The Residue Calculus

Dohyun Park
 CONTENTS

1 The Residue Theorem 2

Exercise 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 Integrals Featuring Rational Functions 6

Exercise 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

3 Integrals of Trigonometric Functions 9

Exercise 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

4 Integrands with Branch Points 11

Exercise 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

5 Fractional Residues 14
Exercise 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

6 Principal Values 17
Exercise 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

7 Jordan’s Lemma 21
Exercise 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

8 Exterior Domains 24

Answer 26
Exercise 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
Exercise 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
Exercise 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
Exercise 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
Exercise 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Exercise 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

1
 CHAPTER
ONE

THE RESIDUE THEOREM

Definition 1.1: Residue

Suppose z0 is an isolated singularity of f (z) and that f (z) has Laurent series
∞
X
f (z) = an (z − z0 )n , 0 < |z − z0 | < ρ.
n=−∞

We define the residue of f (z) at z0 to be the coefficient a−1 of 1/(z − z0 ) in this Laurent
expansion, I
1
Res[f (z), z0 ] = a−1 = f (z)dz,
2πi |z−z0 |=r
where r is any fixed radius satisfying 0 < r < ρ.

Example 1.2

The definition yields immediately

   
1 1
Res , 0 = 1, Res , z0 = 0.
z (z − z0 )2

Example 1.3

The partial fractions decomposition

 
1 1 1 1 1 1
= − = + [analytic at i]
z2 + 1 2i z − i z + i 2i z − i

yields  
1 1
Res 2 ,i = .
z +1 2i

2
Chapter 1. The Residue Theorem Complex Analysis

Theorem 1.4: Residue Theorem

Let D be a bounded domain in the complex plane with piecewise smooth boundary.
Suppose that f (z) is analytic on D∪∂D, except for a finite number of isolated singularities
z1 , · · · , zm in D. Then
Z m
X
f (z)dz = 2πi Res[f (z), zj ].
∂D j=1

Proof. Let Dε be the domain obtained from D by punching out small disks Uj centered
at zj of radius ε. The formula for the residue at zj yields
Z
f (z)dz = 2πi Res[f (z), zj ].
∂Uj

By Cauchy’s theorem,
Z Z m Z
X
0= f (z)dz = f (z)dz − f (z)dz.
∂Dε ∂D j=1 ∂Uj

If we combine these two identities, we obtain the desired formula.

Theorem 1.5: Rules for Calculating Residues

Rule 1. If f (z) has a simple pole at z0 , then

Res[f (z), z0 ] = lim (z − z0 )f (z).

z→z0

Rule 2. If f (z) has a double pole at z0 , then

d
Res[f (z), z0 ] = lim [(z − z0 )2 f (z)].
z→z0 dz
Rule 3. If f (z) and g(z) are analytic at z0 , and if g(z) has a simple zero at z0 , then
 
f (z) f (z0 )
Res , z0 = 0 .
g(z) g (z0 )

Rule 4. If g(z) is analytic and has a simple zero at z0 , then

 
1 1
Res , z0 = 0 .
g(z) g (z0 )

Proof. Rule 1. In this case the Laurent series of f (z) is

a−1
f (z) = + [analytic at z0 ],
z − z0
from which the rule follows immediately.

3
Chapter 1. The Residue Theorem Complex Analysis

Rule 2. In this case the Laurent expansion is

a−2 a−1
f (z) = + + a0 + · · · .
(z − z0 )2 z − z0

Thus
(z − z0 )2 f (z) = a−2 + a−1 (z − z0 ) + a0 (z − z0 )2 + · · · .
If we differentiate and then plug in z = z0 , we obtain Rule 2.

Rule 3. In this case f (z)/g(z) has at most a simple pole at z0 . If we use Rule 1 and the
definition of the derivative, we obtain for the residue

f (z) f (z) f (z0 )

lim = lim = 0 .
z→z0 g(z) z→z 0 (g(z) − g(z0 ))/(z − z0 ) g (z0 )

Rule 4. Special case of Rule 3.

Example 1.6

(a) From Rule 1 we have

 
1 z−i 1 1  1
Res 2 , i = lim 2 = lim = = .
z +1 z→i z + 1 z→i z + i z + i z=i 2i


(b) The function 1/(z 2 + 1)2 has double poles at ±i. The residue at i is given by
 
1 d 1 −2  1
Res , i = lim = = .
(z 2 + 1)2 z→i dz (z + i)2 (z + i)3 z=i 4i


(c) The partial fraction decomposition of the function z 3 /(z 2 + 1) is given by

z3 1 1 1 1
=z− − .
z2 +1 2z−i 2z+i

From this we read off the residues at ±i to be both − 12 . The residues can also be
obtained directly using Rule 3. The residue at i is given by
 3
z 3  i3

z 1
Res 2 ,i = = =−
z +1 2z z=i 2i 2


(d) If we apply Rule 4 to 1/(z 2 + 1), we obtain the residue even faster than before,
 
1 1  1
Res 2 ,i = = .
z +1 2z z=i 2i


4
Chapter 1. The Residue Theorem Complex Analysis

Exercise 1

Q1. Evaluate the following residues.

     
1 sin z z
(a) Res 2 , 2i (d) Res ,0 (g) Res ,1
z +4 z Log z
   z 
1 h cos z i e
(b) Res 2 , −2i (h) Res 5 , 0
z +4 (e) Res ,0 z
  z2  n 
1 z + 1 2πki/n
(c) Res 5 ,1 (f) Res [cot z, 0] (i) Res n ,e
z −1 z −1

Q2. Calculate the residue at each isolated singularity in the complex plane of the following
functions.
z 1
(a) e1/z (b) tan z (c) (d)
(z 2 + 1)2 z2 +z

Q3. Evaluate the following integrals, using the residue theorem.

I I I
sin z z 1
(a) 2
dz (c) dz (e) 8
dz
|z|=1 z |z|=2 cos z |z−1|=1 z − 1
ez z4
I I I
tan z
(b) 2
dz (d) dz (f) dz
|z|=2 z − 1 |z|=1 sin z |z−1/2|=3/2 z

Q4. Suppose P (z) and Q(z) are polynomials such that the zeros of Q(z) are simple zeros at the
points z1 , · · · , zm , and deg P (z) < deg Q(z). Show that the partial fractions decomposition
of P (z)/Q(z) is given by
m
P (z) X P (zj ) 1
= .
Q(z) Q0 (zj ) z − zj
j=1

5
 CHAPTER
TWO

INTEGRALS FEATURING RATIONAL FUNCTIONS

In this section, we will evaluate the integral

Z ∞
dx
= π.
−∞ 1 + x2

Instead of using the inverse tangent function, we evaluate it using contour integration.

Im z

ΓR

DR
×i

Re z
R

Let DR be the half-disk in the upper half-plane bounded by the interval [−R, R] on the real
axis and the semicircular contour ΓR of radius R in the upper half-plane. The function 1/(1+z 2 )
has one pole in DR , a simple pole at i with residue 1/2i. The residue theorem yields
Z  
dz 1 1
2
= 2πi Res 2 , i = 2πi · = π.
∂DR 1 + z z +1 2i

Now, Z Z R Z
dz dx dz
= + .
∂DR 1 + z2 −R 1 + x2 ΓR 1 + z2
On ΓR we have
|1/(1 + z 2 )| ≤ 1/(R2 − 1) ∼ 1/R2 ,
while the length of ΓR is πR. By the ML-estimate we have
Z 
dz  1
≤ 1/(R2 − 1) · πR ∼ ,


2
ΓR 1 + z R
 

6
Chapter 2. Integrals Featuring Rational Functions Complex Analysis

which tends to 0 as R → ∞. Hence

Z R
dx
lim = π.
R→∞ −R 1 + x2
The same technique can be used to evaluate integrals of the form
Z ∞
P (x)
dx,
−∞ Q(x)

where P (z) and Q(z) are polynomials, and Q(z) has no zeros on the real axis. For convergence
of the integral, we require that

deg Q(z) ≥ deg P (z) + 2. (2.1)

The integral is evaluated by integrating P (z)/Q(z) around the boundary of a half-disk in the
upper half-plane, as above, and letting the radius tend to ∞. This yields the formula
Z ∞  
P (x) X P (z)
dx = 2πi Res , zj ,
−∞ Q(x) Q(z)

summed over the poles zj of P (z)/Q(z) in the upper half-plane.

The same contour can be used to evaluate the integrals of rational functions times trigono-
metric functions. The typical integral has the form
Z ∞
P (x)
cos(ax)dx,
−∞ Q(x)

where the polynomials P (z) and Q(z) have real coefficients and satisfy (2.1).

Example 2.1

We show by contour integration that

Z ∞
cos(ax)
2
dx = πe−a , a > 0. (2.2)
−∞ 1 + x

Again we let DR be the half-disk in the upper half-plane bounded by the interval [−R, R]
on the real axis and the semicircular contour ΓR of radius R in the upper half-plane. This
time we integrate the function eiaz /(1 + z 2 ) over the boundary of DR . The function has
only pole in the upper half-plane, a simple pole at i, with residue calculated as

e−a
 iaz 
e
Res , i = .
1 + z2 2i

Thus
eiaz e−a
Z
dz = 2πi · = πe−a .
∂DR 1 + z2 2i
Since |eiaz | ≤ 1 in the upper-half plane, the ML-estimate yields

eiaz
Z 
  1 1

2
dz  ≤ 2 · πR ∼ .

