Section 8 SECTION 8 Residue Theory (1) The Residue (2) Evaluating Integrals using the Residue (3) Formula for the Residue (4) The Residue Theorem 1 What is a Residue? Section 8 The residue of a function is the coefficient of the term 1 z z0 in the Laurent series expansion (the coefficient b1). f ( z ) a0 a1 ( z z0 ) a2 ( z z0 ) 2 a3 ( z z0 )3 b3 b1 b2 b4 2 3 4 z z0 ( z z0 ) ( z z0 ) ( z z0 ) Examples: 2z 3 1 1 1 z z2 2 2 z 3z 2 z z 2 4 8 1 2 2 4z 12 8z 12 1 z b1 1 b1 0 2 What is a Residue? Section 8 The residue of a function is the coefficient of the term 1 z z0 in the Laurent series expansion (the coefficient b1). f ( z ) a0 a1 ( z z0 ) a2 ( z z0 ) 2 a3 ( z z0 )3 b3 b1 b2 b4 2 3 4 z z0 ( z z0 ) ( z z0 ) ( z z0 ) Examples: 2z 3 1 1 1 z z2 2 2 z 3z 2 z z 2 4 8 1 2 2 4z 12 8z 12 1 z b1 1 b1 0 3 What’s so great about the Residue? Section 8 The formula for the coefficients of the Laurent series says that (for f (z) analytic inside the annulus) f ( z ) a0 a1 ( z z0 ) a2 ( z z0 ) 2 a3 ( z z0 )3 b3 b1 b2 b4 2 3 4 z z0 ( z z0 ) ( z z0 ) ( z z0 ) 1 f ( z) an dz, n 1 2j C ( z z0 ) So 1 n 1 bn f ( z )( z z ) dz 0 2j C f ( z )dz 2jb 1 z0 C C We can use it to evaluate integrals 4 What’s so great about the Residue? Section 8 The formula for the coefficients of the Laurent series says that (for f (z) analytic inside the annulus) f ( z ) a0 a1 ( z z0 ) a2 ( z z0 ) 2 a3 ( z z0 )3 b3 b1 b2 b4 2 3 4 z z0 ( z z0 ) ( z z0 ) ( z z0 ) 1 f ( z) an dz, n 1 2j C ( z z0 ) So 1 n 1 bn f ( z )( z z ) dz 0 2j C f ( z )dz 2jb 1 z0 C C We can use it to evaluate integrals 5 Example (1) Section 8 1 Integrate the function counterclockwise about z 2 1 z 1 z z 2 z 3 z 1 1 1 1 1 1 z 2 3 1 z z z z 1 C 1 z dz 2jb1 2j z 2 singular centre point By Cauchy’s Integral Formula: f ( z) 1 C z z0 dz 2j f ( z0 ) C z 1 dz 2j f (1) 2j 6 Section 8 1 z z 2 z 3 z 1 1 1 1 1 1 z 2 3 1 z z z z z 2 singular centre point 7 Example (1) Section 8 1 Integrate the function counterclockwise about z 2 1 z 1 z z 2 z 3 z 1 1 1 1 1 1 z 2 3 1 z z z z 1 C 1 z dz 2jb1 2j z 2 singular centre point By Cauchy’s Integral Formula: f ( z) 1 C z z0 dz 2j f ( z0 ) C z 1 dz 2j f (1) 2j 8 Example (1) cont. Section 8 We could just as well let the centre be at z1 1 1 f ( z) , 1 z z 1 0 z 1 z 2 - a one-term Laurent series 1 C 1 z dz 2jb1 2j centre / singular point - as before 9 Example (2) Section 8 2z 3 Integrate the function z 2 3z 2 counterclockwise about z 3 3 5 9 2 z z z 1 2 4 8 2z 3 1 1 1 z z2 2 1 z 2 2 z 3z 2 z z 2 4 8 2 3 5 9 2 z 2 3 4 z z z z 2z 3 C z 2 3z 2 dz 2jb1 2j By Cauchy’s Integral Formula: 0 z 3/ 2 f ( z) 1 1 C z z0 dz 2j f ( z0 ) C z 2 dz C z 1 dz 2j f (1) 210j Example (2) Section 8 2z 3 Integrate the function z 2 3z 2 counterclockwise about z 3 3 5 9 2 z z z 1 2 4 8 2z 