Residues and Integrals
Residues and Integrals
X
+∞
an (z − a)n .
n=−∞
X
+∞ X
+∞
an (z − a) =
n
bn (z − a)n
n=−∞ n=−∞
X
+∞
an (z − a)n
n=−∞
P+∞ P+∞
means that the two series n=0 an (z − a)n and n=1 a−n (z − a)−n converge on
P+∞
D. So n=0 an un converges for u satisfying |u| < Ro and its radius of convergence
P+∞
is greater than or equal to Ro . Similarly, n=1 a−n un converges for u satisfying
|u| < R1i and its radius of convergence is greater than or equal to 1/Ri . These two
power series converge compactly on {u ∈ C : |u| < Ro } and {u ∈ C : |u| < 1/Ri },
respectively. P
+∞
Therefore n=0 an (z − a)n converges compactly on {z ∈ C : |z − a| < Ro } and
P+∞ −1 n
n=1 a−n [(z − a) ] converges compactly on {z ∈ C : |z − a|−1 < 1/Ri }. They
both converge compactly on
X
+∞ X
+∞
an (z − a) =
n
bn (z − a)n
n=−∞ n=−∞
for all z ∈ D. Let r be a real number strictly between Ri and Ro . By Part (1), these
series converge uniformly on the circle C given by z(t) = a + re2πit (0 ⩽ t ⩽ 1).
For each k ∈ Z, we have
X
+∞ X
+∞
an (z − a) n−k−1
= bn (z − a)n−k−1
n=−∞ n=−∞
1
and both sides converge uniformly on C. So termwise integration is legitimate and
yields
2πiak = 2πibk
since
ˆ (z−a)n−k terminal point of C = 0 for k 6= n,
(z − a)n−k−1 dz = ´ n−k initial point of C
1
C
C z−a
dz = 2πi for k = n.
where r is any real number such that Ri < r < Ro . Then for every z ∈ D, we have
X
+∞
f (z) = an (z − a)n .
n=−∞
Proof. Let r0 , r1 be two real numbers such that Ri < r0 < r1 < Ro . Let C0 , C1 be
the positively oriented circles of radii r0 , r1 (with common center a). Then C0 is
deformable to C1 on D and the function z 7−→ f (z)/(z − a)n+1 is holomorphic on
D. By the free end points version of Cauchy’s theorem (Theorem ??), we obtain
´ f (ζ) ´ f (ζ)
C0 (ζ−a)n+1
dζ = C1 (ζ−a) n+1 dζ.
2
Figure 1: Two applications of Cauchy’s theorem
positively oriented circles of radii r0 , r1 , with center a. We take two line segments
L1 , L2 which join the circles´ and which´ do not pass through z. Cauchy’s integral
1 1
formula yields f (z) = 2πi C1 + 2πi −C0 . We shall now compute the integrals
along C0 and C1 .
z z
a a
X
+∞ n
f (ζ) 1 f (ζ) ζ − a
= .
z − a 1 − z−a
ζ−a
n=0
z − a z − a
3
So we can integrate along C0 term by term and get
ˆ +∞ ˆ
X n
f (ζ) f (ζ) ζ − a
− dζ = dζ
C0 ζ −z n=0 C0
z−a z−a
+∞ ˆ
X
f (ζ)
= −n
dζ (z − a)−(n+1)
n=0 C0 (ζ − a)
X
+∞ ˆ
f (ζ)
= −n+1
dζ (z − a)−n ,
n=1 C0 (ζ − a)
ˆ X
+∞
1 f (ζ)
dζ = a−n (z − a)−n .
2πi −C0 ζ −z n=1
The computation of the integral along C1 follows similar lines. For any ζ ∈ |C1 |,
ζ−a | = r1 < 1, and there is a real number M1 such that |f (ζ)| ⩽ M1 for
we have | z−a r
X
+∞ n
f (ζ) 1 f (ζ) z − a
= ,
ζ − a 1 − z−a
ζ−a n=0
ζ −a ζ −a
the convergence being uniform on |C1 |. Integrating term by term along C1 , we get
ˆ +∞ ˆ
X n
f (ζ) f (ζ) z − a
dζ = dζ
C1 ζ −z n=0 C 1
ζ − a ζ − a
+∞ ˆ
X
f (ζ)
= dζ (z − a)n ,
n=0 C 1
(ζ − a) n+1
ˆ X
+∞
1 f (ζ)
dζ = an (z − a)n .
2πi C1 ζ −z n=0
We get
ˆ ˆ
1 f (ζ) 1 f (ζ)
f (z) = dζ + dζ
2πi C1 ζ −z 2πi −C0 ζ −z
X
+∞ X
+∞
= an (z − a)n + a−n (z − a)−n
n=0 n=1
X
+∞
= an (z − a)n .
n=−∞
4
P+∞
If f is a holomorphic function on D, then the series f (z) = n=−∞ an (z − a)n
of the last theorem, with
ˆ
1 f (ζ)
an := dζ,
2πi ∂B(a,r) (ζ − a)n+1
5
Conversely, suppose that there are positive real numbers r, M such that
|f (z)| ⩽ M for all z ∈ B(a, r) \ {a}. Since f is holomorphic on B(a, r) \ {a} =
{z ∈ C : 0 < |z − a| < r}, we can develop f in a Laurent series about a, say
X
+∞
f (z) = an (z − a)n for all z ∈ B(a, r) \ {a}.
n=−∞
Then, for all n < 0 and for any positive real number r0 with r0 < r, we have
ˆ
1 f (ζ)
an = dζ
2πi |ζ−a|=r0 (ζ − a)n+1
1 M
|an | ⩽ −|n|+1
2πr0 ,
2π r
0
|n|
|an | ⩽ M r0
Since r0 can be chosen as small as we please, it follows that |an | = 0 for all n < 0.
