Thursday, 18 July 2013

complex analysis - Any general methods to calculate integral of P(x)/Q(x) from 0 to infty?



In complex analysis, we have general formula for P(x)/Q(x) [P and Q are polynomials] from minus infinity to infinity, if degQdegP>2.



Is it possible to have a general formula for improper integral of P(x)/Q(x) from 0 to infinity? Like,



011+x3dx=2π33



011+x+x2+x3dx=π4




01(x+1)(x+2)(x+3)dx=ln(4/3)2


Answer



With residue calculus, put
f(z)=P(z)Q(z)logz
where log denotes the natural branch, i.e. with a branch cut along the positive real axis. Integrate over a keyhole contour:



enter image description here




Assuming that degQ2+degP and that Q has no zero on the positive real axis, it's not hard to show that the integral over the big and large circle vanish as R and ε0. What remains is (after some cancellation along the positive real axis):



2πi0P(x)Q(x)dx=2πiRes(P(z)logzQ(z))
where the sum is taken over all poles of P/Q (not just the ones in one half-plane). Remember to use the correct branch of log when you compute the residues.



Of course, if P/Q happens to be even, you have a shorter solution.



Some concrete examples:





  1. Real integral by keyhole contour

  2. Is there an elementary method for evaluating 0dxxs(x+1)? (not a rational function, but same idea)

  3. Complex analysis and Residue theorem. (again not a rational function)


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