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Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET PDF Download

The Residue Theorem

A very important application of the theory of analytic functions involves the evaluation of real denite integrals. The key ingredients in the evaluation procedure are the concept of a residue and an associated theorem. Thus, our rst task is to familiarize ourselves with both.

Denition: Let f(z) be holomorphic in some deleted neighbourhood of z = z0 , 0 < |z − z0 | < R say, and let C be any closed contour within this neighbourhood and enclosing z = z0 . Then, the integral is independent of the choice of C and is called the residue of f (z) at z = z0.

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                (3.1.1)

Since f (z) is holomorphic in 0 < |z − z0 | < R , it must possess the Laurent series representation

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                              (3.1.2)

where C is any closed contour in the annulus 0 < |ζ − z0| < R that encloses ζ = z0. Comparing (3.1.1) and (3.1.2) we see that an equivalent denition of the residue of f (z) at z = z0 is

Res[f (z0)] = c−1 .                          (3.1.3)

Equation (3.1.3) applies only to points in the nite plane. However, our rst de-nition (3.1.1) can be applied at innity as well, provided one does so with care. If f (z) is holomorphic or has an isolated singularity at z = ∞, it must be possible to dene a large circle C that encloses all the nite singularities of f (z). The circle C lies in an annulus R < |z| < ∞ in which f (z) is holomorphic and it encloses the point at innity.
Thus, (3.1.1) may be used with this curve to dene

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                        (3.1.4)

where the minus sign is due to an anticlockwise circuit with respect to z = ∞ being a clockwise circuit with respect to the origin. Let us now apply the transformation z = 1/ζ to the integral in (3.1.4). Since this transformation again reverses the sense of the integration, and Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET we obtain

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                         (3.1.5)

where C0 is a small circle about ζ = 0. From Cauchy’s Integral we then have provided this limit exists.

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                       (3.1.6)

This formula brings out an interesting distinction between residues at innity and residues at points in the nite plane. If f (z) is holomorphic at z = z0, then Res[f (z0)] = 0 by Cauchy’s Theorem. But if f (z) is holomorphic at innity, then in general Res[f (∞)] ≠ 0. For example, the rational function f (z) = c/z has Res[f (0)] = c and Res[f (∞)] = −c even though it is clearly holomorphic at the latter point. Cauchy’s Residue Theorem implies a relationship between a function’s residue at innity and its residues in the finite plane which in turn, determines whether the former will vanish.

Theorem: If f (z) is holomorphic on and within a closed contour C except for a nite number of isolated singularities at z = z1 , z2 , . . . , zn inside C , then

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                       (3.1.7)

Proof : The proof of this theorem involves little more than an application of the generalized Cauchy Theorem.

As we did for our last theorem, we individually enclose each singularity z = zk with a small circle Ck contained within C . Then, since f (z) is holomorphic within and on the boundary of the (n + 1)-fold connected domain bounded by C , C1 , . . . , Cn , we can apply equation (2.2.8) and write

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Invoking the denition of a residue, equation (3.1.1), this immediately yields as required.

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

If a function’s singularities are all isolated, then it follows from (3.1.4) and (3.1.7) that where the sum is taken over all singular points in the nite plane. Thus, it is the function’s behaviour throughout the nite plane that determines whether its residue at innity will vanish.

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

An immediate application of the residue theorem is the evaluation of closed contour integrals. Provided that the integrand possesses only isolated singularities within (or alternatively, without) the contour, the evaluation is reduced to the considerably less arduous task of calculating residues.

Calculating Residues

The basis of all residue calculus techniques is equation (3.1.3) which identies the residue of a function f (z) at the point z = z0 with the coeficient of the rst inverse power of (z − z0) in the Laurent expansion of f (z) about z = z0. The most direct approach and the only one available when z = z0 is an essential singularity is to use one of the practical methods (see Section 2.4.4) available for generating power series and determine the one coeficient we need. However, if z = z0 is a pole of order n , there is an alternative approach which is frequently but by no means invariably more convenient. It is based on the fact that within the annulus of convergence, 0 < |z − z0| < R , of the Laurent expansion of f (z) about z = z0 , we may set

f (z) = (z − z0)−n g(z)                       (3.2.1)

where g(z) is holomorphic within |z − z0| < R and is non-zero at z = z0 . Putting (3.2.1) into the dening equation (3.1.1), we have

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

where we have used Cauchy’s Dierentiation Formula (2.3.5) in the last step. Thus, substituting for g(z) we obtain

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                        (3.2.2)

In the case of a simple pole (n = 1) this expression reduces to

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                        (3.2.3)

and, in the case of a function of the form f (z)  Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET g(z0 ) ≠ 0, (3.2.3) in turn reduces to

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET                   (3.2.4)

Simple poles arising from simple zeros are suffciently common that this last special case will become memorized through use.

