17

Residue Theory
Residue theory is basically a theory for computing integrals by looking at certain terms in the
Laurent series of the integrated functions about appropriate points on the complex plane. We
will develop the basic theorem by applying the Cauchy integral theorem and the Cauchy integral
formulas along with Laurent series expansions of functions about the singular points. We will
then apply it to compute many, many integrals that cannot be easily evaluated otherwise. Most
of these integrals will be over subintervals of the real line.
17.1 Basic Residue Theory
The Residue Theorem
Suppose f is a function that, except for isolated singularities, is single-valued and analytic on
some simply-connected region R. Our initial interest is in evaluating the integral
_
C
0
f (z) dz .
where C
0
is a circle centered at a point z
0
at which f may have a pole or essential singularity.
We will assume the radius of C
0
is small enough that no other singularity of f is on or enclosed
by this circle. As usual, we also assume C
0
is oriented counterclockwise.
In the region right around z
0
, we can express f (z) as a Laurent series
f (z) =

k=
a
k
(z z
0
)
k
,
and, as noted earlier somewhere, this series converges uniformly in a region containing C
0
. So
_
C
0
f (z) dz =
_
C
0

k=
a
k
(z z
0
)
k
dz =

k=
a
k
_
C
0
(z z
0
)
k
dz .
But weve seen
_
C
0
(z z
0
)
k
dz for k = 0, 1, 2, 3, . . .
3/11/2010
Residue Theory Chapter & Page: 172
before. You can compute it using the Cauchy integral theorem, the Cauchy integral formulas,
or even (as you did way back in exercise 14.12 on page 1417) by direct computation after
parameterizing C
0
. However you do it, you get, for any integer k ,
_
C
0
(z z
0
)
k
dz =
_
0 if k = 1
i 2 if k = 1
.
So, the above integral of f reduces to
_
C
0
f (z) dz =

k=
a
k
_
0 if k = 1
i 2 if k = 1
_
= i 2a
1
.
This shows that the a
1
coefcient in the Laurent series of a function f about a point z
0
completely determines the value of the integral of f over a sufciently small circle centered at
z
0
. This quantity, a
1
, is called the residue of f at z
0
, and is denoted by
a
1,z
0
or Res
z
0
( f ) or
In fact, it seems that every author has their own notation. We will use Res
z
0
( f ) .
If, instead of integrating around the small circle C
0
, we were computing
_
C
f (z) dz
where C is any simple, counterclockwise oriented loop in R that touched no point of singularity
of f but did enclose points z
0
, z
1
, z
2
, at which f could have singularities, then, a
consequence of Cauchys integral theorem (namely, theorem 15.5 on page 157) tells us that
_
C
f (z) dz =

k
_
C
k
f (z) dz
where each C
k
is a counterclockwise oriented circle centered at z
k
small enough that no other
point of singularity for f is on or enclosed by this circle. Combined with the calculations done
just above, we get the following:
Theorem 17.1 (Residue Theorem)
Let f be a single-valued function on a region R, and let C be a simple loop oriented counter-
clockwise. Assume C encircles a nite set of points {z
0
, z
1
, z
2
, . . .} at which f might not be
analytic. Assume, further, that f is analytic at every other point on or enclosed by C . Then
_
C
f (z) dz = i 2

k
Res
z
k
( f ) . (17.1)
In practice, most people just write equation (17.1) as
_
C
f (z) dz = i 2
_
sum of the enclosed residues
_
.
The residue theorem can be viewed as a generalization of the Cauchy integral theorem and
the Cauchy integral formulas. In fact, many of the applications you see of the residue theorem
can be done nearly as easily using theorem15.5 (the consequence of the Cauchy integral theorem
used above) along with the Cauchy integral formulas.
version: 3/11/2010
Residue Theory Chapter & Page: 173
Computing Residues
Remember, what we are now calling the residue of a function f at z
0
is simply the value of
a
1
in the Laurent series expansion of f ,
f (z) =

k=
a
k
(z z
0
)
k
,
right around z
0
, and, for this a
1
to be nonzero, f must have either a pole or essential singularity
at z
0
. So the discussion about such singularities in section 16.3 applies both for identifying where
a function may have residues and for computing the residues.
The basic approach to computing the residue at z
0
is be to simply nd the above Laurent
series. Then
Res
z
0
( f ) = a
1
.
This may be necessary if f has an essential singularity at z
0
.
If f has a pole of nite order, say, of order M , then we can use formula (16.8) on page
1614 for a
1
,
Res
z
0
( f ) = a
1
=
1
(M 1)!
d
M1
dz
M1
_
(z z
0
)
M
f (z)
_

z=z
0
. (17.2)
If the pole is simple (i.e., M = 1 ), this simplies to
Res
z
0
( f ) = a
1
= (z z
0
) f (z)|
z=z
0
. (17.3)
Often, we may notice that
f (z) =
g(z)
z z
0
for some function g which is analytic and nonzero at z
0
. In this case, we clearly have a simple
pole, and formula (17.3), above, clearly reduces to
Res
z
0
( f ) = g(z
0
) .
This will make computing residues very easy in many cases.
More generally, from our earlier discussion of poles, we know that if
f (z) =
g(z)
(z z
0
)
M
(17.4)
for some function g which is analytic and nonzero at z
0
, then f has a pole of order M at z
0
.
In this case, formula (17.2) reduces to
Res
z
0
( f ) =
1
(M 1)!
g
(M1)
(z
0
) . (17.5)
Keep in mind that, if g(z
0
) = 0 , then the pole of
f (z) =
g(z)
(z z
0
)
M
has order less than M , and a little more work will be needed to determine the precise order of
the pole and the corresponding residue.
version: 3/11/2010
Residue Theory Chapter & Page: 174
17.2 Simple Applications
The main application of the residue theorem is to compute integrals we could not compute (or
dont want to compute) using more elementary means. We will consider some of the common
cases involving single-valued functions not having poles on the curves of integration. Later, we
will add poles and deal with multi-valued functions.
Integrals of the form

2
0
f (sin , cos ) d
Suppose we have an integral over (0, 2) of some formula involving sin() and cos() , say,
_
2
0
d
2 +cos
.
We can convert this to an integral about the unit circle by using the substitution
z = e
i
.
Note that z does go around the unit circle in the counterclockwise direction as goes from 0
to 2 . Under this substitution, we have
dz = d
_
e
i
_
= i e
i
d = i z d .
So,
d =
1
i z
dz = i z
1
dz .
For the sines and cosines, we have
cos =
e
i
+e
i
2
=
z +
1
/
z
2
=
z + z
1
2
and
sin =
e
i
e
i
2i
=
z
1
/
z
2i
=
z z
1
2i
.
These substitutions convert the original integral to an integral of some function of z over the unit
circle, which can then be evaluated by nding the enclosed residues and applying the residue
theorem.
!

