Evaluate the integral $intlimits_{-infty}^infty frac{cos(x)}{x^2+1}dx$.












1












$begingroup$


Evaluate the integral $displaystyleintlimits_{-infty}^infty frac{cos(x)}{x^2+1} dx$.



Hint: $cos(x) = Re(exp(ix))$



Hi, I am confused that if I need to use the Residue Theorem in order to solve this, and I am not sure where I should start.










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$endgroup$












  • $begingroup$
    Any idea for a contour?
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:16










  • $begingroup$
    For the function there exist two singularities: +i, -i. -1 lies interior of unit circle, so if C is given as a region that does not contain the singularities, I would apply the Cauchy integral formula. However, the C is not given in the problem and to be honest I really do not know where I should proceed.
    $endgroup$
    – Hwi Moon
    Jul 26 '17 at 23:20










  • $begingroup$
    Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
    $endgroup$
    – Chickenmancer
    Jul 26 '17 at 23:20












  • $begingroup$
    @Chickenmancer I think the intention was to use $cos(x)=Re(e^{ix})$ instead, but that works too.
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:22






  • 3




    $begingroup$
    The first example in the Wikipedia page seems to be the integral you want, taking $t=1$ and using the hint you mentioned en.wikipedia.org/wiki/Residue_theorem
    $endgroup$
    – Reveillark
    Jul 26 '17 at 23:22
















1












$begingroup$


Evaluate the integral $displaystyleintlimits_{-infty}^infty frac{cos(x)}{x^2+1} dx$.



Hint: $cos(x) = Re(exp(ix))$



Hi, I am confused that if I need to use the Residue Theorem in order to solve this, and I am not sure where I should start.










share|cite|improve this question











$endgroup$












  • $begingroup$
    Any idea for a contour?
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:16










  • $begingroup$
    For the function there exist two singularities: +i, -i. -1 lies interior of unit circle, so if C is given as a region that does not contain the singularities, I would apply the Cauchy integral formula. However, the C is not given in the problem and to be honest I really do not know where I should proceed.
    $endgroup$
    – Hwi Moon
    Jul 26 '17 at 23:20










  • $begingroup$
    Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
    $endgroup$
    – Chickenmancer
    Jul 26 '17 at 23:20












  • $begingroup$
    @Chickenmancer I think the intention was to use $cos(x)=Re(e^{ix})$ instead, but that works too.
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:22






  • 3




    $begingroup$
    The first example in the Wikipedia page seems to be the integral you want, taking $t=1$ and using the hint you mentioned en.wikipedia.org/wiki/Residue_theorem
    $endgroup$
    – Reveillark
    Jul 26 '17 at 23:22














1












1








1


1



$begingroup$


Evaluate the integral $displaystyleintlimits_{-infty}^infty frac{cos(x)}{x^2+1} dx$.



Hint: $cos(x) = Re(exp(ix))$



Hi, I am confused that if I need to use the Residue Theorem in order to solve this, and I am not sure where I should start.










share|cite|improve this question











$endgroup$




Evaluate the integral $displaystyleintlimits_{-infty}^infty frac{cos(x)}{x^2+1} dx$.



Hint: $cos(x) = Re(exp(ix))$



Hi, I am confused that if I need to use the Residue Theorem in order to solve this, and I am not sure where I should start.







integration complex-analysis residue-calculus






share|cite|improve this question















share|cite|improve this question













share|cite|improve this question




share|cite|improve this question








edited Jul 26 '17 at 23:17









David G. Stork

10.9k31432




10.9k31432










asked Jul 26 '17 at 23:14









Hwi MoonHwi Moon

405




405












  • $begingroup$
    Any idea for a contour?
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:16










  • $begingroup$
    For the function there exist two singularities: +i, -i. -1 lies interior of unit circle, so if C is given as a region that does not contain the singularities, I would apply the Cauchy integral formula. However, the C is not given in the problem and to be honest I really do not know where I should proceed.
    $endgroup$
    – Hwi Moon
    Jul 26 '17 at 23:20










  • $begingroup$
    Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
    $endgroup$
    – Chickenmancer
    Jul 26 '17 at 23:20












  • $begingroup$
    @Chickenmancer I think the intention was to use $cos(x)=Re(e^{ix})$ instead, but that works too.
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:22






  • 3




    $begingroup$
    The first example in the Wikipedia page seems to be the integral you want, taking $t=1$ and using the hint you mentioned en.wikipedia.org/wiki/Residue_theorem
    $endgroup$
    – Reveillark
    Jul 26 '17 at 23:22


















  • $begingroup$
    Any idea for a contour?
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:16










  • $begingroup$
    For the function there exist two singularities: +i, -i. -1 lies interior of unit circle, so if C is given as a region that does not contain the singularities, I would apply the Cauchy integral formula. However, the C is not given in the problem and to be honest I really do not know where I should proceed.
    $endgroup$
    – Hwi Moon
    Jul 26 '17 at 23:20










  • $begingroup$
    Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
    $endgroup$
    – Chickenmancer
    Jul 26 '17 at 23:20












  • $begingroup$
    @Chickenmancer I think the intention was to use $cos(x)=Re(e^{ix})$ instead, but that works too.
    $endgroup$
    – Simply Beautiful Art
    Jul 26 '17 at 23:22






  • 3




    $begingroup$
    The first example in the Wikipedia page seems to be the integral you want, taking $t=1$ and using the hint you mentioned en.wikipedia.org/wiki/Residue_theorem
    $endgroup$
    – Reveillark
    Jul 26 '17 at 23:22
















