The Residue Theorem
and Residue Evaluation
ECE 6382
Notes are from D. R. Wilton, Dept. of ECE
1
David R. Jackson
Fall 2023
Notes 10
The Residue Theorem
Consider a line integral
about a path enclosing an
isolated singular point:
 
C
I f z dz
 
Expand f (z) in a Laurent series,
deform the contour C to a circle of
(arbitrary) radius r centered at z0
that stays inside C, and evaluate
the integral:
 
2
1 ( 1)
0
0, 1
0
1
1
2
2
n i n
n
C
n
n
f z dz i a r e d
i a r
i a






 

 






 
2
The path C stays in a region
where f is analytic (except at z0).
   
0
n
n
n
f z a z z


 

0 , ,
i i
z z re dz rie d
 

  
Let
Note:
For a Laurent series we can integrate term-by-term
(switch the order of integration and summation) in the
region of convergence, due to uniform convergence.
x
y C
r
0
z
The value a-1 corresponding to an isolated singular point z0
is called the residue of f(z) at z0.
   
0
2 Res
C
I f z dz i f z

 

Note:
The path orientation is
assumed counterclockwise.
3
The Residue Theorem (cont.)
 
   
     
2 3
3 2
0 1 0 2 0 3 0
3 2
0
0 0
1
a a
f z a a z z a z z a z z
z z
z z
a
z z
 

           

 
Residue
Laurent series expansion:
Extend the theorem to multiple isolated singularities:
      0
n n
n
C C C C
n
f z dz f z dz f z dz

  
 
  
4
The Residue Theorem (cont.)
   
 
 
2 Res ( )
2 Res
n
C C
n
n
n
n
n
f z dz f z dz
i f z
i f z


 



 


each small path sees a single isolated singularity
The function f is analytic
inside this region.
n
n
C C
 
1
C

2
C

3
C

4
C

x
y
x
y
C
1
z
2
z
3
z
4
z
Alternatively, shrink the path, leaving only the singularities encircled:
Isolated singularities at zn
   
 
 
2 Res ( )
2 Res
n
C C
n
n
n
n
n
f z dz f z dz
i f z
i f z






 


each small path sees a single isolated singularity
5
The Residue Theorem (cont.)
x
y
C
4
C
1
C
2
C
3
C
Summary of Residue Theorem
Isolated singularities at zn
   
2 Res n
C
n
f z dz i f z

 

6
The Residue Theorem (cont.)
x
y
z1
C
z4
z3
z2
Note: The integral is taken counterclockwise.
The integral is equal to 2 i times the sum of the residues at the singularities.
A function f is an analytic within C except at isolated singularities.
Note that the residue theorem subsumes several of our
earlier results and theorems:
   
0
C
f z dz f z C

 if analytic (noisolatedsingularities) in
 
 
0
0
0
.
2 ( )
C
C
z
f z
dz i f z f z C
z z




(Hence is the only isolated singularity in )
if analytic in
7
The Residue Theorem (cont.)
Cauchy Integral Formula:
Cauchy’s Theorem:
   
 
 
 
 
1
0 0 0 0
0 0
0 0
n n
n n
n n
f z f z
f z b z z b z z b f z
z z z z
 

 
 
       
 
 
 
  Residue
Note:
Evaluating Residues
 Construct Laurent series about each singularity zn, and
then identify the coefficient a-1,n= Res f(zn).
   
0 0
1
0 0 0 1 0
0
1
lim ( ) lim ( )
z z z z
a
z z f z z z a a z z
z z
a

 

 
      
 

 

 
0
0 0
Res ( ) lim ( )
z z
f z z z f z

 
8
 For a simple pole at z = z0 we have a simple formula:
 Sometimes this can be a tedious approach.
Question:
Would this limit exist if it were a
higher-order pole?
 
2
2
2
( ) 2, ,
( 2)( 1)
Res ( 2) lim 2
z
z
f z z i i
z z
f z

    
 
  
has poles at
simple
2
( 2)
z
z 
 
2
4
5
( 1)
Res ( ) lim
z i
z
f i z i

 

 
 
2
( 2)( )
z
z z i z i
  
2i

( 2) 2
i i

 
2
5
Res ( ) lim
z i
i
f i z i



  
 
2
( 2)( )
z
z z i z i
  
( 2 )
i


( 2) ( 2 )
i i
  
2
5
i


Example:
9
Evaluating Residues (cont.)
Example:
 
1
( ) , 0, 1, 2,
sin
1 1
Res ( ) lim( ) lim 1
sin cos
1 1
Res ( ) lim( ) lim ( )
sin sin( )
1
lim ( )
sin(
n
z n z n
z n z n
z n
f z z n n
z
f n z n
z z
f n z n z n
z z n n
z n
z n
 
 


 
  
 


 
 

    
     
   
 
 

has simple poles at
Alternatively,
L'Hospital's
rule
  0
)cos cos( )sin
( )
lim 1 lim 1
sin( )cos sin
n
z n w
n z n n
z n w
z n n w

  

 
 
 

   

since we already know
10
Evaluating Residues (cont.)
 
