Notes Examples PDF
Notes Examples PDF
1 Problem 1
Consider the problem Z ∞
dx
I=
−∞ x2 + 1
If we take the substitution
sec2 θ
Z
2
x = tan θ then dx = sec θdθ, I = dθ
tan2 θ + 1
which leads to Z
I= dθ = π
Next we consider the same problem using complex variables and a contour integration in the
complex plane. We can recall from our earlier introduction to complex variables that if we have
the given integral on a closed contour
I X
f (z)dz = 2πi Res(f (zn ))
C n
C z2+1
at R = ∞ we substitute z = Reiθ and get
iReiθ dθ iReiθ dθ
Z π Z π Z π
Rdθ πR
| lim | ≤ lim | | ≤ lim | | = lim 2 →0
R→∞ 0 R2 e2iθ + 1 R→∞ 0 R2 e2iθ + 1 R→∞ 0
2
R −1 R→∞ R − 1
1
Im
8
R=
x
Re
2 Problem 2
Consider
x2
Z ∞
I= dx
−∞ x4 + 1
Again we replace this with
z2 x2 z2
I Z ∞ Z X
I2 = 4
dz = 4
dx + dz = 2πi Res(f (z = zn )
C z +1 −∞ x +1 C z4+1 n
π π π π
Here the integrand has the following poles, Z = ei 4 , e3i 4 and Z = e−i 4 , e−3i 4 . The contour
remains the same, except that now there are two poles within the contour as given above. Thus,
the solution is
π π
(ei 4 )2 (e3i 4 )2
I2 = 2πi π π π π π π + 2πi π π π π π π =
(ei 4 − e3i 4 )(ei 4 − e−i 4 )(ei 4 − e−3i 4 ) (e3i 4 − ei 4 )(e3i 4 − e−i 4 )(e3i 4 − e−3i 4 )
!
i −i
2πi π
3i π4
√ i π4 −3i π4
+ 3i π π π π √ =
(ei 4 − e )(i 2)(e − e ) (e 4 − e 4 )(e 4 − e−i 4 )(i 2)
i 3i
!!
i 1 1 1
2πi √ i π4 3i π4 i π4 −3i π4
+ 3i π π =
i 2 (e − e ) (e − e ) (e 4 − e−i 4 )
√ π π π π !
2πi (e3i 4 − e−i 4 ) + (ei 4 − e−3i 4 )
π π =
(ei 4 − e3i 4 ) −1 − 1 − 1 − 1
√ √
2πi 2 2isin(3π/4) + 2isin(π/4)
=
1 + i − (−1 + i) −4
2
√ !
2 2i π
iπ =√
−4 2
3 Problem 3: sinx/x
Integration of sin x/x from −∞ to ∞ is an interesting problem
3.1 Method 1
In the first method let us consider
Z ∞ iax Z ∞ Z ∞
e cos(ax) sin(ax)
dx = dx + i dx
−∞ x −∞ x −∞ x
So when Z is real the integral is the imaginary part of the above integral. So if we select a contour
as shown below, then on the real axis, Z = x and if we can find the values of the other integrals we
can find the answer as the imaginary part of the real line integral. Thus, we replace the integral
with
eiaz
Z − iaz
eiaz
Z ∞ iaz
e e eiaz
I Z Z
dz = dz + dz + dz + dz
C z −∞ z C z z CR z
As tends to zero we find that the first and the third part give us the real line integral
Z ∞ iax
e
dx
−∞ x
As for CR integral, using Jordan’s lemma, it goes to zero for a > 0. With regard to C we have
for
eiaz
Z
dz
C z
z = 0 is a simple pole. Thus, one of the theorems says
eiaz
Z
dz = iφC−1 = −iπ
C z
where C−1 is the residue at the pole. φ = −π because we go in the CW direction. Thus we have
eiaz
Z ∞ iax
e
I
dz = dx − iπ = 0
C z −∞ x
since no pole is enclosed. Thus,
Z ∞ iax
e
dx = iπ
−∞ x
Matching real to real etc., we have Z ∞
sinax
dx = π
−∞ x
3
CR
C 3
-R R
z=0
3.2 Method 2
In the second method, we will include the pole within the contour. Thus,
eiaz
Z − iaz
eiaz
Z ∞ iaz
e e eiaz
I Z Z
dz = dz + dz + dz + dz
C z −∞ z CCC z z CR z
Or
eiaz
Z ∞ iaz
e eiaz
I Z
dz = dz + dz = 2πi(ResF (z = 0))
C z −∞ z C CC z
Or Z ∞ iaz
e
dz + iπ = 2πi
−∞ z
Or Z ∞ iaz
e
dz = πi
−∞ z
And the result follows.
