Application of Contour Integrals
Application of Contour Integrals
5
Applications of
Contour Integration
chapter outline
5.1 Introduction
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q
5.3 Evaluation of Improper Real Integral of a Rational Function
5.4 Evaluation of Improper Real Integral of a Rational Function Including
Trigonometric Functions
5.5 Evaluation of Improper Integral When Simple Poles Lie on the Real Axis
5.1 introduction
The Cauchy’s residue theorem is very important in the development and applications
of the theory of functions of a complex variable. It is a powerful tool to evaluate
line integrals of analytic functions over closed curves. The residue theorem can be
applied to real definite integrals. These real integrals are evaluated by expressing them
in terms of complex functions over a suitable contour. The process of evaluation of
these integrals is called contour integration.
z = eiq = 1
Ú f ( z ) dz
I=
C
where C is a unit circle z = 1 ||
By Cauchy’s residue theorem,
||
I = 2p i (sum of residues at all poles lying inside the circle z = 1)
Example 1
2p
dq
Evaluate Ú 5 - sin q
using contour integration.
0
Solution
y
2p
dq
(i) Let I = Ú 5 - sin q
0 z = (5 + 2√6 )
Consider the contour C as the unit
||
circle z = 1 (Fig. 5.1).
C
iq dz z2 - 1
Let z = e , dq = , sin q =
iz 2iz z = (5 − 2√6 )i
dz x
O z=1
Ú
(ii) I= iz
Ê z 2 - 1ˆ
C 5-Á ˜
Ë 2iz ¯
2
=Ú 2
dz fig. 5.1
C - z + 10iz + 1
1
= -2 Ú 2
dz ...(1)
C z - 10iz - 1
1
(iii) Let f ( z ) = 2
z - 10 iz - 1
The poles are given by
z 2 - 10iz - 1 = 0
10i ± (-10i )2 + 4
z=
2
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.3
10i ± (-96)
=
2
= 5i ± 2 6i
= (5 ± 2 6 ) i
1
\ f (z) =
È z - (5 + 2 6 )i ˘ È z - (5 - 2 6 )i ˘
Î ˚Î ˚
1
= lim
z Æ ( 5 - 2 6 )i z - (5 + 2 6 )i
1
=
(5 - 2 6i ) - (5 + 2 6 )i
1
=-
4 6i
(vi) By Cauchy’s residue theorem,
dz Ê 1 ˆ
Ú z2 - 10 iz - 1 = 2p i ÁË - 4 6i ˜¯
C
p
=-
2 6
Substituting in Eq. (1),
Ê p ˆ
I = -2 Á -
Ë 2 6 ˜¯
p
=
6
5.4 Chapter 5 Applications of Contour Integration
Example 2
2p
dq
Evaluate Ú 13 + 5 sin q
using contour integration.
0
Solution y
2p
dq
(i) Let I = Ú 13 + 5 sin q
0
C
Consider the contour C as the unit circle z ||
= 1 (Fig. 5.2).
x
O z=1
dz z2 - 1
iq
z = e , dq = , sinq = z =− i
5
iz 2iz
dz ≈
(ii) I = Ú iz z = −5i
Ê z 2 - 1ˆ
C
13 + 5 Á ˜
Ë 2iz ¯ fig. 5.2
dz
= 2Ú …(1)
C 5z 2 + 26iz - 5
1
(iii) Let f ( z ) = 2
5z + 26iz - 5
The poles are given by
- 26i ± (26i )2 - 4(5)(-5)
z=
10
- 26i ± -576
=
10
- 26i ± 24i
=
10
i
= - , - 5i
5
1 È∵ ax 2 + bx + c = a( x - a )( x - b )˘
\ f (z) = Î ˚
Ê i ˆ
5 Á z + ˜ ( z + 5i )
Ë 5¯
i i 1
(iv) For z = - , z = - = < 1
5 5 5
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.5
i
Hence, z = - lies inside C.
5
For z = -5i, z = -5i = 5 > 1
Hence, z = –5i lies outside C.
È i˘ ÈÊ iˆ ˘
(v) Res Í f ( z ); z = - ˙ = lim ÍÁ z + ˜ f ( z )˙
Î 5 ˚ z Æ - i ÎË 5¯ ˚
5
1
= lim
zÆ-
i 5( z + 5i )
5
1
=
Ê i ˆ
5 Á - + 5i˜
Ë 5 ¯
1
=
24i
(vi) By Cauchy’s residue theorem,
Ú f (z) dz = 2p i (sum of residues)
C
dz Ê 1 ˆ
Ú 5z2 + 26iz - 5 = 2p i ÁË 24i ˜¯
C
p
=
12
Substituting in Eq. (1),
Êpˆ
I = 2Á ˜
Ë 12 ¯
p
=
6
Example 3
p
1
Evaluate Ú 17 - 8 cos q dq , by integrating around a unit circle.
0
Solution
2p
1
(i) Let I = Ú 17 - 8 cos q dq
0
5.6 Chapter 5 Applications of Contour Integration
||
Consider the contour C as the unit circle z = 1 (Fig. 5.3).
dz z2 + 1 y
Let z = eiq, dq = , cos q =
iz 2z
1 dz
(ii) I = Ú
Ê z + 1ˆ iz
2 C
C
17 - 8 Á ˜
Ë 2z ¯
1 1
= Ú
≈
dz x
O z= 1 z=1 z=4
i C 17 z - 4 z 2 - 4 4
1 1
=- Ú 2
i C 4 z - 17 z + 4
dz
...(1)
1 fig. 5.3
(iii) Let f ( z ) =
4 z 2 - 17 z + 4
The poles are given by
4 z 2 - 17 z + 4 = 0
17 ± 289 - 64
z=
8
17 ± 225
=
8
17 ± 15
=
8
1
= 4,
4
1 È∵ ax 2 + bx = c = a( x - a )( x - b )˘
\ f (z) = Î ˚
Ê 1ˆ
4( z - 4) Á z - ˜
Ë 4¯
(iv) || ||
For z = 4, z = 4 = 4 > 1
Hence, z = 4 lies outside C.
1 1 1
For z = , z = = <1
4 4 4
1
Hence, z = lies inside C.
4
È 1˘ ÈÊ 1ˆ ˘
(v) Res Í f ( z ); z = ˙ = lim ÍÁË z - ˜¯ f ( z )˙
Î 4 ˚ zÆ 1 Î 4 ˚
4
1
= lim
zÆ
1 4( z - 4)
4
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.7
1
=
Ê1 ˆ
4 Á - 4˜
Ë4 ¯
1
=-
15
(vi) By Cauchy’s residue theorem,
Ú f (z) dz = 2p i (sum of residues)
C
1 Ê 1ˆ
Ú 4 z2 - 17z + 4 dz = 2p i ÁË - 15 ˜¯
C
2p i
=-
15
Substituting in Eq. (1),
1 Ê 2p i ˆ
I = - Á- ˜
i Ë 15 ¯
2p
=
15
2p
1 2p
Ú 17 - 8 cos q dq = 15
0
p
1 2p È 2a a ˘
2Ú dq = Í∵ Ú f ( x ) dx = 2 Ú f ( x ) dx if f (2 a - x ) = f ( x )˙
0
17 - 8 cos q 15 ÍÎ 0 0 ˙˚
p
1 p
Ú 17 - 8 cos q dq = 15
0
Example 4
2p
dq
Evaluate Ú 2 + cos q
using contour integration.