Examples: Consider the rational function

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

By performing a partial fraction decomposition,

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

we can read o the values of the residues at z = 2 and z = −1. Since the second term is holomorphic at z = 2, there can be no term involving the power (z − 2)−1 in the Laurent expansion of f (z) about z = 2. Therefore, Res[f (2)] = 0. Similarly, since the rst term is holomorphic at z = −1, we have Res[f (−1)] = 1. These results can be veried by using equation (3.2.2) . For example,

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Next, suppose that we wish to calculate the residue of

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

at z = 1 where it has a fourth-order pole. Use of (3.2.2) would involve the calculation of the third derivative of Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET which, while not overly diffcult, is suffciently lengthy to pose some risk of error. On the other hand, the Laurent series approach in this case is relatively straightforward and hence, less likely to give rise to lost minus signs or factors of two.

We need to expand both e3z and (z + 2)−1 about z = 1. The exponential is entire and has the mth derivative

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Therefore,

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

The function (z + 2)−1 is holomorphic in |z − 1| < 3 and so admits the Taylor series.

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Now, to obtain the coeffcient of (z − 1)−1 in the Laurent expansion of  Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET  about z = 1, we need only determine the coeffcient of (z − 1)3 in the product seriesCalculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Thus,

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Suppose now that we wish to integrate

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

around the circle |z| = 2. Writing f (z) in the form

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

we see that it is holomorphic at z = 0 but possesses rst order poles at z = ±π /2 arising from the rst order zeros of cos z at these two points. We can use equation (3.2.4) to calculate the residues at the poles; we find

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Without further eort, the Residue Theorem gives us the following value for the integral in question:

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

A somewhat more difficult and more interesting problem is posed by the integral

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

where C is the unit circle, |z| = 1. Both 1/z and cosec z have rst order poles at z = 0, but sin 1/z has an essential singularity there. Therefore, we have no choice in this case: the Laurent series method of calculating residues is the only one that is applicable.

We require the expansions of cosec z and sin 1/z about z = 0. These were found in Section 2.2.4 and are

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Because of the presence of the 1z factor in the integrand, we now must nd the coefficient of (z)0 in the Cauchy product of these two series. This is easily accomplished and yields the convergent series

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

Therefore, our integral has the value

Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences | Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

The most important application of the Residue Theorem is in the evaluation of certain types of real definite integrals.

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FAQs on Calculus of Residues - Complex Analysis, CSIR-NET Mathematical Sciences - Mathematics for IIT JAM, GATE, CSIR NET, UGC NET

1. What is the concept of calculus of residues in complex analysis?
Ans. The calculus of residues is a powerful technique used in complex analysis to evaluate complex integrals. It involves finding the residues of a function at its singular points and using the residue theorem to compute the value of the integral. Residues are the coefficients of the term with the highest negative power in the Laurent series expansion of the function around a singular point.
2. How can the calculus of residues be applied to evaluate complex integrals?
Ans. To apply the calculus of residues, we first identify the singular points of the function within the region of integration. Then, we calculate the residues at these singular points. The residues can be found using various methods such as the limit formula or the residue formula. Finally, we use the residue theorem, which states that the value of a contour integral is equal to the sum of the residues inside the contour, to evaluate the complex integral.
3. Can the calculus of residues be used to evaluate real integrals?
Ans. Yes, the calculus of residues can be used to evaluate certain types of real integrals. This is done by extending the real integral to a complex contour integral and using the residue theorem to evaluate it. The advantage of using complex analysis techniques is that sometimes the complex contour integral is easier to evaluate than the original real integral. However, not all real integrals can be evaluated using the calculus of residues.
4. What are some applications of the calculus of residues?
Ans. The calculus of residues has several applications in various fields of science and engineering. Some examples include: 1. Evaluation of improper real integrals: The calculus of residues can be used to evaluate real integrals that are difficult to solve using traditional techniques. 2. Calculation of inverse Laplace transforms: Residues can be used to find the inverse Laplace transforms of functions, which are useful in solving differential equations. 3. Evaluation of definite integrals: The calculus of residues can be applied to evaluate definite integrals that involve trigonometric or rational functions. 4. Computation of complex series: Residues can be used to compute complex series, such as power series or Fourier series, by evaluating the residues of the corresponding complex functions.
5. Are there any limitations or challenges in using the calculus of residues?
Ans. While the calculus of residues is a powerful technique, it does have some limitations and challenges. 1. Singular points: The method relies on identifying the singular points of the function, which can sometimes be difficult or require advanced techniques. 2. Complex contour selection: Choosing the appropriate contour for integration can be challenging, as it needs to enclose the singular points of interest while avoiding other singularities or branch cuts. 3. Multivalued functions: The presence of multivalued functions, such as logarithmic or exponential functions, can complicate the calculation of residues and lead to branch cuts. 4. Difficult integrands: Some integrands may have highly complicated Laurent series expansions, making it challenging to calculate the residues accurately. 5. Limitations on real integrals: The calculus of residues is not applicable to all types of real integrals. It can only be used for certain types of integrals that can be extended to complex contour integrals.
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