Evaluating Cauchy principal value Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)The Cauchy principal value of an integralCauchy principal value of $int_-infty^infty frac1x^3 dx $Cauchy principal value of two integralsEvaluate the Cauchy Principal Value of $int_-infty^infty fracsin xx(x^2-2x+2)dx$Can Cauchy principal values of functions with nonsimple poles be evaluated using complex contour integration methods?Cauchy principal value for solving the integral of complex exponentialShow that the Cauchy principal value of $ int_-infty^inftyfracP(x)Q(x)dx$ exists when $mboxdeg(Q)=mboxdeg(P)+1$.Cauchy principal value and displacing singularityUse an indented contour and residues to establish the Cauchy principal value of $int_-infty^inftyfracsin xx$ using complex integration.An approach to evaluating a Cauchy principal value that yields unexpected extra imaginary term

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Evaluating Cauchy principal value



Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)The Cauchy principal value of an integralCauchy principal value of $int_-infty^infty frac1x^3 dx $Cauchy principal value of two integralsEvaluate the Cauchy Principal Value of $int_-infty^infty fracsin xx(x^2-2x+2)dx$Can Cauchy principal values of functions with nonsimple poles be evaluated using complex contour integration methods?Cauchy principal value for solving the integral of complex exponentialShow that the Cauchy principal value of $ int_-infty^inftyfracP(x)Q(x)dx$ exists when $mboxdeg(Q)=mboxdeg(P)+1$.Cauchy principal value and displacing singularityUse an indented contour and residues to establish the Cauchy principal value of $int_-infty^inftyfracsin xx$ using complex integration.An approach to evaluating a Cauchy principal value that yields unexpected extra imaginary term










1












$begingroup$


During a graduate course on Electrodynamics I began reviewing the Kramer-Kronig relations, which are defined using the Cauchy principal value. However, I have some trouble understanding how to evaluate the Cauchy principal value, since it's a topic of complex analysis I never saw before and so far the articles and books I've read just offer the formal definition without examples.



First of all, I understand that if $h(z)$ is singular in $z=0$, then the principal value can be evaluated as [1],



$$Pint_-infty^+infty h(z)dz=lim_arightarrow 0^+left[ int_-infty^-a h(z)dz+int_a^+infty h(z)dzright]$$



However, this only applies if $h(z)$ has one pole in $z=0$. If, for example, I have the function,



$$int_-infty^+infty fracomegaz(z-z_0)dz$$



How is the principal value defined in this case?



I have also found in other documents that the definition of the principal value is a bit different, as for example, in [2] they define the principal value as,



$$Pint_-infty^+inftyh(z)dz=lim_Rrightarrowinftyint_-R^+Rh(z)dz$$



which can be evaluated as usual using the residue theorem, so I'm confused why there're are two definitions, one of which is actually familiar.



[1] https://math.tutorvista.com/calculus/cauchy-principal-value.html



[2] http://stat.math.uregina.ca/~kozdron/Teaching/Regina/312Fall13/Handouts/lecture34_dec_2.pdf










share|cite|improve this question









$endgroup$
















    1












    $begingroup$


    During a graduate course on Electrodynamics I began reviewing the Kramer-Kronig relations, which are defined using the Cauchy principal value. However, I have some trouble understanding how to evaluate the Cauchy principal value, since it's a topic of complex analysis I never saw before and so far the articles and books I've read just offer the formal definition without examples.



    First of all, I understand that if $h(z)$ is singular in $z=0$, then the principal value can be evaluated as [1],



    $$Pint_-infty^+infty h(z)dz=lim_arightarrow 0^+left[ int_-infty^-a h(z)dz+int_a^+infty h(z)dzright]$$



    However, this only applies if $h(z)$ has one pole in $z=0$. If, for example, I have the function,



    $$int_-infty^+infty fracomegaz(z-z_0)dz$$



    How is the principal value defined in this case?



