数学物理方法 05 留数定理

$\color{blue}{第五章 留数定理}$

$\color{blue}{\S 5.1 留数定理}$

$\color{blue}{5.1.1 留数定理}$

$1.留数的定义$
$若b为f(z)的孤立奇点,则f(z) = \sum \limits _{k=-\infty}^{\infty}C_k(z-b)^k, (0 < |z-b| < R),\\ 称\dfrac{1}{z-b}的系数C_{-1}为f(z)在孤立奇点b处的留数.$
$记 res \ f(b) = C_{-1}或res \ [f(z), b] = C_{-1}$
$例: f(z) = \dfrac{1}{1 - z}, res \ f(z) = -1$

$2.留数定理$
$\color{blue}{设f(z)在\sigma内除有孤立奇点b_k(k=1,2,\cdots, n)外单值解析,在\bar \sigma = \sigma + l 上连续,则\\ \oint _ l f(z) dz = 2 \pi i \sum \limits _ {k=1}^{n} res \ f(b_k)}$
$注: res \ f(b_k) = C_{-1} = \dfrac{1}{2 \pi i } \oint _ {l_k} f(z) dz$
$例1: \oint _{|z| = 1} e^{\frac{1}{z}} dz = 2 \pi i$

$\color{blue}{5.1.2 无穷远点的留数}$

$1.定义$
$res \ f(\infty) = -\dfrac{1}{2 \pi i} \oint _ {l} f(z) dz$
$其中,l包围了所有的有限远点的孤立奇点.$

$2. res \ f(\infty) = -C_{-1}, R < |z| < \infty$
$例2: res(\dfrac{1+z^2}{e^z}, \infty) = 0$

$3.全平面留数之和为0:$
$\sum \limits _ {k=1}^{n} res \ f(b_k) + res \ f(\infty) = 0$

$注意:$
$(1) res \ f(b_k) = C_{-1}, 0 < |z - b_k| < R_k$
$res \ f(\infty) = -C_{-1}, R < |z| < \infty$
$(2) 若b为可去奇点, 则 res \ f(b_k) = 0$
$(3) 即使z = \infty为可去奇点, res \ f(\infty)也不一定为0$

$\color{blue}{5.1.3 留数的计算方法}$

$1.有定义计算$
$res \ f(b_k) = \left \{ \begin{array}{l} C_{-1}, 0 < |z-b_k| < R_k \\ \dfrac{1}{2 \pi i} \oint _ {l_k} f(z) dz \end{array} \right.$
$res \ f(\infty) = \left \{ \begin{array}{l} -C_{-1}, |z| > R \\ -\dfrac{1}{2 \pi i} \oint f(z) dz \end{array} \right.$
$例3: res \ [\dfrac{5z - 2}{z(z-1)}, 0] = 2$

$2.极点处的留数计算公式$
$若b为f(z)的n阶极点,则$
$res \ f(b) = \left \{ \begin{array}{l} \dfrac{1}{(n-1)!} \dfrac{d^{n-1}}{d z^{n-1}}[(z-b)^n f(z)]_{z=b} \\ \lim \limits _ {z \to b} [(z-b) f(z)], n = 1 \end{array} \right.$

$例4. res[\dfrac{1}{(z^2+1)^2}, i] = -\dfrac{i}{4}$
$注:当b为单极点时,若f(z) = \dfrac{\varphi(z)}{\psi(z)}, \varphi(z)、\psi(z) \in H(\sigma); \\ \varphi(b) \neq 0, \psi(b) = 0, \psi^{\prime}(b) \neq 0, 则 res \ f(b) = \dfrac{\varphi(b)}{\psi^{\prime}(b)}$
$例5. res[\dfrac{1}{z^4 - 1}, i] = \dfrac{i}{4}$
$奇点: 1, i, -1, -i (单极点)$
$例6. \oint _{|z| = \frac{3 \pi}{2}} \dfrac{1}{ \sin z} dz = -2 \pi i$
$奇点:z = n \pi, n = 0, \pm 1, \cdots (单极点)$