$begingroup$
Any idea for a contour?
$endgroup$
– Simply Beautiful Art
Jul 26 '17 at 23:16




$begingroup$
Any idea for a contour?
$endgroup$
– Simply Beautiful Art
Jul 26 '17 at 23:16












$begingroup$
For the function there exist two singularities: +i, -i. -1 lies interior of unit circle, so if C is given as a region that does not contain the singularities, I would apply the Cauchy integral formula. However, the C is not given in the problem and to be honest I really do not know where I should proceed.
$endgroup$
– Hwi Moon
Jul 26 '17 at 23:20




$begingroup$
For the function there exist two singularities: +i, -i. -1 lies interior of unit circle, so if C is given as a region that does not contain the singularities, I would apply the Cauchy integral formula. However, the C is not given in the problem and to be honest I really do not know where I should proceed.
$endgroup$
– Hwi Moon
Jul 26 '17 at 23:20












$begingroup$
Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
$endgroup$
– Chickenmancer
Jul 26 '17 at 23:20






$begingroup$
Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
$endgroup$
– Chickenmancer
Jul 26 '17 at 23:20














$begingroup$
@Chickenmancer I think the intention was to use $cos(x)=Re(e^{ix})$ instead, but that works too.
$endgroup$
– Simply Beautiful Art
Jul 26 '17 at 23:22




$begingroup$
@Chickenmancer I think the intention was to use $cos(x)=Re(e^{ix})$ instead, but that works too.
$endgroup$
– Simply Beautiful Art
Jul 26 '17 at 23:22




3




3




$begingroup$
The first example in the Wikipedia page seems to be the integral you want, taking $t=1$ and using the hint you mentioned en.wikipedia.org/wiki/Residue_theorem
$endgroup$
– Reveillark
Jul 26 '17 at 23:22




$begingroup$
The first example in the Wikipedia page seems to be the integral you want, taking $t=1$ and using the hint you mentioned en.wikipedia.org/wiki/Residue_theorem
$endgroup$
– Reveillark
Jul 26 '17 at 23:22










4 Answers
4






active

oldest

votes


















2












$begingroup$

We may also see that $$I=int_{-infty}^{infty}frac{cosleft(xright)}{1+x^{2}}dx=2int_{0}^{infty}frac{cosleft(xright)}{1+x^{2}}dx$$ $$ =int_{0}^{infty}frac{e^{ix}+e^{-ix}}{1+x^{2}}dx=frac{e^{-1}}{2}left(int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1+ix}dx+int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1-ix}dxright)$$ $$ =frac{e^{-1}}{2i}left(int_{0}^{infty}frac{1}{x}left(frac{ixe^{1+ix}}{1+ix}+frac{ixe^{1-ix}}{1-ix}right)dx+int_{0}^{infty}frac{1}{x}left(frac{ixe^{1-ix}}{1+ix}+frac{ixe^{1+ix}}{1-ix}right)dxright)$$ and now applying the complex version of Frullani's theorem to the functions $$fleft(xright)=frac{xe^{1-x}}{1-x},,gleft(xright)=frac{xe^{1-x}}{1+x}$$ we get $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$






share|cite|improve this answer









$endgroup$













  • $begingroup$
    (+1) for the nice use of the complex version of Frullani's theorem.
    $endgroup$
    – Mark Viola
    Jul 27 '17 at 16:56










  • $begingroup$
    @MarkViola Thank you Mark! :)
    $endgroup$
    – Marco Cantarini
    Jul 27 '17 at 17:16



















6












$begingroup$

METHODOLOGY $1$: Complex Analysis



Note that the function $frac{e^{iz}}{z^2+1}$ has poles at $pm i$. Then, by Cauchy's Integral Formula we have for $R>1$



$$begin{align}
oint_{C_R}frac{e^{iz}}{z^2+1},dz&=int_{-R}^R frac{e^{ix}}{x^2+1},dx+int_0^pi frac{e^{iRe^{iphi}}}{(Re^{iphi})^1+1},iRe^{iphi},dphitag1\\
&=2pi i frac{e^{i(i)}}{2i}\\
&=pi/e
end{align}$$



As $Rto infty$, the second integral on the right-hand side of $(1)$ approaches $0$. Therefore, we find that



$$int_{-infty}^infty frac{e^{ix}}{x^2+1},dx=frac{pi}{e} tag2$$



Taking the real part of both sides of $(2)$ and exploiting the even symmetry yields



$$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$





METHODOLOGY $2$: Real Analysis



Let $f(a)$ be given by the convergent improper integral



$$f(a)=int_0^infty frac{cos(ax)}{x^2+1},dx tag3$$



Since the integral $int_0^infty frac{xsin(ax)}{x^2+1},dx$ is uniformly convergent for $|a|ge delta>0$, we may differentiate under the integral in $(3)$ for $|a|>delta>0$ to obtain



$$begin{align}
f'(a)&=-int_0^infty frac{xsin(ax)}{x^2+1},dx\\
&=-int_0^infty frac{(x^2+1-1)sin(ax)}{x(x^2+1)},dx\\
&=-int_0^infty frac{sin(ax)}{x},dx+int_0^infty frac{sin(ax)}{x(x^2+1)},dx\\
&=-frac{pi}{2}+int_0^infty frac{sin(ax)}{x(x^2+1)},dxtag4
end{align}$$



Again, since the integral $int_0^infty frac{cos(ax)}{x^2+1},dx$ converges uniformly for all $a$, we may differentiate under the integral in $(4)$ to obtain



$$f''(a)=int_0^infty frac{cos(ax)}{x^2+1},dx=f(a)tag 5$$



Solving the second-order ODE in $(5)$ reveals



$$f(a)=C_1 e^{a}+C_2 e^{-a}$$



Using $f(0)=pi/2$ and $f'(0)=-pi/2$, we find that $C_1=0$ and $C_2=frac{pi}{2}$ and hence $f(a)=frac{pi e^{-a}}{2}$. Setting $a=1$ yields the coveted result



$$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$



as expected!






