David Wilkins Functions of a Complex Variable Part8


Course 214
Applications of Cauchy s Residue Theorem
Second Semester 2008
David R. Wilkins
Copyright © David R. Wilkins 1989 2008
Contents
8 Applications of Cauchy s Residue Theorem 81
i
8 Applications of Cauchy s Residue Theorem
Lemma 8.1 Let R be a positive real number, and let f be a continuous
complex-valued function defined everywhere on the semicircle SR, where
SR = {z " C : |z| = R and Im[z] e" 0}.
Suppose that there exists a non-negative real number M(R) such that |f(z)| d"
M(R) for all z " SR. Then


Ä„M(R)

f(z)eisz dz d"

s
ÃR
for all s > 0, where ÃR: [0, Ä„] C is the path with [ÃR] = SR defined such
that ÃR(¸) = Rei¸ for all ¸ " [0, Ä„].
Proof It follows from the definition of the path integral that

Ä„

R
f(z)eisz dz = f(ÃR(¸))eisà (¸)ÃR(¸) d¸
ÃR
0
Ä„

= f(Rei¸)eiRs cos ¸-Rs sin ¸ iRei¸ d¸.
0
Therefore


Ä„


f(z)eisz dz d" R |f(Rei¸)||eiRs cos ¸-Rs sin ¸| d¸

ÃR 0

Ä„
d" RM(R) e-Rs sin ¸ d¸.
0
Now sin ¸ e" 2¸/Ä„ when 0 d" ¸ d" Ä„/2, and therefore
Ä„ Ä„
2 2
-2Rs¸ Ä„
Ä„
e-Rs sin ¸ d¸ d" e d¸ d" .
2Rs
0 0
Also
Ä„
Ä„
2
e-Rs sin ¸ d¸ = e-Rs sin ¸ d¸.
Ä„
0
2
(This follows on making the substitution that replaces ¸ by Ä„ -¸.) Therefore

Ä„
Ä„
e-Rs sin ¸ d¸ d" .
Rs
0
It follows that


Ä„M(R)

f(z)eisz dz d" ,

s
ÃR
as required.
81
Example We shall apply Cauchy s Residue Theorem (Theorem 6.16) and
Lemma 8.1 in order to evaluate

"
eisx
dx
x2 + a2
-"
when s > 0.
Let a be a positive real number, let R be a real number satisfying R > a,
and let ÃR: [0, Ä„] C be the path that sends ¸ " [0, Ä„] to Rei¸. (Thus ÃR(¸)
traverses a semicircle of radius R in the upper half of the complex plane
from R to -R as ¸ increases from 0 to Ä„. Now it follows from the Triangle
Inequality that |z2| d" |z2 + a2| + |a2|, and thus |z2 + a2| e" |z|2 - a2 for all
complex numbers z, and therefore


1 1

d"
z + a2
2
R2 - a2
for all complex numbers z satisfying |z| e" R. It now follows from Lemma 8.1
that

eisz
Ä„

dz d"

z2 + a2 s(R2 - a2)
ÃR
for all real numbers s and R satisfying s > 0 and R > a. Therefore

eisz
lim dz = 0.
R+"
z2 + a2
ÃR
Now the function f has poles at ia and -ia. Moreover

eisz eisz e-sa
lim (z - ia) = lim = ,
zia zia
z2 + a2 z + ia 2ia
eisz
and therefore the meromorphic function that sends z to as a simple
z2 + a2
pole at ia with residue e-sa/2ia. Thus if we apply Cauchy s Residue Theorem
(Theorem 6.16) in order to evaluate the path integral of this function around
the boundary of the set
{z " C : |z| d" R and Im[z] e" 0},
we find that

R
eisx dx eisz e-sa Ä„e-sa
lim dx + lim = 2Ä„i × =
R+" R+"
x2 + a2 z2 + a2 2ia a
-R ÃR
82
when s > 0. If we then take the limit of the left hand side of this identity as
R +", we find that

"
eisx Ä„e-sa
dx = .
x2 + a2 a
-"
when s > 0. This formula does not hold when s d" 0. And indeed, if we take
the complex conjugate of the above identity we find that

"
e-isx Ä„e-sa
dx = .
x2 + a2 a
-"
when s > 0. It follows that

"
eisx Ä„e-|s|a
dx = .
x2 + a2 a
-"
when |s| = 0. This identity also holds when s = 0, though this does not

follow from the above calculations.
Example We can also evaluate the above integral by applying Cauchy s
Residue Theorem to the path integral taken around the boundary of a rect-
angle in the complex plane with vertices at -R, R, R + iM and -R + iM,
where R and M are large positive real numbers.
Let a be a real number, and let R and M be real numbers satisfying
R > a and M > a. The inequality


1 1

d"
z + a2
2
R2 - a2
is satisfied for all complex numbers z for which |z| > a. It follows from this
that


M M

eisz 1 1

dz d" |eis(R-iy)| dy = e-sy dy

z2 + a2 R2 - a2 R2 - a2
[R,R+iM] 0 0
M
d" .
s(R2 - a2)
Similarly


eisz M

dz d" ,

z2 + a2 s(R2 - a2)
[-R,-R+iM]
and


eisz 2Me-sM

dz d" .

