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Residue at essential singularity Application of residue theorem

𝑓(𝑧) has an isolated essential singularity at 𝑧 = 𝑎, but is single-valued


𝟐𝝅
1. Integrals of the type ‫ 𝜽 𝐧𝐢𝐬 𝐑 𝟎׬‬, 𝐜𝐨𝐬 𝜽 𝒅𝜽
in the neighborhood of that point, then
R(sin 𝜃 , cos 𝜃): rational finite function,
Res 𝑓 𝑧 ; 𝑎 = coefficient of 1/ 𝑧 − 𝑎 in Laurent expansion of 𝑓 𝑧
2𝜋
Example 20: find residue of 𝑓 𝑧 = 𝑧𝑒 1/𝑧 at 𝑧 = 0. 𝐼 = න R sin 𝜃 , cos 𝜃 𝑑𝜃 = 2𝜋𝑖 ෍ Res(𝑎𝑘 )
0 𝑘
1 1 1
𝑓 𝑧 = 𝑧𝑒 1/𝑧 =𝑧 1+ + + +⋯ 𝑎𝑘 : singularities of 𝐹(𝑧) inside the unit contour 𝐶1
𝑧 2! 𝑧 2 3! 𝑧 3

1 1 1 1 Substitution: 𝑧 = 𝑒 𝑖𝜃 𝑤ℎ𝑒𝑟𝑒 0 ≤ 𝜃 < 2𝜋


𝑓 𝑧 =𝑧+1+ + 2
+ ⋯ ⇒ Res z = 0 = =
2! 𝑧 3! 𝑧 2! 2
𝑑𝑧
⇒ 𝑑𝑧 = 𝑖𝑒 𝑖𝜃 𝑑𝜃 𝑜𝑟 = 𝑑𝜃
𝑖𝑧
Cauchy's residue theorem
𝑒 𝑖𝜃 + 𝑒 −𝑖𝜃 𝑧 + 1/𝑧 𝑧 2 + 1
cos 𝜃 = = =
If 𝑓(𝑧) is analytic inside and on a closed 2 2 2𝑧

curve C, except at a finite number of 𝑒 𝑖𝜃 − 𝑒 −𝑖𝜃 𝑧 − 1/𝑧 𝑧 2 − 1


sin 𝜃 = = =
2𝑖 2𝑖 2𝑖𝑧
interior isolated singularities, then

𝟐𝝅
𝑰 = න 𝐑 𝐬𝐢𝐧 𝜽 , 𝐜𝐨𝐬 𝜽 𝒅𝜽 = ර 𝑭 𝒛 𝒅𝒛 = 𝟐𝝅𝒊 ෍ 𝐑𝐞𝐬(𝒂𝒌 )
𝟎 𝑪𝟏 𝒌

𝐶1 : Unit counterclockwise contour about the origin

𝑎𝑘 : singularities of 𝐹(𝑧) inside the unit contour 𝐶1


7-1
2𝜋 𝑑𝜃
Example 21: evaluate 𝐼1 = ‫׬‬0 (𝐴 > 0 𝑎𝑛𝑑 𝐴2 > 𝐵2 ) +∞
2. Integrals of the type ‫׬‬−∞ 𝒇 𝒙 𝒅𝒙
𝐴+𝐵 cos 𝜃

𝑖𝜃
𝑧2 + 1 𝑑𝑧 𝑓(𝑥): finite rational function whose
𝑧=𝑒 → cos 𝜃 = , 𝑑𝜃 =
2𝑧 𝑖𝑧
denominator is of degree at least

2𝜋
𝑑𝑧 two greater than the numerator.
𝑑𝜃 𝑖𝑧 2/𝑖
𝐼1 = න =ර 2 =ර 2 + 2𝐴𝑧 + 𝐵
𝑑𝑧
0 𝐴 + 𝐵 cos 𝜃 𝐶1 𝑧 +1 𝐶 𝐵𝑧
𝐴+𝐵 2𝑧
1

‫𝑧𝑑)𝑧(𝐹 𝐶ׯ‬ +∞
1
𝐼=න 𝒇 𝒛 𝒅𝒛 + lim න 𝑓 𝑧 𝑑𝑧 = 2𝜋𝑖 ෍ Res(𝑎𝑘 )
−∞ 𝑅→∞ 𝐶
𝑅 𝑘
=0
−𝐴 + 𝐴2 − 𝐵2 𝑎𝑘 : singularities of 𝑓(𝑧) in the upper half-plane (𝑦 ≥ 0).
𝑎1 =
Poles of 𝐹 𝑧 : 𝐵𝑧 2 + 2𝐴𝑧 + 𝐵 = 0 ⇒ 𝐵
−𝐴 − 𝐴2 − 𝐵2 Theorem: On a circular arc 𝐶𝑅 with radius R and center at the origin,
𝑎2 =
𝐵

