0

a

, we integrate without first multiplying by any trig functions, i.e.

( )

( )

( )

2 2 2 2

0

0 0 0 0

1

0

2

0

0

cos sin

2

1

2

n n

n

f d a d a n d b n d

a

a f d

r r r r

r

u u u u u u u

r

u u

r

×

·

· + +

·

= ·

¿

l l l l

l

This should be obvious since:

2

0

2

0

2

1

cos sin 0

0

2

1

sin cos 0

0

n d n

n

n d n

n

r

r

r

u u u

r

u u u

· ·

· ·

l

l

Now we are in a position to derive Poisson’s formula. We have:

( ) ( ) ( )

( )

( )

( )

2 2 2

0 0 0

1

1 1 1

, cos cos sin sin

2

n

n

u r f d r f n d n f n d n

r r r

u o o o o o u o o o u

r r r

×

·

| `

· + +

÷

. ,

¿

l l l

We can move the summation inside the integrals:

( ) ( ) ( ) ( )

( )

( ) ( )

2 2 2

0 0 0

1 1

2

0

1 1

2

0

1

1 1 1

, cos cos sin sin

2

1

1 2 cos cos 2 sin sin

2

1

1 2 cos cos sin sin

2

n n

n n

n n

n n

n

n

u r f d f r n n d f r n n d

d f r n n r n n

d f r n n n n

r r r

r

r

u o o o u o o o u o o

r r r

o o u o u o

r

o o u o u o

r

× ×

· ·

× ×

· ·

×

·

| ` | `

· + +

÷ ÷

. , . ,

¹ ¹

· + +

' '

¹ ¹

¹ ¹

· + +

' '

¹ ¹

¿ ¿

l l l

¿ ¿

l

¿

l

Now recall that:

( ) ( )

cos cos sin sin cos n n n n n u o u o u o + ·

Its also true that:

( ) ( )

( )

2

2

1

1

1 2 cos

1 2 cos

n

n

r

r n

r r

u o

u o

×

·

·

+

¿

So we arrive at the Poisson formula for a disc of radius 1:

( )

( )

( )

2

2

2

0

1 1

,

2 1 2 cos

r

u r f d

r r

r

u o o

r u o

·

+

l

This tells us that the value of a harmonic function at a point inside the circle is the

average of the boundary values of the circle.

The Cauchy Integral Formula as a Sampling Function

The Dirac delta function has two important properties. First if we integrate over the

entire real line then the result is unity:

( ) 1 x dx ô

×

×

·

l

Second, it acts as a sampling function-that is, it picks out the value of a real function

( ) f x

at a point:

( ) ( ) ( ) f x x a dx f a ô

×

×

·

l

In complex analysis, the function 1/ z plays an analogous role. It has a singularity at

0 z · , and:

0 if 0 is not in the interior of

1

1 if 0 is in the interior of 2

dz

i z

y

y

y r

¹

·

'

¹

l Ñ

It also acts as a sampling function for analytic functions ( ) f z

in that:

( )

( ) 1

2

f z dz

f a

i z a

y

r

·

l Ñ

Some Properties of Analytic Functions

Now we are going to lay some more groundwork before we state the residue theorem. In

this section, we consider some properties of analytic functions.

Suppose that a function ( ) f z

is analytic inside a disc centered at a point a of radius r:

z a r <

. Then ( ) f z

has a power series expansion given by:

( ) ( )

0

n

n

n

f z a z a

×

·

·

¿

The coefficients of the expansion can be calculated using the Cauchy integral formula :

( )

( )

!

n

n

f a

a

n

·

Note the following result:

( )

( )

0 if 1

ln if 1

m

m

z a dz

z a m

y

/ ¹

·

'

·

¹

l

Hence:

( ) ( )

0

n

n

n

f z dz a z a dz

y y

×

·

·

¿

l l

since n is never equal to -1.

f(z)

Consider the punctured disc of radius r centered at the point a. We denote this by writing

0 z a r < <

. If ( ) f z

is analytic in this region, it is analytic inside the disc but not at the

point a. In this case, the function has a Laurent expansion:

( ) ( )

n

n

n

f z a z a

×

·×

·

¿

As stated in chapter 5, we can classify the points at which the function blows up or goes

to zero. A removable singularity is a point a at which the function appears to be

undefined, but it can be shown by writing down the Laurent expansion that in fact the

function is analytic at a. In this case the Laurent expansion assumes the form

( ) ( )

n

n

n k

f z a z a

×

·

·

¿

where 0 k > . Then it turns out the point

z a ·

is a zero of order k.

