Mathematical Physics II: Singularities, Residue Integrals, Fourier Analysis and the Delta Function
1. Classifying singularities
A point z₀ where f fails to be analytic is an isolated singularity if f is analytic in a punctured disc around it. The Laurent series about z₀ then classifies it by its negative powers. If there are none, the singularity is removable — sin z/z at z = 0, whose series 1 − z²/6 + … is finite once f(0) is defined as 1. If the negative powers stop at (z − z₀)−m, it is a pole of order m. If they never stop, it is an essential singularity — e1/z = Σ z−n/n! at z = 0 — near which f takes almost every complex value.
| Kind | Example at z = 0 | Test |
|---|---|---|
| Removable | sin z / z | lim f(z) exists and is finite; residue 0 |
| Pole of order m | 1/z³, cos z / z² | (z − z₀)m f → finite non-zero |
| Essential | e1/z, sin(1/z) | infinitely many negative powers |
| Branch point (not isolated) | √z, ln z | f is multivalued around it; needs a branch cut |
The residue at an essential singularity is still the coefficient of z−1, read from the series. For z²e1/z = z² Σ z−n/n!, the z−1 term comes from n = 3, so the residue is 1/3! = 1/6. A point such as z = 0 for 1/sin(1/z) is not isolated at all: poles at z = 1/(nπ) crowd into it, and no Laurent series about it exists.
2. Real integrals by residues
- Rational functions on the whole line. If P/Q has no real poles and deg Q ≥ deg P + 2, close the contour with a large semicircle in the upper half-plane; the arc contributes nothing, and ∫−∞∞ P/Q dx = 2πi Σ (residues in the upper half-plane). Thus ∫dx/(1 + x²) = 2πi · 1/(2i) = π, and ∫dx/(1 + x²)² = 2πi · (−i/4) = π/2 (a double pole at z = i).
- Trigonometric integrals over a period. Put z = eiθ: cos θ = (z + 1/z)/2, dθ = dz/(iz), and the integral becomes a contour integral round |z| = 1. The standard result is ∫₀2π dθ/(a + b cos θ) = 2π/√(a² − b²) for a > |b|, so with a = 5, b = 4 it is 2π/3.
- Fourier-type integrals and Jordan’s lemma. For ∫ f(x)eikx dx with k > 0 and f → 0 at infinity, the upper arc vanishes even if f falls only as 1/|z| (Jordan’s lemma). So ∫−∞∞ cos kx/(x² + a²) dx = Re[2πi · e−ka/(2ia)] = (π/a)e−ka, which is π/e ≈ 1.156 for k = a = 1.
3. Fourier series in complex form, and Parseval
On (−π, π) a periodic f is f(x) = Σₙ cₙeinx, with cₙ = (1/2π)∫ f(x)e−inx dx; for real f, c₋ₙ = cₙ*, and cₙ = (aₙ − ibₙ)/2 links it to the sine–cosine form. Parseval’s theorem is completeness applied to this basis: (1/2π)∫|f|² dx = Σ|cₙ|² = a₀²/4 + ½Σ(aₙ² + bₙ²). It turns a Fourier series into a sum of a numerical series.
Worked: f(x) = x on (−π, π) is odd, so aₙ = 0 and bₙ = 2(−1)n+1/n. The left side is (1/2π)∫x² dx = π²/3; the right side is ½Σ4/n² = 2Σ1/n². So Σ 1/n² = π²/6 ≈ 1.645. The square wave that is ±1 gives Σ 1/(2k − 1)² = π²/8 in the same way. Near a jump a truncated series overshoots by about 9% of the jump however many terms are kept — the Gibbs phenomenon — while the full series converges to the mid-point of the jump.
4. The Fourier transform in physics, and the Dirac delta
Physics usually writes the symmetric pair F(k) = (1/√2π)∫ f(x)e−ikx dx and f(x) = (1/√2π)∫ F(k)eikx dk; engineering conventions move the 2π or flip the sign, and a question states its own. Four properties do most of the work: differentiation becomes multiplication, f′ ↔ ikF; a shift becomes a phase, f(x − a) ↔ e−ikaF; convolution becomes a product, (f∗g) ↔ √2π FG; and Plancherel ∫|f|² dx = ∫|F|² dk keeps the norm.
