Fall 2015 - Problem 10

calculation, residue theorem

Use the residue theorem to prove that

0ecosxsin(sinx)dxx=π2(e1).\int_0^\infty e^{\cos{x}} \sin\p{\sin{x}} \,\frac{\diff{x}}{x} = \frac{\pi}{2}\p{e - 1}.

Let f(z)=eeizzf\p{z} = \frac{e^{e^{iz}}}{z}. Then if xRx \in \R,

f(x)=ecosx+isinxx=ecosx(cos(sinx)+isin(sinx))x,f\p{x} = \frac{e^{\cos{x} + i\sin{x}}}{x} = \frac{e^{\cos{x}}\p{\cos\p{\sin{x}} + i\sin\p{\sin{x}}}}{x},

so the imaginary part of f(x)f\p{x} gives us the original integrand. Observe that ff is holomorphic except with a pole at the origin. The residue of ff here is

Res(f;0)=limz0zf(z)=limz0eeiz=e.\Res{f}{0} = \lim_{z\to0} zf\p{z} = \lim_{z\to0} e^{e^{iz}} = e.

Observe also that if z=x+iyz = x + iy, then eiz=ey(cosx+isinx)e^{iz} = e^{-y}\p{\cos{x} + i\sin{x}}, so

eeiz=eReeiz=eeycosx.\abs{e^{e^{iz}}} = e^{\Re{e^{iz}}} = e^{e^{-y}\cos{x}}.

For 0<ε<R0 < \epsilon < R, consider the contour γε,R\gamma_{\epsilon,R} given by the segments [R,ε]\br{-R, -\epsilon} connected [ε,R]\br{\epsilon, R} by the two semi-circles {Reiθ0θπ}\set{Re^{i\theta} \mid 0 \leq \theta \leq \pi} and {εeiθπθ2π}\set{\epsilon e^{i\theta} \mid \pi \leq \theta \leq 2\pi} so that 00 is within the interior of γε,R\gamma_{\epsilon,R}. On the top arc CRC_R,

f(z)=eeRsinθcos(cosθ)ReRe,\begin{aligned} \abs{f\p{z}} = \frac{e^{e^{-R\sin\theta}\cos\p{\cos\theta}}}{R} \leq \frac{e}{R} \leq e, \end{aligned}

since sinθ0\sin\theta \geq 0. In other words, the integrals are uniformly bounded on a finite measure space, so by dominated convergence,

limRCRf(z)dz=i0πlimReeiReiθdθ=i0πe0dθ=iπ.\lim_{R\to\infty} \int_{C_R} f\p{z} \,\diff{z} = i\int_0^\pi \lim_{R\to\infty} e^{e^{-iRe^{i\theta}}} \,\diff\theta = i\int_0^\pi e^0 \,\diff\theta = i\pi.

On the lower arc oriented clockwise, observe that because ff has a simple pole at z=0z = 0, we get f(z)ezf\p{z} - \frac{e}{z} is holomorphic near 00. Hence,

Cεf(z)dz=Cε(f(z)ez)+ezdz=Cε(f(z)ez)dz+iπeε0iπe,\begin{aligned} \int_{C_\epsilon} f\p{z} \,\diff{z} &= \int_{C_\epsilon} \p{f\p{z} - \frac{e}{z}} + \frac{e}{z} \,\diff{z} \\ &= \int_{C_\epsilon} \p{f\p{z} - \frac{e}{z}} \,\diff{z} + i\pi e \xrightarrow{\epsilon\to0} i\pi e, \end{aligned}

since f(z)ezf\p{z} - \frac{e}{z} is bounded near 00. Hence, by the residue theorem and taking ε0\epsilon \to 0, RR \to \infty, we get

iπ+iπe+f(x)dx=2πie    0ecosxsin(sinx)dxx=π2(e1),i\pi + i\pi e + \int_{-\infty}^\infty f\p{x} \,\diff{x} = 2\pi i e \implies \int_0^\infty e^{\cos{x}}\sin\p{\sin{x}} \,\frac{\diff{x}}{x} = \frac{\pi}{2}\p{e - 1},

since the integrand is even, and by taking imaginary parts.

Solution.