AE 5332 – Professor Dora E.

Musielak

Lecture 22
Residue Theorem and Solution of Real Indefinite Integrals

In Lecture 21, I stated that we can solve several types of real definite integrals by
the application of Cauchy’s residue theorem. Those types of integrals are:

➢ integrals involving sines and cosines

➢ improper definite integrals
➢ improper integrals from Fourier analysis

1. Definite integrals involving sines and cosines

Integrals of the form

2𝜋
𝐼 = ∫ 𝐹(sin 𝜃 , cos 𝜃) 𝑑𝜃
0

where 𝐹(sin 𝜃 , cos 𝜃) is a rational function of cos 𝜃 and sin 𝜃, which is finite on the
closed interval 0 ≤ 𝜃 ≤ 2𝜋. As explained in Lecture 21, we convert 𝐼 into a complex
contour integral 𝐽

𝐽 = ∮ 𝑓(𝑧)𝑑𝑧 ; 𝐶: |𝑧| = 1
𝐶

and easily solve it using the residue theorem.

THEOREM 1. If 𝐹(sin 𝜃 , cos 𝜃) is a rational function of cos 𝜃 and sin 𝜃, and 𝐹 is finite
on the closed interval 0 ≤ 𝜃 ≤ 2𝜋, and if 𝑓(𝑧) is the complex function obtained from 𝐹
by the substitutions

𝑑𝑧 1 1
𝑑𝜃 = , cos 𝜃 = (𝑧 + 𝑧 −1 ), sin 𝜃 = (𝑧 − 𝑧 −1 ) (A)
𝑖𝑧 2 2𝑖

Then
2𝜋 𝑘

∫ 𝐹(sin 𝜃 , cos 𝜃) 𝑑𝜃 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑧𝑛 ) (B)

0 𝑛=1

where the summation is taken over all singular points 𝑧𝑛 that lie within the unit circle
contour, |𝑧| = 1
 2

We can use this method to evaluate the integral of any trigonometric rational function
between 0 and 2𝜋 , provided the denominator is never zero for any value of 𝜃.

We can also evaluate integrals with limits from 0 to 𝜋 if the integrand is even, since
the integral from 0 and 2𝜋 of an even periodic function is twice the integral from 0 to 𝜋
of the same function.

Let us review the method of solution with an example.

Example 1. Solve
2𝜋
𝑑𝜃
𝐼=∫
0 5 + 4 cos 𝜃

Solution: This is a definite real trigonometric integral which can be easily solved by
application of the residue theorem of complex analysis. As we did in the previous
lecture, by making the substitutions

𝑑𝑧 1
𝑑𝜃 = , cos 𝜃 = (𝑧 + 𝑧 −1 )
𝑖𝑧 2

we obtain a complex contour integral

1 𝑑𝑧 1 𝑑𝑧 1 𝑑𝑧
𝐽=∮ = ∮ = ∮
5 + 2(𝑧 + 𝑧 −1 ) 𝑖𝑧 𝑖 5𝑧 + 2𝑧 2 + 2 𝑖 (2𝑧 + 1)(𝑧 + 2)
𝐶 𝐶 𝐶

where 𝐶 is the unit circle, and we can solve 𝐽 by the residue theorem.

Note that the integrand has simple poles at 𝑧 = −1/2 and 𝑧 = −2, but the last pole is
outside 𝐶. Hence, we calculate the residue:

1 1 1
Res(@ − 1/2) = lim (𝑧 + 1/2) ∙ = | =
𝑧→−1/2 2(𝑧 + 1/2)(𝑧 + 2) 2(𝑧 + 2) 𝑧=−1/2 3

1 2𝜋𝑖
𝐽=
𝑖 3

Hence,
2𝜋
𝑑𝜃 2𝜋
𝐼=∫ =
0 5 + 4 cos 𝜃 3

Note: Verify your analysis by noting that the integral 𝐼 has a real value (not complex).


 3

2. Improper Integrals, Range −∞ to ∞

Now we consider definite integrals of the form

∞ ∞
𝑃(𝑥)
∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑑𝑥 (1)
−∞ −∞ 𝑄(𝑥)

where 𝑓(𝑥) is continuous on (−∞, ∞). It is a rational function 𝑓(𝑥) = 𝑃(𝑥)/𝑄(𝑥) such
that the polynomials 𝑃 and 𝑄 have no common factors.

