An Engineers Guide to Complex Integration

David Sirajuddin
Itcanbeshown.com
April 15, 2008

CONTENTS

CONTENTS

Contents
1 Introduction

2 Complex Variables and Functions

2.1 Number Sets . . . . . . . . . . . . .
2.2 Functions . . . . . . . . . . . . . .
2.2.1 Complex Differentiability . .
2.2.2 Analyticity . . . . . . . . .
2.2.3 Branch Cuts . . . . . . . . .
2.2.4 Power Series Representation

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3 Introduction to Complex Integration

4 Cauchys Integral Theorem

5 Cauchys Integral Formula

6 Residue Theorem
6.1 Definition of a Residue . . . .
6.2 Finding Residues . . . . . . .
6.2.1 Functional replacement
6.2.2 Quotient rule . . . . .
6.2.3 Multiplication of Series
6.2.4 Division of Series . . .
6.2.5 Computing Coefficients

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Directly

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7 General Approach to Solving Complex Integrals

12

8 General Approach to Solving for Real Integrals

8.1 Indented Paths . . . . . . . . . . . . . . . . . . .
8.2 Paths About and Involving Branch Cuts . . . . .
8.3 Proving Complex Integrals Tend to Zero . . . . .
8.3.1 ML Limit . . . . . . . . . . . . . . . . . .
8.3.2 Jordans Lemma . . . . . . . . . . . . . .
8.4 Integrals Containing Trigonometric Functions . .

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9 References

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21

CONTENTS

CONTENTS

10 Acknowledgements

22

11 Appendix
11.1 Glossary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
11.2 Useful Series Representations . . . . . . . . . . . . . . . . . . . . . . .
11.3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
11.3.1 Real Integration: Functional Replacement and ML Bound . . .
11.3.2 Real Integration: Functional Replacement and Jordans Lemma
11.3.3 Real Integration: Integrals Containing Trigonometric Functions
11.3.4 Real Integration: Strange Contours (Fresnel Integral) . . . . . .
11.3.5 Complex Integration: Quotient Rule . . . . . . . . . . . . . . .
11.3.6 Finding Residues: Multiplication of Series . . . . . . . . . . . .
11.3.7 Finding Residues: Division of Series . . . . . . . . . . . . . . . .

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2 COMPLEX VARIABLES AND . . .

Introduction

Complex integration is an intuitive extension of real integration. Since a complex number

represents a point on a plane while a real number is a number on the real line, the analog of a
single real integral in the complex domain is always a path integral. For some special functions
and domains, the integration is path independent, but this should not be taken to be the
case in general. Given the sensitivity of the path taken for a given integral and its result,
parametrization is often the most convenient way to evaluate such integrals. Of particular
importance in many physics and engineering problems is that of the closed path integral,
where both the beginning and ending points of the path are identical. As with real calculus,
such
H integrals are called contour integrals, and are denoted by a circle in the integration sign
( ). This guide will discuss solution strategies for complex closed contour integrals, with
particular emphasis on their use in solving difficult real-valued integrals. The material will be
presented to the reader assuming minimal knowledge of complex mathematics. While formal
definitions and theorems will be provided so as to make this document self-contained, proofs
will not be included. The reader is recommended to see Brown and Churchills book (see
References) for discussion and proofs of theorems used throughout this document. General
strategies of complex integration are discussed, while fully worked examples are provided in
the Appendix.

2
2.1

Complex Variables and Functions

Number Sets

At this point, it is worth explicitly delineating the fundamental differences between real
and complex numbers. A number x is said to be an element of the real number set, denoted
by xR, if it represents any number on the real number line. Alternatively, a number z is
said to be a complex number, written
as zC, if it is of the form z = x + iy, where {x, y}R

and the imaginary number i = 1.

This notation is perhaps more readable when it is informally written down in vector
form, or as an ordered pair: z = x
x + iy y (x, y), where x and y are unit vectors in
the x, and y directions respectively. This representation is not conventional for complex
numbers, but it may be helpful at first to keep these notations in mind. Furthermore,
these representations convey an important distinction between real and complex numbers:
while real numbers denote scalar numbers on a number line, complex numbers represent
points on a complex plane. As in the case of ordered pairs, it is also possible to equivalently
express complex numbers in polar form. Thus, a complex number z = x + iy = rei can
be fully represented in either cartesian or polar coordinates, where r is the radius measured
from the origin, and is the angle of z measured counterclockwise from the positive x-axis.
Numbers on the complex plane that lie on the abscissa, are the conventional real numbers,
while numbers on the ordinate axis are called imaginary numbers (owing to these numbers
being multiples of the imaginary unit i). That is to say, real numbers are a subset of the
complex number set (R C). The observation that complex numbers extend a scalar to a
point on a plane immediately admits the result that one extra dimension is inherited by the
3

2 COMPLEX VARIABLES AND . . .

2.2 Functions

adoption of this number set. This extra dimension can sometimes change things considerably
in regards to complex mathematics and its real counterpart. In general, most results from
real mathematics carry over into complex mathematics; however, the few aspects that are
different are grossly so. Thus, the reader is cautioned when assuming any property from
real numbers is translatable into complex numbers.

2.2

Functions

A complex function f of an independent complex variable z = x + iy = rei , where

{r 0, (r, , x, y)R}, is of the general form:
f (z) = u(x, y) + iv(x, y) = u(r, ) + iv(r, )
the latter representation of z involving radius r and angle of a complex number follows
from the transformation from cartesian to polar coordinates, and the use of Eulers identity
to replace the resulting trigonometric functions with a complex exponential. By convention,
the variable z is used to denote a complex variable. It is often convenient to group a function
in both real and imaginary parts. These parts are represented in the contained functions
u, and v, which are both real-valued, but themselves correspond to the real and imaginary
parts of the function f respectively, and both of which are functions of either x and y or r
and .
2.2.1

Complex Differentiability

A function f (z) has a derivative f 0 (z0 ) at a point z0 , given by the following limit provided
it exists:
f (z) f (z0 )
(1)
z z0
Since the complex number z0 = x0 + iy0 can be approached from any number z = x + iy by
way of an infinite number of paths, the limit is said to exist if and only if the same, unique
limit is obtained when approached from any path that originates from any complex number
z. The criteria that a function f (x, y) = u(x, y) + iv(x, y) = u(r, ) + iv(r, ) must meet in
order for this to be true are known as the Cauchy-Riemann Equations. These equations can
be expressed in either cartesian or polar form.
f 0 (z0 ) = lim

zz0

u
v
=
x
y

and

u
v
=
y
x

Cartesian Form

(2)

u
1 v
1 u
v
=
and
=
Polar Form
(3)
r
r
r
r
Thus, while real differentiability only demands the continuity of a function at a point x0
in order for it to be said that its derivative exists at that point, a complex-valued function
is complex differentiable at a point z0 if and only if it is both analytic and satisfies the
Cauchy-Riemann equations at that point.
4

2 COMPLEX VARIABLES AND . . .

2.2.2

2.2 Functions

Analyticity

Complex differentiability is a much more robust property than real differentiability. If

a function is complex differentiable at a point z0 , it is also said to be analytic at z0 . A
function satisfying these conditions inherits another consequence in that the function is
infinitely differentiable. The terms regular and holomorphic are often used interchangeably
with analytic.
2.2.3

Branch Cuts

By virtue of the polar representation of complex numbers, certain functions are inherently
multiple-valued. This is to say, that in the sense, that there exists an infinite number of angles
i that correspond to an angle 0 of a complex number z0 = r0 ei0 . This is to say that, an
angle i is equivalent to an angle 0 if i = 0 + 2ni , where n is an integer. Thus, functions
can take on the same value for different coordinates. Functions that meet this qualification
lose their analytic properties, since they are no longer one-to-one. However, what is often
done so as to restore a functions analyticity is to define a curve of discontinuity, or branch
cut. Branch cuts are often made in regards to the angle, and are usually taken to be either
the positive/negative real or imaginary axis. A common example is the complex logarithm
function log z = ln r + i, where the value of the angle is restricted so that only values over
an equivalent interval of 2 are permitted. Under the adoption of a branch cut, a function
will hold distinct values for distinct radii and angles representing numbers in the complex
plane and is hence one-to-one, and thereby analytic.
2.2.4

Power Series Representation

An analytic function can equivalently be expressed as a power series. It is discussed here

to provide a straightforward definition of a residue in subsequent sections, and because it
can sometimes be quicker to find residues by computing coefficients of a power series rather
than through other methods (See Section 6.2).
The most general case is if a function f is analytic throughout an annular domain R1 <
|z z0 | < R2 , centered at z0 , the function is said to be meromorphic and has the convergent
power series representation
f (z) =

an (z z0 ) +

n=0

X
n=1

bn
(z z0 )n

(4)

where
1
an =
2i

1
bn =
2i

(n = 0, 1, 2, ...)

