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Residues and Applications in Integration
Residues and Applications in Integration
Madas
RESIDUES
and
INTEGRATION
Created by T. Madas
Created by T. Madas
CALCULATIONS
OF RESIDUES
Created by T. Madas
Created by T. Madas
Question 1
sin z
f (z) ≡ , z ∈ .
z2
res ( z = 0 ) = 1
Question 2
z2 + 2z +1
f ( z) ≡ , z ∈ .
z2 − 2z +1
res ( z = 1) = 4
Created by T. Madas
Created by T. Madas
Question 3
2z +1
f ( z) ≡ 2
, z ∈ .
z −z−2
Question 4
z2 + 4
f ( z) ≡ , z ∈ .
z3 + 2 z 2 + 2 z
Created by T. Madas
Created by T. Madas
Question 5
z2 − 2z
f ( z) ≡ , z ∈ .
( z 2 + 4 ) ( z + 1)2
Find the residue of each of the three poles of f ( z ) .
Created by T. Madas
Created by T. Madas
Question 6
z
f ( z) ≡ 2
, z ∈ .
( 3z 2
− 10i z − 3 )
Find the residue of each of the two poles of f ( z ) .
5 5
res ( z = 3i ) =
256
( 3 )
, res z = 1 i = −
256
Created by T. Madas
Created by T. Madas
Question 7
cot z coth z
f (z) ≡ , z ∈ .
z3
res ( z = 0 ) = − 7
45
Created by T. Madas
Created by T. Madas
Question 8
z6 +1
f ( z) ≡ , z ∈ .
2 z5 − 5z 4 + 2 z3
65 65 21
(
res z = 1 = −
2 )24
, res ( z = 2 ) =
24
, res ( z = 0 ) =
8
Created by T. Madas
Created by T. Madas
Question 9
4
f (z) ≡ , z ∈ .
z 2 (1 − 2i ) + 6 z i − (1 + 2i )
( )
res ( z = 2 − i ) = i , res z = 1 ( 2 − i ) = −i
5
Created by T. Madas
Created by T. Madas
Question 10
z e kz
f ( z) ≡ , z ∈ , k ∈ , k > 0 .
z4 +1
k k
sin sinh .
2 2
proof
Created by T. Madas
Created by T. Madas
REAL
INTEGRALS
Created by T. Madas
Created by T. Madas
UNIT CIRCLE
CONTOUR
Created by T. Madas
Created by T. Madas
Question 1
By integrating a suitable complex function over an appropriate contour find
2π
∫
1
dθ .
0 4cos θ − 5
2π
−
3
Created by T. Madas
Created by T. Madas
Question 2
By integrating a suitable complex function over an appropriate contour find
2π
∫
1
dθ .
0 2 + cos θ
2π
3
Created by T. Madas
Created by T. Madas
Question 3
By integrating a suitable complex function over an appropriate contour find
2π
∫0
cos 6 θ sin 6 θ dθ .
5π
512
Created by T. Madas
Created by T. Madas
Question 4
By integrating a suitable complex function over an appropriate contour find
2π
sin 2 t
∫ 0 5 − 4cos t
dt .
π
4
Created by T. Madas
Created by T. Madas
Question 5
By integrating a suitable complex function over an appropriate contour find
2π
∫
1
2
dθ .
0 ( 5 − 3sin θ )
5π
32
Created by T. Madas
Created by T. Madas
Question 6
2π
∫
1
I= dx .
0 3 − 2cos x + sin x
By integrating a suitable complex function over an appropriate contour find the exact
value of I .
Created by T. Madas
Created by T. Madas
Question 7
2π
∫
cos3 x
I= dx .
0 5 − 4 cos x
By integrating a suitable complex function over an appropriate contour find the exact
value of I .
π
12
Created by T. Madas
Created by T. Madas
SEMI CIRCLE
CONTOUR
Created by T. Madas
Created by T. Madas
Jordan’s Lemma
If α > 0 , then
∫
γR
f ( z ) eiα z dz → 0 as R → ∞ , where γ R (θ ) = R eiθ , for 0 ≤ θ ≤ π .
