Complex Variables & Integral Transforms: MATH-6640, Spring 2005, Assignment 3 Solutions, Assignments of Mathematics

The solutions to assignment 3 for the course complex variables and integral transforms with applications (math-6640) offered in spring 2005. The solutions involve calculating integrals using complex analysis and the residue theorem.

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2011/2012

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MATH-6640 Spring 2005
COMPLEX VARIABLES AND INTEGRAL TRANSFORMS WITH APPLICATIONS
Assignment 3 Solutions
1. Show that
I=Z
0
x6
(a4+x4)2dx =32π
16a,
where ais real and positive.
Consider
J=IC
z6
(a4+z4)dz,
where the contour Cis traversed in the positive direction and consists of the straight segment from
z=Rto z=Rand the upper semicircle of radius Rcentered at z= 0.We take R > a > 0.
-R R
C
Re z
Im z
O
o
o
The integrand has double poles at z4+a4= 0,i.e., at z=±aeiπ/4and z=±ae3iπ/4.Only those
corresponding to the upper signs are within C. To find the residues it is best to expand the integrand
in a Laurent series. If z0denotes one of the poles, then on setting z=z0+tand expanding about
t= 0 one obtains, after some algebra, the Laurent expansion
f(z) = z6
(a4+z4)=(z0+t)6
(a4+ (z)+t)4=1
16t2+3
16z0t+··· .
Thus the residue, being the coefficient of 1/t, is 3/(16z0).By the residue theorem, then,
J= 2πi hRes f(z), z =aeiπ/4+ Res f(z), z =aei3π/4i
= 2πi 3
16aeiπ/4+e3π/4
=32π
8a.
Let JRbe the contribution to Jfrom the straight portion [R, R] of Cand JΓfrom the curved
portion Γ.Since zf (z)0 as z on Γ, JΓ0 as R .At the same time, JR2I.
Therefore, J=JR+JΓ2Iand we obtain
i=3π
16a.
2. For areal and positive, show that
I1=Z
0
(1 + x2) cos ax
1 + x2+x4dx =π
3exp(3a/2) cos(a/2),
and
I2=Z
0
xsin ax
1 + x2+x4dx =π
3exp(3a/2) sin(a/2).
1
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MATH-6640 Spring 2005 COMPLEX VARIABLES AND INTEGRAL TRANSFORMS WITH APPLICATIONS

Assignment 3 Solutions

  1. Show that

I =

0

x 6

(a^4 + x^4 )^2

dx =

2 π

16 a

where a is real and positive.

Consider

J =

C

z^6

(a^4 + z^4 )

dz,

where the contour C is traversed in the positive direction and consists of the straight segment from z = −R to z = R and the upper semicircle of radius R centered at z = 0. We take R > a > 0.

-R R

C

Re z

Im z

O

o o

The integrand has double poles at z^4 + a^4 = 0, i.e., at z = ±aeiπ/^4 and z = ±ae^3 iπ/^4. Only those corresponding to the upper signs are within C. To find the residues it is best to expand the integrand in a Laurent series. If z 0 denotes one of the poles, then on setting z = z 0 + t and expanding about t = 0 one obtains, after some algebra, the Laurent expansion

f (z) =

z^6

(a^4 + z^4 )

(z 0 + t)^6

(a^4 + (z) + t)^4

16 t^2

16 z 0 t

Thus the residue, being the coefficient of 1/t, is 3/(16z 0 ). By the residue theorem, then,

J = 2πi

[

Res

f (z), z = ae iπ/ 4

  • Res

f (z), z = ae i 3 π/ 4

)]

= 2πi

16 a

[

e −iπ/ 4

  • e − 3 π/ 4

]

2 π

8 a

Let JR be the contribution to J from the straight portion [−R, R] of C and JΓ from the curved portion Γ. Since zf (z) → 0 as z → ∞ on Γ, JΓ → 0 as R → ∞. At the same time, JR → 2 I. Therefore, J = JR + JΓ → 2 I and we obtain

i =

π

16 a

  1. For a real and positive, show that

I 1 =

0

(1 + x^2 ) cos ax

1 + x^2 + x^4

dx =

π √ 3

exp(−

3 a/2) cos(a/2),

and

I 2 =

0

x sin ax

1 + x^2 + x^4

dx =

π √ 3

exp(−

3 a/2) sin(a/2).

Hint: Do both parts together. Note that

I 1 =

0

[g(x) + g(−x)] cos ax dx =

−∞

g(x) cos ax dx

and similarly,

I 2 =

−∞

g(x) sin ax dx,

where

g(x) =

1 − x + x^2

Consider, therefore,

J =

C

g(z)e iaz dz

on an appropriate contour C.