One very well-known integral of this type is

∞
𝑑𝑥
∫ 2
=𝜋
−∞ 1 + 𝑥

To evaluate an integral of the form (1) where the continuous rational function

𝑃(𝑥)
𝑓(𝑥) =
𝑄(𝑥)

by residue theorem, we replace 𝑥 by the complex variable 𝑧 and integrate the complex
function 𝑓(𝑧) over a closed contour 𝐶 that consists of 𝐶1 , which is the line segment
[−𝑅, 𝑅] on the real axis, and a semicircle 𝐶𝑅 of a radius large enough to enclose all
poles of 𝑓(𝑧) in the upper half-plane Re(𝑧) > 0. That is, 𝐶𝑅 is the semicircular contour
with radius 𝑅 → ∞. As shown in the sketch, the contour of integration is 𝐶 = 𝐶1 + 𝐶𝑅 .

Integrating along 𝐶 we have

𝑅 𝑘

∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑎𝑛 ) (2)

−𝑅 𝑛=1
𝐶𝑅

and we will show that

 4

∫ 𝑓(𝑧)𝑑𝑧 → 0, as 𝑅→∞
𝐶𝑅

so that the improper integral is easily evaluated by the residues of the poles of the
integrand that lie in the upper half plane.

THEOREM 2. If all of the following assumptions hold

(1) The complex function 𝑓(𝑧) is analytic in the upper half plane except at a finite
number of poles

(2) None of the poles of 𝑓(𝑧) lies on the real axis

(3) We have

|𝑓(𝑧)| ≤ 𝑀𝐿

where 𝐿 is the length of 𝐶𝑅

Then the real improper integral (1) can be evaluated by a contour integral, and

𝑅 𝑘

∫ 𝑓(𝑥)𝑑𝑥 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑎𝑛 ) (3)

−𝑅 𝑛=1

where all 𝑎𝑛 [poles of 𝑓(𝑧)] lie on the upper half plane.

Note, assumption (2) implies that 𝑓(𝑧) is analytic on 𝐶1 (the real axis)

Assumption (3) states

∫ 𝑓(𝑧)𝑑𝑧 → 0, as 𝑅→∞
𝐶𝑅

An example of 𝑓(𝑧) that satisfies all conditions

𝑃(𝑥)
𝑓(𝑥) =
𝑄(𝑥)

where 𝑃(𝑥) and 𝑄(𝑥) are polynomials, 𝑄(𝑥) has no real roots, and deg 𝑄(𝑥) ≥
deg 𝑃(𝑥) + 2. (relative degree of 𝑓 is greater or equal to 2).
 5

The following steps will facilitate the solution of this type of improper real integral:

• define 𝑓(𝑧) in the form of 𝑓(𝑥) and create a contour 𝐶 = 𝐶1 + 𝐶𝑅 as on page 3.

• if the relative degree of 𝑓 is 2, then the contour integral over 𝐶𝑅 is zero as 𝑅 → ∞
• 𝑓(𝑧) has poles on the upper half plane (no poles on the real axis)
• evaluate the integral by residue theorem.

Example 2. Evaluate
∞
1
𝐼=∫ 𝑑𝑥
−∞ 𝑥2 +1

Solution:

(1) Define the complex function

1
𝑓(𝑧) =
𝑧2 +1

and create a contour 𝐶 = 𝐶1 + 𝐶𝑅

(2) Check for relative degree of 𝑓(𝑧) = 𝑃(𝑧)/𝑄(𝑧). In this case, it is 2. Hence,

∫ 𝑓(𝑧)𝑑𝑧 → 0 as 𝑅 → ∞
𝐶𝑅

(3) Determine the poles of 𝑓(𝑧). In this case, since 𝑧 2 + 1 = (𝑧 + 𝑖)(𝑧 − 𝑖)

1
the function 𝑓(𝑧) = 𝑧 2+1 has poles at

𝑎1 = 𝑖, 𝑎2 = −𝑖

(4) Identify poles which lie on the upper half plane. In this case, only 𝑎1 = 𝑖

(5) Apply the residue theorem:

𝑅
2𝜋𝑖 Res(@𝑎1 ) = ∮ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑥)𝑑𝑥
−𝑅
𝐶
 6

Therefore
∞
1 (𝑧 − 𝑖) 1
𝐼=∫ 𝑑𝑥 = 2𝜋𝑖 Res(@𝑖) = 2𝜋𝑖 lim [ ] = 2𝜋𝑖 ( ) = 𝜋
−∞ 𝑥2 +1 𝑧→𝑖 (𝑧 + 𝑖)(𝑧 − 𝑖) 2𝑖