Res ( ) 1
n
f n  
The previous rule can be specialized to functions of the form f
f(z) = N(z)/D(z), where D(z) has a simple zero at z0 :
 
0 0
0
0
0 0 0
0
0
0 0
0
( ) ( ) ( )
Res = Res lim( ) lim( )
( ) ( ) ( ) ( )
( )
( )
lim
( ) ( ) ( )
( )
z z z z
z
z z
N z N z N z
f z z z z z
D z D z D z D z
N z
N z
D z D z D z
z z
 

 
   
 

 
 
 

0
0
0
( )
( )
Res
( ) ( )
z
N z
N z
D z D z
 

  
 
11
Evaluating Residues (cont.)
zero
Hence
  0 0
( )
= , ( ) 0, ,
( )
N z
f z D z N D z
D z
 are analytic at
Question:
Would this limit exist if it were a
higher-order zero?
     
2
1 0 2 0 1
( ) 0
D z a z z a z z a
     
Simple zero :
0 1
( )
D z a
 
Note :
Example:
 
 
 
2 1
2
2 1
sin
tan ,
cos 2
0, 1, 2,
sin
Res tan
n
n
z
z z
z
n
z




 
  
 
has simple poles at
for
 
2 1
2
sin
n 


1
 
12
Evaluating Residues (cont.)
  tan
f z z

 
 
2 1
Res tan 1, , 0, 1, 2,
2
n
z z n


     
Including a Multiplying Function
13
Evaluating Residues (cont.)
     
f z A z F z

 
 
0
0
A z z
F z z


analytic function at
function with simple pole at
         
 
 
0 0 0
0
1
0 0 0 0 0 1 0
0
1 0 0
0 1
Res ( ) lim ( ) lim ( ) lim ( )
lim ( )
( )
z z z z z z
z z
b
f z z z f z z z A z F z z z A z b b z z
z z
A z b b z z
A z b

  



 
         
 

 
   

 
0 0 0
Res ( ) ( )Res
f z A z F z

Hence, we have:
 
F z
2
1
0 1 0 2 0
1
0 0 0
0 1
1
0 0
1
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( ) ( )
m m
m m
m
m m
a a
f z a a z
a
z a z z
z z z z z z
z z f z a a
a
z z z z

 
  

 
         
  
      
At the pole, the Laurent series is
Hence the following series is a Taylor series about the pole:
 
1
0 0
1
0
1
0
1 1
0
( )
( )
1
( ) ( )
1 !
m m
m
m
m
m
a z z
z z
d
z z f z
m dz z z
a




  

 
 
 
 
A formula for the coefficent of is
For a non-simple pole of finite order m at z = z0:
 
1
0 0
1
0
1
Res ( ) ( ) ( ) (
1 !
m
m
m
d
f z z z f z m
m dz z z


 
 
 
 
finite)
14
Evaluating Residues (cont.)
     
   
3
0 3 2 0
2 3
0 0 0
1
z z f z a a z z
z z a z z
a
 
   
    
Example (m = 3):
For a non-simple pole of finite order m at z = z0:
15
Evaluating Residues (cont.)
 
0
,
0
lim ( ) 0,
,
m
p
z z
a p m
L z z f z p m
p m





   

 

1 1
0 0 1 0 1 0 0 0
( ) ( ) ( ) ( ) ( ) ( )
p p m p m p p
m m
z z f z a z z a z z a z z a z z
   
   
          
Proof:
2
1 1
0 1 0 2 0
1
0 0 0
( ) ( ) ( )
( ) ( ) ( )
m m
m m
a a a
f z a a z z a z z
z z z z z z
   

         
  
A test to find the order m of a pole:
0
m
a 
where
 
1
0 0
1
0
1
Res ( ) ( ) ( ) (
1 !
m
m
m
d
f z z z f z m
m dz z z


 
 
 
 
finite)
Example:
2
3
2
3
2
2
( ) 3 2
( 2)
1
Res ( 2) ( 2)
2!
z z
f z z
z
d
f z
dz

  

   
has a pole of order at
2
3
2
( 2)
z z
z


2
2
2
2
1 4
2 2
2! 2!
2
z
d
z z
dz z
 
 
 