Example 17.1: Lets evaluate

_
2
0
d
2 +cos
.
Letting C denote the unit circle and applying the substitution z = e
i
, as described above,
we get
_
2
0
d
2 +cos
=
_
C
i z
1
dz
2 +
1
2
_
z + z
1
_
=
_
C
2z
2z

i z
1
2 +
1
2
_
z + z
1
_ dz
=
_
C
i 2
4z +
_
z
2
+1
_ dz = 2i
_
C
1
z
2
+4z +1
dz .
version: 3/11/2010
Residue Theory Chapter & Page: 175
Letting
f (z) =
1
z
2
+4z +1
and applying the residue theorem, the above becomes
_
2
0
d
2 +cos
= 2i i 2
_
sum of the residues of f (z) in the unit circle
_
= 4
_
sum of the residues of f (z) in the unit circle
_
.
To nd the necessary residues we must nd where the denominator of f (z) vanishes,
z
2
+4z +1 = 0 .
Using the quadratic formula, these points are found to be
z

=
4

4
2
4
2
= 2

3 .
So
f (z) =
1
_
z
_
2 +

3
___
z
_
2

3
__ .
Now, since

3 1.7 ,
|z
+
| =

2 +

|2 +1.7| = 0.3
while
|z

| =

|2 1.7| = 3.7 .
Clearly, 2 +

3 is the only singular point of f (z) enclosed by the unit circle, and the
singularity there is a simple pole. We can rewrite f (z) as
f (z) =
g(z)
z
_
2 +

3
_ where g(z) =
1
z
_
2

3
_ .
Thus,
Res
z
+
[ f ] = g(z
+
) = g(2 +

3) =
1
_
2 +

3
_

_
2

3
_ =
1
2

3
.
Plugging this back into the last formula obtained for our integral, we get
_
2
0
d
2 +cos
= 4
_
sum of the residues of f (z) in the unit circle
_
= 4 Res
z
+
[ f ]
= 4
1
2

3
=
2

3
.
version: 3/11/2010
Residue Theory Chapter & Page: 176
Integrals of the form

f (x) dx
Now lets consider evaluating
_

f (x) dx ,
assuming that:
1. Except for a nite number of poles and/or essential singularities, f is a single-valued
analytic function on the entire complex plane.
2. None of these singularities are on the Xaxis.
3. One of the following holds:
(a) For some R
0
> 0 , M > 0 , and > 0 ,
| f (z)|
M
|z|
1+
whenever |z| > R
0
.
(b) f (z) = g(z)e
i z
where > 0 and
g(z) 0 as |z| .
(c) f (z) = g(z)e
i z
where > 0 and
g(z) 0 as |z| .
Under these assumptions, we can evaluate the integral by constructing, for each R > 0 , a suitable
closed loop
R
containing the interval (R, R) . The integral over
R
is computed via the
residue theorem, and R is allowed to go to . The conditions listed under the third assumption
above ensure that the integral over that part of
R
which is not the interval (R, R) vanishes
as R , leaving us with the integral over (, ) .
The exact choice for the closed loop
R
depends on which of the three conditions under
assumption 3 is known to hold. If either (3a) or (3b) holds, we take

R
=
+
R
= I
R
+ C
+
R
where I
R
is the subinterval (R, R) of the Xaxis and C
+
R
is the semicirle in the upper
half plane of radius R and centered at 0 (see gure 17.1a). In this case, with
+
R
oriented
counterclockwise, the direction of travel on the interval I
R
is from x = R to x = R (the
normal positive direction of travel on the Xaxis) and, so,
_
I
R
f (z) dz =
_
R
R
f (x) dx .
Since we are letting R and there are only nitely many singularities, we can always
assume that weve taken R large enough for
+
R
to enclose all the singularities of f in the
upper half plane (UHP). Then
i 2
_
sum of the residues of f in the UHP
_
=
_

+
R
f (z) dz
=
_
I
R
f (z) dz +
_
C
+
R
f (z) dz .
version: 3/11/2010
Residue Theory Chapter & Page: 177
(a) (b)
R
R
R
R
C
+
R
C

+
R

R
X
X
Y
Y
I
R
I
R
Figure 17.1: Closed curves for integrating on the Xaxis when (a)
R
=
+
R
= I
R
+C
+
R
and when (b)
R
=

R
= I
R
+C

R
.
Thus,
_
R
R
f (x) dx =
_
I
R
f (z) dz
= i 2
_
sum of the residues of f in the UHP
_

_
C
+
R
f (z) dz . (17.6)
To deal with the integral over C
+
R
, rst note that this curve is parameterized by
z = z() = Re
i
where 0 .
So dz = d[Re
i
] = i Re
i
d and
_
C
+
R
f (z) dz =
_

