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I am studying the following integral: $$\int_{-\infty}^\infty \frac{1}{2\pi i} \frac{-e^{-ix(a-b)}}{x^2 - c^2} dx$$ where $a, b, c > 0$ are real constants.

The integrand has poles along the real axis when viewed as a complex function. My approach to solving this integral was to create a contour with two semicircles of radius $\epsilon$ and close the contour by creating a big semicircle. In other words, we would have a contour like the one in the figure below:

enter image description here

but instead of having a semicircle cutout near the origin there would be two at $\pm c$. One can then use the residue theorem.

I made a post about this integral on physics SE: https://physics.stackexchange.com/q/800770/288281. In that post I was surprised to find out that the choice of contour does matter and will give different answers, in contrast to something like $$\int_{-\infty}^\infty \frac{\sin(x)}{x}dx$$ which does not depend on the choice of contour. This is briefly discussed in this question: When does the value of a complex contour integral depend on the choice of the contour of integration?.

I have two questions:

  1. When does the value of an integral over the real line, when computed using complex contour integration, depend on the choice of contour and why?
  2. The approach used to solve this integral in physics textbooks is also to use the residue theorem, but they first push the poles slightly above or below the real axis and then take a limit. So the integral becomes $$\lim_{\epsilon \rightarrow 0} \int_{-\infty}^\infty \frac{1}{2\pi i} \frac{-e^{-ix(a-b)}}{x^2 - c^2 + i\epsilon} dx.$$ Why is it necessary to push the poles above/below the real axis? What is wrong with the contour approach I described above which keeps the poles on the real axis? Is this because the integral is not well defined?
CBBAM
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  • In brief, two correct ways of evaluating an integral will not give different answers. So, yes, the issue is understanding the precise details about fooling around with the contour. :) – paul garrett Feb 09 '24 at 02:29
  • @paulgarrett This is what I am confused about as I had thought the same. Assuming we use the residue theorem correctly why should different contours give different answers? For example in physics, different choices of contours give distributions with support lying in different areas for the integral I have in my post. – CBBAM Feb 09 '24 at 03:21
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    That integral is divergent as it stands. Do you interpret it as a principal value integral, or what? – Hans Lundmark Feb 09 '24 at 05:00
  • @HansLundmark To be honest I am not quite sure. In a lot of physics books they do not go into mathematical details and "compute" it using various contour integrals. In the mathematical treatments I've seen they interpret it as a tempered distribution. Is the reason you get different answers depending on the choice of contour due to the fact that the integral is divergent? – CBBAM Feb 09 '24 at 05:31
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    is that really the integral you want? or should there be an $i$ in the exponential? anyway, this function cannot be integrated in any sense. In general, the idea is if you have some function with some poles/singularities, then you consider a contour $\Gamma$ which avoids that bad point(s), and such that at the endpoints of the contour, the function behaves nicely. Then, for that contour, and any similar such homotopic contour, you’ll get the same answer for the integral by Cauchy’s theorem. But if you now choose a non homotopic contour, then you’ll (as expected) get a different answer. – peek-a-boo Feb 09 '24 at 05:44
  • @peek-a-boo Oh yes that is a typo, thanks for catching that. I have edited my question. So does that mean that this integral must be interpreted in some other sense, for example as a distribution? I'm not sure how physicists justify this calculation if the integral does not converge. Otherwise this integral is just over the real line, so how can it have multiple answers? – CBBAM Feb 09 '24 at 05:52
  • it is most definitely NOT an integral over the real line, and that’s the whole point. You either specify clearly which contour you’re taking integrals over, and how you’re taking the limit. Or you clearly explain how you want to create a tempered distribution from your function (and note carefully your function is not even in $L^1_{\text{loc}}(\Bbb{R})$, so you can’t just do the usual procedure of defining distributions by naively integrating against test functions… you need more elaborate imaginations). – peek-a-boo Feb 09 '24 at 05:55