    I have also found in other documents that the definition of the principal value is a bit different, as for example, in [2] they define the principal value as,



    $$Pint_-infty^+inftyh(z)dz=lim_Rrightarrowinftyint_-R^+Rh(z)dz$$



    which can be evaluated as usual using the residue theorem, so I'm confused why there're are two definitions, one of which is actually familiar.



    [1] https://math.tutorvista.com/calculus/cauchy-principal-value.html



    [2] http://stat.math.uregina.ca/~kozdron/Teaching/Regina/312Fall13/Handouts/lecture34_dec_2.pdf










    share|cite|improve this question









    $endgroup$














      1












      1








      1





      $begingroup$


      During a graduate course on Electrodynamics I began reviewing the Kramer-Kronig relations, which are defined using the Cauchy principal value. However, I have some trouble understanding how to evaluate the Cauchy principal value, since it's a topic of complex analysis I never saw before and so far the articles and books I've read just offer the formal definition without examples.



      First of all, I understand that if $h(z)$ is singular in $z=0$, then the principal value can be evaluated as [1],



      $$Pint_-infty^+infty h(z)dz=lim_arightarrow 0^+left[ int_-infty^-a h(z)dz+int_a^+infty h(z)dzright]$$



      However, this only applies if $h(z)$ has one pole in $z=0$. If, for example, I have the function,



      $$int_-infty^+infty fracomegaz(z-z_0)dz$$



      How is the principal value defined in this case?



      I have also found in other documents that the definition of the principal value is a bit different, as for example, in [2] they define the principal value as,



      $$Pint_-infty^+inftyh(z)dz=lim_Rrightarrowinftyint_-R^+Rh(z)dz$$



      which can be evaluated as usual using the residue theorem, so I'm confused why there're are two definitions, one of which is actually familiar.



      [1] https://math.tutorvista.com/calculus/cauchy-principal-value.html



      [2] http://stat.math.uregina.ca/~kozdron/Teaching/Regina/312Fall13/Handouts/lecture34_dec_2.pdf










      share|cite|improve this question









      $endgroup$




      During a graduate course on Electrodynamics I began reviewing the Kramer-Kronig relations, which are defined using the Cauchy principal value. However, I have some trouble understanding how to evaluate the Cauchy principal value, since it's a topic of complex analysis I never saw before and so far the articles and books I've read just offer the formal definition without examples.



      First of all, I understand that if $h(z)$ is singular in $z=0$, then the principal value can be evaluated as [1],



      $$Pint_-infty^+infty h(z)dz=lim_arightarrow 0^+left[ int_-infty^-a h(z)dz+int_a^+infty h(z)dzright]$$



      However, this only applies if $h(z)$ has one pole in $z=0$. If, for example, I have the function,



      $$int_-infty^+infty fracomegaz(z-z_0)dz$$



      How is the principal value defined in this case?



      I have also found in other documents that the definition of the principal value is a bit different, as for example, in [2] they define the principal value as,



      $$Pint_-infty^+inftyh(z)dz=lim_Rrightarrowinftyint_-R^+Rh(z)dz$$



      which can be evaluated as usual using the residue theorem, so I'm confused why there're are two definitions, one of which is actually familiar.



      [1] https://math.tutorvista.com/calculus/cauchy-principal-value.html



      [2] http://stat.math.uregina.ca/~kozdron/Teaching/Regina/312Fall13/Handouts/lecture34_dec_2.pdf







      complex-analysis






      share|cite|improve this question













      share|cite|improve this question











      share|cite|improve this question




      share|cite|improve this question










      asked Mar 25 at 18:29









      CharlieCharlie

      1496




      1496




















          1 Answer
          1






          active

          oldest

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          1












          $begingroup$

          Both are referred to as the "Principal Value", and give the practical result we would expect from contour integration. Both forms can be seen as a specialization of
          $$P.V.int_-infty^infty f = lim_varepsilon rightarrow 0^+ left[int_b-frac1varepsilon^b-varepsilon f(x),mathrmdx+int_b+varepsilon^b+frac1varepsilonf(x),mathrmdx right]$$