   
 
   
 

16
Evaluating Residues (cont.)
Res ( 2) 2
f  
Example:
2
2 2 2
2 4
2
3
1
( ) 2 , 0, 1, 2,
sin
1 ( ) 2( )sin 2( ) sin cos
Res ( )
1! sin sin
2( )sin 2( ) cos
sin
f z z n n
z
d z n z n z z n z z
f n
dz z z
z n z n
z n z z n z
z z n

  

 
 

    
   
   
  
   
   
 
 
  
  
  
has poles of o de
r at
r
17
Evaluating Residues (cont.)
After three applications of L’Hospital’s rule:
Res ( ) 0
f n 
 
 
2 2 2 2
3 5 2 4
2
2 4 6 2 4 6
2
2
2
2
2
2 2
2
1 1 1 1
( )
sin sin ( ) sin ( ) sin
1 1
1
3! 5! 3! 5!
1
1
3! 5! 7! 3! 5! 7!
1 1 1
1
3! 5! 3!
f z u z n
z z n n z n u
u u u u
u u
u u u u u u
u
u
u

  
     
  
 
   
     
   
   
 
   
 
       
   
 
   
 

    



Geometric
Series
1
4
2
2
Residue=0
!
1 2
3
u
a
u
u

 


   
 


 

 
missing term
18
Evaluating Residues (cont.)
Alternative calculation:
Res ( ) 0
f n 
Note:
A simple shift
does not affect the
residue (we have
the same
coefficients in the
Laurent series)
Example:
1/
( ) z
f z e
 (essential singularity at z = 0)
2 3
1/ 1 1 1 1 1
1
2! 3!
z
e
z z z
   
    
   
   
1 1
a 
Residue:
19
Evaluating Residues (cont.)
Res (0) 1
f 
Summary of Residue Formulas
20
Evaluating Residues (cont.)
 
0
1
0 0
1
1
Res ( ) lim ( ) ( )
1 !
m
m
m
z z
d
f z z z f z
m dz



 
 
 

 
0
0
0
( )
( )
Res ( ) 0
( ) ( )
N z
N z
D z
D z D z
 
 
  
 
simple zero
if
 
0
0 0
Res ( ) lim ( )
z z
f z z z f z

  Simple pole
Simple pole
Pole of order m
Extension for simple poles (going halfway around)
As   0:
 
0 0
1
1 1 1 1
0 0
i
i
C C
a dz i e
dz a a d a id a i
z z z z e
 


 

  


   
 
   
 
   
Residue term:
Proof:
21
Evaluating Residues (cont.)
   
0
0
Res
C
f z dz i f z






Note:
If it is not a simple pole, the
integral around the small
semicircle may tend to infinity.
0
i
z z e

 
0
z
C

x
y We go halfway around on an
infinitesimal semicircle.

   
0
1
1
0
1: 0
n i n
n
n n
C
n a z z dz ia e d



 



    
 
For Note: For n < -1 the integral
does not converge!
Similarly, if we go in the opposite direction:
22
Evaluating Residues (cont.)
As   0:
0
z
C

x
y
Clockwise

   
0
0
Res
C
f z dz i f z






Extension for simple poles (going halfway around)
23
Numerical Evaluation of Residues
Here we assume a simple pole at z0.
 
0
0 0
Res ( ) lim ( )
z z
f z z z f z

 
0 0
Res ( ) ( )
f z z f z z
   
 
0 0
z z z z z z
     
Let
   
   
2
1
0 0 1 0 2 0
0
2
1
0 1 2
( ) ( )
a
f z f z z a a z z a z z
z z
a
a a z a z
z


         

      

Therefore, we have
Examine the error using a Laurent series:
   
1
2
0 0 1
( ) a
z f z z a z a z

        
Error
Error z
 
x
y
0
z
0
z z z
  
z


z = sample point
24
Numerical Evaluation of Residues (cont.)
We can improve this by using two sample points and averaging:
1 0 1 2 0 2
0
( ) ( )
Res ( )
2
z f z z z f z z
f z
      
 
  
 
x
y
0
z
0
z z
 
z


0
z z
 
1 2
,
z z z z
     
0 0
0
( ) ( )
Res ( )
2
f z z f z z
f z z
    
 
   
 
Choose
This is a “central-difference” formula.
25
Numerical Evaluation of Residues (cont.)
Examine the error using a Laurent series:
Error
2
Error z
 
x
y
0
z
0
z z
 
z


0
z z

 
   
2
1
0 0 1 2
2
1
0 0 1 2
( )
( )
a
f z z a a z a z
z
a
f z z a a z a z
z


        

