Evaluation of integrals
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type I
Type I: Integrals of the form
Z 2π
F (cos θ, sin θ) dθ
0
dz
If we take z = e iθ , then cos θ = 12 (z + z1 ), sin θ = 1
2i
(z. − z1 ) and dθ =
iz
Substituting for sin θ, cos θ and dθ the definite integral transforms into
the following contour integral
Z 2π Z
F (cos θ, sin θ) dθ = f (z) dz
0 |z|=1
1
where f (z) = iz
[F ( 12 (z + z1 ), 1
2i
(z − z1 ))]
Apply Residue theorem to evaluate
Z
f (z) dz.
|z|=1
Lecture 16 Evaluation of integrals
Example of Type I
Consider
Z 2π
1
dt.
0 1 + 3(cos t)2
Z 2π Z
1 1 dz
dt = 1 1 2
0 1 + 3(cos t)2 |z|=1 1 + 3( 2
(z + z
)) iz
Z
z
= −4i 4 2
dz
|z|=1 3z + 10z + 3
Z
z
= −4i √ √ dz
|z|=1 3(z + 3i) z − 3i z + √i 3 z − √i 3
Z
4 z
= − i dz
3 |z|=1 (z + √3i)(z − √3i) z + √i
z − √i
3 3
4 i i
= − i × 2πi{Res(f , √ ) + Res(f , − √ )}.
3 3 3
Lecture 16 Evaluation of integrals
Improper Integrals of Rational Functions
The improper integral of a continuous function f over [0, ∞) is defined by
Z ∞ Z b
f (x)dx = lim f (x)dx
0 b→∞ 0
provided the limit exists.
If f is defined for all real x, then the integral of f over (−∞, ∞) is
defined by
Z ∞ Z 0 Z b
f (x)dx = lim f (x)dx + lim f (x)dx
−∞ a→−∞ a b→∞ 0
provided both limits exists.
R∞
There is another value associated with the improper integral −∞
f (x)dx
namely the Cauchy Principal value(P.V.) and it is given by
Z ∞ Z R
P. V. f (x)dx := lim f (x)dx
−∞ R→∞ −R
provided the limit exists.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type II
R∞ R∞
If the improper integral −∞ f (x)dx converges, then P. V. −∞ f (x)dx
exists and Z ∞ Z ∞
f (x)dx = P. V. f (x)dx.
−∞ −∞
R∞ R∞
The P. V. −∞ f (x)dx exists 6=⇒ the improper integral −∞
f (x)dx
exists. Take f (x) = x.
However for all x ∈ R) then
R ∞ if f is an even function (i.e. f (x) = f (−x)R ∞
P. V. −∞ f (x)dx exists =⇒ the improper integral −∞ f (x)dx exists and
their values are equal.
P(z)
Consider the rational function f (z) = where P(z) and Q(z) are
Q(z)
polynomials with real coefficients such that
Q(z) has no zeros in the real line
degree of Q(z) > 1+ degree of P(z)
R∞
then P. V. −∞ f (x)dx can be evaluated using Cauchy residue theorem.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type II
Type II Consider the integral
Z ∞
1
dx,
−∞ (x 2 + 1)2
To evaluate this integral, we look at the complex-valued function
1
f (z) =
(z 2 + 1)2
which has singularities at i and −i. Consider the contour C like semicircle, the
one shown below.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type II
Note that:
Z Z a Z
f (z) dz = f (z) dz + f (z) dz
C −a Arc
Z a Z Z
f (z) dz = f (z) dz − f (z) dz
−a C Arc
Furthermore observe that
1 1
f (z) = = .
(z 2 + 1)2 (z + i)2 (z − i)2
Then, by using Residue Theorem,
Z Z 1
(z+i)2 d 1 π
f (z) dz = dz = 2πi =
C C (z − i)2 dz (z + i)2 2
z=i
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type II
If we call the arc of the semicircle ‘Arc’, we need to show that the integral over
‘Arc’ tends to zero as a using the estimation lemma
Z
f (z) dz ≤ ML
Arc
where M is an upper bound on |f (z)| along the Arc and L the length of ‘Arc’.
Now,
Z
aπ
f (z) dz ≤ 2 → 0 as a → ∞.
Arc (a − 1)2
So
Z ∞ Z ∞ Z a
1 π
dx = f (z) dz = lim f (z) dz = .