Proof
Thus
∫ ∫
iα R( cosθ +isin θ )
e iα z
f ( z ) dz =
0
e ( )
f R eiθ i eiθ dθ =
γR
π π
∫ 0
e iα R cosθ
e −α R sin θ
f Re( iθ
) ie iθ
dθ ≤
∫ 0
( )
eiα R cosθ e−α R sin θ f R eiθ i eiθ dθ =
π π
∫ 0
e iα R cosθ
e −α R sin θ
f Re( iθ
)ie iθ
dθ =
∫ 0
(
e−α R sin θ f R eiθ ) dθ ≤
π
π
∫ ∫
2 −α R sin θ π
εR e −α R sin θ dθ = 2ε R e dθ since sin θ is even about 2
0 0
2 sin θ π
≤ ≤ 1 , if 0 < θ ≤
π θ 2
2θ 2θ π
sin θ ≥ ⇒ e− sin θ ≤ e π , if 0 < θ ≤
π 2
Hence
π π π
∫ ∫
2 −α R sin θ 2 − π2 α Rθ π − π2 α Rθ 2
2ε R e dθ ≤ 2ε R e dθ = 2ε R − e =
0 0 2α R 0
0
επ e− π2 α Rθ = επ 1 − e −α R → 0 since as R → ∞ , ε → 0
α π α
2
Created by T. Madas
Created by T. Madas
Question 1
By integrating a suitable complex function over an appropriate contour find
∫
cos x
dx .
−∞ x2 + 1
π
e
Created by T. Madas
Created by T. Madas
Question 2
By integrating a suitable complex function over an appropriate contour find
∫
1
dx .
0 1 + x2
π
2
Created by T. Madas
Created by T. Madas
Question 3
By integrating a suitable complex function over an appropriate contour find
∫(
1
2
dx .
0
x2 + 4 )
π
32
Created by T. Madas
Created by T. Madas
Question 4
By integrating a suitable complex function over an appropriate contour find
∫
1
dx .
0 1 + x4
π 2
4
Created by T. Madas
Created by T. Madas
Question 5
By integrating a suitable complex function over an appropriate contour find
∫
1
2
dx .
−∞
( )( )
x2 + 4 x2 + 1
π
9
Created by T. Madas
Created by T. Madas
Question 6
By integrating a suitable complex function over an appropriate contour find
∫(
1
2
dx .
−∞
x2 + 4 x + 5 )
π
2
Created by T. Madas
Created by T. Madas
Question 7
Given that k > 0 find the exact value of
∞ ∞
∫ ∫
x cos kx x sin kx
2
dx and 2
dx .
−∞ x + 4x + 5 −∞ x + 4x + 5
π π
− e−2 k ( cos k + s sin k ) , e−2 k ( 2cos k − sin k )
2 2
Created by T. Madas
Created by T. Madas
Question 8
By integrating a suitable complex function over an appropriate contour find
∫
cos ax
a) … dx , a > 0 .
0 x 2 + b2
∫
cos ax
b) … dx , a < 0 .
0 x 2 + b2
π e − ab π e ab
, a>0 , ,<0
2b 2b
Created by T. Madas
Created by T. Madas
Question 9
By integrating a suitable complex function over an appropriate contour find
∫
x sin ax
dx , a > 0 .
0 x2 + b2
1 π e− ab
2
Created by T. Madas
Created by T. Madas
Question 10
By integrating a suitable complex function over an appropriate contour find
∫
(1 − x2 ) cosα x dx , α > 0 .
2
0
(1 + x2 )
1 πα e−α
2
Created by T. Madas
Created by T. Madas
Question 11
By integrating a suitable complex function over an appropriate contour find
∫(
cos ax
2
dx , a > 0 .
0
x 2 + b2 )
π e − ab ( ab + 1)
4b3
Created by T. Madas
Created by T. Madas
Question 12
By integrating a suitable complex function over an appropriate contour find
∫
cos x
dx .
0 1 + x6
π 3 3
1 + e cos + 3 sin
6 e 2 2
Created by T. Madas
Created by T. Madas
Question 13
∫
I=
(
ln x 2 + 1 ) dx .
x2 + 1
0
ln ( z + i )
By integrating over a semicircular contour find the exact value of I .
z2 + 1
I = π ln 2
Created by T. Madas
Created by T. Madas
SEMI CIRCLE
CONTOUR
WITH HOLE
Created by T. Madas
Created by T. Madas
Question 1
By integrating a suitable complex function over an appropriate contour show that
∫
sin x π
dx = .
0 x 2
proof
Created by T. Madas
Created by T. Madas
Question 2
By integrating a suitable complex function over an appropriate contour show that
∫
sin x π
dx = (1 − e−a ) .
0 ( 2
x x +a 2
) 2a 2
proof
Created by T. Madas
Created by T. Madas
Question 3
∫
ln x
dx .
0
1 + x4
log z
f (z) = , z ∈ ,
1+ z4
over a semicircular contour with a branch cut starting at the origin and
oriented in some arbitrary direction in the third or fourth quadrant.
