Monday, 16 November 2015

calculus - Evaluating intlimitsi0nfty!fracx1/n1+x2mathrmdx



I've been trying to evaluate the following integral from the 2011 Harvard PhD Qualifying Exam. For all nN+ 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=120dtt(1n)/(2n)1+t=12B(12+12n,1212n)=12Γ(12+12n)Γ(1212n)=π2sin(π2+π2n)=π2secπ2n.



Some details



Above we use the integral representation for the beta function
B(x,y)=0dttx1(1+t)x+y
for Re(x)>0, Re(y)>0.
We also use Euler's reflection formula,
Γ(1z)Γ(z)=πsinπz.




Addendum: A method with residue calculus



Let t=x1/n. Then
I=0dxx1/n1+x2=n0dttnt2n+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.



pie-shaped contour



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=nγdzznz2n+1=n0dteiπ/ntneiπt2n+1=ei(n+1)π/nI.
The integral along the crust goes like 1/R2n1 as the radius of the pie goes to infinity, and so vanishes in the limit.
Therefore,
I+I=2πiRest=t0tnt2n+1=2πitn02nt2n10.
Using this and the formula for I in terms of I above we find

I=π2secπ2n,
as before.


No comments:

Post a Comment

real analysis - How to find limhrightarrow0fracsin(ha)h

How to find lim without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...