The residue theorem and its applications

The Residue Theorem

1 Theorem. Let f be holomorphic on a domain D except for poles.
Let C be a simple closed curve in D that doesn’t pass through any pole
and that encloses (in the subset of D that lies on the left side of C) a finite
number of poles a1 , a2 , . . . , an of f .
Then
ˆ X
n
f = 2πi Res f.
C z=aj
j=1

Proof. About each of the points aj , we draw a circle, of such a small radius
that the circle centered at aj does not enclose any other pole of f , and the circle
is contained within D. We shall designate this circle by Cj .
Let a denote the initial and terminal point of C.
We draw a polygon L1 from a point on the circle C to a point on C1 .
We draw a polygon L2 from a point on the circle C1 to a point in C2 .
We draw a polygon L3 from a point on the circle C2 to a point in C3 .
We continue in this way,
until we draw a polygon Ln from a point on the circle Cn−1 to a point in Cn .
Finally, we draw a polygon L from a point on the circle Cn to a point in C.

C1
L1
a1 L2 C3 L
L3
a3

C2
a2

1
 L1
a1 L2 L
L3
a3

a2

By Cauchy’s theorem, we get

ˆ ˆ ˆ ˆ
+ + + =0
C −C1 −C2 −C3
ˆ ˆ ˆ ˆ
= + +
C C1 C2 C3
ˆ ˆ ˆ ˆ
1 1 1 1
f = f + f + f
2πi C 2πi C1 2πi C2 2πi C3
ˆ
1
f (z) dz = Res f (z) + Res f (z) + Res f (z)
2πi C z=a1 z=a2 z=a3
ˆ
f (z) dz = 2πi[ Res f (z) + Res f (z) + Res f (z)]
C z=a1 z=a2 z=a3

Limits and estimates of some integrals

1 Lemma (1). Let θ1 , θ2 be real numbers, θ1 < θ2 + 2π,
and let f be a continuous function defined on the angular sector

A := {0} ∪ {reθi ∈ C : θ1 ⩽ θ ⩽ θ2 }.

2
 Let CR be the arc of the circle with center 0 and radius R
comprised by the angles θ1 and θ2 , oriented positively.
If lim zf (z) = 0 on A, then
z→∞
ˆ
lim f (z) dz = 0.
R→+∞ CR

Proof. Let M (R) := sup{|f (Reθi )| : θ1 ⩽ θ ⩽ θ2 }.

By hypothesis, RM (R) → 0 as R → +∞.
From
ˆ
0⩽ f (z) dz ⩽ M (R) · length of CR = M (R)R(θ2 − θ1 ),
CR

we get ˆ
lim f (z) dz = 0.
R→+∞ CR

□
2 Lemma (2). Let θ1 , θ2 be real numbers, θ1 < θ2 + 2π,
and let f be a continuous function defined on the angular sector

A := {0} ∪ {reθi ∈ C : θ1 ⩽ θ ⩽ θ2 }.

Let Cρ be the arc of the circle with center 0 and radius R

comprised by the angles θ1 and θ2 , oriented positively.
If lim zf (z) = 0 on A, then
z→0
ˆ
lim f (z) dz = 0.
ρ→0 Cρ

Proof. Let M (ρ) := sup{|f (ρeθi )| : θ1 ⩽ θ ⩽ θ2 }.

By hypothesis, ρM (ρ) → 0 as ρ → 0.
From
ˆ
0⩽ f (z) dz ⩽ M (ρ) · length of Cρ = M (ρ)ρ(θ2 − θ1 ),
Cρ

we get ˆ
lim f (z) dz = 0.
ρ→0 Cρ

□
ˆ π
3 Lemma (3). For any r > 0, we have e−r sin θ r dθ < π.
0

3
 1 1
Proof. On the interval [0, π], the function sin θ decreases (because its deriva-
2 θ
1
tive is non-positive since θ ⩽ tan θ when 0 ⩽ θ ⩽ π). Therefore
2
sin θ 1
1⩾ ⩾ ,
θ π/2
2
θ ⩽ sin θ,
π
2
e−r sin θ ⩽ e− π rθ

1
for any r > 0 and for any 0 ⩽ θ ⩽ π.
2
2
From e−r sin θ ⩽ e− π rθ , we obtain
ˆ π ˆ π/2
−r sin θ
e r dθ = 2 e−r sin θ r dθ
0 0
ˆ π/2 2
⩽2 e− π rθ r dθ
0
ˆ
π π/2 − 2 rθ 2
=2· e π π r dθ
2 0
ˆ r
=π e−u du
0
ˆ +∞
<π e−u du
0
u=+∞
−u
= −πe
u=0
= π.