0
Solution
2p
dq
(i) Let I = Ú 2 + cos q
0
y
dz
Ú
iz
(ii) I =
z2 + 1
C 2+
2z C
2 dz
= Ú
i C 4z + z2 + 1 x
z = 0.27 z=1 z = 3.73
2 dz
= Ú 2
i C z + 4z + 1
…(1)
1
(iii) Let f ( z ) = 2
z + 4z + 1
The poles are given by fig. 5.4
z2 – 4z + 1 = 0
- 4 ± 16 - 4
z=
2
- 4±2 3
=
2
= -2 ± 3
1
\ f (z) =
È z - (-2 + 3 )˘ È z - (-2 - 3 )˘
Î ˚Î ˚
dz Ê 1 ˆ
Ú z2 + 4 z + 1 = 2p i ÁË 2 3 ˜¯
C
pi
=
3
Substituting in Eq. (1),
2 Ê pi ˆ
I=
i ÁË 3 ˜¯
2p
=
3
Example 5
2p
1
Evaluate a real integral Ú (2 + cos q )2
dq using residue.
0 [Summer 2013]
Solution
2p
1
(i) Let I = Ú (2 + cos q )2 dq y
0
iq dz z2 + 1
Let z = e , dq = , cos q =
iz 2z x
z = 0.27 z=1 z = 3.73
1 dz
(ii) I = Ú 2
CÊ z + 1ˆ iz
2
ÁË 2 + ˜
2z ¯
4 z
i CÚ (4 z + z 2 + 1)2
= dz fig. 5.5
4 z
= Ú
i C ( z + 4 z + 1)2
2
dz ...(1)
z
(iii) Let f (z) =
( z + 4 z + 1)2
2
5.10 Chapter 5 Applications of Contour Integration
Î( z + 2 - 3 ) f ( z )˚
1 d È 2 ˘
Res ÈÎ f ( z ); z = -2 + 3 ˘˚ = lim
(2 - 1)! z Æ( -2 + 3 ) dz
d z
= lim
z Æ( -2 + 3 ) dz ( z + 2 + 3 )2
È 2z 1 ˘
= lim Í - + 2˙
z Æ( -2 + 3)
ÍÎ ( z + 2 + 3 ) ( z + 2 + 3 ) ˙˚
3
2 ( -2 + 3 ) 1
=- +
(-2 + 3 + 2 + 3 ) (-2 + 3
3 + 2 + 3)
2
=-
( -4 + 2 3 ) + 1
(2 3 )3 (2 3 )2
=-
(-2 + 3 ) + 1
12 3 12
2- 3 + 3
=
12 3
2
=
12 3
1
=
6 3
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.11
Example 6
2p
cos 3q
Evaluate Ú 5 - 4 cos q
dq using contour integration.
0
Solution
2p y
cos 3q
(i) Let I = Ú 5 - 4 cos q dq
0
z3 dz
(ii) I = RP Ú Ê z + 1ˆ iz
2 fig. 5.6
C
5 - 4Á ˜
Ë 2z ¯
1 z3
i CÚ 5z - 2 z 2 - 2
= RP dz
Ê 1ˆ z3
= RP Á - ˜
Ë i¯ Ú 2 z2 - 5z + 2 dz …(1)
C
5.12 Chapter 5 Applications of Contour Integration
z3
(iii) Let f ( z ) =
2 z 2 - 5z + 2
The poles are given by
2 z 2 - 5z + 2 = 0
2z2 - 4z - z + 2 = 0
2 z ( z - 2) - 1( z - 2) = 0
( z - 2)(2 z - 1) = 0
1
z = 2,
2
z3
\ f (z) = [\ ax2 + bx + c = a(x − a) (x − b)]
Ê 1ˆ
2( z - 2 ) Á z - ˜
Ë 2¯
z3
= lim
zÆ
1 2( z - 2 )
2
1
= 8
Ê1 ˆ
2 Á - 2˜
Ë2 ¯
1
=−
24
(vi) By Cauchy’s residue theorem,
z 3 dz Ê 1ˆ
Ú 2 z2 - 5z + 2 = 2p i ÁË - 24 ˜¯
C
pi
=-
12
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.13
Example 7
2p
1 + 2 cos q
Evaluate Ú 5 + 4 cos q
dq using contour integration.
0
Solution
2p
1 + 2 cos q
(i) Let I = Ú 5 + 4 cos q dq
0
||
Consider the contour C as the unit circle z = 1 (Fig. 5.7).
2
dz z +1 y
Let z = eiq, dq = , cosq = ,
iz 2z
Ê z 2 + 1ˆ
1+ 2Á ˜
Ë 2 z ¯ dz C
(ii) I = Ú Ê z 2 + 1ˆ iz
C 5 + 4Á ˜ x
Ë 2z ¯ z = −2 z=− 1 O z= 0 z=1
2
1 z + z2 + 1
= Ú
i C z (5 z + 2 z 2 + 2 )
dz
1 z2 + z + 1
i CÚ z(2 z 2 + 5z + 2)
= dz …(1)
fig. 5.7
2
z + z +1
(iii) Let f ( z ) =
z (2 z 2 + 5 z + 2 )
The poles are given by
z (2 z 2 + 5 z + 2 ) = 0
z( z + 2)(2 z + 1) = 0
1
z = 0, –2, -
2
z2 + z + 1
\ f (z) = [∵ ax2 + bx + c = a(x − a) (x − b)]
Ê 1ˆ
2 z( z + 2) Á z + ˜
Ë 2¯
5.14 Chapter 5 Applications of Contour Integration
z2 + z + 1
= lim
zÆ0 Ê 1ˆ
2( z + 2 ) Á z + ˜
Ë 2¯
0 + 0 +1
=
Ê 1ˆ
2( 0 + 2 ) Á 0 + ˜
Ë 2¯
1
=
2
È 1˘ Ê 1ˆ
Res Í f ( z ); z = - ˙ = lim1 Á z + ˜ f ( z )
Î 2 ˚ z Æ- Ë 2¯
2
z2 + z + 1
= lim
z Æ-
1 2 z( z + 2)
2
1 1
- +1
= 4 2
Ê 1ˆ Ê 1 ˆ
2 Á - ˜ Á - + 2˜
Ë 2¯ Ë 2 ¯
1
=-
2
(vi) By Cauchy’s residue theorem,
Ú f (z) dz = 2p i (sum of residues)
C
z2 + z + 1 Ê1 1ˆ
Ú z(2 z2 + 5z + 2) dz = 2p i ÁË 2 - 2 ˜¯
C
=0
Substituting in Eq. (1),
1
I = (0 ) = 0
i
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.15
Example 8
2p
dq
Evaluate Ú 3 - 2 cos q + sin q
using contour integration.
0
Solution
2p
dq
(i) Let I = Ú 3 - 2 cos q + sin q
0
||
Consider the contour C as the unit circle z = 1 (Fig. 5.8).
