Evaluate the integral $intlimits_{-infty}^infty frac{cos(x)}{x^2+1}dx$.
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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
$endgroup$
|
show 4 more comments
$begingroup$
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.
integration complex-analysis residue-calculus
$endgroup$
$begingroup$
Any idea for a contour?
$endgroup$
– Simply Beautiful Art
Jul 26 '17 at 23:16
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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.
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– Hwi Moon
Jul 26 '17 at 23:20
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Add on the integral with integrand $isin(x)/(x^2+1),$ then apply your residue theorems to the integral with integrand $e^{ix}/(x^2+1).$
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– Chickenmancer
Jul 26 '17 at 23:20
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@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
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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
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– Reveillark
Jul 26 '17 at 23:22
|
show 4 more comments
$begingroup$
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.
integration complex-analysis residue-calculus
$endgroup$
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
integration complex-analysis residue-calculus
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
|
show 4 more comments
$begingroup$
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
|
show 4 more comments
4 Answers
4
active
oldest
votes
$begingroup$
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 $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$
$endgroup$
$begingroup$
(+1) for the nice use of the complex version of Frullani's theorem.
$endgroup$
– Mark Viola
Jul 27 '17 at 16:56
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@MarkViola Thank you Mark! :)
$endgroup$
– Marco Cantarini
Jul 27 '17 at 17:16
add a comment |
$begingroup$
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!
$endgroup$
add a comment |
$begingroup$
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.
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$begingroup$
It is probably preferred that this be solved using complex analysis techniques.
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– 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?
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– N. S.
Jul 27 '17 at 16:32
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@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
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
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4 Answers
4
active
oldest
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4 Answers
4
active
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active
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$begingroup$
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 $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$
$endgroup$
$begingroup$
(+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
add a comment |
$begingroup$
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 $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$
$endgroup$
$begingroup$
(+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
add a comment |
$begingroup$
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 $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$
$endgroup$
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 $$I=frac{e^{-1}}{i}logleft(-1right)=color{red}{pi e^{-1}}.$$
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
add a comment |
$begingroup$
(+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
add a comment |
$begingroup$
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!
$endgroup$
add a comment |
$begingroup$
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!
$endgroup$
add a comment |
$begingroup$
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!
$endgroup$
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!
edited Oct 19 '17 at 18:22
answered Jul 27 '17 at 15:14
Mark ViolaMark Viola
131k1275172
131k1275172
add a comment |
add a comment |
$begingroup$
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.
$endgroup$
$begingroup$
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
add a comment |
$begingroup$
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.
$endgroup$
$begingroup$
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
add a comment |
$begingroup$
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.
$endgroup$
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.
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
add a comment |
$begingroup$
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
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
add a comment |
$begingroup$
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.
$endgroup$
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.
answered Jan 9 at 0:39


DavidGDavidG
2,2651721
2,2651721
add a comment |
add a comment |
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$begingroup$
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