Show that integral around arc 𝑪𝑹 vanishes

Consider the integral

∞
𝑑𝑥
∫
−∞ (𝑥 2 + 1)2

which we rewrite as
𝜋 𝜋
𝑖 𝑅𝑒 𝑖𝜃 𝑑𝜃 𝑖 𝑅𝑒 𝑖𝜃 𝑑𝜃 𝑖 𝜋 −3𝑖𝜃
∫ 2 2𝑖𝜃 + 1)2
=∫ 4 4𝑖𝜃
= 3∫ 𝑒 𝑑𝜃
0 (𝑅 𝑒 0 𝑅 𝑒 𝑅 0

Note that this integral clearly vanishes as 𝑅 → ∞

Hence, this shows that

∞ 𝑅 𝑘

∫ 𝑓(𝑥)𝑑𝑥 = ∫ 𝑓(𝑥)𝑑𝑥 + ∫ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 ∑ Res (𝑓(𝑧), 𝑎𝑛 )

−∞ −𝑅 𝑛=1
𝐶𝑅

where the integral over the contour 𝐶𝑅 vanishes.

Example 3. Evaluate
∞
1
𝐼=∫ 𝑑𝑥
0 𝑥2 +1

Solution: Observe, this is not an integral of the form (1), but we can make it by noting
that the integrand is even, and so we can write
 7

1 ∞ 1
𝐼= ∫ 𝑑𝑥
2 −∞ 𝑥 2 + 1

Hence,
∞
1 𝜋
𝐼=∫ 𝑑𝑥 =
0 𝑥2 + 1 2

◼
This result should not be surprising since we know from calculus that
∞
1 −1 ∞
𝜋
∫ 𝑑𝑥 = tan 𝑥| 0 =
0 𝑥2 + 1 2

However, the method of solution studied here are easier to apply when such
elementary method become difficult or sometime impossible for some integrals.

NOTE: we could have closed the contour on the real axis with a semicircle in the lower
half-plane. Then, taking the contour so the real axis is traversed from −∞ to +∞ the
path would be clockwise. So we would need to take −2𝜋𝑖 times the residue of the pole
that is now encircled by 𝐶𝑅 in the lower half-plane. And as you can verify yourself, in
Example 3, you should get
1 1 𝜋
𝐼 = − 2𝜋𝑖 (− ) =
2 2𝑖 2

In calculus, the improper integral (1) is defined in terms of two distinct limits:
∞ 0 𝑅
∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥 + lim ∫ 𝑓(𝑥)𝑑𝑥
−∞ 𝑟→∞ −𝑟 𝑅→∞ 0

If both limits exist, the integral is said to be convergent.

If one or both of the limits fail to exist, the integral is divergent.

∞
Knowing that an integral ∫−∞ 𝑓(𝑥)𝑑𝑥 converges, we evaluate it with a single limit

∞ 𝑅
∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥
−∞ 𝑅→∞ −𝑅

The limit may exist even though the improper integral is divergent.
For example, the integral
∞
∫ 𝑥 𝑑𝑥
−∞
is divergent since
 8

𝑅
𝑅2
lim ∫ 𝑥 𝑑𝑥 = lim ( )=∞
𝑅→∞ 0 𝑅→∞ 2
However,
𝑅
𝑅 2 (−𝑅)2
lim ∫ 𝑥 𝑑𝑥 = lim ( − )=0
𝑅→∞ −𝑅 𝑅→∞ 2 2

This limit is called the Cauchy Principal Value or P.V. of the integral
∞ 𝑅
𝑃. 𝑉. ∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥 (4)
−∞ 𝑅→∞ −𝑅

When an integral of the form (1) converges, its Cauchy P.V. is the same as the value of
the integral. If the integral diverges, it may still possess a Cauchy P.V.

By Cauchy Residue Theorem we have

𝑅
∮ 𝑓(𝑧)𝑑𝑧 = ∫ 𝑓(𝑧)𝑑𝑧 + ∫ 𝑓(𝑥)𝑑𝑥 (5)
−𝑅
𝐶 𝐶𝑅
or
𝑛

∮ 𝑓(𝑧)𝑑𝑧 = 2𝜋𝑖 ∑ Res(𝑓(𝑧), 𝑎𝑘 ) (6)

𝐶 𝑘=1

where 𝑎𝑘 , 𝑘 = 1, 2, … , 𝑛 denote the poles in the upper half-plane.