Thus a is a removable singularity of f . □
1
|f (z)| ⩾ |f (a)| for all z ∈ B(a, δ).
2
Proof. Exercise. □
6
Proof. Let k denote the order of a as a pole of f . Then in some neighborhood of
g(z)
a except at a, we can write f as f (z) = (z−a) k , where g is a holomorphic function
|f (z) − c| < ϵ.
Proof. Suppose this is not the case. Then there is a complex number c, a positive
real number r and a positive real number ϵ such that
7
g(z)
Assume that f (z) = h(z) , g, h are holomorphic at a and g(a) 6= 0, h(a) = 0,
′
h (a) 6= 0. Then h has a simple zero at a and f has a simple pole at a. We have
g(z) g(z)
lim (z − a)f (z) = lim (z − a) = lim h(z)−h(a)
z→a z→a h(z) z→a
z−a
g(z) g(a)
Res = ′ .
z=a h(z) h (a)
g(z)
Assume that f (z) = (z−a) m , g is holomorphic at a and g(a) 6= 0. Then f has
X
+∞ (n)
g (a)
g(z) = (z − a)n
n=0
n!
g(z) X
+∞ (n)
g (a)
f (z) = = (z − a)n−m
(z − a) m
n=0
n!
g (m−1) (a)
and the coefficient of (z − a)−1 = (z − a)(m−1)−m is equal to (m−1)! , so
1 dm−1
Res f (z) = [(z − a)m f (z)].
z=a (m − 1)! dz m−1
Proof. About each of the points aj , we draw a circle, of such a small radius that
the circle centered at aj does not enclose any other pole of f , and the circle is
contained within D. We shall designate this circle by Cj .
Let a denote the initial and terminal point of C. We draw a path Pj from a
to a point on the circle Cj .
8
By Cauchy’s theorem, we get
ˆ
f = 0,
A
ˆ ˆ ˆ ˆ !
X
k
f+ f − nj f− f = 0,
C j=1 Pj Cj Pj
ˆ X
k ˆ
f− nj f = 0,
C j=1 Cj
ˆ X
k ˆ
f= nj f,
C j=1 Cj
ˆ X
k
1
f= nj Res f
2πi C j=1
z=aj
we get ˆ
lim f (z) dz = 0.
R→+∞ CR
□
5 Lemma. Let θ1 , θ2 be real numbers, θ1 < θ2 + 2π, and let f be a continuous
function defined on the angular sector A := {0} ∪ {reθi ∈ C : θ1 ⩽ θ ⩽ θ2 }. Let
Cρ be the arc of the circle with center 0 and radius ρ comprised by the angles θ1
and θ2 , oriented positively. ´
If limz→0 zf (z) = 0 on A, then limρ→0 Cρ f (z) dz = 0.
9
we get ˆ
lim f (z) dz = 0.
ρ→0 Cρ
□
´π
6 Lemma. For any r > 0, we have 0
e−r sin θ r dθ < π.
Proof. On the interval [0, 12 π], the function θ1 sin θ decreases (because its derivative
is non-positive since θ ⩽ tan θ when 0 ⩽ θ ⩽ 12 π). Therefore
sin θ 1
1⩾ ⩾ ,
θ π/2
2
θ ⩽ sin θ,
π
2
e−r sin θ ⩽ e− π rθ
for any r > 0 and for any 0 ⩽ θ ⩽ 12 π. We obtain
ˆ π ˆ π/2
−r sin θ
e r dθ = 2 e−r sin θ r dθ
0 0
ˆ π/2 2
⩽2 e− π rθ r dθ
0
ˆ
π π/2 − 2 rθ 2
=2· e π π r dθ
2 0
ˆ r
=π e−u du
0
ˆ +∞
<π e−u du = −π[e−u ]u=+∞
u=0
0
= π.
□
7 Lemma. Let 0 ⩽ θ1 < θ2 ⩽ π and let f be a continuous function defined on the
angular sector A := {0} ∪ {reθi ∈ C : θ1 ⩽ θ ⩽ θ2 }. Let CR be the arc of the circle
with center 0 and radius R comprised by the ´angles θ1 and θ2 , oriented positively.
If limz→∞ f (z) = 0 on A, then limR→+∞ CR f (z)eiz dz = 0.
10
so ˆ
lim f (z)eiz dz = 0.