𝑎1 : 𝑖𝑛𝑠𝑖𝑑𝑒 𝐶1 If lim 𝑧𝑓(𝑧) = 0, then lim න 𝑓 𝑧 𝑑𝑧 = 0


𝑎1 × 𝑎2 = 1 → ቊ 𝑅→∞ 𝑅→∞ 𝐶
𝑎2 : 𝑜𝑢𝑡𝑠𝑖𝑑𝑒 𝐶2 𝑅

Proof:

𝑀
2/𝑖 1 lim 𝑧𝑓(𝑧) = 0 → 𝑓(𝑧) ≤ 1+𝜖
𝑀 >0&𝜖 >0
Res 𝑎1 = = 𝑅→∞ 𝑧
2𝐵𝑧 + 2𝐴 𝑧=𝑎1 𝑖 𝐴2 − 𝐵2
𝑀 𝑀 𝑀𝜋
න 𝑓 𝑧 𝑑𝑧 ≤ න 𝑓 𝑧 𝑑𝑧 ≤ න 1+𝜖
𝑑𝑧 ≤ 1+𝜖
න 𝑑𝑧 ≤ 𝜖
𝐶𝑅 𝐶𝑅 𝐶𝑅 𝑧 𝑅 𝐶𝑅 𝑅
2𝜋
𝑑𝜃 2𝜋
𝐼1 = න = ර 𝐹(𝑧)𝑑𝑧 = 2𝜋𝑖Res 𝑎1 =
0 𝐴 + 𝐵 cos 𝜃 𝐶1 𝐴2 − 𝐵 2 𝑀𝜋
lim න 𝑓 𝑧 𝑑𝑧 ≤ lim = 0 ⇒ lim න 𝑓 𝑧 𝑑𝑧 = 0
𝑅→∞ 𝐶 𝑅→∞ 𝑅 𝜖 𝑅→∞ 𝐶
7-2 𝑅 𝑅
+∞ +∞ 1 +∞
𝑥2 Note: if 𝑓(𝑥) is an even function ‫׬‬0 𝑓 𝑥 𝑑𝑥 = ‫׬‬−∞ 𝑓 𝑥 𝑑𝑥. E.g.,
2
𝐄𝐱𝐚𝐦𝐩𝐥𝐞 𝟐𝟐: evaluate 𝐼 = න 𝑑𝑥
−∞ 1 + 𝑥4
+∞
𝑥2 1 +∞ 𝑥 2 𝜋
Solution: න 𝑑𝑥 = න 𝑑𝑥 =
0 1 + 𝑥4 2 −∞ 1 + 𝑥 4 2 2

Jordan’s Lemma: On a circular arc 𝐶𝑅 with radius R and center at the

+∞ origin,
𝑧2 𝑧2
𝐼=න 𝒅𝒛 + lim න 𝑑𝑧 = 2𝜋𝑖 ෍ Res(𝑧𝑘 )
−∞ 1 + 𝑧4 𝑅→∞ 𝐶 1 + 𝑧 4
𝑅 𝑘
=0 If lim 𝑓(𝑧) = 0, then lim න 𝑓 𝑧 𝑒 𝑖𝑚𝑧 𝑑𝑧 = 0 (𝑚 > 0)
𝑅→∞ 𝑅→∞ 𝐶
1/4 𝑅
1 + 𝑧 4 = 0 → 𝑧 = −1 1/4
= 𝑒 𝑖(𝜋+2𝑘𝜋) ⇒

𝜋 2 2
𝑘 = 0 → 𝑧1 = 𝑒 𝑖 4 = + +𝑖 1st quadrant in upper halfplane
2 2

3𝜋 2 2
𝑘 = 1 → 𝑧2 = 𝑒 𝑖 4 = − +𝑖 2nd quadrant in upper halfplane Proof*:
2 2

5𝜋 2 2 2𝜃 𝜋
𝑘 = 2 → 𝑧3 = 𝑒 𝑖 4 = − −𝑖 3rd quadrant in bottom halfplane ≤ sin 𝜃 𝑓𝑜𝑟 0 ≤ 𝜃 ≤
2 2 𝜋 2
𝜋
7𝜋 2 2 𝜋
𝑘 = 3 → 𝑧4 = 𝑒 𝑖
4 =+ −𝑖 th
4 quadrant in bottom halfplane Jordan s inequality: න 𝑒 −𝑅 sin 𝜃 𝑑𝜃 <

(𝑅 > 0)
2 2 0 𝑅

Reminding:
z2 1 z2 1
Res z1 = = Res z2 = =
4𝑧 3 4𝑧1 4𝑧 3 4𝑧2 𝑧 = 𝑅𝑒 𝑖𝜃 = 𝑅 cos 𝜃 + 𝑖 sin 𝜃 𝑑𝑧 = 𝑖𝑅𝑒 𝑖𝜃 𝑑𝜃 → 𝑑𝑧 = 𝑅𝑑𝜃
𝑧=𝑧1 𝑧=𝑧2

