Introduction
This video tutorial focuses on integrating a complex logarithm function, specifically the integral of ( \frac{\ln x}{1+x^2} ) from 0 to infinity. The approach combines complex analysis techniques including contour integration, branch cuts, and the residue theorem.
Step 1: Define the Function in Terms of (Z)
- The function is rewritten as ( f(Z) = \frac{\ln Z}{Z^2 + 1} ).
- Factor the denominator as ( (Z + i)(Z - i) ), revealing simple poles at ( Z = i ) and ( Z = -i ).
- Note the logarithm singularity at ( Z = 0 ).
Step 2: Choosing a Branch Cut and Contour
- To make ( \ln Z ) single-valued, a branch cut is introduced along the negative imaginary axis instead of the real axis, to avoid interfering with the integral over real numbers.
- The contour ( C ) consists of:
- A large semicircle of radius ( R ) in the complex plane (counterclockwise).
- A small semicircle of radius ( \rho ) avoiding the origin (clockwise).
- Two line segments along the real axis connecting these arcs.
- Argument range for ( Z ) is chosen between ( -\pi/2 ) and ( 3\pi/2 ) to maintain a single branch. For a detailed explanation on branch cuts, see Understanding Branch Points, Branch Cuts, and Natural Log in Complex Analysis.
Step 3: Applying the Residue Theorem
- Only the pole at ( Z = i ) lies inside the contour.
- Calculate the residue:
- ( \text{Res}(f, i) = \lim_{Z \to i} (Z - i) f(Z) = \frac{\ln i}{2i} ).
- Express ( \ln i = i \pi/2 ) using principal argument since modulus ( |i| = 1 ).
- Substituting, residue simplifies to ( \pi/4 ).
- The contour integral equals ( 2 \pi i \times \text{Res}(f, i) = 2 \pi i \times \pi/4 = \frac{\pi^2 i}{2} ).
- For an in-depth application of the residue theorem in such integrals, refer to Using the Residue Theorem to Evaluate Definite Integrals Involving Sine and Cosine.
Step 4: Simplifying and Separating Real Integrals
- Express integrals along real axis split into positive and negative parts.
- Use symmetry to convert integrations over negative real axis to integrals from 0 to infinity, adjusting the logarithm arguments accordingly.
- Combine integrals to isolate the desired integral involving ( \ln x / (1 + x^2) ).
Step 5: Evaluating Limits with ML Inequality
- Use the ML inequality to show:
- The integral over the large semicircle of radius ( R ) tends to zero as ( R \to \infty ).
- The integral over the small semicircle of radius ( \rho ) tends to zero as ( \rho \to 0 ).
- This is confirmed through bounding the function's magnitude and applying L'Hôpital's rule.
- See Understanding the ML Inequality: Bounding Contour Integrals in Complex Analysis for more on this important technique.
Final Result
- Combining all parts and limits, the integral of interest evaluates to zero: [ \int_0^\infty \frac{\ln x}{1 + x^2} dx = 0 ]
Key Takeaways
- Branch cuts can be strategically placed to simplify complex logarithm integration.
- Residue theorem applies only when no poles lie on the contour.
- ML inequality is crucial for justifying the convergence of integrals over large or small semi-circular arcs.
- Even if the result is zero, the method showcases powerful tools of complex analysis for evaluating challenging integrals.
For further details, viewers are encouraged to revisit the prior video on branch cuts and try solving the example problem alongside the tutorial for deeper understanding.