If we can show that the complex integral ∫𝐶 𝑓(𝑧)𝑑𝑧 approaches 0 as 𝑅 → ∞, then
𝑅

∞ 𝑅
𝑃. 𝑉. ∫ 𝑓(𝑥)𝑑𝑥 = lim ∫ 𝑓(𝑥)𝑑𝑥
−∞ 𝑅→∞ −𝑅

= 2𝜋𝑖 ∑ Res(𝑓(𝑧), 𝑎𝑘 )
𝑘=1

Example 5. Evaluate the Cauchy P.V. of the integral

∞
1
∫ 𝑑𝑥
−∞ (𝑥 2 + 1)(𝑥 2 + 9)

Solution: Let
 9

1
𝑓(𝑧) =
(𝑧 2 + 1)(𝑧 2 + 9)

and since

(𝑧 2 + 1)(𝑧 2 + 9) = (𝑧 − 𝑖)(𝑧 + 𝑖)(𝑧 − 3𝑖)(𝑧 + 3𝑖)

let 𝐶 be the closed contour consisting of the interval [−𝑅, 𝑅] on the real axis, and a
semicircle 𝐶𝑅 of radius 𝑅 > 3 (to enclose all poles on the upper half-plane)

From (5),

𝑅
1 1 1
∮ 2 𝑑𝑧 = ∫ 𝑑𝑧 + ∫ 𝑑𝑥
(𝑧 + 1)(𝑧 2 + 9) (𝑧 2 + 1)(𝑧 2 + 9) 2 2
−𝑅 (𝑧 + 1)(𝑧 + 9)
𝐶 𝐶𝑅

= 𝐼1 + 𝐼2

where

𝐼1 + 𝐼2 = 2𝜋𝑖 [Res @𝑖 + Res@3𝑖]

since both 𝑧 = 𝑖 and 𝑧 = 3𝑖 are simple poles, we have

1 1
Res @𝑖 = , Res @3𝑖 = −
16 𝑖 48 𝑖
so
1 1 𝜋
𝐼1 + 𝐼2 = 2𝜋𝑖 [Res @𝑖 + Res@3𝑖] = 2𝜋𝑖 ( − )=
16 𝑖 48 𝑖 12
Now let 𝑅 → ∞, and note that on 𝐶𝑅

|(𝑧 2 + 1)(𝑧 2 + 9)| = |𝑧 2 + 1||𝑧 2 + 9| ≥ ||𝑧|2 − 1|||𝑧|2 − 9| = (𝑅 2 − 1)(𝑅 2 − 9)

and do from the ML inequality (see Eq. (5) in Lecture 15):

1 𝜋𝑅
|𝐼2 | = | ∫ 𝑑𝑧 | ≤
(𝑧 2 + 1)(𝑧 2 + 9) (𝑅 2 − 1)(𝑅 2 − 9)
𝐶𝑅

where 𝐿 is the length of 𝐶, and |𝑓(𝑧)| ≤ 𝑀

This last result shows that

|𝐼2 | → 0 as 𝑅 → ∞

and lim 𝐼2 = 0. Hence

𝑅→∞
 10

𝑅
1 𝜋
lim ∫ 𝑑𝑥 =
𝑅→∞ −𝑅 (𝑧 2 2
+ 1)(𝑧 + 9) 12

or
∞ 𝑅
1 1 𝜋
𝑃. 𝑉. ∫ 2 2
𝑑𝑥 = lim ∫ 𝑑𝑥 =
−∞ (𝑥 + 1)(𝑥 + 9) 𝑅→∞ −𝑅 (𝑧 2 + 1)(𝑧 2 + 9) 12

Because it is tedious to show everytime that the integral along 𝐶𝑅 → 0 as 𝑅 → ∞, we

use this theorem:

Theorem 3: Behaviour of Integral as 𝑹 → ∞

Suppose 𝑓(𝑧) = 𝑃(𝑧)/𝑄(𝑧), where the degree of 𝑃(𝑧) is 𝑛 and the degree of 𝑄(𝑧) is 𝑚 ≥
𝑛 + 2. If 𝐶𝑅 is a semicircular contour 𝑧 = 𝑅𝑒 𝑖𝜃 , 0 ≤ 𝜃 ≤ 𝜋, then