2
dz z +1 z2 - 1
z = eiq, dq = , cosq = , sinq = ,
iz 2z 2iz y
dz
Ú
iz
(ii) I =
Ê z 2 + 1ˆ Ê z 2 - 1ˆ C
C 3 - 2Á ˜ +Á ˜
Ë 2 z ¯ Ë 2iz ¯
dz z=1 x
O z = 2−i
5
=Ú iz
2z2 + 2 z2 - 1
C 3- + z=2−i
2z 2iz
2dz
=Ú
C 6iz - (2 z 2 + 2)i + ( z 2 - 1) fig. 5.8
dz
= 2Ú …(1)
(1 - 2i )z 2 + 6iz - (2i + 1)
1
(iii) Let f ( z ) = 2
(1 - 2i )z + 6iz - (2i + 1)
The poles are given by
(1 - 2i )z 2 + 6iz - (2i + 1) = 0
i -5i
= ,
1 - 2i 1 - 2i
2-i
= , 2-i
5
1
\ f (z) = [∵ ax2 + bx + c = a(x − a) (x − b)]
È Ê 2 -iˆ˘
(1 - 2i ) [ z - (2 - i )] Í z - Á ˜˙
Î Ë 5 ¯˚
(iv) For z = 2 - i, z = 2 - i = 5 > 1
Hence, z = 2 – i lies outside C.
2-i 2-i 5
For z = , z = = = 0.45 < 1
5 5 5
2-i
Hence, z = lies inside C.
5
È 2-i˘ ÈÊ 2 -iˆ ˘
(v) Res Í f ( z ); z = ˙ = lim ÍÁË z - ˜¯ f ( z )˙
Î 5 ˚ zÆ - 5
2 i
Î ˚
5
1
= lim
zÆ
2 -i (1 - 2i )( z - 2 + i )
5
1
=
Ê 2-i ˆ
(1 - 2i ) Á - 2 + i˜
Ë 5 ¯
1 + 2i
=
Ê -8 + 4i ˆ
5Á
Ë 5 ˜¯
1 + 2i
=
4i(2i + 1)
1
=
4i
(vi) By Cauchy’s residue theorem,
Ú f (z) dz = 2p i (sum of residues)
C
dz Ê 1ˆ
Ú (1 - 2i)z2 + 6iz - (2i + 1) = 2p i ÁË 4i ˜¯
C
p
=
2
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.17
Example 9
2p
dq
Evaluate Ú ,(0 < a < 1) using contour integration.
0 1 - 2 a cos q + a 2
Solution
2p
dq
(i) Let I = Ú 1 - 2a cos q + a2
0
||
Consider the contour C as the unit circle z =1 (Fig. 5.9).
2
dz z +1
Let z = eiq, dq = , cosq = ,
iz 2z y
dz
Ú
iz
(ii) I =
Ê z 2 + 1ˆ 2
C
C 1 - 2a
Á 2z ˜ + a
Ë ¯
x
1 dz z = − a1 O z=a z=1
= Ú
i C z - az - a + a 2 z
2
1 dz
i CÚ - az 2 + (a 2 + 1)z - a
=
1 dz
=- Ú
i C az - (a 2 + 1)z + a
2
…(1) fig. 5.9
1
(iii) Let f ( z ) = 2 2
az - (a + 1)z + a
The poles are given by
Ê a 2 + 1ˆ
z2 - Á ˜ z +1 = 0
Ë a ¯
a 2 + 1 ± (a 2 + 1)2 - 4 a 2
z=
2a
a 2 + 1 ± a 2 + 2a 2 + 1 - 4a 2
=
2a
5.18 Chapter 5 Applications of Contour Integration
a 2 + 1 ± (a 2 - 1)2
=
2a
a 2 + 1 ± (a 2 - 1)
=
2a
1
= a,
a
1
\ f (z) = [∵ ax2 + bx + c = a(x − a) (x − b)]
Ê 1ˆ
a( z - a ) Á z - ˜
Ë a¯
(iv) For z = a, z = a = a < 1
Hence, z = a lies inside C.
1 1 1
For z = , z = = >1
a a a
1
Hence, z = lies outside C.
a
(v) Res [ f ( z ); z = a ] = lim ÈÎ( z - a ) f ( z )˘˚
zÆa
1
= lim
zÆa Ê 1ˆ
aÁz - ˜
Ë a¯
1
=
Ê 1ˆ
aÁa - ˜
Ë a¯
1
= 2
a -1
(vi) By Cauchy’s residue theorem,
Example 10
2p
sin 2 q
Evaluate Ú a + b cos q
dq , a > b > 0 using contour integration.
0
Solution
2p
sin 2 q
(i) Let I = Ú0 a + b cos q
dq
2p
1 - cos 2q
= Ú 2(a + b cos q ) dq
0
||
Consider the contour C as the unit circle z = 1 (Fig. 5.10).
y
dz z2 + 1
z = eiq, dq = , cosq =
iz 2z
2 2iq
z = e = cos 2q + i sin 2q
cos 2q = RP z2 C
1 − cos 2q = RP (1 − z2)
dz x
(1 - z )2 z = z2 z = z1 O z=1
Ú
iz
(ii) I = RP
È Ê z 2 + 1ˆ ˘
C 2 Ía + b
Á 2z ˜ ˙
ÍÎ Ë ¯ ˙˚
1 (1 - z 2 )dz
i CÚ 2 az + b( z 2 + 1)
= RP fig. 5.10
1 (1 - z 2 )dz
i CÚ bz 2 + 2 az + b
= RP …(1)
1 - z2
(iii) Let f ( z ) =
bz 2 - 2 az + b
The poles are given by
bz 2 + 2 az + b = 0
-2 a ± 4 a 2 - 4b2
z=
2b
-2 a ± 2 a 2 - b2
=
2b
- a ± a 2 - b2
=
b
5.20 Chapter 5 Applications of Contour Integration
- a + a 2 - b2 - a - a 2 - b2
Let z1 = , z2 =
b b
2
1- z
\ f (z) =
b( z - z1 )( z - z2 )
- a + a 2 - b2
(iv) For z = z1 =
b
- a + a 2 - b2 a a2 È a ˘
z = z1 = = - 2 -1 < 1 Í∵ a > b, b > 1˙
b b b Î ˚
Hence, z = z1 lies inside C.
- a - a 2 - b2
For z = z2 =
b
- a - a 2 - b2 a a2 È a ˘
z = z2 = = + 2 -1 > 1 Í∵ a > b, b > 1˙
b b b Î ˚
Hence, z = z2 lies outside C.
(v) Res ÈÎ f ( z ); z = z1 ˘˚ = lim ÈÎ( z - z1 ) f ( z )˘˚
zÆ z 1
(1 - z 2 )
= lim
z Æ z1 b( z - z2 )
1 - z12
=
b( z1 - z2 )
È Ê 2 2 ˆ
2˘
Í1 - - a + a - b ˙
Í Á Á ˜ ˙
b ˜¯
ÍÎ Ë ˙˚
=
Ê 2 a 2 - b2 ˆ
bÁ ˜
ÁË b ˜¯
b2 - Èa 2 + (a 2 - b2 ) - 2 a a 2 - b2 ˘
= ÎÍ ˚˙
2b 2 a 2 - b 2
2(b2 - a 2 ) - 2 a a 2 - b2
=
2b 2 a 2 - b 2
- a 2 - b2 - a
=
b2
Ê a + a 2 - b2 ˆ
= -Á ˜
ÁË b2 ˜¯
5.2 Evaluation of a Real Definite Integral of a Rational Function of cos q and sin q 5.21
(1 - z 2 ) Ê a + a 2 - b2 ˆ
Ú 2 dz = -2p i Á
ÁË b2
˜
˜¯
C bz - 2 az + b
1È Ê a + a 2 - b2 ˆ˘
I = RP Í-2p i Á ˜˙
iÍ ÁË b2 ˜¯ ˙
Î ˚
=
(
-2p a + a 2 - b2 )
2
b
ExErcisE 5.1
Evaluate the following integrals using contour integration:
2p
dq
1.