z2 + a2 M2 - a2
[-R+iM,R+iM]
83
If we take, for example, M = R in these inequalities, and let R tend to +",
we find that

eisz
lim dz = 0,
R+"
z2 + a2
[R,R+iR]

eisz
lim dz = 0,
R+"
z2 + a2
[-R,-R+iR]

eisz
lim dz = 0.
R+"
z2 + a2
[-R+iR,R+iR]
Also, Cauchy s Residue Theorem ensures that

Ä„e-sa eisz eisz
= dz + dz
a z2 + a2 z2 + a2
[-R,R] [R,R+iR]

eisz eisz
- dz - dz
z2 + a2 z2 + a2
[-R+iR,R+iR] [-R,-R+iR]
when s > 0. It follows that

"
e-isx eisz Ä„e-sa
dx = lim dz =
R+"
x2 + a2 z2 + a2 a
-" [-R,R]
when s > 0.
Example Let Ä… be a real number satisfying 0 < Ä… < 1. We evaluate the
integral

"
xÄ…
dx
x(x + 1)
0
through an application of Cauchy s Residue Theorem. Let
D = C \ {x " R : x d" 0},
so that D is the open set obtained on removing the negative real axis from the
complex plane, let log: D C denote the principal branch of the logarithm
that sends rei¸ to log r + i¸ for all real numbers r and ¸ satisfying r > 0 and
-Ä„ < ¸ < Ä„, and let zÄ… = exp(Ä… log z) for all z " D. Then the function f
zÄ…
that sends z " D\{1} to is a meromorphic function on D. The only
z(z - 1)
pole of this function that lies within the open set D is a simple pole at z = 1
with residue 1. Let R and · be real numbers satisfying R > 1 and 0 < · < 1,
84

and let ¸· " [3Ä„, Ä„] be determined such that -R + i· = R2 + ·2 exp(i¸·).
4
It follows from Cauchy s Residue Theorem (Theorem 6.16) that

f(z) dz - f(z) dz
[-R+i·,-·+i·] Ä…·

- f(z) dz + f(z) dz
[-R-i·,-·-i·] ²R,·
= 2Ä„i,
3
where Ä…·: [-3Ä„, Ä„] C is the path from -· - i· to -· + i· that sends
4 4
"
3
t " [-3Ä„, Ä„] to 2 ·eit, and ²R,·: [-¸·, ¸·] C is the path from -R - i·
4 4

to -R + i· that sends t " [-¸·, ¸·] to R2 + ·2eit. [Thus Ä…·(t) traverses
"
a three-quarters of a circle of radius 2 · about zero in the anti-clockwise
3
direction as t increases from -3Ä„ to Ä„, and ²R,·(t) traverses most of a
4 4

circle of radius R2 + ·2 about zero as t increases from -¸· to ¸·.] Now the
inequality Ä… > 0 ensures that

lim f(z) dz = 0.
·0
Ä…·
Also

lim f(z) dz = f(z) dz,
·0
²R,· ÃR
where ÃR: [-Ä„, Ä„] C is the path that sends t " [-Ä„, Ä„] to Reit. It follows
that


2Ä„i - f(z) dz = lim f(z) dz - f(z) dz
·0+ [-R+i·,-·+i·]
ÃR [-R-i·,-·-i·]


0 0
= lim f(x + i·) dx - f(x - i·) dx
·0+
-R -R

0
= lim (f(x + i·) - f(x - i·)) dx
·0+
-R

R
= lim (f(-x + i·) - f(-x - i·)) dx
·0+
0
Now
(-x + i·)Ä…
lim f(-x + i·) = lim
·0+ ·0+ (-x + i·)(-x - 1 - i·)
lim exp(Ä… log(-x + i·))
·0+
=
x(x + 1)
85
exp(ą(log x + iĄ)) exp(ą log x) exp(iĄą))
= =
x(x + 1) x(x + 1)
xÄ…
= eiĄą .
x(x + 1)
Similarly
lim exp(Ä… log(-x - i·))
·0+
lim f(-x - i·) =
·0+ x(x + 1)
exp(ą(log x - iĄ)) exp(ą log x) exp(-iĄą))
= =
x(x + 1) x(x + 1)
xÄ…
= e-iĄą .
x(x + 1)
It follows that

xÄ…
lim (f(-x + i·) - f(-x - i·)) = eiÄ„Ä… - e-iÄ„Ä…
·0+ x(x + 1)
2ixÄ… sin Ä„Ä…
=
x(x + 1)
Therefore

R
xÄ…
2i sin(Ä„Ä…) dz = 2Ä„i - f(z) dz.
x(x + 1)
0 ÃR
Now the inequality Ä… < 1 ensures that

lim f(z) dz = 0.
R+"
ÃR
It follows that

+" R
xÄ… xÄ… Ä„
dz = lim dz =
R+"
x(x + 1) x(x + 1) sin Ä„Ä…
0 0
when 0 < Ä… < 1.
86


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