[Math] Use the Residue Theorem to evaluate the integral:

complex-analysiscontour-integrationintegrationresidue-calculus

$$\int_{0}^{∞} \frac{\sqrt{x}}{x^2+2x+5} dx$$

I'm thinking of using the "keyhole" contour, but I'm not sure how to proceed from there. Please help! Thanks!

Best Answer

Since the wikipedia page on methods of contour integration is flawed (check the talk section), consequently, most explanations concerning the calculus of integrals using a "keyhole contour" on the web are flawed or not rigorous enough, in my opinion.

I'll try to explain how to do this, or at least the part that is not well explained.

As mentioned above, you can avoid all these difficulties by substituting $x=u^2$ to get rid of the square root.


Let $r$,$R$ and $\alpha$ be three positive numbers, with $0<r<R$, and $0<\alpha<\pi$.

Let $U=\Bbb C\setminus \Bbb R_+$ the branch cut of $\Bbb C$ along the positive real axis.

Since $U$ is star-shaped with respect to any real negative number, it's a simply connected domain of $\Bbb C$.

Let $\gamma=\gamma_1+\gamma_2+\gamma_3+\gamma_4$ be the contour showned on the picture below (the red part is the branch cut) :

$\hspace{4cm}$ Description of a nice contour for our integral.

More precisely, we have :

$\hspace{5cm}\begin{array}{ccccl}\gamma_1&:&[r,R]&\longrightarrow& U\\ &&t&\longmapsto &te^{i\alpha}\end{array}$

$\hspace{5cm}\begin{array}{ccccl}\gamma_2&:&[\alpha,2\pi-\alpha]&\longrightarrow& U\\ &&t&\longmapsto &Re^{it}\end{array}$

$\hspace{5cm}\begin{array}{ccccl}\gamma_3&:&[-R,-r]&\longrightarrow& U\\ &&t&\longmapsto &-te^{-i\alpha}\end{array}$

$\hspace{5cm}\begin{array}{ccccl}\gamma_4&:&[\alpha,2\pi-\alpha]&\longrightarrow& U\\ &&t&\longmapsto &re^{-it}\end{array}$

We have $\mathrm{Supp}(\gamma)\subset U$, and we can define a holomorphic square root on $U$ like this :

$\hspace{1cm}$ If $z=re^{i\theta}$ with $r>0$ and $0<\theta<2\pi$, then $\sqrt{z}=\sqrt{r}e^{i\frac{\theta}2}$.

You can notice that the image of this function is the half open plane $\{z\in\Bbb C :\mathrm{Im}(z)>0\}$.


Now let : $\hspace{1cm} f:z\longmapsto \dfrac{\sqrt{z}}{z^2+2z+5}=\dfrac{\sqrt{z}}{g(z)}$

Since the function $g:z\longmapsto z^2+2z+5$ is a polynomial, it's holomorphic on $U$, and since it's non constant, the function $f$ is meromorphic on $U$ as a quotient of two holomorphic functions with a non constant zero denominator.

The zeros of $g$ are $z_\varepsilon=-1+2\varepsilon i$ with $\varepsilon=-1$ or $1$, and they are the poles of $f$. Since $\mid z_\varepsilon\mid=\sqrt 5$ and $\mathrm{Re}(z_\varepsilon)<0$, we will assume that $0<r<\sqrt 5<R$ and $0<\alpha<\dfrac{\pi}2$ from now on.

This way, the two poles of $f$ lie in the interior of $\gamma$, and the winding number around them with respect to $\gamma$ is 1.

By the residue theorem, we get :

$$\int_\gamma f(z)dz=2i\pi \sum_{\varepsilon\in\{-1;1\}} \mathrm{Res}(f,z_\varepsilon)$$


Let's calculate the residues of $f$ at $z_\varepsilon$, for $\varepsilon=-1$ and $1$.

They are simple poles of $f$, so : $$\mathrm{Res}(f,z_\varepsilon)=\lim_{z\to z_\varepsilon} (z-z_\varepsilon)\dfrac{\sqrt z}{g(z)}=\lim_{z\to z_\varepsilon} \left[\dfrac{z-z_{\varepsilon}}{g(z)-g(z_\varepsilon)}\times\sqrt{z}\right]=\dfrac{\sqrt{z_\varepsilon}}{g'(z_\varepsilon)}$$

We have $g'(z_\varepsilon)=2z_\varepsilon+2=2(z_\varepsilon+1)=4\varepsilon i$.

