TOPICS
Search

Contour Integration


Contour integration is the process of evaluating a contour integral along a contour in the complex plane. For a positively oriented simple closed contour, the residue theorem expresses the contour integral of a meromorphic function as 2pii times the sum of its complex residues inside the contour, provided it has no poles on the contour.

ContourIntegral

Let P and Q be polynomials of polynomial degree n and m, respectively, and suppose Q has no zeros on the real axis. For m>=n+2, the improper integral is given by

 int_(-infty)^infty(P(x))/(Q(x))dx=lim_(R->infty)int_(-R)^R(P(x))/(Q(x))dx.
(1)

Let gamma_R consist of the segment from -R to R along the real axis, followed by the semicircle z=Re^(itheta), 0<=theta<=pi, in the upper half-plane. For R large enough to include all poles in the upper half-plane, the residue theorem gives

int_(gamma_R)(P(z))/(Q(z))dz=int_(-R)^R(P(x))/(Q(x))dx+I_R
(2)
=2piisum_(Im[z]>0)Res[(P(z))/(Q(z))],
(3)

where Res denotes the complex residue at each indicated pole. Solving for the integral along the real axis gives

 int_(-R)^R(P(x))/(Q(x))dx=2piisum_(Im[z]>0)Res[(P(z))/(Q(z))]-I_R,
(4)

where

 I_R=int_0^pi(P(Re^(itheta)))/(Q(Re^(itheta)))iRe^(itheta)dtheta.
(5)

The triangle inequality and the leading terms of the polynomials give

 |I_R|<=piRmax_(0<=theta<=pi)|(P(Re^(itheta)))/(Q(Re^(itheta)))|=O(R^(n+1-m)),
(6)

so I_R->0 as R->infty. Consequently,

 int_(-infty)^infty(P(x))/(Q(x))dx=2piisum_(Im[z]>0)Res[(P(z))/(Q(z))].
(7)

For m>=n+1 and a>0, Jordan's lemma makes the semicircle contribution vanish for the oscillatory integral, yielding

 int_(-infty)^infty(P(x))/(Q(x))e^(iax)dx=2piisum_(Im[z]>0)Res[(P(z))/(Q(z))e^(iaz)].
(8)

If P and Q have real coefficients, taking the real part and imaginary part gives

 int_(-infty)^infty(P(x))/(Q(x))cos(ax)dx=-2piIm{sum_(Im[z]>0)Res[(P(z))/(Q(z))e^(iaz)]}
(9)
 int_(-infty)^infty(P(x))/(Q(x))sin(ax)dx=2piRe{sum_(Im[z]>0)Res[(P(z))/(Q(z))e^(iaz)]}.
(10)

See also

Cauchy Integral Formula, Cauchy Integral Theorem, Complex Residue, Contour, Contour Integral, Inside-Outside Theorem, Jordan's Lemma, Sine Integral

Explore with Wolfram|Alpha

References

Arfken, G. Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 406-409, 1985.Krantz, S. G. "Applications to the Calculation of Definite Integrals and Sums." §4.5 in Handbook of Complex Variables. Boston, MA: Birkhäuser, pp. 51-63, 1999.Morse, P. M. and Feshbach, H. Methods of Theoretical Physics, Part I. New York: McGraw-Hill, pp. 353-356, 1953.Whittaker, E. T. and Watson, G. N. "The Evaluation of Certain Types of Integrals Taken between the Limits -infty and +infty," "Certain Infinite Integrals Involving Sines and Cosines," and "Jordan's Lemma." §6.22-6.222 in A Course in Modern Analysis, 4th ed. Cambridge, England: Cambridge University Press, pp. 113-117, 1990.

Referenced on Wolfram|Alpha

Contour Integration

Cite this as:

Weisstein, Eric W. "Contour Integration." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ContourIntegration.html

Subject classifications