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    3












    $begingroup$

    Use the Fourier transform:
    $$frac{2}{pi}int_{-infty}^{infty}frac{e^{inu x}}{x^{2}+1}dx=e^{-left|nuright|}$$



    Just set $nu=1$, divide by $frac{2}{pi}$, and take the real part of both sides.






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      It is probably preferred that this be solved using complex analysis techniques.
      $endgroup$
      – Simply Beautiful Art
      Jul 26 '17 at 23:30






    • 1




      $begingroup$
      Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
      $endgroup$
      – N. S.
      Jul 27 '17 at 16:32










    • $begingroup$
      @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
      $endgroup$
      – Mark Viola
      Jul 27 '17 at 16:59





















    0












    $begingroup$

    Another approach: A combination of Feynman's Trick and Laplace Transforms:



    begin{equation}
    J = int_{-infty}^{infty}frac{cos(x)}{x^2 + 1}:dx
    end{equation}



    Here let:



    begin{equation}
    I(t) = int_{-infty}^{infty}frac{cos(xt)}{x^2 + 1}:dx
    end{equation}



    We see $I(1) = J$ and $I(0) = pi$. Here we take the Laplace Transform w.r.t. '$t$':



    begin{align}
    mathscr{L}left[I(t)right] &= int_{-infty}^{infty}frac{mathscr{L}left[cos(xt)right]}{x^2 + 1}:dx = int_{-infty}^{infty} frac{s}{s^2 + x^2}cdotfrac{1}{x^2 + 1}:dx \
    &=frac{s}{s^2 - 1}int_{-infty}^{infty}left[frac{1}{x^2 + 1} - frac{1}{x^2 + s^2} right]:dx \
    &= frac{s}{s^2 - 1} left[ arctan(x) - frac{1}{s}arctanleft(frac{x}{s} right)right]_{-infty}^{infty} \
    &= frac{s}{s^2 - 1} left[ left(frac{pi}{2} - frac{1}{s}cdot frac{pi}{2} right) - left(-frac{pi}{2} - frac{1}{s}cdot -frac{pi}{2} right) right] \
    &= frac{s}{s^2 - 1} left[ pi - pifrac{1}{s} right] = frac{s}{s^2 - 1} cdot frac{s - 1}{s}pi = frac{pi}{s + 1}
    end{align}



    We now take the inverse Laplace Transform:



    begin{align}
    I(t) = mathscr{L}^{-1}left[ frac{pi}{s + 1}right] = pi e^{-t}
    end{align}



    And finally:



    begin{equation}
    J = I(1) = pi e^{-1} = frac{pi}{e}
    end{equation}



    Now this is essentially residue analysis, but I've found it to be a useful technique for integrals of this type.






    share|cite|improve this answer









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      4 Answers
      4






      active

      oldest

      votes








      4 Answers
      4






      active

      oldest

      votes









      active

      oldest

      votes






      active

      oldest

      votes









      2












      $begingroup$

      We may also see that $$I=int_{-infty}^{infty}frac{cosleft(xright)}{1+x^{2}}dx=2int_{0}^{infty}frac{cosleft(xright)}{1+x^{2}}dx$$ $$ =int_{0}^{infty}frac{e^{ix}+e^{-ix}}{1+x^{2}}dx=frac{e^{-1}}{2}left(int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1+ix}dx+int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1-ix}dxright)$$ $$ =frac{e^{-1}}{2i}left(int_{0}^{infty}frac{1}{x}left(frac{ixe^{1+ix}}{1+ix}+frac{ixe^{1-ix}}{1-ix}right)dx+int_{0}^{infty}frac{1}{x}left(frac{ixe^{1-ix}}{1+ix}+frac{ixe^{1+ix}}{1-ix}right)dxright)$$ and now applying the complex version of Frullani's theorem to the functions $$fleft(xright)=frac{xe^{1-x}}{1-x},,gleft(xright)=frac{xe^{1-x}}{1+x}$$ we get $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$






      share|cite|improve this answer









      $endgroup$













      • $begingroup$
        (+1) for the nice use of the complex version of Frullani's theorem.
        $endgroup$
        – Mark Viola
        Jul 27 '17 at 16:56










      • $begingroup$
        @MarkViola Thank you Mark! :)
        $endgroup$
        – Marco Cantarini
        Jul 27 '17 at 17:16
















      2












      $begingroup$

      We may also see that $$I=int_{-infty}^{infty}frac{cosleft(xright)}{1+x^{2}}dx=2int_{0}^{infty}frac{cosleft(xright)}{1+x^{2}}dx$$ $$ =int_{0}^{infty}frac{e^{ix}+e^{-ix}}{1+x^{2}}dx=frac{e^{-1}}{2}left(int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1+ix}dx+int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1-ix}dxright)$$ $$ =frac{e^{-1}}{2i}left(int_{0}^{infty}frac{1}{x}left(frac{ixe^{1+ix}}{1+ix}+frac{ixe^{1-ix}}{1-ix}right)dx+int_{0}^{infty}frac{1}{x}left(frac{ixe^{1-ix}}{1+ix}+frac{ixe^{1+ix}}{1-ix}right)dxright)$$ and now applying the complex version of Frullani's theorem to the functions $$fleft(xright)=frac{xe^{1-x}}{1-x},,gleft(xright)=frac{xe^{1-x}}{1+x}$$ we get $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$






      share|cite|improve this answer









      $endgroup$













      • $begingroup$
        (+1) for the nice use of the complex version of Frullani's theorem.
        $endgroup$
        – Mark Viola
        Jul 27 '17 at 16:56










