Real integrals of multivalued functions via residues

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Compute

∫0∞log⁡xx2+a2 dx \int _{0}^{\infty } \frac{\log x}{x^{2}+a^{2}}\, dx

where a>0a > 0 is a constant.

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Prove that

∫0∞xα−11+x dx=πsin⁡πα. \int _{0}^{\infty } \frac{x^{\alpha -1}}{1+x} \, dx = \frac{\pi }{\sin \pi \alpha } .

What restrictions must be placed on α\alpha?

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Prove that

∫0∞xex−e−x dx=π28. \int _{0}^{\infty } \frac{x}{e^{x}-e^{-x}} \, dx = \frac{\pi ^{2}}{8} .
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Evaluate

∫0∞log⁡x(x2+1)(x2+4) dx. \int _{0}^{\infty } \frac{\log x}{(x^{2}+1)(x^{2}+4)} \, dx .
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Evaluate

∫0∞log⁡xx2+1 dx. \int _{0}^{\infty } \frac{\log x}{x^{2}+1} \, dx .
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Find the value of

∫02πlog⁡∣a+beiϕ∣ dϕ \int _0^{2\pi } \log \left|a+be^{i\phi }\right|\, d\phi

where aa and bb are complex constants, not both equal to zero.

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Evaluate

∫0∞log⁡x(1+x)3 dx. \int _0^\infty \frac{\log x}{(1+x)^3}\, dx.
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Evaluate the following integrals:

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(a)

∫−i∞i∞dz(z2−4)log⁡(z+1)\displaystyle \int_{-i\infty }^{i\infty } \frac{dz}{(z^2-4)\log (z+1)} (the integration is over the imaginary axis),

(b)

∫0∞xαx3+1 dx\displaystyle \int_0^\infty \frac{x^\alpha }{x^3+1}\, dx for α\alpha in the range −1<α<2-1 < \alpha < 2.

Show that

∫0∞xα(1+x2)2 dx=π(1−α)4cos⁡(πα2), \int _0^\infty \frac{x^\alpha }{(1+x^2)^2}\, dx = \frac{\pi (1-\alpha )}{4\cos \left(\frac{\pi \alpha }{2}\right)},

for −1<α<3-1 < \alpha < 3, α≠1\alpha \neq 1. What happens if α=1\alpha = 1?

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Using a contour that consists entirely or in part of the edges of a cut along the positive or negative part of OXOX and circles about the origin of radii ρ→0\rho \to 0 and R→∞R \to \infty, prove the identity: ∫0∞xp−11+x dx=πsin⁡πp\displaystyle \int_{0}^{\infty } \frac{x^{p-1}}{1+x}\, dx = \frac{\pi }{\sin \pi p}; 0<p<10 < p < 1.

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Using the same technique, prove the identity: v.p.∫0∞xa−11−x dx=πctg⁡aπ\displaystyle \int_{0}^{\infty } \frac{x^{a-1}}{1-x}\, dx = \pi \ctg a\pi; 0<a<10 < a < 1, where

v.p.∫0∞xa−11−x dx=lim⁡σ→+0(∫01−σxa−11−x dx+∫1+σ∞xa−11−x dx). \text{v.p.}\int _{0}^{\infty } \frac{x^{a-1}}{1-x}\, dx = \lim _{\sigma \to +0}\left(\int _{0}^{1-\sigma } \frac{x^{a-1}}{1-x}\, dx+\int _{1+\sigma }^{\infty } \frac{x^{a-1}}{1-x}\, dx\right).
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Using the same technique, prove the identity:

∫−∞∞eax−ebx1−ex dx=π(ctg⁡aπ−ctg⁡bπ);0<a<1,0<b<1. \int _{-\infty }^{\infty } \frac{e^{ax}-e^{bx}}{1-e^{x}}\, dx = \pi (\ctg a\pi -\ctg b\pi ); \qquad 0 < a < 1, \quad 0 < b < 1.
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Using the same technique, prove the identity:

