My goal is to compute I=∫+∞0cosax1+x2dx where a>0.
I=12∫+∞−∞cosax1+x2dx=12Re(∫+∞−∞eiax1+x2dx).
Let f(z)=eiaz1+z2.
By Residue Theorem, ∫R−Reiax1+x2dx+∫γReiaz1+z2dz=2πRes(f,i)=e−a2i, where γR denotes the upper semi-circle centered at O with radius R.
As R—>+∞,
∫R−Reiax1+x2dx —> ∫+∞−∞eiax1+x2dx
Now, I am stuck on how to prove ∫γReiaz1+z2dz goes to 0 as R goes to infinity.
Anyone know how to do it? Many thanks.
Answer
Note that for z=R(cos(t)+isin(t)) with R>1 and t∈[0,π]
|eiaz1+z2|=e−aRsin(t)R2−1≤1R2−1.
Hence, as R→+∞,
|∫γReiaz1+z2dz|≤|γR|R2−1=πRR2−1→0.
P.S. This is a particular case of the Jordan Lemma.
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