      • $begingroup$
        @MarkViola Thank you Mark! :)
        $endgroup$
        – Marco Cantarini
        Jul 27 '17 at 17:16














      2












      2








      2





      $begingroup$

      We may also see that $$I=int_{-infty}^{infty}frac{cosleft(xright)}{1+x^{2}}dx=2int_{0}^{infty}frac{cosleft(xright)}{1+x^{2}}dx$$ $$ =int_{0}^{infty}frac{e^{ix}+e^{-ix}}{1+x^{2}}dx=frac{e^{-1}}{2}left(int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1+ix}dx+int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1-ix}dxright)$$ $$ =frac{e^{-1}}{2i}left(int_{0}^{infty}frac{1}{x}left(frac{ixe^{1+ix}}{1+ix}+frac{ixe^{1-ix}}{1-ix}right)dx+int_{0}^{infty}frac{1}{x}left(frac{ixe^{1-ix}}{1+ix}+frac{ixe^{1+ix}}{1-ix}right)dxright)$$ and now applying the complex version of Frullani's theorem to the functions $$fleft(xright)=frac{xe^{1-x}}{1-x},,gleft(xright)=frac{xe^{1-x}}{1+x}$$ we get $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$






      share|cite|improve this answer









      $endgroup$



      We may also see that $$I=int_{-infty}^{infty}frac{cosleft(xright)}{1+x^{2}}dx=2int_{0}^{infty}frac{cosleft(xright)}{1+x^{2}}dx$$ $$ =int_{0}^{infty}frac{e^{ix}+e^{-ix}}{1+x^{2}}dx=frac{e^{-1}}{2}left(int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1+ix}dx+int_{0}^{infty}frac{e^{1+ix}+e^{1-ix}}{1-ix}dxright)$$ $$ =frac{e^{-1}}{2i}left(int_{0}^{infty}frac{1}{x}left(frac{ixe^{1+ix}}{1+ix}+frac{ixe^{1-ix}}{1-ix}right)dx+int_{0}^{infty}frac{1}{x}left(frac{ixe^{1-ix}}{1+ix}+frac{ixe^{1+ix}}{1-ix}right)dxright)$$ and now applying the complex version of Frullani's theorem to the functions $$fleft(xright)=frac{xe^{1-x}}{1-x},,gleft(xright)=frac{xe^{1-x}}{1+x}$$ we get $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$







      share|cite|improve this answer












      share|cite|improve this answer



      share|cite|improve this answer










      answered Jul 27 '17 at 16:25









      Marco CantariniMarco Cantarini

      29.1k23373




      29.1k23373












      • $begingroup$
        (+1) for the nice use of the complex version of Frullani's theorem.
        $endgroup$
        – Mark Viola
        Jul 27 '17 at 16:56










      • $begingroup$
        @MarkViola Thank you Mark! :)
        $endgroup$
        – Marco Cantarini
        Jul 27 '17 at 17:16


















      • $begingroup$
        (+1) for the nice use of the complex version of Frullani's theorem.
        $endgroup$
        – Mark Viola
        Jul 27 '17 at 16:56










      • $begingroup$
        @MarkViola Thank you Mark! :)
        $endgroup$
        – Marco Cantarini
        Jul 27 '17 at 17:16
















      $begingroup$
      (+1) for the nice use of the complex version of Frullani's theorem.
      $endgroup$
      – Mark Viola
      Jul 27 '17 at 16:56




      $begingroup$
      (+1) for the nice use of the complex version of Frullani's theorem.
      $endgroup$
      – Mark Viola
      Jul 27 '17 at 16:56












      $begingroup$
      @MarkViola Thank you Mark! :)
      $endgroup$
      – Marco Cantarini
      Jul 27 '17 at 17:16




      $begingroup$
      @MarkViola Thank you Mark! :)
      $endgroup$
      – Marco Cantarini
      Jul 27 '17 at 17:16











      6












      $begingroup$

      METHODOLOGY $1$: Complex Analysis



      Note that the function $frac{e^{iz}}{z^2+1}$ has poles at $pm i$. Then, by Cauchy's Integral Formula we have for $R>1$



      $$begin{align}
      oint_{C_R}frac{e^{iz}}{z^2+1},dz&=int_{-R}^R frac{e^{ix}}{x^2+1},dx+int_0^pi frac{e^{iRe^{iphi}}}{(Re^{iphi})^1+1},iRe^{iphi},dphitag1\\
      &=2pi i frac{e^{i(i)}}{2i}\\
      &=pi/e
      end{align}$$



      As $Rto infty$, the second integral on the right-hand side of $(1)$ approaches $0$. Therefore, we find that



      $$int_{-infty}^infty frac{e^{ix}}{x^2+1},dx=frac{pi}{e} tag2$$



      Taking the real part of both sides of $(2)$ and exploiting the even symmetry yields



