Calculus of Residues PDF
Calculus of Residues PDF
5 Calculus of residues
5.1 Singularities
The final bit of theory in this section is devoted to Cauchy’s residue theorem and its appli-
cations. Recall that Cauchy’s theorem stated that
I
f (z)dz = 0
so long as f (z) was analytic everywhere inside C. What if f (z) is not analytic within C ?
The answer is provided by Cauchy’s residue theorem.
We defined a singular point of a function f (z) as a point where f (z) is not analytic. This
sometimes arises because the function is discontinuous, such as at a branch cut or branch
point. More commonly, the reason for the singular behaviour is an infinity.
Suppose z = a is one of the singularities of f (z), but there are no other singular points in
its immediate neighbourhood. Then z = a is called an isolated singular point.
In this case f (z) will possess a Laurent expansion around z = a which will be valid as
far as the next nearest singular point, let’s say this is z = b. Therefore, near z = a, more
precisely for all 0 < |z − a| < |b − a|, then the expansion
+∞
an (z − a)n
X
f (z) =
n=−∞
In fact we can construct a patchwork of circles around each isolated singularity each with
an appropriate Laurent series. In this way, it is possible to cover the entire region by a
collection of series representations of the function f (z), except of course at the singularities
themselves where the function becomes infinite. It is time to classify these infinities.
Poles: If (z − a)−m is the highest negative power in the Laurent expansion around z = a,
the pole is said to be of order m.
So it is possible to cure the infinity of a function with a pole by multiplying f (z) by a term
like (z − a)m . It is not possible to remove an essential singularity in this way, because it
is extremely singular. We should consider essential singularities as the most severe form of
singularity.
12
g(z) = + 3 + 5z 2 + 7z 4 + · · ·
z2
From this equation, it is clear that the function g(z) has a an infinity at z = 0. More
precisely, it has a pole at z = 0, of order 2.
1
Another example is the function: q(z) = z(z−1) 2 . Obviously there are singularities (infini-
ties) when z = 0 and z = 1. These are the only singularities and since they are isolated
we can obtain Laurent series. Suppose we require a series expansion near the point z = 1,
centred around z = 1. Such a Laurent series can be defined in a ring 0 < |z − 1| < 1.
Remember the region of convergence is always bounded by the nearest singularity.
1 1
q(z) = =
z(z − 1)2 [1 + (z − 1)](z − 1)2
= [1 + (z − 1)]−1(z − 1)−2
= [1 − (z − 1) + (z − 1)2 − (z − 1)3 + · · ·](z − 1)−2
1 1
= 2
− + 1 − (z − 1) + (z − 1)2 + · · ·
(z − 1) z−1
this Laurent expansion converges (absolutely) for all values of z such that, 0 < |z − 1| < 1.
The Laurent series clearly indicates a textbook case of a function with a pole of order 2 at
z=1
The function p(z) = e1/z can be written as a series. It is represented for all values of z
except z = 0 by the series, that is absolutely convergent for all |z| > 0
1 1 1
p(z) = e1/z = 1 + + + + ···
z 2!z 2 3!z 3
However it is also clear that this function has an essential singularity at z = 0.
It is also important to understand the behaviour of functions as z → ∞. A function like
f (z) = 3z 2 + z + 1, is perfectly analytic for all finite z. But what about z → ∞ ? If we
change variable (a simple example of a complex transformation)
1
ζ=
z
then every z has a unique value of ζ and vice versa. In particular the ‘point’ z = ∞
corresponds to the point ζ = 0. We call ζ = 0, or z = ∞, the point at infinity.
Suppose we have a function, say f (z) = 2z 2 , then:
f (z) = g(ζ)
where
2
g(ζ) =
ζ2
So, from the ζ perspective, g(ζ) has a pole of order 2 at ζ = 0. So we can say that, f (z) has
a pole of order 2 at z = ∞. Consider another case: f (z) = ez . Clearly f (z) is analytic and
well-behaved everywhere in the finite plane. However, the function does become infinite as
|z| → ∞. So we can think of the point at infinity as a singularity. In this case consider what
happens as z → ∞, that is as ζ → 0.
