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I try to use residue to calculate this integral $$\int_1^2 \frac{\sqrt {(x-1)(2-x)}} {x}\ dx$$
I let $$f(z)=\frac{\sqrt {(z-1)(2-z)}} {z}$$ and evaluate the integral $$\int_{(\Gamma)} f(z)dz$$ along the contour $\Gamma$ consisting of: $(1)$ circle$(1;\epsilon)$; $(2)$ circle$(2;\epsilon)$; $(3) $circle$(0;R)$; $(4)$ segments $[1+\epsilon,2-\epsilon]$ - upper and lower sides of branch cut $[1,2]$, and $(5)$ segments $[2+\epsilon,R]$

My problem is how to define the argument of $z-1$ and $2-z$ at upper and lower sides of branch cut
In a similar example: http://en.wikipedia.org/wiki/Methods_of_contour_integration#Example_.28VI.29_.E2.80.93_logarithms_and_the_residue_at_infinity
why $\arg(z)$ ranged from $-\pi$ to $\pi$ while $\arg(3-z)$ ranged from $0$ to $2\pi$

HLong
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    If it is me, I won't look at the argument of individual pieces. Instead, I will look at the integral $$\int_\Gamma \frac{\sqrt{(z-1)(z-2)}}{z^2} dz.$$ I'll fix the argument of the square root in integrand to be $0$ at $+\infty$. I'll then move along the contour and record the phase factor you pick up when you move past a singularity. In this manner, you will find the "square root" in the integrand pick up a phase factor $\pm i$ on the upper/lower side of the branch cut $[1,2]$. – achille hui Dec 27 '14 at 05:53
  • I wrote $$\sqrt {(z-1)(z-2)}=|z-1|^{1/2}|z-2|^{1/2}e^{i({\theta}_1+{\theta}_2)/2}$$ So I consider two argument seperately. But can you expalain your way explicitly. How to record the phase factor when move along the contour? – HLong Dec 27 '14 at 06:22
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    Let's imagine you move past the singularity at $z = 2$ along the half circle $z = 2 + \epsilon e^{i\theta}$ from $\theta = 0$ to $\theta = \pi$. The square root pick up a factor $e^{(\pi i - 0)/2} = e^{\pi i/2}$. If the integrand is +ve at $z = 2+\epsilon$, it will be $i = e^{\pi i/2}$ times a positive number at $z = 2-\epsilon$. In terms of $\theta_1$ and $\theta_2$, $\theta_1$ remains the same but $\theta_2$ jumps for a amount of $\pi$. Instead of asking what are the values of $\theta_1$ and $\theta_2$ along the contour, we keep track of the jumps in $\arg f(z)$. – achille hui Dec 27 '14 at 07:13

2 Answers2

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This answer refers to the following MSE post and duplicate material has been omitted.

With these types of integrals usually what is being asked for is to use two branches of the logarithm whose cuts cancel outside of the integration interval.

Suppose we seek to compute $$Q = \int_1^2 \frac{1}{x} \sqrt{(x-1)(2-x)} dx.$$

Re-write this as $$\int_1^2 \frac{1}{z} \exp(1/2\mathrm{LogA}(z-1)) \exp(1/2\mathrm{LogB}(2-z)) dz$$ and call the function $f(z).$

We must choose two branches of the logarithm $\mathrm{LogA}$ and $\mathrm{LogB}$ so that the cut is on the real axis from $1$ to $2.$ This is accomplished when $\mathrm{LogA}$ has the cut on the negative real axis and $\mathrm{LogB}$ on the positive real axis with the arguments being $(-\pi,\pi)$ and $(0,2\pi).$

We use a dogbone contour which is traversed counterclockwise. Then $\mathrm{LogA}$ gives the real value just above the cut but $\mathrm{LogB}$ contributes a factor of $\exp(2\pi i \times 1/2).$ Below the cut $\mathrm{LogA}$ again produces the real value but so does $\mathrm{LogB}.$ This implies that

$$Q (1 - \exp(2\pi i \times 1/2)) = - 2\pi i \times (\mathrm{Res}_{z=0} f(z) + \mathrm{Res}_{z=\infty} f(z))$$ or $$Q = - \pi i \times (\mathrm{Res}_{z=0} f(z) + \mathrm{Res}_{z=\infty} f(z))$$

For the residue at zero we get $$\exp(1/2\mathrm{LogA}(-1)) \exp(1/2\mathrm{LogB}(2)) \\ = \exp(1/2\times (-i\pi))\exp(1/2\log2) = -i\sqrt{2}.$$