      $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$





      METHODOLOGY $2$: Real Analysis



      Let $f(a)$ be given by the convergent improper integral



      $$f(a)=int_0^infty frac{cos(ax)}{x^2+1},dx tag3$$



      Since the integral $int_0^infty frac{xsin(ax)}{x^2+1},dx$ is uniformly convergent for $|a|ge delta>0$, we may differentiate under the integral in $(3)$ for $|a|>delta>0$ to obtain



      $$begin{align}
      f'(a)&=-int_0^infty frac{xsin(ax)}{x^2+1},dx\\
      &=-int_0^infty frac{(x^2+1-1)sin(ax)}{x(x^2+1)},dx\\
      &=-int_0^infty frac{sin(ax)}{x},dx+int_0^infty frac{sin(ax)}{x(x^2+1)},dx\\
      &=-frac{pi}{2}+int_0^infty frac{sin(ax)}{x(x^2+1)},dxtag4
      end{align}$$



      Again, since the integral $int_0^infty frac{cos(ax)}{x^2+1},dx$ converges uniformly for all $a$, we may differentiate under the integral in $(4)$ to obtain



      $$f''(a)=int_0^infty frac{cos(ax)}{x^2+1},dx=f(a)tag 5$$



      Solving the second-order ODE in $(5)$ reveals



      $$f(a)=C_1 e^{a}+C_2 e^{-a}$$



      Using $f(0)=pi/2$ and $f'(0)=-pi/2$, we find that $C_1=0$ and $C_2=frac{pi}{2}$ and hence $f(a)=frac{pi e^{-a}}{2}$. Setting $a=1$ yields the coveted result



      $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$



      as expected!






      share|cite|improve this answer











      $endgroup$


















        6












        $begingroup$

        METHODOLOGY $1$: Complex Analysis



        Note that the function $frac{e^{iz}}{z^2+1}$ has poles at $pm i$. Then, by Cauchy's Integral Formula we have for $R>1$



        $$begin{align}
        oint_{C_R}frac{e^{iz}}{z^2+1},dz&=int_{-R}^R frac{e^{ix}}{x^2+1},dx+int_0^pi frac{e^{iRe^{iphi}}}{(Re^{iphi})^1+1},iRe^{iphi},dphitag1\\
        &=2pi i frac{e^{i(i)}}{2i}\\
        &=pi/e
        end{align}$$



        As $Rto infty$, the second integral on the right-hand side of $(1)$ approaches $0$. Therefore, we find that



        $$int_{-infty}^infty frac{e^{ix}}{x^2+1},dx=frac{pi}{e} tag2$$



        Taking the real part of both sides of $(2)$ and exploiting the even symmetry yields



        $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$





        METHODOLOGY $2$: Real Analysis



        Let $f(a)$ be given by the convergent improper integral



        $$f(a)=int_0^infty frac{cos(ax)}{x^2+1},dx tag3$$



        Since the integral $int_0^infty frac{xsin(ax)}{x^2+1},dx$ is uniformly convergent for $|a|ge delta>0$, we may differentiate under the integral in $(3)$ for $|a|>delta>0$ to obtain



        $$begin{align}
        f'(a)&=-int_0^infty frac{xsin(ax)}{x^2+1},dx\\
        &=-int_0^infty frac{(x^2+1-1)sin(ax)}{x(x^2+1)},dx\\
        &=-int_0^infty frac{sin(ax)}{x},dx+int_0^infty frac{sin(ax)}{x(x^2+1)},dx\\
        &=-frac{pi}{2}+int_0^infty frac{sin(ax)}{x(x^2+1)},dxtag4
        end{align}$$



        Again, since the integral $int_0^infty frac{cos(ax)}{x^2+1},dx$ converges uniformly for all $a$, we may differentiate under the integral in $(4)$ to obtain



        $$f''(a)=int_0^infty frac{cos(ax)}{x^2+1},dx=f(a)tag 5$$



        Solving the second-order ODE in $(5)$ reveals



        $$f(a)=C_1 e^{a}+C_2 e^{-a}$$



        Using $f(0)=pi/2$ and $f'(0)=-pi/2$, we find that $C_1=0$ and $C_2=frac{pi}{2}$ and hence $f(a)=frac{pi e^{-a}}{2}$. Setting $a=1$ yields the coveted result



        $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$



        as expected!






        share|cite|improve this answer











        $endgroup$
















          6












          6








          6





          $begingroup$

          METHODOLOGY $1$: Complex Analysis



          Note that the function $frac{e^{iz}}{z^2+1}$ has poles at $pm i$. Then, by Cauchy's Integral Formula we have for $R>1$



          $$begin{align}
          oint_{C_R}frac{e^{iz}}{z^2+1},dz&=int_{-R}^R frac{e^{ix}}{x^2+1},dx+int_0^pi frac{e^{iRe^{iphi}}}{(Re^{iphi})^1+1},iRe^{iphi},dphitag1\\
          &=2pi i frac{e^{i(i)}}{2i}\\
          &=pi/e
          end{align}$$



          As $Rto infty$, the second integral on the right-hand side of $(1)$ approaches $0$. Therefore, we find that



          $$int_{-infty}^infty frac{e^{ix}}{x^2+1},dx=frac{pi}{e} tag2$$



          Taking the real part of both sides of $(2)$ and exploiting the even symmetry yields



          $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$





          METHODOLOGY $2$: Real Analysis



          Let $f(a)$ be given by the convergent improper integral



          $$f(a)=int_0^infty frac{cos(ax)}{x^2+1},dx tag3$$



          Since the integral $int_0^infty frac{xsin(ax)}{x^2+1},dx$ is uniformly convergent for $|a|ge delta>0$, we may differentiate under the integral in $(3)$ for $|a|>delta>0$ to obtain



          $$begin{align}
          f'(a)&=-int_0^infty frac{xsin(ax)}{x^2+1},dx\\
          &=-int_0^infty frac{(x^2+1-1)sin(ax)}{x(x^2+1)},dx\\
          &=-int_0^infty frac{sin(ax)}{x},dx+int_0^infty frac{sin(ax)}{x(x^2+1)},dx\\
          &=-frac{pi}{2}+int_0^infty frac{sin(ax)}{x(x^2+1)},dxtag4
          end{align}$$