R→+∞ CR
Let M denote the supremum of |h(z)| on B[a, r/2]. The integral of h is bounded
above by M (θ2 − θ1 )ρ if ρ < r/2, hence it tends to 0 as ρ → 0. Then we get
ˆ ˆ ˆ θ2
dz ρeθi i dθ
lim f (z) dz = b lim = b lim = b(θ2 − θ1 )i.
ρ→0 Cρ ρ→0 Cρ z−a ρ→0 θ1 ρeθi
*
* *
Using the lemmas above, we can evaluate a large number of integrals. When
the integration interval is given, we try to find a simple closed curve whose one
part in the given interval of integration in such a way that the integrals over the
remaining parts can be estimated or evaluated. The residue theorem enables us
to find the value of integral over the required interval.
This method will be illustrated in the case of three types of integrals.
´ 2π
Integrals of type 0
f (cos θ, sin θ) dθ
11
´ 2π
1 Example. To evaluate 0
dθ
a+sin θ , where a ∈ R, a > 1. We put z = eθi . Then
−1
dz = eθi i dθ = zi dθ and sin θ = z−z2i , dθ = dz/zi. We find
ˆ 2π ˆ ˆ ˆ
dθ 1 dz 2i 1 2
= = dz = dz,
0 a + sin θ C a+ z−z −1
2i
zi C 2ai + z − 1
z
zi C z2 + 2aiz − 1
C being the√ positively oriented unit circle. The√integrand has two singularities,
√
1
2 [−2ai± −4a 2 + 4], let us call them z = (−a+ a2 − 1)i, z = (−a− a2 − 1)i.
0 1
Since |z0 | < 1 and |z1 | > 1, we take only the residue at z0 into consideration. We
obtain
2 2 1 1
Res = = = √
z=z0 z 2 + 2aiz − 1 2z + 2ai z=z0 z0 + ai ( a − 1)i
2
and ˆ 2π
dθ 1 2π
= 2πi √ =√ .
0 a + sin θ ( a2 − 1)i a2 − 1
´ +∞
Integrals of type −∞
f (x) dx
Let f (x) be a rational function of x such that the degree of its denominator is
greater than or equal to 2+ the degree of its numerator. In this case, the integral
´ +∞ ´R
−∞
f (x) dx is equal to limR→+∞ −R f (x) dx and zf (z) → 0 as z → ∞. Applying
Lemma 4, we deduce that the integral is equal to 2πi times the sum of the residues
of f on the upper half plane. Here we assume that f has no singularity on the real
axis. If it does have some singularities, we modify the path as indicated in Figure 2.
When the singularities on the real axis happen to be simple poles, Lemma 8 states
that the integral along the semi-circle is half of 2πi times the residue.
−R 0 R
Figure 2: Detour around a pole
´ +∞ dx ´
1 +∞ dx
2 Example. We evaluate 0 1+x6 = 2 −∞ 1+x6 .
Let C be the path consisting of the interval L on the real axis from z = −R
to z = R, followed by the semi-circle S of radius R whose center is at the origin
that joins z = R to z = −R. The integral of f (z) := 1/(1 + z 6 ) along this simple
closed curve is 2πi times the sum of the residues inside it.
12
−R 0 R
Figure 3: The path in Example 2
´ +∞
Integrals of type −∞
f (z)eiz dz
We suppose that f (z) is holomorphic on the upper half-plane except for a finite
number of poles and that f (z) → 0 as z → ∞ through the upper half-plane.
Assume first that f has no singularity on the real axis. Then we can apply
Lemma 7. The problem is reduced to finding the residues of f on the upper half-
plane. If f has some singularities, we modify the path as indicated in Figure 2.
Lemma 8 may be useful in this case.
´ +∞ cos x ´
1 +∞ cos x
3 Example. We find the value of 0 2
x +1 dx = 2 −∞ x2 +1 dx. The factor
cos x suggests that we take e /(z + 1) as the integrand. Put f (z) := 1/(z 2 + 1)
zi 2
13
−R 0 R ´ +∞ ezi
Figure 4: Path of integration for −∞ z dz
We have f (z) → 0 as z → ∞ through the upper half-plane and f (z) has only
one simple pole on the upper half-plane, namely a simple pole at z = i. We find
ˆ +R ˆ ˆ
1 1 1
2
exi dx + 2
ezi dz = ezi dz
−R x +1 S z +1 C z2 +1
ezi ezi π
= 2πi × Res = 2πi = ,
z=i z2 + 1 2z z=i e
Thus we have
ˆ −ρ ˆ ˆ +R ˆ
ezi ezi ezi ezi
dz + dz + dz + dz = 0,
−R z −σ z ρ z S z
ˆ ˆ ˆ
+R
ezi e−zi ezi ezi
− dz + dz = dz,
ρ z z S z σ z
14
and we let ρ → 0+. By virtue of Lemma 8, we obtain
ˆ ˆ
+R
sin x ezi π−0 ezi
lim 2i dx + dz = 2πi Res
ρ→0 ρ x S z 2π z=0 z
ˆ +R ˆ
sin x ezi
2i dx + dz = πi,
0 x S z
and now we let R → +∞. By Lemma 7, we find
ˆ +∞
sin x π
dx = .
0 x 2
15