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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 C‾∖Ω\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 ind⁡Γ(z)=0\operatorname{ind}_\Gamma(z)=0 for all z∈C∖Ωz\in\mathbb{C}\setminus\Omega for all contour in Ω\Omega.

  ⟹  \implies C∖Ω\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 z∈Ωz\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 Γ∪int⁡(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,⋯ ,zn∉Γz_1, z_2, \cdots, z_n\notin \Gamma.

Then

∫Γf(z)dz=2πi∑j=1nind⁡Γ(zj)res⁡zj(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 i≤j≤ni\leq j\leq n, let CjC_j be a circle centered at zj∈Γ∖Ωz_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=Γ−∑j=1nind⁡Γ(zj)Cj\Gamma_1=\Gamma-\sum_{j=1}^n \operatorname{ind}_{\Gamma}(z_j)C_j (This excludes the singularities outside Γ\Gamma)

f∈O(Ω1)f\in O(\Omega_1), Γ1∈Ω1\Gamma_1\in \Omega_1

and ind⁡Γ1(z)=0\operatorname{ind}_{\Gamma_1}(z)=0 for all z∈C∖Ω1z\in \mathbb{C}\setminus \Omega_1, either z∉Γz\notin \Gamma or z∈{z1,z2,⋯ ,zn}z\in\{z_1, z_2, \cdots, z_n\}.

ind⁡Γ1(zj)=ind⁡Γ(zj)−1⋅ind⁡Cj(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(z−z0)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=1n∫Cjf(z)dz=0+∑j=1nind⁡Γ(zj)∫Cjf(z)dz=0+∑j=1nind⁡Γ(zj)∫02πf(zj+Reit)ieiθdt=0+∑j=1nind⁡Γ(zj)∫02π(∑k=−∞∞ak(zj−z0)keint)iReiθdt=0+∑j=1nind⁡Γ(zj)i∑k=−∞∞akRk+1(∫02πei(k+1)tdt)=∑j=1n2πiind⁡Γ(zj)res⁡zj(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, z0∈int⁡(Γ)z_0\in \operatorname{int}(\Gamma), g∈O(Ω)g\in O(\Omega), then

g(z0)=12πi∫Γg(z)z−z0dzg(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)/(z−z0)g(z)/(z-z_0) at z0z_0.

By the residue theorem,

Notice that g(z)=a0+a1(z−z0)+a2(z−z0)2+⋯g(z)=a_0+a_1(z-z_0)+a_2(z-z_0)^2+\cdots, and 1z−z0=a0∑k=0∞(z−z0)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 k≥1k\geq 1.

∫Γg(z)z−z0dz=2πires⁡z0(g(z)z−z0)=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 ∫0∞sin⁡xxdx\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=cos⁡z+isin⁡zzf(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 sin⁡zz=0\frac{\sin z}{z}=0 on γ\gamma.

If x∈Rx\in \mathbb{R}, f(x)=eixx=cos⁡x+isin⁡xxf(x)=\frac{e^{ix}}{x}=\frac{\cos x+i\sin x}{x}.

On the real axis,

∫−R−ϵ+∫ϵRf(x)dx=∫−R−ϵeixxdx+∫ϵReixxdx=∫−R−ϵcos⁡x+isin⁡xxdx+∫ϵRcos⁡x+isin⁡xxdx=∫−R−ϵcos⁡xxdx+i∫−R−ϵsin⁡xxdx+∫ϵRcos⁡xxdx+i∫ϵRsin⁡xxdx=2i∫0∞sin⁡xxdx\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)=ϵe−it\gamma(t)=\epsilon e^{-it}, t∈[−π,0]t\in[-\pi,0].

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

CONTINUE NEXT TIME.

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