Ú 5 + 4 cos q
0 È 2p ˘
Í ans.: 3 ˙
2p
Î ˚
dq
2.
Ú 5 + 4 sinq
0 È 2p ˘
Í ans.: 3 ˙
Î ˚
2p
sin q
3.
Ú 5 + 4 cos q dq
0
ÎÈans.: 0 ˘˚
2p
cos 2q
4.
Ú 5 - 4 cos q
0
È p˘
Í ans.: 6 ˙
Î ˚
2p
sin2 q
5.
Ú
0
5 - 3 cos q
dq
È 2p ˘
Í ans.: 3 ˙
Î ˚
2p
dq
6.
Ú a + b sinq ,
0
a>b>0
È 2p ˘
Í ans.: ˙
Î a 2 - b2 ˚
5.22 Chapter 5 Applications of Contour Integration
2p
dq
7.
Ú 2 + cos q
0 È 2p ˘
Í ans.: ˙
Î 3˚
2p
dq
8.
Ú 5 - 3 cos q
0
È p˘
Í ans.: 2 ˙
Î ˚
2p
dq
9.
Ú a + b cos q , a > b > 0
0
È 2p ˘
Í ans.: ˙
2p
Î a -b ˚
2 2
dq
10.
Ú 1 + a sinq , a
0
<1
È 2p ˘
Í ans.: ˙
2p
Î 1- a2 ˚
dq
11.
Ú (a + b cos q) , a > b > 0
0
2
È 2p a ˘
Í ans.: 3
˙
Í 2 2 ˙
ÍÎ (a - b ) ˙
2
˚
2p
dq
12.
Ú (5 - 4 cos q) 2
0 È 10p ˘
Í ans.: 27 ˙
Î ˚
P( x )
where f ( x ) = and the degree of y
Q( x )
Q(x) is greater than the degree of P(x) by
at least 2 and Q(x) has no real roots.
To evaluate the integral, consider Ú f ( z )dz, C1
C
where C is the contour consisting of the
upper semicircle C1 of radius R with
x
centre at the origin and the part of real −R O R
axis from –R to R (Fig. 5.11).
fig. 5.11
5.3 Evaluation of Improper Real Integral of a Rational Function 5.23
Ú f ( z ) dz = Ú f ( z )dz + Ú f ( x ) dx
C C1 -R
Ú f ( z ) dz + Ú f ( x ) dx = 2p i (sum of resides)
C1 -R
R
Taking limit R Æ •, lim
R Æ•
Ú f ( z ) dz + lim
R Æ•
Ú f ( x ) dx = 2p i (sum of residues)
C1 -R
Ú f ( x ) dx = 2p i (sum of residues)
-•
Example 1
•
x 2 dx
Evaluate Ú 2
+ 1)( x 2 + 4)
using contour integration.
-• ( x
Solution y
z 2 dz
(i) Let Ú f (z) dz = Ú (z2 + 1)(z2 + 4)
C C
Consider the contour C consisting C1
of the upper semicircle C1 of radius z = 2i
R and part of the axis from –R to R
z=i
(Fig. 5.12).
x
z2 −R O R
(ii) Let f ( z ) =
( z 2 + 1)( z 2 + 4) fig. 5.12
The poles are given by
(z2 + 1) (z2 + 4) = 0
z = ± i, ± 2 i
z2
\ f ( z) =
( z + i )( z - i )( z + 2i )( z - 2i )
(iii) The poles z = i and z = 2i lie inside C.
(iv) Res [ f ( z ); z = i ] = lim ÈÎ( z - i ) f ( z )˘˚
z Æi
5.24 Chapter 5 Applications of Contour Integration
z2
= lim
z Æi ( z + i )( z + 2i )( z - 2i )
i2
=
(2i )(3i )(-i )
1
=-
6i
Res [ f ( z ); z = 2i ] = lim ÈÎ( z - 2i ) f ( z )˘˚
z Æ2i
z2
= lim
z Æ2i ( z + i )( z - i )( z + 2i )
4i 2
=
(3i )(2i )(4i )
-4
=
-12i
1
=
3i
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
x 2 dx Ê 1 1ˆ
Ú 2 2
= 2p i Á - + ˜
Ë 6i 3i ¯
-• ( x + 1)( x + 4)
Ê 1ˆ
= 2p Á ˜
Ë 6¯
p
=
3
Example 2
•
x2 - x + 2
Evaluate Ú 4 2
dx using contour integration.
-• x + 10 x + 9 y
Solution
z2 - z + 2
(i) Let Ú f ( z )dz = Ú
z 4 + 10 z 2 + 9
dz
z = 3i C1
C C
Consider the contour C consisting of
z=i
the upper semicircle C1 of radius R
x
and the part of the real axis from –R −R O R
to R (Fig. 5.13).
fig. 5.13
5.3 Evaluation of Improper Real Integral of a Rational Function 5.25
z2 - z + 2
(ii) Let f ( z ) =
z 4 + 10 z 2 + 9
The poles are given by
z 4 + 10 z 2 + 9 = 0
( z 2 + 1)( z 2 + 9) = 0
z = ± i, ± 3 i
z2 - z + 2
\ f ( z) =
( z + i )( z - i )( z + 3i )( z - 3i )
(iii) The poles z = i and z = 3i lie inside C.
(iv) Res [ f ( z ); z = i ] = lim ( z - i ) f ( z )
z Æi
z2 - z + 2
= lim
z Æi ( z + i )( z + 3i )( z - 3i )
i2 - i + 2
=
(2i )(4i )(-2i )
-1 - i + 2
=
166i
1- i
=
16i
Res [ f ( z ); z = 3i ] = lim ( z - 3i ) f ( z )
z Æ 3i
z2 - z + 2
= lim
z Æ 3i ( z + i )( z - i )( z + 3i )
(3i )2 - 3i + 2
=
(4i )(2i )(6i )
-9 - 3ii + 2
=
- 48 i
7 + 3i
=
48i
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
x2 - x + 2 Ê 1 - i 7 + 3i ˆ
Ú 4
x + 10 x + 9
dx = 2p i Á
2 Ë 16i
+
48i ˜¯
-•
È 3(1 - i ) + 7 + 3i ˘
= 2p i Í ˙
Î 48i ˚
5.26 Chapter 5 Applications of Contour Integration
10p
=
24
5p
=
12
Example 3
•
x2
Evaluate Ú 2
+ 1)2
dx using contour integration.
-• ( x y
Solution
z2
(i) Let Ú f ( z ) dz = Ú
( z 2 + 1)2
dz
C1
C C
Consider the contour C consisting of
the upper semicircle C1 of radius R z=i
and the part of the real axis from –R x
−R O R
to R (Fig. 5.14).
fig. 5.14
z2
(ii) Let f ( z ) =
( z 2 + 1)2
The poles are given by
( z 2 + 1)2 = 0
z = ± i, ± i
z2
\ f ( z) =
( z + i )2 ( z - i )2
(iii) The poles z = i of order 2 lies inside C.
