I'm self studying complex analysis. I've encountered the following integral:
∫+∞−∞eax1+exdx with a∈R, 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
∫∞0ya−1y+1dy.
This can be computed integrating the function f(z)=za−1/(z+1) along the keyhole contour. We consider the branch of za−1 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)a−1=eπ(a−1)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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