Integration of functions of Complex Variables

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SUMMARY

The integral of the function \( e^{-kx} \) from 0 to infinity equals \( \frac{1}{k} \) for any complex number \( k \) with a positive real part, specifically \( \Re(k) > 0 \). This conclusion is derived by extending \( k \) to \( a + ib \) and evaluating the integrals of \( e^{-ax} \cos(bx) \) and \( e^{-ax} \sin(bx) \). The results confirm that the integral converges to \( \frac{a - ib}{a^2 + b^2} \), which simplifies to \( \frac{1}{k} \). The discussion also highlights the relevance of the Riemann sphere in addressing the behavior of \( i \times \infty \).

PREREQUISITES
  • Complex analysis fundamentals
  • Integration techniques for complex functions
  • Understanding of the Riemann sphere
  • Familiarity with Laplace transforms
NEXT STEPS
  • Study the properties of the Riemann sphere in complex analysis
  • Learn advanced integration techniques for complex variables
  • Explore the inverse Laplace transform and its applications
  • Investigate the convergence criteria for complex integrals
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Mathematicians, students of complex analysis, and professionals working with integrals in engineering and physics will benefit from this discussion.

Charles49
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We can show that
<br /> \int_{0}^\infty e^{-kx}dx=\frac{1}{k}<br />
for real $$k>0.$$

Does this result hold for $$\Re k>0$$ belonging to complex numbers? The reason I have this question is because $$i\times\infty$$ is not $$\infty$$ and so u substitution would not work.
 
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Let's try this. We'll extend k to a+ib, and see what happens to our integral:

e^{-(a+ib)x} = e^{-a x} e^{-i b x} = e^{-a x} cos(b x) - i e^{-a x} sin(b x)

Integrating this, we get the following two integrals:

\int_0^\infty e^{-a x} cos(b x) dx = \frac{a}{a^2 + b^2}

and

\int_0^\infty e^{-a x} sin(b x) dx = \frac{b}{a^2 + b^2}

Summing these two, we get \frac{a - i b}{a^2 + b^2}, or 1/(a + i b). Note that to get this, we DID assume that Re(k)>0, and we got as our answer 1/k. So we can say that e^(-k x), integrated from 0 to infinity, will give 1/k, where k is any complex number with real part greater than zero.

In other words, yes, that's correct.
 
Thanks for responding

I talked to my professor and he said that if you look at the Riemann sphere, you could just assume that i*infinity is equal to infinity. The reason I got confused was because there is a similar notation which appears in the formula for the inverse Laplace transform.
 

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