$例7:\oint _{|z| = 1} e^{\frac{1}{z}} dz = 2 \pi i$
$例8: \oint _ {|z| = 2} \dfrac{1}{(z-3)(z^5-1)} dz = -\dfrac{\pi i}{121}$
$奇点:z_k = e^{i \frac{2n \pi}{5}}, n = 0, 1, 2, 3, 4; k = 1, 2, 3, 4, 5,(单极点)$
$z_6 = 3 \notin (|z|<2)$

$\color{blue}{\S 5.2 利用留数定理计算积分}$

$思路: \int _a ^ b f(x) dx \to \oint _l f(z) dz, 则$
$\int _ a ^b f(x) dx + \int _ {l_1} f(z) dz = \oint _l f(z) dz = 2 \pi i \sum \limits _ {k=1}^{n} res \ f(b_k)$
$需要:$
$(1)f(x)在实轴上无奇点$
$(2) f(z)在l_1上无奇点$
$(3) \int _{l_1} f(z) dz 易算$

$\color{blue}{5.2.1 无穷积分 \int _ {-\infty}^{\infty} f(x) dx }$

$若f(z)在实轴上无奇点,在Im z > 0中除有奇点b_k(k=1, 2, \cdots, n)外单值解析,\\ 且当|z| \to \infty时 | z \cdot f(z) | \to 0,则 \int _ {-\infty}^{\infty} f(x) dx = 2 \pi i \sum \limits _ {k=1}^{n} res \ f(b_k) | _ {Im z > 0}$
$例1. I = \int _ {-\infty}^{\infty} \dfrac{1}{1 + x^2} dx = \pi$

$\color{blue}{5.2.2 \int _ {0}^{\infty} f(x) \cos(px) dx, \int _ {0}^{\infty} f(x) \sin(px) dx }$

$若f(z)在实轴上无奇点,在Im z > 0中除有奇点b_k(k=1, 2, \cdots, n)外单值解析,\\ 且当|z| \to \infty 时|f(z)| \to 0, p > 0 则$
$\int_0^{\infty} f(x) \cos px dx = \pi i \sum \limits _{k=1}^{n} res [f(b_k)e^{ipb_k}]_{Im z > 0}, f(x)为偶函数;$
$\int_0^{\infty} f(x) \sin px dx = \pi \sum \limits _{k=1}^{n} res [f(b_k)e^{ipb_k}]_{Im z > 0}, f(x)为奇函数.$
$注意:$
$1)当|z| \to \infty时|f(z)| \to 0, 而不是当|z| \to \infty时|z \cdot f(z)| \to 0;$
$2) p > 0;$
$3) f(x)为偶函数和奇函数的问题;$

$思路:考虑F(z) = f(z) e^{ipz}沿上半圆周l积分$
$\int_{-R}^{R} f(x) e^{ipx} dx + \int _{C_R} f(z) e^{ipz} dz = 2 \pi i \sum \limits _ {k=1}^{n} res [f(z) e^{ipz}]_{l内}$

$约旦引理:$
$设|z| \to \infty 时f(z)在上半平面中一致趋于0,则 \int _{C_R} f(z) e^{ipz} dz \stackrel{|z| \to \infty}{\longrightarrow} 0, p > 0$

$例2.计算\int _0^{\infty} \dfrac{x \sin \beta x}{(x^2 + b^2)^2} dx, \beta > 0, b > 0$
$解:f(z) = \dfrac{z}{(z^2 + b^2)^2}, z = \pm ib --二阶极点$
$\int _0^{\infty} \dfrac{x \sin \beta x}{(x^2 + b^2)^2} dx = \pi \cdot res[\dfrac{z e^{i\beta z}}{(z^2 + b^2)^2}, ib]$
$= \pi \cdot \dfrac{d}{dz}[(z -ib)^2 \dfrac{z e^{i \beta z}}{(z^2+b^2)^2}]_{ib}$
$=\dfrac{\pi \beta e^{-b \beta}}{4b}$

