Cauchy Principal Value integral

In summary: And it gave me the answer 2i\pi, which I believe is incorrect. I will look into the theorem you mentioned. Thanks again for your help!In summary, the conversation discusses calculating the integral I=P\int^{\infty}_{- \infty} \frac{e^{ikx}}{x} dx using the formula I=P\int^{\infty}_{- \infty} \frac{f(x)}{x-x_0} dx = i \pi f(x_0) + 2 \pi i \sum a_{-1}(z_+). The solution obtained from Maple is 2i\pi, but further analysis shows that the correct answer is pi i. The
  • #1
eXorikos
284
5

Homework Statement


Calculate [tex]I=P\int^{\infty}_{- \infty} \frac{e^{ikx}}{x} dx[/tex]

Homework Equations


[tex]I=P\int^{\infty}_{- \infty} \frac{f(x)}{x-x_0} dx = i \pi f(x_0) + 2 \pi i \sum a_{-1}(z_+)[/tex]

The Attempt at a Solution


According to Maple the solution is [tex]2i\pi[/tex]. Now if I try to calculate it using the above formula, I find [tex]f(x_0)=e^0=1[/tex]
and since f(x)/x doesn't have any poles in the upper halfplane the sum of the residues is zero. This leads to
[tex]I=P\int^{\infty}_{- \infty} \frac{f(x)}{x-x_0} dx = i \pi[/tex]

Where did I go wrong?

Also, to use this formula for the integral the line integral over the upper halfplane must be zero. So to prove this you have to calculate: [tex]\lim_{R\rightarrow \infty} R f(R)[/tex] This is not zero. I'm confused now...
 
Last edited:
Physics news on Phys.org
  • #2
Try to analyze it more slowly and carefully. What, exactly, is the contour you're using? Suppose for now, it's the half-washer in the upper half-plane, the one with an indentation around the origin. Ok, so that looks likes:

[tex]\int_P+\int_O+\int_R=0[/tex]

where P is principal-value, O is the indentation around the origin, and R is the half-circle contour. Just look at the integral over R for now. Wouldn't that be:

[tex]\int_0^{\pi} \frac{e^{ikRe^{it}}}{Re^{it}} Rie^{it} dt[/tex]

Can you simplify that, convert to sines and cosines, and show what k has to be in order for that to converge to zero? Ok, now look at closing the contour in the lower half-plane and do the same analysis. What must k be in order for that one to converge? Get that straight then look up that theorem that discusses what happens when you integrate over an indentation around a simple pole when the radius of the indentation goes to zero. Find that theorem and study it. It's something like it's equal to [itex]i\theta r_0[/itex] where theta is the (signed) radian measure of the contour and r_0 is the residue. That should do it huh?
 
Last edited:
  • #3
It was stated explicitly that k is a real positive number.

So I get [tex]i \int^\pi_0 e^{ikRcos(t)-kRsin(t)} dt[/tex] but where do I go from there? If I take take the limit of tje exp(-kRsin(t)) for R going to infinity it is clear that this is zero. But if the exponential including the cosine is still infinite, this gets me nowhere?

I'm really fuzy on my calculus, since it's been 4 years... :/
 
  • #4
You have:

[tex]i\int_0^{\pi} e^{ikR e^{it}}dt[/tex]

now convert that to trigs:

[tex]i\int_0^{\pi} e^{-kR\sin(t)+ikR\cos(t)}dt[/tex]

Now, we're only interested in the bounds of that integral as R goes to infinity, so we could take the absolute value of the integrand and write that the absolute value of the bound will be no more than:

[tex]\int_0^{\pi}e^{-kR\sin(t)}dt[/tex]

that's bingo-bango right?
 
  • #5
That's indeed correct. Thanks for that.

Now what about my first question?
 
  • #6
Tell you what, it's up to you what you want to do. Now, we've established:

[tex]\int_P=-\int_O[/tex]

Ok, there you go. Unless you are required to do all that other stuff you mentioned, then I would think the easiest thing to do now is compute that integral over O, negate it, and you have the answer. But I think you really should look up the theorem on that first, get it straight, then you'll see the answer is easy.

Oh, I see what you're asking. Maple is wrong or rather I think it's more likely you didn't state the problem correctly for Maple. The answer is pi i.
 
Last edited:
  • #7
Ok, thanks for your help!

I used the commando:
int(f(x),x=-infinity..infinity,CauchyPrincipalValue) assuming positive;
 
Last edited:

Related to Cauchy Principal Value integral

What is the Cauchy Principal Value integral?

The Cauchy Principal Value integral is a mathematical concept used to evaluate integrals that do not converge in the traditional sense. It is defined as the average of the left and right limits of the integral, when those limits exist.

When is the Cauchy Principal Value integral used?

The Cauchy Principal Value integral is used when the traditional method of integration fails, typically due to a singularity or discontinuity in the function being integrated. It is also commonly used in physics and engineering to calculate the value of improper integrals.

How is the Cauchy Principal Value integral calculated?

The Cauchy Principal Value integral is calculated by taking the average of the left and right limits of the integral, when those limits exist. This is represented by the notation PV ∫ f(x)dx. The calculation can also be expressed as the limit of the integral as the singularity approaches zero.

What are the limitations of the Cauchy Principal Value integral?

The Cauchy Principal Value integral can only be used when the left and right limits of the integral exist. If the limits do not exist or are infinite, then the Cauchy Principal Value integral cannot be calculated. Additionally, this method of integration can only be used for certain types of functions and may not always yield accurate results.

Can the Cauchy Principal Value integral be used in higher dimensions?

Yes, the Cauchy Principal Value integral can be extended to higher dimensions through the use of multiple integrals. However, the concept of a singularity or discontinuity becomes more complex in higher dimensions and may require more advanced mathematical techniques to evaluate.

Similar threads

  • Calculus and Beyond Homework Help
Replies
2
Views
338
  • Calculus and Beyond Homework Help
Replies
4
Views
346
  • Calculus and Beyond Homework Help
Replies
7
Views
979
  • Calculus and Beyond Homework Help
Replies
2
Views
1K
  • Calculus and Beyond Homework Help
Replies
3
Views
507
  • Calculus and Beyond Homework Help
Replies
8
Views
752
  • Calculus and Beyond Homework Help
Replies
4
Views
500
  • Calculus and Beyond Homework Help
Replies
2
Views
906
  • Calculus and Beyond Homework Help
Replies
31
Views
2K
Replies
9
Views
1K
Back
Top