Evaluate
P.V.∫∞0xαx(x+1)dx
where 0<α<1
Thm
Let P and Q be polynomials of degree m and n,respectively, where n≥m+2. If Q(x)≠0. for Q has a zero of order at most 1 at the origin and f(z)=zαP(z)Q(z), where 0<α<1 then
P.V,∫∞0xαP(x)Q(x)dx=2πi1−eiα2πk∑j=1Res[f,zj]
where z1,z2,…,zk are the nonzero poles of PQ
Attempt
Got that P(x)=1 where its degree m=1 and q(x)=x(x+1) its degree is n=1 so it is not the case that n≥m+2 because 2≥1+2
Answer
We assume 0<α<1. We have
P.V.∫∞0xαx(x+1)dx=πsin(απ).
Hint. One may prove that
∫∞0xαx(x+1)dx=∫10xαx(x+1)dx+∫∞1xαx(x+1)dx=∫10xα−1x+1dx+∫01xα−11+1x⋅(−dxx2)=∫10xα−11+xdx+∫10x−α1+xdx=∫10xα−1(1−x)1−x2dx+∫10x−α(1−x)1−x2dx=∫10xα−1(1−x)1−x2dx+∫10x−α(1−x)1−x2dx=12ψ(α+12)−12ψ(α2)+12ψ(1−α2)−12ψ(1−α2)=πsin(απ) where we have used the classic integral representation of the digamma function
∫101−ta−11−tdt=ψ(a)+γ,a>−1, and the properties
ψ(a+1)−ψ(a)=1a,ψ(a)−ψ(1−a)=−πcot(aπ).
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