3 1 1 1 z z2 2 1 z 2 2 z 3z 2 z z 2 4 8 2 3 5 9 2 z 2 3 4 z z z z 2z 3 C z 2 3z 2 dz 2jb1 2j By Cauchy’s Integral Formula: 0 z 3/ 2 f ( z) 1 1 C z z0 dz 2j f ( z0 ) C z 2 dz C z 1 dz 2j f (1) 211j Section 8 So the Residue allows us to evaluate integrals of analytic functions f (z) over closed curves C when f (z) has one singular point inside C. f ( z )dz 2jb 1 z0 C C b1 is the residue of f (z) at z0 12 Section 8 That’s great - but every time we want to evaluate an integral do we have to work out the whole series ? No - in the case of poles - there’s a quick and easy way to find the residue We’ll do 3 things: e.g. 4 sin z 1. Formula for finding the residue for a simple pole z 1 3z 3 e.g. ( z 1) 2 2. Formula for finding the residue for a pole of order 2 3. Formula for finding the residue for a pole of 2e z any order e.g. (3z j ) 7 13 Formula for finding the residue for a simple pole Section 8 If f (z) has a simple pole at z0, then the Laurent series is f ( z ) a0 a1 ( z z0 ) b1 z z0 0 z z 0 R ( z z0 ) f ( z ) a0 ( z z0 ) a1 ( z z0 ) 2 b1 lim ( z z0 ) f ( z) b1 z z0 we’re putting the centre at the singular point here Res f ( z ) lim ( z z0 ) f ( z ) z z0 z z0 14 Formula for finding the residue for a simple pole Section 8 If f (z) has a simple pole at z0, then the Laurent series is f ( z ) a0 a1 ( z z0 ) b1 z z0 0 z z 0 R ( z z0 ) f ( z ) a0 ( z z0 ) a1 ( z z0 ) 2 b1 lim ( z z0 ) f ( z) b1 z z0 we’re putting the centre at the singular point here Res f ( z ) lim ( z z0 ) f ( z ) z z0 z z0 15 Formula for finding the residue for a simple pole Section 8 If f (z) has a simple pole at z0, then the Laurent series is f ( z ) a0 a1 ( z z0 ) b1 z z0 0 z z 0 R ( z z0 ) f ( z ) a0 ( z z0 ) a1 ( z z0 ) 2 b1 lim ( z z0 ) f ( z) b1 z z0 we’re putting the centre at the singular point here Res f ( z ) lim ( z z0 ) f ( z ) z z0 z z0 16 Example (1) Section 8 2z j Find the residue of f ( z ) ( z j )( z 2 1) at zj Res f ( z ) lim ( z z0 ) f ( z ) z z0 z z0 ( z j )( 2 z j ) (2 z j ) j lim lim z i ( z j )( z 2 1) z i ( z j ) 2 4 Check: the Laurent series is f ( z) 2z j 2( z j ) j 1 2( z j ) j 1 2 2 ( z j )( z 2 1) z j ( z j ) z j 2 j ( z j ) 2( z j ) j 2( z j ) j 1 ( z j) ( z j)2 ( z j )3 3 4 1 2 ( z j )( 2 j ) 2 1 ( z j ) /( 2 j ) 2 ( z j )( 2 j ) 2 2j (2 j ) 2 (2 j )3 i 1 1 5 1 ( z j) ( z j)2 0 z j 2 4 z j 4 16 2 17 Example (2) Find the residue at the poles of f ( z ) Section 8 z 1 z 2 2z z 1 z 1 1 Res f ( z ) lim z lim z 0 z 0 z ( z 2) z 0 z 2 2 z 1 z 1 3 Res f ( z ) lim ( z 2) lim z 2 z 2 z 2 z ( z 2) z 2 Check: the Laurent series are z 1 z 1 1 z 1 z z 2 1 3 3z 3z 2 f ( z) 1 2 z ( z 2) 2 z 1 z / 2 2z 2 2 2 z 4 8 16 ( z 2) 3 z 1 ( z 2) 3 1 1 f ( z) z ( z 2) ( z 2) 2 ( z 2) 2( z 2) 1 ( z 2) / 2 0 z 2 0 z 2 2 ( z 2) 3 z 2 ( z 2) 