Residue theorem

Template:Complex analysis sidebar In complex analysis, the residue theorem, sometimes called Cauchy's residue theorem, is a powerful tool to evaluate line integrals of analytic functions over closed curves; it can often be used to compute real integrals and infinite series as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula. The residue theorem should not be confused with special cases of the generalized Stokes' theorem; however, the latter can be used as a component of its proof.

Statement of Cauchy's residue theorem

See also: Residue (complex analysis)

The statement is as follows:

File:Residue theorem illustration.svg

Illustration of the setting

Residue theorem: Let $U$ be a simply connected open subset of the complex plane containing a finite list of points Template:Tmath, Template:Tmath, and a function $f$ holomorphic on Template:Tmath. Letting Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } be a closed rectifiable curve in Template:Tmath, and denoting the residue of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} at each point Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{k}} by Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname {Res} (f,a_{k})} and the winding number of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } around Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{k}} by Template:Tmath, the line integral of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} around Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } is equal to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2\pi i} times the sum of residues, each counted as many times as Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } winds around the respective point: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \oint _{\gamma }f(z)\,dz=2\pi i\sum _{k=1}^{n}\operatorname {I} (\gamma ,a_{k})\operatorname {Res} (f,a_{k}).}

If Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } is a positively oriented simple closed curve, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname {I} (\gamma ,a_{k})} is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 1} if Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{k}} is in the interior of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 0} if not, therefore Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \oint _{\gamma }f(z)\,dz=2\pi i\sum \operatorname {Res} (f,a_{k})} with the sum over those Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{k}} inside Template:Tmath.

The relationship of the residue theorem to Stokes' theorem is given by the Jordan curve theorem. The general plane curve γ must first be reduced to a set of simple closed curves Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{\gamma _{i}\}} whose total is equivalent to Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma } for integration purposes; this reduces the problem to finding the integral of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\,dz} along a Jordan curve Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma _{i}} with interior Template:Tmath. The requirement that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} be holomorphic on Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U_{0}=U\smallsetminus \{a_{k}\}} is equivalent to the statement that the exterior derivative Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle d(f\,dz)=0} on Template:Tmath. Thus if two planar regions Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W} of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U} enclose the same subset Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \{a_{j}\}} of Template:Tmath, the regions Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle V\smallsetminus W} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle W\smallsetminus V} lie entirely in Template:Tmath, hence Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int _{V\smallsetminus W}d(f\,dz)-\int _{W\smallsetminus V}d(f\,dz)} is well-defined and equal to zero. Consequently, the contour integral of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f\,dz} along Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \gamma _{j}=\partial V} is equal to the sum of a set of integrals along paths Template:Tmath, each enclosing an arbitrarily small region around a single Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle a_{j}} — the residues of Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f} (up to the conventional factor Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle 2\pi i} at Template:Tmath. Summing over Template:Tmath, we recover the final expression of the contour integral in terms of the winding numbers Template:Tmath.

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.

Examples

An integral along the real axis

The integral Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^\infty \frac{e^{itx}}{x^2+1}\,dx}

File:Contour example.svg

The contour C

arises in probability theory when calculating the characteristic function of the Cauchy distribution. It resists the techniques of elementary calculus 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 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 unit i is enclosed within the curve. Now consider the contour integral Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_C {f(z)}\,dz = \int_C \frac{e^{itz}}{z^2+1}\,dz.}

Since e^itz is an entire function (having no singularities at any point in the complex plane), this function has singularities only where the denominator z² + 1 is zero. Since z² + 1 = (z + i)(z − i), 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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \begin{align} \frac{e^{itz}}{z^2+1} & =\frac{e^{itz}}{2i}\left(\frac{1}{z-i}-\frac{1}{z+i}\right) \\ & =\frac{e^{itz}}{2i(z-i)} -\frac{e^{itz}}{2i(z+i)} , \end{align}} the residue of f(z) at z = i is Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \operatorname{Res}_{z=i}f(z)=\frac{e^{-t}}{2i}.}

According to the residue theorem, then, we have Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_C f(z)\,dz=2\pi i\cdot\operatorname{Res}\limits_{z=i}f(z)=2\pi i \frac{e^{-t}}{2i} = \pi e^{-t}.}

The contour C may be split into a straight part and a curved arc, so that Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{\mathrm{straight}} f(z)\,dz+\int_{\mathrm{arc}} f(z)\,dz=\pi e^{-t}} and thus Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-a}^a f(z)\,dz =\pi e^{-t}-\int_{\mathrm{arc}} f(z)\,dz.}

