I want to compute the integral: ∬∂0P11−4zwdzdw (or any similar integral) using Cauchy integral formula for two complex variables over polydiscs. The distinguished boundary is given by: ∂0P={(z,w):|z|=1,|w|=1}.
Nowhere online have I found an example of how to calculate such an integral. Would be really grateful if someone could show me how to do it, or give a link to a text with examples.
Answer
Usually, one evaluates such integrals by iterated integration. Sometimes it is considerably simpler to evaluate in a specific order, but here the situation is completely symmetric with respect to z and w, so the order is irrelevant not only for the result but also for the way there. We evaluate the inner integral per Cauchy's integral formula/the residue theorem:
∫|z|=1dz1−4zw=−14w∫|z|=1dzz−14w=π2iw,
since we have |w|=1 and hence the singularity 14w is enclosed by the unit circle. The outer integral becomes
π2i∫|w|=1dww=π2.
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