On the other hand, suppose that the series expansion retains terms with 0 n < :

( ) ( )

n

n

n k

f z a z a

×

·

·

¿

Then we say that the point

z a ·

is a pole of order k. Simply put, a pole is a point that

behaves like the point 0 z · for ( )

1

g z

z

· . That is, as

z a ÷

, then ( ) f z ÷×

. A function

might have multiple poles. For example, in Figure 7-2 we illustrate the poles of the

modulus of the gamma function, ( ) z I

, which are points where the function blows up.

Figure 7-2: When the real part of z is negative, the modulus of the gamma function blows

to infinity at several points. These points are the poles of the function.

A Laurent series expansion of this type can be split into two parts:

( ) ( ) ( ) ( )

1

0

n n n

n n n

n k n k n

f z a z a a z a a z a F G

× ×

· · ·

· · + · +

¿ ¿ ¿

The second series, which we have denoted by G, looks like a plain old Taylor expansion.

The other series, which we have denoted by F, is called the principal part and it includes

the singularities (the real ones-the poles) of the function.

Is the point 0 z · a removable singularity of ( )

sin z

f z

z

· ?

At first glance, the behavior of the function at 0 z · can’t really be determined. To see

what’s going on we expand the sin function in Taylor:

( )

3 5

2 4

sin 1 1 1

3! 5!

1 1

1

3! 5!

z

f z z z z

z z

z z

| `

· · + +

÷

. ,

· + +

L

L

From this expression, its easy to see that:

( )

2 4

0 0 0

sin 1 1

lim lim lim1 1

3! 5!

z z z

z

f z z z

z

÷ ÷ ÷

· · + + · L

Therefore, the point 0 z · is a zero of order 1.

Describe the nature of the singularities of

( )

z

e

f z

z

· .

We follow the same procedure used in Example 7-2. First expand in Taylor:

( )

2 3 2

1 1

1 1

2! 3! 2 6

z

e z z z z

f z z

z z z

| `

· · + + + + · + + + +

÷

. ,

L L

The principal part of this series expansion is given by:

1

z

It follows that the point 0 z · is a pole of order 1.

Is the point 0 z · a removable singularity of ( )

4

sin z

f z

z

· ?

Contrast this solution with that found in Example 7-2. Expanding in Taylor we find:

( )

3 5 7

4 4

3

3

sin 1 1 1 1

3! 5! 7!

1 1 1 1

6 5! 7!

z

f z z z z z

z z

z z

z z

| `

· · +

÷

. ,

· + +

L

L

This time, the singularity cannot be removed. So the point 0 z · is a pole. The principal

part in this series expansion is:

3

1 1

6 z z

**The leading power (most negative power) in the expansion gives the order of the pole.
**

Hence 0 z · is a pole of order 3.

Next we consider the essential singularity. In this case the Laurent series expansion of the

function includes a principal part that is non-terminating. That is, all terms out to minus

infinity are included in the Laurent expansion with negative n, i.e. there are no non-zero

terms in the expansion for 0 n < :

( ) ( )

n

n

n

f z a z a

×

·×

·

¿

Describe the nature of the singularity at 0 z · for

( )

1

z

f z e ·

.

This function is the classic example used to illustrate an essential singularity. We just

write down the series expansion:

( )

1

2 3 4 5

1 2 3 4 5

1 1 1 1 1 1 1 1 1

1

2 6 4! 5!

1 1 1 1

1

2 6 4! 5!

z

f z e

z z z z z

z z z z z

·

| ` | ` | ` | `

· + + + + + +

÷ ÷ ÷ ÷

. , . , . , . ,

· + + + + + +

L

L

This series expansion has a non-terminating principal part. Therefore 0 z · is an essential

singularity.

The Residue Theorem

Now we’re in a position where we can describe one of the central results of complex

analysis, the residue theorem. We consider a function ( ) f z

in a region enclosed by a

curve

y

that includes isolated singularities at the points

1 2

, ,...,

k

z z z

. The function is

analytic everywhere on the curve and inside it except at the singularities. This is

illustrated in Figure 7-3.

Figure 7-3: A function ( ) f z

is analytic in a certain region enclosed by a curve, except at

a set of isolated singularities.

