Complex Variable, Laplace & Z-Transform Fall 2015-16

WEEK-10
Application of Residue Theorem

Evaluation of Real Definite Integrals by Contour Integrals:

A large number of real definite integrals, whose evaluation by usual methods become sometimes
very tedious, can be easily evaluated by using Cauchy’s Residue theorem. For finding the

integrals we take a suitable complex function f ( z ) and closed curve C, then find the poles or

singularity of the function f ( z ) and calculate residues at those poles only which lie within the
curve C. Then using Cauchy’s residue theorem we have

∮ f ( z)dz=2 πi [ sum of the residues of f ( z) at the poles within C ]

C

We call the curve, a contour and the process of integration along a contour is called contour
integration.
Type: 1

Integration round the unit circle of the type

2π π
∫ f (cosθ ,sinθ )dθ ∫ f (cos θ ,sinθ )dθ
0 or, −π

Where, f (cos θ ,sin θ ) is a rational function of cos θ and sin θ

Convert sin θ and cos θ into z by the following formula:
eiθ −e−iθ
sin θ=
2i
eiθ +e−iθ
cos θ=
2
dz dz
dz=ie iθ dθ ⇒dθ= ⇒ dθ=
Let, z=e ,
iθ
ie iθ iz

Put everything in the original integration and then the integrand is converted into a function of z

Then apply Cauchy Residue theorem to obtain the result.

Complex Variable, Laplace & Z-Transform Fall 2015-16

Example: Using Cauchy Residue theorem evaluate

2π
∫ 5+3dθsin θ
0

Solution:
Y

-1 1 X

Let us consider the unit circle |z|=1 as the contour C.

Then,
dz
|z|=1⇒ z=1. e iθ ⇒dz =ie iθ dθ ⇒ dθ=
iz and

sin θ=
eiθ −e−iθ
2i
⇒ sin θ=
1
2i
1
( )
z − ⇒sin θ=
z
z 2 −1
2 iz
So the integration becomes,
dz
2π
dθ iz
∫ 5+3 sin θ =∮ z 2−1
0 C
5+3 .
2iz
dz
iz
=∮ 2
C 10 iz+3 z −3
2 iz
2π
∫ 5+3dθsin θ = 23 ∮ dz
10
0 C z 2 + iz−1
3
Now for singularity point we have,
Complex Variable, Laplace & Z-Transform Fall 2015-16

2 10
z + iz−1=0 ⇒ z =
3
10
3
i±
2
100 2
9
i +4 −
i √
⇒ z=− and−3 i
3
i
z=−
But only the point 3 lies inside the contour C.
i
z=−
So, residue at the simple pole at 3 is ,

(
Re s z=−
i
3) i
( )
= lim z+ . f ( z )
i
z→−
3
3

⇒ Re s z=− ( i
)= lim z +( ) z +101 iz−1
i
3 z→− i 3
3 ( 3 ) 2

= lim ( z + )
i 1
z→−
i
3
3
( z+ 3i )( z +3 i )
1 3
1 = =
= lim
z→−
i ( z +3 i )
3
−
i
(
+3 i
8i
3 )
Hence, by Cauchy’s Residue theorem (CRT) we have
2π
∫ 5+3dθsin θ = 23 ∮
0 C
2
dz 2 i 2
( 3 π
= . 2 πi . Re s ( z=− = .2 πi. =
3 z +10iz−3 3 3 3 8i 2 )

Prove the following by Cauchy Residue Theorem:

2π
∫ f ( cosθ , sin θ ) dθ
Integration of the form 0 (definite integral)
2π 2π
dθ π
∫ 3+sin =
θ √2
∫ 5+4dθsin θ = 23π
(i) 0 (ii) 0
π 2π
dθ
∫ 2
=√ 2 π ∫ 5−4dθcos θ = 23π
(iii) −π 1+sin θ (iv) 0
Complex Variable, Laplace & Z-Transform Fall 2015-16

2π 2π
∫ dθ 2 = 34√π3 ∫ dθ
2
=
5π
(v) 0 (2+cosθ ) (vi) 0 (5−3 sin θ ) 32

+∞ +∞ f ( x)
f 1( x)
∫ dx ∫ f 1 ( x ) dx
Type: 2(Improper Integral) Infinite real integrals of the form −∞ f 2 ( x ) or, 0 2 where
f 1 ( x ) and f 2 ( x ) are polynomials in x . Such integrals can be reduced to contour integrals, if

(i) f 2 ( x ) has no real roots.