$\color{blue}{5.2.3 \int _ {0}^{2 \pi} R(\cos \theta, \sin \theta) d \theta}$

$令 z = e^{i \theta}, 则 \cos \theta = \dfrac{z + z^{-1}}{2}, \sin \theta = \dfrac{z - z^{-1}}{2 i}, d \theta = \dfrac{dz}{iz}$
$\int_0^{2 \pi} R(\cos \theta, \sin \theta) d \theta = \oint \limits _ {|z| = 1} R(\dfrac{z + z^{-1}}{2}, \dfrac{z - z^{-1}}{2 i}) \dfrac{dz}{iz}$
$\int _ 0^{2 \pi} R(\cos \theta, \sin \theta) d \theta = 2 \pi i \sum \limits _ {k=1}^{n} res f(b_k)| _ {|z| < 1}$

$例3.计算I = \int _0^{ 2 \pi} \dfrac{d \theta}{5 + 2 \cos \theta}$
$解:I = \int _0^{ 2 \pi} \dfrac{d \theta}{5 + 2 \cos \theta}$
$= -i \oint _ {|z| = 1} \dfrac{1}{z^2 + 5z + 1} dz$
$= -i \cdot 2 \pi i \cdot res f(\dfrac{-5 + \sqrt{21}}{2})$
$=2 \pi \dfrac{1}{2z + 5}| _ {z = \dfrac{-5 + \sqrt{21}}{2}}$
$= \dfrac{2 \pi}{\sqrt{21}}$

$\color{blue}{\S 5.3 物理问题中的几个积分}$

$\color{blue}{5.3.1 Dirichlel积分 \int _ 0^{\infty} \dfrac{\sin x}{x} dx}$

$思路:考虑\dfrac{e^{iz}}{z}沿上半环围道积分.$
$\int _ {\varepsilon}^{R} \dfrac{ e^{ix}}{x} dx + \int _ {C_R} \dfrac{ e^{iz}}{z} dz + \int _ {-R}^{-\varepsilon} \dfrac{e^{ix}}{x} dx + \int _{C_{\varepsilon}} \dfrac{e^{iz}}{z} dz = 0 \quad (1)$

$小狐引理:若f(z)在C_r:z - a = re^{i \theta}, \theta_1 \leq \theta \leq \theta_2上连续且 \lim \limits _{r \to 0} (z-a) f(z) = \lambda, \\ 则 \lim \limits _ {r \to 0} \int _ {C_r} f(z) dz = i (\theta_2 - \theta_1) \lambda = i (\theta_2 - \theta_1) res f(a) \quad (当a为单极点时)$

$结论:\int _0^{\infty} \dfrac{\sin x}{x} dx = \dfrac{\pi}{2}$

$\int _0^{\infty} \dfrac{\sin ax}{x} dx = \left \{ \begin{array}{l} \dfrac{\pi}{2}, a > 0 \\ -\dfrac{\pi}{2}, a < 0 \end{array} \right.$

$\int _0^{\infty} \dfrac{\sin^3 x}{x} dx = \dfrac{3}{4} \pi$

$\color{blue}{5.3.2 Fresnel积分 \int _ 0^{\infty} \sin x^2 dx / \int _ 0^{\infty} \cos x^2 dx }$

$思路:考虑F(z) = e^{iz^2}沿\dfrac{\pi}{4}圆弧l的积分.$
$\oint _ l e^{iz^2} dz = \int _ {0}^{R} e^{ix^2} dx + \int _ {C_R^{\prime \prime}} e^{iz^2} dz + \int _{R}^{0} e^{i(xe^{i\frac{\pi}{4}})^2} d (x e^{i \frac{\pi}{4}}) = 0\quad (2)$

