Complex Analysis: Application of Residues: September 18, 2019

Complex Analysis: Application of Residues
IIT Dharwad: Autumn 2019
September 18, 2019
(IIT Dharwad: Autumn 2019) Complex Analysis: Application of Residues September 18, 2019 1 / 28
Improper integrals
In this slide we will define the improper integrals and how to evaluate
them. But first we need to define the improper integrals.
Definition
Let f : [0, ∞ ) → R be a continuous function. We define
Z ∞ Z R
f (x ) dx = lim f (x ) dx
0 R→∞ 0
if the limit in the right exists. Similarly if g : (−∞, 0 ] → R is a

continuous function, we define
Z 0 Z 0
g (x ) dx = lim g (x ) dx
−∞ R→∞ −R
provided the limit on the right exists.
Improper integrals
Example: It is possible to replace 0 in the definitions above with any
other real number, the definitions stay unchanged. For example
Z ∞ Z R
f (x ) dx = lim f (x ) dx .
a R→∞ a
Find the improper integral 1∞ x12 dx .

R
If f is continuous function for all x ∈ R, we can also define the improper

integral of f over −∞ < x < ∞ by the following definition:
Definition
Let f : (−∞, ∞) → R be a continuous function. We define
Z ∞ Z R1 Z 0
f (x ) dx = lim f (x ) dx + lim f (x ) dx . (1)
−∞ R1 →∞ 0 R2 →∞ −R2
provided both the limits on the right exist.
Cauchy principal value
The Cauchy principal value of the integral of a function continuous on

(−∞, ∞) is defined as
Z ∞ Z R
P. V. f (x ) dx = lim f (x ) dx
−∞ R→∞ −R
provided the limit on the right exists. The existence of the improper
integral defined in Eq. (5) implies the existence of Cauchy principal value
but not the other way. This is because if the improper integral exists we
can take R1 = R2 and evaluate the principal value of the integral by the
formula Z ∞ Z R
P. V. f (x ) dx = lim f (x ) dx .
−∞ R→∞ −R
R∞
Show that the principal value of −∞ xdx exists but the improper integral
is not defined.
Cauchy principal value and even functions
There is one case where the existence Cauchy principal value implies the
existence of improper integral, this when the integrand is continuous and
even function, i.e., f (x ) = f (−x ). In this case we have the following
Z ∞ Z ∞
1
P. V. f (x )dx = 2 P. V. f (x )dx (2)
−∞ 2 −∞
Z R1 Z R2 !
1
= lim f (x )dx + lim f (x )dx
2 R1 →∞ −R1 R2 →∞ −R2
Z R1 Z 0 !
1
= 2 lim f (x )dx + lim f (x )dx
2 R1 →∞ 0 R2 →∞ −R2
Z ∞
= f (x )dx
−∞
Further in this case

Z ∞ Z ∞
P. V. f (x )dx = 2 f (x )dx .
−∞ 0
p(x )
Improper integrals of rational functions q(x )
In this section we learn how to evaluate the Cauchy principal value of the
integrals where the integrands are rational functions p(x )
q(x ) , where q as a
polynomial in complex plane does not any real zero but has at least one
zero on the upper half plane, i.e. Im z > 0. Also we presume p and q does
not have a common factor.
A strategy for evaluating such integral can be following:
Find all finitely many, distinct zeros of the polynomial q in the upper
half plane, say there are n of them. Let us denote then by z1 , · · · zn .
Create a semi circular contour as shown below which includes all
zeros of the polynomial q in the upper half plane.
Then by residue theorem
Z R Z n
X
f (x )dx + f (z)dz = 2πi Res z=zi f (z).
−R CR i=1
R
If we can show that CR f (z)dz → 0 as R → ∞ then
Z ∞ n
X
P. V. f (x )dx = 2πi Res z=zi f (z).
−∞ i=1
R
In fact a sufficient condition for CR f (x )dx → 0 as R → ∞ is as following
Theorem
Suppose f (z) = p(z)
q(z) be a rational function where deg p = n and
deg
R
q ≥ n + 2. If CR is the semicircular contour z = Re iθ , 0 ≤ θ ≤ π then
CR f (z)dz → 0 as R → ∞.
Example
Evaluate
x2
Z ∞
dx .
0 1 + x6
In this case the degree of polynomial in the denominator is 6 and degree of
polynomial in the numerator is 2, hence sufficient condition for the
complex integral to vanish on CR as R → ∞ is satisfied. Moreover the
integrand is even, hence we can employ the technique mentioned in the
previous slides to find
x2
Z ∞
P. V. 6
dx .
−∞ 1 + x
Multiplication by a factor of half gives us the desired result.
Integrands of type f (x ) sin x and f (x ) cos x
We wish to find the principal value of

