Gaussian integral is of the form (modulo constant)
I=∫−∞∞e−x2dx
How to evaluate this? here residue theorem cannot help you. you need to use a little trick.
Consider the double integral
I2=∫−∞∞∫−∞∞e−x2−y2dxdy
then switch to radial coordinate
I2=∫r=0∞∫θ=02πe−r2rdrdθ=2π∫r=0∞e−r2rdr
subsitatue r2=u, we get 2rdr=du, and
I2=π∫0∞e−udu=π
ok, we get
I=π.
OK, not bad. How about more general case? For a>0, consider
Ia=∫−∞∞e−ax2dx
we can change variable, let u=ax, then dx=(1/a)du,
Ia=(1/a)∫−∞∞e−u2du=(1/a)I=(1/a)π.
How about a=reiθ? and 0<θ«1? and then making θ larger, and larger?
We talked about two integrals, one is
∫θ=02π1+ϵcos(θ)1dθ,0<ϵ≪1
the other is
∫x=0∞1+xn1dx
integration of trig function
Suppose we have a ration function involving sin(θ) and cos(θ), R(sinθ,cosθ), and we consider integral of the form
∫θ=02πR(sinθ,cosθ)dθ
Then, we can replaced eiθ=z, let z run on the unit circle.
cos(θ)=[eiθ+e−iθ]/2,
sin(θ)=[eiθ−e−iθ]/2i,
dθ=dz/(iz).
Then we will get a rational function of z as integrand, and the contour is the unit circle.
In our example, we get
I=∮∣z∣=11+ϵ(z+1/z)/21dz/(iz)=(2/i)∮∣z∣=12z+ϵ(z2+1)1dz
We found the integrand function has two poles at
z±=2ϵ−2±4−4ϵ2=ϵ−1±1−ϵ2
We can check z+ is within the unit circle, z− is outside it. Hence to apply residue theorem, we get
I=(2πi)(2/i)Resz=z+2z+ϵ(z2+1)1=2+2ϵz+4π=1−ϵ22π
integration of real rational function
Consider
∫0∞1+x31dx
We first truncate it to
I1,R=∫0R1+x31dx
then I1=limR→∞I1,R is what we want.
We next complete the integration contour to a full closed loop, by adding two more pieces of integral
We also know that
IR=I1,R+I2,R+I3,R=2πiResz=eπi/3z31=2πi3e2πi/31
taking limit R→∞, we can show (here I ignore it) that I3,R→0, then
I1(1−ei2π/3)=2πi3e2πi/31
hence
I1=3(e2πi/3−e4πi/3)2πi
1. Let C be the contour of ∣z∣=10. Compute the following integrals.
(1) ∮C1+z21dz
(2) (the result for this one is not zero.)
∮C1+z2zdz
(3) ∮C1+z4z2dz
Apply methods 1,2,3 to the above problems (each method need to be used once)
2. Consider the multivalued function f(z)=z, sketch the motion of the values of f(z) as z moves the following curves
(1) z move around a radius 1 circle around 0, counter clockwise (CCW), z(t)=eit, t∈[0,2π].
(2) z move around a radius r=1/2 circle around 1, CCW, z(t)=1+reit.
what happens if we change r from 1/2 to 2, describe in words.
3. Consider the multivalued function f(z)=z(z−1), sketch the motion of the values of f(z) as z moves the following curves: z along the circle of radius 10, centered at 0.