Complex Variables . . . . . . . . Review Problems (Residue Calculus – Comments) . . . . . . . .
Fall 2012
                                                       Initial Draft
   (1) Show that the singular point of f (z) is a pole; determine its order m and its residue B:
       (a) (1 − e2z )/z 4 , (b) e2z /(z − 1)2 .
       Comments: (a) The order of the pole is m = 3 and the residue is B = −4/3. To verify
       this, we use the Taylor expansion e2z = 1 + (2z) + 2!1 (2z)2 + 3!1 (2z)3 + · · · to obtain
                                                     ∞
                                                                              !,
                                         1 − e2z     X 1
                                             4
                                                 = −      (2z)k                    z4
                                           z           k!
                                                            k=1
                                                       ∞
                                                       X 1 k k−4
                                                    =−      2 z
                                                         k!
                                                          k=1
        so the negative powers of the expansion are
                                                    1       1 1         11
                                               −2      − 22        − 23      .
                                                    z3      2! z 2      3! z
        Hence the order of the pole at z = 0 is 3 and the residue given by the coefficient of 1/z is
        −23 /3! = −4/3.
        (b) The order of the pole is m = 2 and the residue is B = 2e2 . We use the Taylor expansion
        of e2z about z = 1:
                                         ∞                              ∞
                                2z
                                         X f (k) (1)                k
                                                                        X 2k e2
                            e        =                  (z − 1) =                  (z − 1)k
                                                k!                            k!
                                         k=0                            k=0
        since Dk (e2k ) = 2k e2k . Then we find that
                                                           ∞
                                             e2z     X 2k e2
                                                   =         (z − 1)k−2
                                          (z − 1)2      k!
                                                          k=0
        so the negative powers are
                                           e2 (z − 1)−2 + 2e2 (z − 1)−1 .
        We conclude that 1 is a pole of order 2 and its residue is 2e2 .
   (2) Evaluate the following integrals around the circle |z| = 3:
       (a) e−z /z 2 , (b) e−z /(z − 1)2 , (c) z 2 e1/z .
       Comments: These integrals can all be found using the Residue Theorem.
       (a) Let f (z) = e−z /z 2 which has a unique pole at z = 0 of order 2. By the Residue Theorem,
       we have
                     e−z                                          −z
            Z                                                       
                                                          d     2e
                        2
                          dz = 2πiRes(f (z); 0) = 2πi lim      z 2 = −2πie0 = −2πi.
             |z|=3    z                               z→0 dz      z
        (b) Let f (z) = e−z /(z − 1)2 . Then f (z) has a unique pole at z = 0 which has order 2. By
                                                                1
    applying the Residue Theorem, we find that
                                 e−z
                     Z
                                        dz = 2πiRes(f (z); 0)
                       |z|=3   (z − 1)2
                                                                     e−z
                                                                           
                                                     d           2
                                           = 2πi lim      (z − 1)
                                                 z→0 dz            (z − 1)2
                                             = −2πie0 = −2πi
    (c) Let f (z) = z 2 e1/z which has a unique singularity at z = 0 which is essential. Note that
                                                                     
                                    2    1   1 1   1 1     1 1
                         f (z) = z 1 + +         +       +      + ···
                                         z 2! z 2 3! z 3 4! z 4
                                          1   11   1 1
                               = z2 + z + +      +       + ···
                                          2! 3! z 4! z 2
    which shows that Res(f (z); 0) = 1/6. By the Residue Theorem, we must have
                         Z
                                                                          1  πi
                                  z 3 e1/z dz = 2πiRes(f (z); 0) = 2πi      = .
                          |z|=3                                           6  3
    Review: Identifying the order of a pole if f (z) = p(z)/q(z). Assume that p(a) 6= 0,
    q(a) = 0 but q 0 (a) 6= 0. Then write
                             p(z)                       p(z)
                                  = 0                  1
                             q(z)   q (a)(z − a) + 2! q 00 (a)(z − a)2 + · · ·
                                      1                     p(z)
                                  =                                             .
                                    z − a q 0 (a) + 2!1 q 00 (a)(z − a) + · · ·
    Note that both p(z) and q 0 (a) + 2!1 q 00 (a)(z − a) + · · · are analytic functions around z = a
    and are both nonzero at z = a. Hence the order of the pole is indeed 1.
(3) Evaluate the following residues:
    (a) f (z) = z 1/4 /(z − i) where z 1/4 (principal branch); Res(f (z); i).
    (b) f (z) = (Logz)/(z 2 + 1)2 (principal branch); Res(f (z); i).
    (c) f (z) = ez / sin z; Res(f (z); π).
    Comments: (a) f has a simple pole at z = i so we find that
                                                z 1/4
                Res(f (z); i) = lim(z − i)            = i1/4 = cos(π/8) + i sin(π/8)
                                    z→i         z−i
                                                      2
    since i = eπ/2 . (b) f (z) has a pole of order 2 at −1 so the residue is given as
                                            