∫
1
dx .
0
1 + x4
π2 2 π 2
− ,
16 4
Created by T. Madas
Created by T. Madas
Question 4
∫
( ln x )2 dx .
0
1 + x2
f (z) =
( log z )2 , z ∈ ,
1+ z2
over a semicircular contour with a branch cut starting at the origin and oriented in
some arbitrary direction in the third or fourth quadrant.
π3
8
Created by T. Madas
Created by T. Madas
Question 5
∞
∫
( ln x )2 dx .
0
1 + x4
f (z) =
( log z )2 , z ∈ ,
1+ z4
over a semicircular contour with a branch cut starting at the origin and
oriented in some arbitrary direction in the third or fourth quadrant.
π 2
∫
∞
1
You may assume without proof that dx =
4
4
0
1 + x
∫
ln x
dx .
0
1 + x4
3π 3 2 π2 2
, −
64 16
Created by T. Madas
Created by T. Madas
KEYHOLE
CONTOUR
(Branch Cuts)
Created by T. Madas
Created by T. Madas
Question 1
log z
f ( z) = , z ∈ .
1 + z2
∫
1 π
2
dx = .
1+ x 2
0
proof
Created by T. Madas
Created by T. Madas
Question 2
By integrating a suitable complex function over an appropriate contour show that
∫
x p −1
dx = π cosec ( pπ ) , 0 < p < 1 .
0
1+ x
proof
Created by T. Madas
Created by T. Madas
Question 3
By integrating a suitable complex function over an appropriate contour show that
∫
x p −1 π pπ
2
dx = cosec , 0< p < 2.
0
1+ x 2 2
proof
Created by T. Madas
Created by T. Madas
Question 4
log z
f ( z) = , z ∈ .
( z + 1)( z + 2 )
∫(
1
dx = ln 2 .
x + 1)( x + 2 )
0
proof
Created by T. Madas
Created by T. Madas
Question 5
log z
f ( z) = , z ∈ ,
( z + a )( z + b )
∫(
1 1 a
dx = ln .
x + a )( x + b ) b−a b
0
proof
Created by T. Madas
Created by T. Madas
Question 6
By integrating a suitable complex function over an appropriate contour show that
∫
x π
3
dx = .
1+ x 3
0
proof
Created by T. Madas
Created by T. Madas
Question 7
∫
( ln x )2 dx .
0
1 + x2
An attempt is made to find the value of the above improper integral, by integrating
f (z) =
( ln z )2 , z ∈ ,
1+ z2
over the standard “keyhole” contour with a branch cut taken on the positive x axis.
b) Calculate the value of the two integrals that can be found during this attempt.
∞ ∞
∫ ∫
1 π ln x
2
dx = , dx = 0
0 1+ x 2 0 1 + x2
Created by T. Madas
Created by T. Madas
Question 8
Use a substitution followed by integration of a suitable complex function over an
appropriate contour, to show that
∫ 0
( tan x )α ( )
dx = 1 π sec 1 π a , −1 < α < 1 .
2 2
proof
Created by T. Madas
Created by T. Madas
SPECIAL
CONTOURS
Created by T. Madas
Created by T. Madas
Question 1
By integrating a suitable complex function over an appropriate contour find
∫
1
dx .
0 1 + x3
2π 3
9
Created by T. Madas
Created by T. Madas
Question 2
By integrating a suitable complex function over an appropriate contour show that
∞ ∞
∫ ∫
π
0
( )
cos x 2 dx =
0
( )
sin x 2 dx =
8
.
proof
Created by T. Madas
Created by T. Madas
Question 3
By integrating a suitable complex function over an appropriate contour show that
∫
ln x π ln a
2 2
dx = .
0 a +x 2a
proof
Created by T. Madas
Created by T. Madas
Question 4
By integrating a suitable complex function over an appropriate contour show that
∫−∞
sech x dx = π .
proof
Created by T. Madas
Created by T. Madas
Question 5
It is required to evaluate the integral
∫
2
e− x cos x dx .
0
∞ 2
∫
1 e− 4
1
e
(
− x + 12 i ) dx
2
−∞
2
b) By integrating the complex function f ( z ) = e− z , over a rectangular contour
( )
with vertices at ( − R,0 ) , ( R,0 ) , R, 1 i and − R, 1 i , show that
2 2 ( )
∞
∫
2 − 1
e − x cos x dx = 1 e 4 π .
2
0
∫
2
e − x dx = 1 π .
2
0
proof
Created by T. Madas