(5)

f (z)
(z z0 )n+1

(n = 0, 1, 2, ...)

(6)

f (z)
(z z0 )1n

for some positively oriented simple closed contour C containing z0 inside of the domain. Eqn.
(4) is sometimes equivalently written as the doubly infinite sum
5

3 INTRODUCTION TO COMPLEX . . .

f (z) =

cn (z z0 )n

(R1 < |z z0 | < R2 )

(7)

(n = 0, 1, 2, ...)

(8)

n=

where the coefficient cn is given by

I
f (z)
1
cn =
2i C (z z0 )n+1

Eqns. (4) and (7) are Laurent series representations, and can be used to express any function
that is analytic inside an annular region.
Alternatively, it is important to note that if the function f is analytic throughout the
disk, |z z0 | < R2 , then the bn coefficients given in Eqn. (4) are all zero by Cauchys integral
theorem since the function is analytic interior to and on the contour C. Thus, if a function
is analytic throughout a disk, the power series representation only holds nonzero coefficients
for the an terms, which are then seen to be equivalent to the Taylor series coefficients:
I
f (n) (z0 )
f (z)
1
=
(n = 0, 1, 2, ...)
an =
2i C (z z0 )n+1
n!
It is noted that only negative powers of z z0 are found in functions that hold singularities
interior to an otherwise analytic disk. In this case, a punctured disk, or annular domain,
must be defined that does not contain the singularities, and where the function is complex
differentiable. This will be important in the discussion of residues.
For completeness, different series representations will now be discussed and summarized.
A function that is analytic inside a disk with the exception of a finite number of singularities
can be made meromorphic if these points are omitted in the construction of an appropriate
annular domain. A function that is analytic in such a domain is given by a power series
representation involving both positive and negative powers of z z0 , called a Laurent series.
A function that is analytic inside a disk |z z0 | < R2 , centered at z0 is given by a Taylor
series, which includes only positive powers of z z0 . Finally, a function that is analytic
inside a disk |z| < R2 , centered at z0 = 0, is given by its Maclaurin series.
* By the way, power series can be integrated or differentiated term by term, or in generalized
summation notation.

Introduction to Complex Integration

A function is not integrable, in a complex sense, unless it is analytic at all points on the
contour along which it is to be integrated. This is similar to a real function only being integrable if it is continuous on the interval of integration. However, since in order for a function
to be analytic it must be both continuous and satisfy the Cauchy-Riemann equations, it is
evident that complex-valued functions require much more to be integrable than real-valued
functions. It will further be seen in subsequent sections that while the integrability of a
complex function is only dependent on its analyticity at all points along the path of integration, the value of the integral is dependent on the functions analyticity for all points in
6

5 CAUCHYS INTEGRAL FORMULA

the domain interior to the closed path of integration. As previously stated, the integral of
a complex function f (z) is always a path integral, since f (z) f (x, y) is a function of two
variables. While integrals of a real function can have physical interpretations, such as the
area under a curve, or the volume prescribed an area, no such direct explanations exists for
complex integrals. The only integrals discussed in this guide will be closed-contour integrals.
The integral of a function f (z) over a simple closed contour C is denoted as
I
f (z)dz
C

where C is often taken to be circular, centered about a point z0 , with the convenient
parametrization z(t) = z0 + Reit (a t b) for some nonnegative radius R. The contour C has a direction, or sense, of integration with the convention of counterclockwise
being positive and clockwise paths as negative. If the contour is depicted on axes, its sense
is indicated with a directed
H line segment, i.e. an arrow. Sometimes the sense is indicated
in the integral symbol ( ) with the arrow being drawn in the circle. These integrals will
be solved via residue theorem (Section 6 ) or parametrization (Section 8 ); however, before
a discussion of residue theorem is presented, two important theorems must first be cited in
order to build its theoretical foundation. The two theorems are presented in the subsequent
sections, followed by their generalization into the so-called residue theorem.

Cauchys Integral Theorem

Theorem. If a function is analytic at all points interior to and on a simple closed contour
C, then
I
f (z)dz = 0.
(9)
C

This same result is present in real calculus. Whenever an integrable function f (x) is integrated over a closed path, the value of the integral is zero. This is also true in complex
mathematics provided that, in addition to a complex-valued function being analytic at all
points on its contour, it must also be analytic for all points interior to it. That is to say,
this single result should be expected in some sense; however, the theorem presented in the
following section does not necessarily follow from intuition, and exhibits the first sign of a
strong separation between real and complex calculus.

Cauchys Integral Formula

Theorem. Let a function f be analytic for all points interior to and on a simple,
positively oriented, closed contour C. If z0 is any point interior to C, then
I
f (z)
dz = 2if (z0 ).
(10)
C z z0
This result is curious, and the reader is redirected to the proof published in the Derivations
7

6 RESIDUE THEOREM

section of Itcanbeshown.com for further explanation if desired. The statement in the theorem
implies that the value of a complex integral is dependent not only on the path of integration,
but also all points interior to its closed contour.

Residue Theorem

Residue theorem is a generalization of both Cauchys integral theorem and formula to the
scenario when there exists a single, or multiple, number of singularities within a prescribed
domain of interest. From Cauchys integral theorem formula, and a functions Laurent series,
you can probably postulate this theorem on your own, to verify your own intuition kindly
check with the theorem, stated in full, below:
Theorem. Let C be a simple closed contour, describe in the positive sense. If a function
f is analytic inside and on C except for a finite number of singular points zk (k = 1, 2, . . . , n)
inside C, then
I
f (z)dz = 2i
C

n
X
k=1

Res f (z)

z=zk

(11)

In words, the integral of a function f over any contour containing the singular points zk is
equal to the product of 2i and the sum of the residues of all the singular points interior to
C. Note the simplicity of the result, by invoking this theorem there is no need for any kind
of tricky, or resourceful, integration. All one need do is compute all the residues of a function
f (z) at all of the contained singularities within the prescribed contour of integration, and
multiple this sum by 2i! Thus, the real work is only in finding these residues, whatever
those are. A precise definition of a residue follows.

6.1

Definition of a Residue

Recall from Section 2.2.3 that a function that is analytic at every point inside a disk
|z z0 | < R2 with the exception of a finite number of singular points can be made holomorphic inside a redefined domain that omits these singularities. This new domain can be
circumscribed to be an annulus with inner and outer radii R1 and R2 respectively. That is
to say, a function f that is analytic interior to an annular domain R1 < |z z0 | < R2 it can
be equivalently expressed as a Laurent series
f (z) =

X
n=0

an (z z0 )n +

b1
b2
bn
+
+
.
.
.
+
+ ...
z z0 (z z0 )2
(z z0 )n

where the coefficients an and bn are defined as in Eqns. (5) and (6). In order to integrate
f (z), both sides of the above equation are integrated. It follows from Cauchys integral
formula that all of the an and bn coefficients will be zero, except the coefficient b1 . That is
to say,
an = 0

(n = 1, 2, . . .)
8

6 RESIDUE THEOREM

6.2 Finding Residues

(n 6= 1)

bn = 0

Letting n = 1 in the definition of bn (Eqn. (6)), it is found to be identical to the form of

Cauchys integral formula which enables the following to be written down
Z
f (z)dz = 2ib1
C

Thus, the only contribution to the integral of the function f (z) along the simple closed
contour C that encloses a finite number of singular points comes from the b1 coefficient of the
power series expansion of the function for each contour centered at each of the singularities.
The coefficient b1 is called a residue. A residue is the b1 coefficient of a function centered about
that singular point. In general, in order to extract the residue of a function directly from a
power series representation, one must first express the expansion centered about that point.
For example, in the form of Cauchys integral formula in Eqn. (10), the residue corresponds
to that a point z0 . There exist residues for each contained singular point zk (k = 1, 2, . . .)
inside of a prescribed contour C of a function f . The notation for a residue at z = zk for a
function f (z) is given by,
Res f (z)

z=zk

It follows from intuition that the expansion must be written down in an expansion of the
form z zk , as the integral containing a singular point zk is independent of the radius size of
the contour. The derivation of Cauchys integral formula, and the subsequent generalization
for residue theorem, follows from centering a contour at each singularity, and letting these
radii tend to zero so as to approach the constant b1 as expressed in Cauchys integral formula.