ΓR 1 + z R −1 R

7
Chapter 2. Integrals Featuring Rational Functions Complex Analysis

Again we have
R
eiaz eiax eiaz
Z Z Z
dz = dx + .
∂DR 1 + z2 −R 1 + x2 ΓR 1 + z2
Passing to the limit as R → ∞, we obtain
Z ∞ iax
e
2
dx = πe−a , a > 0.
−∞ 1 + x

Now we take the real parts of the integral and obtain (2.2). Note that if we take the
imaginary part of the integral, we obtain
Z ∞
sin(ax)
2
dx = 0,
−∞ 1 + x

which is no surprise, since the integrand is an odd function.

Exercise 2
Q1. Show using residue theory that
Z ∞
dx π
= , a > 0.
−∞ x2 +a 2 a
Q2. Show using residue theory that
Z ∞
dx π
= 3.
−∞ (x2 2
+a ) 2 2a
Remark. Check the result by differentiating the formula in the preceding exercise with
respect to the parameter.
Q3. Show using residue theory that
∞
x2 dx
Z
π
= .
−∞ (x2 + 1)2 2
Remark. Check the result by combining the preceding two exercises.
Z ∞
dx π
Q4. Using residue theory, show that 4
=√ .
−∞ x + 1 2
Z ∞
x2 π
Q5. Using residue theory, show that 4
dx = √ .
0 x +1 2 2
Z ∞
x π
Q6. Show that 2 + 2x + 2)(x2 + 4)
dx = − .
−∞ (x 10
Q7. Show that
∞
π −a/√2
Z  
cos(ax) a a
dx = √ e cos √ + sin √ , a > 0.
−∞ x4 + 1 2 2 2
Z ∞
cos x π
Q8. Show that dx = .
−∞ (1 + x2 )2 e

8
 CHAPTER
THREE

INTEGRALS OF TRIGONOMETRIC FUNCTIONS

Some definite integrals can be evaluated through the reverse process, by converting them to
complex contour integrals and using the residue theorem. To illustrate this, we show how the
integral Z 2π
dθ
, a > 1. (3.1)
0 a + cos θ
can be evaluated using residue calculus.
The usual parameterization z = eiθ gives dz = ieiθ dθ = izdθ, and we have
dz
dθ = .
iz
The trigonometric functions are easily expressible in terms of z on the unit circle. For cos θ and
sin θ on the unit circle we have
eiθ + e−iθ z + 1/z eiθ − eiθ z − 1/z
cos θ = = , sin θ = = .
2 2 2i 2i
If we substitute the expression for cos θ into the integral (3.1), we obtain
Z 2π I I
dθ 1 dz 2 dz
= 1 =
0 a + cos θ |z|=1 a + 2 (z + 1/z) iz i |z|=1 z2 + 2az + 1
√
The poles of the integrand are the two zeros of z 2 + √2az + 1, which are −a ± a2 − 1. Only one
of these roots is inside the unit circle, at z0 = −a + a2 − 1. The residue at z0 is calculated by
Rule 4 above to be
 
1 1  1
Res 2 , z0 = = √ .
z + 2az + 1 2z + 2a z=z0

2 a2 − 1
Thus by the residue theorem
Z 2π
dθ 2 1 2π
= · 2πi · √ =√ .
0 a + cos θ i 2
2 a −1 a2 − 1

9
Chapter 3. Integrals of Trigonometric Functions Complex Analysis

Exercise 3

Q1. Show using residue theory that

Z 2π  
cos θ 2
dθ = 2π 1 − √ .
0 2 + cos θ 3

Q2. Show using residue theory that

Z 2π
dθ 2π
=√ , a > b > 0.
0 a + b sin θ a2 − b2

Q3. Show using residue theory that

Z π
sin2 θ p
dθ = π[a − a2 − 1], a > 1.
0 a + cos θ

Q4. Show using residue theory that

Z π
dθ √
2 = π 2.
−π 1 + sin θ

Q5. Show using residue theory that

Z π
1 − r2 dθ
= 1, 0 ≤ r < 1.
−π 1 − 2r cos θ + r2 2π

Remark. The integrand is the Poisson kernel.

Q6. By expanding both sides of the identity

Z 2π
1 dθ 1
=√
2π 0 w + cos θ 2
w −1
in a power series at ∞, show that
Z 2π
1 (2k)!
cos2k θdθ = 2k , k ≥ 0.
2π 0 2 (k!)2

Hint. The arcsin function is expanded as

∞
X (2n)! 1
arcsin x = n 2
· x2n+1
4 (n!) 2n + 1
n=0

10
 CHAPTER
FOUR

INTEGRANDS WITH BRANCH POINTS

Integrals featuring xa and log x can sometimes be evaluated using contour integration. It is
important to specify carefully the branch of the function z a or log z used in the complex integral.
We illustrate by deriving the identity
Z ∞
xa πa
2
dx = , −1 < a < 1
0 (1 + x) sin(πa)

This integral is easily seen to be 1 if a = 0, and we interpret the right-hand side also to be 1 at
a = 0. We suppose then that a 6= 0.
We consider the branch of the function z a /(1 + z)2 defined on the slit plane C/[0, ∞) by

ra eiaθ
f (z) = , z = reiθ , 0 < θ < 2π.
(1 + z)2

We regard the slit [0, ∞) as having a top edge and a bottom edge, and we extend the function
by continuity to each edge of the slit, so it is defined by the above equation with θ = 0 on the
top edge, and with θ = 2π on the bottom edge. The values on the bottom edge are obtained
from those on the top edge by multiplying by the phase factor e2πia .

11
Chapter 4. Integrands with Branch Points Complex Analysis

Im z

ΓR

γε
Re z
−R R

For ε > 0 small and R > 0 large, we consider the keyhole domain D consisting of z in the
slit plane C/[0, ∞) satisfying ε < |z| < R. The function f (z) has one pole in D, a double pole
at z = −1. for the residue, Rule 2 gives

za z a 
 
d a 
Res , −1 = z = a = −aeπia .
(1 + z)2 dz z=−1 z z=−1
 

The residue theorem yields Z

f (z)dz = −2πiaeπia .
∂D
The integral around ∂D breaks into the sum of four integrals, from ε to R along the top edge
of the slit, around the circular contour ΓR of radius R in the counterclockwise direction, from
R back to ε along the bottom edge of the slit, and around the cicular contour γε of radius ε in
the clockwise direction,
R ε
xa e2πia xa
Z Z Z Z Z
f (z)dz = dx + f (z)dz + dx + f (z)dz.
∂D ε (1 + x)2 ΓR R (1 + x)2 γ

for the integrals over ΓR and γε , the ML-estimate gives

za Ra
Z 
a−1
 
≤
dz  (R − 1)2 · 2πR ∼ R ,

2
ΓR (1 + z)


a εa
Z 
z
· 2πe ∼ εa+1 .
 

2
dz  ≤ 2

γε (1 + z) (1 − ε)
Since −1 < a < 1, both these integrals tend to 0 as R → ∞ and ε → 0. If we reverse the
direction of the integral from R to ε, we obtain in the limit
Z ∞
πia 2πia xa
−2πiae = (1 − e ) dx.
0 (1 + x)2

This yields the required identity,

Z ∞
xa −2πiaeiπia 2πia πa
2
dx = 2πia
= πia −πia
= .
0 (1 + x) 1−e e −e sin(πa)

12
Chapter 4. Integrands with Branch Points Complex Analysis

Exercise 4

Q1. By integrating around the keyhole contour, show that

Z ∞ −a
x π
dx = , 0 < a < 1.
0 1+x sin(πa)

Q2. By integrating around the boundary of a pie-slice domain of aperture 2π/b, show that
Z ∞
dx π
b
= , b > 1.
0 1+x b sin(π/b)

Remark. Check the result by changing variable and comparing with Exercise 1.

Q3. By integrating around the keyhold contour, show that

Z ∞
log x π 2 cos(πa)
dx = , 0 < a < 1.
0 xa (x + 1) sin2 (πa)

Remark. Check the result by differentiating the identity in Exercise 1.

Q4. For fixed m ≥ 2, show by integrating around the keyhold contour that
Z ∞
x−a πa(a + 1) · · · (a + m − 2)
m
dx = , 1 − m < a < 1.
0 (1 + x) (m − 1)! sin(πa)

Remark. The result can be obtained also by integrating the formula in Exercise 1 by parts.
(log z)2
Q5. By integrating a branch of around the keyhole contour, show that
(z + a)(z + b)
∞
(log a)2 − (log b)2
Z
log x
dx = , a, b > 0, a 6= b.
0 (x + a)(x + b) 2(a − b)

Q6. Using residue theory, show that

Z ∞ a
x log x π sin(πa) − aπ 2 cos(πa)
dx = , −1 < a < 1.
0 (1 + x)2 sin2 (πa)

13
 CHAPTER
FIVE

FRACTIONAL RESIDUES

Theorem 5.1: Fractional Residue Theorem

If z0 is a simple pole of f (z), and Cε is an arc of the circle {|z − z) | = ε} of angle α, then
Z
lim f (z)dz = αi Res[f (z), z0 ].
ε→0 Cε

Proof. Express f (z) := A/(z − z0 ) + g(z), where A is the residue of f (z) at z0 and g(z) is
analytic at z0 . Parameterizing te circle by z := z0 + εeiθ , and supposing θ0 < θ < θ0 + α
on the arc, we calculate,
Z Z θ0 +α
A
dz = iA dθ = αiA.
ε z − z0 θ0

SinceRg(z) is bounded near z0 and the length of Cε isRat most 2πε, the ML-estimate shows
that Cε g(z)dz tends to 0 as ε → 0. Consequently, Cε f (z)dz tends to αiA as ε → 0, as
desired.