2 3 1 ( z 2) ( z 2) 2 1 2 2( z 2) 2 2 4 8 2( z 2) 2 18 Example (2) Find the residue at the poles of f ( z ) Section 8 z 1 z 2 2z z 1 z 1 1 Res f ( z ) lim z lim z 0 z 0 z ( z 2) z 0 z 2 2 z 1 z 1 3 Res f ( z ) lim ( z 2) lim z 2 z 2 z 2 z ( z 2) z 2 Check: the Laurent series are z 1 z 1 1 z 1 z z 2 1 3 3z 3z 2 f ( z) 1 2 z ( z 2) 2 z 1 z / 2 2z 2 2 2 z 4 8 16 ( z 2) 3 z 1 ( z 2) 3 1 1 f ( z) z ( z 2) ( z 2) 2 ( z 2) 2( z 2) 1 ( z 2) / 2 0 z 2 0 z 2 2 ( z 2) 3 z 2 ( z 2) 2 3 1 ( z 2) ( z 2) 2 1 2 2( z 2) 2 2 4 8 2( z 2) 2 19 Example (2) Find the residue at the poles of f ( z ) Section 8 z 1 z 2 2z z 1 z 1 1 Res f ( z ) lim z lim z 0 z 0 z ( z 2) z 0 z 2 2 z 1 z 1 3 Res f ( z ) lim ( z 2) lim z 2 z 2 z 2 z ( z 2) z 2 Check: the Laurent series are z 1 z 1 1 z 1 z z 2 1 3 3z 3z 2 f ( z) 1 2 z ( z 2) 2 z 1 z / 2 2z 2 2 2 z 4 8 16 ( z 2) 3 z 1 ( z 2) 3 1 1 f ( z) z ( z 2) ( z 2) 2 ( z 2) 2( z 2) 1 ( z 2) / 2 0 z 2 0 z 2 2 ( z 2) 3 z 2 ( z 2) 2 3 1 ( z 2) ( z 2) 2 1 2 2( z 2) 2 2 4 8 2( z 2) 2 20 Example (2) Find the residue at the poles of f ( z ) Section 8 z 1 z 2 2z z 1 z 1 1 Res f ( z ) lim z lim z 0 z 0 z ( z 2) z 0 z 2 2 z 1 z 1 3 Res f ( z ) lim ( z 2) lim z 2 z 2 z 2 z ( z 2) z 2 Check: the Laurent series are z 1 z 1 1 z 1 z z 2 1 3 3z 3z 2 f ( z) 1 2 z ( z 2) 2 z 1 z / 2 2z 2 2 2 z 4 8 16 ( z 2) 3 z 1 ( z 2) 3 1 1 f ( z) z ( z 2) ( z 2) 2 ( z 2) 2( z 2) 1 ( z 2) / 2 0 z 2 0 z 2 2 ( z 2) 3 z 2 ( z 2) 2 3 1 ( z 2) ( z 2) 2 1 2 2( z 2) 2 2 4 8 2( z 2) 2 21 Example (2) Find the residue at the poles of f ( z ) Section 8 z 1 z 2 2z z 1 z 1 1 Res f ( z ) lim z lim z 0 z 0 z ( z 2) z 0 z 2 2 z 1 z 1 3 Res f ( z ) lim ( z 2) lim z 2 z 2 z 2 z ( z 2) z 2 Check: the Laurent series are z 1 z 1 1 z 1 z z 2 1 3 3z 3z 2 f ( z) 1 2 z ( z 2) 2 z 1 z / 2 2z 2 2 2 z 4 8 16 ( z 2) 3 z 1 ( z 2) 3 1 1 f ( z) z ( z 2) ( z 2) 2 ( z 2) 2( z 2) 1 ( z 2) / 2 0 z 2 0 z 2 2 ( z 2) 3 z 2 ( z 2) 2 3 1 ( z 2) ( z 2) 2 1 2 2( z 2) 2 2 4 8 2( z 2) 2 22 Question: Section 8 z2 3 Find the residue at the pole z01 of f ( z ) z ( z 1) 23 Formula for finding the residue for a pole of order 2 Section 8 If f (z) has a pole of order 2 at z0, then the Laurent series is f ( z ) a0 a1 ( z z0 ) b1 b2 z z0 ( z z0 ) 2 ( z z0 ) 2 f ( z ) a0 ( z z0 ) 2 a1 ( z z0 )3 b1 ( z z0 ) b2 now differentiate: d ( z z0 ) 2 f ( z ) 2a0 ( z z0 ) 3a1 ( z z0 ) 2 b1 dz d lim ( z z0 ) 2 f ( z ) b1 z z dz 0 d 2 Res f ( z ) lim ( z z0 ) f ( z ) z z0 dz z z0 24 Example Section 8 z Find the residue of f ( z ) ( z 2)( z 1) 2 at z1 d Res f ( z ) lim ( z z0 ) 2 f ( z ) z z 0 dz z z0 2 2 d z lim lim 2 z 1 dz z 2 z 1 ( z 2) 9 Check: the Laurent series is f ( z) ( z 1) 1 z ( z 1) 1 1 1 ( z 2)( z 1) 2 ( z 1) 2 3 ( z 1) 3( z 1) 2 1 (( z 1) / 3) ( z 1) 1 1 ( z 1) 1 z 1 ( z 1) 2 1 1 ( z 