Using some estimations, we have Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left|\int_{\mathrm{arc}}\frac{e^{itz}}{z^2+1}\,dz\right| \leq \pi a \cdot \sup_{\text{arc}} \left| \frac{e^{itz}}{z^2+1} \right| \leq \pi a \cdot \sup_{\text{arc}} \frac{1}{|z^2+1|} \leq \frac{\pi a}{a^2 - 1},} and Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lim_{a \to \infty} \frac{\pi a}{a^2-1} = 0.}

The estimate on the numerator follows since t > 0, and for complex numbers z along the arc (which lies in the upper half-plane), the argument φ of z lies between 0 and π. So, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \left|e^{itz}\right| = \left|e^{it|z|(\cos\varphi + i\sin\varphi)}\right|=\left|e^{-t|z|\sin\varphi + it|z|\cos\varphi}\right|=e^{-t|z| \sin\varphi} \le 1.}

Therefore, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^\infty \frac{e^{itz}}{z^2+1}\,dz=\pi e^{-t}.}

If t < 0 then a similar argument with an arc Template:Prime that winds around −i rather than i shows that

File:Contour example 2.svg

The contour Template:Prime

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^\infty\frac{e^{itz}}{z^2+1}\,dz=\pi e^t,} and finally we have Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^\infty\frac{e^{itz}}{z^2+1}\,dz=\pi e^{-\left|t\right|}.}

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

Evaluating zeta functions

The fact that π cot(πz) has simple poles with residue 1 at each integer can be used to compute the sum Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{n=-\infty}^\infty f(n).}

Consider, for example, f(z) = z⁻². Let Γ_N be the rectangle that is the boundary of [−N − 1/2, N + 1/2]² with positive orientation, with an integer N. By the residue formula, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{1}{2 \pi i} \int_{\Gamma_N} f(z) \pi \cot(\pi z) \, dz = \operatorname{Res}\limits_{z = 0} + \sum_{n = -N \atop n\ne 0}^N n^{-2}.}

The left-hand side goes to zero as N → ∞ since Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle |\cot(\pi z)|} is uniformly bounded on the contour, thanks to using Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle x = \pm \left(\frac 12 + N\right)} on the left and right side of the contour, and so the integrand has order Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle O(N^{-2})} over the entire contour. On the other hand, Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{z}{2} \cot\left(\frac{z}{2}\right) = 1 - B_2 \frac{z^2}{2!} + \cdots } where the Bernoulli number Template:Tmath.

(In fact, z/2 cot(z/2) = iz/1 − e^−iz − iz/2.) Thus, the residue Res_z=0 is −π²/3. We conclude: Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \sum_{n = 1}^\infty \frac{1}{n^2} = \frac{\pi^2}{6}} which is a proof of the Basel problem.

The same argument works for all Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle f(x) = x^{-2n}} where Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle n} is a positive integer, giving usFailed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \zeta(2n) = \frac{(-1)^{n+1}B_{2n}(2\pi)^{2n}}{2(2n)!}.} The trick does not work when Template:Tmath, since in this case, the residue at zero vanishes, and we obtain the useless identity Template:Tmath.

Evaluating Eisenstein series

The same trick can be used to establish the sum of the Eisenstein series:Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \pi \cot(\pi z) = \lim_{N \to \infty} \sum_{n=-N}^N (z - n)^{-1}.}

See also

• Residue (complex analysis)
• Cauchy's integral formula
• Glasser's master theorem
• Jordan's lemma
• Methods of contour integration
• Morera's theorem
• Nachbin's theorem
• Residue at infinity
• Logarithmic form

References

• Ahlfors, Lars (1979). Complex Analysis. McGraw Hill. ISBN 0-07-085008-9.
• Lindelöf, Ernst L. (1905). Le calcul des résidus et ses applications à la théorie des fonctions (in French). Editions Jacques Gabay (published 1989). ISBN 2-87647-060-8.
• Mitrinović, Dragoslav; Kečkić, Jovan (1984). The Cauchy method of residues: Theory and applications. D. Reidel Publishing Company. ISBN 90-277-1623-4.
• Whittaker, E. T.; Watson, G. N. (1920). A Course of Modern Analysis (3rd ed.). Cambridge University Press.

External links

• Template:Springer
• Residue theorem in MathWorld