Note that the angle α is taken to be negative if the arc of the circle is traversed in the
negative direction, that is, in the clockwise direction.
To illustrate how the fractional residue theorem is used, we show that
Z ∞
log x π2
2−1
dx = .
0 x 4

We choose the branch of log z that is real on the positive real axis (the principal branch
of log z), and integrate f (z) = (log z)/(z 2 − 1) around the boundary ∂D of a domain D that
is a half-disk of radius R in the upper half-plane, with indentations of radii ε and δ at the
singularities of f (z) at −1 and 0, respectively. Since the zeros of log z and z 2 − 1 at z = 1 are
both simple, they cancel each other out, so that f (z) is analyutic at z = 1 and no indentation
is required there. Since f (z) is analytic on D, Cauchy’s Theorem yields,
Z
f (z)dz = 0.
∂D

14
Chapter 5. Fractional Residues Complex Analysis

ΓR

Cε γδ
• •
−R R

Now the integral around ∂D breaks into the sum of six integrals, from δ to R along the
positive real axis, around the semicircle contour ΓR of radius R in the counterclockwise direction,
from −R to −1 − ε along the negative real axis, around a semicircle contour Cε of radius ε in
the clockwise direction around −1, from −1 + ε to −δ along the negative real axis, and finalluy
around a semicircular contour γδ of radius δ in the clockwise direction around 0. For the integrals
over ΓR and γδ , the ML-estimate gives
Z  p 2 2
 log z  ≤ log R + π · πR ∼ log R ,


2
dz

ΓR z − 1
 R2 − 1 R
 log2 δ + π 2
Z 
 log z ≤

2
dz · πδ ∼ δ| log δ|.

γδ z − 1
 1 − δ2
If we let R → ∞ and δ → 0, these two contributions disappear, and we have
Z ∞ Z −1−ε
log |x| + πi
Z
log z log x
2
dz = 2
dx + dx
∂D z − 1 0 x −1 −∞ x2 − 1
Z 0 (5.1)
log |x| + πi
Z
log z
+ 2
dx + 2
dz = 0.
−1−ε x −1 Cε z − 1

The integral around Cε is handled by the fractional residue formula. The angle α is −π,
since Cε is traversed halfway around the circle in the negative direction. The function f (z) has
a simple pole at z = −1, with residue computed by Rule 3 to be
 
log z log  1 iπ
Res 2 , −1 = = − log(−1) = − .
z −1 2z z=−1 2 2


Thus the fractional residue formula becomes

π2
Z
log z iπ
lim dz = i(−π)(− ) = − .
ε→0 Cε z 2 − 1 2 2

If we take the real part (5.1) and let ε → 0, we then obtain

Z ∞ Z 0
log x log |x| π2
dx + dx − = 0.
0 x2 − 1 2
−∞ x − 1 2
After a change in variable x 7→ −x in the second integral, this becomes
Z ∞
log x π2
dx = .
0 x2 − 1 4

15
Chapter 5. Fractional Residues Complex Analysis

Exercise 5

Q1. Use the keyhole contour indented on the lower edge of the axis at x = 1 to show that
Z ∞
log x 2π 2
dx = , 0 < a < 1.
0 xa (x − 1) 1 − cos(2πa)

Q2. Show using residue theory that

Z ∞
sin(ax)
2
dx = π(1 − e−a ), a > 0.
−∞ x(x + 1)

Q3. Show using residue theory that

Z ∞
sin(ax) 2
2 2 2
dx = , a > 0.
−∞ x(π − a x ) π

Q4. Show using residue theory that

∞
1 − cos x
Z
π
2
dx = .
0 x 2

16
 CHAPTER
SIX

PRINCIPAL VALUES

Definition 6.1: Absolutely Convergent and Absolutely Divergent Integral

Rb Rb
An integral a f (x)dx is absolutely convergent if the integral a |f (x)|dx is finite. The
Rb
integral is absolutely divergent if a |f (x)|dx = +∞.

We recall that every rearrangement of an absolutely convergent series converges to the same
value, while the rearrangements of a conditionally convergent series can converge to just about
anything. The same could be applied to integrals.

Example 6.2

The integral Z +1
1
dx
−1 x
R +1
is absolutely divergent, since −1 (1/|x|)dx = +∞. One natural way to assign a value to
the integral is to take a limit as ε → 0 of integrals over the two intervals [−1, −ε] and
[ε, +1], which are obtained by excising a symmetric interval centered at the singularity 0.
The negative contributions for x < 0 cancel out the positive contributions for x > 0, and
we obtain what is called the “principal value” of the integral,
Z +1 Z ε Z 1 
1 1
PV dx = lim + dx = 0.
−1 x ε→0 −1 ε x

Observe, though, that if we excise an asymmetric interval, say from −ε to cε, and take a
limit, instead of 0 we obtain
Z −ε Z 1 
1
lim + dx = − log c,
ε→0 −1 cε x

which can be any value at all.

17
Chapter 6. Principal Values Complex Analysis

Definition 6.3: Principal Value

Suppose that f (x) is continuous for a ≤ x < x0 and for x0 < x ≤ b. We define the
Rb
principal value of the integral a f (x)dx to be
Z b Z x0 −ε Z b 
PV f (x)dx := lim + f (x)dx,
a ε→0 a x0 +ε

provided that the limit exists. The principal value of the integral coincides with the usual
value of the integral if f (x) is absolutely integrable.

The same definition is used when the endpoints are infinite or when f (x) is not continuous at
the endpoints, provided that f (x) is absolutely integrable over each of the intervals (a, x0 −ε) and
(x0 +ε, b). If f (x) has a finite number of discontinuities within (a, b), we deine the principal value
of the integral by dividing the interval (a, b) into subintervals, each containing one discontinuity
of f (x), and adding the principal values of the integrals corresponding to the subintervals.

We illustrate by deriving the identity

Z ∞
1 π
PV dx = − √ ,
−∞ x3 −1 3

Observe first that the integrand behaves like 1/(x − 1) near x = 1, so that the integral is
absolutely divergent. It is absolutely convergent on each interval (−∞, 1 − ε) and (1 + ε, ∞),
and the principal value is defined by
Z ∞ Z 1−ε Z ∞ 
1 1
PV 3
dx = lim + 3
dx.
−∞ x − 1 ε→0 −∞ 1+ε x − 1

We consider the function f (z) = 1/(z 3 − 1), which has simple poles at the cube roots of unity.
For ε > 0 small and R > 0 large, we consider the indented half-disk D in the upper half-plane,
consisting of z in the upper half-plane satisfying |z| < and |z − 1| > ε. The function f (z) has
one pole in D, a simple pole at z = e2πi/3 . For the residue, Rule 4 gives

e2πi/3
 
1 2πi/3 1 
Res 3 ,e = 2  2πi/3 = .
z −1 3z z=e 3

Im z

e2πi/3 ΓR
Cε
−R 1 R

18
Chapter 6. Principal Values Complex Analysis

The residue theorem yields

e2πi/3
Z
π π
f (z)dz = 2πi = − √ − i.
∂D 3 3 3
The integral around ∂D breaks into the sum of four integrals, from −R to 1 − ε, around a
semicircular contour Cε centered at 1 of radius ε in the clockwise direction, from 1 + ε to R, and
around the semicircular contour ΓR of radius R in the counterclockwise direction,
Z Z 1−ε Z Z R Z 
f (z)dz = + + + f (z)dz.
∂D −R Cε 1+ε ΓR

The ML-estimate gives Z 

 1 
≤ 1 1

3
dz 3
· πR ∼ 2 ,

ΓR z −1  R −1 R
which tends to 0 as R → ∞. Hence passing the limit to R → ∞, we obtain
Z 1−ε Z ∞  Z
1 1 π π
+ 3
dx + 3
dz = − √ − i.
−∞ 1 x −1 Cε z − 1 3 3
The fractional residue theorem, with angle −π, then yields
Z
1 π
lim 3
dz = − i.
ε→0 Cε z − 1 3

If we pass to the limit as ε → 0, we then obtain

Z ∞
1 π π π
PV 3
dx − i = − √ − i.
−∞ x − 1 3 3 3

If we add πi/3 to both sides, we obtain our asserted identity.

19
Chapter 6. Principal Values Complex Analysis

Exercise 6

Q1. Integrate 1/(1 − x2 ) directly, using partial fractions, and show that
Z ∞
dx
PV = 0.
0 1 − x2

Show that Z 1 Z ∞
dx dx
= +∞, dx = −∞.
0 1 − x2 1 1 − x2

Q2. Obtain the principal value in Exercise 1 by taking imaginary parts of the identity
Z ∞ Z −1−ε Z 0
log |x| + πi log |x| + πi
Z
log x log z
2−1
dx + 2−1
dx + 2−1
dx + 2−1
dz = 0.
0 x −∞ x −1+ε x Cε z

in the previous section and making a change of variable.