0
f
_
Re
i
_
i Re
i
d .
If assumption (3a) holds, then
lim
R

_
C
+
R
f (z) dz

= lim
R

_

0
f
_
Re
i
_
i Re
i
d

lim
R
_

0

f
_
Re
i
_
i Re
i

d
lim
R
_

0
M
R
1+
R d lim
R
M
R

= 0 .
Thus,
lim
R
_
C
+
R
f (z) dz = 0 . (17.7)
Under assumption (3b),
_
C
+
R
f (z) dz =
_
C
+
R
g(z)e
i z
dz
for some > 0 . Now,

e
i z

e
i (x+i y)

e
i x
e
y

= e
y
,
version: 3/11/2010
Residue Theory Chapter & Page: 178
which goes to zero very quickly as y . So it is certainly reasonable to expect equation
(17.7) to hold under assumption (3b). And it does but a rigorous verication requires more
space than is appropriate here. Anyone interested can nd the details in the proof of lemma 17.2
on page 1714.
So, after letting R , formula (17.6) for the integral of f (x) on (R, R) becomes
_

f (x) dx = i 2
_
sum of the residues of f in the UHP
_
. (17.8)
On the other hand, if it is assumption (3c) that holds, then
_
C
+
R
f (z) dz =
_
C
+
R
g(z)e
i z
dz
for some > 0 . In this case, though,

e
i z

e
i (x+i y)

e
i x
e
y

= e
y
,
which rapidly blows up as y gets large. So it is not reasonable to expect equation (17.7) to hold
here. Instead, take

R
=

R
= I
R
+ C

R
where C

R
is the semicirle in the lower half plane of radius R and centered at 0 (see gure
17.1b). (Observe that, this time, the direction of travel on I
R
is opposite to the normal positive
direction of travel on the Xaxis.) Again, since we are letting R and there are only
nitely many singularities, we can assume that weve taken R large enough for

R
to enclose
all the singularities of f in the lower half plane (LHP). Then
i 2
_
sum of the residues of f in the LHP
_
=
_

R
f (z) dz
=
_
I
R
f (z) dz +
_
C

R
f (z) dz
=
_
I
R
f (z) dz +
_
C

R
f (z) dz .
Thus,
_
R
R
f (x) dx =
_
I
R
f (z) dz
= i 2
_
sum of the residues of f in the UHP
_
+
_
C
+
R
f (z) dz
But, as before, it can be shown that | f (z)| 0 fast enough as |z| (on the lower half
plane) to ensure that
lim
R
_
C

R
f (z) dz = 0 .
So, after letting R , the above formula for the integral of f (x) on (R, R) becomes
_

f (x) dx = i 2
_
sum of the residues of f in the LHP
_
. (17.9)
version: 3/11/2010
Residue Theory Chapter & Page: 179
!

Example 17.2: Let us evaluate the Fourier integral

_

e
i 2x
1 + x
2
dx .
Here we have
f (z) = g(z)e
i 2z
with g(z) =
1
1 + z
2
.
Clearly, |g(z)| 0 as |z| and 2 > 0 ; so condition (3b) on page 176 holds. Thus,
we will be applying equation (17.8), which requires the residues of f from the upper half
plane.
1
By inspection, we see that
f (z) =
e
i 2z
1 + z
2
=
e
i 2z
(z +i )(z i )
,
which tells us that the only singularities of f (z) are at z = i and z = i . Only i , though,
is in the upper half plane, so we are only interested in the residue at i . Since we can write
f (z) as
f (z) =
h(z)
z i
with h(z) =
e
i 2z
z +i
(and h(i ) = 0 ), we know f (z) has a simple pole at i and
Res
i
[ f ] = h(i ) =
e
i 2i
i +i
=
e
2
2i
.
Thus, applying equation (17.8)
_

e
i 2x
1 + x
2
dx = i 2
_
sum of the residues of f in the UHP
_
= i 2
_
Res
i
[ f ]
_
= i 2
_
e
2
2i
_
= e
2
.
Standard Simple Tricks
Using Real and Imaginary Parts
It is often helpful to observe that one integral of interest may be the real or imaginary part of
another integral that may, possibly, be easier to evaluate. Do remember that
_
b
a
Re[ f (x)] dx = Re
__
b
a
f (x) dx
_
and
_
b
a
Im[ f (x)] dx = Im
__
b
a
f (x) dx
_
.
1
Rather than memorize that condition (3b) implies that (17.8) is used, keep in mind the derivation and the fact that
you want the integral over one of the semicircles to vanish as R . Write out the exponential in terms of x and
y and see if this exponential is vanishing as y + or as y . Then rederive the residue-based formula
for the integral of interest using the semicircle in the upper half plane if the exponential vanishes as y + and
the semicircle in the lower half plane if the exponential vanishes as y . For our example
e
i 2z
= e
i 2(x+i y)
= e
i 2
e
2y
0 as y + .
So we are using the upper half plane.
version: 3/11/2010
Residue Theory Chapter & Page: 1710
(If this isnt obvious, spend a minute to (re)derive it.) In this regard, it is especially useful to
observe that
cos(X) = Re
_
e
i X
_
and sin(X) = Im
_
e
i X
_
.
!

Example 17.3: Consider

_

cos(2x)
1 + x
2
dx
Using the above observations and our answer from the previous exercise,
_

cos(2x)
1 + x
2
dx =
_

Re
_
e
i 2x
1 + x
2
_
dx
= Re
__

e
i 2x
1 + x
2
dx
_
= Re
_
e
2
_
= e
2
.
Clever Choice of Curve and Function
The main trick to applying residue theory in computing integrals of real interest (i.e., integrals
that actually do arise in applications) as well as other integrals you may encounter (e.g., other
integrals in assigned homework and tests) is to make clever choices for the functions and the
curves so that you really can extract the value of desired integral fromthe integral over the closed
curve used. Some suggestions, such as were given on page 176 for computing certain integrals
on (, ) , can be given. In general, though, choosing the right curves and functions is a
cross between an art and a skill that one just has to develop.
A good example of using both clever choices of functions and curves, and in using real and
imaginary parts, is given in computing the Fresnel integrals (which arise in optics).
!