1 1 1
f (z) = ez = e1/ζ = 1 + + 2
+ + ···
ζ 2!ζ 3!ζ 3
this indicates that ζ = 0 is an essential singularity. So we say that the function f (z) = ez
has an essential singularity at infinity.
Example 1
Question:
Identify and classify the singularities of
e2z
f (z) = 3
z (1 + z 2 )
Answer:
Infinities arise in both numerator and denominator.
Example 2
Question:
Identify and classify the singularities of
z
f (z) =
(4 + z 2 ) sin(πz)
Answer:
Infinities arise from:
4 + z2 = 0
That is (z + 2i)(z − 2i) = 0. Thus, there is a pole of order 1 at z = 2i and a pole
of order 1 at z = −2i
Then z = q is clearly a pole of order 1. So the function also has poles of order 1 at
z = ±1, ±2, ±3, . . ..
The point z = 0, requires closer examination. Consider the behaviour of the func-
tion for small z, then sin πz ≈ πz − (πz)3 /6 + · · ·, so :
z
f (z) ≈ |z| 1
(4 + z 2 )πz(1 − π 2 z 2 /6 + · · ·)
So the zero in the denominator is exactly cancelled by the zero in the numerator,
and the function has a finite limit as z → 0.
Thus:
1
lim f (z) =
z→0 4π
and z = 0 is not a singularity.
5.2 Residues
1 I
a−1 = f (z) dz
2πi C
where C encircles z = a in the positive (anticlockwise) sense.
The coefficient of (z − a)−1 in the Laurent expansion of f (z) in the neighbourhood is called
the residue of f (z) at z = a.
Now consider a simple closed curve C enclosing several isolated singularities of a function
f (z). Now shrinking the contour, deforming it smoothly without crossing any singularities
we can arrange it so that C is converted to several minicircles surrounding the singularities,
1 I 1 I 1 Z
f (z) dz = f (z) dz + f (z) dz
2πi C 2πi C1 2πi D12
1 I 1 Z
+ f (z) dz + f (z) dz + · · ·
2πi C2 2πi D23
1 I
+ f (z) dz
2πi Cn
Then the integrals along the connecting pairs of lines all vanish
Z Z
f (z) dz = 0 f (z) dz = 0 · · ·
D12 D23
1 I 1 I 1 I
f (z) dz = f (z) dz + · · · + f (z) dz
2πi C 2πi C1 2πi Cn
But all of the integrals on RHS are, by definition, just the residues of f (z) at the isolated
singularities within C.
A simple way of getting the residues is as follows. Suppose first that f (z) has a first-order
pole at z = a, then:
a−1
f (z) = + a0 + a1 (z − a) + · · ·
z−a
Multiply both sides by z − a, gives
a−1 = z→a
lim[(z − a)f (z)]
If f (z) has a second-order pole at z = a, then
a−2 a−1
f (z) = + + a0 + a1 (z − a) + · · ·
(z − a)2 (z − a)
To find the residue a−1 , multiply both sides by (z − a)2 .
(z − a)2 f (z) = a−2 + a−1 (z − a) + a0 (z − a)2 + a1 (z − a)3 + · · ·
Then differentiate with respect to z
d h
(z − a)2 f (z) = 0 + a−1 + 2a0 (z − a)2 + 3a1 (z − a)2 + · · ·
i
dz
Now, letting z → a:
d
[(z − a)2 f (z)]
a−1 = z→a
lim
dz
The same procedure can be extended to poles of higher order. Thus, for a pole of order m
let
Theorem 5.2.2 If f (z) has a pole of order m at z = a, then the residue of f (z) at z = a is
1 dm−1
a−1 = lim [(z − a)m f (z)]
(m − 1)! z→a dz m−1
Example 3
Example 4
1+z 2(1 + z)
f (z) = =
1 − (1 − z 2 /2 + z 4 /24 − . . .) z 2 (1 − z 2 /12 + . . .)
and the factor z 2 in the denominator now identifies the pole as second order.