Z ∞ Z ∞
f (x ) sin kxdx , f (x ) cos kxdx
−∞ −∞
where f is a rational function of the p/q and q does not have any zero on
real line but has at least one zero in the upper half plane. Also p and q do
not have a factor in common.
To evaluate such integrals we can look into the complex integrals over the
semi circular contour as before. We split the the complex integral into two
parts, one on the real axis and the other on the curved part. Then if the
line integral on the curved part vanishes as R → ∞, we obtain the principal
value of the integral by equating the real and complex part on both sides.
Example
Evaluate the principal value of

Z ∞
cos 3x
dx .
−∞ (x 2 + 1)2
Evaluate the principal value of

Z ∞
cos x
dx .
−∞ (x 2 + 1)2
Jordan’s Lemma
Theorem
If a function f (z) is analytic for all points (x , y ) such that y ≥ 0 and
x 2 + y 2 > nR0 and if |f (z)| ≤ MR for all points
o
z ∈ CR = z = Re iθ : 0 ≤ θ ≤ π, R > R0 and limR→∞ MR = 0 then for
every a > 0 Z
lim f (z)e iaz dz = 0.
R→∞ CR
Proof: The proof is simple if we assume Jordan’s inequality

Z π
π
e −R sin θ dθ < (R > 0) .
0 R
Note: The Jordan lemma allows us to integrate P(x )/Q(x ) sin x or
P(x )/Q(x ) cos x when deg Q = deg P + 1.
Exercise: Using Jordan lemma find the principal value of

Z ∞
x sin x
dx .
−∞ x2 + 2x + 2
Indented contours
If the function has a pole on the real axis, then the method stated in
previous slides may not work. However, we might go for indented
(keyhole) contour which avoids the pole by creating a semi-circular arc
about it. A sketch of the contour can be as following
CR
Cr
L1 L2
Figure: In this figure we draw a indented contour bypassing the point of

singularity at origin.
CR
Cr
L1 L2
Figure: In this figure we draw a indented contour bypassing the point of

singularity at origin.
Then the integration of an integrand over the complete contour S can be

broken into 4 pieces, i.e.
Z Z Z Z Z
= + + + .
S CR L1 Cr L2
The left hand side of above

R
can be obtained from residue theorem. On the
right hand side we want CR to vanish as R grows and to combine rest of
the three integrations to produce the desired result.
Fractional residue
However for that we need to be able to compute the line integration over
the contour given by Cr . The fractional residue theorem allows us to do so.
Theorem (Fractional residue)

If z0 is a simple pole of a function f (z) and C is an arc of the circle
{|z − z0 | = } of angle α with anti-clock orientation, then
Z
lim f (z) dz = αiRes z=z0 f (z).
→0 C
We can use this result to perform integration of

Z ∞
sin x
dx .
0 x
Evaluation of definite integrals involving trigonometric
functions
Sometimes evaluating trigonometric integrals becomes easy if we switch to
complex integration and can apply residue theorem. For example let us
evaluate Z 2π
dθ
, a > 1.
0 a + cos θ
We will convert above integral to a complex integral on unit circle. The
dz
change of variable would be z = e iθ which implies dθ = iz. We use the
identities
e iθ − e −iθ z − 1/z e iθ + e −iθ z + 1/z
sin θ = = , cos θ = = .
2i 2i 2 2
Because of this we can rewrite the given integration as
Z 2π
dθ 1 dz
Z n o
iθ
= , C = e : 0 ≤ θ ≤ 2π
0 a + cos θ C a + 12 (z + 1/z) iz
1 dz 2 1
Z Z
1 = dz
C a + 2 (z + 1/z) iz i C z2 + 2az + 1
The function z 2 + 2az + 1 has two poles, one each at
p
a2 − 1.
z0 = −a ±
√
The root inside the unit circle is z0 = −a + a2 − 1. We can compute the
residue at z0 by rule 3, and