Example 17.4: Consider the Fresnel integrals

_

0
cos
_
x
2
_
dx and
_

0
sin
_
x
2
_
dx .
Rather than use cos
_
x
2
_
and sin
_
x
2
_
directly, it is clever to use e
i x
2
and the fact that
e
i x
2
= cos
_
x
2
_
+ i sin
_
x
2
_
.
So, if we can evaluate
_

0
e
i x
2
dx ,
then we can get the two integrals we want via
_

0
cos
_
x
2
_
dx =
_

0
Re
_
e
i x
2
_
dx = Re
_ _

0
e
i x
2
dx
_
and
_

0
sin
_
x
2
_
dx =
_

0
Im
_
e
i x
2
_
dx = Im
__

0
e
i x
2
dx
_
.
version: 3/11/2010
Residue Theory Chapter & Page: 1711
R
Re
i /4
A
R
l
R

R

/
4
X
Y
I
R
0
Figure 17.2: The closed curve for computing the Fresnel integrals.
Now, to compute
_

0
e
i x
2
dx ,
we naturally choose the function f (z) = e
i z
2
. The clever choice for the closed curve is
sketched in gure 17.2. It is

R
= I
R
+ A
R
l
R
where, for any choice of R > 0 ,
I
R
= the straight line on the real line from z = 0 to z = R
= the interval on from x = 0 to x = R ,
A
R
= the circular arc centered at 0 starting at z = R and going to z = Re
i /4
,
and
l
R
= the straight line from z = 0 to z = Re
i /4
.
Notice that the chosen function, f (z) = e
i z
2
, is analytic on the entire complex plane. So
there are no residues, and, for each R > 0 , we have
0 =
_

R
e
i z
2
dz =
_
I
R
e
i z
2
dz +
_
A
R
e
i z
2
dz
_
l
R
e
i z
2
dz
=
_
R
x=0
e
i x
2
dx +
_
A
R
e
i z
2
dz
_
l
R
e
i z
2
dz .
So,
_
R
x=0
e
i x
2
dx =
_
l
R
e
i z
2
dz
_
A
R
e
i z
2
dz .
Letting R , this becomes
_

0
e
i x
2
dx = lim
R
_
l
R
e
i z
2
dz lim
R
_
A
R
e
i z
2
dz . (17.10)
Now, l
R
is parameterized by
z = z(r) = re
i /4
with r going from 0 to R .
Using this,
i z
2
= ir
2
e
i /2
= ir
2
i = r
2
,
version: 3/11/2010
Residue Theory Chapter & Page: 1712
dz = d
_
re
i /4
_
= e
i /4
dr
and
lim
R
_
l
R
e
i z
2
dz = lim
R
_
R
0
e
r
2
e
i /4
dr = e
i /4
_

0
e
r
2
dr .
The value of the last integral is

/2 . This can be found by cheap tricks not involving
residues (see the appendix on the integral of the basic Gaussian starting on page 1716).
Thus,
lim
R
_
l
R
e
i z
2
dz = e
i /4

2
. (17.11)
The curve A
R
for the other integral in equation (17.10) is parameterized by
z = z() = Re
i
with going from 0 to

/
4
.
Using this,
i z
2
= i R
2
e
i 2
= i R
2
[cos(2) +i sin(2)] = i R
2
cos(2) R
2
sin(2) ,
dz = d
_
Re
i
_
= i Re
i
d
and
lim
R
_
A
R
e
i z
2
dz = lim
R
_
/4
0
e
i R
2
cos(2) R
2
sin(2)
i Re
i
d
= lim
R
_
/4
0
e
i R
2
cos(2)
e
R
2
sin(2)
i Re
i
d .
Note that

_
/4
0
e
i R
2
cos(2)
e
R
2
sin(2)
i Re
i
d

_
/4
0

e
i R
2
cos(2)
e
R
2
sin(2)
i Re
i

d
=
_
/4
0
e
R
2
sin(2)
R d .
For each in (0,

/
4
] , the exponential in the last integral goes to zero much faster than R
increases. So this integral clearly vanishes as R (a rigorous proof would be similar
to that of lemma 17.2 on page 1714). Thus,
lim
R
_
A
R
e
i z
2
dz = 0 . (17.12)
Gathering together what weve derived (equations (17.10), (17.11) and (17.12)), we nally
get
_

0
e
i x
2
dx = lim
R
_
l
R
e
i z
2
dz lim
R
_
A
R
e
i z
2
dz
= e
i /4

2
+ 0
=
_
cos
_

4
_
+i sin
_

4
__

2
=
_
1

2
+i
1

2
_

2
=
1
2
_

2
+ i
1
2
_

2
.
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Residue Theory Chapter & Page: 1713
Thus,
_

0
cos
_
x
2
_
dx = Re
_ _

0
e
i x
2
dx
_
=
1
2
_

2
and
_

0
sin
_
x
2
_
dx = Im
__

0
e
i x
2
dx
_
=
1
2
_

2
.
?

Exercise 17.1: Consider the last example.

a: Why was the curve
R
= I
R
+ A
R
l
R
, as illustrated in gure 17.2, such a clever
choice of curves? (Consider what happened to the function e
i z
2
on I
R
.)
b: Why would the curve
R
= I
R
+ C
+
R
illustrated in gure 17.1a not be a clever choice
for computing the Fresnel integrals?
In the last example, as in a previous example, the closed curve constructed so the residue
theoremcan be applied included a piece of a circle of radius R , say, the A
R
in our last example.
Our formula for the desired integral then includes a term of the form
lim
R
_
A
R
f (z) dz ,
and it is important that this limit be zero (or some other computable nite number). Otherwise,
either this general approach fall apart, or we can showthat the desired integral does not converge.
Keep in mind that the length of A
R
increases as R increases; so the vanishing of the
integrand is not enough to ensure the vanishing of the above limit. To take into account the
increasinglengthof the curve, it is oftena goodidea toparameterize it usingangular measurement,
z = z() = Re
i
with limited to some xed interval (, ) . Then, as weve seen in examples,