∫−∞∞∑λνeaνx1−ex dx=π∑λνctg⁡πaν;0<aν<1,∑λν=0. \int _{-\infty }^{\infty } \frac{\sum \lambda _{\nu }e^{a_{\nu }x}}{1-e^{x}}\, dx = \pi \sum \lambda _{\nu }\ctg \pi a_{\nu }; \qquad 0 < a_{\nu } < 1, \quad \sum \lambda _{\nu } = 0.
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Using the same technique, prove the identity:

∫0∞x−p1+2xcos⁡λ+x2 dx=πsin⁡πp⋅sin⁡pλsin⁡λ;−1<p<1,−π<λ<π. \int _{0}^{\infty } \frac{x^{-p}}{1+2x\cos \lambda +x^{2}}\, dx = \frac{\pi }{\sin \pi p}\cdot \frac{\sin p\lambda }{\sin \lambda }; \qquad -1 < p < 1, -\pi < \lambda < \pi .
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Using a contour that includes a cut along the axis OXOX between the points z=0z=0 and z=1z=1, supplemented by circles of radius ρ→0\rho \to 0 about these points, obtain, for −1<p<2-1 < p < 2, the identity:

∫01x1−p(1−x)p(1+x)3 dx=πp(1−p)8sin⁡πp⋅2p. \int _{0}^{1} \frac{x^{1-p}(1-x)^{p}}{(1+x)^{3}}\, dx = \frac{\pi p(1-p)}{8\sin \pi p}\cdot 2^{p}.
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Using the same technique, obtain, for −1<p<2-1 < p < 2, the identity:

∫01x1−p(1−x)p1+x2 dx=πsin⁡πp(2p2cos⁡πp4−1). \int _{0}^{1} \frac{x^{1-p}(1-x)^{p}}{1+x^{2}}\, dx = \frac{\pi }{\sin \pi p}\left(2^{\frac{p}{2}}\cos \frac{\pi p}{4}-1\right).
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Using the same technique, obtain, for −1<p<2-1 < p < 2, the identity:

∫01x1−p(1−x)p(a+x)2 dx=πsin⁡πp(1+a−pa(1+aa)p−1−1). \int _{0}^{1} \frac{x^{1-p}(1-x)^{p}}{(a+x)^{2}}\, dx = \frac{\pi }{\sin \pi p}\left(\frac{1+a-p}{a}\left(\frac{1+a}{a}\right)^{p-1}-1\right).
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Using the same technique, obtain, for −1<p<2-1 < p < 2, the identity:

∫01x1−p(1−x)p1+x dx=πsin⁡πp(1+p−2p). \int _{0}^{1} \frac{x^{1-p}(1-x)^{p}}{1+x}\, dx = \frac{\pi }{\sin \pi p}(1+p-2^{p}).
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Using the same technique, prove the identity:

∫−11(1+x)1−p(1−x)p1+x2 dx=πsin⁡πp(sin⁡πp2+cos⁡πp2−1). \int _{-1}^{1} \frac{(1+x)^{1-p}(1-x)^{p}}{1+x^{2}}\, dx = \frac{\pi }{\sin \pi p}\left(\sin \frac{\pi p}{2}+\cos \frac{\pi p}{2}-1\right).
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Prove the identity:

∫0∞dx(x2+a2)(ln⁡2x+π2)=π2a⋅1ln⁡2a+π24−11+a2;a>0. \int _{0}^{\infty } \frac{dx}{(x^{2}+a^{2})(\ln ^{2} x+\pi ^{2})} = \frac{\pi }{2a}\cdot \frac{1}{\ln ^{2} a+\frac{\pi ^{2}}{4}}-\frac{1}{1+a^{2}}; \quad a > 0.
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Prove the identity:

∫0∞dx(x2+a2)(ln⁡2x+(2n+1)2π2)=12n+1⋅π2a∑k=−nn4k+1(ln⁡2a+(4k+1)2π24)−11+a2. \int _{0}^{\infty } \frac{dx}{(x^{2}+a^{2})(\ln ^{2} x+(2n+1)^{2}\pi ^{2})} = \frac{1}{2n+1}\cdot \frac{\pi }{2a}\sum _{k=-n}^{n} \frac{4k+1}{\left(\ln ^{2} a+(4k+1)^{2}\frac{\pi ^{2}}{4}\right)}-\frac{1}{1+a^{2}}.
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Prove the identity