1 1 1
Res z=z0 2 = = √ .
z + 2az + 1 2z + 2a z=z0

2 a2 − 1
Therefore, by residue theorem,
Z 2π
dθ 2 1 1
= 2πi √ = 2π √ .
0 a + cos θ i 2 a −1
2 2
a −1
Laplace transformation
Definition
Let h : [0, ∞) → R be a continuous or piecewise continuous function
defined on the nonnegative real axis. Then the Laplace transform of h(s)
is the function Z ∞
H (z) = (Lh) (z) = e −sz h (s) ds
0
provided the integral on the right exists. Here z ∈ C.
Laplace transformation
Definition
Let h : [0, ∞) → R be a continuous or piecewise continuous function
defined on the nonnegative real axis. Then the Laplace transform of h(s)
is the function Z ∞
H (z) = (Lh) (z) = e −sz h (s) ds
0
provided the integral on the right exists. Here z ∈ C.
The existence of Laplace transform is guaranteed if the function h satisfies

the exponential growth condition
|h(s)| ≤ Ae cs , 0≤s<∞
where A and c are positive constants. The function h is also called

exponential of order c. In this case the integral defines an analytic
function on the half plane Re z > c.
Examples
1 Find the Laplace transform of the function f (t) = 1, t ≥ 0.

2 Find the Laplace transform of the function f (t) = e 5t , t ≥ 0 and the
function f (t) = e t cos t, t ≥ 0.
Examples
1 Find the Laplace transform of the function f (t) = 1, t ≥ 0.

2 Find the Laplace transform of the function f (t) = e 5t , t ≥ 0 and the
function f (t) = e t cos t, t ≥ 0.
Note: In question 1, the given function is exponential of order > 0.
Hence the transform exists when Re z > 0. Similarly, the transforms in the
second question exist when Re z > 5.
Inverse Laplace transform
Theorem
If the function h and h0 are piecewise continuous and h is of exponential
order c for t ≥ 0, and H (z) is the Laplace transform of h, then the inverse
Laplace transform
Z γ+iR

−1
1
L H (t) = lim e st H(s)ds
2πi R→∞ γ−iR
equals h(t) for t > 0 where γ > c.
Inverse Laplace
It is known that H(z) is analytic for Re z > c but it may have poles
to the left of that line.
Then the integration has to be performed along a vertical line
Re z = γ where γ is a positive real constant which is greater than c
and greater than all the real parts of the singularities in the left
half-plane Re z < γ.
In that case one can apply the Residue theorem to perform a contour
integration over a semi circular contour and recover h(t). The
contour would look like the following:
R
CR
Figure: The contour

(IIT Dharwad: used for
Autumn 2019) evaluating
Complex the integral
Analysis: Application in inverse September
of Residues Laplace18,transform.
2019 21 / 28
Theorem on Inverse Laplace
Theorem
Suppose the function H(z) is a Laplace transform which has finitely many
poles z1 , z2 , · · · , zn . Let γ be such that all poles are to the left of the
vertical line Re z = γ and let the semi circular contour as displayed in the
slide before contains all of the poles of H(z) inside it. If zH(z) is bounded
as R = |z| → ∞ then
k=n
h(t) = L−1 H (t) =
X zt
Res z=zk e H(z) , t > 0.
k=1
Proof: The proof is an application of residual theorem.
Proof
CR R
Figure: The contour for performing inverse Laplace transform.
The integration over the semi-circular contour is given by the residuals of

poles of the function e zt H (z) and is given by
n
X
Resz=zi e zt H (z) .

i=1
The integration on the semi-circular is also given by integration over the

vertical line and integration over CR . We will show that under the
conditions of the theorem the integration over CR actually vanishes as
R → ∞.
π 3π
The parametrization of the contour CR is γ + Re iθ where 2 ≤θ≤ 2 .
Therefore
Z
Z 3π/2 iθ

zt
e γt+Rte H γ + Re iθ Rie iθ dθ

e H (z) dz = (3)

CR π/2
Z 3π/2
γt+Rte iθ
≤ e H γ + Re iθ Rie iθ dθ (4)

π/2
Z 3π/2
γt
≤ e M e Rt cos θ dθ (5)
π/2
A change of variable φ = θ − π/2 allows to rewrite the last integral as

Z 3π/2 Z π Z π/2
−Rt sin φ
e Rt cos θ
dθ = e dφ = 2 e −Rt sin φ dφ.
π/2 0 0
R π/2 −Rt sin φ
Since sin φ ≥ 2φ
π in the interval [0, π/2], the integral 2 0 e dφ is
bounded above as following
Z π/2
π h i
2 e −Rt sin φ dφ ≤ 1 − e −Rt . (6)
0 Rt
Therefore combining the equations (5) and (6) we obtain
πMe γt h
Z i
e zt H (z) dz ≤ 1 − e −Rt .