□
4 Lemma (4). Let θ1 , θ2 be real numbers, θ1 < θ2 + 2π,
and let f be a continuous function defined on the angular sector

A := {0} ∪ {reθi ∈ C : θ1 ⩽ θ ⩽ θ2 }.

Let CR be the arc of the circle with center 0 and radius R

comprised by the angles θ1 and θ2 , oriented positively.
If lim f (z) = 0 on A, then
z→∞
ˆ
lim f (z) ezi dz = 0.
R→+∞ CR

Proof. Let M (R) := sup{|f (Reθi )| : θ1 ⩽ θ ⩽ θ2 }.

By hypothesis, M (R) → 0 as R → +∞.

4
 We get
ˆ ˆ θ2
0⩽ iz
f (z)e dz = f (Reθi )eiR(cos θ+i sin θ) Reiθ i dθ
CR θ1
ˆ θ2
⩽ f (Reθi )eiR(cos θ+i sin θ) Reiθ i dθ
θ1
ˆθ2
⩽ M (R)e−R sin θ R dθ
θ1
⩽ M (R)π,

so ˆ
lim f (z)eiz dz = 0.
R→+∞ CR

□
5 Lemma (5). Let θ1 , θ2 be real numbers, 0 < θ2 − θ1 ⩽ 2π. Suppose f has a
simple pole at z = a and let Cρ be the circular arc {a + ρeθi ∈ C : θ1 ⩽ θ ⩽ θ2 },
oriented positively.
Then ˆ
θ2 − θ1
lim f (z) dz = 2πi Res f (z).
ρ→0 C
ρ
2π z=a

Proof. Let b be the residue of f at a.

There exists a function h, holomorphic at a, and a sufficiently small r > 0 such
b
that f (z) = + h(z) for all z ∈ B(a, r) \ {a}.
z−a
We have
ˆ ˆ ˆ
dz
f (z) dz = b + h(z) dz for all ρ < r.
Cρ Cρ z − a Cρ

Let M denote the supremum of |h(z)| on B[a, r/2].

The integral of h is bounded above by M (θ2 − θ1 )ρ
if ρ < r/2,
hence it tends to 0 as ρ → 0. Then we get
ˆ ˆ ˆ θ2
dz ρeθi i dθ
lim f (z) dz = b lim = b lim = b(θ2 − θ1 )i.
ρ→0 Cρ ρ→0 Cρ z−a ρ→0 θ1 ρeθi

□
Using the lemmas above,
we can evaluate a large number of integrals.
When the integration interval is given,
we try to find a simple closed curve, whose one part is the given interval of
integration
in such a way that the integrals over the remaining parts
can be estimated or evaluated.

5
 The residue theorem enables us to find the value of integral over the required
interval.
This method will be illustrated in the case of three types of integrals.

ˆ 2π
Integrals of type f (cos θ, sin θ) dθ
0
We assume that f (x, y) is a rational function of x, y.
The substitution z = eθi brings the integral to the form
ˆ  
z + z −1 z − z −1 dz
f , ,
∂B(0,1) 2 2i zi

1 θi 1
since cos θ = (e + e−θi ), sin θ = (eθi − e−θi ) and dz = eθi i dθ = zi dθ.
2 2i
The integral is then equal to 2πi times the sum of the residues of the new
integrand at points inside the unit circle (assuming that the new integrand has no
singularity on the unit circle).
ˆ 2π
dθ
Example. To evaluate , where a ∈ R, a > 1.
0 a + sin θ
We put z = eθi .
z − z −1
Then sin θ = , dz = eθi i dθ = zi dθ, dθ = dz/zi.
2i
Let C be the positively oriented unit circle. We find
ˆ 2π ˆ
dθ 1 dz
= −1 zi
0 a + sin θ C z−z
a+
ˆ 2i
2i 1
= dz
C 2ai + z −
1 zi
ˆ z
2
= dz.
C z + 2aiz − 1
2

ˆ
2
The integrand in dz has two singularities,
C z + 2aiz − 1
2
1 p
[−2ai ± −4a2 + 4],
2
let us call them
p p
z0 = (−a + a2 − 1)i and z1 = (−a − a2 − 1)i.
Since |z0 | < 1 and |z1 | > 1,
we take only the residue at z0 into consideration. We obtain

2 2 1 1
Res = = = √
z=z0 z 2 + 2aiz − 1 2z + 2ai z=z0 z0 + ai ( a2 − 1)i

6
and ˆ 2π
dθ 1 2π
= 2πi √ =√ .
0 a + sin θ ( a − 1)i
2 a2 − 1

ˆ +∞
Integrals of type f (x) dx
−∞

Let f (x) be a rational function of x

such that the degree of its denominator is greater than or equal to 2+ the
degree of its numerator.
ˆ +∞
In this case, the integral f (x) dx is equal to
−∞
ˆ R
lim f (x) dx
R→+∞ −R
and zf (z) → 0 as z → ∞. Applying Lemma (1), we deduce that the integral is
equal to 2πi times the sum of the residues of f at points on the upper half plane.
Here we assumed that f has no singularity on the real axis.
If it does have some singularities,
we modify the path as indicated in the figure below.