          Again, since the integral $int_0^infty frac{cos(ax)}{x^2+1},dx$ converges uniformly for all $a$, we may differentiate under the integral in $(4)$ to obtain



          $$f''(a)=int_0^infty frac{cos(ax)}{x^2+1},dx=f(a)tag 5$$



          Solving the second-order ODE in $(5)$ reveals



          $$f(a)=C_1 e^{a}+C_2 e^{-a}$$



          Using $f(0)=pi/2$ and $f'(0)=-pi/2$, we find that $C_1=0$ and $C_2=frac{pi}{2}$ and hence $f(a)=frac{pi e^{-a}}{2}$. Setting $a=1$ yields the coveted result



          $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$



          as expected!






          share|cite|improve this answer











          $endgroup$



          METHODOLOGY $1$: Complex Analysis



          Note that the function $frac{e^{iz}}{z^2+1}$ has poles at $pm i$. Then, by Cauchy's Integral Formula we have for $R>1$



          $$begin{align}
          oint_{C_R}frac{e^{iz}}{z^2+1},dz&=int_{-R}^R frac{e^{ix}}{x^2+1},dx+int_0^pi frac{e^{iRe^{iphi}}}{(Re^{iphi})^1+1},iRe^{iphi},dphitag1\\
          &=2pi i frac{e^{i(i)}}{2i}\\
          &=pi/e
          end{align}$$



          As $Rto infty$, the second integral on the right-hand side of $(1)$ approaches $0$. Therefore, we find that



          $$int_{-infty}^infty frac{e^{ix}}{x^2+1},dx=frac{pi}{e} tag2$$



          Taking the real part of both sides of $(2)$ and exploiting the even symmetry yields



          $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$





          METHODOLOGY $2$: Real Analysis



          Let $f(a)$ be given by the convergent improper integral



          $$f(a)=int_0^infty frac{cos(ax)}{x^2+1},dx tag3$$



          Since the integral $int_0^infty frac{xsin(ax)}{x^2+1},dx$ is uniformly convergent for $|a|ge delta>0$, we may differentiate under the integral in $(3)$ for $|a|>delta>0$ to obtain



          $$begin{align}
          f'(a)&=-int_0^infty frac{xsin(ax)}{x^2+1},dx\\
          &=-int_0^infty frac{(x^2+1-1)sin(ax)}{x(x^2+1)},dx\\
          &=-int_0^infty frac{sin(ax)}{x},dx+int_0^infty frac{sin(ax)}{x(x^2+1)},dx\\
          &=-frac{pi}{2}+int_0^infty frac{sin(ax)}{x(x^2+1)},dxtag4
          end{align}$$



          Again, since the integral $int_0^infty frac{cos(ax)}{x^2+1},dx$ converges uniformly for all $a$, we may differentiate under the integral in $(4)$ to obtain



          $$f''(a)=int_0^infty frac{cos(ax)}{x^2+1},dx=f(a)tag 5$$



          Solving the second-order ODE in $(5)$ reveals



          $$f(a)=C_1 e^{a}+C_2 e^{-a}$$



          Using $f(0)=pi/2$ and $f'(0)=-pi/2$, we find that $C_1=0$ and $C_2=frac{pi}{2}$ and hence $f(a)=frac{pi e^{-a}}{2}$. Setting $a=1$ yields the coveted result



          $$bbox[5px,border:2px solid #C0A000]{int_0^infty frac{cos(x)}{x^2+1},dx=frac{pi}{2e}}$$



          as expected!







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Oct 19 '17 at 18:22

























          answered Jul 27 '17 at 15:14









          Mark ViolaMark Viola

          131k1275172




          131k1275172























              3












              $begingroup$

              Use the Fourier transform:
              $$frac{2}{pi}int_{-infty}^{infty}frac{e^{inu x}}{x^{2}+1}dx=e^{-left|nuright|}$$



              Just set $nu=1$, divide by $frac{2}{pi}$, and take the real part of both sides.






              share|cite|improve this answer











              $endgroup$













              • $begingroup$
                It is probably preferred that this be solved using complex analysis techniques.
                $endgroup$
                – Simply Beautiful Art
                Jul 26 '17 at 23:30






              • 1




                $begingroup$
                Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
                $endgroup$
                – N. S.
                Jul 27 '17 at 16:32










              • $begingroup$
                @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
                $endgroup$
                – Mark Viola
                Jul 27 '17 at 16:59


















              3












              $begingroup$

              Use the Fourier transform:
              $$frac{2}{pi}int_{-infty}^{infty}frac{e^{inu x}}{x^{2}+1}dx=e^{-left|nuright|}$$



              Just set $nu=1$, divide by $frac{2}{pi}$, and take the real part of both sides.






              share|cite|improve this answer











              $endgroup$













              • $begingroup$
                It is probably preferred that this be solved using complex analysis techniques.
                $endgroup$
                – Simply Beautiful Art
                Jul 26 '17 at 23:30






              • 1




                $begingroup$
                Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
                $endgroup$
                – N. S.
                Jul 27 '17 at 16:32