Letting $z_\varepsilon=(a+ib)^2$ with $(a,b)\in\Bbb R^2$ quickly leads to $\displaystyle\sqrt{z_\varepsilon}=\varepsilon\sqrt{\frac{\sqrt 5-1}2}+i\sqrt{\frac{\sqrt5+1}2}$ (remember that $\mathrm{Im}(\sqrt{z_\varepsilon})>0$)

So we get :

$$2i\pi\sum_{\varepsilon\in\{-1;1\}}\mathrm{Res}(f,z_\varepsilon)=\dfrac{2i\pi}{4i}(\sqrt{z_1}-\sqrt{z_{-1}})=\pi\sqrt{\frac{\sqrt 5 -1}2}$$


We found that : $$\int_\gamma f(z)dz=\sum_{k=1}^4 \int_{\gamma_k} f(z)dz=\pi\sqrt{\frac{\sqrt5-1}2}$$

No we will prove that these four integrals have a limit when $r$ and $R$ are fixed and $\alpha\longrightarrow 0$.

Of course, you can't just put $\alpha=0$ like this, because $f$ isn't defined on $\Bbb R_+$ !

  • $\displaystyle\int_{\gamma_1} f(z)dz=\int_r^R f(\gamma_1(t))\gamma_1'(t)dt=\int_r^R \frac{\sqrt{t}e^{i\frac{3\alpha}2}}{g(te^{i\alpha})}dt$

The function $\displaystyle\left[0,\dfrac\pi 2\right]\times\left[r,R\right]\ni (\alpha,t)\mapsto \dfrac{\sqrt te^{i\frac{3\alpha}2}}{g(te^{i\alpha})}$ is continuous on a compact set so we can let $\alpha\rightarrow 0$ in the integrand (by dominated convergence) to get the limit $\displaystyle\int_r^R \dfrac{\sqrt{t}}{t^2+2t+5}dt$.

In the same manner, you can show that $\displaystyle\int_{\gamma_3} f(z)dz$ tends to the same limit.

  • $\displaystyle\int_{\gamma_2} f(z)dz=\int_\alpha^{2\pi-\alpha} \frac{iR^{\frac32}e^{i\frac{3t}2}}{g(Re^{it})}dt=\int_0^{2\pi}\Bbb 1_{[\alpha,2\pi-\alpha]}(t) \frac{iR^{\frac32}e^{i\frac{3t}2}}{g(Re^{it})}dt$

Since $\displaystyle\left|1_{[\alpha,2\pi-\alpha]}(t) \frac{iR^{\frac32}e^{i\frac{3t}2}}{g(Re^{it})}\right|\leq \frac{R^{\frac{3}{2}}}{\mid g(Re^{it})\mid}\leq\frac1{\sqrt{R}}$ for all $(\alpha,t)\in\left[0,\dfrac{\pi}2\right]\times\left[0,2\pi\right]$, we find that $\displaystyle\int_{\gamma_2}f(z)dz$ tends to $\displaystyle\int_0^{2\pi}\frac{iR^{\frac 32}e^{i\frac{3t}2}}{g(Re^{it})}dt$ (again using dominated convergence) when $\alpha$ tends to $0$.

In the same manner, you can prove that $\displaystyle\int_{\gamma_4} f(z)dz$ tends to $\displaystyle\int_0^{2\pi}\frac{ir^{\frac32}e^{-i\frac{3t}2}}{g(re^{-it})}dt$

So we just proved that :

$$2\int_r^R \frac{\sqrt t}{t^2+2t+5}dt+\int_0^{2\pi}\frac{iR^{\frac 32}e^{i\frac{3t}2}}{g(Re^{it})}dt+\int_0^{2\pi}\frac{ir^{\frac32}e^{-i\frac{3t}2}}{g(re^{-it})}dt=\pi\sqrt{\frac{\sqrt 5 -1}2}$$

whenever $0<r<\sqrt 5<R$, so you can write, in such cases :

$$\int_r^R \frac{\sqrt t}{t^2+2t+5}dt=\frac{\pi}2\sqrt{\frac{\sqrt 5-1}2}-\frac 12\left(\int_0^{2\pi}\frac{iR^{\frac 32}e^{i\frac{3t}2}}{g(Re^{it})}dt+\int_0^{2\pi}\frac{ir^{\frac32}e^{-i\frac{3t}2}}{g(re^{-it})}dt\right)$$

Like the others before, I leave the rest to you : you have to prove that the limits of the two integrals in the parentheses are $0$ when $r$ tends to $0$ and $R$ tends to $+\infty$

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