3.3 Method 3
e − e−iax e − e−iaz
Z ∞ Z ∞ iax Z ∞ iaz
sin(ax)
dx = dx → dz
−∞ x −∞ 2ix −∞ 2iz
The logic here is this: The first integral (what we want) is exactly equal to the second represen-
tation. We make it into a complex integral (with real limits) such that the complex integral will
equal the two prior integrals when z = x. Hence the complex integral (with real limits) must be a
branch of any contour we choose. Next, since the complex integral is a sum then it has to be split
4
into its components and then each integral has a singularity at z = 0. We must then calculate
the penalty for integrating through the singularity. The first term is
Z ∞ iaz
e
dz
−∞ 2iz
If this is integrated over the same contour
eiaz
Z ∞ iaz
e eiaz
I Z Z
dz = dz + dz +
C 2iz −∞ 2iz C Cw 2iz CR
eiaz
Z ∞ iaz
e eiaz
I Z
dz = dz + dz = 0
C 2iz −∞ 2iz C Cw 2iz
Or
eiaz
Z ∞ iaz
e −iπ
I
dz = dz + =0
C 2iz −∞ 2iz 2i
Or Z ∞ iaz
e π
dz =
−∞ 2iz 2
The second term is Z ∞ −iaz
e
− dz
−∞ 2iz
If this is integrated over the same contour
e−iaz
Z ∞ −iaz
e eiaz
I Z Z
dz = dz + dz + →∞
C 2iz −∞ 2iz C Cw 2iz CR
The CR integral is infinity. So we take the bottom contour and include the pole.
e−iaz
Z ∞ −iaz
e eiaz
I Z
dz = dz + dz = −2πiRes(F (z = 0))
C 2iz −∞ 2iz C Cw 2iz
Or
e−iaz
Z ∞ −iaz
e −π
I
dz = dz + = (−1)2πiRes(F (z = 0))
C 2iz −∞ 2iz 2
Or Z ∞ −iaz
e π
dz = + −π
−∞ 2iz 2
Thus Z ∞ −iaz
e π
− dz = +
−∞ 2iz 2
So
e − e−iaz
Z ∞ iaz Z ∞
sin(ax)
dz = π = dx
−∞ 2iz −∞ x
5
3.4 Method 4
It should be mentioned here that if an integral has to go through a singularity then there is no
choice but to go through it using an contour and see if this is a integrable singularity. There is
no avoiding it by deforming the contour. Avoiding the ’singularity’ by starting with an indented
contour can be done only when the function is analytic in the domain. With a singularity it is
not. However, in this case, there is no singularity in sin(ax)/x to begin with at x = 0. So when
we break it into
e − e−iax e − e−iaz
Z ∞ Z ∞ iax Z ∞ iaz
sin(ax)
dx = dx → dz
−∞ x −∞ 2ix −∞ 2iz
the complex integral is analytic all the way along the real axis. Thus, we can deform the contour
as we want. Hence, we choose an indented contour to begin with. The value of the integral must
be the same. First let us observe that around the origin
eiaz − e−iaz
I
lim dz, withz = iθ , dz = iiθ dθ
→0 2iz
we get
eia(cosθ+isinθ) − e−ia(cosθ+isinθ) iθ
I
lim i dθ = 0
→0 2iiθ
Thus, the function is not singular and has no integral contributions from z = 0. So nothing new
can come integrating through the z = 0 point.
