Home      Discussion      Topics      Dictionary      Almanac
Signup       Login
Residue theorem

Residue theorem

Overview
The residue theorem, sometimes called Cauchy's Residue Theorem, in complex analysis
Complex analysis
Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers. It is useful in many branches of mathematics, including number theory and applied mathematics; as well as in physics,...

 is a powerful tool to evaluate line integral
Line integral
In mathematics, a line integral is an integral where the function to be integrated is evaluated along a curve.The function to be integrated may be a scalar field or a vector field...

s of analytic function
Analytic function
In mathematics, an analytic function is a function that is locally given by a convergent power series. There exist both real analytic functions and complex analytic functions, categories that are similar in some ways, but different in others...

s over closed curves and can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula
Cauchy's integral formula
In mathematics, Cauchy's integral formula, named after Augustin-Louis Cauchy, is a central statement in complex analysis. It expresses the fact that a holomorphic function defined on a disk is completely determined by its values on the boundary of the disk, and it provides integral formulas for all...

. From a geometrical perspective, it is a special case of the generalized Stokes' theorem
Stokes' theorem
In differential geometry, Stokes' theorem is a statement about the integration of differential forms on manifolds, which both simplifies and generalizes several theorems from vector calculus. Lord Kelvin first discovered the result and communicated it to George Stokes in July 1850...

.

The statement is as follows. Suppose U is a simply connected open subset of the complex plane
Complex plane
In mathematics, the complex plane or z-plane is a geometric representation of the complex numbers established by the real axis and the orthogonal imaginary axis...

, and a1,...,an are finitely many points of U and f is a function
Function (mathematics)
In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...

 which is defined and holomorphic
Holomorphic function
In mathematics, holomorphic functions are the central objects of study in complex analysis. A holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighborhood of every point in its domain...

 on U \ {a1,...,an}.
Discussion
Ask a question about 'Residue theorem'
Start a new discussion about 'Residue theorem'
Answer questions from other users
Full Discussion Forum
 
Unanswered Questions
Encyclopedia
The residue theorem, sometimes called Cauchy's Residue Theorem, in complex analysis
Complex analysis
Complex analysis, traditionally known as the theory of functions of a complex variable, is the branch of mathematical analysis that investigates functions of complex numbers. It is useful in many branches of mathematics, including number theory and applied mathematics; as well as in physics,...

 is a powerful tool to evaluate line integral
Line integral
In mathematics, a line integral is an integral where the function to be integrated is evaluated along a curve.The function to be integrated may be a scalar field or a vector field...

s of analytic function
Analytic function
In mathematics, an analytic function is a function that is locally given by a convergent power series. There exist both real analytic functions and complex analytic functions, categories that are similar in some ways, but different in others...

s over closed curves and can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula
Cauchy's integral formula
In mathematics, Cauchy's integral formula, named after Augustin-Louis Cauchy, is a central statement in complex analysis. It expresses the fact that a holomorphic function defined on a disk is completely determined by its values on the boundary of the disk, and it provides integral formulas for all...

. From a geometrical perspective, it is a special case of the generalized Stokes' theorem
Stokes' theorem
In differential geometry, Stokes' theorem is a statement about the integration of differential forms on manifolds, which both simplifies and generalizes several theorems from vector calculus. Lord Kelvin first discovered the result and communicated it to George Stokes in July 1850...

.

The statement is as follows. Suppose U is a simply connected open subset of the complex plane
Complex plane
In mathematics, the complex plane or z-plane is a geometric representation of the complex numbers established by the real axis and the orthogonal imaginary axis...

, and a1,...,an are finitely many points of U and f is a function
Function (mathematics)
In mathematics, a function associates one quantity, the argument of the function, also known as the input, with another quantity, the value of the function, also known as the output. A function assigns exactly one output to each input. The argument and the value may be real numbers, but they can...

 which is defined and holomorphic
Holomorphic function
In mathematics, holomorphic functions are the central objects of study in complex analysis. A holomorphic function is a complex-valued function of one or more complex variables that is complex differentiable in a neighborhood of every point in its domain...

 on U \ {a1,...,an}. If γ is a rectifiable curve in U which does not meet any of the ak, and whose start point equals its endpoint, then


If γ is a positively oriented
Curve orientation
In mathematics, a positively oriented curve is a planar simple closed curve such that when traveling on it one always has the curve interior to the left...

 Jordan curve, I(γ, ak) = 1
if ak is in the interior of γ, and 0 if not, so
with the sum over those k for which ak is inside γ.

Here, Res(f, ak) denotes the residue
Residue (complex analysis)
In mathematics, more specifically complex analysis, the residue is a complex number proportional to the contour integral of a meromorphic function along a path enclosing one of its singularities...

 of f at ak, and I(γ, ak) is the winding number
Winding number
In mathematics, the winding number of a closed curve in the plane around a given point is an integer representing the total number of times that curve travels counterclockwise around the point...

 of the curve γ about the point ak. This winding number is an integer
Integer
The integers are formed by the natural numbers together with the negatives of the non-zero natural numbers .They are known as Positive and Negative Integers respectively...

 which intuitively measures how many times the curve γ winds around the point ak; it is positive if γ moves in a counter clockwise ("mathematically positive") manner around ak and 0 if γ doesn't move around ak at all.

The relationship of the residue theorem to Stokes' theorem is given by the Jordan curve theorem
Jordan curve theorem
In topology, a Jordan curve is a non-self-intersecting continuous loop in the plane, and another name for a Jordan curve is a "simple closed curve"...

. The general plane curve
Plane curve
In mathematics, a plane curve is a curve in a Euclidean plane . The most frequently studied cases are smooth plane curves , and algebraic plane curves....