We follow the hint and consider

J =

C

f (z) dz

where

f (z) = g(z)e iaz =

eiaz

1 − z + z^2

and C is the same contour as in the preceding example. The only singularity of f (z) within C is the simple pole at z 0 = (1 +

3 i)/ 2 , where the residue is

Res (f (z), z = z 0 ) =

e iaz 0

2 z 0 − 1

3 i

exp

ia

2

3 a

2

Therefore, according to the residue theorem,

J =

2 π √ 3

exp

ia

2

3 a

2

Since g(z) → 0 uniformly on the semicircular part of the contour, Jordan’s lemma applies and JΓ → 0 as R → ∞. One is then left with

I 1 + I 2 =

−∞

g(x)e

iax dx

J

π √ 3

e −

√ 3 a/ 2

cos

a

2

  • i sin

a

2

The values of I 1 and I 2 follow.

  1. Show that for 0 < a < 2 ,

I 1 =

0

x a− 1

1 + x + x^2

dx =

2 π √ 3

cos

π+2πa 6

sin πa

and

I 2 =

0

xa−^1

1 − x + x^2

dx =

2 π √ 3

sin

π+2πa 3

sin πa

Hint: Consider

J =

C

z a− 1

1 + z + z^2

dz

Comparing real and imaginary parts,

I 2 =

2 π √ 3

sin

(2a+1)π 3 sin aπ

I 1 = I 2 cos aπ −

2 π √ 3

cos

(2a + 1)π

3

2 π √ 3

cos

(2a+1)π 6 sin aπ

  1. Show that (^) ∫ ∞

0

dx

xα(x + 1)

π

sin πα

Hint: Integrate f (z) = 1 zα(z+1) around the contour shown below. The contour suggests how to select the branch cut.

-1 O^ R Re z

Im z

C L

L

Γ

ε +

-

Figure for problem 4.

We note that for the integral

I =

0

dx

xα(x + 1)

to converge, α must satisfy 0 < α < 1. Consider the contour integral

J =

C

z −α

1 + z

dz,

where C is the contour shown above. There are branch points at z = 0 and z = ∞. We have selected the cut to lie on the positive real axis, and we let z = re iθ , with 0 ≤ θ < 2 π. We shall use the branch z−α^ = r−αe−iαθ^.

The only singularity within the contour is the pole at z = −1 where the residue is

Res

z−α

1 + z

, z = − 1

= e −iπα .

Then, by the residue theorem, J = 2iπe −iπα .

Since z z−α 1+z →^0 both as^ z^ →^0 and^ z^ → ∞,^ the large circle^ Γ^ and the small circle^ C^ do not contribute as R → ∞ and  → 0. We are only left with contributions from the line segments L+ and L−. On L+, z = re i 0 , so that in the limit,

JL+ =

0

r−α

(r + 1)

dr = I.

On L−, z = re^2 iπ^ , so that in the limit,

JL− = −

0

e − 2 iπα r −α

(r + 1)

dr = −e − 2 iπα I.

With J = J+ + J−, we get, following simple algebra,

I =

π

sin πα

  1. Prove that

I =

0

sin ax

e^2 πx^ − 1

dx =

coth

a

2

2 a

, a > 0.

Hint: Integrate eiaz^ /(e^2 πz^ − 1) around the rectangle of sides x = 0, R; y = 0, 1 , suitably indented at 0 and i.

Re z

Im z

O

i

R

R+i

γ

γ

1

2

Consider

J =

C

f (z) dz

where

f (z) =

e iaz

e^2 πz^ − 1

and C is the rectangular indented contour shown above. The circular segments γ 1 and γ 2 are each of vanishingly small radius .

The singularities of f (z) are simple poles at ni; n = 0, ± 1 , ± 2 , · · ·. Since none of the singularities lie within C, J = 0. Therefore,

∫ (^) R



e iax

e^2 πx^ − 1

dx +

R

e −a+iax

e^2 πx^ − 1

dx +

0

ie ia(R+iy)

e^2 π(R+iy)^ − 1

dy +

1 −

ie −ay

ei^2 πy^ − 1

dy +

γ 1

f dz +

γ 2

f dz = 0.

Note that ∫

γ 1

f dz = −

2 πi

4

Res (f (z), z = 0) = −

i

4

γ 2

f dz = −

2 πi

4

Res (f (z), z = i) = −

ie−a

4