∫ 𝑓(𝑧)𝑑𝑧 → 0 as 𝑅 → ∞ (7)
𝐶𝑅

This means that the integral along 𝐶𝑅 tends to zero, as 𝑅 becomes very large and tends
to ∞ when the denominator of 𝑓(𝑧) is of a power at least 2 more than its numerator. In
the previous example, the conditions of this theorem are satisfied since the degree of
𝑃(𝑧) = 1 is 0, and the degree of 𝑄(𝑧) = (𝑧 2 + 1)(𝑧 2 + 9) is 4, since

(𝑧 2 + 1)(𝑧 2 + 9) = (𝑧 − 𝑖)(𝑧 + 𝑖)(𝑧 − 3𝑖)(𝑧 + 3𝑖)

Example 6. Evaluate the Cauchy P.V. of the following integral

∞
1
∫ 𝑑𝑥
−∞ 𝑥4 +1

Solution: Let

1 1
𝑓(𝑧) = =
𝑧4 + 1 (𝑧 − 𝑎1 )(𝑧 − 𝑎2 )(𝑧 − 𝑎3 )(𝑧 − 𝑎4 )

which has 2 simple poles in the upper half-plane, at 𝑎1 = 𝑒 𝜋𝑖/4 and at 𝑎2 = 𝑒 3𝜋𝑖/4.
Hence,
 11

1 1 1 1
Res(𝑓(𝑧), 𝑎1 ) = − − 𝑖, Res(𝑓(𝑧), 𝑎2 ) = − 𝑖
4√2 4√2 4√2 4√2
Therefore,
∞ 𝑛
1 𝜋
𝑃. 𝑉. ∫ 4
𝑑𝑥 = 2𝜋𝑖 ∑ Res(𝑓(𝑧), 𝑎𝑛 ) =
−∞ 𝑥 + 1 1
√2
■

Example 7. Evaluate
∞
𝑥2
𝐼=∫ 2 2 2 2
𝑑𝑥 , 𝑎 > 0, 𝑏>0
−∞ (𝑥 + 𝑎 )(𝑥 + 𝑏 )

Solution: We define the function

𝑧2
𝑓(𝑧) =
(𝑧 2 + 𝑎2 )(𝑧 2 + 𝑏 2 )

and create the contour 𝐶 = 𝐶1 + 𝐶𝑅 .

We note the relative degree of 𝑓(𝑧) is 2, hence by theorem 3,

∫ 𝑓(𝑧)𝑑𝑧 → 0 as 𝑅 → ∞
𝐶𝑅

We also note that 𝑓(𝑧) has poles at 𝑧 = ±𝑖𝑎 and 𝑧 = ±𝑖𝑏, but only the poles 𝑖𝑎 and 𝑖𝑏 lie
on the upper half plane.

By the residue theorem

𝑧2
∮ 𝑑𝑧 = 2𝜋𝑖[Res(𝑓(𝑧), 𝑧 = 𝑖𝑎) + Res(𝑓(𝑧), 𝑧 = 𝑖𝑏)]
(𝑧 2 + 𝑎2 )(𝑧 2 + 𝑏 2 )
𝐶

that is
∞
𝑥2 𝑎 𝑏 𝜋
𝐼=∫ 2 2 2 2
𝑑𝑥 = 2𝜋𝑖 [ 2 2
+ 2 2
]=
−∞ (𝑥 + 𝑎 )(𝑥 + 𝑏 ) 𝑖 2(𝑎 − 𝑏 ) 𝑖 2(𝑏 − 𝑎 ) 𝑎+𝑏

Final Comment: The residue theorem requires 𝑓(𝑧) to be analytic inside and on 𝐶.
Thus, the residue theorem does not apply if there are singular points on 𝐶.
 12

3. Improper Integrals from Fourier Analysis

We can use residue theory to evaluate improper integrals of the form

∞ ∞ ∞

∫ 𝑓(𝑥) sin(𝑛𝑥) 𝑑𝑥 , ∫ 𝑓(𝑥) cos(𝑛𝑥) 𝑑𝑥 , ∫ 𝑓(𝑥)𝑒 𝑖𝑛𝑥 𝑑𝑥

−∞ −∞ −∞

where 𝑓(𝑥) = 𝑃(𝑥)/𝑄(𝑥) is continuous on the real interval (−∞, ∞).

An example from Fourier analysis is

∞
cos 𝑎𝑥
𝐼=∫ 𝑑𝑥, 𝑎>0
0 𝑥2 + 1

We will evaluate this type of integral by considering a contour integral that can be
easily solved with the residue theorem. We leave this analysis for next lecture.



End of AE 5332 Lecture 22

Prof. Dr. Dora E. Musielak