Lecture 5: Cauchy Principal Value integrals

Vladimir Mangazeev: Vladimir.Mangazeev@anu.edu.au

Department of Theoretical Physics, RSPE

 Cauchy Principal value

As we learnt before many contour integrals can be calculated using residues.

However, there are physical problems where isolated poles are located directly
on the contour of integration. Examples range from CM and optics to QFT.

Example Forced Classical Oscillator

A classical, undamped, driven harmonic oscillator affected by an external force f(t)

A standard technique is to use the Green function G(t,s)

Here the derivative is taken with respect to t, d (t-s) is the delta-function

and s is a constant.
 Cauchy Principal value

Then a solution x(t) in terms of G(t,s) is

Indeed,

We solve the equation by Fourier transform

To write down the equation for , we need to know the Fourier transform of
 Cauchy Principal value

Let us check that

Indeed, the formula above gives a Fourier transform of the delta-function.

 Cauchy Principal value

The integral diverges at . What is the reason ?

The delta-function driving term contains all frequences with the same
amplitude including . Forcing an oscillator at resonance leads to an
indefinite growth of amplitude when there is no friction. So we include a
small friction term to the differential equation for x(t) and G.
 Cauchy Principal value

The equation for a Fourier transform of the Green function takes the form

The solution is

For a small friction, is nearly equal to and

real, whereas each pick up a small imaginary part.

Simple poles are no longer on the real axis and the integral converges
 Cauchy Principal value

If the integration path of an integral goes right through the

pole x0 , we may deform the contour to include or exclude the pole by

including a semicircular detour of infinitesimal radius. The integration
over the semicircle then gives as before
 Cauchy Principal value

Consider the function f(z) with a simple pole at z=x0 integrated over the real axis.

For the clockwise contour contribution to the RHS is ,

for the counterclockwise contour contribution is .
 Cauchy Principal value

So we see that the limit

exists and called the Cauchy principal value.

The Cauchy principal value is a balancing (canceling) singularities
process. If in the vicinity of singularity at z=x0

The symmetric interval relative to x0

provides cancellation of the shaded
areas. The contribution of the
singularity is in the integration about
the semicircle.
 Cauchy Principal value

In general, if a function f(x) has a singularity inside the interval and

is integrable over [a,b] except x0 ,we define

when the limit exists as independently, else the integral diverges.

Example

If this limit does not exist but the limit exists, it is defined
to be the principal value of the integral.
 Cauchy Principal value

Similarly, for infinite integrals

When only the symmetric limit exists, we define the integral as its
principal value

For infinite integrals with several singularities (simple poles only !) on the
real axis we obtain
 Cauchy Principal value

In physical applications like a harmonic oscillator above the singularity may

be located slightly above (below) the real axis. We can deform the contour as

For integrals with such shifted singularities we can write

or in the somewhat symbolic form

This type of formulas are very typical in optics or QFT (propagators of particles)
 Example
Investigate Cauchy principal value of the integral

So for even p the limit does not exist but for odd p>1 it exists. So, Cauchy
principle value is defined for poles of order . For p=1