MTH 324 (Complex Analysis)

Lecture # 29( Evaluation of real integrals )

Integrals of the form:

d F

2
0
) sin , (cos
, where F is a rational function.
To solve such type of integrals we proceed as follows:
Step I
The basic idea is to convert a real integral into complex integral, where
C
is
the unit circle
1 z
. For this,
The parameterization of circle is
, 2 0 ,

i
e z
we can write

i
e e e e
d ie dz
i i i i
i
2
sin ,
2
cos ,

+

.
Therefore,

i
z z z z
iz
dz
d
2
sin ,
2
cos ,
1 1

+

(29.1)
After this substitution the real integral converted into complex integrals, that
is,


C
dz z F d F ) ( ) sin , (cos
2
0

Step II
Calculate the singularities of
) (z F
and locate those which lie inside
C
.
Step III
Find the residues at the selected isolated singularities and apply Cauchys
residue theorem.
Example:
Evaluate
( )

2
0
2
cos 2
1
d
.
Solution
Let

( )

2
0
2
cos 2
1
d I
.
Making the above mentioned substitution, we have

( )

+ +

C
dz
z z
z
i
I
2
2
1 4
4
(29.2)
Poles of
( )
2
2
1 4
) (
+ +

z z
z
z f
are the roots of 0 1 4
2
+ + z z . It can be easily
verified that roots are 3 2 , 3 2
2 1
+ z z are the roots of 0 1 4
2
+ + z z .
Only 2
z
lies inside the unit circle because
1
2
< z
. Also note that 2
z
is a pole
of order 2 of
) (z f
.
Now
3 6
1
) (
.
) ( ) (
) ( ) ), ( ( Re
2
1
2
2
2
1
2
2 2
2
2

z z
z
dz
d
Lim
z z z z
z
z z
dz
d
Lim z z f s
z z
z z
By Cauchys residue theorem

( )
3 3 3 6
1
2
1 4
2
2
i
i dz
z z
z
C

,
_

+ +
.
So (29.2) implies
( ) 3 3
4
3 3
4
cos 2
1
2
0
2

i
i
d
.
Example:
Evaluate
( )
,
cos
1
2
0

d
b a
where
. 0 > > b a
Solution
Let

2
0
cos
1
d
b a
I
.
Making the above mentioned substitution given in (29.1), we have

+ +

C
dz
b az bz i
I
2
1 2
2 (29.3)
Poles of
b az bz
z f
+ +

2
1
) (
2
are the roots of 0 2
2
+ + b az bz . It can be easily
verified that roots are
b
b a a
z
b
b a a
z
2 2
2
2 2
1
,

+
. Only 1
z
lies inside
the unit circle because
1
1
< z
. Also note that 1
z
is a pole of order 1of
) (z f
.
Now
( )
2 2
2 1
2 1
1 1
2
1
1
.
) )( (
1
) ( ) ), ( ( Re
1
b a
z z b
z z z z b
z z Lim z z f s
z z

By Cauchys residue theorem

2 2
2
2
1
2
2
1
b a
i dz
b az bz
C

+ +

.
So (29.3) implies
( )
2 2 2 2
2
0
2
2
1
2
2
cos
1
b a b a
i
i
d
b a

.
Integrals of the form
dx x f

) (
.
Suppose that
) (x f y
is a real function that is continuous on
[ [ , 0
. As we
know that the improper integral
dx x f

0
) (
is defined as

dx x f dx x f
R
R

0 0
) ( lim ) (
. (29.4)
If the above limit exists then the improper integral
dx x f

0
) (
is said to be
convergent. A similar definition can be established about the integral
dx x f

0
) (
.
Remark

dx x f dx x f dx x f

+
0
0
) ( ) ( ) (
(29.5)
The improper integral
dx x f

) (
is convergent if both the integrals on right
hand side of (29.5) are convergent. If it is known that
dx x f

) (
is
convergent then the value of the integral can be found by mean of a single
limiting process as:
dx x f dx x f
R
R
R

) ( lim ) (
(29.6)
The limit in (29.6), if it exists, is called Cauchys principal value (p.v.) of
the integral.
To solve
dx x f

) (
, when
) (x f
is a rational function , continuous on
( ) ,
, we proceed as follows:
Step I
Replace
x
by z . Find the poles of
) (z f
and locate those poles which lie in
upper half plane. Integrate
) (z f
over a contour
C
consisting of the interval
[ ] R R,
and a semicircle of radius large enough to enclose all poles lies in
upper half plane.
Step II
Find the residues at the selected poles and apply Cauchys residue theorem
as:

( )

+
R
R
n
k
k
C C
z z f s i dz z f dz z f dz z f
R
1
), ( Re 2 ) ( ) ( ) (
.
( )

n
k
k
z z f s i dx x f V P
1
), ( Re 2 ) ( . .
Example:
Evaluate the Cauchy principal value of
dx
x x

+ + ) 9 )( 1 (
1
2 2
.
Solution
Let

dx
x x
I

+ +

) 9 )( 1 (
1
2 2
.
Replace
x
by
z
, we have,
) 9 )( 1 (
1
) (
2 2
+ +

z z
z f
which has poles at
i i z 3 , t t
. Only
i
and
i 3
lie in upper half plane
C
consisting of the
interval
[ ] R R,
and a semicircle of radius
3 > R
. Now
i
i z f s
16
1
) ), ( ( Re
and
i
i z f s
48
1
) 3 ), ( ( Re
.
As

( )
12 48
1
16
1
2
), ( Re 2 ) ( ) ( ) (
1

1
]
1

i i
i
z z f s i dz z f dz z f dz z f
R
R
n
k
k
C C
R
Now, we want to let
R
. By triangle inequality
( )( ) ( )( ) 9 1 9 1 ) 9 )( 1 (
2 2 2 2 2 2
+ + R R z z z z
. Again by ML-inequality
( )( ) 9 1 ) 9 )( 1 (
1
2 2 2 2

+ +

R R
R
dz
z z
R
C

. So,
0
) 9 )( 1 (
1
lim
2 2

+ +

R
C
R
dz
z z
Therefore,

12 ) 9 )( 1 (
1
.
2 2

+ +

dx
x x
V P
.
Remark
Suppose
) (
) (
) (
z q
z p
z f
, where the degree of
) (z P
is at least two less than the
degree of
) (z q
. If R
C
is a semi circular contour

0 , Re
i
z
, then

R
C
dz z f ) (
as
R
.
Example:
Evaluate
dx
x

+
3 2
) 1 (
1
.
Solution
Left as an exercise.