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THE CHINESE UNIVERSITY OF HONG KONG

DEPARTMENT OF MATHEMATICS
MATH2230A (First term, 20152016)
Complex Variables and Applications
Notes 18 More Real Integrals

18.1

Integrands having Branches

As we know, there is a new concept about functions in complex, that is, the concept of branches.
A real function which has clear definition may become a function with branches in complex.
Typical examples are ln x or xr where r R. This creates some troubles, but surprising also
benefits.

18.1.1

Choose an Indented Contour

Example 18.1. To evaluate


0

ln x dx
. The natural complex function to consider is
(x2 + 4)2
f (z) =

A branch of log z
.
(z 2 + 4)2

Which branch of log z should we choose? Although there are many choices, we still need to choose
it carefully. Of course, we would like to choose a convenient one to simplify the calculation.
However, the choice must be compatible with the contour. Here are the key points.
First, ln(x) and any branch of log z are not defined at the origin, we have to avoid the
origin.
Second, to get the result, we need the straight line 1 along the R from > 0 to R > 0;
then take limit 0 and R .
1
is an even function, so
+ 4)2
we will use the straight line from R to . (Compare this step with the one in the next
exercise).

Observe the integrand, besides ln x, the remaining part

(x2

With the above considerations, we will choose the contour = (1 , 2 , 3 , 4 ) as shown below.

2
2i
3
-R

1
R
(

Moreover, we will take Log/2 (z) = ln |z| + i Arg/2 (z), where Arg/2 (z)

)
3
,
.
2 2

First, since 2i is a pole of order 2, the contour integral is given by


[
]

Log/2 (z)
d Log/2 (z)
dz = 2i lim
2
2
zi dz
(z + 2i)2
(z + 2i) (z 2i)
[
]
1/z
2(ln |2i| + i/2)
(ln 2 1) 2 i
= 2i lim

=
+
.
zi (z + 2i)2
(z + i)3
16
32
Second, similar as the methods learned before, and observe that Arg/2 (Reit ) = t ,




ln(Reit ) + i Arg/2 (Reit )

ln R + |t|

it
R dt
Rie dt =
2
2
2
2
(R 4)
0 (R 4)
0
(ln R + ) R

0 , as R .
(R2 4)2







f


2

Third, on the arc 4 , we have z(t) = eit for t [0, ] and Arg/2 (eit ) = t . Thus,



ln(eit ) + i Arg/2 (eit )

it
ie

dt
(4 2 )2
4
0
(ln + )

0 , as 0.
(4 2 )2


ln x dx
. It remains to work on 3 .
Fourth, it is easy to see that
f (z) dz
2 + 4)2
(x
1
0





f

On 3 , we have z(t) = t for t [R, ]; Log/2 (t) = ln |t| + i Arg/2 (t) = ln |t| + i. So,

f (z) dz =
3

|t| + i
dt =
(t2 + 4)2

|t| + i
dt
(t2 + 4)2

ln x dx
+ i
(x2 + 4)2

(x2

dx
.
+ 4)2

Summarizing the above, we get




ln x dx
dx
(ln 2 1) 2 i
2
+
.
+
i
=
(x2 + 4)2
(x2 + 4)2
16
32
0
0
It follows from comparing real and imaginary parts that


ln x dx
dx
(ln 2 1)
i
=
and
=
.
2
2
2
2
(x + 4)
32
(x + 4)
32
0
0
Exercise 18.2. Convince yourself that if Log , i.e., Arg (z) (, + 2) instead, as long the
branch cut is away from the contour , the results of the two integrals will be the same (but
some of the steps may be different).

ln x dx
, in which the denominator of the integrand is slightly
Exercise 18.3. Evaluate
3 + 4)2
(x
0
changed. Explain why the contour above does not work. Instead, one should take 3
from Re2i/3 to e2i/3 .
The above example and exercise demonstrate the following fact. Let f be a function that involves
a branch. When it is restricted on suitable paths (1 and 3 above), it mostly gives the real
integrand with slight variations. In the way, the variation seems to give us trouble, but instead
it makes the calculation work. This motivates the next method.
Thomas Au

MATH2230A Notes 18: More Real Integrals 2

18.1.2

Along a Branch Cut

Example 18.4. Let us try to work on the same integral


0

g(z) =

Log0 z
ln |z| + i Arg0 (z)
=
,
(z 2 + 4)2
(z 2 + 4)2

ln x dx
but we insist to use
(x2 + 4)2

that is, the branch with Arg0 (z) (0, 2).

For the chosen branch of logarithm, the cut is along


the positive real axis. We may try the contour shown
in the picture.
The line 1 is given by t + i for t [, R] and 3 is
R t + i for t [, R]. The circles 2 and 4 are
having radii R and respectively. Obviously, at the
end, we will take limit 0, 0, and R .
Similar to previous calculations in Example 18.1, we



2R(ln R + 2)

and
g(z) dz

(R2 4)2
2

2
1

-R

have the estimates that





2(ln + 2)

g(z) dz
.