$结论:\int_0^{\infty} \cos x^2 dx = \int_0^{\infty} \sin x^2 dx = \dfrac{\sqrt{2 \pi}}{4}$

$\color{blue}{5.3.3 热传导问题积分 \int _0^{\infty} e^{-ax^2} \cos bx \; dx }$

$\int _0^{\infty} e^{-ax^2} \cos bx dx \qquad (a > 0, b 为任意实数)$
$= \dfrac{1}{2} e^{-\frac{b^2}{4a}} \int _{-\infty}^{\infty} e^{-a(x + \frac{ib}{2a})^2} dx$
$= \dfrac{1}{2} e^{-\frac{b^2}{4a}} \int _ {l_1^{\prime}} e^{-a z^2} dz$
$\int_l e^{-az^2} dz = \int_{l_1} e^{-az^2} dz + \int _ {\frac{b}{2a}}^{0} e^{-a(R+iy)^2} d(iy) + \int_R^{-R} e^{-ax^2} dx + \int _0^{\frac{b}{2a}} e^{-a(-R+iy)^2} d(iy) = 0$
$结论:\int_0^{\infty} e^{-ax^2} \cos bx dx = \dfrac{1}{2}e^{-\frac{b^2}{4a}} \sqrt{\dfrac{\pi}{a}} \quad (a > 0)$

$\color{blue}{\S 5.4 多值函数的积分}$

$\color{blue}{5.4.1 \int _ 0^{\infty} \dfrac{x^{\alpha - 1}}{1 + x} dx, (0 < \alpha < 1)}$

$f(z) = \dfrac{z^{\alpha - 1}}{1 + z}, z^{\alpha - 1} = \dfrac{1}{z^{1- \alpha}}, 0 < \alpha < 1$
$f(z)的支点:0, \infty; 奇点:z = -1$
$从0 \to \infty沿正实轴作割线,划出单值区域$
$\oint _ l f(z) dz = 2 \pi i res [f(z), -1]$
$\int _{\varepsilon}^{R} \dfrac{x^{\alpha -1}}{1 + x} dx + \int _{C_R} \dfrac{z^{\alpha - 1}}{1 + z} dz + \int _ {R}^{\varepsilon} \dfrac{(x e^{i2 \pi})^{\alpha - 1}}{1 + x e^{i 2 \pi}} d(xe^{i2 \pi}) + \int_{C_{\varepsilon}} \dfrac{z^{\alpha - 1}}{1 + z} dz = 2 \pi i \; res[\dfrac{z^{\alpha - 1}}{1 + z}, -1] \quad (1)$
$结论: \int _0^{\infty} \dfrac{x^{\alpha - 1}}{1 + x} dx = \dfrac{\pi}{\sin \pi \alpha}$

$\color{blue}{5.4.2 \int _ 0^{\infty} \dfrac{\ln x}{(1 + x^2)^2} dx}$

$f(z) = \dfrac{\ln z}{(1 + z^2)^2},$
$f(z)的支点:0, \infty; 奇点: z = \pm i$
$从0 \to \infty 沿正实轴作割线,划出单值区域$
$\oint _ l f(z) dz 2 \pi i \; res[f(z), i]$
$\int_{\varepsilon}^{R} \dfrac{\ln x}{(1 + x^2)^2} dx + \int _{C_R} \dfrac{\ln z}{(1 + z^2)^2} dz + \int _{-R}^{-\varepsilon}\dfrac{\ln x}{(1 + x^2)^2} dx + \int _{C_{\varepsilon}} \dfrac{\ln z}{(1 + z^2)^2} dz = 2 \pi i \; res[\dfrac{\ln z}{(1 + z^2)^2}, i] \quad (2)$
$结论:\int_0^{\infty} \dfrac{\ln x}{(1 + x^2)^2} dx = - \dfrac{\pi}{4}, \quad \int_0^{\infty} \dfrac{1}{(1 + x^2)^2} dx = \dfrac{\pi}{4}$