(ii) The degree of f 2 ( x ) is greater than that of f 1 ( x ) by at least two.

Procedure to solve:

To evaluate such integrals we consider the contour integrals

f ( z)
∮ f 1 ( z ) dz C
C 2 where C is the closed contour, consisting the real axis from −R to R and the upper half R

of the circle |z|=R i.e.,

R
f 1 ( z) f 1( x ) f 1 ( z)
∮f dz= ∫ dx+ ∫ dz
C 2 ( z) −R f 2( x ) CR f 2 ( z) …. (1)

Now using CRT we get,

f ( z)
∮ f 1 ( z ) dz =2 πi×(sum of the residue at the poles within C )
C 2

Then (1) becomes,

R
f ( x) f ( z)
∫ f 1( x ) dx+ ∫ f 1( z) dz=2 πi×(sum of the residue at the poles within C )
−R 2 CR 2

R
f 1( x ) f 1( z )
⇒∫ dx =− ∫ dz +2 πi×(sum of the residue at the poles within C )
−R f 2( x ) CR f 2( z ) … (2)

R
f 1( x ) f 1 ( z)
∴ lim ∫ dx=− lim ∫ dz+2 πi×( sum of the residue at the poles within C )
R →∞ −R f 2( x ) R →∞ CR f 2 ( z)
Complex Variable, Laplace & Z-Transform Fall 2015-16

iθ
Now, on the semi circular path CR, |z|=R ⇒ z=Re ,(0≤θ≤π ) ∴ dz=i Reiθ dθ . Then applying
Jordan’s Lemma,

π
f 1( z ) f 1 (Reiθ )
lim ∫ dz= lim ∫ Rie iθ dθ=0
R→∞ CR f 2( z ) R →∞ 0
iθ
f 2 (Re )

Then (2) reduces to

∞ f 1( x)
∴∫ dx= 2 πi×( sum of the residue at the poles within C )
−∞ f 2 ( x )

∞
dx
∫
Example: Evaluate
−∞ ( x 2 +4 )2 by using contour integration.
Solution:

−∞ 0 +∞

dz
∮ 2
We consider C ( z + 4 ) where C is the closed contour consisting of the semi circle CR of radius R
2

together with the part of the real axis –R to +R.i.e.,

R
dz dx dz
∮ 2
=∫ 2
+∫ 2
C ( z + 4)
2
−R (x +4)
2
CR (z +4)
2
……(1)

2
Now the first integral has singularities or pole at ( z + 4 ) =0 i.e. z=±2 i of order 2. But the only pole
2

z =+ 2 i is inside the contour C. So,

Re s(at z =+ 2 i)= lim

1 d
z→2 i 1 ! dz {
( z−2 i )2 .
1
( z−2i ) ( z +2 i )2
2 }
= lim
d
{ 1
z→ 2i dz ( z +2i )
2
= lim
} { −2
z→2 i ( z+ 2i )
3
=
−2
=
}
( 4 i ) 32i
3
1

So by CRT,
Complex Variable, Laplace & Z-Transform Fall 2015-16

dz 1 π
∮ 2
=2 πi× =
32 i 16
C ( z 2 +4 )
So equation (1) becomes

R
dx dz π
∫ 2
+∫ 2
=
16
−R ( x + 4)
2
CR ( z + 4)
2

Letting R→∞ and noting that the second integral in left hand side would become zero. Hence,

R
dx dz π
lim ∫ 2
+ lim ∫ 2
=
R→ ∞ −R ( x 2 +4 ) R →∞ CR ( z 2 +4 ) 16
∞
dx π
⇒∫ 2
+ 0=
−∞ ( x 2 +4 ) 16
∞
dx π
∴∫ 2
=
−∞ ( x 2 +4 ) 16
∞
dx
∫(
Example: Evaluate 0 x 4 +16 ) by using contour integration.

dz
∮(
Solution: We consider C z +16 ) where C is the closed contour consisting of the semi circle CR of
4

radius R together with the part of the real axis –R to +R.i.e.,

R
∮ 4dz = ∫ 4dx + ∫ 4dz
C ( z +16 ) −R ( x +16 ) CR ( z +16 ) ……(1)

