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19.

6 Evaluation of Real Integrals


Introduction In this section we shall see how residue theory can be used to evaluate real integrals of the forms

2p

F1 cos u, sin u2 du,

(1) (2)

2q

f 1 x2 dx,

19.6 Evaluation of Real Integrals

843

2q

f 1 x2 cos ax dxand

2q

f 1 x2 sin ax dx,

(3)

where F in (1) and f in (2) and (3) are rational functions. For the rational function f (x) p(x)/q(x) in (2) and (3), we will assume that the polynomials p and q have no common factors. Integrals of the Form e02p F (cos U, sin U ) dU The basic idea here is to convert an integral of form (1) into a complex integral where the contour C is the unit circle centered at the origin. This contour can be parameterized by z cos u i sin u eiu, 0 u 2p. Using dz 5 ieiu du,cos u 5 we replace, in turn, du, cos u, and sin u by du 5 dz 1 1 ,cos u 5 1 z 1 z212 ,sin u 5 1 z 2 z212 . iz 2 2i 1 1 dz F a 1 z 1 z2 12 , 1 z 2 z2 12 b , 2 2 i iz C C

eiu 1 e2iu eiu 2 e2iu ,sin u 5 , 2 2i

(4)

The integral in (1) then becomes

where C is |z| 1.

EXAMPLE 1
Evaluate

A Real Trigonometric Integral


1 du. 1 2 1 cos u2 2

2p

Solution Using the substitutions in (4) and simplifying yield the contour integral 4 z dz. 2 i C 1 z 1 4 z 1 12 2 C With the aid of the quadratic formula we can write z z f 1 z2 5 2 5 , 1 z 1 4z 1 12 2 1 z 2 z02 2 1 z 2 z12 2

where z0 2 23 and z1 2 23. Since only z1 is inside the unit circle C, we have z dz 5 2pi Res 1 f 1 z2 , z12 . 2 1 z 1 4 z 1 12 2 C C Now z1 is a pole of order 2 and so from (2) of Section 19.5,

Res 1 f 1 z2 , z12 5 lim

z S z1

d d z 1 z 2 z12 2 f 1 z2 5 lim 2 dz z S z1 dz 1 z 2 z02 5 lim 2


z S z1

z 1 z0 1 5 . 1 z 2 z02 3 6 23

Hence, 4 1 z 4 4 dz 5 2pi Res 1 f 1 z2 , z12 5 2pi 2 2 i C i i C 1 z 1 4z 1 12 6 23

and finally

2p

1 4p du 5 . 2 1 2 1 cos u2 3 23

q Integrals of the Form e2 f (x) dx When f is continuous on (q, q), recall from calculus q q that the improper integral e2q f (x) dx is defined in terms of two distinct limits:

#
844

2q

f 1 x2 dx 5 lim

r Sq 2r

f 1 x2 dx 1 lim

R Sq 0

# f 1x2 dx.

(5)

CHAPTER 19 Series and Residues

If both limits in (5) exist, the integral is said to be convergent; if one or both of the limits fail to q f (x) dx exist, the integral is divergent. In the event that we know (a priori) that an integral e2 q converges, we can evaluate it by means of a single limiting process:

2q

f 1 x2 dx 5 lim

R Sq 2R

f 1 x2 dx.

(6)

It is important to note that the symmetric limit in (6) may exist even though the improper integral is q 2 divergent. For example, the integral e2 x dx is divergent since limRS e0R x dx limRS 1 2 R q. q However, using (6), we obtain lim

R Sq 2R

x dx 5 lim c
R Sq

1 2R2 2 R2 2 d 5 0. 2 2

(7)

The limit in (6) is called the Cauchy principal value of the integral and is written P.V.