6.2

Finding Residues

There are several methods to finding residues, and I have of course not described them
all below. I have listed some of the methods I have found to be the most useful. It should be
noted that the following names are not used widely throughout complex mathematics, but
I have given them names for identification purposes rather than leave them all as numbered
theorems. As a general strategy, I suggest using methods described in Sections 6.2.1 and
6.2.2 if possible, as they will allow for the quickest extraction of residues with the least
amount of work. If these methods are not permitted, please proceed to directly manipulating
power series expansions of the function (Sections 6.2.3 and 6.2.4 ). And, only as a last
resort, use the definition of the coefficients (Section 6.2.5 ), as this method will be most time
consuming (and confusing).
As previously mentioned, if the method of functional replacement is not permitted, and
the function cannot be expressed as a quotient, the next method demanding the least amount
of work is direct manipulations of the power series, this can be done by using basic arithmetic
of known series expansions of the constituent terms of a function, in order to properly combine
them so as to obtain the power series expansion for the function as a whole. Since addition of
subtraction is straightforward, it will not be covered. However, multiplication and division
9

6 RESIDUE THEOREM

6.2 Finding Residues

is worth presenting to eliminate any potential curiosities about their workings. Techniques
for finding residues are now presented.
6.2.1

Functional replacement

Theorem. An isolated singular point z0 of a function f is a pole of order m if and only

if f (z) can be written in the form
f (z) =

(z)
,
(z z0 )m

where (z) is analytic and nonzero at z0 . Moreover,

Res f (z) = (z0 ) if m = 1

(12)

(m1) (z0 )
(m 1)!

(13)

z=z0

and,
Res f (z) =

z=z0

if m 2

where (z)(m1) denotes the (m 1)th derivative of (z).

6.2.2

Quotient rule

Theorem. Suppose the functions p and q be analytic at z0 . If

p(z0 ) 6= 0,

q(z0 ) = 0,

and q 0 (z0 ) 6= 0,

then z0 is a simple pole of the quotient p(z)/q(z) and

Res

z=z0

p(z)
p(z0 )
= 0
q(z)
q (z0 )

(14)

A simple pole is defined in the above section, where m = 1 (i.e. a singular point of order
one).
6.2.3

Multiplication of Series

Sometimes one may not know the power series of a particular function, but often the
function can be broken up so that one can locate in literature, or easily derive, series expansions of each part. If a function, or part of a function, is able to be separated into a
product then the combined series involving both terms can be found by simply multiplying
both series term-by-term.
Let a function f (z) be given by its series expansion about point z = zk ,
f (z) =

an (z zk )n

n=0

10

6 RESIDUE THEOREM

6.2 Finding Residues

and assume that it can be separated such that f (z) = G(z)H(z). Both functions G and H
have the series representations centered about zk :
G(z) = g1 + g2 + g3 + + gn + . . .
H(z) = h1 + h2 + h3 + . . . + hn + . . .
where the terms gn and hn contain both their corresponding coefficients and powers of
z zk . Note that the coefficient of the product gn hn is equal to a2n . Since the series forms
are centered about z = zk , if there exists a residue in the combined series it will correspond
to that at z = zk (if the residue about a different point is desired, try to obtain an expansion
centered about this point). The function f can be found by multiplying the known series,

f (z) = G(z)H(z)
= (g1 + g2 + g3 + . . . )(h1 + h2 + h3 + . . .)
f (z) = g1 h1 + g1 h2 + g1 h3 + g2 h1 + . . .
Furthermore, suppose that some term gi hj in the combined series contains the dependence
(z zk )1 , for the appropriate i and j. Then, the residue at z = zk is the coefficient of
this term. These series may be long, or even infinite, and in order to find any residues it
is important to notice that it is not necessary to multiply even most of the terms out, but
only those that matter. The reader is strongly cautioned to make sure they know which
terms matter, so as to not inadvertently, and detrimentally, neglect relevant terms. Lastly,
a specific coefficient an can be found by Leibnizs rule
an =

n  
X
n
r=0

(r)

G(r) (z)H (nr) (z),

(15)

(nr)

where G and H
denote the rth and (n r)th derivatives of G and H respectively.
This result follows from the combined series G(z)H(z) = f (z) actually being a Taylor series
expansion.
6.2.4

Division of Series

If a function, or part of a function, f is able to expressed in terms of f (z) = A(z)/B(z),

and these constituent functions have the series representations centered about some number
zk :
A(z) = a1 + a2 + a3 + + an + . . .
B(z) = b1 + b2 + b3 + . . . + bn + . . .
where the terms an and bn contain both their corresponding coefficients and powers of z zk .
The power series for the function f can be found by dividing the series representations of A
and B by way of conventional polynomial division. For the sake of example, let the functions
have the following series expansions, centered about the point zk = 0:
11

7 GENERAL APPROACH TO . . .

1
+ 1 z + 3 z 3 + . . .
z
B(z) = 0 + 1 z + 2 z 2 + . . .

A(z) =

where the terms n and n represent the numerical constants of the series. Then, the series
of f (z) = A(z)/B(z) can be found by division
1 1
z
0


0 + 1 z + 2 z + . . .
2

1
z
1
z

1 12 + . . .
0

+ 1 z + 3 z 3 + . . .
+ 1 20 z + . . .
+ 1 1
0


2
1 1
+

1
1 0 z + . . .
0
2

1 12 z + . . .
1 1
0
0
h
 2
i
1
1
1 + 0 0 2 z + . . .
Notice how if the goal is to find a residue that the computation of only a few terms are
required, and how the actual work could have stopped after finding only the first term of
the quotient. This is because the first term contains the dependence z 1 , and its coefficient
(1 /0 ) is exactly that of the functions residue at z = 0.
6.2.5

Computing Coefficients Directly

I have never done this in my life, but on the other hand by the date of this document
being written I have also yet to enter graduate school so I may be speaking too soon. The
method is to solve directly for the coefficients, if possible, by way of Eqn. (6). I do not
recommend anyone ever do this, and in most cases you will not be able to. But, if
everything else fails: go ahead.

General Approach to Solving Complex Integrals

With all of the necessary information described, solutions to complex integrals are now
able to solved. While the solution strategy for using complex integrals to solve for real integrals is a bit more involved (See Section 8 ), the methodology of solving complex integrals
is straightforward. Little resourcefulness is demanded, and depending on where one encounters a particular complex integral, the functions to be integrated as well as their paths of
integration usually have little flexibility and are in this sense clearly defined. For clarity,
a representative function f (z) is taken to be integrated over the simple closed contour C,
with singular points located at z1 and z2 . It is enforced that the f is analytic at all points
along the path of integration. The solution to the following integral will be described so as
to make the following discussion more tractable.
I
f (z)dz
C

12

7 GENERAL APPROACH TO . . .

Where the contour C and the singular points of f are shown in Figure 1.

Figure 1 - A semicircular contour C is chosen in order to integrate the function f (z). The contour
encloses the singularity at the point z1 only, while the singularity at z2 is exterior to the contour. The
residue at z2 , therefore, does not contribute to the value of the integral in the system drawn above.

