Fall 2011 - Problem 7

residue theorem

Compute 0cosx(1+x2)2dx\displaystyle \int_0^\infty \frac{\cos{x}}{\p{1 + x^2}^2} \,\diff{x}. Justify all your steps!

Solution.

Consider

f(z)=eiz(1+z2)2,f\p{z} = \frac{e^{iz}}{\p{1 + z^2}^2},

which is meromorphic on C\C with poles at z=iz = -i and z=iz = i. Consider the semicircle contour γR\gamma_R, which comprises of the segment [R,R]\br{-R, R} and the upper half of the circle centered at the origin of radius RR oriented counter-clockwise.

Observe that on the circular section of γR\gamma_R, we can parametrize it via z=Reiθz = Re^{i\theta}. Thus, because ez=eRez\abs{e^z} = e^{\Re{z}} and z21z2+1\abs{z}^2 - 1 \leq \abs{z^2 + 1} by the reverse triangle inequality, we have for R>1R > 1 that

0πiReiθf(Reiθ)dθR0πeRe(iReiθ)(R21)2dθ=R(R21)20πeRsinθdθ.\begin{aligned} \abs{\int_0^\pi iRe^{i\theta}f\p{Re^{i\theta}} \,\diff\theta} &\leq R \int_0^\pi \frac{e^{\Re\p{iRe^{i\theta}}}}{\p{R^2 - 1}^2} \,\diff\theta \\ &= \frac{R}{\p{R^2 - 1}^2} \int_0^\pi e^{-R\sin\theta} \,\diff\theta. \end{aligned}

Notice that sinx\sin{x} is concave on [0,π2]\br{0, \frac{\pi}{2}}, so we for t[0,1]t \in \br{0, 1} that

sintπ2tsinπ2=t.\sin\frac{t\pi}{2} \geq t\sin\frac{\pi}{2} = t.

Thus, if we set θ=tπ2\theta = \frac{t\pi}{2}, we get sinθ2θπ\sin\theta \geq \frac{2\theta}{\pi} for θ[0,π2]\theta \in \br{0, \frac{\pi}{2}}. By symmetry,

R(R21)20πeRsinθdθ2R(R21)20π/2e2Rθ/πdθ=2R(R21)2π2R(1eR)R0.\begin{aligned} \frac{R}{\p{R^2 - 1}^2} \int_0^\pi e^{-R\sin\theta} \,\diff\theta &\leq \frac{2R}{\p{R^2 - 1}^2} \int_0^{\pi/2} e^{-2R\theta/\pi} \,\diff\theta \\ &= \frac{2R}{\p{R^2 - 1}^2} \frac{\pi}{2R}\p{1 - e^{-R}} \xrightarrow{R\to\infty} 0. \end{aligned}

Thus, the integral over the top arc of γR\gamma_R vanishes in the limit.

Next, notice that ff has a double pole at z=iz = i, so the residue of ff at z=iz = i is

Res(f;i)=limzi(zi)f(z)=limziddz(zi)2eiz(zi)2(z+i)2=limziieiz(z+i)22eiz(z+i)(z+i)4=4ie14ie116=i2e\begin{aligned} \Res{f}{i} &= \lim_{z \to i}\,\p{z - i}f\p{z} \\ &= \lim_{z \to i}\, \deriv{}{z} \p{z - i}^2 \frac{e^{iz}}{\p{z - i}^2\p{z + i}^2} \\ &= \lim_{z \to i} \frac{ie^{iz}\p{z + i}^2 - 2e^{iz}\p{z + i}}{\p{z + i}^4} \\ &= \frac{-4ie^{-1} - 4ie^{-1}}{16} \\ &= -\frac{i}{2e} \end{aligned}

For R>1R > 1, ii is in the interior of γR\gamma_R, so by the residue theorem,

12πiγRf(z)dz=i2e    γRf(z)dz=πe.\frac{1}{2\pi i} \int_{\gamma_R} f\p{z} \,\diff{z} = -\frac{i}{2e} \implies \int_{\gamma_R} f\p{z} \,\diff{z} = \frac{\pi}{e}.

Taking RR \to \infty and noting that if xRx \in \R, then f(x)f\p{x} is even, we see that

0cosx(1+x2)2dx=12γRf(z)dz=π2e.\int_0^\infty \frac{\cos{x}}{\p{1 + x^2}^2} \,\diff{x} = \frac{1}{2} \int_{\gamma_R} f\p{z} \,\diff{z} = \frac{\pi}{2e}.