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Math416Complex Variables (Lecture 25)

Math416 Lecture 25

Continue on Residue Theorem

Review the definition of simply connected domain

A domain Ω\Omega is called simply connected if CΩ\overline{C}\setminus \Omega is connected if and only if every closed curve in Ω\Omega is null-homotopic in Ω\Omega.

Proof:

Last time we proved     \impliedby part.

If every closed curve in Ω\Omega is null-homotopic in Ω\Omega, then indΓ(z)=0\operatorname{ind}_\Gamma(z)=0 for all zCΩz\in\mathbb{C}\setminus\Omega for all contour in Ω\Omega.

    \implies CΩ\mathbb{C}\setminus\Omega is connected.

    \impliedby part:

Theorem 10.4-6

The following condition are equivalent:

  1. Ω\Omega is simply connected.
  2. every holomorphic function on Ω\Omega has a primitive gg, i.e. g(z)=f(z)g'(z)=f(z) for all zΩz\in \Omega.
  3. every non-vanishing holomorphic function on Ω\Omega has a holomorphic logarithm.
  4. every harmonic function on Ω\Omega has a harmonic conjugate.

Residue Theorem

Theorem 10.8 The Residue Theorem

Let Ω\Omega be a domain, Γ\Gamma be a contour such that Γint(Γ)Ω\Gamma\cup \operatorname{int}(\Gamma)\subset \Omega

Let ff be holomorphic on Ω{z1,z2,,zn}\Omega\setminus \{z_1, z_2, \cdots, z_n\} where z1,z2,,znz_1, z_2, \cdots, z_n are finitely many points in Ω\Omega, where z1,z2,,znΓz_1, z_2, \cdots, z_n\notin \Gamma.

Then

Γf(z)dz=2πij=1nindΓ(zj)reszj(f)\int_\Gamma f(z) dz = 2\pi i \sum_{j=1}^n\operatorname{ind}_{\Gamma}(z_j) \operatorname{res}_{z_j}(f)

Proof:

For each ijni\leq j\leq n, let CjC_j be a circle centered at zjΓΩz_j\in \Gamma\setminus \Omega such that int(Cj)Ω\operatorname{int}(C_j)\subset \Omega, counterclockwise and pairwise disjoint.

Let Γ1=Γ{z1,z2,,zn}\Gamma_1=\Gamma\setminus\{z_1, z_2, \cdots, z_n\}, Γ1=Γj=1nindΓ(zj)Cj\Gamma_1=\Gamma-\sum_{j=1}^n \operatorname{ind}_{\Gamma}(z_j)C_j (This excludes the singularities outside Γ\Gamma)

fO(Ω1)f\in O(\Omega_1), Γ1Ω1\Gamma_1\in \Omega_1

and indΓ1(z)=0\operatorname{ind}_{\Gamma_1}(z)=0 for all zCΩ1z\in \mathbb{C}\setminus \Omega_1, either zΓz\notin \Gamma or z{z1,z2,,zn}z\in\{z_1, z_2, \cdots, z_n\}.

indΓ1(zj)=indΓ(zj)1indCj(zj)=0\operatorname{ind}_{\Gamma_1}(z_j)=\operatorname{ind}_{\Gamma}(z_j)-1\cdot\operatorname{ind}_{C_j}(z_j)=0 for all j=1,2,,nj=1, 2, \cdots, n.

By Cauchy’s theorem, Γ1f(z)dz=0\int_{\Gamma_1}f(z)dz=0.

So, since f(z)=k=ak(zz0)kf(z)=\sum_{k=-\infty}^\infty a_k(z-z_0)^k, and γ(t)=zk+Reit\gamma(t)=z_k+Re^{it} for t[0,2π]t\in[0, 2\pi],γ(t)=iReit\gamma'(t)=iRe^{it},

Γf(z)dz=Γ1f(z)dz+j=1nCjf(z)dz=0+j=1nindΓ(zj)Cjf(z)dz=0+j=1nindΓ(zj)02πf(zj+Reit)ieiθdt=0+j=1nindΓ(zj)02π(k=ak(zjz0)keint)iReiθdt=0+j=1nindΓ(zj)ik=akRk+1(02πei(k+1)tdt)=j=1n2πiindΓ(zj)reszj(f)\begin{aligned} \int_\Gamma f(z)dz&=\int_{\Gamma_1}f(z)dz+\sum_{j=1}^n\int_{C_j}f(z)dz\\ &=0+\sum_{j=1}^n \operatorname{ind}_{\Gamma}(z_j) \int_{C_j}f(z)dz\\ &=0+\sum_{j=1}^n \operatorname{ind}_{\Gamma}(z_j) \int_{0}^{2\pi}f(z_j+Re^{it})ie^{i\theta}dt\\ &=0+\sum_{j=1}^n \operatorname{ind}_{\Gamma}(z_j) \int_{0}^{2\pi}\left(\sum_{k=-\infty}^\infty a_k (z_j-z_0)^k e^{int}\right) iRe^{i\theta}dt\\ &=0+\sum_{j=1}^n \operatorname{ind}_{\Gamma}(z_j) i\sum_{k=-\infty}^\infty a_k R^{k+1}\left(\int_{0}^{2\pi} e^{i(k+1)t}dt\right)\\ &=\sum_{j=1}^n 2\pi i \operatorname{ind}_{\Gamma}(z_j) \operatorname{res}_{z_j}(f)\\ \end{aligned}