Now we can use one of two methods:
d 2 2(1 + z)
a−1 = lim z 2
z→0 dz z (1 − z 2 /12 + . . .)
(1 − z 2 /12 + . . .) − (1 + z)(−z/6 + . . .)
= lim 2
z→0 (1 − z 2 /12 + . . .)2
= 2
(b) Find the coefficient of 1/z directly by examining the Laurent series. Expand
the denominator as a binomial series:
(1 + z) 2 −1 (1 + z)
f (z) = 2 2
(1 − z /12 + . . .) = 2 2
(1 + z 2 /12 + . . .)
z z
Multiplying out the terms:
2 2 3 2 2 1 1
f (z) = (1 + z + z /12 + z /12 + . . .) = + + + z + ···
z2 z 2 z 12 12
So near z = 0 the coefficient of 1/z is 2, and this is the residue.
Many real definite integrals can be evaluated by using Cauchy’s residue theorem.
1 1 1 1 1
! !
1 iθ −iθ
cos θ = 2 (e +e )= z+ ; sin θ = (eiθ − e−iθ ) = z− ;
2 z 2i 2i z
Example 1
2p 1
!
2
1 − 2p cos θ + p = 1 − z+ + p2
2 z
1h 1
1 − 2p cos θ + p2 = −p + (1 + p2)z − pz 2 = (1 − pz)(z − p)
i
z z
1 2π
J = 2πi × =
i(1 − p2 ) 1 − p2
Therefore Z 2π 1 2π
dθ =
0 1 − 2p : cos θ + p2 1 − p2
Example 2
Question
Show that: Z +∞
dx 3
I= 2 3
= π
−∞ (1 + x ) 8
Answer:
where C is the semicircle discussed above, and f (z) is the complex function:
1
f (z) =
(1 + z 2 )3
Then we will shows that (a) I is closely related to J, and (b) J can be calculated
easily using Cauchy’s residue theorem.
Beginning with (a): we note that:
I Z Z
J= f (z)dz = f (z)dz + f (z)dz
C L Γ
Then, on L, we can see that z can be written as z = x and
Z Z +R Z +R
1
J1 ≡ f (z)dz = f (x)dx = dx
L −R −R (1 + x2 )3
Then consider: J2 ≡ Γ f (z)dz. We have that z = Reiθ . Then, using the Darboux
R
inequality:
Z
1
J2 ≡ f (z)dz ≤ max × πR
Γ (1 + z 2 )3
Therefore:
πR
|J2 | ≤
(R2 − 1)3
Now let R → +∞, this gives:
|J2 | → 0
and
lim J = lim J1 + lim J2 = I + 0 = I
R→∞ R→∞ R→∞
Next, part (b), if we consider
1
f (z) =
(1 + z 2 )3
1 (z − i) (−3)(−4) (z − i)2
= [1 + (−3) + + · · ·]
−8i(z − i)3 2i 2! 4i2
Then the coefficient of (z − i)−1 is
(−3)(−4) 3
Residue = =
(−8i)2!4i2 16i
So I
3 3
J= f (z)dz = 2πi × = π
16i 8
Therefore: Z +∞ dx 3
= π
−∞ (1 + x2 )3 8
Example 3
Answer
We can use exactly the same technique. Consider the function of the complex
variable:
z2
f (z) = 2
(z + a2 )(z 2 + b2 )
So long as | Γ f (z) dz| → 0 then the integral is determined by the poles. Let’s
R
over the semicircle radius R in the upper half plane. Again using Darboux:
z2
|J2 | ≤ max × πR
(z 2 2 2 2
+ a )(z + b )
on Γ. Then
R2
|J2| ≤ × πR
(R2 − a2 )(R2 − b2)
z2
lim (z − ia)
z→ia (z − ia)(z + ia)(z 2 + b2)
−a2 a
= =
2ai(b2 − a2 ) 2i(a2 − b2 )
From symmetry, the residue at z = ib is obviously b/[2i(b2 −a2 )]. Hence, the value
of the integral is
x2
Z ∞ a b π
dx = 2πi + =
−∞ (x2 + a2 )(x2 + b2 ) 2i(a2 − b2) 2i(b2 − a2 ) a+b
where m > 0, and Γ is the semicircular arc, centre z = 0, radius R in the upper-half
z-plane.
