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In [[complex analysis]], a field in mathematics, the '''residue theorem''', sometimes called '''Cauchy's residue theorem''' (one of [[List of things named after Augustin-Louis Cauchy|many things named after]] [[Augustin-Louis Cauchy]]), is a powerful tool to evaluate [[line integral]]s of [[analytic function]]s over closed curves; it can often be used to compute real integrals as well. It generalizes the [[Cauchy integral theorem]] and [[Cauchy's integral formula]].  From a geometrical perspective, it is a special case of the [[Stokes' theorem|generalized Stokes' theorem]].


[[Image:Residue theorem illustration.png|right|250px|thumb|Illustration of the setting.]]


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The statement is as follows:
 
Suppose ''U'' is a [[simply connected]] [[open subset]] of the [[complex plane]], and ''a''<sub>1</sub>,...,''a''<sub>''n''</sub> are finitely many points of ''U''  and ''f'' is a [[function (mathematics)|function]] which is defined and [[holomorphic function|holomorphic]] on ''U'' \ {''a''<sub>1</sub>,...,''a''<sub>''n''</sub>}. If γ is a [[rectifiable curve]] in ''U'' which does not meet any of the ''a''<sub>''k''</sub>, and whose start point equals its endpoint, then
 
:<math>\oint_\gamma f(z)\, dz =
2\pi i \sum_{k=1}^n \operatorname{I}(\gamma, a_k)
\operatorname{Res}( f, a_k ). </math>
 
If γ is a [[Curve orientation|positively oriented]] [[Jordan curve|simple closed curve]], I(γ, ''a''<sub>''k''</sub>) = 1
if ''a''<sub>''k''</sub> is in the interior of γ, and 0 if not, so
:<math>\oint_\gamma f(z)\, dz =
2\pi i \sum \operatorname{Res}( f, a_k ) </math>
with the sum over those ''k'' for which ''a''<sub>''k''</sub> is inside γ.
 
Here, Res(''f'', ''a''<sub>''k''</sub>) denotes the [[residue (complex analysis)|residue]] of ''f'' at ''a''<sub>''k''</sub>, and I(γ, ''a''<sub>''k''</sub>) is the [[winding number]] of the curve γ about the point ''a''<sub>''k''</sub>. This winding number is an [[integer]] which intuitively measures how many times the curve γ winds around the point ''a''<sub>''k''</sub>; it is positive if γ moves in a counter clockwise ("mathematically positive") manner around ''a''<sub>''k''</sub> and 0 if γ doesn't move around ''a''<sub>''k''</sub> at all.
 
The relationship of the residue theorem to Stokes' theorem is given by the [[Jordan curve theorem]].  The general [[plane curve]] γ must first be reduced to a set of simple closed curves {γ<sub>''i''</sub>} whose total is equivalent to γ for integration purposes; this reduces the problem to finding the integral of ''f'' ''dz'' along a Jordan curve γ<sub>''i''</sub> with interior ''V''.  The requirement that ''f'' be holomorphic on ''U''<sub>0</sub> = ''U'' \ {''a''<sub>''k''</sub>} is equivalent to the statement that the [[exterior derivative]] ''d''(''f'' ''dz'') = 0 on ''U''<sub>0</sub>. Thus if two planar regions ''V'' and ''W'' of ''U'' enclose the same subset {''a''<sub>''j''</sub>} of {''a''<sub>''k''</sub>}, the regions ''V''\''W'' and ''W''\''V'' lie entirely in ''U''<sub>0</sub>, and hence <math>\scriptstyle\int_{V \backslash W} d(f \, dz) - \int_{W \backslash V} d(f \, dz)</math> is well-defined and equal to zero.  Consequently, the contour integral of ''f'' ''dz'' along γ<sub>''j''</sub> = ∂V is equal to the sum of a set of integrals along paths λ<sub>''j''</sub>, each enclosing an arbitrarily small region around a single ''a''<sub>''j''</sub>—the residues of ''f'' (up to the conventional factor 2π''i'') at {''a''<sub>''j''</sub>}.  Summing over {γ<sub>''j''</sub>}, we recover the final expression of the contour integral in terms of the winding numbers {I(γ, ''a''<sub>''k''</sub>)}.
 
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.
 