              • $begingroup$
                @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
                $endgroup$
                – Mark Viola
                Jul 27 '17 at 16:59
















              3












              3








              3





              $begingroup$

              Use the Fourier transform:
              $$frac{2}{pi}int_{-infty}^{infty}frac{e^{inu x}}{x^{2}+1}dx=e^{-left|nuright|}$$



              Just set $nu=1$, divide by $frac{2}{pi}$, and take the real part of both sides.






              share|cite|improve this answer











              $endgroup$



              Use the Fourier transform:
              $$frac{2}{pi}int_{-infty}^{infty}frac{e^{inu x}}{x^{2}+1}dx=e^{-left|nuright|}$$



              Just set $nu=1$, divide by $frac{2}{pi}$, and take the real part of both sides.







              share|cite|improve this answer














              share|cite|improve this answer



              share|cite|improve this answer








              edited Jul 27 '17 at 21:32

























              answered Jul 26 '17 at 23:26









              MCSMCS

              969313




              969313












              • $begingroup$
                It is probably preferred that this be solved using complex analysis techniques.
                $endgroup$
                – Simply Beautiful Art
                Jul 26 '17 at 23:30






              • 1




                $begingroup$
                Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
                $endgroup$
                – N. S.
                Jul 27 '17 at 16:32










              • $begingroup$
                @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
                $endgroup$
                – Mark Viola
                Jul 27 '17 at 16:59




















              • $begingroup$
                It is probably preferred that this be solved using complex analysis techniques.
                $endgroup$
                – Simply Beautiful Art
                Jul 26 '17 at 23:30






              • 1




                $begingroup$
                Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
                $endgroup$
                – N. S.
                Jul 27 '17 at 16:32










              • $begingroup$
                @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
                $endgroup$
                – Mark Viola
                Jul 27 '17 at 16:59


















              $begingroup$
              It is probably preferred that this be solved using complex analysis techniques.
              $endgroup$
              – Simply Beautiful Art
              Jul 26 '17 at 23:30




              $begingroup$
              It is probably preferred that this be solved using complex analysis techniques.
              $endgroup$
              – Simply Beautiful Art
              Jul 26 '17 at 23:30




              1




              1




              $begingroup$
              Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
              $endgroup$
              – N. S.
              Jul 27 '17 at 16:32




              $begingroup$
              Isn't this answer circular? To prove the formula for the Fourier transform, doesn't one have to solve a generalization of the problem proposed?
              $endgroup$
              – N. S.
              Jul 27 '17 at 16:32












              $begingroup$
              @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
              $endgroup$
              – Mark Viola
              Jul 27 '17 at 16:59






              $begingroup$
              @N.S. I believe that MCS meant to exploit the Fourier inversion formula for $e^{-|nu|}$.
              $endgroup$
              – Mark Viola
              Jul 27 '17 at 16:59













              0












              $begingroup$

              Another approach: A combination of Feynman's Trick and Laplace Transforms:



              begin{equation}
              J = int_{-infty}^{infty}frac{cos(x)}{x^2 + 1}:dx
              end{equation}



              Here let:



              begin{equation}
              I(t) = int_{-infty}^{infty}frac{cos(xt)}{x^2 + 1}:dx
              end{equation}



              We see $I(1) = J$ and $I(0) = pi$. Here we take the Laplace Transform w.r.t. '$t$':



              begin{align}
              mathscr{L}left[I(t)right] &= int_{-infty}^{infty}frac{mathscr{L}left[cos(xt)right]}{x^2 + 1}:dx = int_{-infty}^{infty} frac{s}{s^2 + x^2}cdotfrac{1}{x^2 + 1}:dx \
              &=frac{s}{s^2 - 1}int_{-infty}^{infty}left[frac{1}{x^2 + 1} - frac{1}{x^2 + s^2} right]:dx \
              &= frac{s}{s^2 - 1} left[ arctan(x) - frac{1}{s}arctanleft(frac{x}{s} right)right]_{-infty}^{infty} \
              &= frac{s}{s^2 - 1} left[ left(frac{pi}{2} - frac{1}{s}cdot frac{pi}{2} right) - left(-frac{pi}{2} - frac{1}{s}cdot -frac{pi}{2} right) right] \
              &= frac{s}{s^2 - 1} left[ pi - pifrac{1}{s} right] = frac{s}{s^2 - 1} cdot frac{s - 1}{s}pi = frac{pi}{s + 1}
              end{align}



              We now take the inverse Laplace Transform:



              begin{align}
              I(t) = mathscr{L}^{-1}left[ frac{pi}{s + 1}right] = pi e^{-t}
              end{align}



              And finally:



              begin{equation}
              J = I(1) = pi e^{-1} = frac{pi}{e}
              end{equation}



              Now this is essentially residue analysis, but I've found it to be a useful technique for integrals of this type.






              share|cite|improve this answer









              $endgroup$


















                0












                $begingroup$

                Another approach: A combination of Feynman's Trick and Laplace Transforms:



                begin{equation}
                J = int_{-infty}^{infty}frac{cos(x)}{x^2 + 1}:dx
                end{equation}



                Here let:



                begin{equation}
                I(t) = int_{-infty}^{infty}frac{cos(xt)}{x^2 + 1}:dx
                end{equation}