We can use the deformation of path theorem to shrink the curve down. In fact, we can

shrink it down into isolated curves enclosing each singularity. This is shown in figure 7-4.

0

z -

1

z -

k

z -

0

z -

1

z -

k

z -

1

y

2

y

k

y

Figure 7-4: If the region is simply connected, we can apply the deformation of path

theorem to shrink the curve down, until we have circles around each isolated singular

point.

After application of the deformation of path theorem, the integral is broken up into a sum

of integrals about each singular point:

( ) ( )

1

j

k

j

f z dz f z dz

y y

·

·

¿

l l

This expression can be written in terms of the Laurent expansion. Note that there will be

a series expansion (which is local) about each singular point:

( ) ( ) ( )

1

2

j j j

n n

j j j

n j n j

n n

f z dz a z z dz a z z dz a i

y y y

r

× ×

·× ·×

· · ·

¿ ¿

l l l

We call the coefficient in the expansion

1

j

a

**the residue. Summing over all of the integrals
**

for each singular point, we get the residue theorem. This states that the integral is

proportional to the sum of the residues:

( )

1

2

k

j

f z dz i residues

y

r

·

·

¿

l Ñ

Residues are computed by finding the limit of the function ( ) f z

as

z

approaches each

singularity. This is done for a singularity at

z a ·

as follows:

( )

( ) ( )

1

1

1

lim

1 !

k

k

k

z a

d

residue z a f z

k dz

÷

]

·

]

**where k is the order of the singularity.
**

Compute the integral

( )

5 2

2

z

dz

z z

y

l Ñ

where

y

is a circle of radius 3 r · centered at the origin.

The singularities of this function are readily identified to be located at

0, 2 z ·

. Both

singularities are enclosed by the curve, since

3 z <

in both cases. To find each residue,

we compute the limit of the function for each singularity. The residue corresponding to

is:

( ) ( )

0 0

5 2 5 2 2

lim lim 1

2 2 2

z z

z z

z

z z z

÷ ÷

· · ·

The residue corresponding to the singularity at 2 z · is:

( )

( )

2 2

5 2 5 2 8

lim 2 lim 4

2 2

z z

z z

z

z z z

÷ ÷

· · ·

**Therefore using the integral evaluates to:
**

( )

( )

5 2

2 2 1 4 10

2

z

dz i residues i i

z z

y

r r r

· · + ·

¿

l Ñ

Compute the integral of 3

cosh z

dz

z

y

l where

y

is the unit circle centered about the origin.

The function has a singularity at 0 z · of 3d order. Using:

( )

( )

( )

( )

1

!

2

n

n

f z n

f a dz

i

z a

y

r

+

·

l Ñ

We have:

( ) ( )

2

0 0 3 2

cosh 2

cosh cosh

2!

z z

z i d

dz z i z i

z dz

r

r r

· ·

· · ·

l Ñ

Evaluation of Real, Definite Integrals

One of the most powerful applications of the residue theorem is in the evaluation of

definite integrals of functions of a real variable. We start by considering:

( )

2

0

cos , sin f d

r

u u u

l

Now write the complex variable z in polar form on the unit circle, that is let

i

z e

u

· .

Notice that:

1

,

i

i

dz ie d d dz dz

iz z

u

u u · = · ·

As u increases from 0 to 2r , one sees that the complex variable z moves around the unit

circle in a counter clockwise direction. Using Euler’s formula, we can also rewrite cosu

and sinu in terms of complex variables. In the first case:

2 2 2

1 1 1

cos

2 2 2 2

i i i i

i

i

e e e e z

e

e z

u u u u

u

u

u

| ` + + + +

· · · ·

÷

. ,

Similarly, we find that:

2

1

sin

2

z

iz

u

·

Taking these facts together, we see that ( )

2

0

cos , sin f d

r

u u u

l

can be rewritten as a

contour integral in the complex plane. We only need to include residues that are inside the

unit circle.

Compute

2

0

24 8cos

d

r

u

u

l

.