==Example==
The integral
 
:<math>\int_{-\infty}^\infty {e^{itx} \over x^2+1}\,dx</math>
 
[[Image:ContourDiagram_j.png|right|300px|thumb|The contour C.]]
 
arises in [[probability theory]] when calculating the [[characteristic function (probability theory)|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 integral|contour integrals]].
 
Suppose ''t'' > 0 and define the contour ''C'' that goes along the [[real number|real]] line from −''a'' to ''a'' and then counterclockwise along a semicircle centered at 0 from ''a'' to −''a''. Take ''a'' to be greater than 1, so that the [[imaginary number|imaginary]] unit ''i'' is enclosed within the curve.  The contour integral is
 
:<math>\int_C {f(z)}\,dz =\int_C {e^{itz} \over z^2+1}\,dz.</math>
 
Since ''e''<sup>''itz''</sup> is an [[entire function]] (having no [[mathematical singularity|singularities]] at any point in the complex plane), this function has singularities only where the denominator ''z''<sup>2</sup> + 1 is zero.   Since ''z''<sup>2</sup> + 1 = (''z'' + ''i'')(''z'' − ''i''), that happens only where ''z'' = ''i'' or ''z'' = −''i''.  Only one of those points is in the region bounded by this contour.  Because ''f''(''z'') is
 
: <math>\begin{align}
\frac{e^{itz}}{z^2+1} & =\frac{e^{itz}}{2i}\left(\frac{1}{z-i}-\frac{1}{z+i}\right) \\
& =\frac{e^{itz}}{2i(z-i)} -\frac{e^{itz}}{2i(z+i)} ,
\end{align}</math>
 
the [[residue (complex analysis)|residue]] of ''f''(''z'') at ''z'' = ''i'' is
 
:<math>\operatorname{Res}\limits_{z=i}f(z)={e^{-t}\over 2i}.</math>
 
According to the residue theorem, then, we have
 
:<math>\int_C f(z)\,dz=2\pi i\cdot\operatorname{Res}\limits_{z=i}f(z)=2\pi i{e^{-t} \over 2i}=\pi e^{-t}.</math>
 
The contour ''C'' may be split into a "straight" part and a curved arc, so that
 
:<math>\int_{\mathrm{straight}} f(z)\,dz+\int_{\mathrm{arc}} f(z)\,dz=\pi e^{-t}\,</math>
 
and thus
 
:<math>\int_{-a}^a f(z)\,dz =\pi e^{-t}-\int_{\mathrm{arc}} f(z)\,dz.</math>
 
Using some [[Estimation lemma|estimations]], we have
 
:<math>\left|\int_{\mathrm{arc}}{e^{itz} \over z^2+1}\,dz\right| \leq \int_{\mathrm{arc}}\left|{e^{itz} \over z^2+1}\right| dz \le \int_{\mathrm{arc}}{1 \over |z^2+1|}dz\leq \int_{\mathrm{arc}}{1 \over a^2-1}dz =  \frac{\pi a}{a^2-1}.</math>
 
and  
:<math>\lim_{a \to \infty} \frac{\pi a}{a^2-1} =  0.</math>
 
Note that, since ''t'' > 0 and for complex numbers in the upper halfplane the argument lies between 0 and π, one can estimate
 
:<math>\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.</math>
 
Therefore
 
:<math>\int_{-\infty}^\infty {e^{itz} \over z^2+1}\,dz=\pi e^{-t}.</math>
 
If ''t'' < 0 then a similar argument with an arc ''C' '' that winds around −''i'' rather than ''i'' shows that
 
[[Image:ContourDiagram2_j.png|right|300px|thumb|The contour C'.]]
 
:<math>\int_{-\infty}^\infty{e^{itz} \over z^2+1}\,dz=\pi e^t,</math>
 
and finally we have
 
:<math>\int_{-\infty}^\infty{e^{itz} \over z^2+1}\,dz=\pi e^{-\left|t\right|}.</math>
 
(If ''t'' = 0 then the integral yields immediately to elementary calculus methods and its value is π.)
 