QED

Corollary 10.9 Cauchy’s Integral Formula

If Γ\Gamma is a simple contour, z0int(Γ)z_0\in \operatorname{int}(\Gamma), gO(Ω)g\in O(\Omega), then

g(z0)=12πiΓg(z)zz0dzg(z_0)=\frac{1}{2\pi i}\int_\Gamma \frac{g(z)}{z-z_0}dz

Proof:

The right hand side is the residue of g(z)/(zz0)g(z)/(z-z_0) at z0z_0.

By the residue theorem,

Notice that g(z)=a0+a1(zz0)+a2(zz0)2+g(z)=a_0+a_1(z-z_0)+a_2(z-z_0)^2+\cdots, and 1zz0=a0k=0(zz0)k\frac{1}{z-z_0}=a_0\sum_{k=0}^\infty (z-z_0)^k.

So a0=g(z0)a_0=g(z_0), and ak=g(k)(z0)k!a_k=\frac{g^{(k)}(z_0)}{k!} for k1k\geq 1.

Γg(z)zz0dz=2πiresz0(g(z)zz0)=2πig(z0)\int_\Gamma \frac{g(z)}{z-z_0}dz=2\pi i \operatorname{res}_{z_0}\left(\frac{g(z)}{z-z_0}\right)=2\pi i g(z_0)

QED

Application to evaluating definite integrals

Idea:

It is easy to evaluate intervals around closed contours.

Choose contour so one side (where you want to integrate).

Handle the other side by:

  • Symmetry
  • length * supremum of absolute value of integrand
  • Bound function by another function whose integral goes to zero.

Example:

Evaluate 0sinxxdx\int_0^\infty \frac{\sin x}{x}dx.

On the contour γ(t)\gamma(t) be the semicircle in the upper half plane removed the origin.

Then let f(z)=eizz=cosz+isinzzf(z)=\frac{e^{iz}}{z}=\frac{\cos z+i\sin z}{z}, by the Cauchy’s theorem,

γf(z)dz=0\int_\gamma f(z)dz=0

So sinzz=0\frac{\sin z}{z}=0 on γ\gamma.

If xRx\in \mathbb{R}, f(x)=eixx=cosx+isinxxf(x)=\frac{e^{ix}}{x}=\frac{\cos x+i\sin x}{x}.

On the real axis,

Rϵ+ϵRf(x)dx=Rϵeixxdx+ϵReixxdx=Rϵcosx+isinxxdx+ϵRcosx+isinxxdx=Rϵcosxxdx+iRϵsinxxdx+ϵRcosxxdx+iϵRsinxxdx=2i0sinxxdx\begin{aligned} \int_{-R}^{-\epsilon}+\int_\epsilon^R f(x)dx&=\int_{-R}^{-\epsilon}\frac{e^{ix}}{x}dx+\int_\epsilon^R \frac{e^{ix}}{x}dx\\ &=\int_{-R}^{-\epsilon}\frac{\cos x+i\sin x}{x}dx+\int_\epsilon^R \frac{\cos x+i\sin x}{x}dx\\ &=\int_{-R}^{-\epsilon}\frac{\cos x}{x}dx+i\int_{-R}^{-\epsilon}\frac{\sin x}{x}dx+\int_\epsilon^R \frac{\cos x}{x}dx+i\int_\epsilon^R \frac{\sin x}{x}dx\\ &=2i\int_0^\infty \frac{\sin x}{x}dx \end{aligned}

For the clockwise semi-circle around the origin,

Sϵf(z)dz=Sϵeizzdz\int_{S_\epsilon} f(z)dz=\int_{S_\epsilon}\frac{e^{iz}}{z}dz

let γ(t)=ϵeit\gamma(t)=\epsilon e^{-it}, t[π,0]t\in[-\pi,0].

Then γ(t)=iϵeit\gamma'(t)=-i\epsilon e^{-it},

CONTINUE NEXT TIME.

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