MATH F112 (MATHEMATICS-II)

Gaurav Dwivedi
Department of Mathematics
BITS Pilani, Pilani Campus.
 Module 13
Applications of Residues
 Chapter 7
Applications of Residues

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 3 / 75

Real Improper Integrals

The improper integral of a continuous function f (x) over

the semi-infinite interval 0 ≤ x < ∞ is defined by means
of equation
Z ∞ Z R
f (x)dx = lim f (x)dx.
0 R→∞ 0

If the limit on the right exists the improper integral is

said to converge to that limit.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 4 / 75

Real Improper Integrals

If f (x) is continuous for all x, its improper integral over

the infinite interval −∞ < x < ∞ is defined by
Z ∞ Z 0 Z R2
f (x)dx = lim f (x)dx + lim f (x)dx.
−∞ R1 →∞ −R1 R2 →∞ 0
(1)
If both the limits on the right exist then, we say that
improper integral (1) converges to their sum.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 5 / 75

Cauchy Principal Value

Another value that is assigned to integral (1) is often

useful. Namely, the Cauchy principal value(P.V.) of
integral (1) is the number
Z ∞ Z R
P.V. f (x)dx = lim f (x)dx, (2)
−∞ R→∞ −R

provided the limit exists.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 6 / 75

 If integral (1) converges, its Cauchy principal value
(2) exists and that value is the number to which
integral (1) converges.
Z R Z 0 Z R 
lim f (x)dx = lim f (x)dx + f (x)dx
R→∞ −R R→∞ −R 0
Z 0 Z R
= lim f (x)dx + lim f (x)dx
R→∞ −R R→∞ 0

and the two limits on RHS exist.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 7 / 75

 However, the converse is no true in general.
Observe that
Z ∞ Z R
P.V. xdx = lim xdx = 0.
−∞ R→∞ −R

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 8 / 75

On the other hand
Z ∞ Z 0 Z R2
xdx = lim xdx + lim xdx
−∞ R1 →∞ −R1 R2 →∞ 0
 2 0  2 R 2
x x
= lim + lim
R1 →∞ 2 −R R2 →∞ 2 0
1

R12 R22
= − lim + lim ;
R1 →∞ 2 R2 →∞ 2

since the two limits do not exist, the improper integral

does not converge.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 9 / 75

Now, suppose that f (x)(−∞ < x < ∞) is an even
function, i.e.,
f (−x) = f (x) ∀ x,
and assume that Cauchy principal value exists. Then,
Z ∞ Z ∞
f (x)dx = P.V. f (x)dx
−∞ −∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 10 / 75

The symmetry of the graph of y = f (x) with respect to
the y axis tells us that
Z 0
1 R1
Z
f (x)x = f (x)dx
−R1 2 −R1

and Z R2 Z R2
1
f (x)dx = f (x)dx.
0 2 −R2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 11 / 75

Thus
Z 0 Z R2 Z R1
1
f (x)dx + f (x)dx = f (x)dx
−R1 0 2 −R1
Z R2
1
+ f (x)dx.
2 −R2

If we let R1 and R2 tend to ∞ on each side here, the

fact that the limits on the right exist means that the
limit on the left do too and
Z ∞ Z ∞
f (x)dx = P.V. f (x)dx.
−∞ −∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 12 / 75

Moreover, since
Z R Z R
1
f (x)dx = f (x)dx,
0 2 −R

we get
Z ∞  Z ∞ 
1
f (x)dx = P.V. f (x)dx .
0 2 −∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 13 / 75

Evaluation of Improper Integrals
To evaluate the improper integral of rational functions
f (x) = p(x)
q(x) , where

p(x) and q(x) are polynomials with real coefficients

and no factors in common.
q(z) has no real zeros but has at least one zero
above the real axis.
Identify all distinct zeros of the polynomial q(z) that
lie above the real axis. These will be finite in
number say z1 , z2 , . . . , zn .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 14 / 75

 Consider the simple closed contour C consisting
(i) The segment of the real axis from z = −R to z = R and

(ii) The top half of the circle |z| = R described

counterclockwise containing all the points z1 , z2 , . . . , zn
and denoted by CR .
Now, integrate f (z) around the positively oriented
boundary of the semicircular region C.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 15 / 75

