Sunday, 9 March 2014

complex analysis - Residue integral: int+inftyinftyfraceax1+exdx with 0ltalt1.



I'm self studying complex analysis. I've encountered the following integral:



+eax1+exdx with aR, 0<a<1.




I've done the substitution ex=y. What kind of contour can I use in this case ?


Answer



The substitution ex=y leads to the integral
0ya1y+1dy.
This can be computed integrating the function f(z)=za1/(z+1) along the keyhole contour. We consider the branch of za1 defined on C[0,) with f(1)=eπi. For small ϵ>0 and large R>0, he contour is made up of the interval [ϵ,R], the circle Cr={|z|=R} counterclockwise, the interval [R,ϵ] and the circle Cϵ={|z|=ϵ} clockwise. The function f has a simple pole at z=1 with residue (1)a1=eπ(a1)i. It is easy to see that
lim

Then
\int_0^\infty\frac{y^{a-1}}{y+1}\,dy+\int_\infty^0\frac{(e^{2\pi i}y)^{a-1}}{y+1}\,dy=2\,\pi\,i\operatorname{Res}(f,-1),
from where
\bigl(1-e^{2\pi(a-1)i}\bigr)\int_0^\infty\frac{y^{a-1}}{y+1}\,dy=2\,\pi\,i\,e^{\pi(a-1)i}
and
\int_0^\infty\frac{y^{a-1}}{y+1}\,dy=\frac{\pi}{\sin((1-a)\pi)}.


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