Topic 08: Applications of Residues

MA201 Mathematics III

Instructors: MGPP, DCD, AC, ST

IIT Guwahati

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 1 / 40

Topic 08: Learning Outcome

We learn
Evaluating definite integrals of trigonometric functions
Evaluating improper integrals of rational functions
Evaluating improper integrals from Fourier Analysis
Indented Contour Integration
Indentation around a Branch Point
Integration along a Branch Cut (Keyhole Contour Integration)

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 2 / 40

 Applications of Residues

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 3 / 40

 Evaluating the Definite Integrals
Z 2π of the form
F (cos θ, sin θ) dθ
0
We call this form of integrals as Type-I for our reference.
Refer: Brown & Churchill Book, Section 78.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 4 / 40

Type I: Definite Integrals involving sin θ and cos θ (Brown &

Churchill, Section 78, Page 278)

Consider
Z 2π
F (cos θ, sin θ) dθ (1)
0
where F (cos θ, sin θ) is a rational function of cos θ and sin θ with real
coefficients and whose denominator does not vanish on the interval
[0, 2π].
Technique: Let us consider the unit circle |z| = 1 with the
parametrization C : z = eiθ for 0 ≤ θ ≤ 2π. Then, we get

   
1 1 1 1 dz
cos θ = z+ , sin θ = z− , and dθ = .
2 z 2i z iz

Substitute these values in the definite integral (1).

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 5 / 40
Continuation of Previous Slide

By substituting these values in the definite integral (1), the definite

integral is transformed into a contour integral of the form
Z 2π Z
F (cos θ, sin θ) dθ = f (z) dz (2)
0 C

where the integrand

  function  is 
1 1 1 1 1
f (z) = F z+ , z− and
iz 2 z 2i z
C is the unit circle oriented in the anticlockwise direction.
Z
Now evaluate the (transformed) contour integral f (z) dz using
C
Cauchy’s Residue Theorem/ Cauchy-Goursat Theorem.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 6 / 40

Type I: Example
Z 2π
dθ 2π
Show that =√ , where a ∈ R, b ∈ R with
0 a + b cos(θ) a2 − b2
0 < b < a.
Step 1: Transforming the given integral into a contour integral
Let C : |z| = 1 be the unit circle with the parametrization z(θ) = ei θ for
θ ∈ [0, 2π].
Put  
1 1
cos θ = z+ dθ = dz/(iz) .
2 z
Then, we get
Z 2π Z Z
dθ dz/(iz) 2 dz
=   =
0 a + b cos θ C a + b z+(1/z) C i (bz 2 + 2az + b)
2
Z
2 1
= f (z) dz where f (z) =
i C bz 2 + 2az + b

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 7 / 40

Step 2: Finding the singular points of f
Details are worked out on the black board
Step 3: Finding the residues of f at the singular points that lie inside the contour C
Details are worked out on the black board
Step 4: Computing the value of the contour integral
Details are worked out on the black board
Step 5: Computing the value of the given integral
Details are worked out on the black board

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 8 / 40

Other Examples (Type I)
Z 2π
dθ 2π
Show that =√ where a ∈ R with
0 1 + a sin(θ) 1 − a2
−1 < a < 1. See: Brown & Churchill, Section 78, Example on Page 279.
Z 2π
dθ
Show that = π. See: Mathews & Howell, Section 8.3,
0 1 + 3 cos2 (θ)
Worked out Example 8.9.
Z 2π
cos(2θ) dθ
Show that = π/6. See: Mathews & Howell, Section 8.3,
0 5 − 4 cos(θ)
Worked out Example 8.10.
Z π Z π
a dθ a dθ π
Show that = =p ; (a > 0)
0 a2 + sin2 θ 0 a2 2
+ cos θ (1 + a2 )
1
Note: Integration is from 0 to π. Do substitution sin2 (θ) = 2
(1 − cos(2θ)) or
cos2 (θ) = 1
2
(1 + cos(2θ)) and put φ = 2θ.

