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Cauchy index

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In mathematical analysis, the Cauchy index is an integer associated to a real rational function over an interval. By the Routh–Hurwitz theorem, we have the following interpretation: the Cauchy index of

r(x) = p(x)/q(x)

over the real line is the difference between the number of roots of f(z) located in the right half-plane and those located in the left half-plane. The complex polynomial f(z) is such that

f(iy) = q(y) + ip(y).

We must also assume that p has degree less than the degree of q.

Definition

I s r = { + 1 , if  lim x s r ( x ) = lim x s r ( x ) = + , 1 , if  lim x s r ( x ) = + lim x s r ( x ) = , 0 , otherwise. {\displaystyle I_{s}r={\begin{cases}+1,&{\text{if }}\displaystyle \lim _{x\uparrow s}r(x)=-\infty \;\land \;\lim _{x\downarrow s}r(x)=+\infty ,\\-1,&{\text{if }}\displaystyle \lim _{x\uparrow s}r(x)=+\infty \;\land \;\lim _{x\downarrow s}r(x)=-\infty ,\\0,&{\text{otherwise.}}\end{cases}}}
  • A generalization over the compact interval is direct (when neither a nor b are poles of r(x)): it is the sum of the Cauchy indices I s {\displaystyle I_{s}} of r for each s located in the interval. We usually denote it by I a b r {\displaystyle I_{a}^{b}r} .
  • We can then generalize to intervals of type [ , + ] {\displaystyle } since the number of poles of r is a finite number (by taking the limit of the Cauchy index over for a and b going to infinity).

Examples

A rational function
  • Consider the rational function:
r ( x ) = 4 x 3 3 x 16 x 5 20 x 3 + 5 x = p ( x ) q ( x ) . {\displaystyle r(x)={\frac {4x^{3}-3x}{16x^{5}-20x^{3}+5x}}={\frac {p(x)}{q(x)}}.}

We recognize in p(x) and q(x) respectively the Chebyshev polynomials of degree 3 and 5. Therefore, r(x) has poles x 1 = 0.9511 {\displaystyle x_{1}=0.9511} , x 2 = 0.5878 {\displaystyle x_{2}=0.5878} , x 3 = 0 {\displaystyle x_{3}=0} , x 4 = 0.5878 {\displaystyle x_{4}=-0.5878} and x 5 = 0.9511 {\displaystyle x_{5}=-0.9511} , i.e. x j = cos ( ( 2 i 1 ) π / 2 n ) {\displaystyle x_{j}=\cos((2i-1)\pi /2n)} for j = 1 , . . . , 5 {\displaystyle j=1,...,5} . We can see on the picture that I x 1 r = I x 2 r = 1 {\displaystyle I_{x_{1}}r=I_{x_{2}}r=1} and I x 4 r = I x 5 r = 1 {\displaystyle I_{x_{4}}r=I_{x_{5}}r=-1} . For the pole in zero, we have I x 3 r = 0 {\displaystyle I_{x_{3}}r=0} since the left and right limits are equal (which is because p(x) also has a root in zero). We conclude that I 1 1 r = 0 = I + r {\displaystyle I_{-1}^{1}r=0=I_{-\infty }^{+\infty }r} since q(x) has only five roots, all in . We cannot use here the Routh–Hurwitz theorem as each complex polynomial with f(iy) = q(y) + ip(y) has a zero on the imaginary line (namely at the origin).

References

  1. "The Cauchy Index". deslab.mit.edu. Retrieved 2024-01-20.

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