By Cauchy’s residue theorem, we get
Z Xn
f (z) dz = Res f (z),
C z=zk
k=1
Z R Z n
X
f (x) dx + f (z) dz = Res f (z).
−R CR z=zk
k=1
Hence
Z R n
X Z
f (x) dx = Res f (z) − f (z) dz.
−R z=zk CR
k=1

On taking R → ∞, we get the required result.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 16 / 75
Example, Section 79

Evaluate the improper integral

Z ∞
x2
6+1
dx.
0 x

2
Sol. Consider f (z) = z 6z+1 . The singularities of f (z)
  
π 2kπ
ck = exp i + , (k = 0, 1, . . . , 5).
6 6

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 y
Let C = [−R, R] ∪ CR with
R > 1. Then, it is clear that
none of the ck ’s lie on real
axis and the first three roots CR
iπ i5π i
c0 = e 6 , c1 = i, c2 = e 6
c2 c0
lie inside contour C. −R O R x

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 18 / 75

Thus by Cauchy’s residue theorem,
Z Z R Z
f (z) dz = f (x) dx + f (z) dz
C −R CR
2
X
= 2πi Res f (z).
z=ck
k=0

z2 c2k
Res f (z) = Res 6 = , k = 0, 1, 2.
z=ck z=ck z + 1 6ck

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 19 / 75

Thus
Z R Z  
1 1 1
f (x) dx + f (z) dz = 2πi − +
−R CR 6i 6i 6i
π
=
Z R 3 Z
π
f (x) dx = − f (z) dz.
−R 3 CR

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 20 / 75

Observe that on CR ,

|z 6 + 1| ≥ ||z|6 − 1| = R6 − 1,

so
R2
|f (z)| ≤
= M.
R6 − 1
Since length of CR is πR, ML inequality implies

πR3
Z
f (z) dz ≤ 6
CR R −1
→ 0 as R → ∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 21 / 75

Hence, Z R
π
lim f (x) dx = ,
R→∞ −R 3
i.e., Z ∞
π
P.V. f (x) dx = ·
−∞ 3

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 22 / 75

Since f is even
Z ∞ Z ∞
π
f (x) dx = P.V. f (x) dx = ·
−∞ −∞ 3

and
Z ∞  Z ∞ 
1 π
f (x) dx = P.V. f (x) dx = ·
0 2 −∞ 6

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 23 / 75

Question
Evaluate the improper integral
Z ∞
dx
·
0 x2 + 1
y

Sol. Consider f (z) = z 21+1 ·

Clearly the singularities of
CR
f (z) are z = i, −i. So, con-
sider C = [−R, R] ∪ CR with i
R > 1.
−R O R x
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 24 / 75
First, we compute the residue of f (z) at z = i. Note
that z = i is a simple pole. We have

1 1
Res f (z) = = .
z=i 2z z=i 2i

By the Cauchy’s residue theorem, we get

Z
f (z) dz = 2πi Res f (z),
z=i
Z R Z C  
1
f (x) dx + f (z) dz = 2πi = π.
−R CR 2i

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 25 / 75

 R
Now we’ll show that CR f (z) dz = 0.
On CR , we have

|z 2 + 1| ≥ |z|2 − 1 = R2 − 1.

Thus
1 1
|f (z)| = ≤ = M·
z2 + 1 R2 − 1
Length of CR , L = πR.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 26 / 75

Thus, using ML inequality
Z
πR
f (z) dz ≤
CR R2 − 1
→ 0 as R → ∞

Hence, Z R
lim f (x) dx = π,
R→∞ −R
i.e., Z ∞
P.V. f (x) dx = π.
−∞

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 27 / 75

Since f is even
Z ∞ Z ∞
f (x) dx = P.V. f (x) dx = π.
−∞ −∞

and
Z ∞  Z ∞ 
1 π
f (x) dx = P.V. f (x) dx = ·
0 2 −∞ 2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 28 / 75

Question
Evaluate the improper integral
Z ∞
x2 dx
.
0 (x2 + 1)(x2 + 4)
y

Sol. Consider
f (z) =
z2
(z 2 +1)(z 2 +4) .
Clearly the
singularities of f (z) are 2i CR
z = ±i, ±2i. So, consider
C = [−R, R] ∪ CR with i
R > 2. x
−R O R
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 29 / 75
Note that these singularities are simple poles. First, we
find the residues of f at z = i and z = 2i.