We now choose to deform the already indented path. If we continuously deform the path now
to +∞ then one of the exponents becomes non-analytic at z = ∞. (If the value of a function
becomes infinity then it has a singularity at that point). The singularity can be avoided by
deforming the contour, as long as the resultant integrands acquire finite values else they are
considered to hit a singularity. We will now be forced to break the integrals into two parts. The
first chosen path is indented not going through the z = 0 point since there is no reason to. So
one of the exponents goes to zero as we go to infinity in the upper half. The other exponent is
not analytic and so has to go to −∞. Here it will go through a singularity. So we deform it the
other way.
So for the first integral we have
Z ∞ iaz
e
dz
−∞ 2iz
If this is integrated over the same contour
eiaz
Z ∞ iaz
e eiaz
I Z Z
dz = dz + dz +
C 2iz −∞ 2iz C Cw 2iz CR
We will hold onto the end points, i.e., +∞ and −∞, and continuously deform the contour upwards,
into CR at infinity. The value of this integral by Jordan’s Lemma is zero.
4 Problem 4
Consider Z ∞
cosx − cosa
I= dx, a real
−∞ x2 − a2
6
CR
C 1
3 C 2
3
-R R
This integral is convergent and well defined at x = ±a because the lHospitals rule shows
cosx − cosa −sinx −sina
lim 2 2
= lim =
x→±a x −a x→±a 2x 2a
To convert the problem to complex domain we consider
eiz − cosa
I
J= dZ, a real
C z 2 − a2
where C is the contour in figure 3. Here the original function has no singularity. However,
once we define the complex function it has a singularity and finally we must take the real part
of the answer. So the real argument carries throughout the derivation. Thus, we must stick with
the original real line integral for the complex integrand as one branch of the contour. Because,
only then after taking the real argument, the original integral is available on the real axis (z = x).
Next, no poles are enclosed by C and so
eiz − cosa
I
0 = dZ
C z 2 − a2
!
eiz − cosa
Z −a−1 Z a−2 Z R Z Z Z
= + + + + + dZ (1)
−R −a+1 a+2 C1 C2 CR z 2 − a2
From theorems 4.2.1 and 4.2.2 (Jordans lemma), the integral along CR is zero . From theorem
4.3.1, the integrals around the small arcs become
!
eiz − cosa eiz−cosa πsina
Z
lim dz = −iπ |z=−a =
1 →0 C
1
z 2 − a2 2z 2a
and !
eiz − cosa eiz−cosa πsina
Z
lim dz = −iπ |z=a =
2 →0 C
2
z 2 − a2 2z 2a
Thus as R → ∞ (in the CPV sense)
Z ∞
cosx − cosa πsina
I= dx = −
−∞ x2 − a2 a
and hence by taking the real part,
πsina
I=−
a
7
Discussion: The original integral is not singular at the two denominator zeros. Thus, we could
choose the indented contour for the complex integral provided we choose the complex integrand
as
cos(z) − cosa
Z
J= dZ, a real
C z 2 − a2
which also has no singularity at (z = ±a). In this case we can start with an already indented
contour and proceed like we did for the earlier problem. However, the function could also be
eiz − cosa
Z
J= dZ, a real
C z 2 − a2
where we have to take the real value at every step. However, there is now a singularity on the
real axis and if we must obtain the original integral we must stick to the real axis limits. Thus,
the singularity is unavoidable. We cannot choose an indented contour.
