Physics 451 Fall 2004

Homework Assignment #11 — Solutions

Textbook problems: Ch. 7: 7.2.5, 7.2.7, 7.2.14, 7.2.20, 7.2.22

Chapter 7

7.2.5 The unit step function is defined as


0, s<a
u(s − a) =
1, s>a

Show that u(s) has the integral representations

Z ∞ ixs
1 e
a) u(s) = lim dx
→0 2πi −∞ x − i
+

Let us first suppose we may close the contour with a semi-circle in the upper half
plane
z
IR

R
iε θ C
u(s)

Always assuming the limit  → 0+ , we see that the real integral for u(s) may be
promoted to a closed contour integral

eizs
I
1
dz = u(s) + IR (1)
2πi C z − i

where IR denotes the integral along the semi-circle at infinity. We now show that,
at least for s > 0, the integral IR vanishes. To do so, we make an explicit variable
substitution
z = Reiθ , dz = iReiθ dθ
so that
π iθ π
eisRe
Z Z
1 1
IR = iθ
iReiθ dθ = eisR(cos θ+i sin θ) dθ
2πi 0 Re − i 2π 0

where we have safely taken the limit  → 0+ . Expanding out the exponent, we
find Z π
1
IR = eisR cos θ e−sR sin θ dθ (2)
2π 0
 This vanishes by Jordan’s lemma provided sR sin θ > 0 so that the real exponen-
tial is suppressed instead of blowing up (in fact, this is Jordan’s lemma). Since
R → ∞ is positive and sin θ > 0 in the upper half plane, this corresponds to the
requirement s > 0 (as alluded to above). In this case, since IR = 0, (1) simplifies
to
eizs eizs
I
1
u(s) = dz = residue of at z = i (s > 0)
2πi C z − i z − i
The residue at i is simply lim→0+ e−s = 1. Hence we have confirmed that
u(s) = 1 for s > 0.
For s < 0, on the other hand, Jordan’s lemma makes it clear that we should
instead close the contour with a semi-circle in the lower half plane
z

iε
u(s) C

IR

Since there are no residues inside the contour, we simply obtain u(s) = 0 for
s < 0. Although the problem does not discuss the case when s = 0, it is worth
considering. In this case, we might as well close the contour in the upper half
plane. Then IR can be directly evaluated by inserting s = 0 into (2). The result
is simply IR = 12 . Since the contour integral still has the value of 1 (residue at
the pole at i), inserting IR = 12 into (1) gives
1 1
1 = u(0) + 2 ⇒ u(0) = 2
which is a nice result indicating that the step function is given completely by
( 0, s < a
u(s − a) = 12 , s = a
1, s > 1
at least using this definition.
Z ∞ ixs
1 1 e
b) u(s) = + P dx
2 2πi −∞ x

The principal value integral can be evaluated by deforming the contour above
and below the pole and then taking the average of the results. For s > 0, this
corresponds to something like
z z
IR IR

or
C C
u(s) u(s)
 As in part a), the residue of the pole at z = 0 is simply 1. So for the contour on
1
H eizs
the left we have 2πi z dz = 1, while for the one on the right (no poles inside)
we have 0. The principal value then gives 1/2 (the average of 1 and 0). This
indicates that
1 1+0
u(s) = + = 1, (s > 0)
2 2
For s < 0, on the other hand, we close the contour on the lower half plane. Again,
we average between the case when the pole is inside and when it is outside the
contour. However, it is important to realize that by closing the contour on the
lower half plane, we are actually choosing a clockwise (‘wrong direction’) contour.
This means the contour integral gives either −1 or 0 depending on whether the
pole is inside or outside. The principal value prescription then yields
1 −1 + 0
u(s) = + = 0, (s < 0)
2 2
If we wanted to be careful, we could also work this out for s = 0 to find the same
answer u(0) = 12 .

7.2.7 Generalizing Example 7.2.1, show that

Z 2π Z 2π
dθ dθ 2π
= = 2
0 a ± b cos θ 0 a ± b sin θ (a − b2 )1/2

for a > |b|. What happens if |b| > |a|?

