4.3: Integrals of Functions with Branch Cuts
- Page ID
- 76221
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\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)When we consider multiple-valued functions, the path in a contour integral can contain a point on a branch cut of the integrand involved. The next two examples illustrate this.
Example 1
Let \(C\) be the semicircular path from \(z_{0}=3\) to \(z_{1}=-3\). That is \(z\left ( \theta \right )=3e^{i\theta }\), with \(0\leq \theta \leq \pi \). Here we would like to evaluate the integral
\(\begin{eqnarray}\label{ex-01}
I = \int_C z^{1/2} dz.
\end{eqnarray}\)
To do so, we need to choose a particular branch of the multiple-valued function \(z^{1/2}\). For example, we will use the principal branch
\(\begin{eqnarray}
|z|> 0, \; -\pi \lt \textbf{Arg}\,(z)\lt \pi.
\end{eqnarray}\)
In this case, notice that although the principal branch of \(z^{1/2}=exp\left ( \frac{1}{2} Log\,z\right )\) is not defined at the end point \(z_{1}=-3\) of the contour \(C\), the integral \(I\) nevertheless exists.
Use the following applet to explore the value of \(I\) for the given contour \(C\). Just drag the points \(z_{0}\) and \(z_{1}\) to the corresponding values. You can also select other contours and explore what happens when they cross the branch cut \(\left \{ z:x=0\,and\,y\leq 0 \right \}\).
INTERACTIVE GRAPH
As you already have figured it out, the integral (1) exists because the integrand is piecewise continuous on \(C\). To confirm this, observe that when \(z\left ( \theta \right )=3e^{i\theta }\), then
\(f\left ( z\left ( \theta \right ) \right )=exp\left ( \frac{1}{2}ln3+i\theta \right )=\sqrt{3}e^{i\theta /2}\).
The left-hand limits of the real and imaginary components of the function
\(\begin{eqnarray*}
f\left(z(\theta)\right)z’(\theta) &=& \sqrt{3} e^{i\theta/2} \cdot 3ie^{i\theta } \\
&=& 3 \sqrt{3} i \,e^{i3\theta/2} \\
&=& -3\sqrt{3} \sin \frac{3\theta }{2} + i\, 3\sqrt{3} \cos \frac{3\theta }{2} \quad (0\leq \theta \lt
\pi)\\
\end{eqnarray*}\)
at \(\theta =\pi \) exist. That is
\(\begin{eqnarray*}
\lim_{\theta \rightarrow \pi+}-3\sqrt{3} \sin \frac{3\theta }{2}= 3\sqrt{3}
\quad \text{ and } \quad \lim_{\theta \rightarrow \pi+} 3\sqrt{3} \cos \frac{3\theta }{2} = 0.\\
\end{eqnarray*}\)
This means that \(f(z(θ))z′(θ)\) is continuous on the closed interval \(0 \leq \theta \leq \pi\) when its value at \(\theta = \pi\) is defined as \(3\sqrt{3}\). Therefore
\(\begin{eqnarray*}
I &=& \int_C f\left(z(\theta)\right)z’(\theta)\, d\theta= 3\sqrt{3} i \int_0^{\pi} e^{i\theta /2} d\theta
= 3\sqrt{3} i\Bigg[ \bigg.\frac{2}{3i}e^{i3\theta /2}\bigg|_{0}^{\pi} \Bigg] \\
&=& 3\sqrt{3} i\Bigg[ -\frac{2}{3i}\left( 1+i\right)\Bigg]= -2\sqrt{3}(1+i).
\end{eqnarray*}\)
Exercise \(\PageIndex{1}\)
Exercise 1: Evaluate \(\int_C z^{1/2}\, dz\) for the contour \(C: z(\theta)= e^{i\theta}\), with \(-\pi\leq \theta \leq \pi\). You can use the applet to confirm your results.
Remark 1: You can not evaluate the integral for the contour \(C: z(t)= e^{it}\), with \(0 \leq t \leq 2\pi\). Why?
Remark 2: Notice that \(\int_C z^{1/2}\, dz=0\) for any circle not intersecting the branch cut \(\{z\,:\, x =0 \text{ and } y \leq 0\}\). Why?
Example 2
Consider the principal branch
\(\begin{eqnarray}\label{br}
f(z)=z^{i} = \exp \left[ i \,\text{Log } z \right]\; \text{ with }\; |z|>0,\, -\pi\lt \text{Arg } z \lt \pi
\end{eqnarray}\)
and \(C\) the upper half circle from \(z=−1\) to \(z=1\); that is, \(z(t)=-e^{-i \pi t}\) with \(0≤t≤1\).
It is not difficult to verify that
\(\begin{eqnarray}\label{ex-02}
I=\int_C z^{i}\,dz &=& \frac{1+e^{-\pi}}{2}\,(1-i).
\end{eqnarray}\)
Use the following applet to confirm this. You can also analize \(\int_C z^idz\) for other contours.
INTERACTIVE GRAPH
Remark 3: Notice that \(\int_C z^{i}\, dz=0\) for any circle not intersecting the branch cut \(\{z\,:\, x =0, y \leq 0\}\). Why?
In general, we can calculate \(\int\) for any contour \(C\) from \(z=−1\) to \(z=1\) lying above the real axis. We just need to find an antiderivative of \(z^{i}\). Unfortunately, we can not use the principal branch, defined in (3), since this branch is not even defined at \(z=−1\). But the integrand can be replaced by the branch
\(z^{i} = \exp \left[ i \,\text{log } z \right]\; \text{ with }\; |z|>0,\, -\frac{\pi}{2}\lt \text{arg } z \lt \frac{3\pi}{2}.\)
since it agrees with the integrand along \(C\).
Using an antiderivative of this new branch, we obtain
\(\begin{eqnarray}\label{value}
\int_{-1}^{1} z^i dz&=& \Bigg.\frac{z^{i+1}}{i+1}\Bigg|_{-1}^{1} = \frac{1+e^{-\pi}}{2}\,(1-i),
\end{eqnarray}\)
which is the same value as (4).
Exercise \(\PageIndex{2}\)
Evaluate \(\bigg.\frac{z^{i+1}}{i+1}\bigg|_{-1}^{1}\) to confirm the value of (5).