∫0∞xa−1φ(x) dx=2πi1−e2aπi∑\Resza−1(φ(z)), \int _{0}^{\infty } x^{a-1}\varphi (x)\, dx = \frac{2\pi i}{1-e^{2a\pi i}}\sum \Res z^{a-1}\left(\varphi (z)\right),

where ∑\Resza−1(φ(z))\sum \Res z^{a-1}\left(\varphi (z)\right) denotes the sum of the residues of the function za−1φ(z)z^{a-1}\varphi (z), taken over all poles of the rational function φ(z)\varphi (z). It is assumed that φ(z)→0\varphi (z) \to 0 as z→∞z \to \infty.

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Prove the identity

∫0∞φ(x)ln⁡2x+π2 dx=∑\Res(φ(z))ln⁡z−πi, \int _{0}^{\infty } \frac{\varphi (x)}{\ln ^{2} x+\pi ^{2}}\, dx = \sum \Res \frac{\left(\varphi (z)\right)}{\ln z-\pi i},

where φ(z)\varphi (z) is a rational function with no poles on the positive real axis, zφ(z)→0z\varphi (z) \to 0 as z→∞z \to \infty, and ln⁡z\ln z corresponds to arg⁡z\arg z ranging from 00 to 2π2\pi.

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Compute the integrals:

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(1)

∫−22dx(2+x)2(4−x2)4\int_{-2}^{2} \frac{d x}{\sqrt[4]{(2+x)^{2}\left(4-x^{2}\right)}};

(2)

∫02dxx2(2−x)3\int_{0}^{2} \frac{d x}{\sqrt[3]{x^{2}(2-x)}};

(3)

∫01dx(x−3)2x−x2\int_{0}^{1} \frac{d x}{(x-3)^{2} \sqrt{x-x^{2}}};

(4)

∫061x+2x6−xdx\int_{0}^{6} \frac{1}{x+2} \sqrt{\frac{x}{6-x}} d x;

(5)

∫05x(5−x)74x2−5x−6dx\int_{0}^{5} \frac{\sqrt[4]{x(5-x)^{7}}}{x^{2}-5 x-6} d x;

(6)

∫−11x1−x2x2−3x+2dx\int_{-1}^{1} \frac{x \sqrt{1-x^{2}}}{x^{2}-3 x+2} d x;

(7)

∫03dx(x+2)2x3(3−x)4\int_{0}^{3} \frac{d x}{(x+2)^{2} \sqrt[4]{x^{3}(3-x)}};

(8)

∫02x2(2−x)3(x+2)2dx\int_{0}^{2} \frac{\sqrt[3]{x^{2}(2-x)}}{(x+2)^{2}} d x;

(9)

∫03(3−x)x23dx\int_{0}^{3} \sqrt[3]{(3-x) x^{2}} d x;

(10)

∫01x−x220x+39x+2dx\int_{0}^{1} \sqrt{x-x^{2}} \frac{20 x+39}{x+2} d x;

(11)

∫−111+x1−x43x2+13x+20(x+2)2dx\int_{-1}^{1} \sqrt[4]{\frac{1+x}{1-x}} \frac{3 x^{2}+13 x+20}{(x+2)^{2}} d x;

(12)

∫−10−1−1x3x+13x+4dx\int_{-1}^{0} \sqrt{-1-\frac{1}{x}} \frac{3 x+1}{3 x+4} d x.

Compute the integrals:

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(1)

∫1+∞x−1ln⁡(x−1)x2+3xdx\int_{1}^{+\infty } \frac{\sqrt{x-1} \ln (x-1)}{x^{2}+3 x} d x;

(2)

∫2+∞ln⁡(x−2)(x2−1)x−2dx\int_{2}^{+\infty } \frac{\ln (x-2)}{\left(x^{2}-1\right) \sqrt{x-2}} d x;

(3)

∫0+∞xln⁡xdxx2+1\int_{0}^{+\infty } \frac{\sqrt{x} \ln x d x}{x^{2}+1};

(4)

