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In complex analysis, the evaluation of integrals of real-valued functions along intervals on the real line, is not readily found with certain integrands and methods involving only real variables. Complex analysis methods described below give means of calculating these real-valued integrals by means of contour integrals in the complex plane. Complex analysis is the branch of mathematics investigating functions of complex numbers, and is of enormous practical use in many branches of mathematics, including applied mathematics. ...
In calculus, the integral of a function is an extension of the concept of a sum. ...
In mathematics, the set of real numbers, denoted R, or in blackboard bold , is the set of all rational and irrational numbers. ...
This article is about path integrals in the general mathematical sense, and not the path integral formulation of physics which was studied by Richard Feynman. ...
These methods include One method can be used, or a combination of these methods, or various limiting processes, for the purpose of finding these integrals or sums. In mathematics, a complex number is a number of the form where a and b are real numbers, and i is the imaginary unit, with the property i 2 = â1. ...
Cauchys integral formula is a central statement in complex analysis. ...
The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
Direct methods
Direct methods involve the calculation of the integral by means of methods similar to those in calculating line integrals in several-variable calculus. This means that we use the following method: - parametrizing the contour
- The contour is parametrized by a differentiable complex-valued function of real variables, or the contour is broken up into pieces and parametrized separately
- substitution of the parametrization into the integrand
- Substituting the parametrization into the integrand transforms the integral into an integral of one real variable.
- The integral is evaluated in a method akin to a real-variable integral.
Example A fundamental result in complex analysis is that the integral around the contour C which is the unit circle (or any Jordan curve about 0) of z−1 is 2πi. Let us evaluate the integral In topology, the Jordan curve theorem states that every non-self-intersecting loop in the plane divides the plane into an inside and an outside. It was proved by Oswald Veblen in 1905. ...
 In evaluating this integral, we use the unit circle |z| = 1 as our contour, which we can parametrize by γ(t) = eit, with t ∈ [0, 2π]. Observe that γ'(t) = ieit. Now, substituting this for z, we have  ![= left.tright]_0^{2pi} i=(2pi-0)i = 2pi i](http://upload.wikimedia.org/math/8/f/7/8f728f66f9cfa17bb8a02245b6273fa2.png) which is the value of the integral.
Applications of integral theorems Applications of integral theorems are also often used to evaluate the contour integral along a contour, which means that the real-valued integral is calculated simultaneously along with calculating the contour integral. Integral theorems such as the Cauchy integral formula or residue theorem are generally used in the following method: Cauchys integral formula is a central statement in complex analysis. ...
The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
- a specific contour is chosen:
- The contour is chosen so that the contour follows the part of the complex plane that describes the real-valued integral, and also encloses singularities of the integrand so application of the Cauchy integral formula or residue theorem is possible
- application of the Cauchy-Goursat theorem
- The integral is reduced to only an integration around a small circle about each pole.
- Application of these integral formula gives us a value for the integral around the whole of the contour.
- division of the contour into a contour along the real part and imaginary part
- The whole of the contour can be divided into the contour that follows the part of the complex plane that describes the real-valued integral as chosen before (call it R), and the integral that crosses the complex plane (call it I). The integral over the whole of the contour is the sum of the integral over each of these contours.
- demonstration that the integral that crosses the complex plane plays no part in the sum
- If the integral I can be shown to be zero, or if the real-valued integral that is sought is improper, then if we demonstrate that the integral I as described above tends to 0, the integral along R will tend to the integral around the contour R+I.
- If we can show the above step, then we can directly calculate R, the real-valued integral.
Cauchys integral formula is a central statement in complex analysis. ...
The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
The Cauchy integral theorem in complex analysis is an important statement about path integrals for holomorphic functions in the complex plane. ...
Cauchys integral formula is a central statement in complex analysis. ...
The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
Example (I) Consider  To evaluate this integral, we look at the complex-valued function Image File history File links Contour Diagram File links The following pages link to this file: Residue theorem Methods of contour integration User:MaxPower/myImages ...
 which has singularities at i and −i. However, we will want to choose a contour that will enclose the real-valued integral, so we choose a semicircle as the one to the left, which we will let expand as to contain the whole real axis (a will tend to infinity). Call this contour C. Now, there are two ways of proceeding, using the Cauchy integral formula or by the method of residues. Cauchys integral formula is a central statement in complex analysis. ...
Using the Cauchy integral formula Observe that  Since the only singularity in the contour is the one at i, then we can write  which puts the function in the form for direct application of the formula. By the formula, then,   If we call the arc of the semicircle A, we need to show that the integral over A tends to zero as a tends to infinity — using the estimation lemma In mathematics, the estimation lemma gives an upper bound for a contour integral. ...
 where M is an upper bound on |f(z)| and L the length of A. Now,  So  Using the method of residues Consider the Laurent series of f(z) about i, the only singularity we need to consider. We then have A Laurent series is defined with respect to a particular point c and a path of integration γ. The path of integration must lie in an annulus (shown here in red) inside of which f(z) is holomorphic. ...
 It is clear by inspection that the residue is -i/4, so, by the residue theorem, we have  If we call the arc of the semicircle A, we need to show that the integral over A tends to zero as a tends to infinity — using the estimation lemma In mathematics, the estimation lemma gives an upper bound for a contour integral. ...
 where M is an upper bound on |f(z)| and L the length of A. Now,  So  Thus we get the same result as before.
Contour note As an aside, a question can arise whether we do not take the semicircle to include the other singularity, enclosing −i. To have the integral along the real axis moving in the correct direction, the contour must travel clockwise, ie., in a negative direction, reversing the sign of the integral overall. This does not affect the use of the method of residues by series.
Example (II) – Cauchy distribution The integral 
 (which arises in probability theory as (a scalar multiple of) the characteristic function of the Cauchy distribution) resists the techniques of elementary calculus. We will evaluate it by expressing it as a limit of contour integrals along 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 Image File history File links Contour Diagram File links The following pages link to this file: Residue theorem Methods of contour integration User:MaxPower/myImages ...
Probability theory is the mathematical study of phenomena characterized by randomness or uncertainty. ...
In probability theory, the characteristic function of any random variable completely defines its probability distribution. ...
The Cauchy-Lorentz distribution, named after Augustin Cauchy, is a continuous probability distribution with probability density function where x0 is the location parameter, specifying the location of the peak of the distribution, and γ is the scale parameter which specifies the half-width at half-maximum (HWHM). ...
Calculus is a central branch of mathematics. ...
In mathematics, the set of real numbers, denoted R, or in blackboard bold , is the set of all rational and irrational numbers. ...
 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)(z − i), that happens only where z = i or z = −i. Only one of those points is in the region bounded by this contour. The residue of f(z) at z = i is In complex analysis, an entire function is a function that is holomorphic everywhere (ie complex-differentiable at every point) on the whole complex plane. ...
In mathematics, a singularity is in general a point at which a given mathematical object is not defined, or a point of an exceptional set where it fails to be well-behaved in some particular way, such as differentiability. ...
In complex analysis, the residue is a complex number which describes the behavior of path integrals of a meromorphic function around a singularity. ...
  According to the residue theorem, then, we have The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
 The contour C may be split into a "straight" part and a curved arc, so that -
| ∫ | + | ∫ | = πe − t, | | straight | | arc | | and thus  It can be shown that if t > 0 then  Therefore if t > 0 then  A similar argument with an arc that winds around −i rather than i shows that if t < 0 then  and finally we have  (If t = 0 then the integral yields immediately to real-valued calculus methods and its value is π.)
Example (III) – trigonometric integrals Certain substitutions can be made to integrals involving trigonometric functions, so the integral is transformed into a rational function of a complex variable and then the above methods can be used in order to evaluate the integral. In mathematics, the trigonometric functions are functions of an angle, important when studying triangles and modeling periodic phenomena. ...
As an example, consider  We seek to make a substitution of z = eit. Now, recall  and  Taking C to be the unit circle, we substitute to get:      We use the Cauchy integral formula. Factorize the denominator:    The singularities then to be considered are at 3−1/2i, −3−1/2i. We can now reduce the integral:  where C1 is a small circle about 3−1/2i, and C2 is a small circle about −3−1/2i. We can now apply the formula:        Example (IV) – branch cuts Consider  We can begin by formulating the complex integral  We can use the Cauchy integral formula or residue theorem again to obtain the relevant residues. However, the important thing to note is that z1/2=e1/2 Log(z), so z1/2 has a branch cut. This affects our choice of the contour C. Normally the logarithm branch cut is defined as the negative real axis, however, this makes the calculation of the integral slightly more complex, so we define it to be the positive real axis. Image File history File links Typical keyhole contour, drawn by myself. ...
In complex analysis, a branch point may be thought of informally as a point z0 at which a multiple_valued function changes values when one winds once around z0. ...
Then, we use the so-called keyhole contour, which consists of a small circle about the origin of radius ε say, extending to a line segment parallel and close to the positive real axis but not touching it, to an almost full circle, returning to a line segment parallel, close, and below the positive real axis in the negative sense, returning to the small circle in the middle.
Let γ be the small circle of radius ε, Γ the larger, with radius r, then  Since z1/2=e1/2 Log(z), along the contour below the branch cut, we have gained 2π in argument along Γ, so    simplifying,  and then  It can be shown that the integrals over Γ and γ both tend to zero as ε tends to zero and R tends to infinity, by an estimation argument above. Thus, then,  By using the residue theorem or the Cauchy integral formula one obtains  Example (V) – logarithms and the residue at infinity We seek to evaluate Image File history File links ContourLogs. ...
 This requires a close study of  We will construct f(z) so that it has a branch cut on [0,3], shown in red in the diagram. To do this, we choose two branches of the logarithm, setting  and  The cut of z3 / 4 is therefore and the cut of (3 − z)1 / 4 is . It is easy to see that the cut of the product of the two, i.e. f(z), is [0,3], because f(z) is actually continuous across This is because when z = − r < 0 and we approach the cut from above, f(z) has the value  When we approach from below, f(z) has the value  But exp( − 3 / 4πi) = exp(5 / 4πi), so that we have continuity across the cut. This is illustrated in the diagram, where the two black oriented circles are labelled with the corresponding value of the argument of the logarithm used in z3 / 4 and (3 − z)1 / 4. We will use the contour shown in green in the diagram. To do this we must compute the value of f(z) along the line segments just above and just below the cut. Let z = r (in the limit, i.e. as the two green circles shrink to radius zero), where Along the upper segment, we find that f(z) has the value  and along the lower segment,  It follows that the integral of along the upper segment is in the limit, and along the lower segment,  If we can show that the integrals along the two green circles vanish in the limit, then we also have the value of , by the Cauchy residue theorem. Let the radius of the green circles be ρ, where ρ < 1 / 1000 and and apply the ML-inequality. For the circle CL on the left, we find The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
 Similarly, for the circle CR on the right, we have  Now using the Cauchy residue theorem, we have The residue theorem in complex analysis is a powerful tool to evaluate path integrals of meromorphic functions over closed curves and can often be used to compute real integrals as well. ...
 Using the branch of the logarithm from before, clearly  The pole is shown in blue in the diagram. The value simplifies to  We use the following formula for the residue at infinity:  Substituting, we find  and  where we have used the fact that − 1 = exp(πi) for the second branch of the logarithm. Next we apply the binomial expansion, obtaining  The conclusion is that  Finally, it follows that the value of is  which yields  The integral was discussed on Les-Mathematiques.net, where an additional residue computation is shown. The link is here. In complex analysis, the evaluation of integrals of real-valued functions along intervals on the real line, is not readily found with certain integrands and methods involving only real variables. ...
See also Cauchys integral formula is a central statement in complex analysis. ...
In complex analysis, the residue is a complex number which describes the behavior of path integrals of a meromorphic function around a singularity. ...
External links - Jean Jacquelin, Marko Riedel, Branche univalente, Les-Mathematiques.net, in French.
- A collection of examples
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