Differential Equations and Complex Variables

GR Phaijoo, PhD
Department of Mathematics
School of Science, Kathmandu University
Kavre, Dhulikhel

Evaluation of Real Integrals

November 10, 2022
Evaluating Residues
1. Residue of f (z) at simple pole at z0 are
Res f (z) = b1 = lim (z − z0 )f (z)
z=z0 z→z0

p(z)
2. Assuming that f (z) = , p(z0 ) 6= 0 and q(z) has a simple pole at
q(z)
z0 .
p(z) p(z0 )
Res = 0 .
z=z0 q(z) q (z0 )
3. Residue at a pole of order n at z = z0
1 d n−1
Res f (z) = lim (z − z0 )n f (z).
z=z0 (n − 1)! z→z0 dz n−1
1 d
If n = 2, Res f (z) = lim (z − z0 )2 f (z).
z=z0 (2 − 1)! z→z 0 dz

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
2 / 19 K
Remember

Theorem (Cauchy’s Residue Theorem)

Let D be a simply connected domain and C a simple closed contour lying
entirely within D. If a function f (z) is analytic on and within C , except at
a finite number of isolated singular points z1 , z2 , · · · zn within C , then
I Xn
f (z)dz = 2πi Res f (z)
C z=zj
j=1
the orientation being taken counterclockwise.

Use Cauchy Residue Theorem to Evaluate

z − 23
I
1. dz, C : |z − 2| = 4 (Counterclockwise) [Ans: 2πi]
z2 − 4z − 5
IC
2. tan πz dz, C : |z| = 1 (Counterclockwise) [Ans: −4i]
C

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
3 / 19 K
Definite integrals involving sines and cosines
Z 2π
• F (cos θ, sin θ)dθ
0
• Let z = e iθ ,0 ≤ θ ≤ 2π which describe a positively oriented circle
C centered at the origin.
• Let us make the substitutions
e iθ + e −iθ z + z −1
cos θ = = ,
2 2
e iθ − e −iθ z − z −1
sin θ = =
2i 2i
dz
dθ =
iz
This will transform the integral into the contour integral
z + z −1 z − z −1 dz
Z 2π  
F , ·
0 2 2i iz
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
4 / 19 K
Theorem
If F (cos θ, sin θ) is a rational function of cos and sin which is finite on the
closed interval 0 ≤ θ ≤ 2π, and if f is the function obtained from F (·, ·)
by the substitutions

z + z −1 z − z −1
cos θ = , sin θ =
2 2i
Then
!
Z 2π X f (z)
F (cos θ, sin θ)dθ = 2πi Res
0 z=zk iz
k

where the summation takes over all zk ’s that lie within the circle |z| = 1.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
5 / 19 K
Example
Z 2π
dθ
Evaluate √ .
0 2 − cos θ
Let
dz z + z −1
z = e iθ , dθ = cos θ =
iz 2
So Z 2π
dθ
I
dz/iz
√ = √
0 2 − cos θ
C 2 − 12 (z + z −1 )
I
dz
= √
2
C −i/2(z − 2 2z + 1)
I
2 dz
=− √ √
i C (z − 2 − 1)(z − 2 + 1)
√ √
Here, z1 = 2 + 1 lies outside the unit circle C . z2 = 2 − 1 is a simple
pole that lies inside C .
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
6 / 19 K
 1
f (z) = √ .
z − 2−1

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
7 / 19 K
 1
f (z) = √ .
z − 2−1
 
1
Res f (z) = √
z=z2 z − 2 − 1 z=√2−1
1
=√ √
2−1− 2−1
1
=− .
I 2   
dz/iz 2 1
√ 1
= − × 2πi −
−1
2 − 2 (z + z ) i 2
C
= 2π.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
7 / 19 K
More Examples

Z 2π
dθ 5π
1. 2
=
0 (5 − 3 sin θ) 32
Z 2π
a 2aπ
2. dθ = √
0 (a − sin θ) a2 − 1

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
8 / 19 K
 Z ∞
Evaluation of f (x)dx
−∞

Z ∞
 f (x)dx is called an an Improper Integral.
−∞
Z ∞ Z 0 Z b
 f (x)dx = lim f (x)dx + lim f (x)dx (1)
−∞ a→−∞ a b→∞ 0
 If both limits exist,Z
∞ Z R
f (x)dx = lim f (x)dx (2)
−∞ R→∞ −R
 The limit in (2) is called Cauchy Principal Value of the integral, is
written as Z ∞
pr. v. f (x)dx
−∞

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
9 / 19 K
 Z ∞
Evaluation of f (x)dx
−∞

I
Consider a corresponding contour integral f (z)dz around a path C .
C
Since f (x) is rational, f (z) has finitely many poles in the upper half-plane.
Choose R large enough so that C encloses all these poles.
By Cauchy Residue Theorem
H R RR P
C f (z)dz = CR f (z)dz + −R f (x)dx = 2πi Resf (z)
Z ∞ X
f (x)dx = 2πi Resf (z).
−∞