∫0+∞ln⁡x(x+1)x34dx\int_{0}^{+\infty } \frac{\ln x}{(x+1) \sqrt[4]{x^{3}}} d x;

(5)

∫0+∞ln⁡xdx(x+1)(2x+1)x\int_{0}^{+\infty } \frac{\ln x d x}{(x+1)(2 x+1) \sqrt{x}};

(6)

∫1+∞dx(x2+1)x−1\int_{1}^{+\infty } \frac{d x}{\left(x^{2}+1\right) \sqrt{x-1}};

(7)

∫0+∞dxx5(x+1)2\int_{0}^{+\infty } \frac{d x}{\sqrt[5]{x}(x+1)^{2}};

(8)

∫0+∞xln⁡x(x+1)(x+2)dx\int_{0}^{+\infty } \frac{\sqrt{x} \ln x}{(x+1)(x+2)} d x.

Compute the integrals:

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(1)

∫0+∞ln⁡x(x+1)2dx\int_{0}^{+\infty } \frac{\ln x}{(x+1)^{2}} d x;

(2)

∫0+∞ln⁡xdxx2+2x+2\int_{0}^{+\infty } \frac{\ln x d x}{x^{2}+2 x+2};

(3)

∫0+∞ln⁡xdx(x2+1)2\int_{0}^{+\infty } \frac{\ln x d x}{\left(x^{2}+1\right)^{2}};

(4)

∫0+∞ln⁡xdx(x+1)(x2+1)\int_{0}^{+\infty } \frac{\ln x d x}{(x+1)\left(x^{2}+1\right)};

(5)

∫0+∞xln⁡x(x2+1)2dx\int_{0}^{+\infty } \frac{x \ln x}{\left(x^{2}+1\right)^{2}} d x;

(6)

∫0+∞x2ln⁡x(x2+1)2dx\int_{0}^{+\infty } \frac{x^{2} \ln x}{\left(x^{2}+1\right)^{2}} d x;

(7)

∫0+∞ln⁡xx2−1dx\int_{0}^{+\infty } \frac{\ln x}{x^{2}-1} d x;

(8)

∫0+∞(ln⁡xx−1)2dx\int_{0}^{+\infty }\left(\frac{\ln x}{x-1}\right)^{2} d x;

(9)

∫0+∞ln⁡2x(x2+1)2dx\int_{0}^{+\infty } \frac{\ln^{2} x}{\left(x^{2}+1\right)^{2}} d x;

(10)

∫0+∞(ln⁡xx−1)3dx\int_{0}^{+\infty }\left(\frac{\ln x}{x-1}\right)^{3} d x;

(11)

∫−∞+∞xsh⁡xdx\int_{-\infty }^{+\infty } \frac{x}{\operatorname {sh} x} d x;

(12)

∫0+∞xdxsh⁡xch⁡x\int_{0}^{+\infty } \frac{x d x}{\operatorname {sh} x \operatorname {ch} x};

(13)

∫0+∞(xsh⁡x)2dx\int_{0}^{+\infty }\left(\frac{x}{\operatorname {sh} x}\right)^{2} d x;

(14)

∫0+∞(xsh⁡x)3dx\int_{0}^{+\infty }\left(\frac{x}{\operatorname {sh} x}\right)^{3} d x;

(15)

∫0+∞x2ch⁡xdx\int_{0}^{+\infty } \frac{x^{2}}{\operatorname {ch} x} d x;

(16)

∫01ln⁡1−xxdx1+x2\int_{0}^{1} \ln \frac{1-x}{x} \frac{d x}{1+x^{2}};

(17)

∫01(ln⁡x1−x)2dxx+1\int_{0}^{1}\left(\ln \frac{x}{1-x}\right)^{2} \frac{d x}{x+1};

(18)

∫−11(ln⁡1+x1−x)2dxx2\int_{-1}^{1}\left(\ln \frac{1+x}{1-x}\right)^{2} \frac{d x}{x^{2}};

(19)

∫0+∞dx(x2+π2)ch⁡x\int_{0}^{+\infty } \frac{d x}{\left(x^{2}+\pi^{2}\right) \operatorname {ch} x};

