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Branches and cuts. For the square root of z squared minus one, a branch point is a point around which analytic continuation along an arbitrarily small closed loop can change the value of a chosen branch of a multivalued function. Near $z=1$, the square root behaves as $\sqrt{2}(z-1{)}^{1/2}$; near $z=-1$ it is a nonzero analytic factor times $(z+1{)}^{1/2}$. One circuit around either point reverses its sign. Thus the finite branch points are $\boxed{z=\pm 1}$. Infinity is not a branch point: in $w=1/z$ the expression is $w^{-1}\sqrt{1-w^2}$, which has two single-valued meromorphic choices near zero.

A single branch cut can join $-1$ to $1$; its shortest choice is the real segment $[-1,1]$. Any surviving loop then surrounds either both branch points or neither, so it produces no sign change. Alternatively, use two branch cuts, $(-\infty ,-1]$ and $[1,\infty )$, each joining a branch point to infinity. On the resulting slit region one can choose a consistent branch of a multivalued function.

For the finite cut, fix $f(z)\sim z$ at infinity, equivalently $f(x)>0$ for $x>1$. To give its actual values on both sides, putFor $y\ne 0$, the selected square root isHere $\mathrm{sgn}(0)=0$; when $x=0$, $U=0$. Squaring verifies the formula because $UV=|xy|$. Its real part has the sign of $x$, its imaginary part has the sign of $y$, and it matches the chosen value at infinity. In particular, the two boundary values on the branch cut areOutside the cut, $f(x)=\mathrm{sgn}(x)\sqrt{x^2-1}$. Reversing the global branch of a multivalued function reverses every displayed value.

Differential equation. Write $f(\zeta )=\sqrt{{\zeta }^2-1}$ with this finite cut, and orient $C$ counterclockwise with one circuit around it. Since $C$ is fixed and avoids the branch points, differentiation under the integral sign givesOn the contour $f^{\prime }=\zeta /f$. ThereforeThe last contour integral vanishes because the expression in brackets returns to its original value after circling both branch points. This proves $\boxed{z{u}^{\prime \prime }+u^{\prime }-zu=0}$, including at $z=0$; division by $z$ is unnecessary.

Value at zero. Near either endpoint ${\zeta }_0=\pm 1$, the integrand at zero is $O(|\zeta -{\zeta }_0{|}^{-1/2})$. A small arc of radius $\epsilon$ has length $O(\epsilon )$ and hence contributes $O(\sqrt{\epsilon })\to 0$. The upper lip runs from $1$ to $-1$, and the lower lip from $-1$ to $1$. ThusUsing $x=\sin t$ evaluates the final integral as $\pi$, and soThe same deformation gives $u(z)=2i{\int }_{-1}^1{e}^{zx}(1-x^2{)}^{-1/2}dx$. The sign of $u(0)$ reverses if either the global square-root choice or the contour orientation is reversed; the differential equation is unaffected.