I've been trying to evaluate the following integral from the 2011 Harvard PhD Qualifying Exam. For all n∈N+ in general:
∞∫0x1/n1+x2 dx
However, I'm not quite sure where to begin, even. There is a possibility that it is related to complex analysis, so I tried going at it with Cauchy's and also with residues, but I still haven't managed to get any further in solving it.
Answer
Beta function
I see @robjohn beat me to it.
The substitution is slightly different, so here it is.
Here's a simple approach using the beta function.
First, notice the integral diverges logarithmically for n=1, since the integrand goes like 1/x for large x.
Let t=x2.
Then
∫∞0dxx1/n1+x2=12∫∞0dtt(1−n)/(2n)1+t=12B(12+12n,12−12n)=12Γ(12+12n)Γ(12−12n)=π2sin(π2+π2n)=π2secπ2n.
Some details
Above we use the integral representation for the beta function
B(x,y)=∫∞0dttx−1(1+t)x+y
for Re(x)>0, Re(y)>0.
We also use Euler's reflection formula,
Γ(1−z)Γ(z)=πsinπz.
Addendum: A method with residue calculus
Let t=x1/n. Then
I=∫∞0dxx1/n1+x2=n∫∞0dttnt2n+1
Notice the last integral has no cuts for integral n.
The residues are at the roots of t2n+1=0.
Consider the pie-shaped contour with one edge along the positive real axis, another edge along the line eiπ/nt with t real and positive, and the "crust" at infinity.
There is one residue in the contour at t0=eiπ/(2n).
The integral along the real axis is just I.
The integral along the other edge of the pie is
I′=n∫γdzznz2n+1=n∫0∞dteiπ/ntneiπt2n+1=−ei(n+1)π/nI.
The integral along the crust goes like 1/R2n−1 as the radius of the pie goes to infinity, and so vanishes in the limit.
Therefore,
I+I′=2πiRest=t0tnt2n+1=2πitn02nt2n−10.
Using this and the formula for I′ in terms of I above we find
I=π2secπ2n,
as before.
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