z2 1
Res f (z) = =− ,
z=i 2z(z 2 + 1) + 2z(z 2 + 4) z=i 6i
z2 1
Res f (z) = = .
z=2i 2z(z 2 + 1) + 2z(z 2 + 4) z=2i 3i

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 30 / 75

Thus, by the Cauchy’s residue theorem, we get
Z
f (z) dz = 2πi(Res f (z) + Res f (z)),
C z=i z=2i
Z R Z  
1 1
f (x) dx + f (z) dz = 2πi − +
−R CR 6i 3i
π
= ·
3

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 31 / 75

 R
Now we’ll show that CR f (z) dz = 0.
On CR , we have

|z 2 + 1| ≥ |z|2 − 1 = R2 − 1,
|z 2 + 4| ≥ |z|2 − 4 = R2 − 4.

Thus
z2 R2
|f (z)| = ≤ = M.
(z 2 + 1)(z 2 + 4) (R2 − 1)(R2 − 4)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 32 / 75

Since the length of CR , L = 2πR, by ML inequality

πR3
Z
f (z) dz ≤ 2
CR (R − 1)(R2 − 4)
→ 0 as R → ∞

Hence, Z R
π
lim f (x) dx = ,
R→∞ −R 3
i.e., Z ∞
π
P.V. f (x) dx = ·
−∞ 3

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 33 / 75

Since f is even
Z ∞ Z ∞
f (x) dx = P.V. f (x) dx = π.
−∞ −∞

and
Z ∞  Z ∞ 
1 π
f (x) dx = P.V. f (x) dx = ·
0 2 −∞ 6

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 34 / 75

Question

Evaluate the improper integral

Z ∞
dx
4+1
·
0 x

π
Ans. √
2 2
.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 35 / 75

Question

Evaluate the improper integral

Z ∞
x2 dx
·
0 (x2 + 9)(x2 + 4)2

π
Ans. 200 .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 36 / 75

Question

Show that
Z ∞
xdx π
P.V. 2 2
= − ·
−∞ (x + 1)(x + 2x + 2) 5

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 37 / 75

Jordan’s Lemma
A function f (z) is analytic at all points in the upper
half plane y ≥ 0 that are exterior to a circle
|z| = R0 ;
CR denotes a semicircle z = Reiθ (0 ≤ θ ≤ π),
where R > R0 ;
for all points z on CR , there is a positive constant
MR such that |f (z)| ≤ MR and limR→∞ MR = 0.
Then, for every positive constant a,
Z
lim f (z)eiaz dz = 0.
R→∞ CR

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 38 / 75

Jordan’s Lemma

CR

O R0 R x

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 39 / 75

 R∞
R ∞ of the form −∞ f (x) cos ax dx
Integrals
or −∞ f (x) sin ax dx

To Evaluate the improper integrals of the form

Z ∞ Z ∞
f (x) cos ax dx or f (x) sin ax dx,
0 0

we consider f (z)eiaz , a simple closed contour

C = [−R, R] ∪ CR and proceed as in previous examples.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 40 / 75

Question
Evaluate the improper integral
Z ∞
cos x
2 2 2 2
dx (a > b > 0).
−∞ (x + a )(x + b )

y
1
Sol. Let f (z) = (z 2 +a2 )(z 2 +b2 )
and C = [−R, R] ∪ CR with
R > a. The singularities
of f (z) are z = ±ai, ±bi CR
ai
(note that all these are sim- bi
ple poles) but only z = ai
and z = bi lie within C. −R O R x
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 41 / 75
So, we need the residues of f (z)eiz at z = ai and
z = bi. We have
iz eiz
Res f (z)e = lim (z − ai) 2
z=ai z→ai (z + a2 )(z 2 + b2 )
e−a
=− ,
2ai(a2 − b2 )

eiz
Res f (z)eiz = lim (z − bi)
z=bi z→bi (z 2 + a2 )(z 2 + b2 )
e−b
= .
2bi(a2 − b2 )
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 42 / 75
Thus, by the Cauchy’s residue theorem, we get
Z
f (z)eiz dz = 2πi[Res f (z)eiz + Res f (z)eiz ]
C z=ai z=bi