Q3. By integrating around the boundary of an indented half-disk in the upper half-plane, show
that Z ∞
1 πa
PV 2
dx = − 2 , −∞ < a < ∞.
−∞ (x + 1)(x − a) a +1

Q4. Suppose m ≥ 2 and a1 < a2 < · · · < am . By integrating around the boundary of an
indented half-disk in the upper half-plane, show that
Z ∞
1
PV dx = 0.
−∞ (x − a1 )(x − a 2 ) · · · (x − am )

Q5. Show that

∞
xa−1
Z
π  πa 
PV dx = − · , 0 < a < b.
0 xb − 1 b b

Q6. By integrating a branch of (log z)/(z b − 1) around an indented sector of aperture 2π/b,
show that for b > 1,
Z ∞ Z ∞
log x π2 1 π
b
dx = 2 2 , PV b
dx = − cot(π/b).
0 x −1 b sin (π/b) 0 x −1 b

20
 CHAPTER
SEVEN

JORDAN’S LEMMA

Another class of absolutely divergent integrals is made up of integrals of the form

Z ∞ Z ∞
P (x) P (x)
sin xdx, cos xdx,
−∞ Q(x) −∞ Q(x)

where P (z) and Q(z) are polynomials satisfying

deg Q(z) = deg P (z) + 1.
To evaluate such an integral we would replace the sine or cosine function by eiz and integrate
over the boundary of the usual half-disk in the upper half-plane. If deg Q(z) ≥ deg P (z) + 2,
then the ML-estimate shows that the integral over the semicircular piece ΓR of the boundary
tends to 0 as R → ∞. If deg Q(z) = deg P (z) + 1, the integral over ΓR still tends to 0, but this
is not so obvious. It is a consequence of the following estimate.
Theorem 7.1: Jordan’s Lemma

If ΓR is the semicircular contour z(θ) = Reiθ , 0 ≤ θ ≤ π, in the upper half-plane, then

Z
|eiz ||dz| < π.
ΓR

For the parameterization z(θ) = Reiθ we have |eiz | = e−R sin θ and |dz| = Rdθ, so the
estimate above becomes Z π
π
e−R sin θ dθ < .
0 R

Proof. Note that sin θ is concave down on the interval 0 ≤ θ ≤ π/2, so the graph of sin θ
lies above the straight line connecting its endpoints,
sin θ ≥ 2θ/π, 0 ≤ θ ≤ π/2.
Thus Z π Z π/2 Z π/2
−R sin θ −R sin θ
e dθ = 2 dθ ≤ 2
e e−2Rθ/π dθ
0 0 0
π R −t π ∞ −t
Z Z
π
= e dt < e dt = .
R 0 R 0 R

21
Chapter 7. Jordan’s Lemma Complex Analysis

As an application of Jordan’s lemma, we show that

Z R
sin x π
lim dx = .
R→∞ 0 x 2

This integral is called the Dirichlet’s Integral. Note that (sin z)/z is analytic at z = 0, so
that (sin x)/x is absolutely integrable over any finite interval. It is not difficult to see that
R
| sin x|
Z
lim dx = +∞.
R→∞ 0 x

Thus the integral over [0, ∞) is absolutely divergent. Since the integrand is an even function,
the Dirichlet’s Integral above is equivalent to
Z R Z ∞
sin x sin x
lim dx = PV dx.
R→∞ −R x −∞ x

To evaluate the limit, we consider the function f (z) = eiz /z, which has only one pole, a simple
pole at z = 1 with residue 1. Let D be the indented half-disk consisting of points z in the
upper half-plane satisfying ε < |z| < R. the integral around ∂D breaks into the sum of four
integrals, from −R to −ε, around a semicircular contour Cε centered at 0 of radius ε in the
clockwise direction, from ε to R, and around the semicircular contour ΓR of radius R in the
counterclockwise direction. Since f (z) is analytic on D, we may apply Cauchy’s theorem, to
obtain Z Z −ε Z Z R Z 
0= f (z)dz = + + + f (z)dz.
∂D −R Cε ε ΓR

The integral over Cε is handled by the fractional residue formula, with angle −π,

eiz
Z  iz 
e
lim dz = −πi Res , 0 = −πi.
ε→0 Cε z z

Passing to the limit as ε → 0, we obtain

R
eix eiz
Z Z
0 = PV dx − πi + dz.
−R x Γr z

Taking the imaginary part of this identity, we obtain

R
eiz
Z Z
sin x
dx + Im dz = π.
−R x ΓR z

Now the integral over ΓR is handled by Jordan’s lemma,

eiz 
Z  Z
1 π
|eiz ||dz| < .

 dz  ≤
ΓR z R ΓR R


Since this tends to 0 as R → ∞, in the limit we obtain π.

22
Chapter 7. Jordan’s Lemma Complex Analysis

Exercise 7

Q1. Show that

∞
| sin x|
Z
dx = +∞.
0 x
Hint: Show that the area under the mth arch of | sin x|/x is ∼ 1/m.

Q2. Show that

R
x3 sin x
Z
π
lim 2 2
dx = .
R→∞ −R (x + 1) 2e

Q3. Evaluate the limits Z R

x sin(ax)
lim dx, −∞ < a < +∞.
R→∞ −R x2 + 1
Show that they do not depend continuously on the parameter a.

Q4. By integrating z a−1 eiz around the boudnary of a domain in the first quadrant bounded by
the real and imaginary axes and a quarter-circle, show that
Z R
lim xa−1 cos xdx = Γ(a) cos(πa/2), 0 < a < 1,
R→∞ 0

Z R
lim xa−1 sin xdx = Γ(a) sin(πa/2), 0 < a < 1,
R→∞ 0

where Γ(a) is the gamma function defined by

Z ∞
Γ(a) = ta−1 e−t dt.
0

Remark : The formula for the sine integral holds also for −1 < a < 0. To see this, integrate
by parts.

Q5. Show that √

Z R Z R
2 2 π
lim sin(x )dx = lim cos(x )dx = √ ,
R→∞ 0 R→∞ 0 2 2
it2
by integrating e around the boundary of the pie-slice domain determined by 0 < arg z <
π/4 and |z| < R. Remark. These improper integrals are called the Fresnel integrals.
The identities can also be deduced from the preceding exercise by changing variable.

23
 CHAPTER
EIGHT

EXTERIOR DOMAINS

Definition 8.1: Exterior Domain

An exterior domain is a domain D in the complex plane that includes all large z, that
is, D includes all z such that |z| ≥ R for some R.

Theorem 8.2
Let D be an exterior domain with piecewise smooth boundary. Suppose that f (z) is
analytic on D ∪ ∂D, except for a finite number of isolated singularities z1P
, · · · , zm in
D, and let a−1 be the coefficient of 1/z in the Laurent expansion f (z) = ak z k that
converges for |z| > R. Then
Z m
X
f (z)dz = −2πia−1 + 2πi Res[f (z), zj ].
∂D j=1

Proof. We apply the usual residue theorem to the bounded domain DR consisting of
z ∈ D such that |z| < R. This yields
Z Z Z m
X
f (z)dz + f (z)dz = f (z)dz = 2πi Res[f (z), zj ].
∂D |z|=R ∂DR j=1

If we substitute the Laurent series expansion for f (z) into the integral over the circle
{|z| = R} and integrate term by term, we obtain 2πa−1 for the integral. This is simply
the integral formula for the Laurent coefficient a−1 . In any event, we move this summand
to the right-hand side, picking up a minus sign, and we obtain the given formula.

24
Chapter 8. Exterior Domains Complex Analysis

We show using contour integration that

Z 1
1
p dx = π.
0 x(1 − x)
p
Consider the function 1/ z(1 − z), which has two analytic branches on the slit plane C/[0, 1].
The branches are analytic at ∞, and the Laurent expansions are obtained in terms of a binomial
series:
1 −1/2
 
1 i
p =± 1−
z(1 − z) z z
 
i (−1/2)(−3/2)
= ± 1 + (−1/2)(−1/z) + (−1/z)2 + · · ·
z 2!
 
1 1 3
= ±i + 2 + 3 + · · · , |z| > 1.
z 2z 8z
Let f (z) be the branch of the function that is positive on the top edge of the slit [0, 1]. Since the
phase factor of f (z) is −1 at each of the branch points
√ 0 and 1, f (z) is negative on the bottom
edge of the slit. By following the argument of 1/ 1 − z around a small semicircle from the top
edge of [0, 1] to the integral (1, +∞), which increases by π/2, we see that the values f (x) are
positive imaginary for x > 1. Consequently, our branch f (z) corresponds to the + sign in the
Laurent expansion, and the residue at ∞ is given by

Res[f (z), ∞] = −a−1 = −i.

We integrate f (z) around the dogbone contour Γε , traversing the top edge of the slit from
ε to 1 − ε, a circle γε centered at 1 of radius ε, the bttom edge of the slit from 1 − ε to ε, and a
circle Cε centered at 0 of radius ε. If we apply the residue formula to the exterior domain lying
outside the dogbone contour, we obtain
Z
f (z)dz = 2πi Res[f (z), ∞] = 2πi(−i) = 2π.
Γε

The integrals over the circles γε and Cε are bounded by the ML-estimate
√ √
Z  Z 
  2   2
 f  ≤ √ · 2πε ∼ ε,  f  ≤ √ · 2πε ∼ ε.