−R 0 R
When the singularities on the real axis happen to be simple poles,
Lemma (5) states that the integral along the semi-circle is half of 2πi times
the residue.
Example.
ˆ +∞ ˆ
dx 1 +∞ dx
We evaluate = .
0 1 + x6 2 −∞ 1 + x6
Let C be the path consisting of the interval L on the real axis from z = −R to
z = R,
followed by the semi-circle S of radius R whose center is at the origin
that joins z = R to z = −R. The integral of f (z) := 1/(1 + z 6 ) along this
simple closed path is 2πi times the sum of the residues of f at points inside it.

−R 0 R
7
 The singularities of f are poles of order 1 at the points z = e2πik/12 , k odd.
The ones on the upper half-plane are a = eπi/6 , b = eπi/2 , c = e5πi/6 .
The residues are
1 z 1
Res f (z) = 5
= = − a,
z=a 6z z=a 6z 6 z=a 6
1
Res f (z) = − b,
z=b 6
1
Res f (z) = − c.
z=c 6

Hence
ˆ +R ˆ ˆ
f (x) dx + f (z) dz = f (z) ds
−R S C
−1
= 2πi
(a + b + c)
6
1 √ √
= 2πi · (−1) ( 23 + 21 i + i − 23 + 12 i)
6
2π
=
3
ˆ
for R > 1. We take limits as R → +∞. Then f (z) dz → 0 and we get
ˆ +∞ S
2π
f (x) dx = , so
−∞ 3
ˆ +∞
dx π
6
= .
0 1+x 3

ˆ +∞
Integrals of type f (z)eiz dz
−∞
We suppose that f (z) is holomorphic on the upper half-plane except for a finite
number of poles and that f (z) → 0 as z → ∞ through the upper half-plane.
Assume first that f has no singularity on the real axis. Then we can apply
Lemma (4).
The problem is reduced to finding the residues of f on the upper half-plane.
If f has some singularities on the real axis, we will modify the path as indicated
in a figure above. Lemma (5) may be useful in this case.
ˆ +∞ ˆ
cos x 1 +∞ cos x
Example. We find the value of dx = dx.
0 x2 + 1 2 −∞ x2 + 1
The factor cos x suggests that we take ezi/(z 2 + 1) as the integrand.
Put f (z) := 1/(z 2 + 1) and let C be the same path as in our earlier example.

8
 −R 0 R
We have f (z) → 0 as z → ∞ through the upper half-plane and f (z) has only
one simple pole on the upper half-plane, namely a simple pole at z = i.
We find
ˆ +R ˆ ˆ
1 1 1
2
exi dx + 2
ezi dz = ezi dz
−R x +1 S z +1 C z2 +1
zi
e ezi π
= 2πi × Res = 2πi = ,
z=i z2 + 1 2z z=i e
and taking limits of both sides as R → +∞, we find
ˆ +∞
1 π
2
exi dx + 0 = ,
−∞ x + 1 e
and taking real parts of both sides, we get
ˆ +∞
cos x π
2
dx = ,
−∞ x + 1 e
ˆ +∞
cos x π
2
dx = .
0 x +1 2e

ˆ +∞
sin x
Example. We compute dx.
x
0
+∞ ˆ
sin x
The integrand is an even function and we are led to consider dx,
−∞ x
ˆ +∞ xi
e
which is the imaginary part of dx.
−∞ x
So we set f (z) := 1/z and observe that
f has no poles on the upper half-plane
and f (z) → 0 as z → ∞ through the upper half-plane.
ezi
The singularity z = 0 of prompts us to make a small detour about the
z
origin
by means of a semicircle σ of a small radius ρ whose center is the origin.
We orient σ positively. Then one part of the path of integration is −σ, not σ.

−R 0 R
9
 Thus we have
ˆ −ρ ˆ ˆ +R ˆ
ezi ezi ezi ezi
dz + dz + dz + dz = 0,
−R z −σ z ρ z S z
ˆ +R  zi  ˆ ˆ
e e−zi ezi ezi
− dz + dz = dz,
ρ z z S z σ z

and we let ρ → 0+. By virtue of Lemma (5) we obtain

ˆ ˆ zi
+R
sin x e π−0 ezi
lim 2i dx + dz = 2πi Res
ρ→0 ρ x S z 2π z=0 z
ˆ +R ˆ zi
sin x e
2i dx + dz = πi.
0 x S z

Now we let R → +∞. By Lemma (4), we find

ˆ +∞
sin x π
dx = .
0 x 2

10