Category:Definitions/Cauchy Principal Value

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This category contains definitions related to Cauchy Principal Value.


The Cauchy principal value is an extension of the concept of an improper integral when the latter might not exist.


Real Integral

Let $f: \R \to \R$ be a real function which is piecewise continuous everywhere.


Then the Cauchy principal value of $\displaystyle \int f$ is defined as:

$\PV_{-\infty}^{+\infty} \map f t \rd t := \lim_{R \mathop \to +\infty} \int_{-R}^R \map f t \rd t$

where $\displaystyle \int_{-R}^R \map f t \rd t$ is a Riemann integral.


Complex Integral

Let $f: \R \to \C$ be a bounded complex function.


Then the Cauchy principal value of $\displaystyle \int f$ is defined as:

$\PV_{-\infty}^{+\infty} \map f t \rd t := \lim_{R \mathop \to +\infty} \int_{-R}^R \map f t \rd t$

where $\displaystyle \int_{-R}^R \map f t \rd t$ is a complex Riemann integral.


Contour Integral

Let $C$ be a contour defined by a directed smooth curve.

Let $C$ be parameterized by the smooth path $\phi: \closedint {-R} R \to \C$, where $R > 0$.

Let $f: \Img C \to \C$ be a continuous complex function, where $\Img C$ denotes the image of $C$.


Then the Cauchy principal value of $\displaystyle \int f$ is defined as:

$\PV_C \map f z \rd z = \PV_{\map \phi {-\infty} }^{\map \phi {+\infty} } \map f z \rd z := \lim_{R \mathop \to +\infty} \int_{-R}^R \map f {\map \phi t} \map {\phi'} t \rd t$

where $\displaystyle \int_{-R}^R \map f {\map \phi t} \map {\phi'} t \rd t$ is a complex Riemann integral defining a contour integral.