Cε ε γε ε

Since the values of f (z) on the bottom edge of the slit are minus those on the top edge, while
the direction is reversed, the integral along the bottom edge is equal to the integral along the
top edge. Thus we obtain Z Z 1
1
f (z)dz → 2 p dx
Γε 0 x(1 − x)
as ε → 0. If we combine this with above, we obtain the desired identity.

25
 ANSWER

Exercise 1
Q1. Evaluate the following residues.
     
1 sin z z
(a) Res 2 , 2i (d) Res ,0 (g) Res ,1
z +4 z Log z
   z 
1 h cos z i e
(b) Res 2 , −2i (h) Res 5 , 0
z +4 (e) Res ,0 z
  z2  n 
1 z + 1 2πki/n
(c) Res 5 ,1 (f) Res [cot z, 0] (i) Res n ,e
z −1 z −1

Solution
1
(a) 4i (d) 0 (g) 1
1 1
(b) − 4i (e) 0 (h) 24
1 2 2πki/n
(c) 5 (f) 1 (i) ne

Q2. Calculate the residue at each isolated singularity in the complex plane of the following
functions.
z 1
(a) e1/z (b) tan z (c) (d)
(z 2 + 1)2 z2 +z

Solution (a) We first note that

∞
1/z
X (1/z)n 1 1 1
e = =1+ + + ···
n! z 2 z2
n=0

and the isolated singularity occurs at z = 0. Therefore, Res[e1/z , 0] = 1.

(b) We see that tan z = sin z/ cos z. Since sin z has a simple pole at z = nπ + π/2, n ∈ Z,
it follows that Res[tan z, nπ] = −1.

26
Answers The Residue Calculus

(c) We see that the given function has isolated singularity at z = ±i. Thus, computing
the residues, we have
   
z z
Res , i = Res , −i =0
(z 2 + 1)2 (z 2 + 1)2

(d) Using partial fraction decomposition, we have

1 1 1
= − ,
z2 + z z z+1
so that Res[1/(z 2 + z), 0] = 1, Res[1/(z 2 + z), −1] = −1. 
Q3. Evaluate the following integrals, using the residue theorem.
I I I
sin z z 1
(a) 2
dz (c) dz (e) 8−1
dz
|z|=1 z |z|=2 cos z |z−1|=1 z
ez z4
I I I
tan z
(b) 2
dz (d) dz (f) dz
|z|=2 z − 1 |z|=1 sin z |z−1/2|=3/2 z

Solution
(a) Note that the given integrator has an isolated singularity at z = 0. Thus,
I  
sin z sin z
dz = 2πi · Res , 0 = 2πi
|z|=1 z z2

(b) Note that the given integrator has isolated singularity at z = ±i. Thus,
ez
I   z   z 
e e
2
dz = 2πi Res , 1 + Res , −1
|z|=2 z − 1 z2 − 1 z2 − 1
 z
ez 
  
e  1 1 −1
= 2πi +  = 2πi e− e = πi(e − e−1 )
2z z=1 2z z=−1 2 2


(c) We can see that the given integrator has an isolated singularity at z = ±π/2. Thus,
I
z  h z i h z i
dz = 2πi Res , π/2 + Res , −π/2
|z|=2 cos z cos z cos z
 
z   z    π π
= 2πi + = 2πi − − = −2π 2 i
− sin z z=π/2 − sin z z=−π/2 2 2
 

(d) We can see that the given integrator has an isolated singularity at z = 0. Thus,
z4
I  4 
z
dz = 2πi · Res ,0 = 0
|z|=1 sin z sin z

(e) We can see that the given integrator has isolated singularities at z = eiπ/4 , 1, e−i/π/4 .
Thus,
I       
1 1 iπ/4 1 −iπ/4 1
8
dz = 2πi Res 8 ,e + Res 8 ,e + Res 8 ,1
|z−1|=1 z − 1 z −1 z −1 z −1
πi √
 
1 −i7π/4 1 i7π/4 1
= 2πi e + e + = ( 2 + 1)
8 8 8 4

27
Answers The Residue Calculus

(f) We can see that the given integrator has isolated singularities at z = 0, π/2. Thus,
I     
tan z tan z tan z
dz = 2πi Res , 0 + Res , π/2
|z−1/2|=3/2 z z z
= 2πi(0 − 2/π) = −4i

Q4. Suppose P (z) and Q(z) are polynomials such that the zeros of Q(z) are simple zeros at the
points z1 , · · · , zm , and deg P (z) < deg Q(z). Show that the partial fractions decomposition
of P (z)/Q(z) is given by
m
P (z) X P (zj ) 1
= .
Q(z) Q0 (zj ) z − zj
j=1

Proof. Note that after doing the partial fraction decomposition, we would have
m
P (z) X aj
=
Q(z) z − zj
j=1

For each j, aj is given as  

P (z) P (zj )
aj = Res , zj = 0
Q(z) Q (zj )
Hence the given formula follows.

28
Answers The Residue Calculus

Exercise 2
Q1. Show using residue theory that
Z ∞
dx π
= , a > 0.
−∞ x2 + a2 a

Proof. Use the same method as in the first example given in the chapter. Note that the
residue at ai gives
Z  
dz 1 1 π
2 2
= 2πi Res 2 2
, ai = 2πi · = .
∂DR z + a z +a 2ai a

Q2. Show using residue theory that

Z ∞
dx π
= 3.
−∞ (x2 2
+a ) 2 2a

Remark. Check the result by differentiating the formula in the preceding exercise with
respect to the parameter.

Proof. Double pole at ai gives

Z  
dz dz 1 π
2 2 2
= 2πi Res 2 2 2
, ai = 2πi · 3 = 3 .
∂DR (z + a ) (z + a ) 4a i 2a

Differentiating by a gives
Z ∞ Z ∞ Z ∞
d dx dx −2a π d π 
= ∂a = dx = − =
da −∞ x2 + a2 −∞ x2 + a2 2 2 2
−∞ (x + a ) a2 da a

Thus, dividing by −2a gives the desired equation.

Q3. Show using residue theory that

∞
x2 dx
Z
π
2 2
= .
−∞ (x + 1) 2

Remark. Check the result by combining the preceding two exercises.

Proof. Double pole at i gives

z 2 dz
Z
1 π
2 2
= 2πi · = ,
∂DR (z + 1) 4 2

and the integral follows. Also, we have

Z ∞ Z ∞
x2

1 1 π π
2 2
dx = 2
− 2 2
dx = π − = .
−∞ (x + 1) −∞ x + 1 (x + 1) 2 2

29
Answers The Residue Calculus

Z ∞
dx π
Q4. Using residue theory, show that =√ .
−∞ x4 + 1 2

Proof. We see that the given function has a simple pole at z = eiπ/4 and z = ei3π/4 . Thus
the residue gives
Z     
dz 1 iπ/4 1 3iπ/4
4
= 2πi Res 4 ,e + Res 4 ,e
∂DR z + 1 z +1 z +1
πi iπ √ π
= (e−3iπ/4 + e−iπ/4 ) = (− 2i) = √
2 2 2
and the result follows.
∞
x2
Z
π
Q5. Using residue theory, show that 4
dx = √ .
0 x +1 2 2

Proof. Since the denominator is the same as in exercise 4, we see that

z2
Z   2   2 
z iπ/4 z 3iπ/4
4
dz = 2πi Res 4 ,e + Res 4 ,e
∂DR z + 1 z +1 z +1
πi π
= (e−iπ/4 + e−3iπ/4 ) = √
2 2
Z ∞
x2
Since this result gives for 4
dx, and since the integrator is an even function, it
−∞ x +1
Z ∞
x2 π
follows that 4
dx = √ .
0 x + 1 2 2

We can also draw the contour in a different way. Let DR 0 be a quadrant of a circle with

a radius of R, and DR0 is bounded by the interval [0, R] and [0, iR] towards the Re z-axis

and Im z-axis respectively, and the arc Γ0R of radius R in the upper-right plane. We can
see that DR0 has one simple pole at z = eiπ/4 . Calculating the residue, we have

 2 
z iπ/4 πi
2πi Res 4 ,e = √ (1 − i)
z +1 2 2

Im z

R
Γ0R
0
DR
×

Re z
R

We see that Z Z R Z Z 0
= + + , (8.1)
0
∂DR 0 Γ0R iR

30
Answers The Residue Calculus

and
R2 πR
Z
≤ → 0.
Γ0R R4 − 1 2
Change of variable z = iw gives
Z 0 R
z2 w2
Z
dz = i dw
iR z4 + 1 0 w4 + 1
Hence, as R → ∞, (8.1) gives
Z ∞
πi x2
(L.H.S) = √ (1 − i) = (1 + i) dx = (R.H.S)
2 2 0 x4 +1
Z ∞
x2 π
=⇒ dx = √ .
0 x4 + 1 2 2

Z ∞Finally, we also can use change of variable directly from the previous exercise. Since
dx π
4
= √ , using the change of variable x = 1/z, we have dx = − z12 dz, and so
0 x +1 2 2
Z ∞ Z 0 Z ∞
z2
 
dx 1 1 π
4
= 4
· − 2
dz = 4
dz = √
0 x +1 ∞ (1/z) + 1 z 0 z +1 2 2
as desired.
Z ∞
x π
Q6. Show that dx = − .
−∞ (x2 + 2x + 2)(x2 + 4) 10

Proof. We see that the given function has a simple pole at z = −1 + i and z = 2i. Thus,
z
if we let f (z) := (z 2 +2z+2)(z 2 +4) , the residue gives

Z
f (z)dz = 2πi (Res[f (z), −1 + i] + Res[f (z), 2i])
∂DR
 
1 − 3i −2i − 1 π
= 2πi + = .
20 20 10
as desired.