Z R Z  −b −a

ix π e e
f (x)e dx+f (z)eiz dz = 2 − .
−R CR a − b2 b a
Z R  −b
e−a
 Z
ix π e
f (x)e dx = 2 2
− − f (z)eiz dz.
−R a −b b a CR

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 43 / 75

On taking real parts:
Z R  −b
e−a

π e
f (x) cos x dx = 2 −
−R a − b2 b a
Z
− Re f (z)eiz dz (1)
CR
Z
Now we’ll show that lim Re f (z)eiz dz = 0. There
R→∞ CR
are two ways to show this:
Using Jordan’s lemma
Using ML inequality
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 44 / 75
Let us first show it by using Jordan’s lemma.
On CR , we have
1 1
|f (z)| = ≤
(z 2 + a2 )(z 2 + b2 ) (R2 − a2 )(R2 − b2 )
= MR .

Since MR → 0 as R → ∞, by Jordan’s lemma with

a = 1: Z
lim f (z)eiz dz = 0,
R→∞ CR

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 45 / 75

which gives
Z
lim Re f (z)eiz dz = 0,
R→∞ CR
as Z Z
Re f (z)eiz dz ≤ f (z)eiz dz .
CR CR

Therefore, on taking R → ∞, (1) gives

Z R  −b
e−a

π e
lim f (x) cos x dx = 2 − ·
R→∞ −R a − b2 b a

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 46 / 75

Thus
∞
e−b e−a
Z  
π
P.V. f (x) cos x dx = 2 − .
−∞ a − b2 b a

Since f is even
Z ∞
e−b e−a
 
π
f (x) cos x dx = − ·
−∞ a2 − b 2 b a

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 47 / 75

Let us now use ML inequality
Z to show
lim Re f (z)eiz dz = 0.
R→∞ CR

On CR , we have
eiz e−y
|eiz f (z)| = ≤
(z 2 + a2 )(z 2 + b2 ) (R2 − a2 )(R2 − b2 )
1
≤ 2 (as y ≥ 0)
(R − a2 )(R2 − b2 )
= M.

Length of CR is L = πR.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 48 / 75

By ML inequality
Z
πR
f (z)eiz dz ≤ → 0 as R → ∞.
CR (R2 − a2 )(R2 − b2 )

which again gives

Z
lim Re f (z)eiz dz = 0,
R→∞ CR

Therefore, on taking R → ∞, (1) implies

Z ∞  −b
e−a

π e
f (x) cos x dx = 2 − .
−∞ a − b2 b a
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 49 / 75
Question

Find Cauchy principal value of

Z ∞
x sin x
2
dx.
−∞ x + 2x + 2

Let
z z
f (z) = = ,
z2
+ 2z + 2 (z − z1 )(z − z¯1 )
where z1 = −1 + i. The point z1 , which lies above x-axis
is a simple pole of the function f (z)eiz .

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 50 / 75

Let C = [−R, R] ∪ CR , where CR denotes the upper √ half
of the positively oriented circle |z| = R, with R > 2.
y

CR
−1 + i

−R O R x

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 51 / 75

 iz z1 eiz1 (−1 + i)e−1+i
Res f (z)e = =
z=z1 z1 − z¯1 2i
1
= (1 + i)(cos 1 − i sin 1)
2e
1
= (cos 1 + sin 1 + i(cos 1 − sin 1))
2e
π
2πi Res f (z)eiz = (sin 1 − cos 1 + i(sin 1 + cos 1))
z=z1 e

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 52 / 75

 R
xeix
Z Z
2
dx + f (z)eiz dz = 2πi Res f (z)eiz
−R x + 2x + 2 CR z=z1
π
= (sin 1 − cos 1 + i(sin 1 + cos 1))
e
On equating imaginary parts, we obtain
Z R Z
x sin x iz π
2 + 2x + 2
dx+Im f (z)e dz = (sin 1+cos 1)
−R x CR e

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 53 / 75

Now Z Z
iz
Im f (z)e dz ≤ f (z)eiz dz
CR CR
and for z on CR ,
|z|
|f (z)| ≤
(|z| − |z1 |)(|z| − |z¯1 |)
R
= √ → 0 as R → ∞.
(R − 2)2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 54 / 75