                We see $I(1) = J$ and $I(0) = pi$. Here we take the Laplace Transform w.r.t. '$t$':



                begin{align}
                mathscr{L}left[I(t)right] &= int_{-infty}^{infty}frac{mathscr{L}left[cos(xt)right]}{x^2 + 1}:dx = int_{-infty}^{infty} frac{s}{s^2 + x^2}cdotfrac{1}{x^2 + 1}:dx \
                &=frac{s}{s^2 - 1}int_{-infty}^{infty}left[frac{1}{x^2 + 1} - frac{1}{x^2 + s^2} right]:dx \
                &= frac{s}{s^2 - 1} left[ arctan(x) - frac{1}{s}arctanleft(frac{x}{s} right)right]_{-infty}^{infty} \
                &= frac{s}{s^2 - 1} left[ left(frac{pi}{2} - frac{1}{s}cdot frac{pi}{2} right) - left(-frac{pi}{2} - frac{1}{s}cdot -frac{pi}{2} right) right] \
                &= frac{s}{s^2 - 1} left[ pi - pifrac{1}{s} right] = frac{s}{s^2 - 1} cdot frac{s - 1}{s}pi = frac{pi}{s + 1}
                end{align}



                We now take the inverse Laplace Transform:



                begin{align}
                I(t) = mathscr{L}^{-1}left[ frac{pi}{s + 1}right] = pi e^{-t}
                end{align}



                And finally:



                begin{equation}
                J = I(1) = pi e^{-1} = frac{pi}{e}
                end{equation}



                Now this is essentially residue analysis, but I've found it to be a useful technique for integrals of this type.






                share|cite|improve this answer









                $endgroup$
















                  0












                  0








                  0





                  $begingroup$

                  Another approach: A combination of Feynman's Trick and Laplace Transforms:



                  begin{equation}
                  J = int_{-infty}^{infty}frac{cos(x)}{x^2 + 1}:dx
                  end{equation}



                  Here let:



                  begin{equation}
                  I(t) = int_{-infty}^{infty}frac{cos(xt)}{x^2 + 1}:dx
                  end{equation}



                  We see $I(1) = J$ and $I(0) = pi$. Here we take the Laplace Transform w.r.t. '$t$':



                  begin{align}
                  mathscr{L}left[I(t)right] &= int_{-infty}^{infty}frac{mathscr{L}left[cos(xt)right]}{x^2 + 1}:dx = int_{-infty}^{infty} frac{s}{s^2 + x^2}cdotfrac{1}{x^2 + 1}:dx \
                  &=frac{s}{s^2 - 1}int_{-infty}^{infty}left[frac{1}{x^2 + 1} - frac{1}{x^2 + s^2} right]:dx \
                  &= frac{s}{s^2 - 1} left[ arctan(x) - frac{1}{s}arctanleft(frac{x}{s} right)right]_{-infty}^{infty} \
                  &= frac{s}{s^2 - 1} left[ left(frac{pi}{2} - frac{1}{s}cdot frac{pi}{2} right) - left(-frac{pi}{2} - frac{1}{s}cdot -frac{pi}{2} right) right] \
                  &= frac{s}{s^2 - 1} left[ pi - pifrac{1}{s} right] = frac{s}{s^2 - 1} cdot frac{s - 1}{s}pi = frac{pi}{s + 1}
                  end{align}



                  We now take the inverse Laplace Transform:



                  begin{align}
                  I(t) = mathscr{L}^{-1}left[ frac{pi}{s + 1}right] = pi e^{-t}
                  end{align}



                  And finally:



                  begin{equation}
                  J = I(1) = pi e^{-1} = frac{pi}{e}
                  end{equation}



                  Now this is essentially residue analysis, but I've found it to be a useful technique for integrals of this type.






                  share|cite|improve this answer









                  $endgroup$



                  Another approach: A combination of Feynman's Trick and Laplace Transforms:



                  begin{equation}
                  J = int_{-infty}^{infty}frac{cos(x)}{x^2 + 1}:dx
                  end{equation}



                  Here let:



                  begin{equation}
                  I(t) = int_{-infty}^{infty}frac{cos(xt)}{x^2 + 1}:dx
                  end{equation}



                  We see $I(1) = J$ and $I(0) = pi$. Here we take the Laplace Transform w.r.t. '$t$':



                  begin{align}
                  mathscr{L}left[I(t)right] &= int_{-infty}^{infty}frac{mathscr{L}left[cos(xt)right]}{x^2 + 1}:dx = int_{-infty}^{infty} frac{s}{s^2 + x^2}cdotfrac{1}{x^2 + 1}:dx \
                  &=frac{s}{s^2 - 1}int_{-infty}^{infty}left[frac{1}{x^2 + 1} - frac{1}{x^2 + s^2} right]:dx \
                  &= frac{s}{s^2 - 1} left[ arctan(x) - frac{1}{s}arctanleft(frac{x}{s} right)right]_{-infty}^{infty} \
                  &= frac{s}{s^2 - 1} left[ left(frac{pi}{2} - frac{1}{s}cdot frac{pi}{2} right) - left(-frac{pi}{2} - frac{1}{s}cdot -frac{pi}{2} right) right] \
                  &= frac{s}{s^2 - 1} left[ pi - pifrac{1}{s} right] = frac{s}{s^2 - 1} cdot frac{s - 1}{s}pi = frac{pi}{s + 1}
                  end{align}



                  We now take the inverse Laplace Transform:



                  begin{align}
                  I(t) = mathscr{L}^{-1}left[ frac{pi}{s + 1}right] = pi e^{-t}
                  end{align}



                  And finally:



                  begin{equation}
                  J = I(1) = pi e^{-1} = frac{pi}{e}
                  end{equation}



                  Now this is essentially residue analysis, but I've found it to be a useful technique for integrals of this type.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Jan 9 at 0:39









                  DavidGDavidG

                  2,2651721




                  2,2651721






























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