5 Problem 5
Consider Z ∞
xdx
I= dx
0 x3 + 1
We write it as ∞ xdx
zdz zdz zdz
I Z Z Z
J= 3+1
= 3+1
+ 3+1
+
C z 0 x CR z C z3 + 1
For finding the singularities of the integrand we have
z3 + 1 = 0 ⇒
z 3 = e(iπ+i2πk) (2)
(iπ/3+i2πk/3)
z = e , k = 0, 1, 2 (3)
(iπ/3) (iπ) (i5π/3)
z = e ,e ,e (4)
Below we take a closed contour which encloses only the first pole. One can see that the CR
integral goes to zero. Thus,
Z ∞
xdx zdz
Z
J= + = 2πi Res(e(iπ/3) )
0 x3 +1 C z3+1
The residue is
p e(iπ/3)
Res(e(iπ/3) ) = | (iπ/3) =
q 0 z=e 3e(2iπ/3)
Thus Z ∞
xdx zdz 2πi (−iπ/3)
Z
J= + = e
0 +1x3 C +1 3 z3
Let us look at the integral along the straight line contour C.
zdz
Z
C z3+1
Set
z = reiθ , dz = dreiθ
z = 0, r = 0 (5)
z = ∞, r = ∞ (6)
8
CR
x
C
6 Problem 5a
Let us do the same problem using the method of contour deformation. We consider the original
integral I as an integral of a complex integrand.
Z ∞
zdz
I=
0 z3 + 1
where the integral is still on the real axis. Now we deform this straight line ’contour’ as shown
in the figure below. Since we cannot cut across a pole, the contour encircles the pole with two
CR
x
C
opposite going segments. The function is well defined on these segments. Thus we get
I = Ic + Iround−the−pole
9
Ic from the previous method is
Iei4π/3
(mind the sign). Thus,
I(1 − ei4π/3 ) = Iround−the−pole = 2πi Res(e(iπ/3) )
This gives the same answer as before.
7 Problem 6
Consider Z ∞ 2
x dx
I=
0 x6 + 1
We replace it with
z 2 dz
I
J=
C z6 + 1
As before the poles are
z6 + 1 = 0 ⇒
z 6 = e(iπ+i2πk) (7)
(iπ/6+i2πk/6)
z = e , k = 0, 1, 2 (8)
(iπ/6) (iπ/2)
z = e ,e .... (9)
We can do this in more than one way. We take the following contour where ’x’ is the location of
C CR
x
10
8 Problem 7
Consider Z ∞ ax
e dx
I= , a<1
−∞ 1 + ex
I az
e dz
J= = I + [extra terms]
C 1 + ez
Z −R+i2π Z R+i2π Z −R+i2π
J =I+ + +
R+2iπ R −R
J = I + term2 + term3 + term4
The poles are at
z = e−iπ+i2πk , k = 0, 1, 2..
See the contour below
X
X i 3π
-R+i 2π i 2π R+i 2π
Xiπ
-R R
8.1 term 2
Z −R+i2π az
e dz
lim
R→∞ R+2iπ 1 + ez
z = t + i2π
dz = dt (10)
z = R + i2π ⇒ t = R (11)
z = −R + i2π ⇒ t = −R (12)
11
8.2 term 3
Z R+i2π az
e dz
lim
R→∞ R 1 + ez
z = R + ip
dz = idp (13)
z = R⇒p=0 (14)
z = R + i2π ⇒ p = 2π (15)
I(−2i)sin(aπ)eiaπ = −2iπeiaπ
Or
π
I=
sin(aπ)
9 Problem 7a
We will do the same problem by the method of deformation of contours. Consider
Z ∞ ax
e dx eaz dz
Z
I= =
−∞ 1 + ex C 1 + ez
Now it is an integral on the complex domain. If we continuously deform the contour the value
of the integral remains the same as long as we do not cut across a pole. Thus, we continuously
deform the contour upward and as we hit a pole we deform the contour round it. The length of the
contour keeps stretching. There will be vertical parts of the contour going in opposite directions
and the poles get encircled in the anti-clockwise direction. We go till infinity upwards and in R.
Thus the CR integral goes to 0.
Thus, we are left with integrations around the poles, i.e., residues only
!
eiaπ e3iaπ e5iaπ
J = 2πi + + + ...
eiπ eiπ eiπ
Or
J = −2πi eiaπ + e3iaπ + e5iaπ + ...