          whenever $f$ has a singularity at $b,$ but even then we need a more general definition when $f$ has more singularities. A better definition is to simply define the Principal Value by
          $$P.V.int_C f(z) mathrmdz = lim_varepsilon to 0^+ int_C setminus mathcalN_epsilon (b) f(z) mathrmdz$$ where $C$ is a contour in the complex plane and $mathcalN_epsilon (b)$ is ball of radius $epsilon$ about a singularity $b$ of $f.$ Since complex singularities are isolated, we can obviously break up our integral and handle each singularity separately, so this is fully general.






          share|cite|improve this answer









          $endgroup$












          • $begingroup$
            I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
            $endgroup$
            – Charlie
            Mar 25 at 19:31











          • $begingroup$
            @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
            $endgroup$
            – Brevan Ellefsen
            Mar 25 at 19:35










          • $begingroup$
            Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
            $endgroup$
            – Charlie
            Mar 25 at 19:40











          Your Answer








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          1 Answer
          1






          active

          oldest

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          active

          oldest

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          active

          oldest

          votes









          1












          $begingroup$

          Both are referred to as the "Principal Value", and give the practical result we would expect from contour integration. Both forms can be seen as a specialization of
          $$P.V.int_-infty^infty f = lim_varepsilon rightarrow 0^+ left[int_b-frac1varepsilon^b-varepsilon f(x),mathrmdx+int_b+varepsilon^b+frac1varepsilonf(x),mathrmdx right]$$



          whenever $f$ has a singularity at $b,$ but even then we need a more general definition when $f$ has more singularities. A better definition is to simply define the Principal Value by
          $$P.V.int_C f(z) mathrmdz = lim_varepsilon to 0^+ int_C setminus mathcalN_epsilon (b) f(z) mathrmdz$$ where $C$ is a contour in the complex plane and $mathcalN_epsilon (b)$ is ball of radius $epsilon$ about a singularity $b$ of $f.$ Since complex singularities are isolated, we can obviously break up our integral and handle each singularity separately, so this is fully general.






          share|cite|improve this answer









          $endgroup$












          • $begingroup$
            I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
            $endgroup$
            – Charlie
            Mar 25 at 19:31











          • $begingroup$
            @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
            $endgroup$
            – Brevan Ellefsen
            Mar 25 at 19:35










          • $begingroup$
            Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
            $endgroup$
            – Charlie
            Mar 25 at 19:40















          1












          $begingroup$

          Both are referred to as the "Principal Value", and give the practical result we would expect from contour integration. Both forms can be seen as a specialization of
          $$P.V.int_-infty^infty f = lim_varepsilon rightarrow 0^+ left[int_b-frac1varepsilon^b-varepsilon f(x),mathrmdx+int_b+varepsilon^b+frac1varepsilonf(x),mathrmdx right]$$



          whenever $f$ has a singularity at $b,$ but even then we need a more general definition when $f$ has more singularities. A better definition is to simply define the Principal Value by
          $$P.V.int_C f(z) mathrmdz = lim_varepsilon to 0^+ int_C setminus mathcalN_epsilon (b) f(z) mathrmdz$$ where $C$ is a contour in the complex plane and $mathcalN_epsilon (b)$ is ball of radius $epsilon$ about a singularity $b$ of $f.$ Since complex singularities are isolated, we can obviously break up our integral and handle each singularity separately, so this is fully general.






          share|cite|improve this answer









          $endgroup$












          • $begingroup$
            I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
            $endgroup$
            – Charlie
            Mar 25 at 19:31











          • $begingroup$
            @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
            $endgroup$
            – Brevan Ellefsen
            Mar 25 at 19:35










          • $begingroup$
            Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
            $endgroup$
            – Charlie
            Mar 25 at 19:40













