Singularities, Residues and Evaluation of Real Integrals

Part I: Singularities
Def. A point z = a is called a singularity of a
function f (z) if f is not differentiable at z = a.

Exercise: Apply this test to the above examples.

Part II: Residue of f (z) at a Singularity z = a
is defined with the help of the Laurent Series of f
about a, i.e.,
if we have

Examples 1
(a) f (z) = e ; a = 0

f ( z)

3/z

a=

(2 n 1)

c ( z a)

(b) f (z) = (z 1) 2 ; a = 1
(c) f (z) = tan z;

then the number c1 is called the Residue of f (z)

at z = a .

Notation: Residue of f (z) at z = a = Res(f , a).

Classification of the Singularity a of f
depends on the Laurent Series of f about a, i.e.,
f ( z)

c ( z a)

i) a is called a Removable singularity if

cn 0 for all n < 0
Example 2:

f (z) = (sin z) /z;

a = 0.

ii) a is called a Essential singularity if

cn 0 for infinitely many n < 0
Example 3 :

f (z) = e3/z;

a = 0.

iii) a is called a Simple Pole if

c1 0 and cn 0 for all n < 1
Example 4:

f (z) = (z 1) 1 ;

a =1.

iv) a is called a Pole of Order m if

c m 0 and cn 0 for all n < m .
Example 5: f (z) = (z 1) 5 ;
order 5 for the function f.

a =1 is a pole of

Zero of Order m
A point z = a is called a zero of order m of a
function f (z) if
f ( j ) (a ) 0, j 0,1,K , m 1 but f ( m ) ( a) 0.
Example 6: f (z) = (z 1) 5 ;
order 5 for the function f.

a =1 is a Zero of

Note: If z = a is a zero of order m of a function

f (z), then z = a is a pole of order m for 1/ f (z).
Test for the Order of a Pole of Rational Functions

F(z) = f (z) / g (z)

z = a is a pole of order m for F if
i. f (a ) 0 .
ii. z = a is a zero of order m of f (z).

Examples
In Examples 1
(a) Res(e3/z , 0) = 3
(b) Res((z 1) 2 ,1) = 0
Note: Res((z 1) 1 ,1) = 1
Method for Finding Res(f , a)
[without Laurent Series]

Case 1: If a is a Simple Pole of f , then

z a) f ( z ) .
Res(f , a) = lim(
z a
Example: Res((z 3) (z 1) 1 ,1) = 2
Case 2: If a is a Pole of order m of f , then

1
d m 1
( z a) m f ( z ) .
Res(f , a) =
lim
m 1
z

a
(m 1)!
dz

Examples:
2

i. Res( (z 1) ,1) = 0
(Check)
ii. Res(((z 3) 1 (z 1) 2 ,1) = (Check)
iii. Res(((z 3) 1 (z 1) 2 ,3) = (Check)
Note: We can not use this method if a is not a
Pole: For example check for Res(e3/z , 0).
Part II: Residue Theorem
f ( z)dz where C is a closed path)
(To Evaluate
C

Conditions:

i. C is a simple path in a simply connected domain D.

ii. f (z) is differentiable on and within C except at
a finite number of singularities, say a1, a2, .., an
within C.
Conclusion:
n

f ( z)dz 2 i Re s( f , ai )
C

i 1

Examples

1.

dz
0
2
(No singularities within |z|=1/2)
1 ( z 1)( z 2)
2

2.

dz
2 i
2 i (Re s( f ,1)
2
9
3 ( z 1)( z 2)
2

Part III: Evaluation of Real Integrals

A. Type 1:
Real Trigonometric Integral I=

b. Two Important Results:

Suppose that
i. CR: z Rei , 0 , a semicircular path
ii. f (z) = P(z)/Q(z), P & Q are Polynomials.

Result I : If degree Q degree P + 2, then

f ( z )dz 0 as R .

F (cos ,sin )d
0

CR

Method (Change of variable): C: z ei , 0 2 .