By Jordan’s lemma, Z
lim f (z)eiz dz = 0,
R→∞ CR

which implies
Z
lim Im f (z)eiz dz = 0.
R→∞ CR

Thus
Z R
x sin x π
lim dx = (sin 1 + cos 1).
R→∞ −R x2 + 2x + 2 e

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 55 / 75

So,
Z ∞
x sin x π
P.V. 2
dx = (sin 1 + cos 1)
−∞ x + 2x + 2 e

Note 1 Observe that M L inequality can not be used

to show Z
lim Im f (z)eiz dz = 0
R→∞ CR
in this problem.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 56 / 75

Question
Evaluate the improper integral
Z ∞ 3
x sin ax
4
dx (a > 0).
−∞ x + 4
3
Sol. Consider f (z) = z 4z+4 and C = [−R, R] ∪ CR with
√
R > 2. The singularities of f (z) are given by
√ π kπ
z 4 + 4 = 0 which gives zk = 2e( 4 + 2 )i k = 0, 1, 2, 3.
z0 = 1 + i,
z1 = −1 + i,
z2 = −1 − i,
z3 = 1 − i.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 57 / 75
 y
Note that all these are sim- CR
1+i
ple poles and only z0 = 1 + i −1 + i

and z1 = −1 + i lie within

C. So, we need the residues
of f (z)eiaz at z = 1 + i and −R O R x
z = −1 + i.
We have
z 3 eiaz
Res f (z)eiaz =
z=1+i 4z 3 z=1+i
e−a+ai
= .
4

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 58 / 75

 z 3 eiaz iaz
Res f (z)e =
z=−1+i 4z 3 z=−1+i
e−a−ai
= .
4
Thus, by the Cauchy’s residue theorem, we get
Z
f (z)eiaz dz = 2πi[ Res f (z)eiaz + Res f (z)eiaz ]
C z=1+i z=−1+i
Z R Z
f (x)eiax dx + f (z)eiaz dz = πie−a cos a.
−R CR
Z R Z
iax −a
f (x)e dx = πie cos a − f (z)eiz dz.
−R CR
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 59 / 75
On taking imaginary parts:
Z R Z 
−a iz
f (x) sin ax dx = πe cos a − Im f (z)e dz
−R CR
(1)
R
Now we’ll show that Re CR f (z)eiaz dz = 0.
On CR , we have

z3 R3
|f (z)| = 4 ≤ 4 = MR .
z +4 R −4

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 60 / 75

Since MR → 0 as R → ∞, so by Jordan’s lemma:
Z
lim f (z)eiaz dz = 0,
R→∞ CR
which gives
Z
Im lim f (z)eiaz dz = 0,
R→∞ CR
as Z Z
iaz
Im f (z)e dz ≤ f (z)eiaz dz .
CR CR
Therefore, on taking R → ∞, (1) gives
Z ∞
f (x) sin ax dx = πe−a cos a.
−∞
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 61 / 75
 R 2π
Evaluation of 0 F (cos θ, sin θ) dθ

How to evaluate the integral

Z 2π
F (cos θ, sin θ) dθ.
0

Sol. Consider C : |z| = 1 i.e., z = eiθ (0 ≤ θ ≤ 2π)

which gives
dz
dz = ieiθ dθ ⇒ dθ = .
iz

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 62 / 75

Also,
eiθ + e−iθ
 
1 1
cos θ = = z+ ,
2 2 z
and
eiθ − e−iθ
 
1 1
sin θ = = z− .
2i 2i z
Thus the given integral becomes
Z      Z
1 1 1 1
F z+ , z− dz = f (z) dz.
C 2 z 2i z C

Now
R use Cauchy’s residue theorem to evaluate
C f (z) dz.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 63 / 75
Question
Evaluate the definite integral
Z 2π
dθ
.
0 5 + 4 sin θ
Sol. Consider C : |z| = 1 i.e., z = eiθ , then the integral
becomes
Z
1 dz
I= .
5 + 4 2i1 z − z1



iz
ZC
dz
= 2
ZC 2z + 5iz − 2
dz
= .
C 2(z + 2i)(z + i/2)
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 64 / 75
 1
Here, f (z) = 2(z+2i)(z+i/2) has the singularities at
z = −2i and z = −i/2 (note that both are simple poles)
but only z = −i/2 lies within C. So, we need the
residues of f (z) at z = −i/2.