(4 2 )2
4

These two integrals approach to 0 as R and 0. Moreover, as , 0 and R ,


ln x dx
g(z) dz
.
2 + 4)2
(x
0
1
On 3 , we have z(t) = R t + i for t [, R]. Then Log0 z(t) = ln |z(t)| + i Arg0 (z(t)),
where z(t) t and Arg0 (z(t)) 2 as 0. Thus,

R
ln x dx
2i dx
ln |z(t)| + i Arg0 (z(t))
(dt)
+
.
g(z) dz =
2
2
2
2
(z(t) + 4)
(x + 4)
(x2 + 4)2
0
0

3
Thus, this contour will not give us what we want because the desired integral cancels out in


dx
g(z) dz +
g(z) dz 2i
.
2
(x + 4)2
1
3
0

(Log0 z)2
Exercise 18.5. Somebody suggests that
dz, where is the branch cut above, may
2
2
(z + 4)
give us the answer. Try this method.

18.1.3

A Tale of Three Methods

dx
by working on the contours a , b , and c with
x(x2 + 4)
0
the branch cuts shown respectively from left to right below.
Let us evaluate the integral

4
-R

1
3

-R

1
R

2
1
R

Thomas Au

MATH2230A Notes 18: More Real Integrals 3

First, take the complex function f (z) =

1
z 1/2 (z 2

+ 4)

, which has singularities at 0, 2i, and 2i.

It also involves a branch of


)
)
(
(

1
1
i
i
1/2
Log
z

z
= e2
= exp
ln |z| + Arg z = |z| exp
Arg z ,
2
2
2

for suitable .

3
, and respectively for a , b , and c .
2
Example 18.6. For a and the branch cut at = 0, Arg0 (2i) = /2 and Arg0 (2i) = 3/2.
Therefore,

1
i
(2i)1/2 = e 2 ln 2 e 2 (/2) = 2 ei/4 = 1 + i ,

1
i
(2i)1/2 = e 2 ln 2 e 2 (3/2) = 2 e3i/4 = 1 + i ,
1
i
i
Res(f, 2i) =
= ei/4 =
(1 i) ,
i/4
8
2e
(2i + 2i)
4 2
1
i
i
Res(f, 2i) =
= e3i/4 = (1 i) .
8
2 e3i/4 (2i 2i)
4 2
We will take = 0,

By Residue Theorem,

f (z) dz = 2i
a

i
[(1 i) (1 i)] = .
8
2

On 2 , we may compare with the full circle CR of radius R,






2R

0 .
f (z) dz
|f (z) dz|

R(R2 4)
2
CR
Similarly, 4 C , where C is the circle with radius , and




2


f
(z)
dz
0 .
|f (z) dz|


(4 2 )
4
C

On 1 , z(t) = t + i, we have Arg0 z(t) 0 and z(t)1/2 t as 0. Thus,


dt

f (z) dz
.
t(t2 + 4)
1
0

On 3 , z(t) = t i. As 0, we have Arg0 z(t) 2 and z(t)1/2 t. Therefore,



dt
dt

f (z) dz
=
.
2
t(t + 4)
t(t2 + 4)
3
0
0
To summarize, we have

2
0

dx

= .
2
2
x(x + 4)

Example 18.7. For the second contour b , we deliberately use = 3/2 instead of /2 to
illustrate how things will nicely cancel out. Here 3/2 < Arg3/2 (z) < 7/2, then
Arg3/2 (2i) =

5i/4
2e
= (1 + i)

and

i
Res(f, 2i) = (1 i) .
8

There is an additional negative when compared with the calculation in the cut of a . Nevertheless, we will see that things will work out fine. The estimates on 2 and 4 are beyond doubt
and they go to zero. We only need to consider the situation along the real axis, i.e., 1 and 3 .
Thomas Au

MATH2230A Notes 18: More Real Integrals 4


On 1 , z(t) = t and Arg3/2 (t) = 2. So, z(t)1/2 = t and

f (z) dz
1

dt

=
t(t2 + 4)

dx

.
x(x2 + 4)

On 3 , z(t) = t and Arg3/2 (t) = 3, which leads to z(t)1/2 = i t. Therefore,

f (z) dz

dt

=i
i t(t2 + 4)

dx
.
x(x2 + 4)

From above, we already have calculated the residue at 2i (note that 2i is outside b ). Thus,


i
dx

2i (1 i) =
f (z) dz +
f (z) dz (1 + i)
,
8
x(x2 + 4)
1
3
0
which gives the same answer /4.
Exercise 18.8. Find out whether the contour c is helpful to get the answer.

Thomas Au

MATH2230A Notes 18: More Real Integrals 5