Using

i

d dz

z

u · together with

2

1

cos

2

z

z

u

+

· we have:

2

2 0

2

2

2

24 8cos

1

24 8

2

24 4 4

4 24 4

4 6 1

d dz

i

z

z

z

dz

i

z z

dz

i

z z

i dz

z z

r

u

u

·

] | ` +

] ÷

. , ]

·

·

+

·

+

l l

l

l

l

i

i

i

i

We will choose the unit circle for our contour. To find the singularities, we find the roots

of the denominator. Some algebra shows that they are located at:

3 2 2 z · t

The first residue is given by:

( )

( ) ( )

3 2 2

1 1

lim 3 2 2

4 2

3 2 2 3 2 2

z

z

z z

÷ +

·

+

The residue corresponding to

3 2 2 z ·

is given by:

( )

( ) ( )

3 2 2

1 1

lim 3 2 2

4 2

3 2 2 3 2 2

z

z

z z

÷

+ ·

+

You should always check that your singularities lie inside the curve you are using to

integrate. If they do not, they do not contribute to the integral. In this case both residues

do not contribute. This is because

3 2 2 1 z · + >

lies outside the unit circle. So we will only include the second residue, because the

singularity it corresponds to,

3 2 2 1 z · <

and so is inside the unit circle.

Using we have:

2

1

2 2

6 1 4 2 2 2

dz i

i residues i

z z

r

r r

| `

· · ·

÷

+

. ,

¿

l i

Hence:

2

2

0

24 8cos 4 6 1 4 2 2 8 2

d i dz i i

z z

r

u r r

u

| `

· · ·

÷

+

. ,

l l i

The next type of definite integral we consider is one of the form:

( )

cos

sin

mx

f x dx

mx

×

×

¹ ¹

' '

¹ ¹

l

This type of integral can be converted into a contour integral of the form:

( )

imz

f z e dz

l Ñ

To obtain the desired result, we take the real or imaginary part of depending on whether

or not a cos or sin function is found in the original integral. A useful tool when evaluating

integrals of the form is called Jordan’s Lemma. Imagine that we choose

y

to be a semi-

circle located at the origin and in the upper half plane, as illustrated in Figure 7-3.

Figure 7-3: A semi-circle in the upper half plane, of radius R.

Jordan’s lemma states that:

( )

1

lim 0

mz

R

C

f z e dz

÷×

·

l

Jordan’s lemma does not hold in all cases. To use , if 0 m > then it must be the case that

( ) 0 f z ÷

as R ÷ ×. We can also apply it in the following case:

( )

1

lim 0

R

C

f z dz

÷×

·

l

provided that ( ) 0 f z ÷

faster than 1/z as R ÷ ×.

Compute

2

cos kx

dx

x

×

×

l

.

We can compute this integral by computing:

2

2

cos

Re ,

Where:

z

ikz

z

kx

dx I

x

e

I P dz

z

×

×

×

×

·

·

l

l

The P stands for principal part. To do the integral, we will take a circular contour in the

upper half plane which omits the origin. This is illustrated in Figure 7-4.

Figure 7-4: We use a semicircular contour in the upper half plane, omitting the origin

using a small semicircle or radius r that gives us a curve that omits the origin.

Now we can write out the integral piecewise, taking little chunks along the curves

1 2

and C C

. Note that when directly on the real axis, we set

z x ÷

. This gives:

2 1

2 2 2 2 2

0

ikz ikx ikz ikx ikz

r R

R r

C C

e e e e e

dz dx dz dx dz

z x z x z

· + + + ·

l l l l l Ñ

The entire sum of these integrals equals zero because the contour encloses no singular

points. However, individual integrals in this expression are not all zero. By Jordan’s

lemma:

1

2

0

ikz

C

e

dz

z

·

l

So, we only need to calculate the residues for the curve

2

C

. This curve is in the clockwise

direction, so we need to add a minus sign when we do our calculation. Also, up to this

point, we have been using full circles in our calculations. The curve in this case is a semi-

circle, so is written as:

( )

1

k

j

f z dz i residues

y

r

·

·

¿

l Ñ

The singularity at 0 z · is inside the curve

2

C

, of order 2. The residue corresponding to

this singularity is:

2

0 2

0

ikz

ikz

z

z

d e

z ike ik

dz z

·

·

| `

· ·

÷

. ,

Therefore:

( )

2

2

ikz

C

e

dz i ik k

z

r r · ·

l

Now,

1

1

2 2 2 2

2 2 2

2 2

0,

, as 0,

0

ikz ikx ikx ikz

r R

R r

C

ikx ikx ikx

r R

R r

ikx ikz

C

e e e e

dz dx dx dz

z x x z

e e e

P dx dx dx r R

x x x

e e

P dx dz

x z

×

×

×

×

· + + ·

· + ÷ ÷× =

+ ·

l l l l

l l l

l l

Ñ

Therefore we find that:

1

2 2 2

cos

Re

ikx ikz

z

C

kx e e

dx I P dx dz k

x x z

r

× ×

× ×

· · · ·

l l l

Integral of a Rational Function

The integral of a rational function ( ) f x

:

( ) f x dx

×

×

l

can be calculated by computing:

( ) f z dz

l Ñ

using the contour shown in Figure 7-3, which consists of a line along the x axis from –R

to R and a semicircle above the x axis the same radius. Then we take the limit R ÷ ×.

Consider the Poisson kernel:

( )

2 2

1

y

y

p x

x y r

·

+

Treating y as a constant, use the residue theorem to show that it’s Fourier transform is

given by

1

2

k y

e

r

.

The Fourier transform of a function ( ) f x

is given by the integral:

( ) ( )

1

2

ikx

F k f x e dx

r

×

×

·

l

So, we are being asked to evaluate the integral:

2 2

1 1

2

ikx

y

I e dx

x y r r

×

×

·

+

l

We do this by considering the contour integral:

2 2 2

1

2

ikz

y

e dz

z y r

+

l Ñ

First, note that:

( ) ( )

2 2 2 2

1 1

2 2

y y

x y z iy z iy r r

·

+ +

Therefore, there are two simple poles located at

z iy · t

. These lie directly on the y axis,

one in the upper half plane and one in the lower half plane. To get the right answer for the

integral we seek, we need to compute using both cases. First we consider the pole in the

upper half plane. The residue corresponding to

z iy · +

is:

( )

( ) ( ) ( )

1 2 2 2

1

2 2 2 4

ikz ky

ky

z iy

ye ye

a z iy e

z iy z iy iy i r r r

·+

· · ·

+

Applying the residue theorem, we find that:

2 2 2

1 1 1

2

2 4 2

ky

ikx ky

y e

I e dx i e

x y i

r

r r r r

×

×

| `

· · ·

÷

+

. ,

l

However, now let’s consider enclosing the other singularity, which would be an equally

valid approach. The singularity is located at

z iy ·

, which is below the x axis, so we

would need to use a semicircle in the lower half plane to enclose it. This time the residue

is:

( )

( ) ( )

1 2 2

1

2 4

ikz

ky

z iy

ye

a z iy e

z iy z iy i r r

·

· + ·

+

Using this result, we obtain:

2 2 2

1 1 1

2

2 4 2

ky

ikx ky

y e

I e dx i e

x y i

r

r r r r

×

×

| `

· · ·

÷

+

. ,

l

Combining both results gives the correct answer, which is:

2

k y

e

I

r

·

Compute the integral given by:

2

4

1

x

I dx

x

×

×

·

+

l

This integral is given by:

2 residues in upper half plane I i r ·

¿

We find the residues by considering the complex function:

( )

2

4

1

z

f z

z

·

+

The singularities are found by solving the equation:

4

1 0 z + ·

This equation is solved by ( )

1/ 4

1 z · . But, remember that 1

i

e

r

· .

That is, there are four roots given by:

( ) ( )

/ 4

3 / 4

1/4 2 1

5 / 4

7 / 4

i

i

i n

i

i

e

e

z e

e

e

r

r

r

r

r

+

¹

¹

¹

· ·

'

¹

¹

¹

These are shown in Figure 7-5. Notice that two of the roots are in the upper half plane,

while two of the roots are in the lower half plane. We reject the roots in the lower half

plane because we are choosing a closed semicircle in the upper half plane (as in Figure 7-

3) as our contour. We only consider the singularities that are inside the contour, the others

do not contribute to the integral.

Figure 7-5: An illustration of the roots in Example 7-11. For our contour, we will enclose

the upper half plane-so we ignore the roots that lie in the lower half plane.