_
A
R
f (z) dz

f
_
Re
i
_
i Re
i
d

f
_
Re
i
_
i Re
i

d =
_

f
_
Re
i
_

R d .
With luck, you will be able to look at the inside of the last integral and tell whether the desired
limit is zero or whether the limit does not exist.
Of course, you may ask, why not just compute the limit by bringing the limit inside the
integral,
lim
R
_

f
_
Re
i
_

R d =
_

lim
R

f
_
Re
i
_

R d ?
Because this last equation is not always valid. There are choices for f such that
lim
R
_

f
_
Re
i
_

R d =
_

lim
R

f
_
Re
i
_

R d !
For example, f (z) = e
z
with (, ) = (0,

/
2
) .
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Residue Theory Chapter & Page: 1714
Appendices to this Section
Two issues are addressed here. One is how to rigorously verify that certain integrals over arcs of
radii R vanish as R goes to innity. The other is howto evaluate
_

0
e
s
2
ds . These appendices
are included for the sake of completeness. You should be acquainted with the general results,
but dont worry about reproducing the sort of analysis given here.
The Vanishing of Certain Integrals as R
Often, when using residues to compute integrals with exponentials, it is necessary to verify that
certain integrals over arcs of radii R vanish as R goes to innity. Sometimes this is easy to show;
sometimes it is not. To illustrate how we might verify the cases involving complex exponentials,
we will rigorously verify the following lemma. It is the lemma needed to rigorously verify
equation (17.7) on page 177.
Lemma 17.2
Let > 0 , and assume g is any reasonably smooth function on the complex plane
2
satisfying
g(z) 0 as |z| .
Then
lim
R
_
C
+
R
g(z)e
i z
dz = 0
where C
+
R
is the upper half of the circle of radius R about the origin.
PROOF: Keep in mind that C
+
R
is getting longer as R gets larger. So the simple fact that
the integrand gets smaller as R gets larger is not enough to ensure that the above limit is zero.
To help take into account the increasing length of the curve and to help convert the integral
to something a little more easily to deal with, we make use of the fact that this curve can be
parameterized by
z = z() = Re
i
= R [cos() +i sin()] where 0 .
For convenience, let
M(R) = maximum value of g(z()) when 0 .
It isnt hard to show that the fact that g(z) 0 as |z| implies that
M(R) 0 when R .
Also note that that, using the above parametrization,
dz = i Re
i
d
and

e
i z()

e
i R[cos()+i sin()]

e
i R cos() R sin()

e
i R cos()
e
R sin()

= e
R sin()
.
2
it sufces to assume g(z) is continuous on the region where |z| > R
0
for some nite real value R
0
.
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Residue Theory Chapter & Page: 1715

2
1

Y
y =
1
2

y = sin()
Figure 17.3: The graphs of y = sin() and y =

/
2
on the interval [0,

/
2
] .
Using this and the fact that sin() is symmetric about =

/
2
, we get

_
C
+
R
g(z)e
i z
dz

_

0
g(z())e
i z()
i Re
i
d

_

0

g(z())e
i z()
i Re
i

d
_

0
M(R)e
R sin()
R d .
Pulling out M(R) and using the fact that sin() is symmetric about =

/
2
, this becomes

_
C
+
R
g(z)e
i z
dz

2M(R)
_
/2
0
e
R sin()
R d . (17.13)
Now, it is easy to see and easy to conrm that
sin() >

2
for 0

2
(see gure 17.3).It then follows that
e
R sin()
< e
R/2
for 0

2
.
Plugging this into inequality (17.13) and computing the resulting integral yields

_
C
+
R
g(z)e
i z
dz

2M(R)
_
/2
0
e
R/2
R d
=
4M(R)

_
1 e
R/4
_
<
4M(R)

.
Thus,
lim
R

_
C
+
R
g(z)e
i z
dz

< lim
R
4M(R)

=
4 0

= 0 ,
which, of course, means that
lim
R
_
C
+
R
g(z)e
i z
dz = 0 ,
as claimed.
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Residue Theory Chapter & Page: 1716
Integral of the Basic Gaussian
While there is no simple formula for the indenite integral of e
x
2
, the value of the denite
integral
_

0
e
s
2
ds
is easily computed via a clever trick.
To begin, observe that, by symmetry,
_

0
e
s
2
ds =
1
2
I
where
I =
_

e
s
2
ds =
_

e
x
2
dx =
_

e
y
2
dy .
The clever trick is based on the observation that I
2
, the product of I with itself, can be
expressed as a double integral over the entire XYplane,
I
2
=
__

e
x
2
dx
___

e
y
2
dy
_
=
_

__

e
x
2
dx
_
e
y
2
dy
=
_

__

e
x
2
e
y
2
dx
_
dy =
_

e
(x
2
+y
2
)
dx dy .
This double integral is easily computed using polar coordinates (r, ) where
x = r cos() and y = r sin() .
Recall that
x
2
+ y
2
= r
2
and dx dy = r dr d .
So, converting to polar coordinates and using elementary integration techniques,
I
2
=
_
2
0
_

0
e
r
2
r dr d =
_
2
0
1
2
d = .
Taking the square root gives
I =

.
Because e
s
2
is a positive function, its integral must be positive. Thus,
_

e
s
2
ds = I =

and
_

0
e
s
2
ds =
1
2
I =
1
2

.
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Residue Theory Chapter & Page: 1717
17.3 Integrals Over Branch Cuts of Mult-Valued
Functions
If you need to compute
_

f (x) dx
when f (z) is a multi-valued function, then a clever choice for the closed curve may include
using the interval (, ) as a branch cut for f , and letting it serve as two parts of the curve
enclosing the residues of f . Just what I mean will be a lot clearer if we do one example.
But rst, go back and re-read the discussion of multi-valued functions starting on page 145.
Also, re-read the bit about Square Roots and Such starting on page 148.
!