  • @peek-a-boo So if I have understood correctly, since this integral is ill-defined we do not actually solve it but rather a modified version of it (where we shift the poles by $\pm i\epsilon$). In this case it seems even in the limit $\epsilon \rightarrow 0$ the result we get does not have anything to do with the original integral we were interested in. I'm confused on what the connection is between this modified integral and the original one. – CBBAM Feb 09 '24 at 05:59
  • the question of why you use one limiting procedure and not some other is context-dependent and I can’t give you a general answer. For example, with the function $f(x)=\frac{1}{x}$, I can look at its principal value distribution, or I can simply subtract off this singular part (leaving me $0$), or I can do any number of other things. It depends on what I am actually trying to do in a given context. So, in your case of the Feynman propagator, you should go back and udnerstand what they’re actually trying to solve, the boundary conditions for the KG equation, and how these all fit in there. – peek-a-boo Feb 09 '24 at 06:00
  • @peek-a-boo The context in which this integral comes up is when one tries to find the fundamental solution to the Klein-Gordon equation. By taking a limiting procedure as I described one can verify the result is a fundamental solution by direct computation. The idea of causality forces us to choose one contour over another. – CBBAM Feb 09 '24 at 06:05
  • @peek-a-boo I understand the physical reasoning, but is there any mathematical basis behind taking any sort of limiting procedure like this if the integral is ill-defined? It seems like we're giving meaning to a quantity that cannot be given meaning. Or is this just a trick used in physics that happens to give the right answer? – CBBAM Feb 09 '24 at 06:06
  • there you go. You’re trying to find a fundamental solution to the KG equation. This is going to be some distribution (the inverse Fourier transform of another tempered distribution). In general we can’t fathom distributions so we instead try to write it as a limit of things which we can understand better. Here, we have a bunch of functions whose distributional limit is the fundamental solution. – peek-a-boo Feb 09 '24 at 06:10
  • Btw, though not abt the KG equation, Folland in his PDE book talks in much detail about the Fourier analysis of the wave operator. I think you might find that helpful (towards the end he makes some passing comments about the Feynman propagator). The only reason I’m not writing a full answer is because your question, while on the surface, sounds like a simple question about real integrals, has much more involved motivation, and I can’t write a complete answer. – peek-a-boo Feb 09 '24 at 06:10
  • @peek-a-boo Thank you, I will take a look at his PDE book. This is starting to make a lot of sense now. So the idea to define the distribution by using a contour and take a limit is sort of an ansatz which can be verified by direct computation. The non-uniqueness of the fundamental solutions (which depends on the choice of contour) is not a problem because fundamental solutions are not guaranteed to be unique. – CBBAM Feb 09 '24 at 06:15
  • @peek-a-boo In contrast, if we we wanted to evaluate an integral over the real line using complex contour integration and the integrand was convergent, then the choice of contour should not give different answers (assuming all the contours were nice and homotopic to one another). Is this all correct? – CBBAM Feb 09 '24 at 06:16
  • yup, when everything is nice, things don’t depend on the contour. But introduce poles and other crap, things can get weird. – peek-a-boo Feb 09 '24 at 06:22
  • @peek-a-boo Even if we have a pole the real integral we're originally interested in should give the same answer right? For example consider $$\int_{-\infty}^\infty \frac{\sin(x)}{x} dx$$ and compute it using contour integration. No matter what contour I choose containing the pole at the origin (assuming again they're homotopic) I should get the same answer for the real integral I was originally interested right? The only reason this doesn't work for the KG integral is because the integral doesn't converge. – CBBAM Feb 09 '24 at 06:26