2q

f 1 x2 dx 5 lim

R Sq 2R

f 1 x2 dx.
CR z2 z3 R

y zn z1 0 z4 x

q In (7) we have shown that P.V. e2 x dx 0. To summarize, when an integral of form (2) conq verges, its Cauchy principal value is the same as the value of the integral. If the integral diverges, it may still possess a Cauchy principal value. q To evaluate an integral e2 f (x) dx, where f (x) P(x)/Q(x) is continuous on (q, q), by q residue theory we replace x by the complex variable z and integrate the complex function f over a closed contour C that consists of the interval [R, R] on the real axis and a semicircle CR of radius large enough to enclose all the poles of f (z) P(z)/Q(z) in the upper half-plane Re(z) 0. See FIGURE 19.6.1. By Theorem 19.5.3 we have

FIGURE 19.6.1 Closed contour C consists of a semicircle CR and the interval [R, R]

C C

f 1 z2 dz 5

f 1 z2 dz 1

CR

# #

2R

f 1 x2 dx 5 2pi a Res 1 f 1 z2 , zk2 ,


k51

where zk, k 1, 2, , n, denotes poles in the upper half-plane. If we can show that the integral eCR f (z) dz S 0 as R S q, then we have P.V.

2q

f 1 x2 dx 5 lim

R Sq 2R

f 1 x2 dx 5 2pi a Res 1 f 1 z2 , zk2 .


k51

(8)

EXAMPLE 2

Cauchy P.V. of an Improper Integral


y CR 3i i R R x

Evaluate the Cauchy principal value of

2q

1 dx. 2 1 x 1 12 1 x 2 1 92

Solution Let f (z) 1/(z2 1)(z2 9). Since (z2 1)(z2 9) (z i)(z i)(z 3i)(z 3i), we let C be the closed contour consisting of the interval [R, R] on the x-axis and the semicircle CR of radius R 3. As seen from FIGURE 19.6.2, 1 dz 5 2 2 C C 1 z 1 121 z 1 92

FIGURE 19.6.2 Closed contour C for Example 2

2R

1 dx 1 1 x 1 121 x 2 1 92
2

CR

1 dz 1 z 1 121 z2 1 92
2

5 I1 1 I2 and I1 I2 2pi[Res ( f (z), i) Res ( f (z), 3i)]. 1 1 andRes 1 f 1 z2 , 3i2 5 2 , 16i 48i 19.6 Evaluation of Real Integrals 845

At the simple poles z i and z 3i we find, respectively, Res 1 f 1 z2 , i2 5

so that

I1 1 I2 5 2pi c

1 1 p 2 d 5 . 16i 48i 12

(9)

We now want to let R S q in (9). Before doing this, we note that on CR,

|(z2 1)(z2 9)| |z2 1||z2 9| ||z|2 1| ||z|2 9| (R2 1)(R2 9),
and so from the ML-inequality of Section 18.1 we can write Z I2 Z 5 2

CR

1 pR dz 2 # 2 . 1 z2 1 121 z2 1 92 1 R 2 121 R2 2 92

This last result shows that |I2| S 0 as R S q, and so we conclude that limRS q I2 0. It follows from (9) that limRS q I1 p/12; in other words, lim

R Sq 2R

1 p dx 5 orP.V. 12 1 x 2 1 121 x 2 1 92

2q

1 p dx 5 . 12 1 x 2 1 121 x 2 1 92

It is often tedious to have to show that the contour integral along CR approaches zero as R S q. Sufficient conditions under which this is always true are as follows: Theorem 19.6.1 Behavior of Integral as R S q

Suppose f (z) P(z)/Q(z), where the degree of P(z) is n and the degree of Q(z) is m n 2. If CR is a semicircular contour z Reiu, 0 u p, then eCR f (z) dz S 0 as R S q. In other words, the integral along CR approaches zero as R S q when the denominator of f is of a power at least 2 more than its numerator. The proof of this fact follows in the same manner as in Example 2. Notice in that example that the conditions stipulated in Theorem 19.6.1 are satisfied, since the degree of P(z) 1 is 0 and the degree of Q(z) (z2 1)(z2 9) is 4.