1) 1 3 2 2 2 2 3( z 1) 3 3 3 3 ( z 1) 3( z 1) 3 1 2 2 2( z 1) 2 3( z 1) 9( z 1) 27 81 0 z 1 3 25 Formula for finding the residue for a pole of any order Section 8 If f (z) has a pole of order m at z0, then the Laurent series is bm b1 b2 f ( z ) a0 a1 ( z z0 ) 2 z z0 ( z z0 ) ( z z0 ) m ( z z0 ) m f ( z ) a0 ( z z0 ) m a1 ( z z0 ) m1 b1 ( z z0 ) m1 b2 ( z z0 ) m2 bm now differentiate m1 times and let zz0 to get: d ( m1) lim ( m1) ( z z0 ) m f ( z ) (m 1)!b1 z z0 dz 1 d ( m1) Res f ( z ) lim ( m1) ( z z0 ) m f ( z ) z z0 (m 1)! z z0 dz 26 The Residue Theorem Section 8 We saw that the integral of an analytic function f (z) over a closed curve C when f (z) has one singular point inside C is f ( z )dz 2jb 1 z0 C C b1 is the residue of f (z) at z0 Residue Theorem: Let f (z) be an analytic function inside and on a closed path C except for at k singular points inside C. Then k C f ( z)dz 2j Res f ( z) C i 1 z zi 27 Section 8 Example 2 z Integrate the function 2 around z 2 z z 2 z 2 z 2 z Res 2 2 C z 2 z dz 2j Res z 0 z z z 1 z z C 2 z 2 z Res 2 lim 2 z 0 z 1 z 0 z z 2 z 2 z Res 2 lim 3 z 1 z 1 z z z 2 z 2 dz 2j z z C 28 Section 8 Example 2 z Integrate the function 2 around z 2 z z 2 z 2 z 2 z Res 2 2 C z 2 z dz 2j Res z 0 z z z 1 z z C 2 z 2 z Res 2 lim 2 z 0 z 1 z 0 z z 2 z 2 z Res 2 lim 3 z 1 z 1 z z z 2 z 2 dz 2j z z C 29 Section 8 Example 2 z Integrate the function 2 around z 2 z z 2 z 2 z 2 z Res 2 2 C z 2 z dz 2j Res z 0 z z z 1 z z C 2 z 2 z Res 2 lim 2 z 0 z 1 z 0 z z 2 z 2 z Res 2 lim 3 z 1 z 1 z z z 2 z 2 dz 2j z z C 30 Section 8 Example 2 z Integrate the function 2 around z 2 z z 2 z 2 z 2 z Res 2 2 C z 2 z dz 2j Res z 0 z z z 1 z z C 2 z 2 z Res 2 lim 2 z 0 z 1 z 0 z z 2 z 2 z Res 2 lim 3 z 1 z 1 z z z 2 z 2 dz 2j z z C 31 Section 8 Example 2 z Integrate the function 2 around z 2 z z 2 z 2 z 2 z Res 2 2 C z 2 z dz 2j Res z 0 z z z 1 z z C 2 z 2 z Res 2 lim 2 z 0 z 1 z 0 z z 2 z 2 z Res 2 lim 3 z 1 z 1 z z z 2 z 2 dz 2j z z C 32 Proof of Residue Theorem Section 8 Enclose all the singular points with little circles C1, C1, Ck. C f (z) is analytic in here By Cauchy’s Integral Theorm for multiply connected regions: f ( z)dz f ( z )dz f ( z)dz f ( z)dz C C1 C2 Ck But the integrals around each of the small circles is just the residue at each singular point inside that circle, and so k f ( z)dz 2j Res f ( z) C i 1 z zi 33 Section 8 Topics not Covered (1) Another formula for the residue at a simple pole (when f (z) is a rational function p(z)q(z), Res f ( z ) z z0 p ( z0 ) q( z0 ) (2) Evaluation of real integrals using the Residue theorem 2 e.g. 0 d 2 sin using z e j (3) Evaluation of improper integrals using the Residue theorem e.g. x2 1 x 4 5 x 2 4 dx 34
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