Proof: Given a very small positive number ε, then it is always possible to find R such
that:|Q(z)| < ε. This is the mathematical meaning of the phrase: ” |Q(z)| → 0 uniformly
when |z| → 0, in the range 0 ≤ arg z ≤ π”.
Z Z π
imz
e Q(z) dz = eim(R cos θ+iR sin θ) Q(Reiθ ) Re iθ
idθ
Γ 0
Z π Z π/2
|eimR cos θ |e−mR sin θ ε| |iReiθ | dθ = (εR)2 e−mR sin θ dθ
0 0
Z π Z π/2
imR cos θ −mR sin θ iθ
|e |e ε| |iRe | dθ = (εR)2 e−mR sin θ dθ
0 0
Now since sin θ ≥ θ/( 21 π) in this range, then:
Z Z π/2
imz
e Q(z) dz < (εR)2 e−2mRθ/π dθ
Γ 0
−π
!
Z iπ/2
eimz Q(z) e−2mRθ/π
h
dz < (εR)2
Γ 2mR 0
Z
imz
e Q(z) dz < επ/m
Γ
Hence
Z
lim eimz Q(z) dz = 0
R→∞ Γ
Example 4
The only pole of this function in the upper half plane is at z = ia, and the residue
there is
I Z
cos mx + i sin mx
Z ∞ Z ∞
cos mx
f (z) dz = f (z)dz + dx = 0 + dx + 0
Γ −∞ a2 + x 2 −∞ a2 + x2
The sin term vanishes because the function is odd, the arc Γ term goes to zero
because of Jordan’s lemma. So finally
Z ∞ cos mx π −ma
dx = e
−∞ a2 + x2 a
Methods of Applied Mathematics – Section B: Complex variables 2003-4
The evaluation of real definite integrals Page 72
In fact, it is easy to show the integral over Γ goes to zero without invoking Jordan’s
lemma. A simple Darboux inequality argument would do just as well:
eimz imz
e
Z
dz < max × πR
Γ a2 + z 2 1 + z2
eimz 1
Z !
dz < × πR
Γ a2 + z 2 1 − R2
and as R → ∞, then this integral goes to zero.
Jordan’s lemma is indispensable for the calculation of certain integrals. Consider the fol-
lowing example.
Example 5
Question:
Calculate the following integral:
Z +∞ sin x
I= dx
−∞ x
Answer:
This is a classic problem, with a well-known but not obvious solution. Consider
the integral of the function:
eiz
f (z) =
z
around the closed contour C shown below.
This contour is the familiar semicircle in the upper half plane, but with an inden-
tation to avoid the (a pole of order one) singularity at z = 0. Clearly with C there
are no infinities (singularities) of f (z) within C, and so Cauchy’s theorem applies:
I
J= f (z) dz = 0
C
Now C is composed of 3 parts. A large arc Γ, centre z = 0, radius R a small arc
γ, centre z = 0, radius r; an integral along the real axis from −R to −r, and from
+r to +R. In the following we let R → ∞ and r → 0.
