Residue Theorem

In complex analysis, a field in mathematics, the residue theorem, sometimes called Cauchy's residue theorem (one of many things named after Augustin-Louis Cauchy), is a powerful tool to evaluate line integrals of analytic functions over closed curves; it can often be used to compute real integrals as well. It generalizes the Cauchy integral theorem and Cauchy's integral formula. From a geometrical perspective, it is a special case of the generalized Stokes' theorem.

The statement is as follows:

Suppose U is a simply connected open subset of the complex plane, and a₁,...,a_n are finitely many points of U and f is a function which is defined and holomorphic on U \ {a₁,...,a_n}. If γ is a rectifiable curve in U which does not meet any of the a_k, and whose start point equals its endpoint, then

If γ is a positively oriented Jordan curve, I(γ, a_k) = 1 if a_k is in the interior of γ, and 0 if not, so

with the sum over those k for which a_k is inside γ.

Here, Res(f, a_k) denotes the residue of f at a_k, and I(γ, a_k) is the winding number of the curve γ about the point a_k. This winding number is an integer which intuitively measures how many times the curve γ winds around the point a_k; it is positive if γ moves in a counter clockwise ("mathematically positive") manner around a_k and 0 if γ doesn't move around a_k at all.

The relationship of the residue theorem to Stokes' theorem is given by the Jordan curve theorem. The general plane curve γ must first be reduced to a set of simple closed curves {γ_i} whose total is equivalent to γ for integration purposes; this reduces the problem to finding the integral of f dz along a Jordan curve γ_i with interior V. The requirement that f be holomorphic on U₀ = U \ {a_k} is equivalent to the statement that the exterior derivative d(f dz) = 0 on U₀. Thus if two planar regions V and W of U enclose the same subset {a_j} of {a_k}, the regions V\W and W\V lie entirely in U₀, and hence is well-defined and equal to zero. Consequently, the contour integral of f dz along γ_j = ∂V is equal to the sum of a set of integrals along paths λ_j, each enclosing an arbitrarily small region around a single a_j—the residues of f (up to the conventional factor 2πi) at {a_j}. Summing over {γ_j}, we recover the final expression of the contour integral in terms of the winding numbers {I(γ, a_k)}.

In order to evaluate real integrals, the residue theorem is used in the following manner: the integrand is extended to the complex plane and its residues are computed (which is usually easy), and a part of the real axis is extended to a closed curve by attaching a half-circle in the upper or lower half-plane, forming a semicircle. The integral over this curve can then be computed using the residue theorem. Often, the half-circle part of the integral will tend towards zero as the radius of the half-circle grows, leaving only the real-axis part of the integral, the one we were originally interested in.