# Definition:Cauchy Principal Value

## Definition

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

This article is complete as far as it goes, but it could do with expansion.In particular: Needs to be include the situation where there is an undefined point at some $b \in \R$ where $\map f b$ is undefined, for example $\ds \int_{-\infty}^x \dfrac {e^u} u \rd u$ at $u = 0$You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding this information.To discuss this page in more detail, feel free to use the talk page.When this work has been completed, you may remove this instance of `{{Expand}}` from the code.If you would welcome a second opinion as to whether your work is correct, add a call to `{{Proofread}}` the page. |

### Real Integral

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

Then the **Cauchy principal value of $\ds \int f$** 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 $\ds \int_{-R}^R \map f t \rd t$ is a Riemann integral.

### Complex Integral

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

Then the **Cauchy principal value of $\ds \int f$** 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 $\ds \int_{-R}^R \map f t \rd t$ 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 $\ds \int f$** 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 $\ds \int_{-R}^R \map f {\map \phi t} \map {\phi'} t \rd t$ is a complex Riemann integral defining a contour integral.

## Also denoted as

Variants of the notation $\PV$ for the **Cauchy principal value** can often be seen, most of which use the letters $\text{PV}$, such as:

- $\operatorname {PV} \ds \int$
- $\operatorname {P.V.} \ds \int$
- $\operatorname {p.v.} \ds \int$
- $PV \ds \int$

and so on.

## Source of Name

This entry was named for Augustin Louis Cauchy.

## Technical Note

The $\LaTeX$ code for \(\PV\) is `\PV`

.

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## Sources

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- 2004: James Ward Brown and Ruel V. Churchill:
*Complex Variables and Applications*(7th ed.): $\S 7$