        

 
2
0 0
1 1
( ) ( )
2
f z z f z z
z a a z

    
 
    
 
 
0 0
0
( ) ( )
Res ( )
2
f z z f z z
f z z
    
 
   
 
26
Numerical Evaluation of Residues (cont.)
We can improve this even more by using four sample points:
/2 /2 2 /2 2 /2 3 /2 3 /2
0 0 0 0
0
( ) ( ) ( ) ( )
Res ( )
4
i i i i i i
z f z z ze f z e z ze f z e z ze f z e z
f z
     
              

Examine the error using a Laurent series:
     
     
     
2 3
1
0 0 1 2 3
2 3
/2 /2 /2 /2
1
0 0 1 2 3
/2
2 3
2 /2 2 /2 2 /2 2 /2
1
0 0 1 2 3
2 /2
3 /2 3
1
0 0 1
3 /2
( )
( )
( )
( )
i i i i
i
i i i i
i
i i
i
a
f z z a a z a z a z
z
a
f z ze a a ze a ze a ze
ze
a
f z ze a a ze a ze a ze
ze
a
f z ze a a ze
ze
   

   







          

          

          

     

     
2 3
/2 3 /2 3 /2
2 3
i i
a ze a ze
  
    
 
/2 /2 2 /2 2 /2 3 /2 3 /2
4
0 0 0 0
1 3
( ) ( ) ( ) ( )
4
i i i i i i
f z z e f z e z e f z e z e f z e z
z a a z
     

 
          
    
 
 
4
Error z
 
x
y
0
z
0
z z
 
z


/2
0
i
z e z

 
2 /2
0
i
z e z

 
3 /2
0
i
z e z

 
/2 2 /2 3 /2
1 2 3 4
, , ,
i i i
z z z z e z z e z z e
  
           
We see that
27
Numerical Evaluation of Residues (cont.)
A little more detail:
   
         
         
2 3
1
0 0 1 2 3
2 3 4
2 3
/2 /2 /2 /2 /2 /2
1
0 0 1 2 3
2 3 4
2 3
2 /2 2 /2 2 /2 2 /2 2 /2 2 /2
1
0 0 1 2 3
3 /2 3 /2
0
( )
( )
( )
( )
i i i i i i
i i i i i i
i i
a
f z z a a z a z a z
z
a
e f z ze a e a z e a z e a z e
z
a
e f z ze a e a z e a z e a z e
z
e f z ze
     
     
 



          

          

          

           
2 3 4
2 3
3 /2 3 /2 3 /2 3 /2
1
0 1 2 3
i i i i
a
a e a z e a z e a z e
z
   

        

            
            
            
            
2 3
1
0 0 1 2 3
2 3
/2 /2 1
0 0 1 2 3
2 3
2 /2 2 /2 1
0 0 1 2 3
2 3
3 /2 3 /2 1
0 0 1 2 3
( ) 1 1 1 1
( ) 1 1
( ) 1 1 1 1
( ) 1 1
i i
i i
i i
a
f z z a a z a z a z
z
a
e f z ze a i a z a z i a z
z
a
e f z ze a a z a z a z
z
a
e f z ze a i a z a z i a z
z
 
 
 




          

            

            

            

Simplifying:
28
Numerical Evaluation of Residues (cont.)
In general, we can use N sample points
 
   
 
2 1 / 2 1 /
0 0
1
1
Res ( )
N
i n N i n N
n
f z z e f z e z
N
 
 

   

Error
N
z
 
x
y
0
z
0
z z
 
z


2 /
0
i N
z e z

 
8
N 
 
2 1 /
, 1,2
i n N
n
z ze n N
 
   
29
Numerical Evaluation of Residues (cont.)
We can also numerically integrate around a simple pole:
 
0
1
Res ( )
2 C
f z f z dz
i

 
 
2
0 0
0
Res ( )
2
i i
r
f z f z re e d

 


 

Use the midpoint rule of integration:
Choose a small circle of radius r:
0
i
i
z z re
dz ire d



 

2 1
, 1,2
2
n n n N
N


 
  
 
 
Sample points:
x
y
0
z

C
r
0 2
1
 N

2
N


 
N intervals
30
Numerical Evaluation of Residues (cont.)
We then have
 
2
0 0
0
Res ( )
2
i i
r
f z f z re e d

 


 

 
   
2 1/2 / 2 1/2 /
0 0
1
2
Res ( )
2
N
i n N i n N
n
r
f z f z re e
N
  

 

 
   
 

 
 