See: Brown & Churchill, Section 78, Exercises Problems 5 and 6 on Page 280.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 9 / 40

Improper Integrals of Real Functions
Recall from MA101

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 10 / 40

Improper Integrals of Real Functions
In calculus, the improper integral of a continuous function f (x) over the
semi-infinite interval [a, ∞) is defined by
Z ∞ Z R
f (x) dx = lim f (x) dx .
a R→∞ a

When
Z ∞ the limit on the right hand side exists, the improper integral
f (x) dx is said to converge to that limit.
a
If f (x) is continuous for all x ∈ R, its improper integral over (−∞, ∞)
is defined by
Z ∞ Z a Z R2
f (x) dx = lim f (x) dx + lim f (x) dx .
−∞ R1 →−∞ R1 R2 →∞ a

When both of the Zlimit in the above equation exist, we say that the
∞
improper integral f (x) dx converges and its value is equal to the
−∞
sum of those two limits.
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 11 / 40
 Z ∞
Cauchy Principal Value of f (x) dx
−∞

There
Z ∞ is another value associated with the improper integral
f (x) dx, namely, the Cauchy principal value of the improper
−∞ Z ∞
integral f (x) dx, and is given by
−∞

Z ∞ Z R
P.V. f (x) dx = lim f (x) dx
−∞ R→∞ −R

provided this single limit exists.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 12 / 40

 Z ∞
1 If the improper integral f (x) dx converges, then the Cauchy
Z ∞ −∞
principal value P.V. f (x) dx exists. Further,
Z ∞ −∞
Z ∞
f (x) dx = P.V. f (x) dx.
−∞ −∞
Z ∞
2 When the Cauchy principal value P.V. f (x) dx exists, it is not
Z ∞ −∞

always true that f (x) dx converges.

−∞
Z ∞ Z ∞
For example, P.V. x dx exists, but x dx fails to exist.
−∞ −∞
3 If f (x) is an even function on R (That is, f (−x)
Z = f (x) for all ∞
x ∈ R) and if the Cauchy principal value P.V. f (x) dx exists,
Z ∞ Z ∞ −∞

then f (x) dx = P.V. f (x) dx.

−∞ −∞

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 13 / 40

 Evaluating the Improper Integrals
of
Z the form
∞
P.V. f (x) dx
−∞
where f (x) is a rational function satisfying certain conditions.

We call this form of integrals as Type-II for our reference.

Refer: Brown & Churchill Book, Sections 71 and 72.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 14 / 40

Important Theorem

Theorem
Let f (z) be an analytic function on C except for a finite number of
isolated singular points in C \ R.
Let ΓR denote the semi-circle z(t) = Rei t for t ∈ [0, π] in the upper half
plane Im (z) ≥ 0.
If lim zf (z) = 0 then
z→∞
Z 
lim f (z) dz = 0.
R→∞ ΓR

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 15 / 40

Type II: Improper Integrals of Rational Functions
(Brown & Churchill, Sections 71 and 72)

Consider
Z ∞
P.V. f (x) dx (3)
−∞

P (x)
where f (x) = is a rational function such that
Q(x)
1 P (x) and Q(x) are polynomials with real coefficients,
2 Q(x) has no zeros on R,
3 Degree of Q(x) > (1 + Degree of P (x)).
Condition (1) ensures f (x) is real for all x ∈ R.
Condition (2) ensures f (z) has no poles on R.
Condition (3) ensures lim zf (z) = 0.
z→∞
We can evaluate the integral (3) by transforming it into a contour
integral and using the theory of residues.
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 16 / 40
Type II: Example
∞
(x2 − x + 2)
Z
5π
Show that P.V. 4 2
dx = using contour integration
−∞ (x + 10x + 9) 12
method.
Step 1: Writing appropriate Contour Integral, Drawing Contour, etc
Details are worked out on the black board

∞
(x2 − x + 2)
Z Z
P.V. dx = f (z) dz
−∞ (x4 + 10x2 + 9) C
Step 2: Finding the singular points of f
Details are worked out on the black board
Step 3: Finding the residues of f at the singular points that lie inside the contour C
Details are worked out on the black board
Step 4: Computing the value of the contour integral
Details are worked out on the black board
Step 5: Computing the value of the given integral
Details are worked
Instructors: MGPP,out
DCD,on the
AC, ST black board Topic 08: Applications of Residues 17 / 40
Other Examples (Type II)

