Consider the following definite real integral:
I=∫∞0dxe−ix−eixx
Using the Si(x) function, I can solve it easily,
I=−2i∫∞0dxe−ix−eix−2ix=−2i∫∞0dxsinxx=−2ilim
simply because I happen to know that \mathrm{Si}(x) asymptotically approaches \pi/2.
However, if I try to calculate it using the residue theorem, I get the wrong answer, off by a factor of 2 and I'm not sure if I understand why. Here's the procedure:
I= \int_{0}^\infty dx \frac{e^{-ix}}{x} - \int_{0}^\infty dx \frac{ e^{ix}}{x} = \color{red}{-\int_{-\infty}^0 dx \frac{e^{ix}}{x}} - \int_{0}^\infty dx \frac{ e^{ix}}{x} = -\int_{-\infty}^\infty dx \frac{e^{ix}}{x}
Then I define I_\epsilon := -\int_{-\infty}^\infty dx \frac{e^{ix}}{x-i\varepsilon} for \varepsilon > 0 so thatI=\lim_{\varepsilon \to 0^+} I_\varepsilon.
Then I complexify the integration variable and integrate over a D-shaped contour over the upper half of the complex plane. I choose that contour because
\lim_{x \to +i\infty} \frac{e^{ix}}{x-i\varepsilon} = 0 and it contains the simple pole at x_0 = i \varepsilon. Using the residue theorem with the contour enclosing x_0 I_\varepsilon = -2 \pi i \, \text{Res}_{x_0} \left( \frac{e^{ix}}{x-i\varepsilon}\right) = -2 \pi i \left( \frac{e^{ix}}{1} \right)\Bigg\rvert_{x=x_0=i\varepsilon}=-2 \pi i \, e^{-\varepsilon}.
Therefore,
I=\lim_{\varepsilon \to 0^+} \left( -2 \pi i \, e^{-\varepsilon} \right) = -2\pi i.
However, that is obviously wrong. Where exactly is the mistake?
Answer
You've replaced the converging integral \int_0^\infty \frac{\mathrm{e}^{-\mathrm{i} x} - \mathrm{e}^{\mathrm{i} x}}{x} \,\mathrm{d}x with two divergent integrals, \int_0^\infty \frac{\mathrm{e}^{-\mathrm{i} x}}{x} \,\mathrm{d}x and \int_0^\infty \frac{\mathrm{e}^{\mathrm{i} x}}{x} \,\mathrm{d}x. (That something divergent has been introduced is evident in your need to sneak up on a singularity at 0 that was not in the original integral.)
Also, notice that your D-shaped contour does not go around your freshly minted singularity at x = 0. The singularity lands on your contour. See the Sokhotski–Plemelj theorem to find that the multiplier for the residue of the pole is \pm \pi \mathrm{i}, not \pm 2 \pi \mathrm{i}.
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