/
2 / / 2 /
0 0
1
Res ( )
i N N
i n N i N i n N
n
re
f z f z r e e e
N

  



 

 
2 / 2 /
0
0 0 0
1
Res ( )
N
i n N i n N
n
z
f z f z z e e
N
 


  
 /
0
i N
z re 

 
where
or
or
Sample
0 2
0
 1
N
 
2
N


 
2 1
, 1,2
2
n n n N
N


 
  
 
 
31
Numerical Evaluation of Residues (cont.)
We then have
   
2 / 2 /
0 0 0 0
1
1
Res ( )
N
i n N i n N
n
f z z e f z z e
N
 

   

This is the same result that we obtained from the sampling method!
Note:
The midpoint rule is exceptionally accurate when applied to a smooth
periodic function, integrating over a period*.
*J. A. C. Wiedeman, “Numerical Integration of Periodic Functions: A Few Examples,” The
Mathematical Association of America, vol. 109, Jan. 2002, pp. 21-36.
 
   
 
2 1 / 2 1 /
0 0
1
1
Res ( )
N
i n N i n N
n
f z z e f z z e
N
 
 

   

or
(We have the same
set of sample points if
n is replaced by n-1.)

Notes 10 6382 Residue Theorem.pptx

  • 1.
    The Residue Theorem andResidue Evaluation ECE 6382 Notes are from D. R. Wilton, Dept. of ECE 1 David R. Jackson Fall 2023 Notes 10
  • 2.
    The Residue Theorem Considera line integral about a path enclosing an isolated singular point:   C I f z dz   Expand f (z) in a Laurent series, deform the contour C to a circle of (arbitrary) radius r centered at z0 that stays inside C, and evaluate the integral:   2 1 ( 1) 0 0, 1 0 1 1 2 2 n i n n C n n f z dz i a r e d i a r i a                    2 The path C stays in a region where f is analytic (except at z0).     0 n n n f z a z z      0 , , i i z z re dz rie d       Let Note: For a Laurent series we can integrate term-by-term (switch the order of integration and summation) in the region of convergence, due to uniform convergence. x y C r 0 z
  • 3.
    The value a-1corresponding to an isolated singular point z0 is called the residue of f(z) at z0.     0 2 Res C I f z dz i f z     Note: The path orientation is assumed counterclockwise. 3 The Residue Theorem (cont.)             2 3 3 2 0 1 0 2 0 3 0 3 2 0 0 0 1 a a f z a a z z a z z a z z z z z z a z z                   Residue Laurent series expansion:
  • 4.
    Extend the theoremto multiple isolated singularities:       0 n n n C C C C n f z dz f z dz f z dz          4 The Residue Theorem (cont.)         2 Res ( ) 2 Res n C C n n n n n f z dz f z dz i f z i f z            each small path sees a single isolated singularity The function f is analytic inside this region. n n C C   1 C  2 C  3 C  4 C  x y x y C 1 z 2 z 3 z 4 z
  • 5.
    Alternatively, shrink thepath, leaving only the singularities encircled: Isolated singularities at zn         2 Res ( ) 2 Res n C C n n n n n f z dz f z dz i f z i f z           each small path sees a single isolated singularity 5 The Residue Theorem (cont.) x y C 4 C 1 C 2 C 3 C
  • 6.
    Summary of ResidueTheorem Isolated singularities at zn     2 Res n C n f z dz i f z     6 The Residue Theorem (cont.) x y z1 C z4 z3 z2 Note: The integral is taken counterclockwise. The integral is equal to 2 i times the sum of the residues at the singularities. A function f is an analytic within C except at isolated singularities.
  • 7.
    Note that theresidue theorem subsumes several of our earlier results and theorems:     0 C f z dz f z C   if analytic (noisolatedsingularities) in     0 0 0 . 2 ( ) C C z f z dz i f z f z C z z     (Hence is the only isolated singularity in ) if analytic in 7 The Residue Theorem (cont.) Cauchy Integral Formula: Cauchy’s Theorem:             1 0 0 0 0 0 0 0 0 n n n n n n f z f z f z b z z b z z b f z z z z z                        Residue Note:
  • 8.
