Spring 2019 - Problem 10

calculation, residue theorem

For a>0a > 0, b>0b > 0, evaluate the integral

0logx(x+a)2+b2dx.\int_0^\infty \frac{\log{x}}{\p{x + a}^2 + b^2} \,\diff{x}.
Solution.

Let f(z)=(logz)2(z+a)2+b2f\p{z} = \frac{\p{\log{z}}^2}{\p{z + a}^2 + b^2} with branch cut at the negative real axis. For 0<ε<R0 < \epsilon < R, let γε,R\gamma_{\epsilon,R} be a keyhole contour cut at the non-negative real axis with inner radius ε\epsilon and outer radius RR. On the larger arc CRC_R, we have

CRf(z)dz02πR(logR)2(Ra)2b2dθR0.\abs{\int_{C_R} f\p{z} \,\diff{z}} \leq \int_0^{2\pi} \frac{R\p{\log{R}}^2}{\abs{\p{R - a}^2 - b^2}} \,\diff\theta \xrightarrow{R\to\infty} 0.

Similarly,

Cεf(z)dz02πε(logε)2(εa)2dθε00.\abs{\int_{C_\epsilon} f\p{z} \,\diff{z}} \leq \int_0^{2\pi} \frac{\epsilon\p{\log{\epsilon}}^2}{\abs{\p{\epsilon - a}^2}} \,\diff\theta \xrightarrow{\epsilon\to0} 0.

Next, observe that ff has poles at z=a±ibz = -a \pm ib, and the residues are

Res(f;a±ib)=limza±ib(z(a±ib))f(z)=(log(a±ib))2±2ib.\begin{aligned} \Res{f}{-a \pm ib} &= \lim_{z\to -a\pm ib} \p{z - \p{-a \pm ib}} f\p{z} \\ &= \frac{\p{\log\,\p{-a \pm ib}}^2}{\pm 2ib}. \end{aligned}

Continuing, notice that from the branch cut, we have for any xRx \in \R that

limθ2π(logxeiθ)2=(logx+2πi)2=(logx)2+4πilogx4π2.\lim_{\theta\to2\pi^-} \p{\log{xe^{i\theta}}}^2 = \p{\log{x} + 2\pi i}^2 = \p{\log{x}}^2 + 4\pi i \log{x} - 4\pi^2.

Sending ε0\epsilon \to 0 and RR \to \infty, we obtain

0(logx)2(x+a)2+b2dx0(logx)2+4πilogx4π2(x+a)2+b2dx=4πi0logx(x+a)2+b2dx4π201(x+a)2+b2dx=4πi0logx(x+a)2+b2dx4π2b(π2arctan(ab)).\begin{aligned} \int_0^\infty \frac{\p{\log{x}}^2}{\p{x + a}^2 + b^2} \,\diff{x} - \int_0^\infty \frac{\p{\log{x}}^2 + 4\pi i \log{x} - 4\pi^2}{\p{x + a}^2 + b^2} \,\diff{x} &= -4\pi i\int_0^\infty \frac{\log{x}}{\p{x + a}^2 + b^2} \,\diff{x} - 4\pi^2 \int_0^\infty \frac{1}{\p{x + a}^2 + b^2} \,\diff{x} \\ &= -4\pi i\int_0^\infty \frac{\log{x}}{\p{x + a}^2 + b^2} \,\diff{x} - \frac{4\pi^2}{b}\p{\frac{\pi}{2} - \arctan\p{\frac{a}{b}}}. \end{aligned}

Also, if a+ib=reiθ-a + ib = re^{i\theta}, then aib=reiθ-a - ib = re^{-i\theta}, so

(log(a+ib))2(log(a+ib))2=(logr+iθ)2(logriθ)2=i4θlogr.\p{\log\p{-a + ib}}^2 - \p{\log\p{-a + ib}}^2 = \p{\log{r} + i\theta}^2 - \p{\log{r} - i\theta}^2 = i4\theta \log{r}.

By the residue theorem, we get

4πi0logx(x+a)2+b2dx4π2b(π2arctan(ab))=πb((log(a+ib))2(log(a+ib))2).-4\pi i\int_0^\infty \frac{\log{x}}{\p{x + a}^2 + b^2} \,\diff{x} - \frac{4\pi^2}{b}\p{\frac{\pi}{2} - \arctan\p{\frac{a}{b}}} = \frac{\pi}{b}\p{\p{\log\p{-a + ib}}^2 - \p{\log\p{-a + ib}}^2}.

Taking imaginary parts and simplifying,

0logx(x+a)2+b2dx=θlogrb=arctan(ba)log(a2+b2)2b=arctan(ba)log(a2+b2)2b.\begin{aligned} \int_0^\infty \frac{\log{x}}{\p{x + a}^2 + b^2} \,\diff{x} &= -\frac{\theta\log{r}}{b} \\ &= -\frac{\arctan\p{-\frac{b}{a}}\log\,\p{a^2 + b^2}}{2b} \\ &= \frac{\arctan\p{\frac{b}{a}}\log\,\p{a^2 + b^2}}{2b}. \end{aligned}