The Gaussian is its own transform in shape: e−ax² ↦ (1/√(2a)) e−k²/4a. A narrow Gaussian (large a) has a wide transform, and the product of the widths is fixed — the mathematical root of Δx Δk ≥ ½ and so of the uncertainty principle. The Dirac delta δ(x) is the limit of ever narrower unit-area Gaussians; its transform is the constant 1/√2π, which gives δ(x) = (1/2π)∫eikx dk.
| Rule | Worked |
|---|---|
| ∫ f(x) δ(x − a) dx = f(a) | ∫ (x³ + 1) δ(x − 2) dx = 9 |
| δ(ax) = δ(x)/|a| | ∫ x² δ(2x − 4) dx = ∫ x² δ(x − 2)/2 dx = 2 |
| δ(g(x)) = Σ δ(x − xᵢ)/|g′(xᵢ)| | δ(x² − 1) = [δ(x − 1) + δ(x + 1)]/2 |
| ∫ f(x) δ′(x) dx = −f′(0) | by parts; the boundary term vanishes |
Key takeaways
- Removable, pole or essential is read from the negative powers of the Laurent series; a branch point is not an isolated singularity, and nor is a point where poles accumulate.
- ∫−∞∞ P/Q dx = 2πi × (upper-half-plane residues) when deg Q ≥ deg P + 2; ∫₀2π dθ/(a + b cos θ) = 2π/√(a² − b²).
- For eikx with k > 0 close upward (Jordan’s lemma): ∫ cos kx/(x² + a²) dx = (π/a)e−ka. Never put cos kz on the arc.
- Parseval turns a Fourier series into a numerical sum: f = x gives Σ1/n² = π²/6.
- A Gaussian transforms to a Gaussian of inverse width; δ(ax) = δ(x)/|a|, and ∫ f δ(x − a) dx = f(a).
Practice questions (13)
Attempt each one before opening the answer. Every explanation names the tempting wrong option as well as the right one, because that is where marks are lost.
At z = 0 the function sin z / z has:
Show answer
Answer: A — A removable singularity
sin z/z = 1 − z²/6 + z⁴/120 − …, with no negative powers, and the limit at 0 is 1. Defining f(0) = 1 removes the singularity. The 1/z in the formula tempts "simple pole", but the zero of sin z cancels it.At z = 0 the function e1/z has:
Show answer
Answer: A — An essential singularity
e1/z = Σ z−n/n! has infinitely many negative powers, which defines an essential singularity; near it the function takes almost every complex value. A pole needs the negative powers to stop at a finite order, and the function is single-valued, so it is not a branch point.The residue of z² e1/z at z = 0, to three decimal places, is ____.
Numerical answer — type the value.
Show answer
Answer: 0.167
z² e1/z = z²(1 + 1/z + 1/(2z²) + 1/(6z³) + …); the z−1 term is z²/(6z³), so the residue is 1/6 = 0.167. The residue formula for poles cannot be used at an essential singularity, and taking the 1/(2z²) term instead gives 0.5.The value of ∫−∞∞ dx/(x² + 1)², to three decimal places, is ____.
Numerical answer — type the value.
Show answer
Answer: 1.571
Close upward; z = i is a double pole. Res = d/dz[1/(z + i)²] at z = i = −2/(2i)³ = −2/(−8i) = −i/4. The integral is 2πi(−i/4) = π/2 = 1.571. Treating the pole as simple, lim (z − i)f, is undefined here; using the residue of 1/(1 + z²) gives π instead.The value of ∫₀2π dθ/(5 + 4 cos θ), to three decimal places, is ____.
Numerical answer — type the value.