    Evaluating Residues  ConstructLaurent series about each singularity zn, and then identify the coefficient a-1,n= Res f(zn).     0 0 1 0 0 0 1 0 0 1 lim ( ) lim ( ) z z z z a z z f z z z a a z z z z a                      0 0 0 Res ( ) lim ( ) z z f z z z f z    8  For a simple pole at z = z0 we have a simple formula:  Sometimes this can be a tedious approach. Question: Would this limit exist if it were a higher-order pole?
  • 9.
      2 2 2 ( )2, , ( 2)( 1) Res ( 2) lim 2 z z f z z i i z z f z            has poles at simple 2 ( 2) z z    2 4 5 ( 1) Res ( ) lim z i z f i z i         2 ( 2)( ) z z z i z i    2i  ( 2) 2 i i    2 5 Res ( ) lim z i i f i z i         2 ( 2)( ) z z z i z i    ( 2 ) i   ( 2) ( 2 ) i i    2 5 i   Example: 9 Evaluating Residues (cont.)
  • 10.
    Example:   1 ( ), 0, 1, 2, sin 1 1 Res ( ) lim( ) lim 1 sin cos 1 1 Res ( ) lim( ) lim ( ) sin sin( ) 1 lim ( ) sin( n z n z n z n z n z n f z z n n z f n z n z z f n z n z n z z n n z n z n                                         has simple poles at Alternatively, L'Hospital's rule   0 )cos cos( )sin ( ) lim 1 lim 1 sin( )cos sin n z n w n z n n z n w z n n w                  since we already know 10 Evaluating Residues (cont.)   Res ( ) 1 n f n  
  • 11.
    The previous rulecan be specialized to functions of the form f f(z) = N(z)/D(z), where D(z) has a simple zero at z0 :   0 0 0 0 0 0 0 0 0 0 0 0 ( ) ( ) ( ) Res = Res lim( ) lim( ) ( ) ( ) ( ) ( ) ( ) ( ) lim ( ) ( ) ( ) ( ) z z z z z z z N z N z N z f z z z z z D z D z D z D z N z N z D z D z D z z z                    0 0 0 ( ) ( ) Res ( ) ( ) z N z N z D z D z         11 Evaluating Residues (cont.) zero Hence   0 0 ( ) = , ( ) 0, , ( ) N z f z D z N D z D z  are analytic at Question: Would this limit exist if it were a higher-order zero?       2 1 0 2 0 1 ( ) 0 D z a z z a z z a       Simple zero : 0 1 ( ) D z a   Note :
  • 12.
    Example:      2 1 2 2 1 sin tan , cos 2 0, 1, 2, sin Res tan n n z z z z n z            has simple poles at for   2 1 2 sin n    1   12 Evaluating Residues (cont.)   tan f z z      2 1 Res tan 1, , 0, 1, 2, 2 n z z n        
  • 13.
    Including a MultiplyingFunction 13 Evaluating Residues (cont.)       f z A z F z      0 0 A z z F z z   analytic function at function with simple pole at               0 0 0 0 1 0 0 0 0 0 1 0 0 1 0 0 0 1 Res ( ) lim ( ) lim ( ) lim ( ) lim ( ) ( ) z z z z z z z z b f z z z f z z z A z F z z z A z b b z z z z A z b b z z A z b                                0 0 0 Res ( ) ( )Res f z A z F z  Hence, we have:   F z
  • 14.
    2 1 0 1 02 0 1 0 0 0 0 1 1 0 0 1 ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) m m m m m m m a a f z a a z a z a z z z z z z z z z z f z a a a z z z z                              At the pole, the Laurent series is Hence the following series is a Taylor series about the pole:   1 0 0 1 0 1 0 1 1 0 ( ) ( ) 1 ( ) ( ) 1 ! m m m m m m a z z z z d z z f z m dz z z a                 A formula for the coefficent of is For a non-simple pole of finite order m at z = z0:   1 0 0 1 0 1 Res ( ) ( ) ( ) ( 1 ! m m m d f z z z f z m m dz z z           finite) 14 Evaluating Residues (cont.)           3 0 3 2 0 2 3 0 0 0 1 z z f z a a z z z z a z z a            Example (m = 3):
  • 15.
    For a non-simplepole of finite order m at z = z0: 15 Evaluating Residues (cont.)   0 , 0 lim ( ) 0, , m p z z a p m L z z f z p m p m              1 1 0 0 1 0 1 0 0 0 ( ) ( ) ( ) ( ) ( ) ( ) p p m p m p p m m z z f z a z z a z z a z z a z z                    Proof: 2 1 1 0 1 0 2 0 1 0 0 0 ( ) ( ) ( ) ( ) ( ) ( ) m m m m a a a f z a a z z a z z z z z z z z                   A test to find the order m of a pole: 0 m a  where