∞
x2
Z
π
Show that 6
dx = . See: Brown & Churchill, Section 72, Example
0 x +1 6
on Page 254.
Z ∞
dx π
Show that = . See: Mathews & Howell,
−∞ (x2 2
+ 1)(x + 4) 6
Section 8.4, Worked out Example 8.13 and Exercise 8.4.14
Z ∞
dx 3π
Show that 2 3
= . See: Mathews & Howell, Section 8.3,
−∞ (x + 4) 256
Worked out Example 8.14.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 18 / 40

Evaluating the Improper Integrals from
Fourier Analysis
Z ∞
of the form Z ∞
P.V. f (x) sin(mx) dx or P.V. f (x) cos(mx) dx
−∞ −∞
where f (x) is a rational function satisfying certain conditions.

We call this form of integrals as Type-III for our reference.

Refer: Brown & Churchill Book, Sections 73 and 74.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 19 / 40

Jordan’s Lemma

Jordan’s Lemma:
Let f (z) be an analytic function on C except for a finite number of
isolated singular points in C \ R. Let ΓR denote the semi circle |z| = R
in the upper
  =(z) ≥ 0. Let m be a positive real constant.
half plane
If lim max |f (z)| = 0, then
R→∞ |z|=R
Z 
imz
lim e f (z) dz = 0.
R→∞ ΓR

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 20 / 40

If m < 0 in Jordan’s Lemma:

Note:
In Jordan’s
Z lemma under the same hypothesis,
lim eimz f (z) dz = 0 for every real number m < 0,
R→∞ ΓR
if ΓR is the semi circle |z| = R in the lower half plane =(z) ≤ 0.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 21 / 40

Type III: Improper Integrals from Fourier Analysis
(Brown & Churchill, Sections 73 and 74)

Consider
Z ∞ Z ∞
P.V. f (x) sin(mx) dx or P.V. f (x) cos(mx) dx (4)
−∞ −∞
P (x)
where m > 0 and f (x) = is a rational function such that
Q(x)
1 P (x) and Q(x) are polynomials with real coefficients,
2 Q(x) has no zeros on R,
3 Degree of Q(x) > Degree of P (x).
Condition (1) ensures f (x) is real for all x ∈ R.
Condition (2) ensures f (z) has
 no poleson R.
Condition (3) ensures lim max |f (z)| = 0.
R→∞ |z|=R
We can evaluate the integral (4) by transforming it into real/ imaginary
part of a contour integral and using Jordan’s Lemma and residues
theory.
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 22 / 40
Type III: Example
∞
πe−ma
Z
cos(mx) dx
Show that P.V. = where m > 0 and a > 0.
−∞ (x2 + a2 ) a
Step 1: Writing appropriate Contour Integral, Drawing Contour, etc
Details are worked out on the black board

∞
eimx dx
Z Z
P.V. = g(z) dz
−∞ (x2 + a2 ) C
Step 2: Finding the singular points of g
Details are worked out on the black board
Step 3: Finding the residues of g at the singular points that lie inside the contour C
Details are worked out on the black board
Step 4: Computing the value of the contour integral
Details are worked out on the black board
Step 5: Computing the value of the given integral by equating real and imaginary parts on both
sides of the evaluated contour integral Details are worked out on the black board
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 23 / 40
Other Examples (Type III)

Z ∞
cos(3x) 2π
Show that 2 2
dx = 3 . See: Brown & Churchill, Section 73,
−∞ (x + 1) e
Example on Page 260.
Z ∞
x sin(x) π(sin(1) + cos(1))
Show that P.V. dx = . See:
−∞ (x2 + 2x + 2) e
Brown & Churchill, Section 73, Example on Page 263.
Z ∞
x sin(x) dx π
Show that P.V. 2
= 2. See: Mathews & Howell,
−∞ x +4 e
Section 8.5, Worked out Example 8.15.
Z ∞
cos(x) dx π(sin(1) + cos(1))
Show that P.V. 2
= . See: Mathews &
−∞ x +4 4e
Howell, Section 8.5, Worked out Example 8.16.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 24 / 40

