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Math416Complex Variables (Lecture 26)

Math416 Lecture 26

Continue on Application to evaluating definite integrals

Note: Contour can never go through a singularity.

Recall the semi annulus contour.

Know that γf(z)dz=0\int_\gamma f(z)dz=0.

So A+B+C+D=0\int_A+\int_B+\int_C+\int_D=0.

From last lecture, we know that D=0\int_D=0 and A+C=2i0sinxxdx\int_A+\int_C=2i\int_0^\infty \frac{\sin x}{x}dx.

Integrating over BB

Do BB, we have γ(t)=ϵeit\gamma(t)=\epsilon e^{it} for t[0,π]t\in[0,\pi].

B=0πf(ϵeit)ϵieitdt\int_B=-\int_0^\pi f(\epsilon e^{it})\epsilon i e^{it}dt.

f(z)=eizz=1z(1+izz22!+)f(z)=\frac{e^{iz}}{z}=\frac{1}{z}(1+iz-\frac{z^2}{2!}+\cdots).

So zf(z)=1+O(ϵ)z f(z)=1+O(\epsilon) and f(z)=1z+O(ϵz)f(z)=\frac{1}{z}+O(\frac{\epsilon}{z}).

B=0π(1ϵeit+O(1))ϵieitdt=i0π1dt+O(ϵ)=iπ+O(ϵ)\begin{aligned} \int_B&=-\int_0^\pi (\frac{1}{\epsilon}e^{it}+O(1))\epsilon i e^{it}dt\\ &=-i\int_0^\pi 1dt+O(\epsilon)\\ &=-i\pi+O(\epsilon) \end{aligned}

Integrating over DD

Method 1: Using estimate

z=Reitz=Re^{it} for t[0,π]t\in[0,\pi].

f(z)=eizz=eiReitReitf(z)=\frac{e^{iz}}{z}=\frac{e^{iRe^{it}}}{Re^{it}}.

Reit=R(cost+isint)Re^{it}=R(\cos t+i\sin t), iReit=R(sinticost)iRe^{it}=-R(\sin t-i\cos t).

eiReit=eRsinteiRcoste^{iRe^{it}}=e^{-R\sin t}e^{iR\cos t}.

maxf(z)=maxeiRcostReit=1R\max|f(z)|=\max\frac{|e^{iR\cos t}|}{|R e^{it}|}=\frac{1}{R}.

This only bounds the function DπR1R=π|\int_D|\leq \pi R\frac{1}{R}=\pi.

This is not a good estimate.

Method 2: Hard core integration

γ(t)=Reit\gamma(t)=Re^{it} for t[0,π]t\in[0,\pi].

D=0πeiReitReitiReitdt=i0πeiRcosteRsintdt\begin{aligned} \int_D&=\int_0^\pi \frac{e^{iRe^{it}}}{R e^{it}}iR e^{it}dt\\ &=i\int_0^\pi e^{iR\cos t}e^{-R\sin t}dt\\ \end{aligned}

Notice that we can use 2πt\frac{2}{\pi}t to replace sint\sin t.

D0πeRsintdt=20π/2eRsintdt20π/2e2Rt/πdt=2πR(eRπ2t)0π/2πR\begin{aligned} \left|\int_D\right|&\leq\int_0^\pi e^{-R\sin t}dt\\ &=2\int_0^{\pi/2} e^{-R\sin t}dt\\ &\leq 2\int_0^{\pi/2} e^{-2Rt/\pi}dt\\ &=-\frac{2\pi}{R}(e^{-\frac{R\pi}{2}t})|_0^{\pi/2}\\ &\leq\frac{\pi}{R} \end{aligned}

As RR\to\infty, D0\left|\int_D\right|\to 0.

So D=0\int_D=0.

So we have A+C=2i0sinxxdx=iπ\int_A+\int_C=2i\int_0^\infty \frac{\sin x}{x}dx=i\pi.

So 0sinxxdx=π2\int_0^\infty \frac{\sin x}{x}dx=\frac{\pi}{2}.

Application to evaluate cosx1+x4dx\int_{-\infty}^\infty \frac{\cos x}{1+x^4}dx

f(z)=eiz1+z4=cosz+isinz1+z4f(z)=\frac{e^{iz}}{1+z^4}=\frac{\cos z+i\sin z}{1+z^4}.