Example 17.5: Consider evaluating

_

0

x
1 + x
2
dx .
Naturally, we will let
f (z) =
z
1
/
2
1 + z
2
.
This function has singularities at z = i (where the denominator is zero). Also, because of
the z
1
/
2
factor, f (z) is multi-valued with a branch point at z = 0 . We will cleverly take the
cut line to be the positive Xaxis, and dene z
1
/
2
to be given by
z
1
/
2
=
_
|z| e
i /2
where is the polar angle (argument) of z satisfying
0 < < 2 .
This denes the branch of f that we will use. This also means that we will have to be careful
about the value of this function on the positive Xaxis since, for each point x
0
on this interval,
lim
zx
0
Im z>0
z
1
/
2
= lim
0
+

x
0
e
i /2
=

x
0
e
i 0
=

x
0
while
lim
zx
0
Im z<0
z
1
/
2
= lim
2

x
0
e
i /2
=

x
0
e
i
=

x
0
.
Thus,
lim
zx
0
Im z>0
f (z) = lim
zx
0
Im z>0
z
1
/
2
1 + z
2
=

x
0
1 + x
0
2
while
lim
zx
0
Im z<0
f (z) = lim
zx
0
Im z>0
z
1
/
2
1 + z
2
=

x
0
1 + x
0
2
.
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Residue Theory Chapter & Page: 1718
i
i
C
R
C

X
Y
I
+
R
I

R
R R

Figure 17.4: The curves for example 17.5. The region enclosed by
R
is shaded, and the
arrows indicate the direction of travel along
R
.
The closed curve we will use with the residue theorem is constructed from the curves in
gure 17.4. For each pair of positive values and R satisfying < 1 < R , we let
R
be
the closed curve given by

R
= I
+
R
+ C
R
+ I

R
C

where, as indicated in gure 17.4,

C
R
= circle of radius R about 0 , oriented counterclockwise ,
C

= circle of radius about 0 , oriented counterclockwise ,

I
+
R
= straight line on the Xaxis from x = to x = R ,
and
I

R
= straight line on the Xaxis from x = R to x = .
The circle C

isolates the branch point from the region encircled by

R
. This is a good
idea because bad things can happen near branch points. Later, we will check that we can
(or cannot) let 0 .
The curves I
+
R
and I

R
are each, in fact, simply the subinterval (, R) on the Xaxis
oriented in opposing directions. They are treated, however, as two distinct pieces of
R
,
with I
+
R
viewed as a lower boundary to the region above it, and I

R
viewed as the upper
boundary to the region below it. Indeed, it may be best to rst view them as laying a small
distance above and below the Xaxis, exactly as sketched in gure 17.4, with this distance
shrunk to zero by the end of the computations. Consequently, the region encircled by
R
is
the shaded region in gure 17.4.
Applying the residue theorem, we have
i 2 [sum of the resides of f in the shaded region]
=
_

f (z) dz
=
_
I
+
R
f (z) dz +
_
C
R
f (z) dz +
_
I

R
f (z) dz
_
C

f (z) dz
version: 3/11/2010
Residue Theory Chapter & Page: 1719
where
_
I
+
R
f (z) dz =
_
R

_
lim
zx
Im z>0
f (z)
_
dx =
_
R

x
1 + x
2
dx
and
_
I

R
f (z) dz =
_

R
_
lim
zx
Im z<0
f (z)
_
dx =
_
R

x
1 + x
2
_
dx =
_
R

x
1 + x
2
dx .
Thus,
i 2 [sum of the resides of f in the shaded region]
= 2
_
R

x
1 + x
2
dx +
_
C
R
f (z) dz
_
C

f (z) dz ,
and, so,
_
R

x
1 + x
2
dx = i [sum of the resides of f in the shaded region]
+
1
2
_
C

f (z) dz
1
2
_
C
R
f (z) dz .
(17.14)
(Notice that, because of the multi-valueness of f ,
_
I
+
R
f (z) dz and
_
I

R
f (z) dz
did not cancel each other out even though I
+
R
and I

R
are the same curve oriented in opposite
directions. That is what will make these computations work.)
Naturally, we want 0 and R . Now, if |z| = and < 1 , then
| f (z)| =

z
1
/
2
1 + z
2

1
/
2
1
2
.
So, using the parametrization z = z() = e
i
,

_
C

f (z) dz

_
2
0
f (z()) i e
i
d

_
2
0
| f (z())| d

_
2
0

1
/
2
1
2
d =

3
/
2
1
2
2 0 as 0 .
By a very similar computations, we get (since R > 1 ),

_
C
R
f (z) dz

_
2
0
R
1
/
2
R
2
1
R d =
R
3
/
2
R
2
1
2 0 as R .
Thus, after letting 0 and R , equation (17.14) reduces to
_

0

x
1 + x
2
dx = i [sum of the resides of f in the shaded region] (17.15)
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Residue Theory Chapter & Page: 1720
Clearly, the only singularities of
f (z) =
z
1
/
2
1 + z
2
are at z = i , and
f (z) =
g(z)
z i
and f (z) =
h(z)
z (i )
.
where
g(z) =
z
1
/
2
z +i
and h(z) =
z
1
/
2
z i
.
So these singularities are simple poles, and
_

0

x
1 + x
2
dx = i [sum of the resides of f in the shaded region]
= i
_
Res
i
( f ) + Res
i
( f )
_
= i [g(i ) +h(i )]
= i
_
i
1
/
2
i +i
+
(i )
1
/
2
i i
_
=
_
e
i /4
2

e
i 3/4
2
_
= =

2
.
17.4 Integrating Through Poles and the Cauchy
Principal Value
The Cauchy Principal Value of an Integral
The Cauchy principal value of an integral is actually a redenition of the integral so that certain
types of singularities are ignored through the process of taking symmetric limits.
To be precise: Let f be a function on an interval (a, b) and assume f is well behaved
(say, is analytic) at every point in the interval except one, x
0
. We then dene
The Cauchy principal value of
_
b
a
f (x) dx = CPV
_
b
a
f (x) dx (my notation)
= P
_
b
a
f (x) dx (A&Ws notation)
= lim
0
+
__
x
0

a
f (x) dx +
_
b
x
0
+
f (x) dx
_
.
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Residue Theory Chapter & Page: 1721
If f is continuous, or even just has a jump discontinuity, at x
0
, then
CPV
_
b
a
f (x) dx = lim
0
+
__
x
0

a
f (x) dx +
_
b
x
0
+
f (x) dx
_
=
_
x
0
a
f (x) dx +
_
b
x
0
f (x) dx
=
_
b
a
f (x) dx .
This simply means that the Cauchy principal value reduces to the integral when the integral is
well dened. However, when the singularity is a simple pole then you can easily verify that the
Cauchy principal value removes the effect of the singularity by canceling out innities.
3
!

