12

Lecture 14

(II) Integrals of the form ( ) f x dx

}
.
The integral ( ) f x dx

}
is defined as
( ) lim ( ) lim ( )
c b
a b
a c
f x dx f x dx f x dx

= +
} } }
.

If the limit on RHS does not exist, or gives an indeterminate
form , ( ) f x dx

}
does not exist. In this case, we define
Cauchy Principle Value of ( ) f x dx

}
as
. . ( ) lim ( )
r
r
r
p v f x dx f x dx

=
} }
.
Example. For f(x) = x, the integral ( ) f x dx

}
does not exist but

2 2
. . lim lim( ) 0
2 2
r
r r
r
r r
p v x dx x dx

= = =
} }
.
Note that if ( ) f x dx

}
exists, ( ) . . ( ) f x dx p v f x dx


=
} }
.
13

Using the method of residues, the Principle Value of above type
of real integrals can be found. We need the following
Proposition for this purpose:

Proposition. Let
(i) f(z) be analytic in Im z > 0, except for having finitely many
singularities in Im z > 0
(ii)
0 0
1
( ) , , , , 0.
M
f z for z R for some M R
z
o
o
+
< > >
Then, lim ( ) 0, : , Im 0
R
R
R
C
f w dw where C w R w

= = >
}
.
Remarks.

(i) The conditions of the proposition are satisfied if

(a) f(z) is analytic in some neighbourhood of z = (i.e. outside
of some disk centered at origin) and, at z = , f(z) has a zero of
order 2 > .

For, in this case, Laurents expansion of f(z) in the
neighbourhood of z = , is of the form


3 2
0
2 3 2
( )
( ) ... , ( )
d d z
f z where z M for z R
z z z

= + + < >

the conditions of the proposition
0
2
( )
M
f z for z R
z
< > is
satisfied if f(z) has a zero of order 2 > at z = .
14

(b)
( )
( )
( )
P z
f z
Q z
= , ( ), ( ) P z Q z polynomials, and
degree of denominator degree of numerator 2 > .

In this case, ( ) f z has a zero of order 2 > at z = , so that by (i),
the conditions of the proposition are satisfied


Proof of the Proposition. For
0
R R > ,

1
( ) ( ) . 0
R R
C C
M M
f w dw f w dw R as R
R R
o o
t
t
+
s < =
} }
.









15

Theorem. Let

(i) f(z) be analytic in Im 0 z > except for having finitely many
singular points , 1,2,..., Im 0
k
z k N in z = >
(ii)
0 0
1
( ) , , , 0
M
f z for z R for some R M
z
o
o
+
< > >
Then, . . ( ) p v f x dx

}
exists and

| |
1
. . ( ) 2 ( )
k
n
z z
k
p v f x dx i res f z t

=
=

=

}
.

Proof. Let
0
1,...,
k
z R for k N < = . For
0
R R > , let


{ } { }
: : , 0 : ,Im 0
R
z x iy R x R y z z R z I = + s s = = >

By Cauchy Residue Theorem,

| |
1
( ) ( ) ( ) 2 ( )
k
R R
R
N
z z
k
R C
f z dz f x dx f z dz i res f z t
=
=
I
= + =

} } }

where,
R
C is the counterclockwise oriented semicircle
{ }
: ,Im 0 z z R z = > .
Using the proposition, it follows that the limit of second
integral on LHS is 0 as R .

| |
1
. . ( ) 2 ( )
k
N
z z
k
p v f x dx i res f z t

=
=

=

}

16

Example. Evaluate
4
1
1
dx
x

+
}

Solution. Since the above integral exists,
4 4
1 1
. .
1 1
dx p v dx
x x


=
+ +
} }
. Let
f(z) =
4
1
1 z +
. It has singular points at
2
1/4
4
( 1) , 0,1,2,3.
ik i
k
z e k
t t +
= = = Therefore,

/4 3 /4 5 /4 3 /4 7 /4
4
0 1 2 3
, , ,
i
i i i i i
z e z e z e e z e e
t
t t t t t

= = = = = = .
Only
0 1
z and z lie in Im 0 z > and the conditions of the previous
theorem are satisfied.
/4 3 /4
/4 3 /4
4 4
3 3
1 1
2
1 1
1 1
2
4 4
i i
i i
z e z e
e e
I i res res
z z
i
z z
t t
t t
t
t
= =
(
= +
(
+ +
(
| | | |
= +
| |
(
\ . \ .



/4 2 /4
3 /4 9 /4
2 1 1
.
4 2
i i i
i i
i i
e e e
e e
t t t
t t
t t
(
(
= + = +
(

/4 /4
2
2 sin
2 4 4
2
i i
i i
e e i
t t
t t t t
| |
(
= + = =
|

\ .
.
Note. If f(x) is an even function, then
0
( ) f x dx

}
can also be
evaluated by this method.
17

(III) Integrals of the form ( )
i x
e f x dx
o

}
, 0 o >
(Fourier Integrals)

We need the following result:

Jordans Lemma: Let,

(i) ( ) f z be analytic in Im 0 z > except for having finitely
many singular poits

(ii)
{ }
( ) 0 : 0 arg f z uniformly as z in z z t < < .

Then, for 0 o > , lim ( ) 0
R
i w
R
C
e f w dw
o

=
}
, where
R
C is the
semicircle , Im 0 z R z = > .

Proof. We use the Jordans inequality


2 sin
1, 0 / 2 for
u
u t
t u
s s s s

(Proof of Jordans inequality: we first show that if f(t) is + as
t|, then
0
1
( ) ( )
t
F t f x dx
t
=
}
0 t > , is also decreasing with t|.
Obviously, ( ) ( ) F t f t for all t > . Therefore,
18

2
0
1 ( ) ( ) ( )
( ) ( ) 0
t
f t F t f t
F t f x dx
t t t
t
'
= + = + <
}
( ) F t as t + |.

Applying this result to cos 0 / 2 in u u t s s (since cosu is + in
this interval), it follows that

0
1 sin
cos 0
2
x dx is in
u
u t
u
u u
= + s s
}
2 sin
1
u
t u
s s )

Now, by hypothesis,

( ) ( ) , ( ) 0
R
f z R on C where R as R < .
sin
0 0
/2
sin
( ( ) ( ))
0
( )
2
R
i w i w R
R R
C
R
R
using f f
e f w dw R e d R e d
R e d
t t
o o o
t
o
t

=
< =
=
} } }
}

2
/2
.
( ' )
0
( ) 2
(1 ) 0
R
R
i w
R
using Jordan s inequality
C
R
R
e f w dw R e d
e as R

t
o
o
t
o

t

o

s
=
} }
.

19

Theorem. Let f(z) be analytic in Im 0 z > except for having
finitely many singularities in Im 0 z > . Let f(z) satisfy the
conditions of Jordans Lemma. Then, the integral
. . ( ) , 0,
i x
p v e f x dx
o
o

>
}
exists and is given by

1
. . ( ) 2 ( )
k
n
i x i z
z z
k
p v e f x dx i res e f z
o o
t

=
=

(
=

}

where
k
z are the singularities of f(z) in the upper half plane.

Proof. Let
0
R be such that
0 k
z R < for all k = 1,2,, N. By
Cauchy Residue Theorem,

1
( ) ( ) 2 ( )
k
R
R
n
i x i w i z
z z
k
R C
e f x dx e f w dw i res e f z
o o o
t
=
=

(
+ =

} }
.
Taking limit R and using Jordans Lemma, the Theorem
follows.

20

Example 1. Evaluate
2 2
cos
; 0, 0
x
I dx a
x a
o
o

= > >
+
}
.
Solution.
1
2 2
Re Re ( )
i x
e
I dx I say
x a
o

= =
+
}
.
The function
2 2
1
( ) 0 f z as z
z a
=
+
in the upper half
plane and it has a pole of order 1at z ia = in the upper half
plane.

1
2 2
1
2 ( ) 2
2 .
2
i z i z
z ia z ia
a
a
I i res e f z i res e
z a
e
i e
ia a
o o
o
o
t t
t
t
= =

(
(
= =
(
+
= =

1
Re
a
I I e
a
o
t

= = .
21

Example 2. Evaluate
( )
2 2
; 0, 0
( )
i x
e
I dx a
x a x ia
o
o

= > >
+
}
.
Solution. The function
( )
2 2
1
( ) 0
( )
f z as z
z a z ia
=
+
in
the upper half plane and it has a pole of order 2at z ia = in the
upper half plane.

( )
2 2
2 2 ( )
( )
i z i z
z ia
z ia
e d e
I i res i
dz z ia
z a z ia
o o
t t
=
=
(

( = =
`
+
+
(
)



( ) ( )
2 2
2 2
2 2 2
( ) 2 1 1 2
4
2
i z i z
a a
z ia
i e z ia e a a
e e
a
z ia ia
o o
o

=
( (
+ +
= = =
( (
+
( (

.

(Note that the point z = ia is in the lower half plane, so residue
at this point need not be computed for the evaluation of the
integral)
22

Remarks.

(i) If f(x) is even,

0
1 1
( )cos ( )cos Re ( )
2 2
i x
f x x dx f x x dx f x e dx
o
o o


= =
} } }


1 1
1
Re 2 ( ) Im ( )
2
k k
N N
i z i z
z z z z
k k
i res f z e res f z e
o o
t t
= =
= =
(
( (
= =
(



.

(ii) If f(x) is odd,

0
1 1
( )sin ( )sin Im ( )
2 2
i x
f x x dx f x x dx f x e dx
o
o o


= =
} } }


1 1
1
Im 2 ( ) Re ( )
2
k k
N N
i z i z
z z z z
k k
i res f z e res f z e
o o
t t
= =
= =
(
( (
= =
(



.
23

(IV) Fourier Integrals having Singularities at Real Axis

We illustrate this case by considering the evaluation of the
integral
0
sin
, 0
x
I dx
x
o
o

= =
}
.
Note that
1 sin
2
x
I dx
x
o

=
}
1
Im
2
i x
e
dx
x
o

=
}
.

Let contour of integration be as shown in the figure and

| | | |
,
, , ,
R R
R C R C where R


+
I = >

Then, by Cauchy Theorem,
,
0
R
i z
e
dz
z

o
I
=
}



[ , ] [ , ]
0
R
i x i x i w i w
R R C
C
e e e e
dx dx dw dw
x x w w

o o o o

+ + + =
} } } }
. (*)

The last integral tends to 0 as R (by Jordans Lemma).



-R

R
C

R
C
24

Further,
0
(cos sin )
( )
i
i w
i i
putting w e
C
e
dw i e d
w

o
o

+
=
=
} }
.

Since the integrand is continuous function of in the interval
[0, ] t , the above identity gives

0
lim
i w
C
e
dw i d i
w

t
t

= =
} }
.

Therefore, by (*),
0
sin
. .
2
i x
e x
p v dx i dx
x x
o
o t
t

= =
} }
.