Handout Residue Theorem
Handout Residue Theorem
f (z )dz = 2 i
C j =1
z =zj
Res f (z ).
(1)
A proof of this can be found in the lecture notes. This is a very important result and can help us calculate integrals around contours that would be impossible to do using standard single variable calculus. The residue theorem can even be used when integrating along the real line.
z2
z dz. 1
(2)
Here we can see that the two poles of this function are at z = 1, note that both these poles are simple. Only one of these poles, z = 1, is inside the contour, so we need to calculate the residue at this pole Res f (1) = lim (z 1)f (z ) = lim (z 1)
z 1 z 1
z z 1 = lim = . (z 1)(z + 1) z 1 (z + 1) 2
Now using the residue theorem we evaluate I by multiplying the sum of the residues by 2 i to get I=
C1 (1)
z2
z 1 dz = 2 i = i. 1 2
Compare this result to example 2.1 of the Cauchy integral formula handout. You will notice that this theorem is just an extension of the formula.
3.1 Some notation + CR (0) - a semi circle of radius R centred on the origin in the top half of the complex plane, not including the diameter. + {R, R} - The line on the real axis, between but not including, R and R, also the diameter of CR . C + - The closed contour made of lim IC + = It follows that I = IC + IC + (0) . (4) f (z ) dz,
C+ R + CR (0) {R, R} .
IC + (0) = lim
R C + (0) R
f (z ) dz,
I = lim
R {R,R}
f (z ) dz.
(3)
3.2 3 step process The whole process of calculating integrals using residues can be confusing, and some text books show the method in a slightly dierent way to the lecture notes. Here we have split the process down to 3 steps, so you can follow what you are doing and not miss out important results. Step 1 is preliminaries, this involves assigning the real function in the original integral to a complex function on the plane, and also identifying the singularities of this function.
+ (0) converges to 0 as R . This will mean Step 2 is checking that the integral along the contour CR that the integral along the real line (R, R) as R is equal to the integral along the closed contour IC + minus lim IC + (0) . R
R
Step 3 is using the residue theorem to evaluate the integral IC + by calculating the residues at the singularities found in step one that lie above the real axis. 3.3 Example Evaluate I=
x2
dx . +1
Solution Step 1 We dene the complex integral IC + = Identify the singularities (z 2 + 1) = (z z1 )(z z2 ) with z1 = i, z2 = i. f (z )dz, ,
C+
f (z ) =
1 . z2 + 1
Step 2 + On CR (0), |z | = R, so we can use the triangle inequality to get z 2 + 1 = z z 1 z z2 z z1 Thus f (z ) = z2 z z2 = (R 1)2 .
1 1 . +1 (R 1)2
1 R. (R 1)2
Note that as R ,
1 R (R1)2
x2
dx = +1
C+
z2
1 dz. +1
z2
x2
dx = +1
C+
z2
1 i dz = 2 i( ) = . +1 2
And so our nal answer is I = . This result could also have been evaluated by seeing that 3.4 Example Evaluate
1 x2 +1
I=
x2
sin x dx + 2x + 2
(5)
Solution This cannot be calculated using any techniques learnt in rst year (seriously, you can try it). Step 1 We can recognise that sin x is simply the imaginary part of eix
I=
sin x dx = Im 2 x + 2x + 2
e ix dx x2 + 2 x + 2 eiz . z 2 + 2z + 2
f (z ) =
(z 2 + 2z + 2) = (z z1 )(z z2 ) with z1 = 1 + i, z2 = 1 i. | 1 + i| = | 1 i| = 2
Step 2 + We also note that on CR (0), the imaginary part of z , is always greater than 0, so | eiz | = | ey+ix | = | ey || eix | = | ey | 1, and z 2 + 2z + 2 = z z1 z z2 |z | |z1 | |z | |z2 | = (R Thus f (z ) = eiz 1 . 2 z + 2z + 2 (R 2)2
2)2 .
+ Thus, by seeing that a length of CR (0) is R and using the theorem for bounding an integral, we get
f (z )dz
+ CR (0)
1 R. (R 2)2
Note that as R ,
1 R (R 2)2
Step 3 Now we know to use the residue theorem to evaluate the integral as R . To do this we nd the sum of all the residues inside C + , and multiply it by 2 i. Only z1 is inside C + , thus IC + = 2 i lim (z z1 )f (z )
z z1
= 2 i lim (z z1 )
z z1
e iz (z z1 )(z z2 )
= 2 i
eiz1 ei(1+i) = 2 i = ei . e z1 z2 2i
This is the value of the integral of the top half of the plane, in the rst step of this solution we let the real integral I be equal the Imaginary part of the complex integral IC + , so the integral along the real line is I = Im IC + = sin 1. e
4 Key points
The residue theorem is combines results from many theorems you have already seen in this module, try using it with previous examples in problem sheets that you would have used Cauchys Theorem and Cauchys integral formula on. When calculating integrals along the real line, Argand diagrams are a good way of keeping track of which contours you are integrating, and where the singularities lie. This 3 step method is just a guide to help remember the steps of the process, when revising this kind of question you may wish to think of your own steps or way of remembering the process.