Wednesday, 21 December 2016

calculus - What are other methods to Evaluate intinfty0fracym11+ydy?



I am looking for an alternative method to what I have used below. The method that I know makes a substitution to the Beta function to make it equivalent to the Integral I am evaluating.




  1. Usually we start off with the integral itself that we are evaluating (IMO, these are better methods) and I would love to know such a method for this.

  2. Also, I would be glad to know methods which uses other techniques that I am not aware, which does not necessarily follow (1)







B(m,n)=10xm1(1x)n1dx



\bbox[8pt,border: 2pt solid crimson]{x=\frac{y}{1+y}\implies dx=\frac{dy}{(1+y)^2}}



\int_0^{\infty} \left(\frac{y}{1+y}\right)^{m-1} \left(\frac{1}{1+y}\right)^{n-1} \frac{dy}{(1+y)^2}=\int_0^{\infty} y^{m-1} (1-y)^{-m-n} dy



\Large{n=1-m}




\Large{\color{crimson}{\int_0^{\infty} \frac{y^{m-1}}{1+y} dy=B(m,1-m)=\Gamma(m)\Gamma(m-1)}}



Thanks in advance for helping me expand my current knowledge.


Answer



The integrand function behaves like y^{m-2} on [1,+\infty) and like y^{m-1} in a right neighbourhood of zero, hence we must have m-2<-1 and m>0 in order to ensure integrability, so m\in(0,1). In such a case we have:
I = \int_{0}^{+\infty}\frac{y^{m-1}}{1+y}\,dy = 2\int_{0}^{+\infty}\frac{y^{2m-1}}{1+y^2}\,dy
and since:
\int_{0}^{+\infty}\sin(u) e^{-yu}\,du = \frac{1}{1+y^2},
we have:

I = 2\int_{0}^{+\infty}\int_{0}^{+\infty} y^{2m-1} e^{-yu}\sin(u) \,dt\,du = 2\,\Gamma(2m)\int_{0}^{+\infty}\frac{\sin u}{u^{2m}}\,du
so the problem boils down to evaluating:
J(\alpha) = \int_{0}^{+\infty}\frac{\sin u}{u}u^{\alpha}\,du
for \alpha=1-2m\in(-1,1). The last integral can be computed with standard complex analytic techniques (i.e. Mellin transform) and leads to:
J(\alpha) = \Gamma(\alpha)\sin\left(\frac{\pi\alpha}{2}\right),
so:
I = 2\Gamma(2m)\Gamma(1-2m)\cos(\pi m)=\frac{2\pi\cos(\pi m)}{\sin(2\pi m)}=\frac{\pi}{\sin(\pi m)}.


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