==See also==
* [[Cauchy's integral formula]]
* [[Jordan's lemma]]
* [[Methods of contour integration]]
* [[Morera's theorem]]
* [[Nachbin's theorem]]
* [[Residue at infinity]]
* [[Logarithmic form]]
 
==References==
 
; General references
{{refbegin}}
* {{citation|authorlink=Lars Ahlfors|first = Lars|last = Ahlfors|title = Complex Analysis|publisher = McGraw Hill|year = 1979|ISBN = 0-07-085008-9}}
* {{citation|first=Dragoslav|last=Mitronivić|first2=Jovan|last2=Kečkić|title=The Cauchy method of residues: Theory and applications|publisher=D. Reidel Publishing Company|year=1984|ISBN=90-277-1623-4}}
* {{citation|authorlink=Ernst Leonard Lindelöf|first = Ernst|last=Lindelöf|title=Le calcul des résidus et ses applications à la théorie des fonctions|publisher=Editions Jacques Gabay|year=1905|publication-date=1989|ISBN=2-87647-060-8}}
{{refend}}
 
==External links==
* {{springer|title=Cauchy integral theorem|id=p/c020900}}
* [http://mathworld.wolfram.com/ResidueTheorem.html Residue theorem] in [[MathWorld]]
* [http://math.fullerton.edu/mathews/c2003/ResidueCalcMod.html Residue Theorem Module by John H. Mathews]
 
[[Category:Theorems in complex analysis]]
[[Category:Analytic functions|analytic functions]]

Revision as of 00:50, 28 December 2013

In complex analysis, a field in mathematics, the residue theorem, sometimes called Cauchy's residue theorem (one of many things named after Augustin-Louis Cauchy), is a powerful tool to evaluate line integrals of analytic functions over closed curves; it can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula. From a geometrical perspective, it is a special case of the generalized Stokes' theorem.

Illustration of the setting.

The statement is as follows:

Suppose U is a simply connected open subset of the complex plane, and a1,...,an are finitely many points of U and f is a function which is defined and holomorphic on U \ {a1,...,an}. If γ is a rectifiable curve in U which does not meet any of the ak, and whose start point equals its endpoint, then

If γ is a positively oriented simple closed curve, I(γ, ak) = 1 if ak is in the interior of γ, and 0 if not, so

with the sum over those k for which ak is inside γ.

Here, Res(f, ak) denotes the residue of f at ak, and I(γ, ak) is the winding number of the curve γ about the point ak. This winding number is an integer which intuitively measures how many times the curve γ winds around the point ak; it is positive if γ moves in a counter clockwise ("mathematically positive") manner around ak and 0 if γ doesn't move around ak at all.

The relationship of the residue theorem to Stokes' theorem is given by the Jordan curve theorem. The general plane curve γ must first be reduced to a set of simple closed curves {γi} whose total is equivalent to γ for integration purposes; this reduces the problem to finding the integral of f dz along a Jordan curve γi with interior V. The requirement that f be holomorphic on U0 = U \ {ak} is equivalent to the statement that the exterior derivative d(f dz) = 0 on U0. Thus if two planar regions V and W of U enclose the same subset {aj} of {ak}, the regions V\W and W\V lie entirely in U0, and hence is well-defined and equal to zero. Consequently, the contour integral of f dz along γj = ∂V is equal to the sum of a set of integrals along paths λj, each enclosing an arbitrarily small region around a single aj—the residues of f (up to the conventional factor 2πi) at {aj}. Summing over {γj}, we recover the final expression of the contour integral in terms of the winding numbers {I(γ, ak)}.

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.

Example

The integral

The contour C.

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 t > 0 and define the contour C that goes along the real line from −a to a and then counterclockwise along a semicircle centered at 0 from a to −a. Take a to be greater than 1, so that the imaginary unit i is enclosed within the curve. The contour integral is

Since eitz is an entire function (having no singularities at any point in the complex plane), this function has singularities only where the denominator z2 + 1 is zero. Since z2 + 1 = (z + i)(zi), that happens only where z = i or z = −i. Only one of those points is in the region bounded by this contour. Because f(z) is

the residue of f(z) at z = i is

According to the residue theorem, then, we have

The contour C may be split into a "straight" part and a curved arc, so that

and thus

Using some estimations, we have

and

Note that, since t > 0 and for complex numbers in the upper halfplane the argument lies between 0 and π, one can estimate

Therefore

If t < 0 then a similar argument with an arc C' that winds around −i rather than i shows that

The contour C'.

and finally we have

(If t = 0 then the integral yields immediately to elementary calculus methods and its value is π.)

See also

References

General references

Template:Refbegin

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