                      d          2 Log z               d Log z
                lim       (z − i) 2        2
                                               = lim
                z→i dz             (z + 1)       z→i dz (z + i)2
                                                      (z + i)2 /z − 2(z + i)Log z
                                               = lim
                                                 z→i             (z + i)4                                                                              
                                                         2Log z          1
                                               = lim              −
                                                 z→i (z + i)3        z(z + i)2
                                                 2Log i        1
                                               =       3
                                                          −
                                                  (2i)      i(2i)2
                                                 1       1
                                               = π+ i
                                                 8       4
    (c) f (z) has a simple pole at z = π since sin z has only simple zeros since its derivative is
    nonzero there. Hence the residue is given as
                                                  ez                                                       
                                Res(f (z); π) =             = −eπ .
                                                cos z z=π
(4) Let ZC be the circle |z|Z= 2. Evaluate Zthe following integrals:
                                  1              cos πz
    (a)     tan z dz, (b)             dz,          2
                                                         dz
          C                  C sin 2z        C z(z + 1)
    Comments: (a) Let f (z) = tan z. f (z) has simple poles at integer multiples of π/2; in
    particular, the two poles at ±π/2 are lie inside the circle |z| = 2. Now Res(f (z); π/2) = −1
    and Res(f (z); −π/2) = −1. By the Residue Theorem, we have
                               Z
                                   tan(z) dz = 2πi(−2) = −4πi.
                                C
    (b) Let f (z) = 1/ sin(2z). Then f (z) has three simple poles inside the circle |z| = 2 at 0 and
    ±π/2. We find that Res(f (z); 0) = 1/2, Res(f (z); π/2) = −1/2, and Res(f (z); −π/2) =
    −1/2. By the Residue Theorem, we find that
                                                   −1
                                Z
                                      1
                                          dz = 2πi      = −πi.
                                 C sin 2z           2
                      cos πz
    (c) Let f (z) = z(z 2 +1) which has three simple poles at 0 and ±i. We find that Res(f (z); 0) =
    1, Res(f (z); i) = −eπ /4 − e−π /4, and Res(f (z); −i) = −eπ /4 − e−π /4. By the Residue
    Theorem, we have
              Z
                   cos πz                       π        −π           π        −π
                                                                                     
                     2
                              dz = 2πi 1 + (−e    /4 − e    /4) + (−e   /4 − e    /4)  .
               C z(z + 1)
    Review: applying the Residue Theorem to evaluate integrals of the form
                                     Z ∞
                                  I=      f (x) dx
                                             −∞
    when f can be extended as an analytic function in a domain that includes the real line and
    the upper half plane except for finitely many poles with positive imaginary part.
      Let CR denote the semicircle |z| = R with =z ≥ 0; let ΓR be the closed semicircle
    consisting of CR and the line segment [−R, R] oriented in the positive sense. Then
                                    Z R              Z          
                          I = lim          f (x) dx +   f (z) dz
                               R→∞      −R              CR
                                               3
    provided the limit                       Z
                                       lim       f (z) dz = 0.
                                      R→∞ CR
    In many cases, we can show that this limit is 0 by using the M L-inequality while in more
    subtle cases we need to use Jordan’s Lemma(that we describe below in Problem # 7.
                                           Z ∞
                                                     sin x
       Note that for integrals of the form     g(x)        dx, the corresponding analytic func-
                                            −∞       cos x
    tion used is g(z)eiz because the contribution of the semicircle in the upper half plane can
    usually be shown goes to 0 in the limit.
(5) UseZresidues to compute Z
           ∞                           ∞                 Z ∞
                  dx                        dx                       x4
    (a)                  ,    (b)                ,  (c)                         ,
        Z−∞   (x2 + 1)2              −∞   x4 + 1                2       2
                                                          −∞ (x + 9)(x + 4)
                                                                              2
           ∞                           Z ∞
                   dx                                 dx
    (d)         2
                            , (e)              2       2
                                                                   .
          −∞ x + 2x + 3                 −∞ (x + 1)(x + 2x + 3)
    Comments:√      (a) π/4
    (b) π/(2 2).
                           z4
    (c) Let f (z) = (z 2 +9)(z 2 +4)2 whose poles that lie in the upper half plane are 3i of order 1 and
    2i of order 2. We have Res(f (z); 3i) = −27i/50 and Res(f (z); 2i) = 23i/50. The Residue
    Theorem will give
                           Z ∞
                                           x4                            4π
                                      2 + 9)(x2 + 4)2
                                                      = 2πi(−2i/25) =
                             −∞    (x                                    25
    provided we can show that
                                             Z
                                       lim       f (z) dz = 0
                                      R→∞ CR
    where CR is the semicircle |z| = R with =z ≥ 0. To check this, we use the M L-inequality.
    On CR we have
                             z4                   R4
                                        