Since this integral is over a complete period, we note that we would get the
same answer whether we integrate cos θ or sin θ. Furthermore, it does not matter
whether we integrate a + b cos θ or a − b cos θ. This can be proven directly by
considering the substitutions θ → π2 − θ or θ → θ + π into the integral. In any
case, this means we only need to consider
Z 2π
dθ
I=
0 a + b cos θ
where we assume a > b > 0. For these types of trig integrals, we make the
substitutions
z + z −1
z = eiθ , dz = ieiθ dθ = izdθ, cos θ =
2
to change the real integral into a contour integral on the unit circle |z| = 1

−2i
I I
dz dz
I= =
b
C iz(a + 2 (z + z
−1 )) b C z + 2a
2
b z+1

Since the contour is already closed, we do not need to worry about finding a way
to close the contour. All we need is to identify the poles inside the contour and
their residues. To do this, we solve the quadratic equation in the denominator to
obtain
−2i
I
dz
I=
b C (z − z+ )(z − z− )
where r
a a2
z± = − ± −1 (3)
b b2
Since we have assumed a > b > 0, the two zeros of the denominator, z− and z+
are located as follows
z

C
z− z+

In particular, it is not hard to check that the pole at z+ lies inside the circle of
unit radius. As a result
 
−2i 1
I = (2πi) residue of at z = z+
b (z − z+ )(z − z− )
4π 1 4π 2π
= = p =√
b (z+ − z− ) 2b a2 /b2 − 1 a2 − b2

Note that, for a < 0, the integrand would always be negative. In this case, I
would be negative. Thus the complete answer is

2π
I=√ sign(a)
a2 − b2

For |b| > |a|, the integrand would blow up when θ = − cos−1 (a/b) so the integral
is not defined. What happens in this case is that, on the complex plane, the two
poles z+ and z− , which still solve (3), move off the real axis but stay on the unit
circle contour itself.
z

z+
C
z−

So the complex integral is just as bad as the real integral. This is an example
where we could consider using a principal value prescription to make the integral
well defined.
7.2.14 Show that (a > 0)
Z ∞
cos x π
a) 2 2
dx = e−a
−∞ x + a a
How is the right-hand side modified if cos x is replaced by cos kx?

For these types of integrals with sin or cos in the numerator, it is best to consider
sin x or cos x as the imaginary or real part of the complex exponential eix . In
this case, we write
Z ∞ Z ∞
cos x eix
I= 2 2
dx = < 2 2
dx
−∞ x + a −∞ x + a
Using Jordan’s lemma, we may close the contour using a semi-circle in the upper
half plane.
z
IR

ia
C

Since IR = 0 (by Jordan’s lemma), we have simply

eiz eiz e−a
I I  
π
I=< 2 2
dz = < dz = < 2πi = e−a
z +a (z − ia)(z + ia) 2ia a
(for a positive).
If cos x is replaced by cos kx, we would write the numerator as <eikx . In this
case, for k > 0 we would close the contour in the upper half plane as before.
In addition, the exponential factor in the residue would be e−ka , so for cos kx,
the integral would be (π/a)e−ka . For k < 0, on the other hand, we could close
the contour in the lower half plane. However, it is actually easier to see that
cos(−kx) = cos kx, so the answer should be independent of the sign of k. Hence
Z ∞
cos kx π −|ka|
2 2
dx = e
−∞ x + a |a|
is valid for any sign of k and a.
Z ∞
x sin x
b) 2 2
dx = πe−a
−∞ x + a
How is the right-hand side modified if sin x is replaced by sin kx?

As above, we write sin x = =eix . Closing the contour in the same manner, and
using Jordan’s lemma to argue that IR = 0, we obtain
Z ∞
zeiz zeiz
I I
x sin x
2 2
dx = = dz = = dz
−∞ x + a z 2 + a2 (z − ia)(z + ia)
iae−a
 
= = 2πi = πe−a
2ia
 If sin x is replaced by sin kx, the residue would get modified so that e−a is replaced
by e−ka . As a result Z ∞
x sin kx
2 + a2
dx = πe−|ka|
−∞ x
The reason for the absolute value is the same as for part a) above.

