Singularities, Residues and Evaluation of Real Integrals Part I: Singularities Def. A point z = a is called a singularity of a function f (z) if f is not differentiable at z = a. 3/z (a) f (z) = e Exercise: Apply this test to the above examples. Part II: Residue of f (z) at a Singularity z = a is defined with the help of the Laurent Series of f about a, i.e., if we have Examples 1 a=0 ; f ( z) a= c ( z a) n n (b) f (z) = (z – 1) – 2 ; a = 1 (c) f (z) = tan z; n , then the number c1 is called the Residue of f (z) at z = a . (2 n 1) 2 Notation: “Residue of f (z) at z = a” = Res(f , a). Classification of the Singularity a of f depends on the Laurent Series of f about a, i.e., f ( z) c ( z a) n n n . i) a is called a Removable singularity if cn 0 for all n < 0 Example 2: f (z) = (sin z) /z; a = 0. ii) a is called a Essential singularity if cn 0 for infinitely many n < 0 Example 3 : f (z) = e3/z; a = 0. iii) a is called a Simple Pole if c1 0 and cn 0 for all n < – 1 Example 4: f (z) = (z – 1) – 1 ; a =1. iv) a is called a Pole of Order m if c m 0 and cn 0 for all n < – m . Example 5: f (z) = (z – 1) – 5 ; order 5 for the function f. a =1 is a pole of Zero of Order m A point z = a is called a zero of order m of a function f (z) if f ( j ) (a) 0, j 0,1, , m 1 but f ( m) (a) 0. Example 6: f (z) = (z – 1) 5 ; order 5 for the function f. a =1 is a Zero of Note: If z = a is a zero of order m of a function f (z), then z = a is a pole of order m for 1/ f (z). Test for the Order of a Pole of Rational Functions F(z) = f (z) / g (z) z = a is a pole of order m for F if i. f (a ) 0 . ii. z = a is a zero of order m of f (z). Examples In Examples 1 (a) Res(e3/z , 0) = 3 (b) Res((z – 1) – 2 ,1) = 0 Note: Res((z – 1) – 1 ,1) = 1 Method for Finding Res(f , a) [without Laurent Series] Case 1: If a is a Simple Pole of f , then Res(f , a) = lim( z a ) f ( z ) . z a Example: Res((z –3) (z – 1) – 1 ,1) = – 2 Case 2: If a is a Pole of order m of f , then 1 d m1 Res(f , a) = ( z a) m f ( z ) . lim m 1 z a (m 1)! dz Examples: i. Res( (z – 1) – 2 ,1) = 0 (Check) –1 –2 ii. Res(((z –3) (z – 1) ,1) = – ¼ (Check) iii. Res(((z –3) – 1 (z – 1) – 2 ,3) = ¼ (Check) Note: We can not use this method if a is not a Pole: For example check for Res(e3/z , 0). Part II: Residue Theorem (To Evaluate f ( z )dz where C is a closed path) C Conditions: i. C is a simple path in a simply connected domain D. ii. f (z) is differentiable on and within C except at a finite number of singularities, say a1, a2, ….., an within C. Conclusion: C n f ( z )dz 2 i Re s( f , ai ) i 1 Examples 1. z dz 0 (No singularities within |z|=1/2) 2 1 ( z 1)( z 2) 2 1 2. z dz 2 i 2 i (Re s( f ,1) 2 9 3 ( z 1)( z 2) 2 Part III: Evaluation of Real Integrals A. Type 1: Real Trigonometric Integral 2 I= F (cos ,sin )d 0 Method (Change of variable): C: z ei , 0 2 . Then: d dz z z 1 z z 1 , cos ,sin iz 2 2i i (Note: e cos i sin ) b. Two Important Results: Suppose that i. CR: z Rei , 0 , a semicircular path ii. f (z) = P(z)/Q(z), P & Q are Polynomials. Result I : If degree Q degree P + 2, then f ( z )dz 0 as R . CR Result II :If degree Q degree P + 1, then i z f ( z )e dz 0 as R , where 0 . CR (a useful result related to Fourier Transform) Now use Residue Theorem to solve 1 1 dz I F ( z z 1 ), ( z z 1 ) . 2 2 z C 2 c. Third Important Result: Result III :Suppose that i. f has a simple real pole at z = c . ii. Cr: z c Rei , 0 . d 2 sin Example 1: Evaluate Then 0 Solution: i. Use: (a) z ei , 0 2 . ii. I = C dz z z 1 (b) d ,sin iz 2i 2dz 2dz f ( z )dz 2 z 4iz 1 C ( z a1 )( z a1 ) C Here: a1 (2 3)i; a2 (2 3)i (Only a1 is inside C) 2 iii. C f ( z)dz 2 i Res( f , a1 ) 3 (Answer) 2 1 ( Res( f , a1 ) lim ( z a1 ) ) z a1 ( z a1 )( z a2 ) i 3 B. Important Concepts a. Cauchy Principal Value of f ( x)dx : P. V. R f ( x)dx lim f ( x)dx R R Note 1: If the integral f ( z )dz i Re s( f , c) as r 0 Cr f ( x)dx converges f ( x ) cos x dx Re f ( x)eiax dx d. f ( x) sin x dx Im f ( x)eiax dx 1 e. f ( x) dx f ( x) dx, if f ( x) is even. 2 0 B. Type 2: I= where f =P/Q with degree Q degree P + 2 has finite number of poles in the complex plane: Method: Draw a closed path C = CR+[–R,R] where CR: z Rei , 0 , with large R to enclose the poles ak ‘s of f within C, which are in the upper half of the plane. f ( x)dx lim f ( x)dx . R Then f ( x)dx may diverge ii. lim f ( x)dx exits. 