 Indented Contour Integration

Evaluating the Improper Integrals of the form

Type II or III
with a finite number of simple poles on the real axis

For our reference, we call this form of integrals as

Type-IV-a: Type II + Simple Poles on R
Type-IV-b: Type III + Simple Poles on R
Refer: Brown & Churchill Book, Section 75.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 25 / 40

 The integrands allowed to have a finite number of simple poles on
R can be evaluated using contour integration with contour does
not pass through these real poles.
If f (z) has a simple pole at z = c on the real line, the contour is
detoured around c by forming, for example, the semi-circle
Cr : |z − c| = r in =(z) ≥ 0 and eventually, we will let
Z r tend to zero.
So, it will be necessary to determine the limit lim f (z) dz.
r→0+ Cr

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 26 / 40

Theorem
If f has a simple pole at z = c and Γr is the circular arc defined by
Γr : z = c + reiθ (θ1 ≤ θ ≤ θ2 ) then
Z
lim f (z) dz = i (θ2 − θ1 ) Res (f, c) .
r→0+ Γr

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 27 / 40

Improper Integrals of Rational Functions with simple
poles on R
Type IV-a: Type II + Real Simple Pole

P (z)
Consider the rational function R(z) = Q(z) where where such that
1 P (z) and Q(z) are polynomials with real coefficients,
2 Q(z) = 0 has a finite number of simple zeros on R,
3 Degree of Q(z) > 1+ Degree of P (z). It ensures that
lim zR(z) = 0.
z→∞
Then, by considering the contour integration with indented contour
(indentation over each simple
Z pole on the real axis), we can find the
∞
Cauchy’s principal value of R(x) dx.
−∞

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 28 / 40

Type-IV-a: Example
Z ∞
√
x π 3
Example: Show that P.V. dx = .
−∞ x3 − 8 6
Step 1: Writing appropriate Contour Integral, Drawing Contour, etc
Details are worked out on the black board
Z ∞ Z
x
P.V. dx = f (z) dz where f (z) = z 3z−8 and C is the
−∞ (x3
− 8) C
indented contour which has indentation over the simple pole at z = 2.
Step 2: Finding the singular points of f
Details are worked out on the black board
Step 3: Finding the residues of f at the simple poles on the real axis
Details are worked out on the black board
Step 4: Finding the residues of f at the singular points that lie inside the contour C
Details are worked out on the black board
Step 5: Computing the value of the contour integral
Details are worked out on the black board
Step 6: Computing the value of the given integral
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 29 / 40
Type IV-a: Summary

P (z)
Theorem: Let f (z) = where P (z) and Q(z) are polynomials with
Q(z)
real coefficients of degree m and n respectively with n ≥ (m + 2). If
f (z) has simple poles at the points t1 , · · · , tk on the real line, then
Z ∞ n k
P (x) X X
P.V. dx = 2π i Res (f, zj ) + π i Res (f, tj )
−∞ Q(x)
j=1 j=1

where z1 , · · · , zn are the poles of f (z) lie in the upper half plane.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 30 / 40

Improper Integrals of cos(mx)R(x) and sin(mx)R(x)
with simple poles on R
Type IV-b: Type III + Real Simple Pole
P (z)
Consider the rational function R(z) = Q(z) where
1 P (z) and Q(z) are polynomials with real coefficients,
2 Q(z) = 0 has simple zeros on R,
3 Degree
 of Q(z) > Degree of P (z). It ensures that
lim max |R(z)| = 0.
R→∞ |z|=R
Then, by considering the contour integration with indented contour, we
Z ∞
can find the Cauchy’s principal value of cos(mx)R(x) dx or
Z ∞ −∞

sin(mx)R(x) dx where m > 0.