(20)

∫−∞+∞exdx(x2+π2)ch⁡x\int_{-\infty }^{+\infty } \frac{e^{x} d x}{\left(x^{2}+\pi^{2}\right) \operatorname {ch} x};

(21)

∫0+∞dx(x2+9π2)ch⁡x\int_{0}^{+\infty } \frac{d x}{\left(x^{2}+9 \pi^{2}\right) \operatorname {ch} x};

(22)

∫0+∞dx(x+1)(ln⁡2x+π2)\int_{0}^{+\infty } \frac{d x}{(x+1)\left(\ln^{2} x+\pi^{2}\right)};

(23)

∫−11dx(ln⁡1+x1−x)2+9π2\int_{-1}^{1} \frac{d x}{\left(\ln \frac{1+x}{1-x}\right)^{2}+9 \pi^{2}};

(24)

∫01xdx(ln⁡x1−x)2+π2\int_{0}^{1} \frac{x d x}{\left(\ln \frac{x}{1-x}\right)^{2}+\pi^{2}};

(25)

∫0+∞ln⁡xdxx2+2axcos⁡λ+a2,a>0,a<λ<π\int_{0}^{+\infty } \frac{\ln x d x}{x^{2}+2 a x \cos \lambda +a^{2}}, a > 0, a < \lambda < \pi.

Let R(z)R(z) be a rational function, continuous and real for real values of zz, and let a1,…,ana_{1}, \ldots , a_{n} be its poles lying in the upper half-plane. Assuming the convergence of the integrals, prove the formulas:

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(1)

∫−∞+∞R(x)ln⁡∣x−a∣dx=−2πIm(∑s=1n)resz=asR(z)g(z)\int_{-\infty }^{+\infty } R(x) \ln \left|x-a\right| d x = -2 \pi \mathrm{Im}\left(\sum_{s = 1}^{n}\right) \mathop{\mathrm{res}}_{z = a_{s}} R(z) g(z) (here aa is a real number, and g(z)g(z) is an arbitrary branch of the multivalued function Ln⁡(z−a)\operatorname {Ln}(z-a), regular in the upper half-plane);

(2)

∫−∞+∞R(x)∣x−a∣α−1dx=−2πsin⁡πα2Im(∑s=1n)resz=asR(z)g(z)\int_{-\infty }^{+\infty } R(x)\left|x-a\right|^{\alpha -1} d x = -\frac{2 \pi }{\sin \frac{\pi \alpha }{2}} \mathrm{Im}\left(\sum_{s = 1}^{n}\right) \mathop{\mathrm{res}}_{z = a_{s}} R(z) g(z) (here aa is a real number, α>0\alpha > 0, and g(z)g(z) is the branch of the multivalued function (z−ai)α−1\left(\frac{z-a}{i}\right)^{\alpha -1}, regular in the upper half-plane and positive for positive values of z−ai\frac{z-a}{i});

(3)

∫−∞+∞R(x)ln⁡∣x2−a2∣dx=−2πIm(∑s=1n)resz=asR(z)g(z)\int_{-\infty }^{+\infty } R(x) \ln \left|x^{2}-a^{2}\right| d x = -2 \pi \mathrm{Im}\left(\sum_{s = 1}^{n}\right) \mathop{\mathrm{res}}_{z = a_{s}} R(z) g(z) (here a>0a > 0, and g(z)g(z) is an arbitrary branch of the multivalued function Ln⁡(z2−a2)\operatorname {Ln}\left(z^{2}-a^{2}\right), regular in the upper half-plane);

(4)

∫−∞+∞R(x)ln⁡(x2+a2)dx=−4πIm(∑s=1n)resz=asR(z)g(z)\int_{-\infty }^{+\infty } R(x) \ln \left(x^{2}+a^{2}\right) d x = -4 \pi \mathrm{Im}\left(\sum_{s = 1}^{n}\right) \mathop{\mathrm{res}}_{z = a_{s}} R(z) g(z) (here a>0a > 0, and g(z)g(z) is an arbitrary branch of the multivalued function Ln⁡(z+ai)\operatorname {Ln}(z+a i), regular in the upper half-plane).