1 d
(iv) Res [ f ( z ); z = i ] = lim [( z - i )2 f ( z )]
(2 - 1)! z Æi dz
d È z2 ˘
= lim Í ˙
z Æi dz ÍÎ ( z + i )2 ˙˚
( z + i ) 2 ( 2 z ) - z 2 2( z + i )
= lim
z Æi ( z + i )4
( z + i )[( z + i )(2 z ) - 2 z 2 ]
= lim
z Æi ( z + i )4
2iz
= lim
z Æi ( z + i )3
5.3 Evaluation of Improper Real Integral of a Rational Function 5.27
2i ◊ i
=
(i + i )3
-2
=
-8i
1
=
4i
•
(v) Ú f ( x ) dx = 2p i(sum of residues)
-•
•
x2 Ê 1ˆ
Ú 2
dx = 2p i Á ˜
2 Ë 4i ¯
-• ( x + 1)
p
=
2
Example 4
•
1
Evaluate Ú 1 + x 2 dx using contour integration.
0
Solution y
1
(i) Let Ú f (z) dz = Ú z2 + 1 dz
C C
Consider the contour C consisting of
the upper semicircle C1 of radius R C1
and the part of the real axis from –R
to R (Fig. 5.15). z=i
1 x
O R
(ii) Let f ( z ) =
−R
z2 + 1 fig. 5.15
The poles are given by
z2 + 1 = 0
z = ±i
1
\ f (z) =
( z + i )( z - i )
(iii) The pole z = i lies inside C.
(iv) Res[ f ( z ); z = i ] = lim( z - i ) f ( z )
z Æi
1
= lim
z Æi z+i
1
=
2i
5.28 Chapter 5 Applications of Contour Integration
•
(v)
Ú f ( x )dx = 2p i(sum of residues)
-•
•
1 Ê 1ˆ
Ú 1 + x 2 dx = 2p i ÁË 2i ˜¯
-•
=p
•
1 È a a ˘
2Ú dx = p Í∵ Ú f ( x )dx = 2 Ú f ( x )dx if f (- x ) = f ( x )˙
0 1 + x2 ÍÎ - a 0 ˙˚
•
1 p
Ú 1 + x 2 dx = 2
0
Example 5
•
dx
Evaluate Ú (1 + x 2 )2 using contour integration.
0
Solution
y
dz
(i) Let Ú f (z)dz = Ú (1 + z2 )2
C C
Consider the contour C consisting of
C1
the upper semicircle C1 of radius R
and the part of the real axis from –R z=i
to R (Fig. 5.16).
x
1 −R O R
(ii) Let f ( z ) = fig. 5.16
(1 + z 2 )2
The poles are given by
(1 + z 2 )2 = 0
1 + z2 = 0
z 2 = -1
z = ±i
1
\ f (z) =
( z + i ) ( z - i )2
2
d È 1 ˘
= lim Í ˙
z Æi dz Î ( z + i )2 ˚
È 2 ˘
= lim Í- 3˙
z Æi
Î (z + i) ˚
2
=-
(i + i )3
2
=
8i
1
=
4i
•
(v)
Ú f ( x ) dx = 2p i (sum of residues)
-•
•
1 Ê 1ˆ
Ú dx = 2p i Á ˜
2 2 Ë 4i ¯
- • (1 + x )
p
=
2
•
1 p È a a ˘
2Ú dx = Í∵ Ú f ( x ) dx = 2 Ú f ( x ) dx if f (- x ) = f ( x )˙
0 (1 + x 2 )2 2 ÍÎ - a 0 ˚˙
•
1 p
Ú (1 + x 2 )2 dx = 4
0
Example 6
•
x 2 dx
Evaluate Ú ( x 2 + a 2 )( x 2 + b2 ) , a > 0, b > 0
0
Solution
z 2 dz y
(i) Let Ú f ( z ) dz = Ú
( z 2 + a 2 )( z 2 + b2 )
C C
z2
= lim
z Æ ai ( z + ai )( z + bi )( z - bi )
a2i2
=
(2 ai )(ai + bi )(ai - bi )
a
=-
2i ( b - a 2 )
2
Res [ f ( z ); z = bi ] = lim ( z - bi ) f ( z )
z Æ bi
z2
= lim
z Æ bi ( z + ai )( z - ai )( z + bi )
b2 i 2
=
(bi + ai )(bi - ai )(2bi )
b
=-
2i(a 2 - b2 )
b
=
2i(b - a 2 )
2
•
(v)
Ú f ( x )dx = 2p i(sum of residues)
-•
•
x2 È a b ˘
Ú 2 2
dx = 2p i Í-
2 2 2 2
+ 2 2 ˙
-• ( x + a )( x + b ) Î 2i(b - a ) 2i(b - a ) ˚
È b-a ˘
=pÍ 2 ˙
Î b - a2 ˚
p
=
b+a
p È ˘
• a a
x2
2Ú dx = Í∵ Ú f ( x ) dx = 2 Ú f ( x ) dx if f (- x ) = f ( x )˙
0 ( x 2 + a 2 )( x 2 + b2 ) b + a ÍÎ - a 0 ˙˚
•
x2 p
Ú ( x 2 + a2 )( x 2 + b2 ) dx = 2(b + a)
0
5.3 Evaluation of Improper Real Integral of a Rational Function 5.31
Example 7
•
dx p
Show that Ú 1 + x4 = .
0 2 2
Solution
dz
(i) Let Ú f (z) dz = Ú 1 + z 4
C C
Consider the contour C consisting of the upper semicircle C1 of radius R and the
part of the real axis from –R to R (Fig. 5.18).
1 y
(ii) Let f ( z ) = 4
1+ z
The poles are given by
1 + z4 = 0
C1
z 4 = -1
i 3p
ip
1
z=e 4 z=e 4
z= (-1) 4 x
ip ip i 3p i 3p −R O R
- -
= e4 ,e 4 ,e 4 ,e 4 fig. 5.18
ip i 3p
(iii) The poles z = e 4 and z = e 4 lie inside C.