Example 17.6: Consider

_
4
3
1
x
dx and CPV
_
4
3
1
x
dx .
The function being integrated has a singularity at x = 0 , and
_
4
3
1
x
dx =
_
0
3
1
x
dx +
_
4
0
1
x
dx
= ln |x|

0
3
+ ln |x|

4
0
= ln 3 + ln 4 ()
= + ln
4
3
,
which, for very good reasons, is considered to be undened. On the other hand,
CPV
_
4
3
1
x
dx = lim
0
+
__

3
1
x
dx +
_
4

1
x
dx
_
= lim
0
+
[ln ln 3 + ln 4 ln ]
= lim
0
+
[ln 3 + ln 4] = ln
4
3
.
The Cauchy principal part should not just be thought of as a way to get around technical
difculties with integrals that blow up, and its indiscriminate use can lead to dangerously
misleading results. For example, if the force on some object at position x is given by
1
/
x
, then
one could naively argue that the work needed to move that object from x = 3 to x = 4 is just
work = CPV
_
4
3
1
x
dx = ln
4
3
,
but just see if you really can push that object past x = 0 .
The Cauchy principal value can be useful, but its use must be justied by something more
than a desire to cancel out innities. Also, sometimes those innities just dont cancel out.
3
In practice, make sure you can justify this canceling out of innities. Otherwise, your use of the Cauchy principal
value is probably fraudulent.
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Residue Theory Chapter & Page: 1722
?

Exercise 17.2: Let n be any positive integer, and show that

CPV
_
2
2
1
x
n
dx =
_
0 if n is odd
if n is even
.
By the way, if the integrand has several singularities on the interval (a, b) , then the Cauchy
principal value is computed by taking the above described symmetric limit at each singularity.
Also, if (a, b) = (, ) , then we have the improper integral version of the Cauchy
principal value given by
CPV
_

f (x) dx = lim
R+
_
R
R
f (x) dx .
Again, its use must be justied.
Linearity of the Cauchy Principal Value
It should be briey noted that, like the regular integral, the Cauchy principal value is linear. To
be precise, you can easily show using the linearity of integrals and limits that, if at least two of
the following exist as nite numbers,
CPV
_
b
a
f (x) dx , CPV
_
b
a
g(x) dx and CPV
_
b
a
[ f (x) + g(x)] dx ,
then they all exist and, moreover,
CPV
_
b
a
[f (x) +g(x)] dx = CPV
_
b
a
f (x) dx + CPV
_
b
a
g(x) dx .
for any pair of numbers and . In particular, if the principal values exist, we have
CPV
_
b
a
[u(x) +i v(x)] dx = CPV
_
b
a
u(x) dx + i CPV
_
b
a
v(x) dx .
From this it almost immediately follows that
Re
_
CPV
_
b
a
f (x) dx
_
= CPV
_
b
a
Re[ f (x)] dx
and
Im
_
CPV
_
b
a
f (x) dx
_
= CPV
_
b
a
Im[ f (x)] dx .
We will be using this later.
Integrating Through Singularities
Sometimes the function you are integrating has a singularity at a point on the curve over which
you must integrate the function. When this happens, there are at least three things you can do to
deal with this integral:
1. Use the Cauchy principal value.
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Residue Theory Chapter & Page: 1723
2. Modify the function slightly to move the singularity off the curve by a distance of and
then see what happens as 0 .
3. Look very closely at your problem and decide if the fact that this integral doesnt really
exist is telling you something about the physics of the problem.
If you do either of the rst, then make sure you can justify your choice by something other than
I dont like innities. This means that you often should do the third thing in the above list to
help justify the your choice.
Simple Poles and the Cauchy Principal Value
The discussion starting on page 176 concerning integrals of the form
_

f (x) dx ,
can be easily adapted to take into account the possibility of f having simple poles on the X
axis. What we will discover is that we dont actually end up with the above integral, but with the
Cauchy principal value of that integral.
So lets consider evaluating the above integral assuming that:
1. Except for a nite number of poles and/or essential singularities, f is a single-valued
analytic function on the entire complex plane.
2. Only one of these singularities is on the Xaxis, and that is a simple pole at x
0
3. One of the following holds:
(a) For some R
0
> 0 , M > 0 , and > 0 ,
| f (z)|
M
|z|
1+
whenever |z| > R
0
.
(b) f (z) = g(z)e
i z
where > 0 and
g(z) 0 as |z| .
The computations here differ from those on page 176 only in that we initially isolate the pole
at x
0
by a circle of radius centered at x
0
(oriented counterclockwise) with, unsurprisingly,
C
+

and C

denoting the upper and lower halves (see gures 17.5a and 17.5b). This also means
that, instead of using the entire interval (R, R) in the closed curve for the residue theorem,
we use the subintervals (R, x
0
) and (R, x
0
) along with either C
+

or C

(possibly
re-oriented). For these calculations, C
+

will be used, as in gure 17.5a.