A systematic approach to solving complex-valued integrals is enumerated below:

1. Locate any singular points: Begin by examining the function f and locate the relevant
singular points. The only singularities that contribute to the result will be those that
lie interior to the closed contour. Furthermore, in order to determine whether the
function is integrable, these singularities must not lie on the contour of integration.
If any singular points are present on the contour, then the function is not integrable
along this contour and no solution can be obtained. In the case of the example, only
the singularity z1 need be taken into account since z2 is outside of the closed contour.
Note that if both points z1 and z2 were outside of the contour, the contour would
enclose no singularities, and the integral would then be identical to zero by Cauchys
integral theorem (Section 4 ).
2. Integrate: If the function contains singularities interior to its closed contour of integration, then the integration can be accomplished in one of two ways, by the application of
residue theorem or by parameterizing the contour. It is recommended that whichever
method demands the least amount of work, and whichever is more practical, be used.
If the contour is too strange, then parametrization of the contour can become too
complicated to make this method practical. Both strategies are outlined below.
(a) Residue Theorem Begin by writing down the statement of residue theorem. In
the case of the example, this becomes
I
f (z)dz = 2i Res f (z)
z=z0

Next, find the residue(s) by the methods described in Section 6.2, insert the results
into the above equation, and the integral is solved.
13

8 GENERAL APPROACH TO . . .

(b) Parametrization If the simple closed contour is circular, then apply the parametrization z(t) = z0 + Reit (0 t 2), where R is the radius of the contour, and z0 is
its center. Differentiation of z(t) with respect to t then admits the substitution
dz = iReit dt. Insert these terms into the integral and proceed with conventional
integration to obtain a solution. In the example, this process yields the following
Z

I
f (z)dz = iR
C

f (z0 + Reit )eit dt

.
After integration of the above equation, the solution has been arrived at.
These strategies can be applied to any complex integral, and usually necessitate little integration, in the conventional sense. The most difficulty will arise in finding the residues of
the function contained in the integrand (as parametrization is usually not the easiest way to
solve most integrals of this kind).

General Approach to Solving for Real Integrals

The method to be outlined will provide a robust strategy in solving difficult, semi-infinite
and infinite, real integrals. It begins with a real-valued function of a single variable that is
to be integrated. To be explicit, a real function f (x) is taken as an example to be integrated
over the bounds x(, ). The transposed function f (z) in the complex domain is taken
to be analytic at all points in the complex plane except at both z0 and z1 located in the half
plane y 0. A walkthrough using this function as an example will be given so as to make
the following discussion more understandable.
In thinking about this method, it is important to realize that the aim is to integrate the
complex version of a function in the complex domain (which is obtained by substituting the
single real variable with a complex variable z, i.e. f (x) f (z)), then by way of residue
theorem and parametrization, the solution to the integral of the real function is extracted.
Furthermore, close attention should be payed to these steps, especially in the proper diagnosis
of the specific scenario an integral may present by way of identifying the singular points of
a function. In this respect, while there are no special cases for the integration of complex
functions, there are many circumstances that need to be taken into account when attempting
to extract the values of real integrals from complex integrals. The steps outlining the method
will forewarn the reader of any such pitfalls, and solutions to these problems are presented
in the subsequent subsections. The method proceeds as the following:
1. Go complex: transpose all single variables of the same kind to a complex variable (e.g.
f (x) f (z))
2. Locate any singular points: For the complex-valued function f (z), find its poles and/or
singularities. These points are located where the function becomes boundless, that is
to say, where the denominator equals zero or if the function contains a logarithm this
point will be for z = 0. This is an important preliminary step, as the location of the
singular points will diagnose which situation is present and indicate the strategy that
14

8 GENERAL APPROACH TO . . .

should be used to go about evaluating the integral. The singular points play a role in
the choice of contour for the complex integral. The contour chosen (step 3) will always
involve the real line since it is desired to obtain the result of a real integral, rather than
a complex integral. There are two distinct categories of paths. An indented path is one
in which at least one singular point is located on the real line, and it is evident that in
this scenario a contour involving the real line will intersect this point, but is not able
to be integrated directly through this point due to the function failing to be analytic.
In this case, a different form of residue theorem must be incorporated in addition to
the standard theorem (Section 8.1 ). The steps in this section should still be followed,
but it changes step x, which needs to be accounted for in order to obtain the correct
result. Alternatively, if the singular points are all either above or below the real line,
the path is said to be unindented. Proceed with the following steps in this section, and
use the conventional form of residue theorem. The example function used throughout
this section falls under this category. Finally, be mindful of branch cuts that must be
made for reasons of preserving analyticity (see Glossary). It is not possible to integrate
across a branch cut, but it is possible to integrate around the branch cut.
3. Choose an appropriate contour with symbolic bounds: In choosing a proper contour, it
is important to think before you draw. Since a real integral is aimed to be extracted
from a complex closed contour integral, at the very least choose a contour that contains
a segment on the real line. At this point, it is only necessary to draw a contour
that will allow for a parametrization of the complex function f (z) on the real line
portion of the contour to be f (x) (I recommend you draw the singular points and your
proposed contour on axes for clarity). For now, do not worry about the actual bounds
of integration of the real function, let them be symbolic. That is, denote the limits
on the real line as in the above example as R and R. An illustration of a choice of
contour along with the functions singular points z0 and z1 is shown in Figure 2.

Figure 2 - A semicircular contour C is chosen in order to integrate the function f (z). Note how
the contour encloses two singularities atH z0 and z1 . These points will contribute to the value of the
contour integral C f (z)dz by way of residue theorem.

The contour was chosen to contain the singularities located at z0 and z1 , and a simple
semicircle (y 0) does the trick since: (1) it encloses the singular points, and (2)
15

8 GENERAL APPROACH TO . . .

involves the real axis. Often it is in your best interest to choose a contour that encloses
the least amount of singularities (as this will necessitate the least amount of residue
computations). Bear in mind, however, that limits will be taken (step 5), and a contour
should be chosen such that it encloses all singularities before such limits are taken. As
these singular points will contribute to the value of the real integral before, or after,
limits are taken. That is to say, whether you decide count them or not. Contours
containing no singularities should generally be avoided, as this will admit the trivial
result of the complex integral being equal to zero by consequence of Cauchys integral
theorem (e.g. a semicircle in the region y 0). It is important to realize that in this
instance by breaking up the complex integral into a sum of path integrals (where the
sum of the paths are equal to the original contour), the problem can still be solved;
however, doing this often makes the real integral result more difficult to retrieve.
4. Apply residue theorem: Look at the contour you have drawn, and write down the
residue theorem statement for the closed contour integral being considered. For the
example,
I


f (z)dz = 2i Res f (z) + Res f (z)
z=z0

z=z1

where C is the entire semicircular contour. Next, break up the integral into a summation of a parameterized real integral and complex integrals that makeup the remainder
of the contour. The parametrization of the complex function f (z) into the real function
f (x) follows from the idea that z = x + iy x on the real line. This is the integral
to which a solution is desired. As in the example, the integral is broken up in the
following way
I

f (z)dz =


f (z)dz = 2i Res f (z) + Res f (z)

f (x)dx +
R

z=z0

CR

z=z1

where the contour CR is the upper half of the semicircle contour (as shown in Figure
2). For convenient bookkeeping, move any complex integrals to the side of the equation
that contains the residues. The result from above is then a direct statement of the
value of the real integral,
Z

f (x)dx = 2i Res f (z) + Res f (z)

R

z=z0

z=z1

f (z)dz
CR

It is then only necessary to adjust the limits (step 5), and to solve the RHS of the
above equation to find the value of the integral (steps 6 and 7).
5. Take appropriate limits: Let the bounds tend to those which the original real integral
contained. In the example, this corresponds to letting R , such that f (x) is
integrated from < x < .
16

8 GENERAL APPROACH TO . . .

8.1 Indented Paths


Z
f (x)dx = 2i Res f (z) + Res f (z) lim
z=z0

z=z1

f (z)dz

CR

6. Find the value of the complex integrals or prove they tend to zero in this limit: Determine the value of these complex integrals by either parametrization, or other means
(Section 8.1 ). If any integral cannot be evaluated, prove they tend to zero by using
either an ML bound or Jordans lemma given the limits of the previous step (Section
8.2 ). If you cannot prove they all tend to zero, repeat this procedure beginning with
step 3 in order to choose a different contour that may work.
7. Find the residues: Use the methods described in Section 6.2 to find the residues of the
function to be integrated. Reserve this step as the last in order to save time. If it is
not possible to find values for all the complex integrals, a different contour must be
chosen, and any residues that were computed prior to checking this would have been
for naught.
8. Express the final answer: Depending on whether the path of integration was indented
or unindented, the result obtained will be the sum of the residues multiplied by either
2i and/or i. The solution to the example is

f (x)dx = 2i Res f (z) + Res f (z)

z=z0

z=z1

Furthermore, suppose that the function f (x) is even, such that f (x) = f (x), it is
then possible to determine the value of the semi-infinite integral by dividing the result
by two.
Z

f (x)dx = i Res f (z) + Res f (z)

0

z=z0

z=z1

This is allowed only for even functions, and is permitted due to symmetry. This is
not the only method to solve for semi-infinite real integrals, but it is often the most
convenient. For an example of a semi-infinite integral solution that is achieved directly
from complex integration, see Section 11.3.5, the Fresnel integral solution.
The solution to the original real integral has been found! This practice is fairly easy, with the
most difficult parts being a proper choice of a contour (subsequent examples in the Appendix
will demonstrate this), and showing that the complex integrals tend to zero. Make sure
to mind the scenario carefully, only a few exceptions exist (which have been outlined), but
neglecting to account for any exception will cause the result to be incorrect.