The entire contour integral consists the integral along the real axis from
−R to R together with the integral along semi-circular arc.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
10 / 19 K
Example
∞
x2
Z
Compute dx.
−∞ (x 2 + a2 )(x 2 + b 2 )
z2
Let f (z) = .
(z 2 + a2 )(z 2 + b 2 )
f (z) has poles at z = ±ia and z = ±ib (no poles on the real axis). Only
the poles z = ia and z = ib lie in the upper half plane. By the residue
theorem
Z R
x2
I
f (z)dz = lim dx
C R→∞ −R (x 2 + a2 )(x 2 + b 2 )
 
= 2πi Res f (z) + Resf (z)
z=ia z=ib
 
a b
= 2πi +
2i(a2 − b 2 ) 2i(b 2 − a2 )
π
= .
a+b
Ganga Ram Phaijoo (Department of Mathematics[2mm]School
MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
11 / 19 K
Example
Z ∞
dx π
Prove that 4
= √
0 1+x 2 2

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
12 / 19 K
Example
Z ∞
dx π
Prove that 4
= √
0 1+x 2 2
Sol: z 4 + 1 = 0
∴ z1 = e πi/4 , z2 = e 3πi/4 , z3 = e −πi/4 , z4 = e −3πi/4
z1 and z2 lies upper half-plane.
   
1 1
Res f (z) = Res f (z) =
z=z1 (1 + z 4 )0 z=z1 z=z2 (1 + z 4 )0 z=z2
   
1 1
= =
4z 3 z=z1 4z 3 z=z2
1 1 1 1
= e −3π/4 = − e πi/4 . = e −9π/4 = − e −πi/4 .
4 4 4 4

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
12 / 19 K
Solution (Contd.)

∞
−2πi πi/4
Z
dx
4
=− (e − e −πi/4 )
−∞ 1+x 4
−πi  π π π π
=− cos + i sin − cos + i sin
2 4 4 4 4
−πi π π
=− 2i sin = √ .
2 4 2
1
Since is an even function.
1 + x4
Z ∞
dx π
4
= √ .
0 1+x 2 2

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
13 / 19 K
Principal Value

Z ∞ X X
Pr. v. f (x)dx = 2πi Resf (z) + πi Resf (z)
−∞

where the first sum extends over all poles in the upper half plane and the second
over all poles on the real axis.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
14 / 19 K
Example
Z ∞
dx
Example: Find the principal value of .
−∞ (x 2 − 3x + 2)(x 2 + 1)

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
15 / 19 K
Example
Z ∞
dx
Example: Find the principal value of .
−∞ (x 2 − 3x + 2)(x 2 + 1)
2
Since x − 3x + 2 = (x − 1)(x − 2),
 
1 1
Res f (z) = 2
=− .
z=1 (z − 2)(z + 1) z=1 2
 
1 1
Res f (z) = = .
z=2 (z − 1)(z 2 + 1) z=2 5
 
1 3−i
Res f (z) = =− .
z=i (z 2 − 3z + 2)(z + i) z=i 20

z = −i lies in the lower half plane which is of no interest.

Z ∞    
dx 3−i 1 1 π
pr. v. 2 − 3x + 2)(x 2 + 1)
= 2πi + πi − + = .
−∞ (x 20 2 5 10

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
15 / 19 K
Problem

Example
Z ∞
dx π
Find the principal value of . Ans: - .
−∞ (x 4 − 1) 2

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
16 / 19 K
 Z ∞
Trig. function
Integrals of the Type dx
−∞ Polynomial function

Z ∞ Z ∞
f (x) cos mxdx, f (x) sin mxdx (m real)
−∞ −∞

• f (x) is a rational function.

• Degree of denominator is greater by 2 than the degree of numerator.
I
• Consider the integral f (z)e imz dz over the contour C .
C
Z ∞ X
f (x)e imx dx = 2πi Res(f (z)e imz ), m>0
−∞

• Sum the residue of f (z)e imz at its poles only in the upper half plane.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
17 / 19 K
 Z ∞
Trig. function
Integrals of the Type dx
−∞ Polynomial function

Equating real and imaginary parts

Z ∞ X
f (x) cos mxdx = −2π Im Res (f (z)e imz )
−∞
Z ∞ X
f (x) sin mxdx = 2π Re Res (f (z)e imz ) (m real)
−∞

Example
Z ∞
cos mx
dx
−∞ k2 + x2

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
18 / 19 K
Problem

Example
Z ∞
cos mx π
Show that 2 2
dx = e −km .
−∞ k +x k
e imz
In fact, has only poles in the upper half plane z = ik.
k2 + z2

e imz e −km
 imz 
e
Res 2 = =
z=ik k + z 2 2z z=ik 2ik
Z ∞
e imx e −km π
2 + x2
dx = 2πi == e −km .
−∞ k 2ik k

Here, e imx = sin mx + i cos mx gives the required result.

Ganga Ram Phaijoo (Department of Mathematics[2mm]School

MATH 207 of Science,
November
Kathmandu
10, 2022
University[2mm]
19 / 19 K