−∞ (x 2 + 1)2 −∞ a→+∞ −a 2
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type III
Type III Integrals of the form
Z ∞ Z ∞
P(x) P(x)
P. V. cos mx dx or P. V. sin mx dx,
−∞ Q(x) −∞ Q(x)
where
P(x), Q(x) are real polynomials and m > 0
Q(x) has no zeros in the real line
degree of Q(x) > degree of P(x)
then Z ∞ Z ∞
P(x) P(x)
P. V. cos mx dx or P. V. sin mx dx
−∞ Q(x) −∞ Q(x)
can be evaluated using Cauchy residue theorem.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type III
π 2θ
Jordan’s Lemma: If 0 < θ ≤ 2
then π
≤ sin θ ≤ θ.
sin θ 0 ψ(θ)
Proof: Define φ(θ) = θ
. Then φ (θ) = θ2
, where
ψ(θ) = θ cos θ − sin θ.
1 Since ψ(0) = 0 and ψ 0 (θ) = −θ sin θ ≤ 0 for 0 < θ ≤ π2 , ψ
decreases as θ increases i.e. ψ(θ) ≤ ψ(0) = 0 for 0 < θ ≤ π2 .
2 So φ0 (θ) = ψ(θ) π
θ 2 ≤ 0 for 0 < θ ≤ 2 .
3 That means φ is decreasing and hence π2 ≤ sinθ θ ≤ 1 for
0 < θ ≤ π2 .
By Jordan’s lemma we have
Z π Z π Z π
2
e −a sin θ dθ = e −a sin θ dθ + e −a sin θ dθ
0 0 π
2
Z π Z π
2 2θ 2(π−θ)
≤ e −a π dθ + e −a π dθ
0 π
2
both the integrals goes to 0 as a → ∞.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type III
Evaluate: Z ∞ Z ∞
cos tx sin tx
dx or dx
−∞ x2 + 1 −∞ x2 + 1
Consider the integral
∞
e itx
Z
dx
−∞ x2 +1
We will evaluate it by expressing it as a limit of contour integrals along the
contour C that goes along the real line from −a to a and then
counterclockwise along a semicircle centered at 0 from a to −a. Take a > 1 to
be greater than 1, so that i is enclosed within the curve.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type III
e itz e itz e itz e −t
Res ,i = lim (z − i) = lim = .
z2 + 1 z→i z2 + 1 z→i z + i 2i
So by residue theorem
e −t
Z
f (z) dz = (2πi) Resz=i f (z) = 2πi = πe −t .
C 2i
The contour C may be split into a ”straight” part and a curved arc, so that
Z Z
+ = πe −t
straight arc
and thus
a
e itx e itz
Z Z
−t
2
dx = πe − 2
dz.
−a x +1 arc z + 1
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type III
π
e itz e ita(cosθ+i sin θ)
Z Z
2
dz ≤ a dθ
arc z + 1 0 a2 − 1
Z π
a
≤ e −ta sin θ dθ.
a2 − 1 0
Hence,
e itz
Z
2
dz → 0 as a → ∞
arc z + 1
and
∞ a
e itx
Z Z
cos tx
P.V. dx = lim dx
−∞ x2 + 1 a→∞ −a +1 x2
e itz
Z
= lim πe −t − 2
dz
a→∞ arc z + 1
−t
= πe .
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type IV
Type IV Integrals of the form
Z ∞
sin x
dx
0 x
can be evaluated using Cauchy residue theorem.
Before we discuss integrals of Type IV we need the following result.
Lemma: Suppose f has a simple pole at z = a on the real axis. If cρ is the
contour defined by cρ (t) = a + ρe i(π−t) , t ∈ (0, π) then
Z
lim f (z)dz = −iπRes(f , a).
ρ→0 cρ
Proof: Since f has a simple pole at z = a, the Laurent series expansion of f
about z = a is of the form
Res(f , a)
f (z) = + g (z).
z −a
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type IV
Now
Z Z Z
Res(f , a)
f (z)dz = dz + g (z)dz
cρ cρ z −a cρ
Z π Z π
iρe i(π−t)
= −Res(f , a) dt − g (a + ρe i(π−t) )iρe i(π−t) dt
0 ρe i(π−t) 0
Z π
= −iπRes(f , a) − g (a + ρe i(π−t) )iρe i(π−t) dt.
0
Note that f has Laurent series expansion in 0 < |z − a| < R for some R > 0.
The function g is continuous on |z − a| ≤ ρ0 for every ρ < ρ0 < R. So
|g (z)| < M on |z − a| ≤ ρ0 . So
Z π
g (a + ρe i(π−t) )iρe i(π−t) dt ≤ ρMπ → 0 as ρ → 0.
0
Hence Z
lim f (z)dz = −iπRes(f , a).
ρ→0 cρ
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type IV
Consider the integral Z ∞
sin x
dx.
0 x
e iz
Define f (z) = z
, (z = 0 is a simple pole on the real axis).
