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Thursday, December 24, 2015

Definite Integrals using Complex Residue (1)

Problem:

ππcosθa+bcosθdθ

Solution:

This exercise use the substitution z=eiθ.
That led to dz=ieiθdθ, and therefore dziz=dθ.
The integration limit becomes a unit circle.

Using the Euler's identity cosθ+isinθ=eiθ=z, we can write trigonometric functions in terms of z

cosθ=eiθ+eiθ2=z+1z2.
sinθ=eiθeiθ2i=z1z2i.

Here is one more convenient result for factorizing general quadratic equation:

ax2+bx+c=14a(4ax2+4abx+4ac)=14a((2ax)2+4abx+4ac)=14a((2ax)2+4abx+b2b2+4ac)=14a((2ax+b)2b2+4ac)=14a((2ax+b)2(b24ac))=14a((2ax+b)2(Δ)2)=14a((2ax+b+Δ)(2ax+bΔ))

Now, we are all set to start solving the problems.


ππcosθa+bcosθdθ=z+1z2a+bz+1z2dziz=z+1z2a+b(z+1z)dziz=z2+12az+b(z2+1)dziz=z2+1bz2+2az+bdziz

To move on, we factorize the quadratic expression, computing Δ.

Δ=(2a)24(b)(b)=2a2b2

So we move on

ππcosθa+bcosθdθ=z2+114b(2bz+2a+2a2b2)(2bz+2a2a2b2)dziz=z2+11b(bz+a+a2b2)(bz+aa2b2)dziz=b(z2+1)(bz+a+a2b2)(bz+aa2b2)dziz

We have three poles with 1st order: z=0, z=a+a2b2b and z=a2b2ab Only the first and last is within the unit circle.

Next, we compute the residue values using limits

Res[b(z2+1)(bz+a+a2b2)(bz+aa2b2)1iz,0]=limz0(zb(z2+1)(bz+a+a2b2)(bz+aa2b2)1iz)=limz0(b(z2+1)(bz+a+a2b2)(bz+aa2b2)1i)=b((0)2+1)(b(0)+a+a2b2)(b(0)+aa2b2)1i=b(a+a2b2)(aa2b2)1i=b(a2(a2b2))1i=bb21i=1b1i

We also have

Res[b(z2+1)(bz+a+a2b2)(bz+aa2b2)1iz,a2b2ab]=limza2b2ab((za2b2ab)b(z2+1)(bz+a+a2b2)(bz+aa2b2)1iz)=limza2b2ab(1b(bz(a2b2a))b(z2+1)(bz+a+a2b2)(bz+aa2b2)1iz)=limza2b2ab(1b(bz+aa2b2)b(z2+1)(bz+a+a2b2)(bz+aa2b2)1iz)=limza2b2ab(1bb(z2+1)bz+a+a2b21iz)=1bb((a2b2ab)2+1)b(a2b2ab)+a+a2b21i(a2b2ab)=1bb((a2b2ab)2+1)a2b2a+a+a2b21i(a2b2ab)=1bb((a2b2ab)2+1)2a2b21i(a2b2ab)=1bb2((a2b2ab)2+1)2a2b21i(a2b2a)=1b(a2b2a)2+b22a2b21i(a2b2a)=1b(a2b2)2aa2b2+a2+b22a2b21i(a2b2a)=1b2a22aa2b22a2b21i(a2b2a)=1b2a(a2b2a)2a2b21i(a2b2a)=1baa2b21i

Last, we put these back to the integral, we have

ππcosθa+bcosθdθ=2πi(1b1i+1baa2b21i)=2πb(1aa2b2)

Q.E.D. This took me 1.5 hours.

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