2 i CR x x x x an 0 R R Res( f ,ak ) 0 as R f ( x ) dx as R Example 2: Evaluate f ( x)dx R CR n R dx dx 0. Example: diverges but lim R x x R f ( z )dz k 1 R a1 –R f ( z )dz C R R x a2 R Note 2: It may happen that i. The integral x R a3 x and its value is A then A = P.V. f ( x)dx (x 2 dx 1)2 ( x 2 9) 2 1 2 2 ( z 1) ( z 2 9) ii. Poles of f in the upper half plane: (a) z = i (Double Pole) (b) z = 3 i (Simple Pole) iii. Calculate the Residues: d 1 3 Res( f , i ) lim ( z i) 2 2 2 2 2 z i dz ( z 1) ( z 9) 8 .4i 1 1 Res( f ,3i) lim( z 3i) 2 2 2 2 z i ( z 1) ( z 9) 8 .6i iv. Note that: Solution: i. Here f ( z ) 1) f ( z )dz C 2) R f ( z )dz f ( x)dx …… (*) R CR 7 f ( z)dz 2 i Res( f , i) Res( f ,3i) 8 .6 x sin xdx ( x 1)( x 2 4) 0 Example 3: Evaluate I = Solution: i. Note the integrand is an even function: 1 x sin xdx Therefore, I= 2 . 2 ( x 1)( x 2 4) iii. Here , 1 I = Im f ( x)eix dx 2 z where f ( z ) 2 ( z 1)( z 2 4) iv. Poles of f in the upper half plane: z=i, z = 2i (2 Simple Poles) iii. Calculate the Residues: 2 C 3) (Ans.) Apply Cauchy Residue Theorem to the Left side of (*). Take the limit as R in (*). Then apply Result I to 2nd integral in (*), we get: 7 dx . 2 2 8 .6 ( x 1) 2 ( x 2 9) C. Type 3: I= f ( x)[cos ax or sin ax]dx where f =P/Q (degree Q degree P + 1) has finite number of poles in the complex plane and a > 0 Method: i. According to (c) above, write I as: I = Re or Im f ( x)eiax dx ii. Draw a closed path C = CR+[–R,R] where CR: z Rei , 0 , with large R to enclose all poles ak ‘s of f within C. x x x a2 a1 x –R a3 CR x x x 2 Re s( feiz , i ) lim( z i) z i zeiz e 1 ( z 2 1)( z 2 4) 6 zeiz e 2 Re s( fe , 2i) lim( z 2i) 2 z i ( z 1)( z 2 4) 6 iz iv. Note that: 1) f ( z )eiz dz C CR R f ( z )eiz dz f ( x)eix dx … (*) R 2) Apply Cauchy Residue Theorem to the Left side of (*). Take the limit as R in (*). Then apply Result I to 2nd integral in (*), we get: ix iz iz f ( x)e dx 2 i Res( fe , i ) Res( fe , 2i) e1 e 2 i 2 i e 1 6 3e2 6 4) (Ans.) 1 xeix dx I = Im 2 2 e 1 2 2 ( x 1)( x 4) 6e an 0 R iii. f ( z )e C 2 i n iaz dz f ( z )e dz Res( feiaz ,ak ) k 1 R iaz R CR 0 as R f ( x)eiax dx f ( x ) eiax dx as R iv. Answer: I = Re or Im f ( x)eiax dx n Re or Im 2 i Res( f .eiaz , ak ) k 1 3 D. Type 4: I = z i where f has a simple pole x=c on the real axis and finite number of complex poles : Method: i. Draw a closed path C = CR + [–R, –r] – Cr +[r,R] where CR: z Rei , 0 , with large R to enclose within C all poles ak ‘s of f . ii. Also, draw another path Cr: z c rei , 0 , with small r so that not none of the complex poles of f is enclosed between Cr and the real axis. CR Cr –R C 2 i c– r c c+r R cr f ( z )dz f ( z )dz n Res( f ,ak ) 0 as R k 1 f ( x)dx R CR c 1 1 2 z ( z 4)( z 16) 128(i 1) 1 1 Re s( f , 0) lim z 2 z i z ( z 4)( z 16) 64 1 1 Re s( f , 4) lim z 4 2 z i z ( z 4)( z 16) 128 Re s( f , 4i) lim( z 4i) f ( x)dx f ( x ) dx as r 0, R iv. Note that: 1) C f ( z )dz 4 r1 CR R Cr1 r2 4 r1 Cr2 R … (*) r2 2) Apply Cauchy Residue Theorem to the Left side of (*) and the Results (I) & (III) on the Right side of (*). Then take the limits as R and r 0 in (*), we get: f ( x)dx 2 i Re s( f , i ) i Re s( f , 4) Re s( f , 0) 1 1 1 2 i i 128( i 1) 128 64 128 ************************************* The End R f ( z )dz Cr f ( x)dx c r i Res( f , c ) as r 0 f ( x ) dx as r 0, R c iii. (Ans.) n I = 2 i Re s( f .eiaz , ak ) i Re s( f .eiaz , c) k 1 Example 4: Evaluate I = dx x( x 4)( x 2 16) 1 z ( z 4)( z 2 16) i. Poles of f in the upper half plane: z = 2i (1 Simple Pole) ii. Poles of f on the Real Axis: z = 0, – 4 (2 Simple Poles) Solution: Here, f ( z ) iii. Calculate the Residues: 4