Spring 2015 - Problem 10

calculation, residue theorem

Determine

dy(1+y2)(1+(xy)2)\int_{-\infty}^\infty \frac{\diff{y}}{\p{1 + y^2}\p{1 + \p{x-y}^2}}

for all xRx \in \R. Justify all manipulations.

Solution.

Let f(z)=1(1+z2)(1+(xz)2)f\p{z} = \frac{1}{\p{1 + z^2}\p{1 + \p{x-z}^2}}, which has poles at ±i\pm i and

1+(xz)2=0    x±i.1 + \p{x - z}^2 = 0 \iff x \pm i.

For 0<R<x+i0 < R < \abs{x + i}, let γR\gamma_R be the semicircle with [R,R]\br{-R, R} and arc {Reiθ0θπ}\set{Re^{i\theta} \mid 0 \leq \theta \leq \pi}. Then the only poles of ff in the interior of γR\gamma_R are ii and x+ix + i. The residues of ff there are

Res(f;i)=limzi(zi)f(z)=limzi1(i+z)(1+(xz)2)=12i(1+(xi)2)\begin{aligned} \Res{f}{i} &= \lim_{z \to i} \p{z - i} f\p{z} \\ &= \lim_{z \to i} \frac{1}{\p{i + z}\p{1 + \p{x - z}^2}} \\ &= \frac{1}{2i\p{1 + \p{x - i}^2}} \end{aligned}

and

Res(f;x+i)=limzx+i(z(x+i))f(z)=limzx+i1(1+z2)((zx)+i)=12i(1+(x+i)2).\begin{aligned} \Res{f}{x + i} &= \lim_{z \to x+i} \p{z - \p{x+i}}f\p{z} \\ &= \lim_{z \to x+i} \frac{1}{\p{1 + z^2}\p{\p{z - x} + i}} \\ &= \frac{1}{2i\p{1 + \p{x+i}^2}}. \end{aligned}

As for the integral, on the arc CRC_R, we get

CRf(z)dz=0πiReiθ(1+R2ei2θ)(1+(xReiθ)2)dθ0πR(R21)(R2(1+x))2dθ=πR(R21)(R2(1+x))2\begin{aligned} \abs{\int_{C_R} f\p{z} \,\diff{z}} &= \abs{\int_0^\pi \frac{iRe^{i\theta}}{\p{1 + R^2e^{i2\theta}}\p{1 + \p{x - Re^{i\theta}}^2}} \,\diff\theta} \\ &\leq \int_0^\pi \frac{R}{\p{R^2 - 1}\p{R^2 - \p{1 + x}}^2} \,\diff\theta \\ &= \frac{\pi R}{\p{R^2 - 1}\p{R^2 - \p{1 + x}}^2} \end{aligned}

which tends to 00 as RR \to \infty. Thus, by the residue theorem, sending RR \to \infty yields

dy(1+y2)(1+(xy)2)=2πi(12i(1+(xi)2)+12i(1+(x+i)2))=π(1+(x+i)2+1+(xi)2(1+(xi)2)(1+(x+i)2))=π(2+2x221+(x+i)2+(xi)2+(xi)2(x+i)2)=π(2x21+2x22+x4+2x2+1)=2πx2+4.\begin{aligned} \int_{-\infty}^\infty \frac{\diff{y}}{\p{1 + y^2}\p{1 + \p{x-y}^2}} &= 2\pi i \p{\frac{1}{2i\p{1 + \p{x - i}^2}} + \frac{1}{2i\p{1 + \p{x+i}^2}}} \\ &= \pi\p{\frac{1 + \p{x + i}^2 + 1 + \p{x - i}^2}{\p{1 + \p{x - i}^2}\p{1 + \p{x + i}^2}}} \\ &= \pi\p{\frac{2 + 2x^2 - 2}{1 + \p{x + i}^2 + \p{x - i}^2 + \p{x - i}^2\p{x + i}^2}} \\ &= \pi\p{\frac{2x^2}{1 + 2x^2 - 2 + x^4 + 2x^2 + 1}} \\ &= \frac{2\pi}{x^2 + 4}. \end{aligned}