8.1

Indented Paths

Theorem. Suppose that

(i) a function f (z) has a simple pole at a point z = x0 on the real axis, with a Laurent
series representation in a punctured disk 0 < |z x0 | < R;
17

8 GENERAL APPROACH TO . . .

8.2 Paths About and Involving Branch Cuts

(ii) C denotes the upper half of a circle |z x0 | = , CR is the upper half of the circle
|z x0 | = R, where < R and the clockwise direction is taken,
Then
Z
f (z)dz = i Res f (z)
(16)
lim
0

z=x0

Notice how the clockwise direction is taken, as opposed to the counterclockwise direction as
per usual. The theorem is written in this form because contours are usually conveniently
chosen containing this segment in this direction, so as to enable the path CR , and the entire
path as a whole, to be counterclockwise.
Although a figure is not included in this section, the scenario should be clear. A positively
oriented semicircular contour of radius R is desired to be used; however, its path along the
real axis contains a point z = x0 at which the function is not analytic, and therefore not
integrable. Thus, the desired contour is obtained by way of choosing paths that initially
avoid the singular point, but which upon taking the proper limits collapse to the desired
contour. A common way of accomplishing this is by choosing a counterclockwise semicircular
path CR . Continuing along its counterclockwise direction, the path traverses the real line,
at which point the path evades the singularity at z = x0 by indenting the path along the
real line. That is to say, at some some distance from the singularity z = x0 , the path along
the real axis is rerouted through a semicircular clockwise path C . At the intersection of C
and the real axis, the path continues along the real line in the +x direction so as to close the
contour. The new contour can be described as tracing out a counterclockwise half-annulus.
During the subsequent analysis, the radius is allowed to tend to zero, such that the value
of the path integral at that point is known by way of this theorem. In this manner, it is
possible to integrate the function through its singular point, and hence along the entirety of
the originally desired contour. Alternatively, if an improper real integral result is desired,
then the steps in Section 8 can be followed henceforth.

8.2

Paths About and Involving Branch Cuts

The idea is straightforward. Since it is not possible to integrate directly through a branch
cut, it is possible to integrate around it. Furthermore, the presence of a point on the branch
cut in the path of integration provides the same effect as a singular point, it cannot be
integrated directly. However, by using an indented path (Section 8.1 ) a path can be made
to incorporate such a point in a roundabout manner.

8.3

Proving Complex Integrals Tend to Zero

This section should go without saying; however, it has been my experience that people
tend to wrecklessly skip this step, particularly when dealing with physics and engineering
problems. This step only corresponds to the scenario when a real integral result is attempted
to be extracted by way of complex integration. As previously discussed, the complex contour
integral must be broken up into a sum of path integrals that are equivalent to the contour
integral, and in which one path is along the real line such that it corresponds to the desired
real integral. It is necessary to obtain values for each of the complex contributions. If a
18

8 GENERAL APPROACH TO . . .

8.3 Proving Complex Integrals Tend to Zero

result for any of these integrals is unable to be determined, the integral must be shown to
tend to zero when taking proper limits so as to validly neglect the term. This is to say, if
it cannot directly be shown that a complex integral is identical to zero, the actual answer
to the real integral could involve other contributions that have not been accounted for. The
failure to prove this may hint that a different contour should be chosen. For most purposes,
a conventional ML limit will show that the integrands will tend to zero. If this fails, and the
integral is able to factored in a form equivalent to Jordans lemma, it then can be employed
to demonstrate the result is zero. For most purposes, these two lemmas should be all that
is needed to adequately prove this.
8.3.1

ML Limit

Let C denote a contour represented by the parametrization z = z(t)(a t b), it then

follows that the integration of a function f can be expressed as
Z b
Z
f [z(t)]z 0 (t)dt
f (z)dz =
a

In order to obtain a maximum value, a modulus is taken

Z
 Z b
 Z b

 

0
 f (z)dz  = 
=
f
[z(t)]z
(t)dt
|f [z(t)]||z 0 (t)|dt

 

C

(17)

the function f is taken to be bounded on the contour C, such that |f (z)| M , for any
nonnegative constant M . By taking the maximum value of f on the contour, and factoring
it out of the integrand, Eqn. (17) becomes
Z

Z b


 f (z)dz  = M
|z 0 (t)|dt


C

The integral on the RHS is identified as the arc length L of the contour, thus it can be
written as
Z



 f (z)dz  M L
(18)


C

And, an upper bound to a function along any contour has been reached! Since a complex
value function is dependent on z = x + iy, it is evident that such functions are mapped
into R3 , making plotting difficult. It is easier to understand the concept of an ML bound
by downsizing by one dimension, and considering a real function f (x). The ML bound is
depicted in Figure 3.

19

8 GENERAL APPROACH TO . . .

8.3 Proving Complex Integrals Tend to Zero

Figure 3 - A real-valued function of one variable f (x) is plotted. In the figure, the maximum value M
which occurs at a point x = x0 is labelled along with length L of the contour. The product M L (i.e. the
area), has been shaded. As evident from the figure, the integration of f over the interval must be less than
the maximum value M of the function multiplied by the length of the contour C.

In this scenario, the maximum value M , occurring at x = x0 , is labelled alongside the length
of the contour C. The contour
in this single real variable case is the interval 0 x x1 .
R x1
The value of the integral 0 f (x)dx is the area under the curve, and it is evident that the
value of this integral must always be less than or equal to the product of maximum value M
of the function and the length L of the contour (shown as the shaded region above). While
some of the details in the derivation are not the same in the complex case, and it is not
justifiable to transpose this result from real to complex calculus, the result and idea remains
the same in both real and complex mathematics.
This limit will prove handy when certain integrals must be shown to tend to zero when
applying residue theorem. This can be shown if the upper bound M L = 0 for a complex
integral. Since a modulus is always a positive quantity, the inequality must then actually be
an equality, such that the integral is identical to zero.
8.3.2

Jordans Lemma

Theorem. Suppose that

(i) a function f (z) is analytic at all points z in the upper half plane y 0 that are
exterior to a circle |z| = R0 ;
(ii) CR denotes a semicircle z = Rei (0 ), where R > R0 ;
(iii) for all points z on CR there is a positive constant MR such that |f (z)| MR , where
lim MR = 0

Then, for every positive constant a,

Z
lim

f (z)eiaz dz = 0

(19)

CR

This to say, if an appropriate function g(z) can be factored into a form of Eqn. (19), where
the constituent function f (z) meets the above criterion, then the integral is equal to zero.

20

9 REFERENCES

8.4

8.4 Integrals Containing Trigonometric . . .

Integrals Containing Trigonometric Functions

It is demonstrated in the examples contained in Section 11.3 that a convenient transposition of a real-valued cosine or sine function to the complex domain is the complex exponential
function eiaz , for some constant a. As Euler would say, the reason for this is immediately
obvious, and can be seen by examining his famous identity,
eix = cos x + i sin x
thus,
 
 
Re eix = cos x and Im eix = sin x
where the above operators denote taking the real (Re[ ]) and imaginary (Im[ ]) parts of the
function. However, the extraction of either a cosine or a sine is only convenient so long as the
complex exponential is not complicatedly embedded within the function. One of the more
common scenarios wherein this arises is the case when trigonometric function(s) are involved
in sums and/or differences in the denominator. In these instances, it is not possible to easily
take the real or imaginary part of the complex version of the function so as to isolate either
the cosine or sine function. Thus, these integrals may prove difficult in moving to complex
space in order to integrate, and ultimately obtain the desired real result. However, these
integrals can be solved under special circumstances provided that the integral is taken to the
complex domain by slightly different means.
If the limits of integration encompass all 2 radians of a circle, then the real-valued
limits can be taken into the complex domain by way of introducing a circular contour. This
is accomplished by introducing the following parametrization:
z = ei

(0 2)

and,
dz
iz
Then, by using the identities relating the sine and cosine functions to z:
dz = iei d = izd

d =

z + z 1
z z 1
and sin =
2
2i
the integral can be taken into the complex domain and solved with residue theorem. This
result will be equivalent to the original value of the real integral.
cos =

