You are on page 1of 3

Math, Physics,Engineering YouTube channel.

Video explanation to the document: Lecture in YouTube


Theorem 1. (Jordan’s Lemma) Let f : C → C be a Riemann inte-
grable function. Suppose that f is bounded on the arc
n o

CR = Re θ ∈ [0, π] .
Let MR = supCR |f (z)|. Then for any ω ∈ R, ω > 0 holds
Z
iωz
π
f (z)e dz ≤ MR

CR ω
Corollary 2. Suppose that in addition to the conditions of the theorem
above ,there exists R0 ∈ R, R0 > 0 such that for all R > R0 the function
f is bounded on CR , and limR→∞ MR = 0, then
Z
lim f (z)eiωz dz = 0.
R→∞ CR

Proof. We choose the parametrization for CR given by z = Reiθ , then


dz = iReiθ dθ.
Substituting the Euler identity eiθ = cos(θ) + i sin(θ) we obtain
Z Z π Z π
iθ iωReiθ
iωz
f (z)e dz = f (Re )e iRdθ = f (Reiθ )eiωR cos θ e−Rω sin(θ) iRdθ
CR 0 0

Using the triangle inequality and the fact that |eit | = 1 for every t ∈ R
we get
Z Z π Z π
iθ iωR cos θ −Rω sin(θ)
e−ωR sin(θ) dθ.
iωz


f (z)e dz ≤
f (Re ) e e Rdθ ≤ MR R
CR 0
| {z } | {z } 0
≤MR =1

Now we need to estimate the integral


Z π
e−ωR sin(θ) dθ.
0
This integral can’t be expressed in terms of elementary functions ,
so estimating it by finding the primitive and using the fundamental
theorem of calculus will not work. It is clear that for ω > 0 and R
very large the exponent is supposed to be very small , and the integral
should tend to zero as in this interval the sine function is positive.
However the sine function is zero at the ends of the interval which
restrains the rate of decay of the exponential. In addition we would
like to know how fast the integral approaches zero when R is becoming
large. The great idea in Jordan’s lemma is to find a bound below on
the sine function so that the integral will be easy to evaluate. Consider
1
2

the graph of the sine function in the interval [0, π] as illustrated below.
The sine function in the interval [0, π2 ] is concave as
(sin00 (x)) = −sin(x) < 0 for x ∈ [0, π/2].
This means that every straight line joining any two point on the graph
in this interval will be below the graph of the sine function.

As illustrated in the image the straight line from the origin, to the
point (π/2, 1) will be smaller that the sine function. We therefore have
the inequality that
2
sin(θ) ≥ θ for θ ∈ [0, π]
π
since sin(θ) is a concave function in the interval [0, π/2]. Thus
2Rω
e−ωR sin(θ) ≤ e− π
θ
for θ ∈ [0, π/2].
Since
sin(θ) = sin(π − θ)
we also have that
Z π Z π/2
−ωR sin(θ)
e dθ = 2 e−ωR sin(θ) dθ.
0 0

Using the inequality we obtain


π/2
π π/2
−π −ωRθ
Z Z (∗) π
− 2ωR π
e−ωR sin(θ) dθ ≤ 2 e π
θ
dθ = 2 e = (1−e−ωR ) ≤ .
0 0 2ωR ωR ωR
0

Where the last equality follows from the fact that ω > 0, R > 0 so
0 < e−ωR < 1. Concatenating the inequalities we obtain
Z Z π
π π
e−ωR sin(θ) dθ ≤ MR R
iωz

f (z)e dz ≤ MR R = MR .

CR 0 ωR ω

3

Proof. (of the corollary)


If in addition limR→∞ MR = 0, since
Z
iωz
π
0≤ f (z)e dz ≤ MR
CR ω
the sandwich rule implies
Z
iωz

lim f (z)e dz = 0,
R→∞ CR
which implies Z
lim f (z)eiωz dz = 0.
R→∞ CR


You might also like