Compute the integrals:

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(1)

∫−∞+∞∣x−1∣3x2+1dx\int_{-\infty }^{+\infty } \frac{\sqrt[3]{\left|x-1\right|}}{x^{2}+1} d x;

(2)

∫−∞+∞ln⁡∣x2−1∣x2+1dx\int_{-\infty }^{+\infty } \frac{\ln \left|x^{2}-1\right|}{x^{2}+1} d x;

(3)

∫−∞+∞ln⁡(x4+2x2+2)x2+4dx\int_{-\infty }^{+\infty } \frac{\ln \left(x^{4}+2 x^{2}+2\right)}{x^{2}+4} d x;

(4)

∫−∞+∞x2+1−xdxx2+1\int_{-\infty }^{+\infty } \sqrt{\sqrt{x^{2}+1}-x} \frac{d x}{x^{2}+1};

(5)

∫−∞+∞dx(x2+1)∣x−1∣\int_{-\infty }^{+\infty } \frac{d x}{\left(x^{2}+1\right) \sqrt{\left|x-1\right|}};

(6)

∫0+∞ln⁡(x2+2x+2)(x2+1)2dx\int_{0}^{+\infty } \frac{\ln \left(x^{2}+2 x+2\right)}{\left(x^{2}+1\right)^{2}} d x;

(7)

∫0+∞ln⁡(1+x2)x2dx1+x2\int_{0}^{+\infty } \frac{\ln \left(1+x^{2}\right)}{x^{2}} \frac{d x}{1+x^{2}};

(8)

∫0+∞arctg⁡xxdx1+x2\int_{0}^{+\infty } \frac{\operatorname {arctg} x}{x} \frac{d x}{1+x^{2}};

(9)

∫0+∞(arctg⁡x)2dxx2\int_{0}^{+\infty }(\operatorname {arctg} x)^{2} \frac{d x}{x^{2}};

(10)

∫−∞+∞arctg⁡xx2−4x+5ln⁡(x2+1)dx\int_{-\infty }^{+\infty } \frac{\operatorname {arctg} x}{x^{2}-4 x+5} \ln \left(x^{2}+1\right) d x;

(11)

∫0+∞x2+1+x−x2+1−xx(x2+1)dx\int_{0}^{+\infty } \frac{\sqrt{\sqrt{x^{2}+1}+x}-\sqrt{\sqrt{x^{2}+1}-x}}{x\left(x^{2}+1\right)} d x;

(12)

∫0+∞(1+x2+x+1+x2−x−2)dxx2\int_{0}^{+\infty }\left(\sqrt{\sqrt{1+x^{2}}+x}+\sqrt{\sqrt{1+x^{2}}-x}-2\right) \frac{d x}{x^{2}};

(13)

∫0+∞1+x2+x−1+x2−xx1+x2dx\int_{0}^{+\infty } \frac{\sqrt{\sqrt{1+x^{2}}+x}-\sqrt{\sqrt{1+x^{2}}-x}}{x \sqrt{1+x^{2}}} d x;

(14)

∫0+∞(x2+a2)(x2+b2)+x2−abdx(x2+1)2,a>0,b>0\int_{0}^{+\infty } \sqrt{\sqrt{\left(x^{2}+a^{2}\right)\left(x^{2}+b^{2}\right)}+x^{2}-a b} \frac{d x}{\left(x^{2}+1\right)^{2}}, a > 0, b > 0.

References

[deSi04] de Souza P.N., Silva J. Berkeley Problems in Mathematics. 3rd ed., Springer, 2004.
[CJP+11] Chen J., Jiang G., Pan Y., Qin T., Tong Y., Wu Q., Xu S., Li T. Problems and Solutions in Mathematics. 2nd ed., World Scientific, 2011.
[ГюКу03] Гюнтер Н.М., Кузьмин Р.О. Сборник задач по высшей математике. 13-е изд., Издательство «Лань», 2003.
[ШПК15] Шабунин М.И., Половинкин Е.С., Карлов М.И. Сборник задач по теории функций комплексного переменного. 4-е изд., БИНОМ. Лаборатория знаний, 2015.