−∞

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 31 / 40

Type-IV-b: Example
Z ∞
sin x π
Example: Show that P.V. dx = .
0 x 2
Step 1: Writing appropriate Contour Integral, Drawing Contour, etc
Details are worked out on the black board
Z ∞ Z
sin x iz
P.V. dx = f (z) dz where f (z) = ez and C is the
−∞ x C
indented contour which has indentation over the simple pole at z = 0.
Step 2: Finding the singular points of f
Details are worked out on the black board
Step 3: Finding the residues of f at the simple poles on the real axis
Details are worked out on the black board
Step 4: Finding the residues of f at the singular points that lie inside the contour C
In this case, no singular points of f inside C
Step 5: Computing the value of the contour integral
Details are worked out on the black board
Step 6: Computing the value of the given integral
Instructors:
Details are workedMGPP,out
DCD,on
AC, ST black board
the Topic 08: Applications of Residues 32 / 40
Type IV-b: Summary
Let P (z) and Q(z) be polynomials with real coefficients of degree m
P (z)
and n respectively with n ≥ (m + 1). Let Q(z) have simple poles at the
points t1 , · · · , tk on the real line. If m is a positive real number if
eimz P (z)
f (z) = , then
Q(z)
Z ∞ n k
P (x) cos(mx) X X
P.V. dx = −2π = (Res(f, zj ))−π = (Res(f, tj ))
−∞ Q(x)
j=1 j=1

and
Z ∞ n k
P (x) sin(mx) X X
P.V. dx = 2π < (Res(f, zj )) + π < (Res(f, tj ))
−∞ Q(x)
j=1 j=1

where z1 , · · · , zn are the poles of f (z) lie in the upper half plane.
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 33 / 40
Inverse Laplace Transform using contour integration

The inverse Laplace transform of a function F (s) is given by the

integral
Z σ0 +i∞
−1 1
f (t) = L {F (s)} = F (s)est ds
2πi σ0 −i∞
where σ0 is any suitably chosen large positive constant. The improper
integral is a contour integral taken along the vertical line s = σ0 + iτ
and the semi circle s = σ0 + Reiθ where π2 ≤ θ ≤ 3π 2 and R is
sufficiently large real number in the complex plane s = σ + iτ plane.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 34 / 40

The following theorems describes a method to determine the inverse
Laplace transform of the rational functions using contour integration.
Theorem
P (s)
Let F (s) = where P (s) and Q(s) are polynomials of degree m
Q(s)
and n respectively, and n > m. The inverse Laplace transform F (s) of
f (t) is given by
X
f (t) = L−1 {F (s)} = Res F (s)est , sk

where the sum is taken over all of the residues of the complex function
F (s)est .

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 35 / 40

Example for finding the Inverse Laplace Transform

1
Find the inverse Laplace transform of F (s) = .
s2 +4
The inverse Laplace transform F (s) is given by
 st   st 
e e
f (t) = L−1 {F (s)} = Res , 2i + Res , −2i
s2 + 4 s2 + 4

e2it e−2it e2it − e−2it sin(2t)

= + = =
4i (−4i) 4i 2
 
1 sin(2t)
L−1 2
= .
s +4 2

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 36 / 40

 Indented Contour Integration

Evaluating the Improper Integrals having

Integrand function involved with a Branch of Multiple
Valued Function
Indentation around Branch Point

We call this form of integrals as Type-IV-c for our reference.

Refer: Brown & Churchill Book, Section 76.
Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 37 / 40
Type IV-c: Example

Z ∞
ln x π
Example: Show that dx = (ln(2) − 1).
0 (x2+ 4) 2 32
Details are worked out

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 38 / 40

 Keyhole Contour Integration

Evaluating the Improper Integrals having

Integrand function involved with a Branch of Multiple
Valued Function
Integration along Branch Cut

We call this form of integrals as Type-V for our reference.

Refer: Brown & Churchill Book, Section 77.

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 39 / 40

Type V: Example

∞
x−a
Z
π
Example: Show that dx = where 0 < a < 1.
0 x+1 sin(aπ)
Details are worked out

Instructors: MGPP, DCD, AC, ST Topic 08: Applications of Residues 40 / 40