Q7. Show that

∞
π −a/√2
Z  
cos(ax) a a
dx = √ e cos √ + sin √ , a > 0.
−∞ x4 + 1 2 2 2

Proof. Letting f (z) :=
and z = e3iπ/4 . Thus,
Z
∂DR
and the result follows.
eiaz
z 4 +1
, we see that the given function has a simple pole at z = eiπ/4
f (z)dz = 2πi(Res[f (z), eiπ/4 ] + Res[f (z), e3iπ/4 ])
√
 
π a a
= √ e−a/ 2 sin √ + cos √
2 2 2

31
Answers The Residue Calculus

Z ∞
cos x π
Q8. Show that dx = .
−∞ (1 + x2 )2 e

eiz
Proof. Letting f (z) := (1+z 2 )2
, we see that the given function has a double pole at z = i.
Thus,
eiz eiz e−1
Z  
π
2 2
dz = 2πi Res 2 2
, i = 2πi · =
∂DR (1 + z ) (1 + z ) 2i e
and the desired result follows.

32
Answers The Residue Calculus

Exercise 3
Q1. Show using residue theory that
Z 2π  
cos θ 2
dθ = 2π 1 − √ .
0 2 + cos θ 3
Proof. We first observe that
Z 2π Z 2π   Z 2π
cos θ 2 2
dθ = 1− dθ = 2π − dθ
0 2 + cos θ 0 2 + cos θ 0 2 + cos θ
Now we let z := eiθ , then it follows that dθ = dz iz , so that
Z 2π I I
2 2 dz 4 dz
dθ = 1 = 2
0 2 + cos θ |z|=1 2 + 2 (z + 1/z) iz i |z|=1 z + 4z + 1
√
Now we solve the √quadratic equation z 2 + 4z + 1 = 0. We then have z = −2 ± 3. Since
|z| ≤ 1, z = −2 + 3. Thus, the integral gives
√
I  
4 dz 4 1
= · 2πi Res 2 , −2 + 3
i |z|=1 z 2 + 4z + 1 i z + 4z + 1
 
1  4π
= 8π √ =√
2z + 4 z=−2+ 3

3
Thus, the given integral gives
 
4π 2
2π − √ = 2π 1 − √
3 3
as desired.

We can also directly integrate from the given integral.

Z 2π 1
2 (z + 1/z) dz z2 + 1
I I
cos θ 1
dθ = 1 = dz
0 2 + cos θ |z|=1 2 + 2 (z + 1/z) iz i |z|=1 z(z 2 + 4z + 1)
z2 + 1 z2 + 1 √
    
= 2π Res , 0 + Res , −2 + 3
z(z 2 + 4z + 1) z(z 2 + 4z + 1)
 
2
= 2π 1 − √ .
3

Q2. Show using residue theory that

Z 2π
dθ 2π
=√ , a > b > 0.
0 a + b sin θ a − b2
2

Proof. Now we let z := eiθ , so that dθ = dz iz . Thus,

Z 2π I I
dθ 1 dz dz
= 1 = 2 2
0 a + b sin θ |z|=1 a + b · 2i (z − 1/z) iz |z|=1 bz + 2aiz − b
1  2π
= 2 · 2πi ·  −ai+√a2 −b2 i = √ 2 .

2bz + 2ai z= b a − b2

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Answers The Residue Calculus

Q3. Show using residue theory that

Z π
sin2 θ p
dθ = π[a − a2 − 1], a > 1.
0 a + cos θ

Proof. Observe that

π π
sin2 θ sin2 θ
Z Z
1
dθ = dθ
0 a + cos θ 2 −π a + cos θ
Now the integral on the right-hand side gives
1 π sin2 θ − 41 (z − 1/z)2 dz z 4 − 2z 2 + 1
Z I I
1 1
dθ = = − dz
2 −π a + cos θ 2 |z|=1 a + 12 (z + 1/z) iz 4i |z|=1 z 2 (z 2 + 2az + 1)
z 4 − 2z 2 + 1
 
1 
= − · 2πi Res 2 2
4i z (z + 2az + 1), 0
z − 2z 2 + 1
4
 
+ Res √
z 2 (z 2 + 2az + 1), −a + a2 − 1
π p p
= − (−2a + 2 a2 − 1) = π(a − a2 − 1).
2

Q4. Show using residue theory that

Z π
dθ √
= π 2.
−π 1 + sin2 θ

Proof. We can see that

Z π I I
dθ 1 dz 4 z
2 = 1 2 iz
= − 4 − 6z 2 + 1
dz
−π 1 + sin θ |z=1| 1 − 4 (z − 1/z) i |z|=1 z
√
   
4 z 1
= − · 2πi Res 4 2
= −8π · − √ = π 2.
i z − 6z + 1 4 2

Q5. Show using residue theory that

Z π
1 − r2 dθ
2
= 1, 0 ≤ r < 1.
−π 1 − 2r cos θ + r 2π
Remark. The integrand is the Poisson kernel.

Proof. We can see that

Z π
1 − r2 1 − r2
I
dθ dz
2
= 1
−π 1 − 2r cos θ + r 2π |z|=1
2
1 − 2r · 2 (z + 1/z) + r iz
r2 − 1
I
1
= 2 2
dz
2πi |z|=1 rz − (r + 1) + r
1 r2 − 1 
= · 2πi · = 1.

2πi 2zr − (r2 + 1) z=r


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Answers The Residue Calculus

Q6. By expanding both sides of the identity

Z 2π
1 dθ 1
=√
2π 0 w + cos θ w2 − 1
in a power series at ∞, show that
Z 2π
1 (2k)!
cos2k θdθ = 2k , k ≥ 0.
2π 0 2 (k!)2

Hint. The arcsin function is expanded as

∞
X (2n)! 1
arcsin x = · x2n+1
4n (n!)2 2n + 1
n=0

Proof. Using the methods above we have

Z 2π I
1 dθ 1 1 dz
= 1
2π 0 w + cos θ 2π |z|=1 w + 2 (z + 1/z) iz
I
1 dz
=
πi |z|=1 z 2 + 2wz + 1
1 1  1
= · 2πi =√

√
πi 2z + 2w −w+ w −1
 2
2
w −1
Now since
∞ 
cos θ n

1 1 1 1 X
= = −
w + cos θ w 1 − (− cos
w )
θ w w
n=0
so that uniform convergence implies
∞ 
cos θ n
Z 2π Z 2π X 
1 dθ 1 1
= − dθ
2π 0 w + cos θ 2π 0 w n
n=0
∞  (8.2)
1 n 2π
 Z
1 X
= − cosn θdθ
2πw w 0n=0

To expand the right-hand side at ∞, we first let w := 1/z, and expand z at 0. We have
1 z
p =√
2
(1/z) − 1 1 − z2
Also, since the right hand side is z(arcsin z)0 , we have
∞
z X (2n)!
√ = z(arcsin z)0 = z 2n+1
1 − z2 (2n n!)2
n=0

Hence
∞
1 X (2n)! 1
√ = 2n 2 2n+1
(8.3)
w2 − 1 2 (n!) w
n=0
Now we compare the coefficients of (8.2) and (8.3) and obtain
Z 2π
1 (2k)!
cos2k θdθ = 2k .
2π 0 2 (k!)2

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Answers The Residue Calculus

Exercise 4
Q1. By integrating around the keyhole contour, show that
Z ∞ −a
x π
dx = , 0 < a < 1.
0 1+x sin(πa)

z −a
Proof. Let f (z) := 1+z and draw the keyhole contour D with z = −1 as an isolated
singularity. Then we have

x−a
Z
dx = 2πi(−1)−a = 2πie−iπa
∂D 1 + x

Let ΓR and γε be the outer and the inner arc of the contour. Then we have
Z Z R Z Z ε Z
2iπ
f= f+ f+ f (e z) + f.
∂D ε ΓR R γε

Using the ML-inequality, we have

z −a R−a
Z
dz ≤ · 2πR ∼ R−a −−−−→ 0
ΓR 1 + z R − 1 R→∞

z −a ε−a
Z
dz ≤ · 2πε ∼ ε1−a −−−→ 0
γε 1+z 1−ε ε→0

and
ε R
(e2iπ z)−a R
z −a
Z Z Z
2iπ
f (e z) = − dz = −e2iπa dz
R ε 1 + (e2iπ z) ε 1+z
Thus, as R → ∞ and ε → 0, we have
Z ∞ −a
z −a
Z
−iπa −2πia x
2πie = dz = (1 − e ) dx
∂D 1 + z 0 1+x
Z ∞ −a
x 2πi π
=⇒ dx = iπa −iπa
= .
0 1 + x e − e sin(πa)
as desired.

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Answers The Residue Calculus

Q2. By integrating around the boundary of a pie-slice domain of aperture 2π/b, show that
Z ∞
dx π
b
= , b > 1.
0 1+x b sin(π/b)

Remark. Check the result by changing variable and comparing with Exercise 1.