Consider the large semicircle Γ. Then using Jordan’s lemma, we can identify
Q(z) = 1/z and obviously Q(z) → 0 as |z| → ∞, so:
eiz
Z
lim dz = 0
R→∞ Γ z
So
eiz
Z Z −r Z +∞ cos x + i sin x
J = 0 = lim dz + lim + dx
r→0 γ z r→0 −∞ +r x
Focussing on the integral γ; on this path z = reiθ , therefore
eiz
!
Z Z 0
lim dz = lim idθ = −πi
r→0 γ z r→0 π
sin x Z +∞ Z +∞
cos x
dx = π P dx = 0
−∞ x −∞ x
where P denotes the Cauchy principal value:
Z +∞ Z −r Z +∞
P = lim +
−∞ r→0 −∞ +r
The result
sin x Z +∞
dx = π
−∞ x
can also be obtained by another ‘device’ using a result derived previously.
Z ∞
cos mx π −ma
I(m, a) = dx = e
−∞ a2 + x2 a
Methods of Applied Mathematics – Section B: Complex variables 2003-4
The evaluation of real definite integrals Page 74
∂I Z ∞ x sin mx π a −ma
!
− = dx = e
∂m −∞ a2 + x2 a
Now letting a → 0:
∂I sin mx
" !# Z ∞
lim − = dx = π
a→0 ∂m −∞ x
Example 6
Question:
Calculate
3z 2 + 2 I
dz
C z(z + 1)
The function has pole at z = 0 and z = −1. These are both of order one
and within the contour C. So using the residue theorem:
I
f (z)dz = 2πi × [Sum of Residues inside]
C
We have the residue at z = 0:
z(3z 2 + 2)
It is possible to write certain series as contour integrals. For example we can show that:
+∞
X 1 π2
=
n=1 n2 6
The method relies on special properties of the function:
π
f (z) =
cot πz
z2
This function is analytic everywhere except at z = 0 and at z = ±1, ±2, ±3, . . ..
The singularities at z = ±1, ±2, ±3, . . . can be identified as poles of order 1, since, near
z = n, n = ±1, ±2, ±3:
cos πz cos πn + (z − n)(−π) sin πn + 12 (z − n)2(π 2 ) cos πn + · · ·
cot πz = ≈
sin πz sin πn + (z − n)(π) cos πn + 12 (z − n)2(π 2 ) sin πn + · · ·
(−1)n + 12 (z − n)2(π 2 )(−1)n + · · ·
=
(z − n)(π)(−1)n + · · ·
The residue at each of these points (z = n) is
1
n2
There is also a pole at z = 0 of order 3, at its residue can be found from the Laurent series,
near z = 0:
π 1 − 12 (πz)2 + · · ·
π 1 1 2
f (z) = 2 cot πz ≈ 2 ≈ 1 − (πz) + · · ·
z z πz − 16 (πz)3 + · · · z3 3
The residue,at z = 0 is
π2
−
3
Now if we integrate: I
I= f (z) dz
around a square with vertices: z1 = (N + 12 )(1 + i), z2 = (N + 21 )(−1 + i), and z3 =
(N + 21 )(−1 − i), z4 = (N + 21 )(1 − i),
Use the Darboux inequality (estimation theorem) to show the integral on the lines of the
square go to zero as the size of the square increases.
Figure 15:
Now as N → ∞ on the vertical sides of the square, we note that, between z1 and z4 ,
z = (N + 12 ) + iy, and therefore:
cos πz = cos π(N + 12 ) + iπy = cos π(N + 21 ) cosh πy + sin π(N + 12 )i sinh πy = i sinh πy
h i
Similarly:
sin πz = sin π(N + 12 ) + iπy = sin π(N + 21 ) cosh πy + cos π(N + 21 )i sinh πy = cosh πy
h i
| cos πz| = | cos πx + (N + 12 )iπ | = | cosh π(N + 21 ) cos πx − i sinh π(N + 12 ) sin πx|
h i
It follows that,
r
| cos πz| = | cosh2 π(N + 21 ) cos2 πx + sinh2 π(N + 21 ) sin2 πx|