p p
i i
(iv) Res [ f ( z ); z = e 4 ] = lim ( z - e 4 ) f ( z )
p
i
zÆe 4
p
i
z-e 4 È0 ˘
= lim 4 Í 0 form ˙
i
p
1+ z Î ˚
zÆe 4
1
= lim
p
i 4 z3
zÆe 4
1
= p
3i
4e 4
3p
1 -i 4
= e
4
1Ê 3p 3p ˆ
= Á cos - i sin ˜
4Ë 4 4¯
1Ê 1 1 ˆ
= Á - -i- ˜
4Ë 2 2¯
5.32 Chapter 5 Applications of Contour Integration
(1 + i )
=-
4 2
3p 3p
i i
Res [ f ( z ); z = e 4 ] = lim ( z - e 4 ) f (z)
3p
i
zÆe 4
3p
i
z-e 4 È0 ˘
= lim 4 Í 0 form ˙
i
3p
1+ z Î ˚
zÆe 4
1
= lim [Applying L’Hospital rule ]
i
3p
4 z3
zÆe 4
1
= 9p
i
4e 4
9p
1 -i 4
= e
4
1Ê 9p 9p ˆ
= Á cos - i sin ˜
4Ë 4 4 ¯
1Ê 1 1 ˆ
= Á -i ˜
4Ë 2 2¯
1- i
=
4 2
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
1 È 1+ i 1- i ˘
Ú 1 + x 4 dx = 2p i ÍÎ- 4 2
+
4 2˚
˙
-•
Ê 2i ˆ
= 2p i Á -
Ë 4 2 ˜¯
p
=
2
•
1 p È a a ˘
2Ú dx = Í∵ Ú f ( x ) dx = 2 Ú f ( x ) dx if f (- x ) = f ( x )˙
0 1 + x4 2 ÍÎ - a 0 ˙˚
•
1 p
Ú 1 + x 4 dx = 2 2
0
5.3 Evaluation of Improper Real Integral of a Rational Function 5.33
Example 8
•
cos x
Using the theory of residues, evaluate Ú x2 + 1
dx. [Summer 2015]
-•
Solution
eiz
(i) Let Ú f ( z ) dz = Ú
z2 + 1
dz
C C
Consider the contour C consisting of the upper semicircle C1 of radius R and the
part of the real axis from –R to R (Fig. 5.19).
eiz
(ii) Let f ( z ) =
z2 + 1 y
eiz
= lim
z Æi (z + i)
2
ei
=
2i
e -1
=
2i
1
=
2ie
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
eix Ê 1 ˆ
Ú 2
= 2p i Á
Ë 2ie ˜¯
-• x + 1
•
cos x + i sin x p
Ú 2
x +1
dx =
e
-•
5.34 Chapter 5 Applications of Contour Integration
ExErcisE 5.2
Evaluate the following integrals using contour integration:
•
x 2 dx
1. Ú0 (x 2 + 9)(x 2 + 4)
È p ˘
Í ans.: 10 ˙
Î ˚
•
dx
2. Ú (x 2
+ a )(x 2 + b 2 )
2
,a > b > 0
0 È p ˘
Í ans.: 2ab(a + b) ˙
Î ˚
•
dx
3. Úx 4
+ 10 x 2 + 9
0
È p ˘
Í ans.: 24 ˙
Î ˚
•
dx
4. Ú (x 2
+ 1)3
-•
È 3p ˘
Í ans.: 8 ˙
Î ˚
•
dx
5. Ú (x 2
+ a 2 )2
,a > 0
0
È p ˘
Í ans.: 4 a 3 ˙
Î ˚
•
x2 + x + 3
6. Úx 4
+ 5x 2 + 4
dx
-•
È 5p ˘
Í ans.: 6 ˙
Î ˚
•
x2
7. Ú (x 2
+ 1)3
dx
0
È p˘
Í ans.: 6 ˙
Î ˚
5.4 Evaluation of Improper Real Integral of a Rational Function Including... 5.35
•
x2
8. Ú 2 2 2 dx , a > 0
-• ( x + a )
È 3p ˘
Í ans.: 2a ˙
Î ˚
•
x2
9. Ú 2
-• ( x + 1)( x + 2 x + 2)
2
dx
È 3p ˘
Í ans.: 5 ˙
Î ˚
•
x 2 dx
10. Ú 2
-• ( x + 9)( x + 25)
2
È p˘
Í ans.: 8 ˙
Î ˚
Ú f (z) dz = Ú e
imz
consider g ( z ) dz
C
1 x
where g( z ) = and C is the contour −R O R
Q( z ) fig. 5.20
consisting of the upper semicircle C1 of
radius R with centre at the origin and the part of the real axis from −R to R (Fig. 5.20).
R
Ú f ( z ) dz = Ú f ( x ) dx + Ú f ( z ) dz
C -R C1
Ú f ( x ) dx + Ú f ( z ) dz = 2p i (sum of residues)
-R C1
5.36 Chapter 5 Applications of Contour Integration
Taking R Æ •,
R
lim
R Æ•
Ú f ( x ) dx + lim
R Æ•
Ú f ( z ) dz = 2p i (sum of residues)
-R C1
•
Ú Úe
imz
f ( x ) dx + lim g( z ) dz = 2p i(sum of residues)
R Æ•
-• C1
Úe
imz
By Jordan’s lemma, lim g( z )dz = 0
R Æ•
C1
•
Ú f ( x ) dx = 2p i (sum of residues)
-•
Example 1
•
cos mx
Evaluate Ú x 2 + a 2 dx, a > 0, m > 0 using contour integration.
0
Solution
eimz
(i) Let Ú f ( z ) dz = Ú
z2 + a2
dz
C C
Consider the contour C consisting of the upper semicircle C1 of radius R and the
part of the real axis from –R to R (Fig. 5.21).
eimz y
(ii) Let f ( z ) =
z2 + a2
The poles are given by
z2 + a2 = 0 C1
z = ± ai
z = ai
eimz
\ f (z) = x
( z + ai )( z - ai ) −R O R
eimz
= lim
z Æ ai ( z + ai )
eim ( ai )
=
(ai + ai )
e - ma
=
2 ai
5.4 Evaluation of Improper Real Integral of a Rational Function Including... 5.37
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
eimx Ê e - ma ˆ
Ú x2 + a2
dx = 2p i Á 2 ai ˜
Ë ¯
-•
p e - ma
=
a
•
(cos mx + i sin mx ) p e - ma
Ú x2 + a2
dx =
a
-•
Comparing real parts,
•
cos mx p e - ma
Ú x2 + a2
dx =
a
-•
•
cos mx p e - ma È a a ˘
2Ú 2 2
dx = Í∵ Ú f ( x )dx = 2 Ú f ( x )dx if f (- x ) = f ( x )˙
0 x +a ÍÎ - a ˙˚
a 0
•
cos mx p e - ma
Ú x 2 + a2 dx = 2a
0
Example 2
•
x sin x
Evaluate a real integral Ú x2 + 9
dx using residue. [Winter 2013]
0
Solution
zeiz
(i) Let Ú f ( z ) dz = Ú
z2 + 9
dz
C C
Consider the contour C consisting of the upper semicircle C1 of radius R and the
part of the real axis from –R to R (Fig. 5.22).
zeiz y
(ii) Let f ( z ) =
z2 + 9 C1
The poles are given by
z = 3i
z2 + 9 = 0
z = ±3i x
–R O R
zeiz
\ f (z) = fig. 5.22
( z + 3i )( z - 3i )
5.38 Chapter 5 Applications of Contour Integration
zeiz
= lim
z Æ 3i z + 3i
2
3ie3i
=
3i + 3i
3ie -3
=
6i
e -3
=
2
1
=
2 e3
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
xeix Ê 1 ˆ
Ú x +92
dx = 2p i Á 3 ˜
Ë 2e ¯
-•
•
x(cos x + i sin x ) pi
Ú x +9 2
e3
dx =
-•
Comparing imaginary parts,
•
x sin x p
Ú x2 + 9
dx =
e3
-•
•
x sin x p È a a ˘
2Ú dx = Í∵ Ú f ( x ) dx = 2 Ú f ( x ) dx, if f (- x ) = f ( x )˙
0 x2 + 9 e3 ÍÎ -a 0 ˙˚
•
x sin x p
Ú x 2 + 9 dx = 2 e 3
0
Example 3
•
x sin mx
Evaluate Ú dx, a > 0, m > 0.