Our desired integral can be evaluated by RRf(z)dz\int_{-R}^R f(z)dz

To evaluate the singularity, z4=1z^4=-1 has four roots by the De Moivre’s theorem.

z4=1=eiπ+2kπiz^4=-1=e^{i\pi+2k\pi i} for k=0,1,2,3k=0,1,2,3.

So z=eiθz=e^{i\theta} for θ=π4+kπ2\theta=\frac{\pi}{4}+\frac{k\pi}{2} for k=0,1,2,3k=0,1,2,3.

So the singularities are z=eiπ/4,ei3π/4,ei5π/4,ei7π/4z=e^{i\pi/4},e^{i3\pi/4},e^{i5\pi/4},e^{i7\pi/4}.

Only z=eiπ/4,ei3π/4z=e^{i\pi/4},e^{i3\pi/4} are in the upper half plane.

So we can use the semi-circle contour to evaluate the integral. Name the path as γ\gamma.

γf(z)dz=2πi[Resz=eiπ/4(f)+Resz=ei3π/4(f)]\int_\gamma f(z)dz=2\pi i\left[\operatorname{Res}_{z=e^{i\pi/4}}(f)+\operatorname{Res}_{z=e^{i3\pi/4}}(f)\right].

The two poles are simple poles.

Resz0(f)=limzz0(zz0)f(z)\operatorname{Res}_{z_0}(f)=\lim_{z\to z_0}(z-z_0)f(z).

So

Resz=eiπ/4(f)=limzeiπ/4(zeiπ/4)eiz1+z4=(zeiπ/4)eiz(zeiπ/4)(zei3π/4)(zei5π/4)(zei7π/4)=eieiπ/4(eiπ/4ei3π/4)(eiπ/4ei5π/4)(eiπ/4ei7π/4)\begin{aligned} \operatorname{Res}_{z=e^{i\pi/4}}(f)&=\lim_{z\to e^{i\pi/4}}(z-e^{i\pi/4})\frac{e^{iz}}{1+z^4}\\ &=\frac{(z-e^{i\pi/4})e^{iz}}{(z-e^{i\pi/4})(z-e^{i3\pi/4})(z-e^{i5\pi/4})(z-e^{i7\pi/4})}\\ &=\frac{e^{ie^{i\pi/4}}}{(e^{i\pi/4}-e^{i3\pi/4})(e^{i\pi/4}-e^{i5\pi/4})(e^{i\pi/4}-e^{i7\pi/4})} \end{aligned}

A short cut goes as follows:

We know p(z)=1+z4p(z)=1+z^4 has four roots z1,z2,z3,z4z_1,z_2,z_3,z_4.

limzz0(zz0)p(z)=1p(z0)\lim_{z\to z_0}\frac{(z-z_0)}{p(z)}=\frac{1}{p'(z_0)}

So

Resz=eiπ/4(f)=eieiπ/44ei3π/4\operatorname{Res}_{z=e^{i\pi/4}}(f)=\frac{e^{ie^{i\pi/4}}}{4e^{i3\pi/4}}

Similarly,

Resz=ei3π/4(f)=eiei3π/44eiπ/4\operatorname{Res}_{z=e^{i3\pi/4}}(f)=\frac{e^{ie^{i3\pi/4}}}{4e^{i\pi/4}}

So the sum of the residues is

Resz=eiπ/4(f)+Resz=ei3π/4(f)=eieiπ/44ei3π/4+eiei3π/44eiπ/4=ei2e124[12+i12]+ei2e124[12+i12]=π22e12(cos12+sin12)\begin{aligned} \operatorname{Res}_{z=e^{i\pi/4}}(f)+\operatorname{Res}_{z=e^{i3\pi/4}}(f)&=\frac{e^{ie^{i\pi/4}}}{4e^{i3\pi/4}}+\frac{e^{ie^{i3\pi/4}}}{4e^{i\pi/4}}\\ &=\frac{e^{\frac{i}{\sqrt{2}}} e^{-\frac{1}{\sqrt{2}}}}{4[-\frac{1}{\sqrt{2}}+i\frac{1}{\sqrt{2}}]}+\frac{e^{-\frac{i}{\sqrt{2}}}-e^{-\frac{1}{\sqrt{2}}}}{4[\frac{1}{\sqrt{2}}+i\frac{1}{\sqrt{2}}]}\\ &=\frac{\pi\sqrt{2}}{2}e^{-\frac{1}{\sqrt{2}}}(\cos\frac{1}{\sqrt{2}}+\sin\frac{1}{\sqrt{2}}) \end{aligned}

SKIP

Review on next lecture.

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