                                        
                                         ≤
                    (z 2 + 9)(z 2 + 4)2  (R2 − 9)(R2 − 4)2 , R > 3.
                   
    Hence we conclude that
                                z4                                R4
                  Z                                                                     
             lim                        dz  ≤ lim πR                     = 0.
            R→∞ CR (z 2 + 9)(z 2 + 4)2        R→∞       (R2 − 9)(R2 − 4)2
                                                            √
    (d) Let f (z) = 1/(z 2 + 2z + 3) has one √  pole −1 + i   2 in the upper half plane which is
    simple. The residue of f (z) there is −i 2/4. The Residue Theorem yields
                     Z ∞                                    √        √
                                     dx                  −i 2      π 2
                              2       2
                                                   = 2πi         =
                      −∞ (x + 1)(x + 2x + 3)                4        2
    provided we can show that
                                             Z
                                       lim       f (z) dz = 0
                                      R→∞ CR
    where CR is the semicircle |z| = R with =z ≥ 0. To check this, we use the M L-inequality.
    On CR we have
                                    
                             1              1         1
                       z 2 + 2z + 3  ≤ (R + 1)2 + 2 ≤ R2 , R > 0.
                                    
                                                 4
    Hence we conclude that
                              Z                        
                                             1          ≤ lim πR 1 = 0.
                                                        
                         lim           2
                                                     dz
                        R→∞        CR z + 2z + 3
                                                         R→∞      R2
                                                                          √
    (e) Let f (z) = (z 2 +1)(z12 +2z+3) . f (z) has two poles i and −1 + i 2 in the upper half plane
                                                                                        √
    which are both simple. Then Res(f (z); i) = −1/8 − i/8 and Res(f (z); −1 + i 2) = 1/8.
    The Residue Theorem shows that
                  Z ∞
                                     dx                                       π
                           2          2
                                                   = 2πi (−1/8 − i/8 + 1/8) =
                   −∞ (x + 1)(x + 2x + 3)                                      4
    provided we can show that
                                            Z
                                      lim       f (z) dz = 0
                                     R→∞ CR
    where CR is the semicircle |z| = R with =z ≥ 0. To check this, we use the M L-inequality.
    On CR we have
                                    
                       1                          1              1
            (z 2 + 1)(z 2 + 2z + 3)  ≤ (R2 + 1) [(R + 1)2 + 2] ≤ R4 , R > 0.
                                    
