show that $$\int_{0}^{\pi/2}\tan^ax \, dx=\frac {\pi}{2\cos(\frac{\pi a}{2})}$$
I think we can solve it by contour integration but I dont know how.
If someone can solve it by two way using complex and real analysis its better for me.
thanks for all.
Answer
Let $u=\tan{x}$, $dx=du/(1+u^2)$. Then the integral is
$$\int_0^{\infty} du \frac{u^a}{1+u^2}$$
This integral may be performed for $a \in (-1,1)$ by residue theory. By considering a contour integral about a keyhole contour about the positive real axis
we find that
$$\left ( 1-e^{i 2 \pi a} \right) \int_0^{\infty} du \frac{u^a}{1+u^2} = i 2 \pi \frac{e^{i \pi a/2}-e^{i 3 a\pi/2}}{2 i}$$
Or
$$\int_0^{\infty} du \frac{u^a}{1+u^2} = \pi \frac{\sin{\pi a/2}}{\sin{\pi a}} $$
From which the sought after result may be found.
ADDENDUM
A little further explanation. Consider the contour integral
$$\oint_C dz \frac{z^a}{1+z^2}$$
where $C$ is the above keyhole contour. This means that the integral may be written as
$$\int_{\epsilon}^R dx \frac{x^a}{1+x^2} + i R \int_0^{2 \pi} d\theta \,e^{i \theta} \frac{R^a e^{i a \theta}}{1+R^2 e^{i 2 \theta}} + \\ e^{i 2 \pi a} \int_R^{\epsilon}dx \frac{x^a}{1+x^2} + i \epsilon \int_0^{2 \pi} d\phi\,e^{i \phi} \frac{\epsilon ^a e^{i a \phi}}{1+\epsilon ^2 e^{i 2 \phi}} $$
We take the limit as $R \to \infty$ and $\epsilon \to 0$ and we recover the expression for the contour integral above.
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