EXAMPLE 3

Cauchy P.V. of an Improper Integral

Evaluate the Cauchy principal value of

2q

1 dx. x 11
4

Solution By inspection of the integrand, we see that the conditions given in Theorem 19.6.1 are satisfied. Moreover, we know from Example 3 of Section 19.5 that f has simple poles in the upper half-plane at z1 epi /4 and z2 e3pi /4. We also saw in that example that the residues at these poles are Res 1 f 1 z2 , z12 5 2 Thus, by (8), P.V. 1 4 22 2 1 4 22 iandRes 1 f 1 z2 , z22 5 1 4 22 2 1 4 22 i.

2q

1 p dx 5 2pi f Res 1 f 1 z2 , z12 1 Res 1 f 1 z2 , z22 g 5 . x 11 22


4

q q Integrals of the Forms e2 f (x) cos Ax dx or e2 f (x) sin Ax dx q q We encountered integrals of this type in Section 15.4 in the study of Fourier transforms. Accordingly, q q f (x) cos ax dx and e2 f (x) sin ax dx, a 0, are referred to as Fourier integrals. Fourier e2 q q q integrals appear as the real and imaginary parts in the improper integral e2 f (x)eiax dx. Using q iax Eulers formula e cos ax i sin ax, we get

2q

f 1 x2 eiax dx 5

2q

f 1 x2 cos ax dx 1 i

2q

f 1 x2 sin ax dx

(10)

whenever both integrals on the right side converge. When f (x) P(x)/Q(x) is continuous on (q, q) we can evaluate both Fourier integrals at the same time by considering the integral C f (z)eiaz dz, where a 0 and the contour C again consists of the interval [R, R] on the real axis and a semicircular contour CR with radius large enough to enclose the poles of f (z) in the upper half-plane. 846 CHAPTER 19 Series and Residues

Before proceeding we give, without proof, sufficient conditions under which the contour integral along CR approaches zero as R S q: Theorem 19.6.2 Behavior of Integral as R S q

Suppose f (z) P(z)/Q(z), where the degree of P(z) is n and the degree of Q(z) is m n 1. If CR is a semicircular contour z Reiu, 0 u p, and a 0, then eCR (P(z)/Q(z))eiaz dz S 0 as R S q.

EXAMPLE 4

Using Symmetry

x sin x dx . 2 0 x 1 9 Solution First note that the limits of integration are not from q to q as required by the method. This can be rectified by observing that since the integrand is an even function of x, we can write Evaluate the Cauchy principal value of

x sin x 1 dx 5 2 2 x 19

2q

x sin x dx. x2 1 9

(11)

With a 1, we now form the contour integral z eiz dz, C C z 1 9

where C is the same contour shown in Figure 19.6.2. By Theorem 19.5.3,

CR

z eiz dz 1 2 z 19
2

2R

x eix dx 5 2pi Res 1 f 1 z2 eiz, 3i2 , x 19


2

where f (z) z/(z 9). From (4) of Section 19.5, Res 1 f 1 z2 eiz, 3i2 5 zeiz e23 2 5 . 2z z 5 3i 2

Hence, in view of Theorem 19.6.2 we conclude eCR f (z)eiz dz S 0 as R S q and so P.V. But by (10),

2q

x e23 p ix e dx 5 2 p i a b 5 3 i. 2 2 x 19 e

2q

x eix dx 5 2 x 19

2q

x cos x dx 1 i x2 1 9

2q

x sin x p dx 5 3 i. 2 x 19 e

Equating real and imaginary parts in the last line gives the bonus result P.V.