 γ must first be reduced to a set of simple closed curves {γi} whose total is equivalent to γ for integration purposes; this reduces the problem to finding the integral of f dz along a Jordan curve γi with interior V. The requirement that f be holomorphic on U0 = U \ {ak} is equivalent to the statement that the exterior derivative
Exterior derivative
In differential geometry, the exterior derivative extends the concept of the differential of a function, which is a 1-form, to differential forms of higher degree. Its current form was invented by Élie Cartan....

 d(f dz) = 0 on U0. Thus if two planar regions V and W of U enclose the same subset {aj} of {ak}, the regions V\W and W\V lie entirely in U0, and hence is well-defined and equal to zero. Consequently, the contour integral of f dz along γi=∂V is equal to the sum of a set of integrals along paths λj, each enclosing an arbitrarily small region around a single aj—the residues of f (up to the conventional factor 2πi) at {aj}. Summing over {γi}, we recover the final expression of the contour integral in terms of the winding numbers {I(γ, ak)}.

In order to evaluate real integrals, the residue theorem is used in the following manner: the integrand is extended to the complex plane and its residues are computed (which is usually easy), and a part of the real axis is extended to a closed curve by attaching a half-circle in the upper or lower half-plane, forming a semicircle. The integral over this curve can then be computed using the residue theorem. Often, the half-circle part of the integral will tend towards zero as the radius of the half-circle grows, leaving only the real-axis part of the integral, the one we were originally interested in.

Example


The integral


arises in probability theory
Probability theory
Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...

 when calculating the characteristic function
Characteristic function (probability theory)
In probability theory and statistics, the characteristic function of any random variable completely defines its probability distribution. Thus it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative...

 of the Cauchy distribution
Cauchy distribution
The Cauchy–Lorentz distribution, named after Augustin Cauchy and Hendrik Lorentz, is a continuous probability distribution. As a probability distribution, it is known as the Cauchy distribution, while among physicists, it is known as the Lorentz distribution, Lorentz function, or Breit–Wigner...

. It resists the techniques of elementary calculus
Calculus
Calculus is a branch of mathematics focused on limits, functions, derivatives, integrals, and infinite series. This subject constitutes a major part of modern mathematics education. It has two major branches, differential calculus and integral calculus, which are related by the fundamental theorem...

 but can be evaluated by expressing it as a limit of contour integrals.

Suppose t > 0 and define the contour C that goes along the real
Real number
In mathematics, a real number is a value that represents a quantity along a continuum, such as -5 , 4/3 , 8.6 , √2 and π...


line from −a to a and then counterclockwise along
a semicircle centered at 0 from a to −a. Take
a to be greater than 1, so that the imaginary
Imaginary number
An imaginary number is any number whose square is a real number less than zero. When any real number is squared, the result is never negative, but the square of an imaginary number is always negative...


unit i is enclosed within the curve. The contour integral is


Since eitz is an entire function
Entire function
In complex analysis, an entire function, also called an integral function, is a complex-valued function that is holomorphic over the whole complex plane...


(having no singularities
Mathematical singularity
In mathematics, a singularity is in general a point at which a given mathematical object is not defined, or a point of an exceptional set where it fails to be well-behaved in some particular way, such as differentiability...


at any point in the complex plane), this function has
singularities only where the denominator
z2 + 1 is zero. Since
z2 + 1 = (z + i)(zi),
that happens only where z = i or z = −i.
Only one of those points is in the region bounded by this
contour.
Because f(z) is


the residue
Residue (complex analysis)
In mathematics, more specifically complex analysis, the residue is a complex number proportional to the contour integral of a meromorphic function along a path enclosing one of its singularities...

 of
f(z) at z = i is


According to the residue theorem, then, we have


The contour C may be split into a "straight"
part and a curved arc, so that


and thus


Using some estimations
Estimation lemma
In mathematics, the estimation lemma gives an upper bound for a contour integral. If f is a complex-valued, continuous function on the contour \Gamma and if its absolute value |f| is bounded by a constant M for all z on \Gamma, then...

, we have


Note that, since t > 0 and for complex numbers in the upper halfplane the argument lies between 0 an , one can estimate


Therefore


If t < 0 then a similar argument with an arc C' that winds around −i
rather than i shows that


and finally we have


(If t = 0 then the integral yields immediately to elementary calculus methods and its value is π.)

See also

  • Jordan's lemma
    Jordan's lemma
    In complex analysis, Jordan's lemma is a result frequently used in conjunction with the residue theorem to evaluate contour integrals and improper integrals...

  • Methods of contour integration
    Methods of contour integration
    In the mathematical field of complex analysis, contour integration is a method of evaluating certain integrals along paths in the complex plane.Contour integration is closely related to the calculus of residues, a methodology of complex analysis....

  • Morera's theorem
    Morera's theorem
    In complex analysis, a branch of mathematics, Morera's theorem, named after Giacinto Morera, gives an important criterion for proving that a function is holomorphic....

  • Nachbin's theorem
    Nachbin's theorem
    In mathematics, in the area of complex analysis, Nachbin's theorem is commonly used to establish a bound on the growth rates for an analytic function. This article will provide a brief review of growth rates, including the idea of a function of exponential type...

  • Residue at infinity
  • Logarithmic form
    Logarithmic form
    In contexts including complex manifolds and algebraic geometry, a logarithmic differential form is a meromorphic differential form with poles of a certain kind....


External links

  • Residue theorem in MathWorld
    MathWorld
    MathWorld is an online mathematics reference work, created and largely written by Eric W. Weisstein. It is sponsored by and licensed to Wolfram Research, Inc. and was partially funded by the National Science Foundation's National Science Digital Library grant to the University of Illinois at...

  • Residue Theorem Module by John H. Mathews