Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 7A (Further Complex Methods)

Differentiating under the contour integration sign givesSince ${\partial }_t{e}^{zt}=z{e}^{zt}$, integration by parts turns this intoThe integral vanishes whenHence, up to an irrelevant multiplicative constant,The remaining endpoint condition isThus each open end of $\gamma$ must lie where $\mathrm{Re}(zt-1/t)\to -\infty$; a closed contour also makes the boundary term vanish when the integrand is single-valued along it.

One possible open contour begins at $t=0$ along a ray with $\mathrm{Re}(1/t)>0$, avoids the essential singularity at the origin, and ends at infinity along a ray with $\mathrm{Re}(zt)<0$. For example, when $z>0$ is real, it may leave the origin along the positive real axis, bend through the upper half-plane, and approach the negative real axis as $|t|\to \infty$. At its initial end, $e^{-1/t}\to 0$; at its final end, $e^{zt}\to 0$. More generally, the terminal ray may be chosen withso that $zt$ is negative real. This contour satisfies the endpoint condition from part (a) and therefore produces a solution of the differential equation.