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Final Review Residues Ans

This document provides examples of using residue calculus to evaluate complex integrals. It contains: 1) Examples of determining the order and residue of poles. 2) Examples of using the residue theorem to evaluate integrals around circles. 3) Examples of calculating residues and using them to evaluate integrals. 4) A review of identifying the order of poles for functions of the form f(z)=p(z)/q(z) and applying the residue theorem.

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0% found this document useful (0 votes)
115 views8 pages

Final Review Residues Ans

This document provides examples of using residue calculus to evaluate complex integrals. It contains: 1) Examples of determining the order and residue of poles. 2) Examples of using the residue theorem to evaluate integrals around circles. 3) Examples of calculating residues and using them to evaluate integrals. 4) A review of identifying the order of poles for functions of the form f(z)=p(z)/q(z) and applying the residue theorem.

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nsmith
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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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

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

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