2q

x cos x dx 5 0along withP.V. x2 1 9

2q

p x sin x dx 5 3 . x2 1 9 e

Finally, in view of (11) we obtain the value of the prescribed integral:

x sin x 1 dx 5 P.V. 2 2 x 19

2q

x sin x p dx 5 3 . 2 x 19 2e

Indented Contours The improper integrals of form (2) and (3) that we have considered up to this point were continuous on the interval (q, q). In other words, the complex function f (z) P(z)/Q(z) did not have poles on the real axis. In the event f has poles on the real axis, q f (x) dx by we must modify the procedure used in Examples 2 4. For example, to evaluate e2 q residues when f (z) has a pole at z c, where c is a real number, we use an indented contour 19.6 Evaluation of Real Integrals 847

y CR

as illustrated in FIGURE 19.6.3. The symbol Cr denotes a semicircular contour centered at z c oriented in the positive direction. The next theorem is important to this discussion. Theorem 19.6.3
Cr x

Behavior of Integral as r S 0

Suppose f has a simple pole z c on the real axis. If Cr is the contour defined by z c reiu, 0 u p, then lim
rS0 C r

f 1 z2 dz 5 pi Res 1 f 1 z2 , c2 .

FIGURE 19.6.3 Indented contour PROOF

Since f has a simple pole at z c, its Laurent series is a21 f 1 z2 5 1 g 1 z2 , z2c where a1 Res( f (z), c) and g is analytic at c. Using the Laurent series and the parameterization of Cr , we have

f 1 z2 dz 5 a21

Cr

ireiu du 1 ir reiu

# g1c 1 re 2 e
iu 0

iu

du 5 I1 1 I2.

(12)

First, we see that I1 5 a21

ireiu du 5 a21 reiu

i du 5 pia21 5 pi Res 1 f 1 z2 , c2 .

Next, g is analytic at c and so it is continuous at this point and bounded in a neighborhood of the point; that is, there exists an M 0 for which |g(c reiu )| M. Hence, Z I2 Z 5 2 ir

g1 c 1 reiu2 eiu du 2 # r

M du 5 prM.

It follows from this last inequality that limrS 0|I2| 0 and consequently limrS 0 I2 0. By taking the limit of (12) as r S 0, we have proved the theorem.

EXAMPLE 5
y CR

Using an Indented Contour

Evaluate the Cauchy principal value of

2q

sin x dx. x1 x 2 2x 1 22
2

Cr R r r

1+i R x

Solution Since the integral is of form (3), we consider the contour integral C eiz dz /z(z2 2z 2). The function f (z) 1/z(z2 2z 2) has simple poles at z 0 and at z 1 i in the upper half-plane. The contour C shown in FIGURE 19.6.4 is indented at the origin. Adopting an obvious notation, we have C C

# #
1
CR

2r

2R

2 Cr

5 2pi Res 1 f 1 z2 eiz, 1 1 i2 ,

(13)

FIGURE 19.6.4 Indented contour C for Example 5

where e2Cr 5 2eCr . Taking the limits of (13) as R S q and as r S 0, we find from Theorems 19.6.2 and 19.6.3 that P.V. Now, 1 e21 1 i Res 1 f 1 z2 eiz, 02 5 andRes 1 f 1 z2 eiz, 1 1 i2 5 2 1 1 1 i2 . 2 4 Therefore, P.V.

2q

eix dx 2 pi Res 1 f 1 z2 eiz, 02 5 2pi Res 1 f 1 z2 eiz, 1 1 i2 . x1 x 2 2 2x 1 22

2q

1 e21 1 i eix a b 1 2 p i a 2 1 1 1 i2 b . dx 5 p i 2 4 x1 x 2 2 2x 1 22

848

CHAPTER 19 Series and Residues

Using e1i e1(cos 1 i sin 1), simplifying, and then equating real and imaginary parts, we get from the last equality P.V.

2q q

p cos x dx 5 e21 1 sin 1 1 cos 12 2 x1 x 2 2x 1 22


2

and

P.V.

2q

sin x p dx 5 f 1 1 e21 1 sin 1 2 cos 12 g . 2 x1 x 2 2x 1 22


2