  • 16.
      1 0 0 1 0 1 Res( ) ( ) ( ) ( 1 ! m m m d f z z z f z m m dz z z           finite) Example: 2 3 2 3 2 2 ( ) 3 2 ( 2) 1 Res ( 2) ( 2) 2! z z f z z z d f z dz          has a pole of order at 2 3 2 ( 2) z z z   2 2 2 2 1 4 2 2 2! 2! 2 z d z z dz z                    16 Evaluating Residues (cont.) Res ( 2) 2 f  
  • 17.
    Example: 2 2 2 2 24 2 3 1 ( ) 2 , 0, 1, 2, sin 1 ( ) 2( )sin 2( ) sin cos Res ( ) 1! sin sin 2( )sin 2( ) cos sin f z z n n z d z n z n z z n z z f n dz z z z n z n z n z z n z z z n                                                has poles of o de r at r 17 Evaluating Residues (cont.) After three applications of L’Hospital’s rule: Res ( ) 0 f n 
  • 18.
        22 2 2 3 5 2 4 2 2 4 6 2 4 6 2 2 2 2 2 2 2 2 1 1 1 1 ( ) sin sin ( ) sin ( ) sin 1 1 1 3! 5! 3! 5! 1 1 3! 5! 7! 3! 5! 7! 1 1 1 1 3! 5! 3! f z u z n z z n n z n u u u u u u u u u u u u u u u u                                                                       Geometric Series 1 4 2 2 Residue=0 ! 1 2 3 u a u u                   missing term 18 Evaluating Residues (cont.) Alternative calculation: Res ( ) 0 f n  Note: A simple shift does not affect the residue (we have the same coefficients in the Laurent series)
  • 19.
    Example: 1/ ( ) z fz e  (essential singularity at z = 0) 2 3 1/ 1 1 1 1 1 1 2! 3! z e z z z                  1 1 a  Residue: 19 Evaluating Residues (cont.) Res (0) 1 f 
  • 20.
    Summary of ResidueFormulas 20 Evaluating Residues (cont.)   0 1 0 0 1 1 Res ( ) lim ( ) ( ) 1 ! m m m z z d f z z z f z m dz             0 0 0 ( ) ( ) Res ( ) 0 ( ) ( ) N z N z D z D z D z          simple zero if   0 0 0 Res ( ) lim ( ) z z f z z z f z    Simple pole Simple pole Pole of order m
  • 21.
    Extension for simplepoles (going halfway around) As   0:   0 0 1 1 1 1 1 0 0 i i C C a dz i e dz a a d a id a i z z z z e                             Residue term: Proof: 21 Evaluating Residues (cont.)     0 0 Res C f z dz i f z       Note: If it is not a simple pole, the integral around the small semicircle may tend to infinity. 0 i z z e    0 z C  x y We go halfway around on an infinitesimal semicircle.      0 1 1 0 1: 0 n i n n n n C n a z z dz ia e d                For Note: For n < -1 the integral does not converge!
  • 22.
    Similarly, if wego in the opposite direction: 22 Evaluating Residues (cont.) As   0: 0 z C  x y Clockwise      0 0 Res C f z dz i f z       Extension for simple poles (going halfway around)
  • 23.
    23 Numerical Evaluation ofResidues Here we assume a simple pole at z0.   0 0 0 Res ( ) lim ( ) z z f z z z f z    0 0 Res ( ) ( ) f z z f z z       0 0 z z z z z z       Let         2 1 0 0 1 0 2 0 0 2 1 0 1 2 ( ) ( ) a f z f z z a a z z a z z z z a a a z a z z                      Therefore, we have Examine the error using a Laurent series:     1 2 0 0 1 ( ) a z f z z a z a z           Error Error z   x y 0 z 0 z z z    z   z = sample point
  • 24.
    24 Numerical Evaluation ofResidues (cont.) We can improve this by using two sample points and averaging: 1 0 1 2 0 2 0 ( ) ( ) Res ( ) 2 z f z z z f z z f z               x y 0 z 0 z z   z   0 z z   1 2 , z z z z       0 0 0 ( ) ( ) Res ( ) 2 f z z f z z f z z              Choose This is a “central-difference” formula.
  • 25.
    25 Numerical Evaluation ofResidues (cont.) Examine the error using a Laurent series: Error 2 Error z   x y 0 z 0 z z   z   0 z z        2 1 0 0 1 2 2 1 0 0 1 2 ( ) ( ) a f z z a a z a z z a f z z a a z a z z                         2 0 0 1 1 ( ) ( ) 2 f z z f z z z a a z                  0 0 0 ( ) ( ) Res ( ) 2 f z z f z z f z z             
  • 26.