0 x2 + a2
Solution
zeimz
(i) Let Ú f ( z )dz =
z2 + a2
dz
C
5.4 Evaluation of Improper Real Integral of a Rational Function Including... 5.39
Consider the contour C consisting of upper semicircle C1 of radius R and the part
of the real axis from –R to R (Fig. 5.23).
zeimz y
(ii) Let f ( z ) = 2 2
z +a
The poles are given by
z2 + a2 = 0 C1
z = ± ai
z = ai
zeimz
\ f (z) = x
( z + ai )( z - ai ) −R O R
(iii) The pole z = ai lies inside C. fig. 5.23
(iv) Res [ f ( z ); z = ai ] = lim ( z - ai ) f ( z )
z Æ ai
zeimz
= lim
z Æ ai z + ai
2
aiei ma
=
ai + ai
aie - ma
=
2 ai
e - ma
=
2
•
(v) Ú f ( x ) dx = 2p i (sum of residues)
-•
•
xeimx Ê e - ma ˆ
Ú x2 + a2
dx = 2p i Á
Ë 2 ¯
˜
-•
= pie - ma
•
x(cos mx + i sin mx )
Ú 2 2
dx = p ie - ma
-• x + a
Comparing imaginary parts,
•
x sin mx
Ú dx = p e - ma
-• x2 + a2
•
x sin mx - ma
È a a ˘
2Ú d x = p e Í ∵ Ú f ( x )d x = 2 Ú f ( x ) if f ( - x ) = f ( x ) ˙
0 x2 + a2 ÍÎ - a 0 ˙˚
•
x sin mx p e- ma
Ú x2 + a2 dx =
2
0
5.40 Chapter 5 Applications of Contour Integration
Example 4
•
cos mx
Evaluate Ú (1 + x 2 )2 dx, m > 0 using contour integration.
0
Solution
eimz
(i) Let f ( z )dz = Ú dz
(1 + z 2 )2
C
Consider the contour C consisting of the upper semicircle of radius R and the part
of the real axis from –R to R (Fig. 5.24).
eimz
(ii) Let f ( z ) = y
(1 + z 2 )2
The poles are given by
(1 + z 2 )2 = 0
C1
1 + z2 = 0
z= i
z = ±i
x
eimz −R O R
\ f (z) =
( z + i )2 ( z - i )2 fig. 5.24
•
(v) Ú f ( x ) dx = 2p i(sum of residues)
-•
•
eimx È (m + 1)e - m ˘
Ú 2 2
dx = 2p i Í ˙
-• (1 + x ) ÍÎ ˙˚
4i
p (m + 1)e - m
=
2
•
cos mx + i sin mx p (m + 1)e - m
Ú (1 + x 2 )2
dx =
2
-•
Example 5
•
cos xdx
Evaluate Ú 2
, a > 0, b > 0 using contour integration.
-• ( x + a 2 )( x 2 + b2 )
Solution y
eiz dz
(i) Let Ú f (z)dz = Ú (z2 + a2 )(z2 + b2 )
C C
C1
Consider the contour C consisting of z = bi
the upper semicircle C1 of radius R z = ai
and the part of the real axis from −R
x
to R (Fig. 5.25). −R O R
1 fig. 5.25
(ii) Let f ( z ) = 2
( z + a )( z 2 + b2 )
2
1
\ f (z) =
( z + ai )( z - ai )( z + bi )( z - bi )
(iii) The poles z = ai and z = bi lie inside C.
(iv) Res [ f ( z ); z = ai ] = lim ( z - ai ) f ( z )
z Æ ai
eiz
= lim
z Æ ai ( z + ai )( z + bi )( z - bi)
ei ( ai )
=
(2ai )(ai + bi )(ai - bi )
e- a
=
-2ai(a 2 - b2 )
Res[ f ( z ); z = bi ] = lim ( z - bi ) f ( z )
z Æ bi
eiz
= lim
z Æ bi ( z + ai )( z - ai )( z + bi )
ei (bi )
=
(bi + ai )(bi - ai )(2bi )
e- b
=
2bi(a 2 - b2 )
•
(v)
Ú f ( x ) dx = 2p i (sum of residues)
-•
•
eix È e- a e- b ˘
Ú ( x 2 + a2 )( x 2 + b2 ) d x = 2p i Í 2 2
+ 2 2 ˙
ÍÎ -2 ai(a - b ) 2bi(a - b ) ˙˚
-•
p Ê e- b e- a ˆ
= Á -
a 2 - b2 Ë b a ˜¯
•
cos x + i sin x Ê e- b e- a ˆ
p
Ú 2 2
( x + a )( x + b ) 2 2
dx = 2 Á
a -b Ë b
-
2 a ˜¯
-•
Example 6
•
x 2 cos mx
Evaluate Ú ( x 2 + a 2 )( x 2 + b2 ) dx, m > 0, a > b > 0 .
0
Solution
y
z 2 eimz
(i) Let Ú f (z)dz = Ú (z2 + a2 )(z2 + b2 ) dz
C C
z 2 eimz
= lim
z Æ ai ( z + ai )( z + bi )( z - bi )
2
(ai )2 ei ma
=
(2 ai )(ai + bi )(ai - bi )
- a 2 e - ma
=
2 ai(b2 - a 2 )
- ae - ma
=
2i ( b 2 - a 2 )
Res [ f ( z ); z = bi ] = lim ( z - bi ) f ( z )
z Æ bi
z 2 eimz
= lim
z Æ bi ( z + ai )( z - ai )( z + bi )
5.44 Chapter 5 Applications of Contour Integration
2
(bi )2 ei mb
=
(bi + ai )(bi - ai )(2bi )
-b2 e - mb
=
(a 2 - b2 )(2bi )
be - mb
=
2i ( b 2 - a 2 )
•
•
È a a ˘
2
x cos mx p (be - mb
- ae - ma
) Í∵ Ú f ( x )dx = 2 Ú f ( x )dx ˙
2Ú dx = Í -a ˙
0 ( x 2 + a 2 )( x 2 + b2 ) (b 2 - a 2 ) Í
0
˙
Îif f (- x ) = f ( x ) ˚
•
x 2 cos mx p (be - mb - ae - ma )
Ú ( x 2 + a2 )( x 2 + b2 ) dx =
2( b 2 - a 2 )
0
ExErcisE 5.3
Evaluate the following integrals using contour integration:
•
cos mx
1. Ú (x 2
+ a 2 )2
dx, a > 0, m > 0
-•
È p - ma ˘
Í ans.: 4 a 3 (1 + ma) e ˙
Î ˚
•
cos x
2. Ú 1+ x 2
dx
-•
È p˘
Í ans.: e ˙
Î ˚
5.5 Evaluation of Improper Integral When Simple Poles Lie on the Real Axis 5.45
•
x sin x
3. Úx 2
+ 2x + 2
dx
-•
È p ˘
Í ans.: e (sin1 + 1)˙
Î ˚
•
cos x
4. Úx 4
+ 5x 2 + 4
dx
-•
È Ê 1 1 ˆ˘
Í ans.: p ÁË - 2 ˜˙
Î 3e 6e ¯ ˚
•
sin x
5. Úx 2
+ 4x + 5
dx
-•
È p ˘
Í ans.: - e sin2˙
Î ˚
•
cos ax
6. Úx
-•
4
+ 10 x 2 + 9
dx , a > 0
È p Ê - a e -3a ˆ ˘
Í ans.: ÁË e - ˜˙
ÍÎ 8 3 ¯ ˙˚
If f (z) has a simple pole z = b on the real axis and another simple pole z = z1 in the up-
per half of the z-plane then
•
Ú f ( x ) dx = p i Res [ f ( z ); z = b ] + 2p i Res ÈÎ f ( z ); z = z1 ˘˚
-•
5.46 Chapter 5 Applications of Contour Integration
Example 1
•
dx
Find the principal value of Ú 2
- 3 x + 2)( x 2 + 1)
.