+∞ 2
𝑧2 1 1 𝜋
𝐼=න 4
𝒅𝒛 = 2𝜋𝑖 ෍ Res(𝑧𝑘 ) = 2𝜋𝑖 + =
−∞ 1+𝑧 4𝑧1 4𝑧2 2
𝑘=1
7-3
𝑀
lim 𝑓(𝑧) = 0 → 𝑓(𝑧) ≤ 𝑀 >0&𝜖 >0 +∞
cos 𝑚𝑥
𝑅→∞ 𝑧𝜖
𝐄𝐱𝐚𝐦𝐩𝐥𝐞 𝟐𝟑: evaluate න 𝑑𝑥 𝑚 ≥ 0, 𝑎 ≥ 0
−∞ 𝑥 2 + 𝑎2
𝑀 𝜋 𝜋𝑀
න 𝑓 𝑧 𝑒 𝑖𝑚𝑧 𝑑𝑧 ≤ න 𝑓 𝑧 𝑅 𝑒 −𝑚𝑅 sin 𝜃 𝑑𝜃 ≤ 𝑅 =
𝐶𝑅 𝐶𝑅 𝑅 𝑚𝑅 𝑚𝑅𝜖
𝜖 Solution:

𝜋𝑀 +∞
lim න 𝑓 𝑧 𝑒 𝑖𝑚𝑧 𝑑𝑧 ≤ lim =0 𝑒 𝑖𝑚𝑧 𝑒 𝑖𝑚𝑧
𝑅→∞ 𝐶 𝑅→∞ 𝑚𝑅 𝜖 𝐼=න 𝒅𝒛 + lim න 𝑑𝑧 = 2𝜋𝑖 ෍ Res(𝑧𝑘 )
𝑅
−∞ 𝑧 2 + 𝑎2 𝑅→∞ 𝐶 𝑧 2 + 𝑎 2
𝑅 𝑘
= 0 (Jordan)

⇒ lim න 𝑓 𝑧 𝑒 𝑖𝑚𝑧 𝑑𝑧 = 0 𝑧 2 + 𝑎2 = 0 → 𝑧1 = 𝑎𝑖 𝑢𝑝𝑝𝑒𝑟 𝑧2 = −𝑎𝑖(𝑏𝑜𝑡𝑡𝑜𝑚) ⇒


𝑅→∞ 𝐶
𝑅

3. Integrals of the type 𝑒 𝑖𝑚𝑧 𝑒 𝑖𝑚(𝑎𝑖) 𝑒 −𝑚𝑎


Res 𝑧1 = 𝑎𝑖 = = =
+∞ 2𝑧 𝑧=𝑎𝑖
2𝑎𝑖 2𝑎𝑖
𝐼=න 𝑒 𝑖𝑚𝑥 𝑓 𝑥 𝑑𝑥 (𝑚 > 0)
−∞

+∞
𝑤ℎ𝑒𝑟𝑒 𝑓 𝑥 : Real & lim 𝑓(𝑥) = 0 𝑒 𝑖𝑚𝑧 𝑒 −𝑚𝑎 𝜋
𝑥→∞ 𝐼=න 𝒅𝒛 = 2𝜋𝑖Res(𝑧1 ) = 2𝜋𝑖 =
−∞ 𝑧 2 + 𝑎2 2𝑎𝑖 𝑎𝑒 𝑚𝑎

+∞ +∞ +∞ +∞
𝑒 𝑖𝑚𝑧 cos 𝑚𝑧 sin 𝑚𝑧 𝜋
න 𝑓 𝑧 𝑒 𝑖𝑚𝑧 𝑑𝑧 + lim න 𝑓 𝑧 𝑒 𝑖𝑚𝑧 𝑑𝑧 = 2𝜋𝑖 ෍ Res{𝑒 𝑖𝑚𝑧 𝑓 𝑧 ; 𝑎𝑘 } න 2 2
𝒅𝒛 = න 2 2
𝒅𝒛 + 𝒊 න 2 2
𝒅𝒛 = 𝑚𝑎 + 𝑖 0
−∞ 𝑅→∞ 𝐶
𝑅 −∞ 𝑧 +𝑎 −∞ 𝑧 + 𝑎 −∞ 𝑧 + 𝑎 𝑎𝑒
𝑘
= 0 (Jordan)

+∞ +∞ +∞
cos 𝑚𝑧 𝜋 sin 𝑚𝑧
𝑖𝑚𝑥 𝑖𝑚𝑧 ⇒න 𝒅𝒛 = & න 𝒅𝒛 = 𝟎
⇒𝐼=න 𝑒 𝑓 𝑥 𝑑𝑥 = 2𝜋𝑖 ෍ Res{𝑒 𝑓 𝑧 ; 𝑎𝑘 }
−∞ −∞ 𝑧 2 + 𝑎2 𝑎𝑒 𝑚𝑎 −∞ 𝑧 2 + 𝑎2
𝑘

𝑎𝑘 : singularities of 𝑓(𝑧) in the upper half-plane (𝑦 ≥ 0).


7-4

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