Now the first integral has singularities or pole at

z 4 +16=0

⇒ z 4 =−16=16 (cos π +i sin π )

⇒ z 4 =16 [ cos ( 2 nπ + π ) +isin ( 2 nπ + π ) ]

1
∴ z=( 16 ) cos 4
[ 1
4
1
]
(2 nπ + π ) +i sin ( 2nπ + π ) ,n=0 , 1 ,2 , 3
4
Complex Variable, Laplace & Z-Transform Fall 2015-16

When
π
( π
n=0 , z 1=2 cos +i sin =2
4 4
1
√ 2
+i
√
1
2
=√ 2+i √ 2) ( )
n=1 , z 2 =2 cos( 3π
4
+isin
3π
4
1
=2 − +i
1
√2 √2 ) (
=−√ 2+i √ 2 )
n=2 , z 3 =2 cos( 5π
4
+isin
5π
4
1
=2 − −i
1
√ 2 √2 ) (
=−√ 2−i √ 2 )
n=2 , z 4 =2 cos( 7π
4
+i sin
7π
4
=2
1
−i
√ 2 √2
1
) (
=√ 2−i √2 )
i.e. there are four poles, but only two poles at
z 1 and z 2 lie within the contour C. So,

Re s(at z=√ 2+i √ 2)= lim

z → √2+i √2 {( z−√ 2−i √2 ) .
1
( z− √2−i √ 2 ) ( z+ √2−i √ 2 )( z+ √2+i √2 ) ( z− √2+i √2 ) }
= lim
z→ √ 2+i √ 2 {( 1
z + √ 2−i √ 2 ) ( z + √ 2+i √ 2 )( z−√ 2+i √ 2 ) }
=
{ 1
( √ 2+ i √ 2+ √ 2−i √2 ) ( √ 2+i √ 2+ √ 2+i √ 2 ) ( √ 2+ i √ 2−√ 2+i √2 ) }
=
{( √ )( √ √ )( √ ) }
1
2 2 2 2+i2 2 i 2 2

=
{ ( √ √ )}
1
8 i 2 2+i2 2

1 1 1 (−1−i) 1
= = = = (−1−i )
( 16 √ 2i−16 √2 ) 16 √2(i−1 ) 16 √ 2 2 32 √2

Similarly,

Re s(at z=−√ 2+i √ 2 )= lim

z →− √ 2+i √ 2 {( z+ √2−i √ 2 ) .
1
( z−√ 2−i √2 ) ( z + √ 2−i √2 ) ( z + √ 2+i √ 2 ) ( z−√ 2+i √ 2 ) }
1
= ( 1−i )
32 √ 2
Complex Variable, Laplace & Z-Transform Fall 2015-16

So by CRT,

∮
C
dz
( z 4 +16 )
=2
[
πi×
1
32 √ 2
( −1−i ) +
1
32 √ 2
( 1−i
]
) = √2 π
16

So equation (1) becomes

R
=√
dx dz 2π
∫ +∫ 4
−R ( x +16 ) CR ( z +16 ) 16
4

Letting R→∞ and noting that the second integral in left hand side would become zero. Hence,

R
=√
dx dz 2π
lim ∫ + lim ∫
R→ ∞ −R ( x 4 +16 ) R →∞ CR ( z 4 +16 ) 16
∞
⇒∫ 4
dx
+ 0=
√2 π
−∞ ( x +16 ) 16
∞
∴∫ 4
dx
=
√2 π
−∞ ( x +16 ) 16

Exercise need to be solved:

∞ f ( x)
∫ 1
−∞ f ( x )
dx
Integration of the form 2 (improper integral)
∞ ∞
dx dx π
∫ 2
=π ∫ x4 +1 2 √ 2
=
(i)−∞ x +2 x+2 (ii) 0

∞
∞
x2 dx π
∫ 2 2
dx=
π
2
∫ x 4 +26 x 2+25 =60
(iii)−∞ ( x +1 ) (iv) 0
∞ ∞
dx π x 2 dx π
∫ ( 2 )( 2 ) =12 ∫ x 6+1 = 6
0 x +1 x +4 (vi) 0
(v)