References
1. Barrett, David E. Math 555: Complex Variables and Applications Class Notes. September 2007 - December 2007.
2. Brown, James Ward. Churchill, Ruel V. Complex Variables and Applications, Seventh
Edition. McGraw-Hill Companies, Inc. New York, NY. 2004.
21

11 APPENDIX

10

Acknowledgements

I would like to thank Benjamin Tong Yee, who at the time of this writing is attending
the University of Michigan for his graduate degree in Nuclear Engineering & Radiological
Sciences, for his suggestion on how to typeset the Residue notation in LATEX. Furthermore, I
found it silly to scour the internet and/or paraphrase theorems. Thus, many of the theorems,
and definitions cited in this guide are taken verbatim from Chuchills Complex Variables and
Applications, and are the sole property of the authors. This was the book from which I studied complex mathematics of a single variable, and I wish to thank the authors for a splendid
text. Finally, a special thanks to my Math 555 professor, Dr. David E. Barrett, at the
University of Michigan for making the course so accessible to an engineering, and not mathematics, student like myself as well as for his excellent instruction. I have attempted to do
for all of you what he did for me. This guide, under no circumstances, is to be used for profit,
especially since many of the theorems are attributed entirely to the authors. Please do not
hesitate to send any enquiries, corrections, and/or concerns to me at dsirajud@umich.edu.

11
11.1

Appendix
Glossary

1. Analytic: a function is analytic at a point z0 if it is both continuous, and satisfies the

Cauchy-Riemann equations at z0 .
2. Branch cut: Typically this is a restriction that is applied on the angular value of
a multiple-valued function so as to enforce that it is single-valued (e.g. the complex
logarithm function), and inherits analytic properties. The cut can be either an infinite
ray (constant angle), or a curve. The only requirement is that the function along the
cut is discontinuous such that it preserves its single-valuedness.
3. Complex differentiable: a function is complex differentiable if it is analytic. A complex
differentiable function is also infinitely differentiable.
4. Holomorphic: See analytic, strictly speaking these two terms are not entirely synonymous, although the small difference between them is of no consequence for applications
of the type described in this guide.
5. Meromorphic: A function that is analytic inside an annular domain.

11.2

Useful Series Representations

The following series representations are useful in invoking the methods described in Sections 6.2.3 and 6.2.4.
P
n
=
(|z| < 1)
n=0 z
P
zn
2. ez =
(|z| < )
n=0 n!
1.

1
1z

22

11 APPENDIX

11.2 Useful Series Representations

3. sin z =

4. cos z =

n z 2n+1
n=0 (1) (2n+1)!
n z 2n
n=0 (1) (2n)!

5. sinh z =

6. cosh z =

z 2n+1
n=0 (2n+1)!
z 2n
n=0 (2n)!

(|z| < )
(|z| < )

(|z| < )
(|z| < )

These series can be obtained from each other. For instance, the cos z series is yielded from
differentiation of the sin z series, and that the cosh z expansion can be found via the relation
cosh z = cos(iz). One can find series for tan z by polynomial division of the series expansions
for sin z/ cos z, etc. Of the above, one of the more useful expressions is series (1), which can
be used to find expressions for any form of the reciprocal of any difference or sum involving
a constant and any power of z. This is accomplished by substitution of z for an appropriate
form to find the desired expansion.
For example, in order to obtain the series representation for 1/(4 + z 2 ), begin with series
(1)

X
1
=
wn
1 w n=0

(|w| < 1)

Enforcing the substitution w = z 2 /4, the above equation becomes

X
z 2n
1
=
1 + (z 2 /4)
4n
n=0

(|z| < 2)

Multiplying and dividing both sides of the equation by a form of unity (i.e. 4/4)

X
1
4
z 2n
4

=
4 + z2
4 4n
n=0

X
z 2n
1
=
4 + z2
4n+1
n=0

(|z| < 1)

And, the desired expression has been obtained.

*N.B. Something that was not mentioned in this guide was the idea of the radius of convergence for power series expansions. This is to say that a function f (z) has a valid convergent
power series representation only within a certain radius |z|. The radius of convergence for
each of the above series has been noted parenthetically, and must be payed with close attention. It is important when finding series expansions to mind the radius of convergence,
elsewise the series expression arrived at will not be correct. Luckily, this is of little setback,
as all that is needed to do is to express the function in a fashion such that for all points
23

11 APPENDIX

11.3 Examples

z of a considered domain, the expanded term holds values that are within the radius of
convergence. This is easily accomplished by factorization.

11.3

Examples

11.3.1

Real Integration: Functional Replacement and ML Bound

The real integral

Z

1
dx
=
2
2x + 8
2

Z
0

dx
+4

x2

can be evaluated by first transposing the function f (x) contained in the integrand into a
complex function f (z),
f (z) =

z2

1
1
=
+4
(z + 2i)(z 2i)

The singularities at z = 2i are evident from the factorization on the RHS. A contour C
is chosen to be a semicircle in the upper-half plane centered at the origin with a radius
R chosen to be large enough to contain the singularity z = 2i. The semicircular arc that
excepts the real line is denoted by CR . The factor of (1/2) in the problem statement will be
neglected for now, and incorporated at the end. Residue theorem implies
Z R
Z
I
dx
dz
dz
=
+
= 2i Res f (z)
2
2
2
z=2i
R x + 4
CR z + 4
C z +4
Thus, the real integral can be expressed as
Z R
Z
dx
dz
= 2iRes f (z)
2
2
z=2i
R x + 4
CR z + 4
Letting R tend to infinity
Z

dx
= 2iRes f (z) lim
2
z=2i
R
x +4

Z
CR

dz
+4

z2

(20)

An expression similar to the original integral is arrived at. Next, prove the the complex
integral on the RHS is equal to zero by way of an ML bound. That is to say, find the
upperbound of the integral by way of the following inequality

Z


dz
 ML



2
CR z + 4
where M is the maximum value of the function on the contour, and L is the length of the
contour. Beginning with the representation of R before the limits are applied, by inspection,
the length of the contour L = R. Furthermore, the maximum value of the function is
obtained in the following manner:

24

11 APPENDIX

11.3 Examples



 1 
1


 z 2 + 4  = |z 2 + 4|
1
=
2
|z| + 4
1
=
2
R +4
= M
Then the product M L,
Z




CR


dz 
R
ML = 2

2
z +4
R +4

As R , the M L bound becomes

R
R2 + 4
/R
= lim
R 1 + 4/R2
= 0

ML =

lim

Since the upper bound of the integral is equal to zero, then the integral itself must be zero,
Z
dz
=0
2
CR z + 4
The only term left to compute is residue in Eqn. (20). This is done by functional replacement
of the complex function f (z)
f (z) =

1
(z)
=
(z + 2i)(z 2i)
z 2i

where
1
z + 2i
The residue at z = 2i is then equivalent to (2i)
(z) =

Res f (z) = (2i)

z=2i

1
(2i) + 2i
1
=
4i
=

25

11 APPENDIX

11.3 Examples

Inserting these results into Eqn. (20)

Z

dx
2
i
=
+4
4
i

=
2

x2

Notice that the function in the integrand of the real integral is even (f (x) = f (x)), this
allows one to obtain the result for the semi-infinite integral by dividing the result by a factor
of 2, that is to say
Z

dx
=
2
x +4
4
0
Finally, incorporating the factor of (1/2) that was contained in the original problem statement on the RHS, the above equation is multiplied by (1/2)
1
2

dx
1
=
+4
24

x2

Multiplying through on the left and right hand sides, yields the final result in its original
form
Z

dx
=
2
2x + 8
8
0
*N.B. The integral could have been solved via real integration by introducing the trigonometric substitutions
and dx = 2 sec2 d

x = 2 tan

followed by invoking the identity tan2 + 1 = sec2 . This would have yielded the result
Z
 
dx
1
1 x
=
tan
=
2x2 + 8
4
2 0
8
0
Since the inverse tangent function tends to (/2) as x .
11.3.2

Real Integration: Functional Replacement and Jordans Lemma

In order to integrate
Z

x sin xdx
.
x2 + 9

begin by taking the function f in the integrand into the complex domain (i.e. f (x) f (z)).
The complex-valued function f (z) is then