grieving students and welcome back to another lesson on complex variables in this video I'm going to talk about
integrating complex logarithm functions watching the previous video on branch point and branch cuts is essential links
in the description because that's what I'm going to be applying here I also recommend solving this problem with me
to better consolidate things our goal in this lesson is to integrate the natural log of x over 1 plus x squared from 0 to
infinity there's really three basic steps behind performing an integration like this the first is to write the
function being integrated in terms of Z the second is to set up the contour of integration using a branch cut to make
the natural log a single valued function as opposed to a multiple valued function and the third step is to set up the
integration and apply the residue theorem let's do the first step where we'll let f of Z equal lawn of Z over Z
squared plus 1 the function being integrated now the denominator here can be factored as Z plus I times Z minus I
which is going to come in handy later now this factorization means that if we draw the complex plane the denominator
of F of Z gives rise to two poles one at Z equals I up here and the other at Z equals negative I down here in addition
the natural log itself is undefined at 0 so the origin is also a pole now comes the second step putting in a branch cut
that'll make my function single valued and setting up an appropriate contour of integration in the last video I showed
you that you could make a branch cut in any direction but for this problem there are a few special considerations one
consideration is that we probably don't want a branch cut along the real axis because ultimately this real portion of
our contour integral will get us what we want for our answer in addition we don't want our branch cut such that our
contour goes through any of our poles if it does we can't use the residue theorem the residue theorem just doesn't work if
the contour has poles on it only when the poles are inside the contour does the residue theorem apply so keeping all
this in mind here's what I'll do I'll make a branch cut along the negative imagine
axis and keep the argument of my complex numbers Z between negative PI by 2 and 3 PI by 2 I also need to avoid the origin
so here's the contour that I'm going to make I'll make a large semicircular curve of radius capital R with center oh
that's going around then I'll make a small semicircular contour of radius Rho with center capital o that's going
around and I'll connect them like this and end up with this composite contour which I'll call see the contour integral
over this closed curve C is then the sum of the integrals over these semi circular arcs which I'll call C sub R
and C sub Rho the C sub Rho integral is clockwise plus the integrals over the real axis from negative R to negative
row and from row to capital R if we want to find our integral in question we should be focusing on this particular
integral and we should also take the limits as Rho approaches 0 and capital R approaches infinity when we do that this
is the integral equation we end up with for the integral that we care about I'll call this equation 1 now according to
the residue theorem we can write this closed contour integral over C as 2 pi I times the sum of the residues of the
poles of F of Z contained within the contour C but the only pole that's actually contained and C is the pole at
Z equals I so we just have to find the residue of F of Z at Z equals I let me do that on the side here Z equals AI is
a simple pole since Z minus AI only occurs once in the denominator of f of Z so all we have to do is multiply f of Z
by Z minus I and substitute Z equals I into the remaining expression when we multiply F by Z minus I we're only left
with Z plus I in the denominator and when we substitute Z equals I will get lon of I over 2i but we don't know what
law and I is or do we recall from the previous video that the natural log of a complex number is the natural log with
its modulus plus I times the argument of that complex number plus 2 pi n where n is some integer so in our case the
natural log of I is just the natural log of the modulus of AI the modulus of AI is 1 so it's
natural log of 1 is just 0 plus I times the argument of AI plus 2 pi 9 the argument of AI is PI by 2 and I can also
ignore the 2 pi n do you know why I've done that if we go way back up you'll see that the branch I created to make my
natural log single valued takes in Z's with an argument between negative PI by 2 and 3 PI by 2 so for Z equals I the
only option for the argument that I have which is also contained within this interval is PI by 2 that's why I picked
it and that's why I crossed off the 2 pi n I have a single valued branch I'm not dealing with a multiple valued function
anymore anyway once I substitute this law and I into my expression for the residue I end up with a residue of PI by
4 at Z equals I for the function f of Z plugging this into equation 1 gets me the following expression for my integral
now I can make further simplifications to all of this if I move this last integral from negative R to negative Rho
to the left hand side and if I write out the function f of Z in all of my integrals now in this first integral on
the left I'm just integrating over the positive real numbers so I can take out the Z and
replace it by a simple real number X for the second integral I can use the definition of the complex logarithm to
write out the numerator as follows as the lon of the modulus of Z plus I times the argument of Z again I'm not
including the 2 pi n here because this logarithm has been modified to be single valued we're only using a single branch
for this integral we're also integrating over the reals so again I can replace Z by X however the argument of Z is now PI
because we're working over the negative real axis again it's PI because we've restricted our arguments to lie between
negative PI by 2 and 3 PI by 2 to create our branch the only argument of Z which falls within this interval that
corresponds to the negative real axis is then PI now what we do is split up the terms in the numerator and split up the
result integrals to obtain the following the denominator the second integral is an
even function so it's the same no matter whether we're integrating from zero to infinity or negative infinity to zero
it's symmetric on a reflection over the imaginary axis or the y axis in addition this natural log of the absolute value
of x becomes simply the natural log of X if I change the limits on my second integral to become zero to infinity so
for the second integral I can simply change it to going from zero to infinity because the integrals from a negative
infinity to zero is the same when I do that I can combine it with the first integral to get the following two times
that integral from 0 to infinity of lon x over x squared plus 1 now this integral of 1 over x squared plus 1 is
just the inverse tangent if you recall your identities from calculus 2 when I evaluate the inverse tangent from the
limit of X going to infinity and subtract the inverse tangent of 0 I get PI by 2 minus 0 which is just PI by 2 so