1
Proof. Let f (z) := 1+z b
and draw the aperture 2π/b.

ΓR
×

γε

We can see that

Z Z R Z Z εe2πi/b Z
f= f+ f+ f+ f.
∂D ε ΓR Re2πi/b γε

Since we have Z  
1 πi/b 2πi πi/b
f = 2πi Res b
,e =− e
∂D 1+z b
and ML-inequality implies
2π 2π
b ·R b ·ε
Z Z
dx dx
b
≤ ∼ R1−b −−−−→ 0, ≤ ∼ ε −−−→ 0.
ΓR 1+x Rb − 1 R→∞ γε 1+x b 1 − εb ε→0

Since
εe2πi/b ε
e2πi/b
Z Z
f= dw,
Re2πi/b R 1 + wb
it follows that
Z ∞ Z ∞
2πi πi/b dx dx π
− e = (1 − e2πi/b ) =⇒ = .
b 0 1 + xb 0 1+x b b sin(π/b)

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Answers The Residue Calculus

Q3. By integrating around the keyhold contour, show that

Z ∞
log x π 2 cos(πa)
dx = , 0 < a < 1.
0 xa (x + 1) sin2 (πa)
Remark. Check the result by differentiating the identity in Exercise 1.

Proof. Let f (z) := z alog z

(z+1) and integrate around the keyhole contour. If ΓR and γε is the
outer and the inner arc of the keyhole contour, we have
Z Z R Z Z εe2πi Z
f= f+ f+ f+ f
∂D ε ΓR Re2πi γε

Using the ML-inequality, we have

Z 
  log R + 2πi log R
 f  ≤ a · 2πR ∼ 1+a −−−−→ 0

ΓR R (R − 1) R R→∞
Z 
 log ε + 2πi
· 2πε ∼ ε1−a log ε −−−→ 0

 f  ≤ a

γε ε (1 − ε) ε→0

and we also have

Z εe2πi ε R R
log(e2πi z)
Z Z Z 
1 log z 2πi
f (z)dz = · e2πi dz = − 2πia dz +
Re2πi R e2πia z a (z + 1) e ε z a (z + 1) ε z a (z + 1)
Now, the residue theorem gives
Z  
log z log(−1) iπ
f (z)dz = 2πi Res a
, −1 = 2πi a
= 2πi πia
∂D z (z + 1) (−1) e
Hence, as R → ∞ and ε → 0, we have
 Z ∞ Z ∞
πi 1 log x 2πi dx
2πi πia = 1 − 2πia a
dx − 2πia a
e e 0 x (x + 1) e 0 x (x + 1)
Z ∞
log x π 2 cos(πa)
∴ dx =
0 xa (x + 1) sin2 (πa)
where we used the result in exercise 1.

Now we differentiate each sides of the equation

Z ∞ −a
x π
dx = .
0 1+x sin(πa)
Then we have
∞
x−a log(1/x) π 2 cos(πa)
Z
dx = −
0 1+x sin2 (πa)
Z ∞
log x π 2 cos(πa)
=⇒ dx =
0 xa (x + 1) sin2 (πa)
as desired.

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Answers The Residue Calculus

Q4. For fixed m ≥ 2, show by integrating around the keyhold contour that
Z ∞
x−a πa(a + 1) · · · (a + m − 2)
m
dx = , 1 − m < a < 1.
0 (1 + x) (m − 1)! sin(πa)

Remark. The result can be obtained also by integrating the formula in Exercise 1 by parts.

z −a
Proof. Let f (z) := (1+z)m , and we draw a keyhole contour. Then we have
Z Z R Z Z εe2πi Z
f= f+ f+ 2πi
f+ f (8.4)
∂D ε ΓR Re γε

where ΓR and γε is the outer and the inner arc of the contour. Here we have

a(a + 1) · · · (a + m − 2)e−πia
Z
f = 2πi .
∂D (m − 1)!

Using the ML-inequality, we have

R−a ε−a
Z  Z 
∼ R1−a−m −−−−→ 0, ∼ ε1−a −−−→ 0.
   
 f  ≤ 2πR ·  f  ≤ 2πε ·

ΓR (R − 1)m R→∞ 
γε (1 − ε)m ε→0

and
εe2πi ε
e−2πia x−a R
x−a
Z Z Z
f= dx = −e−2πia dx
Re2πi R (1 + x)m ε (1 + x)m
Hence, as R → ∞ and ε → 0, in (8.4), we have
Z ∞
a(a + 1) · · · (a + m − 2)e−πia x−a
2πi = (1 − e−2πia ) dx
(m − 1)! 0 (1 + x)m
Z ∞
x−a πa(a + 1) · · · (a + m − 2)
=⇒ m
dx = .
0 (1 + x) (m − 1)! sin(πa)

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Answers The Residue Calculus

(log z)2
Q5. By integrating a branch of around the keyhole contour, show that
(z + a)(z + b)
∞
(log a)2 − (log b)2
Z
log x
dx = , a, b > 0, a 6= b.
0 (x + a)(x + b) 2(a − b)

Proof. Let ∂D be the path of integration consisting of a straight line above the real axis
[ε, R], the outer arc ΓR , another straight line below the real axis [R, ε], and the inner arc
γε , so that
∂D = [ε, R] ∪ ΓR ∪ [Re2πi , εe2πi ] ∪ γε .
log z (log z)2
Instead of integrating a branch of g(z) := (z+a)(z+b) , we will integrate f (z) := (z+a)(z+b)
on ∂D. This is because if we integrate g(z) on ∂D, we see that
Z Z R Z Z εe2πi Z
g= g+ g+ g+ g.
∂D ε ΓR Re2πi γε
R R
We omit the proof that ΓR g and γε g go to 0 as R → ∞ and ε → 0, and observe that
Z εe2πi Z R
log z + 2πi
g=− dz
Re2πi ε (z + a)(z + b)

hence Z R Z εe2πi Z R
dz
g− g = −2πi
ε Re2πi ε (z + a)(z + b)
and we could not obtain the equation above.
Whence if we use f as the integrator, similarly we have
Z Z R Z Z εe2πi Z
f= f+ f+ f+ f, (8.5)
∂D ε ΓR Re2πi γε

and ML-estimate gives

2 2 2
Z 
 ≤ (log R) + 4π · 2πR ∼ R(log R) −−−−→ 0,
 
 f

ΓR
 (R − a)(R − b) R2 R→∞

 (log ε)2 + 4π 2
Z 
2

≤
f  (a − ε)(b − ε) · 2πε ∼ ε(log ε) − −−→ 0.


γε ε→0

and we have
Z εe2πi R R
(log z + 2πi)2 (log z)2 + 4πi log z − 4π 2
Z Z
f =− dz = − dz,
Re2πi ε (z + a)(z + b) ε (z + a)(z + b)

so that
Z R Z εe2πi Z R Z R
log z dz
f+ f = −4πi dz + 4π 2 .
ε Re2πi ε (z + a)(z + b) ε (z + a)(z + b)

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Answers The Residue Calculus

Now, residue theorem yields that

Z     
log z log z
f = 2πi Res , −a + Res , −b
∂D (z + a)(z + b) (z + a)(z + b)
(log a + πi)2 (log bπi)2
 
= 2πi +
b−a a−b
2 2
(log a) − (log b) + 2πi(log a − log b)
= 2πi .
b−a
Separating the imaginary parts from both sides of the equation (8.5), and taking R → ∞,
ε → 0, we have Z ∞
log x (log b)2 − (log a)2
dx = .
0 (x + a)(x + b) 2(b − a)
Remark. Similary, separating the real part, we obtain
Z ∞
dx log b − log a
=
0 (x + a)(x + b) b−a

Q6. Using residue theory, show that

Z ∞ a
x log x π sin(πa) − aπ 2 cos(πa)
dx = , −1 < a < 1.
0 (1 + x)2 sin2 (πa)

z a log z
Proof. Take f (z) := (1+z)2
and use the usual process. For notable calculation, we have

εe2πi R Z R a Z R
e2πia z a (log z + 2πi) za
Z Z 
2πia z log z
f =− dz = −e dz + 2πi dz ,
Re2πi ε (1 + z)2 ε (1 + z)
2
ε (1 + z)
2

Z  a 
z log z
f = 2πi Res 2
, −1 = −eπia 2πi(πi + 1)
∂D (1 + z)
Hence
∞ ∞
xa log x xa
Z Z
−eπia 2πi(πi + 1) = (1 − e2πia ) dx − e2πia · 2πi dx
0 (1 + x)2 0 (1 + x)2
∞
xa
Z
πa
Since it is given in the section that dx = , we have
0 (1 + x)2 sin(πa)
∞
xa log x π sin(πa) − π 2 a cos(πa)
Z
dx =
0 (1 + x)2 sin2 (πa)

as desired.