          1












          1








          1





          $begingroup$

          Both are referred to as the "Principal Value", and give the practical result we would expect from contour integration. Both forms can be seen as a specialization of
          $$P.V.int_-infty^infty f = lim_varepsilon rightarrow 0^+ left[int_b-frac1varepsilon^b-varepsilon f(x),mathrmdx+int_b+varepsilon^b+frac1varepsilonf(x),mathrmdx right]$$



          whenever $f$ has a singularity at $b,$ but even then we need a more general definition when $f$ has more singularities. A better definition is to simply define the Principal Value by
          $$P.V.int_C f(z) mathrmdz = lim_varepsilon to 0^+ int_C setminus mathcalN_epsilon (b) f(z) mathrmdz$$ where $C$ is a contour in the complex plane and $mathcalN_epsilon (b)$ is ball of radius $epsilon$ about a singularity $b$ of $f.$ Since complex singularities are isolated, we can obviously break up our integral and handle each singularity separately, so this is fully general.






          share|cite|improve this answer









          $endgroup$



          Both are referred to as the "Principal Value", and give the practical result we would expect from contour integration. Both forms can be seen as a specialization of
          $$P.V.int_-infty^infty f = lim_varepsilon rightarrow 0^+ left[int_b-frac1varepsilon^b-varepsilon f(x),mathrmdx+int_b+varepsilon^b+frac1varepsilonf(x),mathrmdx right]$$



          whenever $f$ has a singularity at $b,$ but even then we need a more general definition when $f$ has more singularities. A better definition is to simply define the Principal Value by
          $$P.V.int_C f(z) mathrmdz = lim_varepsilon to 0^+ int_C setminus mathcalN_epsilon (b) f(z) mathrmdz$$ where $C$ is a contour in the complex plane and $mathcalN_epsilon (b)$ is ball of radius $epsilon$ about a singularity $b$ of $f.$ Since complex singularities are isolated, we can obviously break up our integral and handle each singularity separately, so this is fully general.







          share|cite|improve this answer












          share|cite|improve this answer



          share|cite|improve this answer










          answered Mar 25 at 18:45









          Brevan EllefsenBrevan Ellefsen

          12k31651




          12k31651











          • $begingroup$
            I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
            $endgroup$
            – Charlie
            Mar 25 at 19:31











          • $begingroup$
            @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
            $endgroup$
            – Brevan Ellefsen
            Mar 25 at 19:35










          • $begingroup$
            Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
            $endgroup$
            – Charlie
            Mar 25 at 19:40
















          • $begingroup$
            I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
            $endgroup$
            – Charlie
            Mar 25 at 19:31











          • $begingroup$
            @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
            $endgroup$
            – Brevan Ellefsen
            Mar 25 at 19:35










          • $begingroup$
            Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
            $endgroup$
            – Charlie
            Mar 25 at 19:40















          $begingroup$
          I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
          $endgroup$
          – Charlie
          Mar 25 at 19:31





          $begingroup$
          I see. So if I understand correctly, then for every singularity in $f(z)$ then we can break the integral as it passes around it in the limit when $epsilonrightarrow 0^+$. Regarding the notation, what does $C setminus mathcalN_epsilon (b)$ stand for?
          $endgroup$
          – Charlie
          Mar 25 at 19:31













          $begingroup$
          @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
          $endgroup$
          – Brevan Ellefsen
          Mar 25 at 19:35




          $begingroup$
          @Charlie It is the contour $C$ minus the neighborhood (ball of radius $epsilon$) about the point $b.$ You can think of it as a curve with a piece cut out around the singularity
          $endgroup$
          – Brevan Ellefsen
          Mar 25 at 19:35












          $begingroup$
          Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
          $endgroup$
          – Charlie
          Mar 25 at 19:40




          $begingroup$
          Thank you. Now that I see it, it's very similar to the definition of the Feynman propagator in QFT, just with a different notation.
          $endgroup$
          – Charlie
          Mar 25 at 19:40

















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