Thursday, 1 October 2015

complex analysis - Improper integrals are "not totally Improper"



Question is to evaluate dx(x2+a2)2for a>0



Idea is to calculate this using complex analysis/residue theory/contour integration.




Approach is consider contour DR consisting of a semicircle in upper half plane of radius R with the line [R,R]



(I am not familiar with idea how to draw figures in latex so, it would be better if some one can help me out if they are sure that they understood what i actually mean).



So, then, we have DRdx(z2+a2)2=RRdx(x2+a2)2+TRdx(x2+a2)2



where DR is boundary of contour DR and TR is contour except the line [R,R].



Now, as DR is bounded domain, we can use residue theorem to find what is DRdx(z2+a2)2




we have DRdx(z2+a2)2=DRdx(z+ai)2(zai)2



=2πi.Residue at (ai)



=2πi.lim



= 2\pi i \lim_{x\rightarrow ai} \frac{-2}{(z+ai)^3}



=2\pi i \frac{-2}{(2ai)^3}




=2\pi i\frac{-2}{-8a^3i}



=\frac{\pi}{2a^3}



So, I have \frac{\pi}{2a^3}= \int_{-R}^{R}\frac{dx}{(x^2+a^2)^2}+ \int_{\mathcal{T}_R}\frac{dx}{(x^2+a^2)^2}



i.e., \int_{-R}^{R}\frac{dx}{(x^2+a^2)^2} = \frac{\pi}{2a^3} - \int_{\mathcal{T}_R}\frac{dx}{(x^2+a^2)^2}



as R \rightarrow \infty we see that \int_{\mathcal{T}_R}\frac{dx}{(x^2+a^2)^2}\rightarrow 0




So,



\int _{-\infty}^{\infty} \frac{dx}{(x^2+a^2)^2}=\frac{\pi}{2a^3}



Now, I would be thankful if some one can help me what i have done is valid and I am afraid this should be the case always at least when considering \int_{\mathcal{T}_R}\frac{dx}{f(x)} for f(x) a polynomial



What exactly i mean is we do not have to bother about any other extra conditions except residue theorem when considering \int _{-\infty}^{\infty} \frac{dx}{f(x)}
because in any case i am fixing a bound for \int_{\mathcal{T}_R}\frac{dx}{f(x)} which goes to 0 as R\rightarrow 0



So, what i would like to say is \int_{\mathcal{T}_R}\frac{dx}{f(x)} is actually seen as \int _{\partial D_R} where R is maximum magnitude of zeros of f(x) in upper half plane.




I am a bit afraid if i am missing some thing.



I would like someone to verify if my idea is true.



\int_{\mathcal{T}_R}\frac{dx}{f(x)}=2\pi i \sum {\text{Res. at zeros of f(x)}}



If this is the case always then I would like to say



"\text{In contrast to its name, Improper Integrals behave properly (conditions apply)}"



Answer



It seems that the only problem you need to worry about is the integral over \mathcal{T}_R, otherwise the approach clearly works. If the polynomial has degree d = \deg f \geq 2, then you can write f(x) = a_0 x^d + a_1x^{d-1}+\dots = \Theta(x^d), where by this notation I mean that there are constants r,C_1,C_2 such that if |x|>r then $C_1|x|^d< |f(x)| \left| \int_{\mathcal{T}_R} \frac{dx}{f(x)}\right| \leq \frac{\text{length of $ \mathcal{T}_R$}}{\text{maximum of } |f(x)|} \leq \frac{\pi R}{C_1 R^d} = \frac{\pi }{C_1 }\cdot \frac{1}{R^{d-1}}.
This obviously tends to 0 with R \to \infty so you can be sure this term can be omitted in the limit.


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