Physics 2400 Spring 2017

cauchy’s integral theorem: examples

lecture notes, spring semester 2017

http://www.phys.uconn.edu/˜rozman/Courses/P2400_17S/

Last modified: April 26, 2017

Cauchy’s theorem states that if f (z) is analytic at all points on and inside a closed complex
contour C, then the integral of the function around that contour vanishes:
I
f (z) dz = 0. (1)
C

1 A trigonometric integral
Problem: Show that
π
Z2
Γ (α)2
cos(αφ) [cos φ]α−1 dφ = 2α B(α, α) = 2α . (2)
Γ (2α)
π
2

Solution:
Recall the definition of Beta function,
Z1
B(α, β) = xα−1 (1 − x)β−1 dx, (3)
0

Page 1 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

and consider the integral:

I
J= [z (1 − z)]α−1 dz = 0, α > 1, (4)
C

where the integration is over closed contour shown in Fig. 1.

Since the integrand in Eq. (4) is analytic inside C,
J = 0. (5)
On the other hand,
J = JI + JII , (6)
where JI is the integral along the segment of the positive real axis, 0 ≤ x ≤ 1; JII is the
integral along the circular arc or radius R = 12 centered at z = 12 .
Along the real axis z = x, dz = dx, thus
Z1
JI = xα−1 (1 − x)α−1 dx = B(α, α). (7)
0

Along the semi-circular arc

1 1 iθ 1 i θ −i θ θ
 
i θ2 θ
z= + e = e e 2 2 +e = ei 2 cos , (8)
2 2 2 2
where 0 < θ < π, and
1 1 iθ θ θ
1−z = − e = −i ei 2 sin . (9)
2 2 2
y

 
1
z= 2
1 + eiθ

II
Figure 1: Integration con-
tour for Problem 1 C

I
z=x x
0 1

Page 2 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

Hence,
θ θ i
z(1 − z) = −i eiθ cos sin = − eiθ sin θ. (10)
2 2 2
i iθ
dz = e dθ. (11)
2
Therefore,

α Zπ Zπ
−i

α−1 −α −i π2 α
JII = − e iαθ
(sin θ) dθ = −2 e eiαθ (sin θ)α−1 dθ, (12)
2
0 0

where we used that π

− i = e−i 2 . (13)
Combining Eqs. (5), (6), (7), and (12) we obtain:

Zπ
−i π2 α
2−α e eiαθ (sin θ)α−1 dθ = B(α, α). (14)
0

Transforming the expression on the left as following:

Zπ Zπ
π α−1
  
iα (θ− π2 ) π
e (sin θ) α−1
dθ = eiα(θ− 2 ) cos θ − dθ (15)
2
0 0
π
Z2
= eiαφ [cos φ]α−1 dφ (16)
π
2
π
Z 2

= cos(αφ) [cos φ]α−1 dφ (17)

π
2

finally obtain the relation:

π
Z2
Γ (α)2
cos(αφ) [cos φ]α−1 dφ = 2α B(α, α) = 2α . (18)
Γ (2α)
π
2

Page 3 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

2 Euler’s log-sine integral.

Problem: Show that

Zπ
log (sin x) dx = −π log 2. (19)
0
Integral Eq. (19), is called Euler’s log-sine integral. It was first evaluated (by Euler) in
1769.
Solution:
We start by integrating the function f (z),
 
f (z) = log 1 − e2iz , (20)

along the rectangular contour C with the corners at 0, π, π + iR, iR, indented at the corners
when necessary (see Fig. 2), and letting R → ∞.
I  
J= log 1 − e2iz dz. (21)
C
On the one hand, the integrand in Eq. (21) is an analytic function inside C, therefore

J = 0. (22)

On the other hand,

J = JI + JII + JIII + JIV + JV + JVI , (23)
where the subscripts corresponds to integration contours labeled in Fig. 2.
Consider first the integrals JII and JIV . The integrand f (z) is a periodic function with the
period π,
f (z) = f (z + π). (24)
Indeed,
     
f (z + π) = log 1 − e2i(z+π) = log 1 − e2iz e2πi = log 1 − e2iz = f (z). (25)

Therefore in JII and JIV we have equal integrands but we are integrating in the opposite
directions. Therefore,
JII = −JIV , (26)

Page 4 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

iR III π + iR

Figure 2: Integration con-

tour for Problem 2
IV II

ir V VI ir

0 r π−r π x
I

Page 5 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

or
JII + JIV = 0. (27)

Next, observe that f (z) → 0 as y = Im(z) → +∞:

   
f (z) = log 1 − e2i(x+iy) = log 1 − e2ix e−y ≈ −e2ix e−y −→ 0. (28)

Therefore,
JIII = 0. (29)

Next, let’s show that Z  

JV ≡ lim log 1 − e2iz dz = 0. (30)
r→0
CV

Indeed, z = r eiθ , dz = i r eiθ dθ, 0 ≤ θ ≤ π2 :

π π
Z2 Z2
 iθ   
JV = i lim r log 1 − e2ire eiθ dθ ≈ i lim r log −2ireiθ eiθ dθ = 0. (31)
r→0 r→0
0 0

Similarly we can show that

JVI = 0. (32)

Combining Eqs (22), (23), (27), (29), (30), and (32), we get that
Zπ  
JI = log 1 − e2ix dx = 0. (33)
0

Rewriting the integrand in Eq. (33) as following,

  h  i
log 1 − e2ix = log eix e−ix − eix
ix −ix
" !#
ix e − e
 
i (x− π2 )
= log 2 (−i) e = log 2 e sin x
2i
π
 
= log 2 + i x − + log(sin x), (34)
2
we obtain
Zπ 
π
  
log 2 + i x − + log(sin x) dx = 0, (35)
2
0

Page 6 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

or
Zπ
log(sin x) dx = −π log 2. (36)
0

3 Another Euler integral

Problem: evaluate the following integral:
Z∞
sin(x)
I(α) = dx, 0 < α < 1. (37)
xα
0

Solution:
Let’s consider the following integral:

eiz
I
J(α) = dz, (38)
zα
C

where the integration contour C is sketch in Fig. 3.

The integrand in Eq. (38) is an analytic function inside C, therefore

J(α) = 0. (39)

On the other hand,

J(α) = JI + JII + JIII + JIV . (40)
where the subscripts corresponds to integration contours labeled in Fig. 3.
Let’s consider JI , JII , JIII , and JIV separately:
JI : the integration is along the real axis, so z = x, dz = dx, r ≤ x ≤ R:

ZR Z∞
eix eix
JI = lim lim dx = dx, (41)
r→0 R→∞ xα xα
r 0

so
I(α) = Im JI . (42)

Page 7 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

JII : the integration is counterclockwise along the quarter-circle of radius R, z = R eiθ ,

dz = i R eiθ dθ, 0 ≤ θ ≤ π2 :
π
Z2
JII = lim i R(1−α) ei R cos θ e−R sin θ ei(1−α)θ dθ. (43)
R→∞
0

iR

II

Figure 3: Integration con-

tour for Problem 3 III

ir IV

0 r x
I R

Page 8 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

For the absolute value of JII we have the following estimates:

π
Z2
JII = lim R(1−α) ei R cos θ e−R sin θ ei(1−α)θ dθ (44)
R→∞
0
π
Z2
≤ lim R(1−α) ei R cos θ e−R sin θ ei(1−α)θ dθ (45)
R→∞
0
π π
Z2 Z2
2R
= lim R(1−α) e−R sin(θ) dθ ≤ lim R(1−α) e− π θ dθ (46)
R→∞ R→∞
0 0
ZR
(1−α) π π  
= lim R e−u du = lim R−α 1 − e−R = 0, (47)
R→∞ 2R 2 R→∞
0

where we used the inequalities

2 2 2R
sin(φ) ≥ θ −→ e− sin(θ) ≤ e− π θ −→ e−R sin(θ) ≤ e− π θ , (48)
π
that are valid within the integration range 0 ≤ θ ≤ π2 , and introduce a new integration
variable u = 2R
π θ.
Thus,
JII = 0. (49)

JIII : the integration is along the imaginary axis, so z = iy, dz = i dy, r ≤ y ≤ R:

Zr Z∞
e−y π π
JI = lim lim i (1−α) α
dy = −ei 2 (1−α) e−y y −α dy = −ei 2 (1−α) Γ (1 − α). (50)
r→0 R→∞ y
R 0

JIV : the integration is clockwise along the quarter-circle of radius r, z = r eiθ , dz = i r eiθ dθ,
0 ≤ θ ≤ π2 :
π
Z0 Z2
iθ
JIV = lim i r (1−α) ei r e ei(1−α)θ dθ ≈ − lim i r (1−α) ei(1−α)θ dθ = 0. (51)
r→0 r→0
π 0
2

Page 9 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

Combining Eqs. (39), (40), and (51), we get

π
JI = ei 2 (1−α) Γ (1 − α). (52)
Taking the imaginary part, and using Eq. (42), we obtain
Z∞
sin(x) π
 
dx = sin (1 − α) Γ (1 − α). (53)
xα 2
0

For the case α = 1,

Z∞
sin(x) π π π π π
 
dx = lim sin (1 − α) Γ (1−α) ≈ lim (1−α) Γ (1−α) = lim Γ (2−α) = Γ (1) = .
x α→1 2 α→1 2 2 α→1 2 2
0

4 Fresnel integrals
Problem: Assuming that the value of the Gaussian integral is known,
Z∞ √
−x2 π
I= e dx = , (54)
2
0

evaluate the Fresnel integrals,

Z∞  
C= cos x2 dx (55)
0
and
Z∞  
S= sin x2 dx. (56)
0
The integrals C and S are named after the Fresnel (French physicist, 1788-1827). They
were first evaluated by Euler in 1781.
Solution:
Let’s pack C and S together:
Z∞ h Z∞
 
2
 i
2 2
F ≡ C +iS = cos x + i cos x dx = eix dx, (57)
0 0

Page 10 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

such that
C = Re F (58)
and
S = Im F. (59)

Consider the integral Z

2
J= ei z dz, (60)
C
where C is the contour in the complex plane shown in Fig. 4.
Since the integrand in Eq. (60) is analytic inside C,

J = 0. (61)

On the other hand,

J = JI + JII + JIII , (62)
where JI is the integral along the positive real axis, JII is the integral along the circular arc
or radius R → ∞, 0 ≤ θ ≤ π4 , and JIII is the integral from infinity to the origin along the ray
that makes the angle θ = π4 with the real axis.
Let’s consider JI , JII , and JIII separately:
JI : the integration is along the real axis, so z = x, dz = dx, 0 ≤ x ≤ ∞:

y
re i π
4

Figure 4: Integration con- z = Reiθ

=

tour for Problem 4 II

z

III

I
0 z=x R x

Page 11 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

Z Z∞
i z2 2
JI = e dz = ei x dx = F. (63)
CI 0

JII : the integration is along the circular iθ iθ

 arc of radius R so z = R e , dz = i R e dθ,
z2 = R2 e2iθ = R2 cos(2θ) + i sin(2θ) , 0 ≤ θ ≤ π4 :
π
Z Z4
2 2 cos(2θ) 2 sin(2θ)
JII = ei z dz = i R ei R e−R dθ. (64)
CII 0

For the absolute value of JII we have the following estimates:

π π
Z4 Z4
2 cos(2θ) 2 sin(2θ) 2 cos(2θ) 2 sin(2θ)
JII = R ei R e−R dθ ≤ R ei R e−R dθ (65)
0 0
π π π
Z 4 Z2 Z2
2 sin(2θ) R 2 sin(φ) R 2R2
= R e−R dθ = e−R dφ < e− π φ dφ (66)
2 2
0 0 0
ZR2
R π π  2 π
= e−u du = 1 − e−R < , (67)
2 2R2 4R 4R
0

where we introduced a new integration variable φ = 2θ, used the inequalities

2 2 2 sin(φ) 2R2
sin(φ) ≥ φ −→ e− sin(φ) ≤ e− π φ −→ e−R ≤ e− π φ , (68)
π
that are valid within the integration range 0 ≤ φ ≤ π2 , and introduce a new integration
2
variable u = 2Rπ φ.
Thus we obtained that
π
JII < . (69)
4R
Therefore,
JII = 0 (70)
as R → ∞.

Page 12 of 13
Physics 2400 Cauchy’s integral theorem: examples Spring 2017

π
π
JIII : the integration is along the ray making the angle 4 with the real axis so z = rei 4 ,
π π
z2 = r 2 ei 2 = i r 2 , dz = ei 4 dr, 0 ≤ r < ∞.

Z Z0 Z∞ √
i z2 i π4 −r 2 i π4 −r 2 i π4 π
JIII = e dz = e e dr = −e e dr = −e . (71)
2
CIII ∞ 0

Combining Eqs. (61), (63), (70), and (71) we obtain:

√
π −π
F= e 4. (72)
2
Finally, the Fresnel’s integrals are:
√   r
π π π
C = Re F = cos = (73)
2 4 8

and √
  r
π π π
S = −Im F = sin = . (74)
2 4 8

Page 13 of 13