CR Rt
It is now evident that as R → ∞, the limit

Z
lim e zt H (z) dz → 0.
R→∞ CR
Find the inverse Laplace transform of the function H(z) = 1/z 3 with
Re z > 0.
Re z > 0.
Solution: The function H(z) = 1/z 3 has a pole of order 3 at origin.
Also we clearly see that zH(z) is bounded as R = |z| → ∞. Then
according to the formula given in the theorem before,
e st 1 d 2 st 1
h(t) = Res z=0 3
= 2
e = t 2 , t > 0.
s 2 ds 2
Find the inverse Laplace transform of the function H(z) = 1/z n+1
with Re z > 0.
Re z > 0.
Solution: The function H(z) = 1/z 3 has a pole of order 3 at origin.
Also we clearly see that zH(z) is bounded as R = |z| → ∞. Then
according to the formula given in the theorem before,
e st 1 d 2 st 1
h(t) = Res z=0 3
= 2
e = t 2 , t > 0.
s 2 ds 2
Find the inverse Laplace transform of the function H(z) = 1/z n+1
with Re z > 0.
tn
Solution: The inverse function is h(t) = n! , t > 0.
An important result
Suppose the function H(z) has a pole of order m at z0 and suppose its
Laurent series expansion in punctured disk 0 < |z − z0 | < R has the
principal part as
a−1 a−2 a−m
+ + ··· + , a−m 6= 0.
z − z0 (z − z0 ) 2 (z − z0 )m
There is a result which says
a−2 a−m

Resz=z0 e zt H(z) = e z0 t a−1 + t m−1 .

t + ··· +
1! (m − 1)!
Further if z0 = α + iβ has a (i) nonzero imaginary part and if (ii)
H(s) = H (s) at the points of analyticity then z0 = α − iβ is a pole too.
Then it is true that
Resz=z0 e zt H(z) + Resz=z0 e zt H(z)

" ( )#
a−2 t a−m t m−1
= 2e αt Re e iβt a−1 + + ··· +
1! (m − 1)!
Examples
z
Find the inverse Laplace transform of H(z) = , a > 0.
(z 2 +a2 )2
It is easy to see that zH(z) is bounded when z goes to infinity. The

singularities of H(z) are at ±ia and they are double poles. A direct
verification clearly shows H(s) = H (s) where H(z) is analytic. An
application of the result on the previous slide yields
h i
Resz=ia e zt H(z) + Resz=−ia e zt H(z) = 2Re e iat (a−1 + a−2 t) .


Complex Analysis: Application of Residues: September 18, 2019

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Complex Analysis: Application of Residues

IIT Dharwad: Autumn 2019

September 18, 2019

if the limit in the right exists. Similarly if g : (−∞, 0 ] → R is a

provided the limit on the right exists.

Find the improper integral 1∞ x12 dx .

If f is continuous function for all x ∈ R, we can also define the improper

provided both the limits on the right exist.

The Cauchy principal value of the integral of a function continuous on

Further in this case

We wish to find the principal value of

Evaluate the principal value of

Evaluate the principal value of

Proof: The proof is simple if we assume Jordan’s inequality

Exercise: Using Jordan lemma find the principal value of

Figure: In this figure we draw a indented contour bypassing the point of

Figure: In this figure we draw a indented contour bypassing the point of

Then the integration of an integrand over the complete contour S can be

The left hand side of above

Theorem (Fractional residue)

We can use this result to perform integration of

The existence of Laplace transform is guaranteed if the function h satisfies

where A and c are positive constants. The function h is also called

1 Find the Laplace transform of the function f (t) = 1, t ≥ 0.

1 Find the Laplace transform of the function f (t) = 1, t ≥ 0.

equals h(t) for t > 0 where γ > c.

Figure: The contour

Proof: The proof is an application of residual theorem.

Figure: The contour for performing inverse Laplace transform.

The integration over the semi-circular contour is given by the residuals of

The integration on the semi-circular is also given by integration over the

A change of variable φ = θ − π/2 allows to rewrite the last integral as

It is now evident that as R → ∞, the limit

It is easy to see that zH(z) is bounded when z goes to infinity. The

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