-• ( x
Solution
dz
(i) Let Ú f (z) dz = Ú (z2 - 3z + 2)(z2 + 1)
C C
1
(ii) Let f ( z ) =
( z - 3z + 2)( z 2 + 1)
2
1
=
(-1 - 3i + 2) 2i
1
=
(1 - 3i ) 2i
5.5 Evaluation of Improper Integral When Simple Poles Lie on the Real Axis 5.47
1 (-i + 3)
= ¥
2(i + 3) (-i + 3)
-i + 3
=
2(1 + 9)
3-i
=
20
•
(v) PV of Ú
dx
( x - 3 x + 2)( x 2 + 1)
2 {
= p i Res [ f ( z ); z = 1] + [ f ( z ); z = 2 ] }
-•
+ 2p i Res [ f ( z ); z = i ]
Ê 1 1ˆ Ê 3-iˆ
= p i Á - + ˜ + 2p i Á
Ë 2 5¯ Ë 20 ˜¯
Ê 3ˆ Ê 3-iˆ
= pi Á - ˜ + pi Á
Ë 10 ¯ Ë 10 ˜¯
3p i 3p i p i 2
=- + -
10 10 10
p
=
10
Example 2
•
sin x dx pÊ 1ˆ
Show that the principal value of Ú 2
= ÁË cos1 - 2 ˜¯ .
-• (x + 4)( x - 1) 5 e
Solution
eiz
(i) Let Ú f ( z ) dz = Ú
( z 2 + 4)( z - 1)
dz
C C
eiz
(ii) Let f ( z ) =
( z 2 + 4)( z - 1)
The poles are given by
( z 2 + 4) ( z - 1) = 0
z = ±2i, 1 fig. 5.29
eiz
\ f (z) =
( z + 2i )( z - 2i )( z - 1)
(iii) The pole z = 1 lies on the real axis and the pole z = 2i lies in the upper half of the
z-plane (Fig. 5.29).
5.48 Chapter 5 Applications of Contour Integration
eiz
= lim
z Æ1 ( z 2 + 4)
ei
=
5
Res [ f ( z ); z = 2i ] = lim ( z - 2i ) f ( z )
z Æ2i
eiz
= lim
z Æ2i ( z + 2i )( z - 1)
ei ( 2 i )
=
4i(2i - 1)
e -2
=
-8 - 4i
e -2 (2 - i )
= ¥
-4(2 + i ) (2 - i )
e -2 (2 - i )
=
-4(5)
e -2 (i - 2)
=
20
i-2
=
20 e2
•
eix
(v) PV of Ú 2
dz = p i Res [ f ( z ); z = 1] + 2p i Res [ f ( z ); z = 2i ]
-• ( x + 4)( x - 1)
•
cos x + i sin x Ê ei ˆ Ê i-2 ˆ
PV of Ú 2
( x + 4)( x - 1)
dx = p i Á
Ë 5
˜¯ + 2p i Á
Ë 20 e2 ˜¯
-•
pi p
= (cos1 + i sin1) + (-1 - 2i )
5 10 e2
p p
= (i cos1 - sin1) - (1 + 2i )
5 10 e2
pÊ 1 ˆ Êp 2p ˆ
=- Á sin1 + 2 ˜ + i Á cos1 -
5Ë 2e ¯ Ë 5 10 e2 ˜¯
pÊ 1 ˆ pÊ 1ˆ
=- sin1 + 2 ˜ + i Á cos1 - 2 ˜
5 ÁË 2e ¯ 5Ë e ¯
5.5 Evaluation of Improper Integral When Simple Poles Lie on the Real Axis 5.49
Example 3
•
sin x p
Using indentation along a branch cut, show that Ú dx = .
0 x 2
Solution
eiz
(i) Let Ú f ( z ) dz = Ú
z
dz
C C
eiz
(ii) Let f ( z ) =
z
The pole is given by
z=0
(iii) The pole z = 0 lies on the real axis (Fig. 5.30).
(iv) Res [ f ( z ); z = 0 ] = lim z f ( z )
zÆ0
= lim eiz
zÆ0 fig. 5.30
0
=e
=1
•
eix
(v) Ú x dx = p i Res [f (z); z = 0]
-•
•
cos x + i sin x
Ú x
dx = p i (1)
-•
Comparing imaginary parts,
•
sin x
Ú x
dx = p
-•
•
sin x È a a ˘
2Ú dx = p Í∵ Ú f ( x ) dx = 2 Ú f ( x ) dx, if f (- x ) = f ( x )˙
0
x ÎÍ -a 0 ˚˙
•
sin x p
Ú x
dx =
2
0
5.50 Chapter 5 Applications of Contour Integration
ExErcisE 5.4
Evaluate the following integrals using contour integration.
•
1 - cos x
1. Ú
0 x2
dx
È p˘
Í ans.: 2 ˙
Î ˚
•
x
2. Ú 8-x
-•
3
dx
È p 3˘
Í ans.: - ˙
ÍÎ 6 ˙˚
•
sin mx
3. Ú
0
x
dx , m > 0
È p˘
Í ans.: 2 ˙
Î ˚
•
cosmx
4. Ú
-•
x
dx
ÎÈans.: 0 ˘˚
•
dx
5. Ú
-• x 2
- ix
ÈÎans.: p ˘˚
•
x2
6. Ú
-• x - 1
4
dx
È p˘
Í ans.: 2 ˙
Î ˚
•
dx
7. Ú
- • x + 3x - 4
4 2
È p ˘
Í ans.: - 10 ˙
Î ˚
Points to Remember 5.51
•
3x + 2
8. Ú
- • x( x - 4)( x + 9)
2
dx
È 14 ˘
Í ans.: - 75 p ˙
Î ˚
points to remember
Evaluation of a Real Definite Integral of a Rational Function of
cos q and sin q
2p
Ú f (sin q , cos q ) dq = 2p i (sum of residues at all poles lying inside the circle
0
||
z = 1)
Evaluation of Improper Real Integral of a Rational Function
•
P( x )
where f ( x ) = and the degree of Q(x) is greater than the degree of P(x) by at
Q( x )
least 2 and Q(x) has no real roots.
Evaluation of Improper Real Integral of a Rational Function
Including Trigonometric Functions
•
cos mx
Ú Q( x )
dx = 2p i (sum of residues at poles in the upper half of the z-plane)
-•
•
sin mx
Ú Q( x )
dx = 2p i (sum of residues at poles in the upper half of the z-plane)
-•
where Q(x) is a polynomial in x.
Ú f ( x ) dx = p i Res [ f ( z ); z = b ] + 2p i Res ÈÎ f ( z ); z = z1 ˘˚
-•