Show answer
Answer: 2.094
With z = eiθ the integrand becomes dz/[i(2z² + 5z + 2)] = dz/[2i(z + ½)(z + 2)]; only z = −½ lies inside |z| = 1, with residue 1/[2i · (3/2)] = 1/(3i). So the integral is 2πi/(3i) = 2π/3 = 2.094, which matches 2π/√(25 − 16). Including the pole at −2 gives 0.The value of ∫−∞∞ cos x/(x² + 1) dx, to three decimal places, is ____.
Numerical answer — type the value.
Show answer
Answer: 1.156
Write cos x = Re eix and close upward (Jordan’s lemma). Residue of eiz/(z² + 1) at z = i is e−1/(2i), so the integral is Re[2πi · e−1/(2i)] = π/e = 1.156. Dropping the exponential gives π = 3.142, the answer for 1/(x² + 1) alone.At z = 0, which of the following functions have an ISOLATED singularity?
Show answer
Answer: A — 1/z²; C — e^{1/z}
1/z² has a double pole and e1/z an essential singularity, both isolated. √z is multivalued round 0 — a branch point, not an isolated singularity. 1/sin(1/z) has poles at z = 1/(nπ) that accumulate at 0, so no punctured disc around 0 is free of singularities.The Fourier series of f(x) = x on (−π, π) has bₙ = 2(−1)n+1/n. Using Parseval’s theorem, the value of Σn=1∞ 1/n², to three decimal places, is ____.
Numerical answer — type the value.
Show answer
Answer: 1.645
(1/π)∫−ππ x² dx = 2π²/3 must equal Σbₙ² = 4Σ1/n², so Σ1/n² = π²/6 = 1.645. Using (1/2π) on the left with Σbₙ² on the right (mixing the two normalisations) gives π²/12 = 0.822.A Gaussian pulse e−ax² is made narrower by increasing a. Its Fourier transform:
Show answer
Answer: A — Stays Gaussian and becomes wider in k
e−ax² ↦ (1/√(2a))e−k²/4a: the transform is Gaussian with width ∝ √a, so a narrower pulse has a wider spectrum and the width product is fixed. A sinc belongs to a rectangular pulse and a Lorentzian to e−a|x|.The value of ∫−∞∞ (x³ + 1) δ(x − 2) dx is ____.
Numerical answer — type the value.
Show answer
Answer: 9
The delta function picks out the value of the rest of the integrand at x = 2: 2³ + 1 = 9. Evaluating at x = 0 (reading δ(x − 2) as δ(x)) gives 1, and evaluating at x = −2 gives −7.The value of ∫−∞∞ x² δ(2x − 4) dx is ____.
Numerical answer — type the value.
Show answer
Answer: 2
δ(2x − 4) = δ(2(x − 2)) = δ(x − 2)/2, so the integral is 2²/2 = 2. Ignoring the scaling rule δ(ax) = δ(x)/|a| gives 4, and it is the most common wrong answer.With F(k) the Fourier transform of f(x) in the convention F(k) = (1/√2π)∫f e−ikx dx, the transform of df/dx is:
Show answer
Answer: A — ik F(k)
Integrate by parts: (1/√2π)∫f′e−ikx dx = [boundary term, zero] + ik(1/√2π)∫f e−ikx dx = ikF. The sign −ik belongs to the opposite convention e+ikx; dF/dk is the transform of −ixf, and F/(ik) is integration.A square wave is expanded in a Fourier series. Which statements are correct?
Show answer
Answer: A — At a jump the full series converges to the mid-point of the jump; B — The overshoot of a truncated series near a jump does not shrink to zero as more terms are added; C — Parseval’s theorem gives Σ 1/(2k − 1)² = π²/8
The series converges to the average of the one-sided limits at a jump, and the Gibbs overshoot stays near 9% of the jump while moving closer to it. For ±1, bₙ = 4/(nπ) for odd n, and Parseval gives (16/π²)·½Σ1/(2k − 1)² = 1, i.e. π²/8. Those coefficients fall as 1/n: a discontinuity forces 1/n, and 1/n² needs a continuous function.