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Answers The Residue Calculus

Exercise 5
Q1. Use the keyhole contour indented on the lower edge of the axis at x = 1 to show that
Z ∞
log x 2π 2
dx = , 0 < a < 1.
0 xa (x − 1) 1 − cos(2πa)

log z
Proof. Let f (z) := z a (z−1) and draw the keyhole contour

Im z

ΓR

γδ
• Re z
Cε
1

Then we have the integral

Z Z R Z Z (1+ε)e2πi Z Z δe2πi Z
f= f+ f+ f+ f+ f+ f
∂D δ ΓR Re2πi Cε (1−ε)e2πi γδ

Each integral is given as Z

f = 0,
∂D
Z  p
  (log R)2 − 4π 2 log R
 f  ≤ 2πR a
∼ −−−−→ 0

ΓR
 R (R − 1) Ra R→∞
Z  p
(log δ)2 − 4π 2
∼ δ 1−a log δ −−−→ 0
 
 f  ≤ 2πδ

γδ
 δ a (1 − δ) δ→0
Z  
log z
f = −πi Res a , e2πi = −πi · e−2aπi · 2πi
Cε z (z − 1)
Z (1+ε)e2πi Z δe2πi Z δ Z R
log z + 2πi −2aπi log z + 2πi
f+ f= 2aπi a
dz = −e dz
Re2πi (1−ε)e2πi R e z (z − 1) δ z a (z − 1)

Hence, as R → ∞, δ, ε → 0, we have
Z ∞ Z ∞
−2aπi −2aπi log x dz
0 = −πi · e · 2πi + (1 − e ) a
dx − 2πi · e−2aπi
0 x (x − 1) 0 xa (x − 1)
∞
2π 2
Z
log x
=⇒ dx = .
0 xa (x − 1) 1 − cos(2πa)

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Answers The Residue Calculus

Q2. Show using residue theory that

Z ∞
sin(ax)
2
dx = π(1 − e−a ), a > 0.
−∞ x(x + 1)

eiaz
Proof. Let f (z) := z(z 2 +1)
. We first draw the contour as below:

Im z

ΓR

×i
Cε
Re z
ε R

Then we have Z Z R Z Z εeπi Z

f= f+ f+ f+ f
∂D ε ΓR Reπi Cε

Here we have
eiaz eiaz  e−a
Z  
f = 2πi Res , i = 2πi · = 2πi · = −πie−a ,
z(z 2 + 1) 2z 2 z=i −2

∂D

eiaR
Z 
 
 ≤ πR · 1
 f 2 − 1)
∼ 2 −−−−→ 0

ΓR
 R(R R R→∞

eiaz
Z  
f = −πi Res , 0 = −πi
Cε z(z 2 + 1)
Z εeπi
e−iaz e−iaz
Z ε Z R
f= 2
(−1)dz = − 2
dz
Reπi R −z(z + 1) ε z(z + 1)
Thus,

∞ ∞
eiaz − e−iaz
Z Z
−a π π sin(az)
−πie = −πi + 2
dz =⇒ − e−a = − + dz
0 z(z + 1) 2 2 0 z(z 2 + 1)
Z ∞
sin(ax) π
∴ 2
dx = (1 − e−a )
0 x(x + 1) 2
Since f (x) is an even function on R, the given result follows.

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Answers The Residue Calculus

Q3. Show using residue theory that

Z ∞
sin(ax) 2
2 2 2
dx = , a > 0.
−∞ x(π − a x ) π

eiaz
Proof. Let f (z) := z(π 2 −a2 z 2 )
, and we draw the following contour:

Im z

ΓR

C2 Cε C
1

−π π Re z
a a R

Thus we have Z Z Z Z Z Z
f= f+ f+ f+ f+ f
∂D ΓR C1 C2 Cε l

where l is the path of contour that intersects with the real axis. We calculate each integral
and obtain
eiaR
Z Z 
  1
f = 0,   f  ≤ πR · 2 2 2
∼ 2 −−−−→ 0
∂D ΓR R(R − a π ) R R→∞

eiaz
Z  
π i
f = −πi Res 2
, =−
C1 z(z + 1) a 2π
eiaz
Z  
π i
f = −πi Res 2
,− =−
C2 z(z + 1) a 2π
eiaz
Z  
i
f = −πi Res 2
,0 = −
Cε z(z + 1) π
R R∞
Finally, as R → ∞ and the radius of each arc C1 , C2 , Cε goes to 0, l f → −∞ f .
Therefore,
Z ∞ Z ∞
i i i eiaz eiaz 2i
0=− − − + 2 + 1)
dz =⇒ 2 + 1)
dz =
2π 2π π −∞ z(z −∞ z(z π

Finally, taking only the imaginary part of the integral, we have

Z ∞
sin(ax) 2
2 + 1)
dx =
−∞ x(x π

as desired.

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Answers The Residue Calculus

Q4. Show using residue theory that

∞
1 − cos x
Z
π
2
dx = .
0 x 2

1−eiz
Proof. Let f (z) := z2
. We then draw the contour

Im z

ΓR

Cε
Re z
ε R

The integral around the contour gives

Z Z R Z Z εeπi Z
f= f+ f+ f+ f
∂D ε ΓR Reπi Cε

Compute each integral to have

1 − eiR
Z Z 
  1
f = 0,  f  ≤ πR · 2
∼ → 0.
∂D

ΓR R R

1 − eiz
Z   
iz 
f = −πi · Res , 0 = −πi · (−ie ) = −π
z2

Cε z=0

εeiπ ε
1 − e−iz 1 − e−iz
Z Z Z R
f= (−1)dz = dz.
Reiπ R z2 ε z2
Therefore, as ε → 0 and R → ∞,
Z ∞ Z ∞
2 − (eiz + e−iz ) 1 − cos z
0 = −π + 2
dz = −π + 2 dz
0 z 0 z2
Z ∞
1 − cos x π
=⇒ 2
dx =
0 x 2
as desired.

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Answers The Residue Calculus

Exercise 6
Q1. Integrate 1/(1 − x2 ) directly, using partial fractions, and show that
Z ∞
dx
PV = 0.
0 1 − x2
Show that Z 1 Z ∞
dx dx
= +∞, dx = −∞.
0 1 − x2 1 1 − x2

Proof. Partial fraction gives

 
1 1 1 1
2
= + .
1−x 2 1+x 1−x
Thus,
Z ∞ Z 1−ε Z ∞    
dx 1 1 1
PV = lim + +
0 1 − x2 ε→0 0 1+ε 2 1+x 1−x
   
1  1 + x  1−ε  1 + x  ∞
= lim ln 
  + ln 
 
2 ε→0 1 − x 0 1 − x  1+ε

      
1 2 − ε 2 + ε 1 2 − ε
= lim ln    − ln 
  = lim ln    = 0.
2 ε→0 ε  −ε  2 ε→0 2 + ε
as desired. Now we see
Z 1 Z 1−ε
 
dx dx 1  1 + x  1−ε
= lim = lim ln
1 − x2 ε→0 1 − x2 ε→0 2  1 − x  0

0 0
1
= lim (ln(2 − ε) − ln ε) → +∞,
ε→0 2
∞ Z ∞  
1  1 + x  ∞
Z
dx dx
= lim = lim ln
1 − x2 ε→0 1 − x2 ε→0 2  1 − x  1+ε

1 1+ε
1
= lim (− ln(2 + ε) − ln | − ε|) → −∞
ε→0 2
as desired.

Q2. Obtain the principal value in Exercise 1 by taking imaginary parts of the identity
Z ∞ Z −1−ε Z 0
log |x| + πi log |x| + πi
Z
log x log z
2−1
dx + 2−1
dx + 2−1
dx + 2−1
dz = 0.
0 x −∞ x −1+ε x Cε z
in the previous section and making a change of variable.

Proof. Taking the imaginary parts, we have

Z −1−ε Z 0
π π
2
dx + 2
dx = 0.
−∞ x −1 −1+ε x − 1

Divide by π, make the change of variable z := −x, and letting ε → 0, we have

Z 1+ε Z 0 Z ∞
−dz −dz dx
2−1
+ 2−1
= 0 =⇒ PV 2−1
=0
∞ z 1−ε z 0 x
as desired.

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Answers The Residue Calculus

Q3. By integrating around the boundary of an indented half-disk in the upper half-plane, show
that Z ∞
1 πa
PV 2
dx = − 2 , −∞ < a < ∞.
−∞ (x + 1)(x − a) a +1

1
Proof. Let f (z) := (z 2 +1)(z−a)
and we draw the semicircle contour with a radius of R, and
indented at a.

ΓR
×i
Cε

Thus the integral around the contour is

Z Z R Z Z a−ε Z
f= f+ f+ f+ f,
∂D a+ε ΓR −R Cε

where Z  
1 1  π
f = 2πi · Res , i = 2πi · = ,

2
(z + 1)(z − a) 2z(z − a) z=i i − a

∂D
Z  
1 πi
f = −πi · Res 2
,a = − 2 ,
Cε (z + 1)(z − a) a +1
Z 
 
 ≤ πR · 1 1
 f 2
∼ 2 −−−−→ 0.

ΓR
 (R − 1)(R − a) R R→∞
Hence, Z ∞
π dx πi
= PV 2
− 2
i−a −∞ (x + 1)(x − a) a +1
Z ∞
dx πa
=⇒ PV 2
=− 2
−∞ (x + 1)(x − a) a +1
as desired.

47
Answers The Residue Calculus

Q4. Suppose m ≥ 2 and a1 < a2 < · · · < am . By integrating around the boundary of an
indented half-disk in the upper half-plane, show that
Z ∞
1
PV dx = 0.
−∞ (x − a1 )(x − a2 ) · · · (x − am )

48
Answers The Residue Calculus

Q5. Show that

∞
xa−1
Z
π  πa 
PV dx = − · , 0 < a < b.
0 xb − 1 b b

Q6. By integrating a branch of (log z)/(z b − 1) around an indented sector of aperture 2π/b,
show that for b > 1,
Z ∞ Z ∞
log x π2 1 π
b
dx = 2 2 , PV b
dx = − cot(π/b).
0 x −1 b sin (π/b) 0 x −1 b

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