Consider the contour C = [−R, −] ∪ τ ∪ [, R] ∪ Γ.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type IV
By Cauchy’s theorem
Z iz
e iz
Z iz
e iz
Z Z Z iz
e e e
dz = dz + dz + dz + dz = 0.
C z [−R,−] z τ z [,R] z Γ z
But
e iz e iz e ix − e −ix
Z Z Z
dz + dz = dx
[−R,−] z [,R] z [,R] x
So
e ix − e −ix e iz e iz
Z Z Z
dx = − dz − dz = iπ
[,R] x τ z Γ z
as → 0 (by the previous Lemma ) and R → ∞ (by Jordan’s inequality) and
hence, Z ∞
sin x π
dx = .
0 x 2
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type V
Integration along a branch cut: Consider the improper integral
Z ∞ −a
x
dx (0 < a < 1).
0 1+x
Define
z −a
f (z) = (|z| > 0, 0 < arg z < 2π).
1+z
z −a
The function is a multiple valued function with branch cut
1+z
arg z = 0 (positive real axis).
Consider the contour C = [ + iδ, R + iδ] ∪ ΓR ∪ [R − iδ, − iδ] ∪ {−γ }.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type V
By residue theorem
Z Z Z Z !
+ + + f (z)dz = 2πiRes(f , −1) = 2πie −iaπ .
[+iδ,R+iδ] ΓR [R−iδ,−iδ] −γ
Since
exp(−a log z) exp(−a(ln r + iθ))
f (z) = = ,
z +1 re iθ + 1
where z = re iθ , it follows that
On [ + iδ, R + iδ], θ → 0 as δ → 0,
exp(−a(ln r + i.0)) r −a
f (z) = → as δ → 0.
re i.0 + 1 1+r
On [R − iδ, − iδ], θ → 2π as δ → 0,
exp(−a(ln r + i.2π)) r −a −2aπi
f (z) = → e as δ → 0.
re i.2π + 1 1+r
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type V
But
z −a R −a
Z
2πR 1
dz ≤ 2πR = → 0 as R → ∞
ΓR 1+z R −1 R − 1 Ra
and
z −a −a
Z
2π 1−a
dz ≤ 2π = → 0 as → 0.
γ 1+z −1 1−
So
R
r −a
r −a −2aπi
Z Z
lim dr + e dr = 2πie −iaπ
R→∞,→0 1+r R 1+r
That is
∞
r −a
Z
(1 − e −2aπi ) dr = 2πie −iaπ
0 1+r
and hence
∞
r −a 2πie −iaπ
Z
π
dr = = (0 < a < 1).
0 1+r (1 − e −2aπi ) sin aπ
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type VI
Integration around a branch cut:
Consider the improper integral
Z ∞
log x
dx.
0 1 + x2
Define
log z π 3π
f (z) = (|z| > 0, − < arg z < ).
1 + z2 2 2
log z
The function is a multiple valued function whose branch cut
1 + z2
consists of origin and negative imaginary axis.
Consider the contour C = [, R] ∪ ΓR ∪ [−R, −] ∪ {−γ }.
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type VI
By Cauchy’s residue theorem
!
π2 i
Z Z Z Z
π
+ + + f (z)dz = 2πiRes(f , i) = 2πi = .
[,R] ΓR [−R,−] −γ 4 2
Since
log z log |z| + iθ
f (z) = = 2 2iθ ,
z2 + 1 r e +1
where z = re iθ , it follows that
On [, R], θ = 0,
log x
f (z) = .
x2 + 1
On [−R, −], θ = π,
log |x| + iπ
f (z) = .
x2 + 1
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type VI
But
Z Z
log z log R + iθ
dz = iRe iθ dθ
ΓR 1 + z2 1 + R 2 e 2iθ
ΓR
Z π
| log R| R
≤ R 2 π+ 2 θdθ → 0
R −1 R −1 0
as R → ∞ and
Z Z
log z log + iθ
2
dz = ie iθ dθ
γ 1 + z 1 + 2 e 2iθ
γ
Z π
| log |
≤ π 2 + 2 θdθ → 0 as → 0.
−1 −1 0
Lecture 16 Evaluation of integrals
Evaluation of certain contour integrals: Type VI
So
R −
π2 i
Z Z
log x log |x| + iπ
lim dx + dx =
R→∞,→0 x2 + 1 −R x2 + 1 2
That is
R R R
π2 i
Z Z Z
log x log |x| iπ
lim dx + dx + dx = .
R→∞,→0 x2 + 1 x2 + 1 x2 + 1 2
Hence Z ∞
log x
dx = 0
0 x2 + 1
and Z ∞
1 π
dx = .
0 x2 + 1 2
Lecture 16 Evaluation of integrals