Take R large enough and small enough that the closed curve gure 17.5a encircles all
the singularities of f in the upper half plane (UHP).
The residue theorem then tells us that
i 2
_
sum of the residues of f in the UHP
_
=
_
x
0

R
f (x) dx
_
C
+

f (z) dz +
_
R
x
0
+
f (x) dx +
_
C
+
R
f (z) dz .
version: 3/11/2010
Residue Theory Chapter & Page: 1724
(a) (a) (b)
R R R R R R R R
C
+
R
C
+
R
C
+

x
0
x
0 X X
Y Y Y Y
Figure 17.5: Isolating a pole on the Xaxis. (Compare with gure 17.1a on page 176.)
By the same arguments as given before, the integral over C
+
R
shrinks to 0 and R . So,
after letting R , the last equation becomes
i 2
_
sum of the residues of f in the UHP
_
=
_
x
0

f (x) dx
_
C
+

f (z) dz +
_

x
0
+
f (x) dx .
Hence,
_
x
0

f (x) dx +
_

x
0
+
f (x) dx = i 2
_
sum of the residues of f in the UHP
_
+
_
C
+

f (z) dz .
Letting 0 this becomes
CPV
_

f (x) dx = i 2
_
sum of the residues of f in the UHP
_
+ lim
0
+
_
C
+

f (z) dz .
(17.16)
On C
+

we can use the Laurent series for f around x

0
, along with the parametrization
z = z() = x
0
+ e
i
with 0 .
Since f is assumed to have a simple pole at x
0
, the Laurent series will be of the form
f (z()) =

k=1
c
k
z
k
=

k=1
c
k

k
e
i k
= c
1

1
e
i
+

k=0
c
k

k
e
i k
Remember c
1
= Res
x
0
( f ) . So
lim
0
+
_
C
+

f (z) dz = lim
0
+
_

0
_
c
1

1
e
i
+

k=0
c
k

k
e
i k
_
i e
i
d
. ,, .
dz
= lim
0
+
_

0
_
c
1
i +

k=0
c
k
i
k+1
e
i (k+1)
_
d
version: 3/11/2010
Residue Theory Chapter & Page: 1725
= lim
0
+
_
i c
1
_

0
d +

k=0
i c
k

k+1
_

0
e
i (k+1)
d
_
= lim
0
+
_
i c
1
+

k=0
i c
k

k+1
_

0
e
i (k+1)
d
_
= lim
0
+
_
i c
1
+

k=0
c
k

k+1
1
k +1
_
e
i (k+1)
1
_
_
= c
1
i +

k=0
c
k
0
k+1
1
k +1
_
e
i (k+1)
1
_
= i Res
x
0
( f ) .
Plugging this result back into equation 17.16 gives us
CPV
_

f (x) dx
= i 2
_
sum of the residues of f in the UHP
_
+ i Res
x
0
( f ) .
(17.17)
This last equation was derived using the curves in gure 17.5a. It turns out that you get
exactly the same result using the curves in gure 17.5b. You should verify this yourself.
If there is more than one simple pole on the Xaxis, then the residue of each contributes,
and we have the following result:
Lemma 17.3
Let f be a function which, except for a nite number of poles and/or essential singularities,
is a single-valued analytic function on the entire complex plane. Assume, further, that the
singularities on the Xaxis are all simple poles, and that either
1. for some R
0
> 0 , M > 0 , and > 0 ,
| f (z)|
M
|z|
1+
whenever |z| > R
0
,
2. or f (z) = g(z)e
i z
where > 0 and
g(z) 0 as |z| .
Then
CPV
_

f (x) dx = i 2
_
sum of the residues of f in the UHP
_
+ i
_
sum of the residues of f in the Xaxis
_
.
(17.18)
Deriving the corresponding results when we use the residues in the lower half plane (LHP)
will be left to you.
?

Exercise 17.3: Assume the following concerning some function f on :

version: 3/11/2010
Residue Theory Chapter & Page: 1726
1. Except for a nite number of poles and/or essential singularities, f is a single-valued
analytic function on the entire complex plane.
2. All the singularities on the Xaxis are simple poles.
and
3. f (z) = g(z)e
i z
where > 0 and
g(z) 0 as |z| .
Then show that
CPV
_

f (x) dx = i 2
_
sum of the residues of f in the LHP
_
i
_
sum of the residues of f in the Xaxis
_
.
(17.19)
What if the singularities on the Xaxis are not simple poles say, poles of higher order or
essential singularities? The computations done above can still be attempted, but, in computing
lim
0
+
_
C
+

f (z) dz
there will generally be terms involving
1
/

that blow up. So, in general, we cannot deal with

singularities worse than simple poles on the Xaxis, at least not using the Cauchy principal
value.
Lets do an example where the Cauchy principal value is of value.
!

Example 17.7: Consider

_

sin(x)
x
dx .
The only possible point where we may have a pole in the integrand is at x = z = 0 . In fact,
though, you can easily show that
lim
z0
sin(z)
z
= 1 .
So, in fact,
sin(z)
/
z
is analytic at z = 0 , the integrand in the above integral is continuous at
x = 0 , and we have
_

sin(x)
x
dx = CPV
_

sin(x)
x
dx .
This becomes something other than a stupid, obvious observation after also noting that, for
x ,
sin(x)
x
= Im
_
e
i x
x
_
and that
f (z) =
e
i z
z
satises the conditions for f in lemma 17.3. Applying that lemma (and noting that the only
residue of f is at z = 0 ), we have
CPV
_

e
i x
x
dx = i Res
0
_
e
i x
x
_
= i Res
0
_
e
i 0
_
= i 1 = i .
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Residue Theory Chapter & Page: 1727
So,
_

sin(x)
x
dx = CPV
_

sin(x)
x
dx
= CPV
_

Im
_
e
i x
x
_
dx
= Im
_
CPV
_

e
i x
x
dx
_
= Im[i ] = .
Moving Singularities
To be written, someday.
Basically, this is the idea of replacing
_
b
a
g(x)
x x
0
dx
with either
lim
y
0
0
+
_
b
a
g(x)
x (x
0
+ y
0
)
dx or lim
y
0
0
+
_
b
a
g(x)
x (x
0
y
0
)
dx .
Again, there must be some justication for this. Be warned that, in general,
CPV
_
b
a
g(x)
x x
0
dx = lim
y
0
0
+
_
b
a
g(x)
x (x
0
+ y
0
)
dx
= lim
y
0
0
+
_
b
a
g(x)
x (x
0
y
0
)
dx = CPV
_
b
a
g(x)
x x
0
dx .
version: 3/11/2010