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| − | The '''residue calculus''' is a method of definite [[integration]] which relies heavily on [[Cauchy's residue theorem]]. The idea is to rewrite a definite integral on the [[real]] line as limit of integrals in the [[complex]] plane which are, in some sense, easier to compute. | + | The '''residue calculus''' is a method of definite [[integration]] which relies heavily on [[Cauchy's residue theorem]]. The idea is to rewrite a definite integral on the [[real]] line as limit of integrals in the [[complex plane]] which are, in some sense, easier to compute. |
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| | Some mathematicians reject the method of residue calculus, as it does not rely on [[elementary proof]]s. | | Some mathematicians reject the method of residue calculus, as it does not rely on [[elementary proof]]s. |
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| | ==Example== | | ==Example== |
| − | Here is a simple example. Suppose we want to find the integral of <math>\log(x)/(1+x^2)</math> from 0 to <math>\infty</math>. We begin by choosing an [[analytic]] branch of the logarithm, defined everywhere in <math>\mathbb{C}</math> except for the line consisting of negative purely imaginary numbers (that is, <math>\log(z)=\log|z|+i\arg(z)</math> where <math>\arg(z)</math> is specified to take values in <math>(-\pi/2,3\pi/2)</math>. Now, choose real numbers <math>r,R</math> where <math>0<r<1</math> and <math>R>1</math>. Then, let <math>\Gamma(r,R)</math> be the positively oriented contour consisting of the clockwise upper semicircular arc from <math>-r</math> to <math>r</math>, the directed line segment from <math>r</math> to <math>R</math>, the anticlockwise semicircular arc from <math>R</math> to <math>-R</math>, and the directed line segment from <math>-R</math> to <math>-r</math> (this looks like a rainbow in the complex plane). | + | Here is a simple example. Suppose we want to find the [[integral]] of <math>\log(x)/(1+x^2)</math> from 0 to <math>\infty</math>. We begin by choosing an [[analytic]] branch of the [[logarithm]], defined everywhere in <math>\mathbb{C}</math> except for the line consisting of negative purely imaginary numbers (that is, <math>\log(z)=\log|z|+i\arg(z)</math> where <math>\arg(z)</math> is specified to take values in <math>(-\pi/2,3\pi/2)</math>. Now, choose real numbers <math>r,R</math> where <math>0<r<1</math> and <math>R>1</math>. Then, let <math>\Gamma(r,R)</math> be the positively oriented [[contour]] consisting of the clockwise upper semicircular [[arc]] from <math>-r</math> to <math>r</math>, the directed [[line segment]] from <math>r</math> to <math>R</math>, the anticlockwise semicircular arc from <math>R</math> to <math>-R</math>, and the directed line segment from <math>-R</math> to <math>-r</math> (this looks like a rainbow in the complex plane). |
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| − | The reason we chose this contour is that it necessarily avoids the inevitable singularity of the logarithm at 0, and it includes inside of it, the pole of the function <math>f(z)=log(z)/(1+z^2)</math>. By Cauchy's residue theorem, we have <math>I:=\int_{\Gamma(r,R)}f(z)\,dz</math>= <math>2\pi i</math> times the residue of the pole at <math>z=i</math>. This is easily calculated, and it is equal to <math>\pi/4</math>. Thus, the integral evaluates to <math>\pi^2 i/2</math>. | + | The reason we chose this contour is that it necessarily avoids the inevitable singularity of the logarithm at 0, and it includes inside of it, the pole of the function <math>f(z)=log(z)/(1+z^2)</math>. By Cauchy's residue theorem, we have <math>I:=\int_{\Gamma(r,R)}f(z)\,dz</math>= <math>2\pi i</math> times the residue of the [[pole]] at <math>z=i</math>. This is easily calculated, and it is equal to <math>\pi/4</math>. Thus, the integral evaluates to <math>\pi^2 i/2</math>. |
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| − | The idea is to now take <math>r\rightarrow 0^+</math> and <math>R\rightarrow\infty</math>. Some easy calculations (left to the reader) show that the integrals along the semicircular arcs vanish, leaving us with only the integrals along the real axes. For <math>(0,\infty)</math> we get back the integral we are trying to calculate <math>I</math>, and on <math>(-\infty,0)</math> we get (since arg here is equal to <math>\pi i</math>): <math>I+\pi i\int_{-\infty}^0 dz/(1+z^2)=I+\pi^2 i/2</math>. Thus, plugging everything back in, <math>2I+\pi^2 i/2=\pi^2 i/2</math>, so <math>I=0</math>. | + | The idea is to now take <math>r\rightarrow 0^+</math> and <math>R\rightarrow\infty</math>. Some easy calculations (left to the reader) show that the integrals along the semicircular arcs vanish, leaving us with only the integrals along the [[real axes]]. For <math>(0,\infty)</math> we get back the integral we are trying to calculate <math>I</math>, and on <math>(-\infty,0)</math> we get (since arg here is equal to <math>\pi i</math>): <math>I+\pi i\int_{-\infty}^0 dz/(1+z^2)=I+\pi^2 i/2</math>. Thus, plugging everything back in, <math>2I+\pi^2 i/2=\pi^2 i/2</math>, so <math>I=0</math>. |
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| | [[Category:Mathematics]] | | [[Category:Mathematics]] |
| | [[Category:Calculus]] | | [[Category:Calculus]] |