    26 Numerical Evaluation ofResidues (cont.) We can improve this even more by using four sample points: /2 /2 2 /2 2 /2 3 /2 3 /2 0 0 0 0 0 ( ) ( ) ( ) ( ) Res ( ) 4 i i i i i i z f z z ze f z e z ze f z e z ze f z e z f z                       Examine the error using a Laurent series:                   2 3 1 0 0 1 2 3 2 3 /2 /2 /2 /2 1 0 0 1 2 3 /2 2 3 2 /2 2 /2 2 /2 2 /2 1 0 0 1 2 3 2 /2 3 /2 3 1 0 0 1 3 /2 ( ) ( ) ( ) ( ) i i i i i i i i i i i i i a f z z a a z a z a z z a f z ze a a ze a ze a ze ze a f z ze a a ze a ze a ze ze a f z ze a a ze ze                                                                  2 3 /2 3 /2 3 /2 2 3 i i a ze a ze           /2 /2 2 /2 2 /2 3 /2 3 /2 4 0 0 0 0 1 3 ( ) ( ) ( ) ( ) 4 i i i i i i f z z e f z e z e f z e z e f z e z z a a z                              4 Error z   x y 0 z 0 z z   z   /2 0 i z e z    2 /2 0 i z e z    3 /2 0 i z e z    /2 2 /2 3 /2 1 2 3 4 , , , i i i z z z z e z z e z z e                We see that
  • 27.
    27 Numerical Evaluation ofResidues (cont.) A little more detail:                         2 3 1 0 0 1 2 3 2 3 4 2 3 /2 /2 /2 /2 /2 /2 1 0 0 1 2 3 2 3 4 2 3 2 /2 2 /2 2 /2 2 /2 2 /2 2 /2 1 0 0 1 2 3 3 /2 3 /2 0 ( ) ( ) ( ) ( ) i i i i i i i i i i i i i i a f z z a a z a z a z z a e f z ze a e a z e a z e a z e z a e f z ze a e a z e a z e a z e z e f z ze                                                                  2 3 4 2 3 3 /2 3 /2 3 /2 3 /2 1 0 1 2 3 i i i i a a e a z e a z e a z e z                                                                    2 3 1 0 0 1 2 3 2 3 /2 /2 1 0 0 1 2 3 2 3 2 /2 2 /2 1 0 0 1 2 3 2 3 3 /2 3 /2 1 0 0 1 2 3 ( ) 1 1 1 1 ( ) 1 1 ( ) 1 1 1 1 ( ) 1 1 i i i i i i a f z z a a z a z a z z a e f z ze a i a z a z i a z z a e f z ze a a z a z a z z a e f z ze a i a z a z i a z z                                                                 Simplifying:
  • 28.
    28 Numerical Evaluation ofResidues (cont.) In general, we can use N sample points         2 1 / 2 1 / 0 0 1 1 Res ( ) N i n N i n N n f z z e f z e z N           Error N z   x y 0 z 0 z z   z   2 / 0 i N z e z    8 N    2 1 / , 1,2 i n N n z ze n N      
  • 29.
    29 Numerical Evaluation ofResidues (cont.) We can also numerically integrate around a simple pole:   0 1 Res ( ) 2 C f z f z dz i      2 0 0 0 Res ( ) 2 i i r f z f z re e d         Use the midpoint rule of integration: Choose a small circle of radius r: 0 i i z z re dz ire d       2 1 , 1,2 2 n n n N N            Sample points: x y 0 z  C r 0 2 1  N  2 N     N intervals
  • 30.
    30 Numerical Evaluation ofResidues (cont.) We then have   2 0 0 0 Res ( ) 2 i i r f z f z re e d               2 1/2 / 2 1/2 / 0 0 1 2 Res ( ) 2 N i n N i n N n r f z f z re e N                     / 2 / / 2 / 0 0 1 Res ( ) i N N i n N i N i n N n re f z f z r e e e N             2 / 2 / 0 0 0 0 1 Res ( ) N i n N i n N n z f z f z z e e N         / 0 i N z re     where or or Sample 0 2 0  1 N   2 N     2 1 , 1,2 2 n n n N N           
  • 31.
    31 Numerical Evaluation ofResidues (cont.) We then have     2 / 2 / 0 0 0 0 1 1 Res ( ) N i n N i n N n f z z e f z z e N         This is the same result that we obtained from the sampling method! Note: The midpoint rule is exceptionally accurate when applied to a smooth periodic function, integrating over a period*. *J. A. C. Wiedeman, “Numerical Integration of Periodic Functions: A Few Examples,” The Mathematical Association of America, vol. 109, Jan. 2002, pp. 21-36.         2 1 / 2 1 / 0 0 1 1 Res ( ) N i n N i n N n f z z e f z z e N           or (We have the same set of sample points if n is replaced by n-1.)