Now for the residue at infinity we use the formula $$\mathrm{Res}_{z=\infty} h(z) = \mathrm{Res}_{z=0} \left[-\frac{1}{z^2} h\left(\frac{1}{z}\right)\right].$$

In the following we need to distinguish between the upper and the lower half-plane. Assume $z=R e^{i\theta}$ with $0\le\theta\lt2\pi.$

Upper half-plane. Here we have $$\mathrm{LogA}(1/z-1) = \mathrm{LogA}(1-z) - \mathrm{LogA}(z)$$ and $$\mathrm{LogB}(2-1/z) = \mathrm{LogB}(2z-1) - \mathrm{LogB}(z).$$

This gives for the function to evaluate the residue the term $$- \frac{z}{z^2} \exp(1/2\mathrm{LogA}(1-z)) \exp(-1/2\mathrm{LogA}(z))\\ \times \exp(1/2\mathrm{LogB}(2z-1)) \exp(-1/2\mathrm{LogB}(z)).$$

But we have in the upper half plane $$\exp(-1/2\mathrm{LogA}(z))\exp(-1/2\mathrm{LogB}(z)) = \frac{1}{z},$$ so this becomes $$- \frac{1}{z^2} \exp(1/2\mathrm{LogA}(1-z)) \exp(1/2\mathrm{LogB}(2z-1)).$$

Lower half-plane. Here we have $$\mathrm{LogA}(1/z-1) = \mathrm{LogA}(1-z) - \mathrm{LogA}(z)$$ and $$\mathrm{LogB}(2-1/z) = 2\pi i + \mathrm{LogB}(2z-1) - \mathrm{LogB}(z).$$

This gives for the function to evaluate the residue the term $$- \frac{z}{z^2} \exp(1/2\mathrm{LogA}(1-z)) \exp(-1/2\mathrm{LogA}(z))\\ \times \exp(1/2\times 2\pi i) \exp(1/2\mathrm{LogB}(2z-1)) \exp(-1/2\mathrm{LogB}(z)).$$

But we have in the lower half plane $$\exp(-1/2\mathrm{LogA}(z))\exp(-1/2\mathrm{LogB}(z)) = -\frac{1}{z},$$ so this becomes $$- \frac{1}{z^2} \exp(1/2\mathrm{LogA}(1-z)) \exp(1/2\mathrm{LogB}(2z-1)).$$

We have established matching terms for the upper and the lower half plane.

The cut from the first term starts at one and extends to the right. The cut from the second term starts at one half and also extends to the right and we have cancelation of the overlapping segments for a final cut being $[1/2, 1].$

Hence we certainly have analyticity of the exponential term in a disk of radius one half round the origin.

We now evaluate the residue for this branch. Here we have first that $$\mathrm{LogA}(1-z) = - \mathrm{LogA}\frac{1}{1-z}$$ and second $$\mathrm{LogB}(2z-1) = \pi i - \mathrm{LogB}\frac{1}{1-2z}.$$ where we choose $\pi i$ from the upper half plane to get analyticity at the origin.

This finally yields $$-\frac{1}{z^2} \exp(\pi i/2) \exp\left(-\frac{1}{2}\mathrm{LogA}\frac{1}{1-z}\right) \exp\left(-\frac{1}{2}\mathrm{LogB}\frac{1}{1-2z}\right).$$

We can extract coefficients from this either with the Newton binomial or recognizing the mixed generating function of the unsigned Stirling numbers of the first kind. Using the latter we find that $$[z^n] \exp\left(u\log\frac{1}{1-z}\right) = \frac{1}{n!} \times u(u+1)\cdots(u+n-1).$$

We need the first two terms of each. These are for the term in $\mathrm{LogA}$ $$1 - \frac{1}{2} z +\cdots$$ and for the term in $\mathrm{LogB}$ $$1 - \frac{1}{2} 2z +\cdots$$

We have determined the residue at infinity of the original function to be $$- \exp(\pi i/2) \times -\frac{3}{2} = \frac{3}{2} i.$$

Recall that we had $$Q = - \pi i \times (\mathrm{Res}_{z=0} f(z) + \mathrm{Res}_{z=\infty} f(z))$$ so substituting the computed values for the residues gives $$-\pi i \left(-\sqrt{2}i + \frac{3}{2}i\right) = \pi i \left(\sqrt{2}i - \frac{3}{2}i\right) = \pi \left(-\sqrt{2} + \frac{3}{2}\right).$$

In order to be rigorous we also need to show continuity across the two overlapping cuts on $(-\infty, 1)$ as shown in this MSE link.

Remark. It really helps to think of the map from $z$ to $-z$ as a $180$ degree rotation when one tries to visualize what is happening here.

Marko Riedel
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the function is analytic in the given domain so integral is zero

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