We proceed to compute the two residues. They are all simple so in the first case we have:

/ 4 i

e

r

3 / 4 i

e

r

5 / 4 i

e

r 7 / 4 i

e

r

( )

( ) ( ) ( ) ( )

( ) ( ) ( )

( ) ( ) ( )

( )

/4

/4

/ 4 2

/ 4 3 / 4 5 / 4 7 / 4

2

3 / 4 5 / 4 7 / 4

/ 4 3 / 4 / 4 5 / 4 / 4 7 / 4

3 / 4

/ 4 / 2 3 / 2

lim

lim

1

4 2

i

i

i

i i i i

z e

i i i

z e

i i i i i i

i

i i i

z e z

z e z e z e z e

z

z e z e z e

i

e e e e e e

i

e

e e e

r

r

r

r r r r

r r r

r r r r r r

r

r r r

÷

÷

·

·

· ·

And so:

A similar calculation shows that the residue corresponding to the pole at

3 / 4 / 4

1

4

i i

z e e

r r

· = . Hence:

( )

( )

/ 4 3 / 4

1 1

4 4

1

cos / 4 sin / 4 cos3 / 4 sin3 / 4

4

1 1 1

1 1 2

4 2 4 2 2 2

i i

residues e e

i i

i

i i i

r r

r r r r

·

· + + +

· + + · ·

¿

Therefore the integral evaluates to:

2 residues in upper half plane 2

2 2 2

i

I i i

r

r r

| `

· · ·

÷

. ,

¿

Compute

2

cos

2 2

x

dx

x x

×

×

+

l

We can compute this integral by considering:

( ) ( ) ( ) ( )

2

2 2 1 1

iz iz

e e dz

dz

z z z i z i

·

+ +

l l Ñ Ñ

The root 1 z i · + lies in the upper half plane, while the root 1 z i · lies in the lower half

plane. We choose a contour which is a semicircle in the upper half plane, enclosing the

first root. This is illustrated in Figure 7-6.

Figure 7-6: The contour used in Example 7-12.

The residue is given by:

( ) ( )

( ) ( ) ( ) ( )

( )

1

1

1

lim 1

1 1

lim

1

2

iz

z i

iz

z i

i

e

z i

z i z i

e

z i

e e

i

÷ +

÷ +

¹ ¹

¹ ¹

+

' '

+

¹ ¹

¹ ¹

·

·

Therefore we have:

1

2

2

2 2 2

iz i

i

e dz e e

i e

z z i e

r

r

| `

· ·

÷

+

. ,

l Ñ

But, using Euler’s identity, we have:

cos1 sin1

i

e i · +

And so:

( ) ( )

2

cos 1 sin 1

2 2

iz

e dz

i

z z e e

r r

· +

+

l Ñ

Now, we have:

( ) ( )

1

1

2 2

2 2 2

2 2 2 2

cos sin

2 2 2 2 2 2

cos 1 sin 1

ix iz

R

R

C

iz

R R

R R

C

e dx e dz

x x z z

xdx xdx e dz

i

x x x x z z

i

e e

r r

+

+ +

· + +

+ + +

· +

l l

l l l

Now we let R ÷ ×. By Jordan’s lemma:

1

2

0

2 2

iz

C

e dz

z z

·

+

l

So we have:

( ) ( )

2 2

cos sin

cos 1 sin 1

2 2 2 2

xdx xdx

i i

x x x x e e

r r

× ×

× ×

+ · +

+ +

l l

Equating real and imaginary parts gives the result we are looking for:

( )

2

cos

cos 1

2 2

xdx

x x e

r

×

×

·

+

l

Chapter Summary

By computing the Laurent expansion of an analytic function in a region containing one or

more singularities, we were able to arrive at the residue theorem which can be used to

calculate a wide variety of integrals. This includes integrals of complex functions, but the

residue theorem can also be used to calculate certain classes of integrals involving

functions of a real variable.

Chapter Quiz

1. Compute 3

sinh z

dz

z

y

l

2. Compute 4

sinh z

dz

z

y

l

3. Find the principal part of

( )

( )

2

3

1

1

f z

z

·

+

4. What are the singular points and residues of

sin

5

2

z

z z

r | `

+

÷

. ,

?

5. What are the singularities and residues of

( )

2

sin z

z z r

?

6. Evaluate

2

0

24 6sin

d

r

u

u

l

7. Using the technique outlined in Example 7-9, compute

2

2

0

sin x

dx

x

×

l

8. Use the residue theorem to compute

2

lim

1

R

R R

dx

x

÷×

+

l

9. Compute

( ) ( )

2

2 2

3

1 4

x

dx

x x

×

×

+

+ +

l

10. Compute

2

cos

1

x

dx

x

×

×

+

l

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