Residue theorem

Template:Short description 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

Template:See also The statement is as follows:

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 $\gamma$ be a closed rectifiable curve in Template:Tmath, and denoting the residue of $f$ at each point $a_k$ by $\mathrm{Res}(f,a_k)$ and the winding number of $\gamma$ around $a_k$ by Template:Tmath, the line integral of $f$ around $\gamma$ is equal to $2\pi i$ times the sum of residues, each counted as many times as $\gamma$ winds around the respective point: $${\oint }_{\gamma }f(z)dz=2\pi i\sum _{k=1}^n\mathrm{I}(\gamma ,a_k)\mathrm{Res}(f,a_k).$$

If $\gamma$ is a positively oriented simple closed curve, $\mathrm{I}(\gamma ,a_k)$ is $1$ if $a_k$ is in the interior of $\gamma$ and $0$ if not, therefore $${\oint }_{\gamma }f(z)dz=2\pi i\sum \mathrm{Res}(f,a_k)$$ with the sum over those $a_k$ inside Template:Tmath.

The relationship of the residue theorem to Stokes' theorem is given by the Jordan curve theorem. The general plane curve Template:Mvar must first be reduced to a set of simple closed curves $\{{\gamma }_i\}$ whose total is equivalent to $\gamma$ for integration purposes; this reduces the problem to finding the integral of $fdz$ along a Jordan curve ${\gamma }_i$ with interior Template:Tmath. The requirement that $f$ be holomorphic on $U_0=U\setminus \{a_k\}$ is equivalent to the statement that the exterior derivative $d(fdz)=0$ on Template:Tmath. Thus if two planar regions $V$ and $W$ of $U$ enclose the same subset $\{a_j\}$ of Template:Tmath, the regions $V\setminus W$ and $W\setminus V$ lie entirely in Template:Tmath, hence $${\int }_{V\setminus W}d(fdz)-{\int }_{W\setminus V}d(fdz)$$ is well-defined and equal to zero. Consequently, the contour integral of $fdz$ along ${\gamma }_j=\partial V$ is equal to the sum of a set of integrals along paths Template:Tmath, each enclosing an arbitrarily small region around a single $a_j$ — the residues of $f$ (up to the conventional factor $2\pi i$ 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 $${\int }_{-\mathrm{\infty }}^{\mathrm{\infty }}\frac{e^{itx}}{x^2+1}dx$$

The contour Template:Mvar

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 Template:Math and define the contour Template:Mvar that goes along the real line from Template:Math to Template:Mvar and then counterclockwise along a semicircle centered at 0 from Template:Mvar to Template:Math. Take Template:Mvar to be greater than 1, so that the imaginary unit Template:Mvar is enclosed within the curve. Now consider the contour integral $${\int }_{C}f(z)dz={\int }_C\frac{e^{itz}}{z^2+1}dz.$$

Since Template:Math is an entire function (having no singularities at any point in the complex plane), this function has singularities only where the denominator Template:Math is zero. Since Template:Math, that happens only where Template:Math or Template:Math. Only one of those points is in the region bounded by this contour. Because Template:Math is $$\begin{array}{cc}\frac{e^{itz}}{z^2+1}& =\frac{e^{itz}}{2i}(\frac{1}{z-i}-\frac{1}{z+i})\\ & =\frac{e^{itz}}{2i(z-i)}-\frac{e^{itz}}{2i(z+i)},\end{array}$$ the residue of Template:Math at Template:Math is $${\mathrm{Res}}_{z=i}f(z)=\frac{e^{-t}}{2i}.$$

According to the residue theorem, then, we have $${\int }_{C}f(z)dz=2\pi i\cdot \underset{z=i}{\mathrm{Res}}f(z)=2\pi i\frac{e^{-t}}{2i}=\pi e^{-t}.$$