7.2.20 Show that Z ∞

dx π
= 3, a>0
0 (x2 2
+a ) 2 4a

This problem involves a double pole at z = ia. Choosing to close the contour in
the upper half plane
z
IR

ia
C

we obtain
Z ∞ Z ∞ I
dx 1 dx 1 dz
I= = =
0 (x2 + a2 )2 2 −∞ (x2 + a2 )2 2 C (z 2 + a2 )2 (4)
= πi (residue at z = ia)
Although this is a double pole, it may still have a residue. To see this, imagine
expanding the integrand in a power series near the pole at z = ia
1
= (z − ia)−2 (z + ia)−2 = (z − ia)−2 [2ia + (z − ia)]−2
(z 2 + a2 )2
 −2
−2 −2 z − ia
= (z − ia) (2ia) 1+
2ia
   2 !
−1 z − ia 2 · 3 z − ia
= 2 (z − ia)−2 1 − 2 + − ···
4a 2ia 2 2ia
−1/4a2 −i/4a3
= 2
+ + (3/16a4 ) + · · ·
(z − ia) (z − ia)

Here we have used the binomial expansion for (1 + r)−2 . This shows that, in
addition to the obvious double pole, there is a single pole ‘hidden’ on top of it
with residue a−1 = −i/4a3 . Alternatively, we could have computed the residue
much more quickly by noting that for a double pole in f (z) = 1/(z 2 + a2 )2 , we
form the non-singular function g(z) = (z − ia)2 f (z) = 1/(z + ia)2 . The residue
is then the derivative
 
0 d 1  −2  −2 −i
a−1 = g (ia) = 2
 = 3
= 3
= 3
dz (z + ia) z=ia
 (z + ia) z=ia
 (2ia) 4a
 In either case, using this residue in (4), we find
 
−i π
I = πi 3
= 3
4a 4a
or more precisely I = π/4|a|3 , which is valid for either sign of a.
It is worth noting that, for this problem, the integrand falls off sufficiently fast at
infinity that we could choose to close the contour either in the upper half plane
or the lower half plane. Had we worked with the lower half plane, we would
have found a pole at −ia with opposite sign for the residue. On the other hand,
the clockwise contour would have contributed another minus sign. So overall we
would have found the same result either way (which is a good thing).

7.2.22 Show that Z ∞ Z ∞ √

2 2 π
cos(t )dt = sin(t )dt = √
0 0 2 2

Again, when we see sin or cos, it is worth considering this as the imaginary or real
parts of the complex exponential. Hence we first choose to evaluate the integral
Z ∞
2
I= eit dt
0

Taking the hint into account, we write down a (closed) contour integral using the
contour
z

IR
I2
π/2 C
I

Thus I
2
eiz dz = I + IR + I2
C
2
We start by evaluating the contour integral on the left. Although eiz has an
essential singularity at infinity, that actually lies outside the contour (this is
certainly true for any fixed large radius R; it also remains outside the contour
in the limit R → ∞). Since there are no poles and no singularities inside the
contour, the contour integral vanishes. As a result,
0 = I + IR + I2 ⇒ I = −IR − I2
We now show that the integral on IR vanishes as well by a simple modification
to Jordan’s lemma. For IR , we let z = Reiθ , so that
Z π/2 Z π/2
iR2 e2iθ 2 2
IR = e iθ
iRe dθ = iR eiR cos 2θ e−R sin 2θ eiθ dθ
0 0
Hence Z π/2
2
|IR | = R e−R sin 2θ
dθ
0

Using the same argument as in Jordan’s lemma, we can show that the integral
R π/2 −R2 sin 2θ
0
e dθ may be bounded by 1/R2 . Hence |IR | itself falls off as 1/R, and
vanishes when we take R → ∞. As a result, we are left with the observation

I = −I2

To examine I2 , we note that the path of integration is a line of constant slope in

the complex plane
z = `eiπ/2 , dz = eiπ/2 d`
Thus Z 0 Z ∞
i(`eiπ/2 )2 iπ/2 2
I2 = e e d` = −e iπ/2
e−` d`
∞ 0

Note that the minus sign came from consideration of the direction of integration
along the I2 contour. At this point, complex analysis does not really help us, and
we must recall (or look up) the gaussian integral
Z ∞ Z ∞ √
−`2 1 −`2 π
e d` = e d` =
0 2 −∞ 2

Thus
√ √ √
iπ/2 π π π
I = −I2 = e = (cos(π/2) + i sin(π/2)) = (1 + i) √
2 2 2 2
R∞ 2
Since I = 0 eit dt, we may now take the real (cos) and imaginary (sin) parts of
I to obtain Z ∞ Z ∞ √
2 2 π
cos(t )dt = sin(t )dt = √
0 0 2 2
This is a curious result, as it is not directly obvious why integrating cos(t2 ) and
sin(t2 ) would give identical results.