Then: d

Result II :If degree Q degree P + 1, then

i z
f ( z )e dz 0 as R , where 0 .

dz
z z 1
z z 1
, cos
,sin
iz
2
2i
(Note: ei cos i sin )

Now use Residue Theorem to solve

dz
1
1 1
1
I
C F 2 ( z z ), 2 ( z z ) z .
2

(a useful result related to Fourier Transform)

c. Third Important Result:
Result III :Suppose that
i. f has a simple real pole at z = c .
ii. Cr: z c Rei , 0 .

2 sin

Example 1: Evaluate

CR

Then

Solution: i. Use: (a) z ei , 0 2 .

dz
z z 1
(b) d ,sin
iz
2i
2dz
2dz
ii. I =
C z 2 4iz 1
C ( z a1 )( z a1 )
f ( z)dz
C
Here: a1 (2 3)i; a2 (2 3)i (Only a1 is inside C)
2
iii.

C f ( z)dz 2 i Re s( f , a1 ) 3 (Answer)

2
1
( Res( f , a1 ) lim
)
( z a1 )

z a1
( z a1 )( z a2 )
i 3

d.

e.

a. Cauchy Principal Value of

f ( x) dx :

P. V.

f ( x) dx lim f ( x) dx
R

Note 1: If the integral

f ( x)dx converges

f ( x)sin x dx Im

f ( x) dx 2

B. Type 2: I=

where f =P/Q with degree Q degree P + 2 has

finite number of poles in the complex plane:

Method: Draw a closed path

C = CR+[R,R]
z

Rei , 0 , with large R

where CR:
to enclose the poles ak s of f within C,
which are in the upper half of the plane.

x
x

Then

f ( x)dx may diverge

a3

a2

a1

CR

x
x

x
x

an

f ( z )dz

R
R

f ( x)dx exits.
ii. Rlim

R

k 1

dx
dx
0.
Example:
diverges but Rlim

x
x

f ( z )dz

C
CR
14
2 43
14 2 43
n
0 as R
2 i Res( f , ak )

f ( x)dx

f ( x) dx lim f ( x) dx .
R

f ( x)eiax dx

f ( x) dx, if f ( x) is even.

Note 2: It may happen that

i. The integral

f ( x)eiax dx

and its value is A then

A = P.V.

f ( x) cos x dx Re

B. Important Concepts

f ( z)dz i Re s( f , c) as r 0

Cr

(x

f ( x ) dx as R

Example 2: Evaluate

f ( x )dx
R
14 2 43

dx
1) 2 ( x 2 9)
2

1
2
2
( z 1) ( z 2 9)
ii. Poles of f in the upper half plane:
(a) z = i
(Double Pole)
(b) z = 3 i
(Simple Pole)
iii. Calculate the Residues:
d
1
3
Res( f , i ) lim ( z i ) 2 2
2
2
2
z i dz
( z 1) ( z 9) 8 .4i
1
1
Res( f ,3i ) lim( z 3i ) 2
2
2
2
z i
( z 1) ( z 9) 8 .6i
iv. Note that:
Solution: i. Here f ( z )

1)
f ( z)dz
C

2)

f ( z )dz

f ( x)dx (*)

CR

f ( z)dz 2 i Res( f , i) Re s( f ,3i) 8 .6

x sin xdx
( x 1)( x 2 4)
0

Example 3: Evaluate I =

Solution: i. Note the integrand is an even function:

1
x sin xdx
Therefore,
I= 2
.
2 ( x 1)( x 2 4)
iii. Here ,
1

ix
I = Im f ( x)e dx
2

z
where f ( z ) 2
( z 1)( z 2 4)
iv. Poles of f in the upper half plane:
z=i,
z = 2i
(2 Simple Poles)
iii. Calculate the Residues:

3) (Ans.) Apply Cauchy Residue Theorem to the

Left side of (*). Take the limit as R in (*).
Then apply Result I to 2nd integral in (*), we get:

7
dx
2
.
2
8 .6 ( x 1) 2 ( x 2 9)

C. Type 3:

I=

f ( x)[cos ax or sin ax]dx

where f =P/Q (degree Q degree P + 1) has finite

number of poles in the complex plane and a > 0

Method: i. According to (c) above, write I as:

iax
Re
or
Im
I=
f ( x)e dx

ii. Draw a closed path C = CR+[R,R]

where CR: z Rei , 0 , with large R to
enclose all poles ak s of f within C.
x

a2
a1 x
x

a3

CR

x
x

Res( feiz , i ) lim( z i)

z i

zeiz
e 1

( z 2 1)( z 2 4) 6

zeiz
e 2
Res( fe , 2i) lim( z 2i ) 2

z i
( z 1)( z 2 4)
6
iz

iv. Note that:

iz
1)
f ( z)e dz
C

CR

f ( z )eiz dz

f ( x )eix dx (*)

2) Apply Cauchy Residue Theorem to the Left

side of (*). Take the limit as R in (*). Then
apply Result I to 2nd integral in (*), we get:

f ( x)eix dx 2 i Re s( feiz , i ) Re s( feiz , 2i)

e1 e 2
i
2 e 1
6
3e
6

2 i

4) (Ans.)
1
xeix dx

I = Im 2
2 e 1
2
6e
2 ( x 1)( x 4)

an

iii.

f ( z )e

dz f ( z )e dz f ( x )eiax dx
C
R
1 44 2 4 43
1
4 2 4 3 C1R 4 2 4 3

n
0

as
R

iax
2 i Res( feiaz , ak )
f ( x ) e dx as R
k 1
iaz

iaz

iv. Answer: I = Re or Im

f ( x)eiax dx

Re or Im 2 i Re s( f .eiaz , ak )
k 1

D. Type 4: I =

1
1

2
z i
z ( z 4)( z 16) 128(i 1)
1
1
Res( f , 0) lim z

2
z i
z ( z 4)( z 16) 64
1
1
Res( f , 4) lim z 4

2
z i
z ( z 4)( z 16) 128
iv. Note that:
Res( f , 4i) lim( z 4i )

f ( x)dx

where f has a simple pole x=c on the real axis and

finite number of complex poles :

Method:
i. Draw a closed path
C = CR + [R, r] Cr +[r,R]
where CR: z Rei , 0 , with large R to
enclose within C all poles ak s of f .
ii. Also, draw another path
Cr: z c rei , 0 ,
with small r so that not none of the complex poles
of f is enclosed between Cr and the real axis.
CR

4 r1

1)

C f ( z )dz C f ( z )dz R f ( x)dx

R
14 2 43
14
2 43 c 14 2 43
n
0 as R
2 i Res( f , ak )
f ( x ) dx as r 0, R
k 1

Cr1

4 r1

Cr2

(*)

r2

f ( x)dx 2 i Re s( f , i ) i Re s( f , 4) Re s( f , 0)
1

1 1

i
128
128 64
128(i 1)

cr

CR

2) Apply Cauchy Residue Theorem to the Left

side of (*) and the Results (I) & (III) on the Right
side of (*). Then take the limits as R and
r 0 in (*), we get:

Cr

c r c c+r R

f ( z)dz

r2

2 i

*************************************
The End

f ( z )dz

Cr

f ( x) dx
14 2 43

c r

14 2 43

i Res( f , c ) as r 0

f ( x ) dx as r 0, R
c

iii. (Ans.)
n

iaz
iaz
I = 2 i Res( f .e , ak ) i Res( f .e , c)
k 1

Example 4: Evaluate I =

dx

x( x 4)( x

16)

1
z ( z 4)( z 2 16)
i. Poles of f in the upper half plane:
z = 2i
(1 Simple Pole)
ii. Poles of f on the Real Axis:
z = 0, 4
(2 Simple Poles)
Solution: Here, f ( z )

iii. Calculate the Residues: