Applications of Residues: Evaluaton of Improper Integrals 3 (Indented Paths)

Suppose that a function $f(z)$ has a simple pole at a point $z=x_0$ on the real axis, with a Laurent series representation in a punctured disk $0<|z-x_0|<R_2$ and with residue $B_0$. Let $C_\rho$ denote the upper half of a circle $|z-x_0|=\rho$, where $\rho<R_2$ and with the clockwise direction.

indentedpath$f(z)$ can be written as
$$f(z)=g(z)+\frac{B_0}{z-x_0}\ (0<|z-x_0|<R_2),$$
where $g(z)=\sum_{n=0}^\infty a_n(z-x_0)^n$. So, we have
$$\int_{C_\rho}f(z)dz=\int_{C_\rho}g(z)dz+B_0\int_{C_\rho}\frac{dz}{z-x_0}.$$
Let $\rho<\rho_0<R_2$. Then $g(z)$ is bounded on $|z-x_0|\leq\rho_0$ i.e. there exists $M>0$ such that $|g(z)|\leq M$ whenever $|z-x_0|\leq\rho_0$. Thus, we get the estimate
$$\left|\int_{C_\rho}g(z)dz\right|\leq M\pi\rho.$$
Consequently, we have
$$\lim_{\rho\to 0}\int_{C_\rho} g(z)dz=0.$$
The semi-circle $-C_\rho$ has parametric representation
$$z=x_0+\rho e^{i\theta}\ (0\leq\theta\leq\pi).$$
Using this parametric representation, we calculate
\begin{align*}
\int_{C_\rho}\frac{dz}{z-x_0}&=-\int_{-C_{\rho}}\frac{dz}{z-x_0}\\
&=-\int_0^{\pi}\frac{1}{\rho e^{i\theta}}\rho i e^{i\theta}d\theta\\
&=-\pi i.
\end{align*}
Therefore, we obtain
\begin{equation}
\label{eq:indentpath}
\lim_{\rho\to 0}\int_{C_\rho}f(z)dz=-B_0\pi i.
\end{equation}

Example. [Singularity on Contour of Integration] Evaluate the improper Integral
$$I=\int_0^\infty\frac{\sin x}{x}dx.$$

Solution. The function $f(z)=\frac{e^{iz}}{z}$ has a simple pole at $z=0$.

indentedpath2Since $f(z)$ is analytic within and on the simple closed contour, we have
$$\int_{C_R} \frac{e^{iz}}{z}dz+\int_{-R}^{-\rho}\frac{e^{ix}}{x}dx+\int_{C_\rho}\frac{e^{iz}}{z}dz+\int_{\rho}^R\frac{e^{ix}}{x}dx=0.$$
Note that $\frac{1}{z}$ is analytic at all points $z$ in the upper half plane that are exterior to the circle $C_\rho$ and that for any $z$ on $C_R$, $\left|\frac{1}{z}\right|=\frac{1}{R}$
and $\lim_{R\to\infty}\frac{1}{R}=0$. Thus, by Jordan’s Lemma
$$\lim_{R\to\infty}\int_{C_R}f(z)dz=\lim_{R\to\infty}\int_{C_R}\frac{e^{iz}}{z}dz=0.$$
As $R\to\infty$ and $\rho\to 0$, we obtain
$$\int_{-\infty}^\infty\frac{e^{ix}}{x}dx=-\lim_{\rho\to 0}\int_{C_\rho}\frac{e^{iz}}{z}dz=\pi i.$$
Therefore,
$$\int_0^\infty\frac{\sin x}{x}dx=\frac{\pi}{2}.$$

Fresnel Integrals

In this lecture, we derive Fresnel integrals
$$\int_0^\infty\cos(x^2)dx=\int_0^\infty\sin(x^2)dx=\frac{1}{2}\sqrt{\frac{\pi}{2}},$$
which appear in optics and diffraction theory.

Let us consider a contour shown in the following figure.

fresnel

As seen in the figure, $C_R$ is a part of the circle $z=Re^{i\theta}$, where $0\leq\theta\leq\frac{\pi}{4}$. Let $f(z)=e^{iz^2}$. Then $f(z)$ is analytic on and within the positively oriented simple closed contour $C$ shown in the figure. So, we have $\int_Cf(z)dz=0$ which amounts to the following expression:
$$\int_0^Re^{ix^2}dx+\int_{C_R}e^{iz^2}dz-\int_0^Re^{-r^2}\left(\frac{1}{\sqrt{2}}+i\frac{1}{\sqrt{2}}\right)dr=0.$$
Separating this expression into the real and the imaginary parts, we obtain
\begin{align}
\label{eq:cos}
\int_0^R\cos(x^2)dx&=\frac{1}{\sqrt{2}}\int_0^Re^{-r^2}dr-\mathrm{Re}\int_{C_R}e^{iz^2}dz,\\
\label{eq:sin}
\int_0^R\sin(x^2)dx&=\frac{1}{\sqrt{2}}\int_0^Re^{-r^2}dr-\mathrm{Im}\int_{C_R}e^{iz^2}dz.
\end{align}
\begin{align*}
\left|\int_{C_R}e^{iz^2}dz\right|&=\left|\int_0^{\frac{\pi}{4}}e^{iR^2e^{2i\theta}}Rie^{i\theta}d\theta\right|\\
&\leq R\int_0^{\frac{\pi}{4}}|e^{iR^2e^{2i\theta}}|d\theta\\
&=R\int_0^{\frac{\pi}{4}}e^{-R^2\sin 2\theta}d\theta\\
&=\frac{R}{2}\int_0^{\frac{\pi}{2}}e^{-R^2\sin\phi}d\phi\ (\mbox{by subsitution}\ \phi=2\theta)\\
&=\frac{R}{4}\int_0^\pi e^{-R^2\sin\phi}d\phi\\
&<\frac{R}{4}\frac{\pi}{R^2}\\
&=\frac{\pi}{4R}\to 0
\end{align*}
as $R\to\infty$. The inequality in the second line to the last was obtained by Jordan’s Inequality. Hence, as $R\to\infty$ \eqref{eq:cos} and \eqref{eq:sin} become
\begin{align*}
\int_0^\infty\cos(x^2)dx&=\int_0^\infty\sin(x^2)dx\\
&=\frac{1}{\sqrt{2}}\int_0^\infty e^{-r^2}dr\\
&=\frac{1}{2}\sqrt{\frac{\pi}{2}}.
\end{align*}

Jordan’s Lemma

Suppose that

  1. a function $f(z)$ is analytic at all points $z$ in the upper half plane $y\geq 0$ that are exterior to a circle $|z|=R_0$.
  2. For any $z$ on $C_R: |z|=R>R_0$, there exists a positive real number $M_R>0$ such that $|f(z)|\leq M_R$ and $\lim_{R\to\infty}M_R=0$.

Then for any positive real number $a$,
$$\lim_{R\to\infty}\int_{C_R}f(z)e^{iaz}dz=0.$$

Proof. We first show Jordan’s Inequality
\begin{equation}\label{eq:jordan}\int_0^\pi e^{-R\sin\theta}d\theta<\frac{\pi}{R}\ (R>0).\end{equation}

The graphs of y=sin(theta) (in red) and y=(2/pi)theta (in blue)

The graphs of y=sin(theta) (in red) and y=(2/pi)theta (in blue)

As shown in the figure, $\frac{2}{\pi}\theta\leq\sin\theta$ for $0\leq\theta\leq\frac{\pi}{2}$. If $R>0$, then $$e^{-R\sin\theta}\leq e^{-2R\theta/\pi},\ 0\leq\theta\leq\frac{\pi}{2}.$$So, we have
\begin{align*}
\int_0^{\frac{\pi}{2}}e^{-R\sin\theta}d\theta&\leq\int_0^{\frac{\pi}{2}}e^{-2R\theta/\pi}d\theta\\
&=\frac{\pi}{2R}(1-e^{-R})\\
&<\frac{\pi}{2R}.
\end{align*}Since the graph of $y=\sin\theta$ is symmetric about $\theta=\frac{\pi}{2}$ on the interval $0\leq\theta\leq\pi$,
$$\int_0^\pi e^{-R\sin\theta}d\theta=2\int_0^{\frac{\pi}{2}}e^{-R\sin\theta}d\theta<\frac{\pi}{R}.$$

Let $C_R$ denote the positively oriented circle $z=Re^{i\theta}$ where $0\leq\theta\leq\pi$. Then
$$\int_{C_R}f(z)e^{iaz}dz=\int_0^\pi f(Re^{i\theta})\exp(iaRe^{i\theta})iRe^{i\theta}d\theta$$
and so
\begin{align*}
\left|\int_{C_R}f(z)e^{iaz}dz\right|&\leq M_RR\int_0^\pi e^{-aR\sin\theta}d\theta\\
&<\frac{M_R\pi}{a}\ (\mbox{by Jordan Inequality \eqref{eq:jordan}})\\
&\to 0
\end{align*}
as $R\to\infty$ since by assumption $\lim_{R\to\infty}M_R=0$.

Harmonic Functions

Throughout this course, a connected open subset of $\mathbb{C}$ is called a domain. Suppose that a function $f(z)=u(x,y)+iv(x,y)$ is analytic in a domain $\mathcal{D}$. Then $f(z)$ satisfies the Cauchy-Riemann equations i.e.
\begin{equation}
\label{eq:c-r}
u_x=v_y,\ u_y=-v_x.
\end{equation}
Differentiating the Cauchy-Riemann equations \eqref{eq:c-r} with respect to $x$, we obtain
\begin{equation}
\label{eq:c-r2}
u_{xx}=v_{yx},\ u_{yx}=-v_{xx}.
\end{equation}
Differentiating the Cauchy-Riemann equations \eqref{eq:c-r} with respect to $y$, we obtain
\begin{equation}
\label{eq:c-r3}
u_{xy}=v_{yy},\ u_{yy}=-v_{xy}.
\end{equation}
By the continuity of the partial derivatives of $u(x,y)$ and $v(x,y)$, we have
\begin{equation}
\label{eq:cont}
u_{xy}=u_{yx},\ v_{xy}=v_{yx}.
\end{equation}
Applying \eqref{eq:cont} to \eqref{eq:c-r2} and \eqref{eq:c-r3}, we obtain the Laplace equations:
$$u_{xx}+u_{yy}=0,\ v_{xx}+v_{yy}=0.$$
That is to say, $u(x,y)$ and $v(x,y)$ are harmonic maps in $\mathcal{D}$.

Example. The function $f(z)=e^{-y}\sin x-ie^{-y}\cos x$ is entire (i.e analytic on the complex plane $\mathbb{C}$), so both $e^{-y}\sin x$ and $-e^{-y}\cos x$ are harmonic. (You can of course check it for yourself!)

If two functions $u(x,y)$, $v(x,y)$ are harmonic in a domain $\mathcal{D}$ and their first-order partial derivatives satisfy the Cauchy-Riemann equations \eqref{eq:c-r} throughout $\mathcal{D}$, $v(x,y)$ is said to be a harmonic conjugate of $u(x,y)$.

Theorem. A function $f(z)=u(x,y)+iv(x,y)$ is analytic in a domain $\mathcal{D}$ if and only if $v(x,y)$ is a harmonic conjugate of $u(x,y)$.

Remark. If $v(x,y)$ is a harmonic conjugate of $u(x,y)$ in some domain, it is not in general true that $u$ is a harmonic conjugate of $v$ there.

Example. Let $u(x,y)=x^2-y^2$ and $v(x,y)=2xy$. Since $f(z)=z^2=(x^2-y^2)+i2xy$ is entire, $v(x,y)$ is a harmonic conjugate of $u(x,y)$. However, $u(x,y)$ cannot be a harmonic conjugate of $v(x,y)$ since $2xy+i(x^2-y^2)$ is not analytic anywhere.

Example. [Finding a harmonic conjugate of a harmonic function] Let $u(x,y)=y^3-3x^2y$ and $v(x,y)$ be a harmonic conjugate of $u(x,y)$. Then it follows from the Cauchy-Riemann equations \eqref{eq:c-r} that $v_y=-6xy$. Integrating this with respect to $y$, we obtain
$$v(x,y)=-3xy^2+\phi(x),$$
where $\phi(x)$ is some unknown function. We determine $\phi(x)$ using $u_y=-v_x$:
$$v_x=-3y^2+\phi'(x).$$
Comparing this with $-u_y=-3y^2+3x^2$, we get $\phi'(x)=3x^2$ and so, $\phi(x)=x^3+C$ where $C$ is a constant. Hence, we find a harmonic conjugate of $u(x,y)$:
$$v(x,y)=-3xy^2+x^3+C,$$
where $C$ is a constant. The corresponding analytic function is
$$f(z)=(y^3-3x^2y)+i(-3xy^2+x^3+C),$$
where $C$ is a constant.

Group Theory 13: Finitely Generated Abelian Groups

The group $\mathbb{Z}\times\mathbb{Z}_2$ is generated by $(1,0)$ and $(0,1)$. In general, the direct product of $n$ cyclic groups, each of which is either $\mathbb{Z}$ or $\mathbb{Z}_m$ is generated by $(1,0,\cdots,0)$, $(0,1,0,\cdots,0)$, $\cdots$, $(0,0,\cdots,0,1)$. Such a direct product may be generated by fewer elements. For example, $\mathbb{Z}_3\times\mathbb{Z}_4\times\mathbb{Z}_{35}$ is generated by the single element $(1,1,1)$ i.e. it is a cyclic group. Conversely, we have the following theorem holds.

Theorem. [Fundamental Theorem of Finitely Generated Abelian Groups] Every finitely generated abelian group $G$ is isomorphic to a direct product of cyclic groups in the form
$$\mathbb{Z}_{p_1^{r_1}}\times\mathbb{Z}_{p_2^{r_2}}\times\cdots\times\mathbb{Z}_{p_n^{r_n}}\times\mathbb{Z}\times\mathbb{Z}\times\cdots\times\mathbb{Z},$$where the $p_i$ are primes, not necessarily distinct and the $r_i$ are positive integers. The direct product is unique except for a possible rearrangement of the factors. The number of factors $\mathbb{Z}$ is called the Betti number of $G$.

Example. Find all abelian groups, up to isomorphism, of order 360.

Solution. $360=2^3\cdot 3^2\cdot 5$, so all abelian groups, up to isomorphism, of order 360 are
\begin{align*}
\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_3\times\mathbb{Z}_3\times\mathbb{Z}_5,\\
\mathbb{Z}_2\times\mathbb{Z}_4\times\mathbb{Z}_3\times\mathbb{Z}_3\times\mathbb{Z}_5,\\
\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_2\times\mathbb{Z}_9\times\mathbb{Z}_5,\\
\mathbb{Z}_2\times\mathbb{Z}_4\times\mathbb{Z}_9\times\mathbb{Z}_5,\\
\mathbb{Z}_8\times\mathbb{Z}_3\times\mathbb{Z}_3\times\times\mathbb{Z}_5,\\
\mathbb{Z}_8\times\mathbb{Z}_9\times\mathbb{Z}_5.
\end{align*}

Definition. A group $G$ is decomposable if it is isomorphic to a direct product of two proper nontrivial subgroups. Otherwise $G$ is indecomposable.

Theorem. The finite indecomposable abelian groups are exactly the cyclic groups with order a power of a prime.

Proof. If $G$ is a finite indecomposable abelian group, then by Fundamental Theorem of Finitely Generated Abelian Groups, $G$ is isomorphic to a direct product of cyclic groups of prime power order.Since $G$ is indecomposable, the direct product must consist of just one cyclic group of a prime power order. conversely, let $p$ be a prime. Then $\mathbb{Z}_{p^r}$ is indecomposable. If it were isomorphic to $\mathbb{Z}_{p^i}\times\mathbb{Z}_{p^j}$ where $i+j=r$, then every element has an order at most $p^{\max(i,j)}<p^r$.

As noted here, the converse of Lagrange’s theorem need not be true in general, however it is true for abelian groups.

Theorem. If $m$ divides the order of a finite abelian group $G$, then $G$ has a subgroup of order $m$.

Proof. Since $G$ is a finite abelian group,
$$G\cong\mathbb{Z}_{p_1^{r_1}}\times\mathbb{Z}_{p_2^{r_2}}\times\cdots\times\mathbb{Z}_{p_n^{r_n}}.$$Since $p_1^{r_1}p_2^{r_2}\cdots p_n^{r_n}=|G|$, $m$ must be of the form $p_1^{s_1}p_2^{s_2}\cdots p_n^{s_n}$, where $0\leq s_i\leq r_i$. For each $1\leq i\leq n$, $p_i^{r_i-s_i}$ generates a cyclic group of order$$\frac{p_i^{r_i}}{(p_i^{r_i},p_i^{r_i-s_i})}=\frac{p_i^{r_i}}{p_i^{r_i-s_i}}=p_i^{s_i}.$$So, $p_i^{r_i-s_i}$ generates a cyclic subgroup of $\mathbb{Z}_{p_i^{r_i}}$ of order $p_i^{s_i}$. Therefore,$$\langle p_1^{r_1-s_1}\rangle\times\langle p_2^{r_2-s_2}\rangle\times\cdots\times\langle p_n^{r_n-s_n}\rangle$$
is a subgroup of $G$ of order $m=p_1^{s_1}p_2^{s_2}\cdots p_n^{s_n}$.

It follows immediately from the above theorem that:

Corollary. [Sylow’s Theorem for Abelian Groups] Let $G$ be a finite abelian group. If $p$ is a prime number and $p^\alpha||G|$, then $G$ has a subgroup of order $p^\alpha$.

While it is more difficult to prove, the statement in the corollary is indeed true for any finite group $G$ and it is referred to as Sylow’s Theorem.

Theorem. [Sylow’s Theorem] Let $G$ be a finite group. If $p$ is a prime number and $p^\alpha||G|$, then $G$ has a subgroup of order $p^\alpha$.

Theorem. If $m$ is a square free integer i.e. if $m$ is not divisible by the square of any prime, then every abelian group of order $m$ is cyclic.

Proof. Let $G$ be an abelian group of square free order $m$. Then
$$G\cong\mathbb{Z}_{p_1^{r_1}}\times\mathbb{Z}_{p_2^{r_2}}\times\cdots\times\mathbb{Z}_{p_n^{r_n}},$$
where $m=p_1^{r_1}p_2^{r_2}\cdots p_n^{r_n}$. Since $m$ is square free, $r_i=1$, $i=1,\cdots,n$ and the $p_i$ are distinct. Hence, $G$ is isomorphic to $\mathbb{Z}_{p_1p_2\cdots p_n}$ i.e. it is cyclic.