    Hence we conclude that
                       Z                    
                                 1           ≤ lim πR 1 = 0.                                             
                   lim                        
                           2      2
                  R→∞ CR (z + 1)(z + 2z + 3)   R→∞    R4
(6) Use residues to compute
        Z ∞                                                                  Z ∞
                    cos x dx          π(−beb + aea )ea−b                          cos ax
    (a)          2 + a2 )(x2 + b2 )
                                    =        2 + b2 )ab
                                                         , 0 < b < a;    (b)       2+1
                                                                                         dx = πe−a ,
          −∞  (x                          (a                                  −∞  x
    0 < a;
        Z ∞                                                 Z ∞
                cos ax          πe−ab                            x sin 2x           √
                                                                                 −2 3
    (c)          2    2 2
                           dx =       , 0 <  a, 0 <  b; (d)        2
                                                                          dx = πe      ;
          −∞ (x + b )               b                        −∞ x + 3
        Z ∞ 3
              x sin ax
    (e)          2 + 4)2
                          dx = −π(a − 1)e−2a , 0 < a;
              (x
        Z −∞
           ∞
                   x3 sin x              9            5
    (f)         2 + 1)(x2 + 9)
                                dx = − πe−3 + e−1 π.
         0   (x                         64           64
(7) UseZresidues to find the principal  values of the integrals below:
          ∞                    Z ∞                      Z ∞
                sin x               (x + 1) cos x                cos x
    (a)       2
                          dx,         2
                                                  dx,               2  2
                                                                         dx, 0 < b.
         −∞ x + 4x + 5           −∞ x + 4x + 5           −∞ (x + a) + b
    Comments: (a) Write f (z) = eiz /(z 2 + 4z + 5) which has simple poles at −2 ± i. Futher,
    Res(f (z); −2 + i) = e−1−2i /[2(−2 + i) + 4] = − 21 e−1−2i i. We want to justify that
            Z ∞                                        
                     sin x                    1 −1−2i
                  2
                             dx = = 2πi − e             i
             −∞ x + 4x + 5                    2
                                   = =(πe−1−2i ) = πe−1 sin(−2) ' −1.05089 9905.
    To do this, let CR denote the semicircle |z| = R with =z ≥ 0. We consider
                Z                    
                          eiz                    1
                                   dz  ≤ πR              → 0 as R → ∞
                                     
                         2
                 |z|=R z + 4z + 5 
                
                                             (R − 2)2 − 1
                                                5
                  iθ
since |eiz | = |eiRe | = e−R sin θ ≤ 1 since 0 ≤ θ ≤ π. Further, write z 2 + 4z + 5 as (z + 2)1 + 1
so by repeated uses of the reversed triangle inequality we get
                              |(Reiθ + 2)2 + 1| ≥ |(Reiθ + 2)2 | − 1
                                                      ≥ |Reiθ + 2|2 − 1
                                                      ≥ (|Reiθ | − 2|2 − 1
                                                      ≥ (R − 2)2 − 1.
                         iz
(b) Let f (z) = z(z+1)e
                  2 +4z+5 . It has a unique pole in the upper half plane at −2 + i with residue
(−1 + i)e −1−2i /[2i] = − 21 (−1 + i)e−1−2i i = 12 (1 + i)e−1−2i . We will argue that
           Z ∞                                                
                 (x + 1) cos x                  1         −1−2i
                    2
                                dx = < 2πi (1 + i)e
             −∞ x + 4x + 5                      2
                                         = πe−1 < ((1 + i)(cos(2) − i sin(2)))
                                         = πe−1 (sin(2) + cos(2)) ≈ 0.56994 76249
We need to use Jordan’s Lemma:
                     Z π
                                        π          π
                         e−R sin θ dθ ≤   1 − e−R < .
                                                 
                      0                 R          R
Let CR be the portion of the circle |z| = R with =z ≥ 0. So CR is parametrized as z = Reiθ ,
dz = iReiθ dθ with 0 ≤ θ ≤ π. Then we have the bounds
             Z              iz
                                    Z θ          iθ + 1)eiReiθ
                                                                            