12
X i 5π
CR
X i 3π
X iπ
-R R
Or
eiaπ
J = −2πi
1 − e2iaπ
eiaπ
J = −2πi iaπ −iaπ
e (e − eiaπ )
π
J=
sin(aπ)
10 Problem 8
Consider Z ∞
dx
I= √
0 x(1 + x2 )
on a key hole contour given below
CR
Cε
Real axis
13
Thus, we are left with Z ∞ Z
J= + = upper + Lower Branch
∞
z = reiθ
dz = dreiθ (18)
!
dreiθ dreiθ
Z r Z 0
J = lim √ |θ=0 + √ iθ/2 |θ=2π (19)
r→∞ 0 reiθ/2 (1 + r2 e2iθ ) r re (1 + r2 e2iθ )
Z r Z 0
dr dr
J = lim √ |θ=0 + √
r→∞ 0 r(1 + r2 ) r re (1 + r2 )
iπ
Z r
dr
J = lim 2 √ = 2πiRes(i, −i)
r→∞ 0 r(1 + r2 )
The residues at i, −i.
1 1
√ |z=i + √ |z=−i
z(z + i) z(z − i)
1 1
√ |z=eiπ/2 + √ | i3π/2
z(z + i) z(z − i) z=e
1 1
+
eiπ/4 2i ei3π/4 (−2i)
1 1 1
2I = + 2πi
eiπ/4 e−iπ/4
2i
1
2I = 2cos(π/4)2πi
2i
π
I = cos(π/4)π = √
2
11 Problem 9
Consider the integral
Z 1 √
1 − x2
I=
−1 1 + x2
We replace this with the contour integral
√
z2 − 1
I
J=
C 1 + z2
Using polar coordinates
√
(z 2 − 1)1/2 = ρ1 ρ2 ei(φ1 +φ2 )/2 , 0 ≤ φ1 , φ2 < 2π
where
√
(z − 1)1/2 = ρ1 eiφ1 /2 , ρ1 = |z − 1|
√
(z + 1)1/2 = ρ2 eiφ2 /2 , ρ2 = |z + 1| (20)
14
with this choice of the branch we find
√
x2 − 1 1<x<∞
−√x2 − 1
− ∞ < x < −1
(z 2 − 1)1/2 = √
1 − x2
i √ − 1 < x < 1, y → 0+
− 1 < x < 1, y → 0−
−i 1 − x2
(z 2 − 1)1/2
Z Z
+ dz = 0
L0 Li 1 + z2
z=i CR
Ce1 Ce2
z=-1 z=1
z=-i
r2=|z+1|
r1=|z-1|
t1 t2
z=-1 z=1
because L0 and Li are chosen in a region where (z 2 − 1)1/2 is continuous Rand single valued,
and L0 and Li are arbitrarily close to each other. Theorem 4.3.1a shows that Ci → 0 as → 0,
i.e.,
15
The contribution from CR is calculated as follows
(z 2 − 1)1/2 (R2 e2iθ − 1)1/2
Z Z 2π
dz = iReiθ dθ
CR 1 + z2 0 1 + R2 e2iθ
We note that (R2 e2iθ − 1)1/2 ≈ Reiθ as R → ∞ because the chosen branch implies limz→∞ (z 2 −
1)1/2 = z. Hence,
(z 2 − 1)1/2
Z
lim dz = 2πi
R→∞ CR 1 + z2
Calculations of the residues requires computing the correct branch of (z 2 − 1)1/2 .
√ √ i(3π/4+π/4)/2
z2 − 1 2e 1
|z=eiπ/2 = =√
2z 2i 2
√ √ i(5π/4+7π/4)/2
2
z −1 2e 1
|z=ei3π/2 = =√ (23)
2z −2i 2
Taking i → 0, R → ∞ and substituting the above results in the expression for J, we find
Z 1 √ √
1 − x2
2i 2
dx = 2iπ( 2 − 1)
−1 1 + x
Thus √
I = π( 2 − 1)
Theorem 4.3.1b
Suppose f (z) has a simple pole at z = z0 with a residue= C−1 then
Z
lim f (z)dz = iφC−1
→0 C
where φ is the angle subtended by the arc and is taken positive in the anti-clockwise sense.
16
Ce
f
Z0
17