The contour Template:Mvar may be split into a straight part and a curved arc, so that $${\int }_{\mathrm{s}\mathrm{t}\mathrm{r}\mathrm{a}\mathrm{i}\mathrm{g}\mathrm{h}\mathrm{t}}f(z)dz+{\int }_{\mathrm{a}\mathrm{r}\mathrm{c}}f(z)dz=\pi e^{-t}$$ and thus $${\int }_{-a}^{a}f(z)dz=\pi e^{-t}-{\int }_{\mathrm{a}\mathrm{r}\mathrm{c}}f(z)dz.$$

Using some estimations, we have $$\left|{\int }_{\mathrm{a}\mathrm{r}\mathrm{c}}\frac{e^{itz}}{z^2+1}dz\right|\le \pi a\cdot \underset{\text{arc}}{sup}\left|\frac{e^{itz}}{z^2+1}\right|\le \pi a\cdot \underset{\text{arc}}{sup}\frac{1}{|z^2+1|}\le \frac{\pi a}{a^2-1},$$ and $$\underset{a\to \mathrm{\infty }}{lim}\frac{\pi a}{a^2-1}=0.$$

The estimate on the numerator follows since Template:Math, and for complex numbers Template:Mvar along the arc (which lies in the upper half-plane), the argument Template:Mvar of Template:Mvar lies between 0 and Template:Pi. So, $$\left|e^{itz}\right|=\left|e^{it|z|(\cos \phi +i\sin \phi )}\right|=\left|e^{-t|z|\sin \phi +it|z|\cos \phi }\right|=e^{-t|z|\sin \phi }\le 1.$$

Therefore, $${\int }_{-\mathrm{\infty }}^{\mathrm{\infty }}\frac{e^{itz}}{z^2+1}dz=\pi e^{-t}.$$

If Template:Math then a similar argument with an arc Template:Math that winds around Template:Math rather than Template:Math shows that

The contour Template:Math

$${\int }_{-\mathrm{\infty }}^{\mathrm{\infty }}\frac{e^{itz}}{z^2+1}dz=\pi e^t,$$ and finally we have $${\int }_{-\mathrm{\infty }}^{\mathrm{\infty }}\frac{e^{itz}}{z^2+1}dz=\pi e^{-\left|t\right|}.$$

(If Template:Math then the integral yields immediately to elementary calculus methods and its value is Template:Pi.)

Evaluating zeta functions

The fact that Template:Math has simple poles with residue 1 at each integer can be used to compute the sum $$\sum _{n=-\mathrm{\infty }}^{\mathrm{\infty }}f(n).$$

Consider, for example, Template:Math. Let Template:Math be the rectangle that is the boundary of Template:Math with positive orientation, with an integer Template:Mvar. By the residue formula, $$\frac{1}{2\pi i}{\int }_{{\mathrm{\Gamma }}_N}f(z)\pi \cot (\pi z)dz=\underset{z=0}{\mathrm{Res}}+\sum _{\genfrac{}{}{0ex}{}{n=-N}{n\ne 0}}^N{n}^{-2}.$$

The left-hand side goes to zero as Template:Math since $|\cot (\pi z)|$ is uniformly bounded on the contour, thanks to using $x=\pm (\frac{1}{2}+N)$ on the left and right side of the contour, and so the integrand has order $O(N^{-2})$ over the entire contour. On the other hand, $$\frac{z}{2}\cot \left(\frac{z}{2}\right)=1-B_2\frac{z^2}{2!}+\cdots$$ where the Bernoulli number Template:Tmath.

(In fact, Template:Math.) Thus, the residue Template:Math is Template:Math. We conclude: $$\sum _{n=1}^{\mathrm{\infty }}\frac{1}{n^2}=\frac{{\pi }^2}{6}$$ which is a proof of the Basel problem.

The same argument works for all $f(x)=x^{-2n}$ where $n$ is a positive integer, giving us$$\zeta (2n)=\frac{(-1{)}^{n+1}{B}_{2n}(2\pi {)}^{2n}}{2(2n)!}.$$ 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:$$\pi \cot (\pi z)=\underset{N\to \mathrm{\infty }}{lim}\sum _{n=-N}^N(z-n{)}^{-1}.$$

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

• Template:Cite book
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External links

• Template:Springer
• Residue theorem in MathWorld