1 Answers1

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Ah, with your correction of the exponent, your integral becomes a standard thing, namely a Fourier transform, and issues surrounding "principal value integrals" arise. These have been carefully considered, and understood for quite a while, though perennially lend themselves to (understandable) confusion, as in your case.

Ok, the $1/(x^2-c^2)$ (for real $c$) is not locally integrable near $\pm c$, so its Fourier transform (as distribution!?!) cannot be the integral that usually defines Fourier transforms. That's not at all necessarily fatal, because we can hope to consider it (in some reasonable fashion) as a tempered distribution, so that the Fourier transform need not be computed via that literal integral.

For the same reason, whether or not one thinks of the integral as potentially a Fourier transform, it cannot be a literal integral over the real line. Ok. So we have to make a choice about its meaning. In some larger context, this choice might be dictated. But just as "evaluate this integral", it is not clear. By partial fractions, it suffices to consider ${1\over x-c}$ and ${1\over x+c}$ somehow as tempered distributions (which will also excuse us from worrying about convergence of the integral(s) at infinity). By translating, without loss of generality consider $1/x$.

That is, consider a functional which is "trying to be" $\lambda(f)=\int_{-\infty}^\infty {f(x)\over x}\,dx$, for (for example) test functions $f$. (That's also how we avoid worry about convergence at infinity of the literal Fourier transform...) If we think that we have choices about how to make this integral behave better, there are at least three: first, the Principal Value integral $\lim_{h\to 0^+} \int_{|x|>h} {f(x)\over x}dx$. Second and third involve pushing the contour up/down very slightly, and taking a limit as the push goes to $0$. In a simpler world, these would all produce the same outcome... but they do not. As in the Sokhotski-Plemelj formula, the up/down pushes include an extra $\pm \delta$ at $0$, with opposite signs!

One way to "choose" among these possibilities is to ask what properties the "integrate (not quite literally) against $1/x$" should have. One useful property would be the obvious degree of homogeneity, and parity with respect to $x\to -x$. One can show that this uniquely determines a distribution, up to scalar multiplies.

One can also show that Fourier transform on $\mathbb R$ converts things with homogeneity degree $-s$ to things with homogeneity degree $-(1-s)$... with suitable specification of what homogeneity exactly means for distributions. Fourier transform preserves parity, to the Fourier transform of (principal value integral) $1/x$ is a multiple of the sign function! From this one can easily see the Fourier transform of (principle value) $1/(x^2-c^2)$.

(The push up/down functionals will have an extra constant, due to the Fourier transform of $\delta_{\pm c}$).

paul garrett
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    Thank you for your answer! To view this as a Fourier transform are we viewing $(a-b)$ as the frequency/momentum variable? If I have understood everything correctly the root of the problem is we would like to find the Fourier transform of $1/(x^2-c^2)$, which formally should be equal to $$\int_{-\infty}^\infty \frac{1}{2\pi i} \frac{-e^{-ix(a-b)}}{x^2 - c^2} dx$$ but this is ill-defined so we have to somehow give it meaning and there are a variety of ways to do it, some of which may lead to different distributions. Which method one ends up choosing depends on the context. – CBBAM Feb 09 '24 at 19:22
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    Ah, yes, I'm just thinking of your $a-b$ as the "dual variable", whatever you want to call it. :) And, yes. – paul garrett Feb 09 '24 at 19:23
  • As a follow up question, wouldn't this imply that the Fourier transform of certain functions (such as $1/(x^2-c^2)$) have multiple Fourier transforms? This issue seems to go a lot deeper than I had first thought when writing the question. – CBBAM Feb 09 '24 at 19:24
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    Well, it's not so much that they have several different FT's, but that the integrate-against-$1/(x^2-c^2)$ functional is ambiguous, because the function is not locally $L^1$, so it cannot literally be "integrate-against-1/(x^2-c^2)$... It's underspecified, even if the symbols look ok. :) After you tell me which disambiguation you are interested in, the FT is unambiguous. :) – paul garrett Feb 09 '24 at 19:27
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    So once we "modify" $1/(x^2-c^2)$ to make it locally $L^1$ then the ambiguity goes away, that's the whole idea? – CBBAM Feb 09 '24 at 19:30
  • Well, any of the possible alterations to make the modified-integral well defined no longer are literally integrals. They are limits of integrals (of genuinely integrable things), yes, but it's not quite accurate to say that we've made the function $1/(x^2-c^2)$ locally $L^1$, etc. The disambiguation does not, and cannot (reasonably) make that function locally $L^1$. Any of the (e.g., three) distributions that arise are not quite literal integrals, though they are limits of such. – paul garrett Feb 09 '24 at 19:34
  • I think what is confusing me is how the disambiguation affects the claim that any one of these distributions is the Fourier transform of $1/(x^2-c^2)$. Is a more accurate claim something like "$D$ is the Fourier transform of $1/(x^2-c^2)$ when interpreted in such and such way"? – CBBAM Feb 09 '24 at 19:40
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    Yes, without context, it is absolutely not clear what distribution (integrate against) $1/(x^2-c^2)$ refers to. So, yes, FT of that "interpreted such-and-such a way" is solid. :) – paul garrett Feb 09 '24 at 19:42
  • Thank you very much for all your help! – CBBAM Feb 09 '24 at 19:44
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    You're welcome. :) – paul garrett Feb 09 '24 at 19:50