1 1
Res f (z) = = .
z=−i/2 2(z + 2i) z=−i/2 3i

Hence, on using Cauchy’s residue theorem

1 2π
I = 2πi × = .
3i 3

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 65 / 75

Question
Evaluate the definite integral
Z π
cos 2θ dθ
2
(−1 < a < 1).
0 1 − 2a cos θ + a

Sol. Consider C : |z| = 1 i.e., z = eiθ , then the integral

becomes
Z π
cos 2θ dθ
I= 2
0 1 − 2a cos θ + a
Z 2π
1 cos 2θ dθ
=
2 0 1 − 2a cos θ + a2
1 2π (2 cos2 θ − 1) dθ
Z
=
2 0 1 − 2a cos θ + a2
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 66 / 75

2
2 z + z1 − 1
Z
1 dz
I= 1


2
.
2 C 1 − 2a z + z + a iz
(z 4 + 1) dz
Z
1
=− (1)
4ai C z 2 (z − a) z − a1

z 4 +1
Here f (z) = z 2 (z−a)(z− a1 )
has the singularities at
z = 0, z = a and z = a1 .
Note that z = 0 and z = a lie
within C and 0 is a pole of order 2 and a is a simple pole.
So, we need the residues of f (z) at z = 0 and z = a.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 67 / 75

 d z4 + 1
Res f (z) =
dz (z − a) z − a1


z=0
z=0
2
a +1
=
a
z4 + 1
Res f (z) = 2
z z − a1


z=a
z=a
4
a +1
= ·
a(a2 − 1)

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 68 / 75

On using Cauchy’s residue theorem in (1), we obtain
 2
a4 + 1 a2 π

1 a +1
I=− 2πi × + = ·
4ai a a(a2 − 1) 1 − a2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 69 / 75

Question
Evaluate the definite integral
Z π
sin2n θ dθ (n = 1, 2, 3, . . .).
0

Let C be the unit circle z = eiθ , −π ≤ θ ≤ π. Then

Z π Z π
1
sin2n θ dθ = sin2n θ dθ
0 2 −π
(−1)n (z − z −1 )2n
Z
= 2n+1 dz
2 i C z
2n 
(−1)n
Z X 
2n
k = 2n+1 (−1)k z 2n−2k−1 dz.
2 i C k
k=0
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 70 / 75
If k < n, then 2k − 2n < 0, i.e., 2k − 2n ≤ −1, which
give 2n − 2k − 1 ≥ 0. In this case, z 2n−2k−1 is analytic
within and on C and by Cauchy-Goursat theorem
Z
z 2n−2k−1 dz = 0.
C

Next, we consider the case k > n. In this case,

2n − 2k − 1 < −1, i.e., , 2n − 2k − 1 ≤ −2.

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 71 / 75

Let 2n − 2k − 1 = m ≤ −2. Then
Z Z
2n−2k−1
z dz = z m dz
C ZC
1
= −m
dz
ZC z
1
= ℓ
dz, (where ℓ = −m ≥ 2)
C z
2πi
= f (ℓ−1) (0)
(ℓ − 1)!
= 0.
Here, we used extension of Cauchy Integral Formula with
f (z) = 1, z0 = 0.
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 72 / 75
Thus
π
(−1)n
Z Z  
2n
2n
sin θ dθ = 2n+1 (−1)n z −1 dz
0 2 i C n
1
= 2n+1 · 2πi
2 i
2n!
= 2n π.
2 (n!)2

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 73 / 75

Some Links

Geometry of Complex Derivative

Contour Integration, Net Flux, Circulation
Polya’s Geometric Picture of Complex Contour
Integrals
A Simple Interpretation of the Complex Contour
Integral

Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 74 / 75

Exercises
Rπ dθ
√
1 Show that −π 1+sin2 θ = 2π
R 2π cos2 3θ dθ 3π
2 Show that 0 5−4 cos 2θ = 8
3 Show that
Z 2π
sin2 θ 2π p
dθ = 2 (a− a2 − b2 ), (a > b > 0).
0 a + b cos θ b
4 Show that
Z 2π
(1 + 2 cos θ)n cos nθ 2π √
I= dθ = √ (3 − 5)n
0 3 + 2 cos θ 5
where n = 0, 1, 2, . . .
Gaurav Dwivedi (BITS Pilani) MATH F112 (MATHEMATICS-II) July 1, 2023 75 / 75