26

11 APPENDIX

11.3 Examples

zeiz
z2 + 9
It is more convenient to transpose the sine function into a complex exponential rather than
to a complex-valued sine function, as the sine term can be easily extracted by taking the
imaginary part of this integral, while a complex sine function would provide no such convenience. The singular points are located at the zeros of the polynomial in the denominator,
that is to say, when z 2 + 9 = 0. Solutions to this equation are found easily by factorization
f (z) =

zeiz
zeiz
=
z2 + 9
(z + 3i)(z 3i)
Singularities are located at z = 3i. A semicircular contour C is chosen, centered at z = 0,
with a sufficiently large radius R chosen such that the point z = 3i is contained within the
semicircular domain. The semicircular arc is denoted as CR . Note, that when choosing this
contour, the point z = 3i will not contribute to the value of the integral and is therefore
neglected in the subsequent analysis.
Applying residue theorem, and breaking up the integral into complex and real-valued
parts admits the following
I
C

ix

xe dx
+
x2 + 9
CR
Z R
R

zeiz dz
= 2i Res f (z)
z=3i
z2 + 9
iz
ze dz
= 2i Res f (z)
z=3i
z2 + 9
xeix dx
= 2i Res f (z)
z=3i
x2 + 9

Z
CR

zeiz dz
z2 + 9

Adjustments are then made to the limits of integration so that they fit those given in the
original problem, i.e. let R .
Z

lim

Z
xeix dx
= 2i Res f (z) lim
z=3i
R C
x2 + 9
Z R
ix
xe dx
= 2i Res f (z) lim
z=3i
R C
x2 + 9
R

zeiz dz
z2 + 9
zeiz dz
z2 + 9

(21)

Where the bounds have been informally represented as explicit limits of integration for the
real integral, and left in front of the complex integral on the RHS. The limit is not written
as being applied to the residue term, as the residue contains no further dependence on the
radius of the contour, provided that it was all ready contained in the domain interior to
it before the limit was taken. In order to solve the RHS of the above equation, begin by
proving the complex integral is equal to zero.
Since the complex integral contains a complex exponential, and given the limit of the
radius R of the contour tending to infinity, it is evident that the integral cannot be easily
27

11 APPENDIX

11.3 Examples

shown to be zero by way of an ML bound. Jordans lemma is invoked to prove this, but
before it can be used the function contained in the integrand must first be factored in the
same form as the statement of the theorem. That is to say, the function f (z) must be shown
capable of being expressed as f (z) = g(z)eiz , for some complex function g. This is easily
accomplished by examining the function in the integrand.
zeiz
= g(z)eiz
z2 + 9
where
z
+9
The function g immediately meets all the requirements of the theorem, there exists a radius
R0 < R for a positive semicircle in the upper half plane where g is analytic to all points
exterior. Then, by way of Jordans lemma, it can be said that
Z
Z
zeiz dz
= lim
g(z)eiz dz = 0
lim
R C
R C z 2 + 9
R
R
g(z) =

z2

The residue at z = 3i is determined by the so-called functional replacement. Rewriting f (z)

as
zeiz
z2 + 9
zeiz
=
(z + 3i)(z 3i)
(z)
=
z 3i

f (z) =

where
zeiz
z + 3i
The resulting expression shows a simple pole, the residue of the function f is equivalent to
the value of (z) at z = 3i.
(z) =

Res f (z) = (3i)

z=3i

(3i)e3i
=
(3i) + 3i
3e3
=
i
6
i
3
e
=
2
28

11 APPENDIX

11.3 Examples

Inputting this result into Eqn. (21)

Z

e3
xeix dx
=
2
i


2

x2 + 9
3
= ie

Taking the imaginary part of the above equation,




xeix dx
Im
= Im ie3
2
x +9
Z

x sin xdx

= 3
2
e
x + 9
Z

The desired result is obtained.

11.3.3

Real Integration: Integrals Containing Trigonometric Functions

Prove the integration formula

Z

d
=
5 + 4 sin
3

(22)

The function is difficult to integrate due to the sine functions location in the denominator.
The standard method of replacing the real sine function with a complex exponential provides
no easy method to isolate the sine function in order to retrieve the real-valued result. Thus,
since the limits of integration encompass all 2 radians of a circle, the methods of Section
8.4 can be used. Letting z = ei , the following substitutions are identified:
sin =

z z 1
2i

and
dz
iz
inserting these expressions into the original integral allows the integral to be taken into the
complex domain.
I
dz
1
1
|z|=1 5 + (4/2i)(z z ) iz
d =

The function contained in the integrand is manipulated until the residues can be recognized.

29

11 APPENDIX

11.3 Examples

1
1
1
1
=
1
1
5 + (4/2i)(z z ) iz
5 + (2/i)(z z ) iz
1
1
=
5 2i(z z 1 ) iz
1
1
=
1
5 2iz + 2iz iz
i
=
5z 2iz 2 + 2i
i
=
2
2iz 5z 2i
1/2
= 2
z + (5i/2)z 1
the quadratic formula is used to find the roots, z1 and z2 of the polynomial in the denominator.
1
11
z1 = i and z2 = i
4
4
Since the contour is designated as |z| = 1, it is evident that the only root, and hence
singularity, that is interior to it is the root z1 . Given these roots, the integral can be
expressed as
Z
(1/2)dz
|z|=1 (z z1 )(z z2 )
which can be written in the form of functional replacement,
(1/2)
(z)
where (z) =
z z1
z z2
Thus, the integral in the problem statement is equal to the product of 2i and the residue
at z = z1 . The residue is equivalent to (z1 ):

Res

z=z1

(1/2)
= (z1 )
(z z1 )(z z2 )
(1/2)
=
z1 z2
1
= i
6

Thus,
Z
|z|=1

(1/2)dz
1

= 2i Res f (z) = 2i( i) =

z=z1
(z z1 )(z z2 )
6
3
30

11 APPENDIX

11.3 Examples

Since this integral is equivalent to the original integral, it can then be said that
Z
d

=
3
5 + 4 sin
11.3.4

Real Integration: Strange Contours (Fresnel Integral)

The following integral

Z

cos x2 dx

(23)

can prove difficult only due to the odd choice of contour one must use in order to obtain
a solution. This integral is known as a Fresnel integral and arises in the field of optics
in the description of near field Fresnel diffraction. While the function is transcendental
when evaluating the integral over definite limits, a solution can be found when the bounds
are treated as semi-infinite. In fact, the convergence of the real integral over semi-infinite
bounds is suggested when looking at a trace of the function (Figure 4).

Figure 4 - A plot is shown of the Fresnel cosine function. The frequency increases with x.

As evident from above, the frequency of the function increases with x, until the wavelength
of the function tends to zero as x . The function oscillates above and below the x-axis,
suggesting that it is possible in the limit for large x, that sufficient contributions from the
area sweeped out by the function will be cancelled out by its negative and positive portions,
leading to a finite result. This is precisely the case, and this finite value of the integral is
found via complex integration.
The real-valued function f (x) = cos x2 is transposed into the complex domain as a
complex exponential f (z) = exp(iz 2 ). The complex function f is identified to hold no
singularities; however, this only suggests that the complex closed contour integral of this
function about any domain is zero, not that all path integrals making up the closed contour
31

11 APPENDIX

11.3 Examples

are themselves zero. Thus, a solution could still be obtained in this manner. In order
to choose a proper contour, begin by examining the behavior of the complex exponential
function in the complex plane, this is qualitatively shown in the figure below:

Figure 5 - The behavior of the function eiz is examined. In (a) the function is described along a positively
oriented closed circular contour. The regions where the function decays and increases are labelled. In (b), a
proposed quarter circle contour is shown that evades the increasing regions of the function. And, in (c) an
eighth circle is given, which is a contour that allows for the integration to yield a proper, finite value.