                  (z +  1)e                 (Re                       iθ
                                                                            
                                dz  =                              iRe dθ
                                                                          
                 z 2 + 4z + 5               (Re iθ )2 + 4Reiθ + 5
               CR                        0                                 
                                       Z π                iθ
                                            (R + 1)|eiRe |
                                     ≤                       R dθ
                                         0   (R − 2)2 + 1
                                                        Z π
                                           R2 + R
                                     =                      e−R sin θ dθ
                                       (R − 2)2 − 1 0
                                           R2 + R       π
                                     <          2
                                                           → 0 as R → ∞.
                                       (R − 2) − 1 R
Review: let R(s, t) be a rational function in s and t. Then integrals of the form
                               Z 2π
                                    R(cos t, sin t) dt
                                          0
can be evaluated using the residue theorem by making the substitutions
                                 z + z −1                    z − z −1             dz
                       cos t =            ,        sin t =            ,    dt =
                                    2                           2i                iz
to obtain the contour integral
                                                 z + z −1 z − z −1
                         Z                                          
                                                                          dz
                                         R               ,                   .
                                 |z|=1              2        2i           iz
                                                       6
(8) Use residue to evaluate
        Z 2π
                 1            2π
                                            Z    2π
                                                          1          √        Z    2π
                                                                                          cos2 3θ         3π
    (a)                  dθ =    ,                           2 dθ = π 2,                             dθ =    .
         0   5 + 4 sin θ       3             0        1 + sin θ                0        5 − 4 cos 2θ       8
    Comments: (a) We make the substitutions indicated in the above review:
                   Z       2π                         Z
                                    1                               1             dz
                                            dθ =                       −1 )/(2i)] iz
                       0        5 + 4 sin θ        |z|=1  5 + 4[(z − z
                                                      Z
                                                                    1
                                                = −i                   2
                                                                              dz
                                                       |z|=1 5z − 2i(z − 1)
                                                      Z
                                                                        1
                                                = −i                                 dz
                                                       |z|=1 −2i(z + 2i)(z + i/2)
                                                    Z
                                                  1                 1
                                                =                              dz
                                                  2 |z|=1 (z + 2i)(z + i/2)
    Let f (z) = 1/[(z + 2i)(z + i/2))] which has only one pole −i/2 that lies inside the unit
    circle. The corresponding residue equals 1/(−i/2 + 2i) = − 23 i. We conclude that
               Z                                      Z
                                 1             dz   1                1
                                    −1 )/(2i)] iz
                                                  =                            dz
                 |z|=1 5 + 4[(z − z                 2  |z|=1 (z + 2i)(z + i/2)
                                                    1
                                                  = 2πi Res(f (z); −i/2)
                                                    2       
                                                           2      2
                                                  = πi − i = π.
                                                           3      3
    (b) We make the indicated substitution outlined in the above review:
                   Z    2π                        Z
                                    1                               1              dz
                                           dθ =                       −1 )/(2i)]2 iz
                    0           1 + sin2 θ      |z|=1  1 +   [(z −  z
                                                   Z
                                                                     1           dz
                                             = −i                1         −1 2
                                                    |z|=1 1 − 4 (z − z ) z
                                                   Z
                                                                        1            dz
                                             = −i                1 2            −2
                                                    |z|=1 1 − 4 (z − 2 + z ) z
                                                   Z
                                                                         1
                                             = −i                1 3              −1
                                                                                      dz
                                                    |z|=1 z − 4 (z − 2z + z )
                                                    Z
                                                                          1
                                             = −4i                     3 − 2z + z −1 )
                                                                                       dz
                                                      |z|=1  4z  −  (z
                                                    Z
                                                                       1
                                             = −4i               3            −1
                                                                                  dz
                                                      |z|=1 −z + 6z − z
                                                  Z
                                                                  z
                                             = 4i           4       2
                                                                            dz.
                                                   |z|=1 z − 6z + 1
    Let q(z) = z 4 − 6z 2 + 1, the denominator polynomial. We can√find its roots by the quadratic
    formula applied to w2 − 6w + 1 which has  p roots  w = 3 ± 2 2. p Since w2 = z, the roots of
                                                     √                       √
    q(z) are two sets of values given as: ± 3 + 2 2 and z± = ± 3 − 2 2. The latter two
    roots z± lie inside the unit circle while the other do not so they can be discarded below.
                                                          7
By the Residue Theorem, we have
           Z
                        z
        4i          4 − 6z 2 + 1
                                 dz = 4i (2πi [Res(g(z); z+ ) + Res(g(z); z− )])
            |z|=1 z
where g(z) = z/(z 4 − 6z 2 + 1). We next find these residues:
                                                   
                                              z+   
                        Res(g(z); z+ ) =    3
                                                   
                                         4z − 12z     z=z+
                                               z+
                                       = 3
                                          4z+ − 12z+
                                          1    1
                                       =     2
                                          4 z+ − 3
                                          1       1
                                       =          √
                                          4 (3 − 2 2) − 3
                                          1 1           1
                                       =        √ =− √ .
                                          4 −2 2      8 2
Since z+ = −z− , we have their have the same squares. By examining the above calculation
of the residue at z+ , we find that the residue at z− possesses the same value. Finally we
now can evaluate the integral:
           4i (2πi [Res(g(z); z+ ) + Res(g(z); z− )]) = −8π[2 · Res(g(z); z+ )]
                                                                     
                                                                   1
                                                      = −16π − √
                                                                 8 2
                                                            1     √
                                                      = 2π √ = π 2.
                                                             2