now if I isolate my integral of interest I end up with the following equation because the two constants cancel out all
that's left now is to evaluate these two integrals on the right but I won't really evaluate them I'll show that both
of them are 0 using the ml inequality theorem or the estimation lemma that I covered in a previous video links in the
description I'll start with this first integral the integral over C sub capital R because the function being integrated
is analytic over the C sub R I can use the ml inequality to say that the magnitude of this integral is less than
or equal to the maximum value on the contour of the function being integrated the capital M times the length of the
contour L and I'll call this inequality equation 2 the length of the contour L is just PI R because it's the
semicircular contour 2 pi R is the circumference of the full circle therefore PI R is the circumference of
the semicircle but what about the maximum value that's the real question well the
modulus of the whole integral is just the integral of the modulus which I can then split up into separate moduli of
the numerator and denominator so how do I find the maximum that possible value of the function that's being integrated
here well I can find the maximum possible value of the numerator and the minimum possible value of the
denominator if I expand out the numerator using the definition of natural log here's what I'll get now the
magnitude of the sums of the lon of the modulus of Z plus I times the argument of Z this magnitude is less than the sum
of the individual magnitudes for the triangle inequality of complex numbers now on the contour C sub R the modulus
of Z is just R in addition the maximum possible value of our Z on this contour is pi which is the left end of the CR
contour the eye goes away because it's magnitude is just 1 therefore the maximum possible value of the numerator
is just lon R plus pi for the denominator the minimum possible value is found by using expressions which the
denominator must be greater than or equal to using this logic the magnitude of Z squared plus 1 must be greater than
or equal to the magnitude of Z squared minus 1 this should make intuitive sense therefore since we're on the
semicircular contour CR the minimum possible value of the denominator is R squared minus 1 and as a result we can
write our M for this integral our maximum possible value as the following and if we substitute this into the ml
inequality and equation 2 we get the following equation if I now take the limit of this as capital R approaches
infinity I can show that the limit of this expression on the right-hand side approaches 0 using l'hopital's rule as
our approaches infinity as an exercise I invite you to apply l'hopital's rule to determine this limit to verify this I
won't do that here because that's not the primary goal of this lesson anyway since the magnitude is 0 we can conclude
that the integral itself is 0 as capital R approaches infinity let's now to turn
the integral over the smaller semicircular arc serum using the ml inequality the magnitude of this
integral again must be less than the maximum value on C row of the function being integrated times the length of C
row by the same logic of the previous calculation we can calculate the maximum possible value of the function on C row
to be the following the only difference here is that in the denominator I have 1 minus Rho squared because Rho is
approaching 0 so Rho is a small number so Rho must be less than 1 we can't have Rho squared minus 1 because that's
negative and you can verify this identity that the magnitude of Rho squared plus 1 must be greater than or
equal to 1 minus the magnitude of Rho squared anyway the length of the contour here is
pi times Rho and if I take the limit as Rho approaches 0 I can once again show that the answer is 0 for the Rho times
lawns Eero term I can just use l'hopital's rule to prove this and I invite you to verify that this is indeed
the case we can therefore conclude that the integral over C Rho is 0 as Rho approaches 0 finally when we plug all
this back into the equation for the integral we ultimately want we find that since both of our integrals on the right
are 0 as we take the limits the integral from 0 to infinity of lon x over x squared plus 1 is 0
all that work for nothing but the result doesn't matter it's the journey that really counts and in this journey we
learn how to integrate complex logs using branch cuts anyway that should do it for this video I'd like to thank the
following patrons for supporting me up the $5 level or higher and if you enjoyed this lesson feel free to like
and subscribe this is the Faculty of Khan signing out
Choosing the branch cut along the negative imaginary axis avoids interference with the real axis, where the integral is evaluated. This placement ensures the logarithm function remains single-valued and analytic over the contour except at the branch cut, simplifying the contour integration process involving ( \ln Z ).
The residue theorem allows evaluation of contour integrals by summing residues of enclosed poles. Here, only the simple pole at ( Z = i ) lies inside the contour. Calculating its residue, ( \text{Res}(f, i) = \frac{\pi}{4} ), and multiplying by ( 2 \pi i ) gives the contour integral, which connects to the desired real integral through contour deformation and branch cut management.
The ML inequality bounds the absolute value of contour integrals by the product of the maximum function value (M) on the path and the path length (L). It is used to show the contributions from the large semicircle ( (R \to \infty) ) and small semicircle ( (\rho \to 0) ) vanish, justifying that only the integral along the real axis contributes to the result.
To avoid the singularity at ( Z = 0 ), a small semicircle contour of radius ( \rho ) is drawn around the origin, circumventing it clockwise. This indentation excludes the singularity from the contour, making the integral well-defined and allowing the use of complex integration techniques without crossing the branch point.
After defining the contour and evaluating residues, the contour integral is expressed as integrals along line segments above and below the real axis. These are then separated into positive and negative real parts. Using symmetry properties and adjustments in the logarithm's argument, integrals over the negative real axis are rewritten to run from 0 to infinity, allowing isolation of the target integral over ( \frac{\ln x}{1+x^2} ).
The integral evaluates to zero because the positive and negative contributions from the logarithm's behavior symmetrically cancel out after considering the contour integral and branch cuts. The residue theorem and contour chosen ensure that the net contribution to the integral arises from symmetrical parts that sum to zero, demonstrating the subtle balance in complex integrals.
Heads up!
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Generate a summary for freeRelated Summaries
Understanding Branch Points, Branch Cuts, and Natural Log in Complex Analysis
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