It is seen by inspection that, when examined along a positively oriented closed circular contour, the complex exponential function exp(iz 2 ) increases and decays in different quadrants.
The integral of the function in a region of growth is not capable of admitting a finite result
since the limits of integration (and hence the radius of any circular path) must eventually be
extended to infinity in accordance with the original problem. However, it would seem that
it is still possible to integrate, so long as the increasing regions of the function are avoided.
Thus, a first choice of contour could be the quarter-circle illustrated in Figure 5(b). However,
when choosing this contour, applying residue theorem, and taking limits, the solution to the
problem does not yield a value, but rather an identity:
Z
Z
2
cos x dx =
sin x2 dx
(24)
0

This is certainly nice to know, but a value of both these functions integrated over the
stipulated limits is still yet to be found. In order to integrate the function over the desired
bounds so as to obtain a finite result, the 1/8th circle, shown in Figure 5(c), is used.
Applying residue theorem to the system provides the following statement
I
2
eiz dz = 0
C

32

11 APPENDIX

11.3 Examples

where C is used to denote the closed contour shown in Figure 5(c). Notice how since there
are no residues contained within the contour, the contour integral of the function is equal
to zero. That is to say, residue theorem is reduced to Cauchys integral theorem in this
instance. The integral can further be broken up into a summation of path integrals, where
the sum of the paths is equivalent to the contour C.
Z
Z
Z
2
iz 2
iz 2
e dz
eiz dz = 0
(25)
e dz +
C2
C3
C1
| {z } | {z } | {z }
I

II

III

The integrals have been labelled as I, II, and III for convenient referencing, and each path
C1 , C2 , and C3 are as shown in Figure 5(c). Each integral is evaluated below.
Integral I
The only work that needs to be done on this integral is to parameterize it along the real
line, and take limits. Thus,
Z R
Z
2
iz 2
eix dx
e dz =
0

C1

since f (z) = f (x, y), and y = 0 for all points on the real line. Letting R , Integral I
becomes
Z
2
eix dx.
(26)
0

where it is noted that the real part of this integral can be taken to make this equation of the
same form as the original integral in the problem statement (Eqn. (22)).
Integral II
Since integral II has a complex-valued, nonconstant path, it would be convenient to prove
this integral tends to zero. This integral does indeed turn out to be identical to zero, by
way of Jordans lemma. This is shown by initially factoring the function in the integrand in
the following way
Z
Z
Z
iz 2
i(z 2 z) iz
e dz =
e
e dz =
g(z)eiz dz.
C2

C2

C2

The above equation is now in the form of the statement in Jordans lemma, where g(z) =
eiz(z1) . Since the function g is entire, that is, it is analytic for all points in the complex
plane, it meets the requirements for Jordans lemma. Thus, it can be said that
Z
2
eiz dz = 0
(27)
C2

Integral III
33

11 APPENDIX

11.3 Examples

For the third integral, the following parametrization is introduced

1+i
z(t) = ei(/4)t = t (0 t t0 )
2
it then follows that
1+i
dz = dt
2
for an appropriate value of t0 , such that dist|0, z(t0 )| = R. Inputting these substitutions into
integral III in Eqn. (25)
Z

iz 2

e dz =
C3

=
=
=

Z
h


2
1 + i t0

exp i ei 4 t
dt
2 0
 
Z
2 
1 + i t0
i 4 t2

exp i e
dt
2 0
Z
1 + i t0

exp(i2 t2 )dt
2 0
Z
1 + i t0 t2

e dt
2 0

Furthermore, if t0 is allowed to extend to infinity then

Z
Z
1 + i t2
iz 2
e dt
e dz =
2 0
C3
The parametrization has rendered the original integral into a Gaussian integral. The above
integral can be evaluated in a number of ways. Such methods include Feynmanns so-called
parametric integration, or by integrating the square of the integral in polar coordinates, or
by using the
gamma function (t). It is identified that the integral above is equivalent to
(3/2) = /2. Thus, the solution to the above equation can be written as
r
r


Z
1 + i t2
1+i

1
i

e dt =
=
+
(28)
2
2 2 2 2
2 0
2
Inserting Eqns. (25), (26), and (27) into (24), and solving for the real integral reveals
r
r
Z
1

2
eix dx =
+
2 2 2 2
0
Taking the real part of the above equation, and combining this result with the identity shown
in Eqn. (24), the solution is found to be
r
Z
Z
1
2
2
cos x dx =
sin x dx =
(29)
2 2
0
0
34

11 APPENDIX

11.3 Examples

Thus, demonstrating the importance of choosing an appropriate contour.

11.3.5

Complex Integration: Quotient Rule

To integrate
I

I
coth zdz =

cosh z
dz
sinh z

with the simple closed contour C taken to be the circle |z| = 1 is straightforward in the
respect that the contour is defined, as well as the function to be integrated. Singular points
of the function can be located by expressing the complex hyperbolic sine function in terms
of x and y.
sinh z = sinh x cos y + i cosh x sin y
It is clear that the zeroes of this functions are periodic since it involves trigonometric functions, with zeroes located at
sinh(in) = 0
where n is an integer. From this statement, all zeroes of the function lie on the y-axis
whereas only one singularity (corresponding to n = 0) is contained within the contour
|z| = 1. Application of residue theorem implies
I
coth zdz = 2i Res coth z
z=0

where the residue at z = 0 can be found by invoking the quotient rule of Section 6.2.2 with
p(z) = cosh z and q(z) = sinh z.
cosh z
sinh z
p(z)
=
q(z)

coth z =

Since p(0) 6= 0, q(0) = 0, and q 0 (0) = p(0) 6= 0, using the theorem is valid and the residue is
given by
Res coth z =
z=0

cosh(0)
=1
cosh(0)

Thus,
I
coth zdz = 2i.
|z|=1

35

11 APPENDIX

11.3.6

11.3 Examples

Finding Residues: Multiplication of Series

Suppose the residues of the function

f (z) =

ez
z(1 + z 2 )

are to be found. It is evident that these residues are located at z = 0 and z = i. While all of
these residues can be found via the method of functional replacement, replete examples have
all ready been shown illustrating this strategy. Thus, rather than focusing on this method,
this example will instead show how direct extraction of the residue from the functions series
expansion, corresponding to z = 0, is accomplished. The need for only this residue could
arise when considering a complex circular closed contour integral, centered at the origin,
with a contour of radius R < 1.
The methodology is straightforward: find a series representation centered about z = 0,
and locate the coefficient that corresponds to the series z 1 dependence, this coefficient is
the residue at that point. In order to find the series expansion of the whole function, the
function is first written as the following for clarity:
1
1 z
e
z
1 + z2
A series representation centered about z = 0 for the entire function above can be obtained by
multiplication of the known Maclaurin series among the constituent terms of the function.
That is to say, known expansions for each term in the above equation can be multiplied
together in order to obtain a combined series expansion for the whole function. From the
list given in Section 11.2, the following series are noted,
f (z) =

e =

X
zn
n=0

n!

and
X
1
=
(1)n z 2n
1 + z2
n=0
where the latter series follows from the replacement of z with z 2 in series (1). The term z 1
is all ready in the form of a series expansion centered about z = 0. Beginning by multiplying
the first few terms of following two known Maclaurin series




1 2 1 3
1 + z + z + z + . . . 1 z2 + z4 + . . .
2
6
1
1
= 1 + z + z2 + z3 + . . .
2
6

1
e
=
1 + z2
z

z2 z3 + . . .
ez

1
5
1
= 1 + z z2 z3 + . . .
2
1+z
2
6
36

11 APPENDIX

11.3 Examples

Finally, the z 1 term is multiplied through yielding the full expansion of the function f (z)
ez
1
1
5 2
=
+
1

z + ...
z(1 + z 2 )
z
2
6
Identifying the coefficient in front of the z 1 term as the residue provides the desired result.
Res
z=0

ez
=1
z(1 + z 2 )

Thus, while in this particular case it was not the quickest way to find the functions residue (as
functional replacement would have required much less work), direct extraction of the residue
from the power series expansion was shown to still be a possible method. Furthermore, for
some functions (e.g. exp(cos z)), this method can actually prove to be less tasking, so it is
important to not forget where residues come from.
11.3.7

Finding Residues: Division of Series

The Laurent series representation, centered about z = 0, of

1
1
can be found by division of series. Recall from the list in Section 11.2, that
f (z) =

e =

ez

X
zn
n=0

1
1
= 1 + z + z2 + z3 + . . .
n!
2
6

then the denominator of f becomes

1
1
ez 1 = z + z 2 + z 3 + . . .
2
6
the method proceeds by dividing this series into unity.
1
z

12 + . . .


z + 21 z 2 + 16 z 3 + . . . 1
1 + 21 z + 16 z 2 + . . .
21 z 61 z 2 + . . .
12 z 41 z 2 + . . .
1 2
1 3
z + 24
z + ...
12
The first term of the Laurent series that appears in the quotient of this division has the
necessary z 1 dependence, its coefficient then must be the residue.
1
=1
z=0 ez 1
As discussed earlier, usually only a small number of terms of the series need be computed in
order to find a residue.
Res

37