- #1
Bachelier
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Though it is not homework I posted this here, hopefully it'll get more action. Thanks
given [tex]\int_{\Lambda} \frac{e^{i w}}{w^2 + 1} \mathrm{d}w [/tex] where ##w \in \mathbb{C}## with ##Im(w) \geqslant 0## and ##|w| = \xi##
want to evaluate the behavior of the Integral as ##\xi \rightarrow \infty##
So I have [tex]\left|\int_{\Lambda} \frac{e^{i w}}{w^2 + 1} \mathrm{d}w \right| \leqslant \int_{\Lambda} \left|\frac{e^{iw}}{w^2 + 1} \right| \mathrm{d}w [/tex]
we have ##|exp(iw)| \leqslant 1##
so we're left with the denominator. We can get:
## \left| \frac{1}{w^2 + 1} \right| \leqslant \frac{1}{\xi^2 - i^2}##
Hence the integral is:
[tex]\left|\int_{\Lambda} \frac{e^{i w}}{w^2 + 1} \mathrm{d}w \right| \leqslant \frac{ \pi \xi}{\xi^2 + 1} [/tex]
Thus it goes to ##0## if ##\xi## goes to ##\infty##
given [tex]\int_{\Lambda} \frac{e^{i w}}{w^2 + 1} \mathrm{d}w [/tex] where ##w \in \mathbb{C}## with ##Im(w) \geqslant 0## and ##|w| = \xi##
want to evaluate the behavior of the Integral as ##\xi \rightarrow \infty##
So I have [tex]\left|\int_{\Lambda} \frac{e^{i w}}{w^2 + 1} \mathrm{d}w \right| \leqslant \int_{\Lambda} \left|\frac{e^{iw}}{w^2 + 1} \right| \mathrm{d}w [/tex]
we have ##|exp(iw)| \leqslant 1##
so we're left with the denominator. We can get:
## \left| \frac{1}{w^2 + 1} \right| \leqslant \frac{1}{\xi^2 - i^2}##
Hence the integral is:
[tex]\left|\int_{\Lambda} \frac{e^{i w}}{w^2 + 1} \mathrm{d}w \right| \leqslant \frac{ \pi \xi}{\xi^2 + 1} [/tex]
Thus it goes to ##0## if ##\xi## goes to ##\infty##
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