A general integral

Calculus Level 3

If the integral 0 e π x d x ( e 2 π x + 1 ) ( n 2 + 4 x 2 ) = 1 a n ( ψ 0 ( n + b c ) ψ 0 ( n + d c ) ) \int_0^{\infty}\frac{e^{\pi x} dx}{(e^{2\pi x}+1)(n^2+4x^2)}=\frac{1}{an}\left(\psi^0\left(\frac{n+b}{c}\right)-\psi^0\left(\frac{n+d}{c}\right)\right) where a , b , c , d a,b,c,d are positive integers, then find a + b + c + d a+b+c+d .


Notation: ψ 0 ( ) \psi^0(\cdot) denotes the digamma function .

This is an original problem and shared as proposed problem in Romanian Mathematical Magazine for proving the closed form .


The answer is 16.

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1 solution

Mark Hennings
Jun 28, 2020

Let us define X ( n ) = 0 e π x ( e 2 π x + 1 ) ( n 2 + 4 x 2 ) d x n > 0 X(n) \; = \; \int_0^\infty \frac{e^{\pi x}}{(e^{2\pi x} + 1)(n^2 + 4x^2)}\,dx \hspace{2cm} n > 0 noting that X ( n ) = 0 1 ( e π x + e π x ) ( n 2 + 4 x 2 ) d x = 1 2 0 s e c h ( π x ) n 2 + 4 x 2 d x = 1 4 R s e c h ( π x ) n 2 + 4 x 2 d x X(n) \; = \; \int_0^\infty \frac{1}{(e^{\pi x} + e^{-\pi x})(n^2 + 4x^2)}\,dx \; = \; \frac12\int_0^\infty \frac{\mathrm{sech}\,(\pi x)}{n^2 + 4x^2}\,dx \; = \; \tfrac14\int_\mathbb{R} \frac{\mathrm{sech}\,(\pi x)}{n^2 + 4x^2}\,dx If, for any positive integer N N , C N C_N is the square with vertices N + N i N+Ni , N + N i -N+Ni , N N i -N-Ni , N N i N-Ni , then it is standard that cosh ( π z ) 1 |\cosh(\pi z)| \ge 1 for all z C N z \in C_N . Thus, if R N R_N is the positively oriented rectangle with vertices N N , N + N i N+Ni , N + N i -N+Ni N -N , then we deduce that lim N R N s e c h ( π z ) n 2 + 4 z 2 d z = R s e c h ( π x ) n 2 + 4 x 2 d x = 4 X ( n ) \lim_{N \to \infty} \int_{R_N} \frac{\mathrm{sech}\,(\pi z)}{n^2 + 4z^2}\,dz \; = \; \int_{\mathbb{R}} \frac{\mathrm{sech}\,(\pi x)}{n^2 + 4x^2}\,dx \; = \; 4X(n) Suppose for the moment that n > 0 n > 0 is not an odd positive integer. Then s e c h ( π z ) n 2 + 4 z 2 \frac{\mathrm{sech}\,(\pi z)}{n^2 + 4z^2} is meromorphic in the upper half plane, with simple poles at 1 2 n i \tfrac12ni and ( m 1 2 ) i (m - \tfrac12)i for all m N m \in \mathbb{N} . Moreover R e s z = 1 2 n i s e c h ( π z ) n 2 + 4 z 2 = s e c h ( 1 2 n π i ) 4 × i n = 1 4 i n sec ( 1 2 n π ) R e s z = ( m 1 2 ) i s e c h ( π z ) n 2 + 4 z 2 = 1 π sinh ( π ( m 1 2 ) i ) [ n 2 ( 2 m 1 ) 2 ] = ( 1 ) m 1 π i ( n + 2 m 1 ) ( n 2 m + 1 ) \begin{aligned} \mathrm{Res}_{z = \frac12ni} \frac{\mathrm{sech}\,(\pi z)}{n^2 + 4z^2} & = \; \frac{\mathrm{sech}\,(\frac12n\pi i)}{4 \times in} \; = \; \frac{1}{4in}\sec(\tfrac12n\pi) \\ \mathrm{Res}_{z = (m-\frac12)i} \frac{\mathrm{sech}\,(\pi z)}{n^2 + 4z^2} & = \; \frac{1}{\pi \sinh (\pi(m-\frac12)i)\big[n^2 - (2m-1)^2\big]} \; = \; \frac{(-1)^{m-1}}{\pi i(n+2m-1)(n-2m+1)} \end{aligned} and since the residue calculus tells us that R N s e c h ( π z ) n 2 + 4 z 2 d z = 2 π i ( R e s z = 1 2 n i + m = 1 N R e s z = ( m 1 2 ) i ) s e c h ( π z ) n 2 + 4 z 2 = π 2 n sec ( 1 2 π n ) + 2 m = 1 N ( 1 ) m 1 ( n + 2 m 1 ) ( n 2 m + 1 ) \begin{aligned} \int_{R_N} \frac{\mathrm{sech}\,(\pi z)}{n^2 + 4z^2}\,dz & = \; 2\pi i \left(\mathrm{Res}_{z = \frac12ni} + \sum_{m=1}^N \mathrm{Res}_{z = (m-\frac12)i}\right) \frac{\mathrm{sech}\,(\pi z)}{n^2 + 4z^2} \\ & = \; \frac{\pi}{2n}\sec(\tfrac12 \pi n) + 2\sum_{m=1}^N \frac{(-1)^{m-1}}{(n+2m-1)(n-2m+1)} \end{aligned} we deduce that X ( n ) = π 8 n sec ( 1 2 n π ) + 1 2 m = 1 ( 1 ) m 1 ( n + 2 m 1 ) ( n 2 m + 1 ) X(n) \; = \; \frac{\pi}{8n}\sec(\tfrac12n\pi) + \frac12\sum_{m=1}^\infty \frac{(-1)^{m-1}}{(n+2m-1)(n-2m+1)} Now 8 n m = 1 ( 1 ) m 1 ( n 2 m + 1 ) ( n + 2 m 1 ) = 4 m = 1 ( ( 1 ) m 1 n + 2 m 1 + ( 1 ) m 1 n 2 m + 1 ) = 4 m = 1 ( 1 n + 4 m 3 1 n + 4 m 1 + 1 n 4 m + 3 1 n 4 m + 1 ) = m = 1 ( 1 m + n 3 4 1 m + n 1 4 1 m n + 3 4 + 1 m n + 1 4 ) = ψ ( n + 1 4 ) + ψ ( n + 3 4 ) + ψ ( 1 n 4 ) ψ ( 3 n 4 ) = ψ ( n + 1 4 ) + ψ ( n + 3 4 ) + ψ ( 1 n + 3 4 ) ψ ( 1 n + 1 4 ) = 2 [ ψ ( n + 3 4 ) ψ ( n + 1 4 ) ] + π [ cot ( 1 4 ( n + 3 ) π ) cot ( 1 4 ( n + 1 ) π ) ] = 2 [ ψ ( n + 3 4 ) ψ ( n + 1 4 ) ] 2 π sec ( 1 2 n π ) \begin{aligned} 8n\sum_{m=1}^\infty \frac{(-1)^{m-1}}{(n-2m+1)(n+2m-1)} & = \; 4\sum_{m=1}^\infty \left(\frac{(-1)^{m-1}}{n+2m-1} + \frac{(-1)^{m-1}}{n-2m+1}\right) \\ & = \; 4\sum_{m=1}^\infty \left(\frac{1}{n+4m-3} - \frac{1}{n+4m-1} + \frac{1}{n-4m+3} - \frac{1}{n - 4m+1}\right) \\ & = \; \sum_{m=1}^\infty \left(\frac{1}{m+\frac{n-3}{4}} - \frac{1}{m + \frac{n-1}{4}} - \frac{1}{m - \frac{n+3}{4}} + \frac{1}{m - \frac{n+1}{4}}\right) \\ & = \; -\psi\big(\tfrac{n+1}{4}\big) + \psi\big(\tfrac{n+3}{4}\big) + \psi\big(\tfrac{1-n}{4}\big) - \psi\big(\tfrac{3-n}{4}\big) \\ & = \; -\psi\big(\tfrac{n+1}{4}\big) + \psi\big(\tfrac{n+3}{4}\big) + \psi\big(1 - \tfrac{n+3}{4}\big) - \psi\big(1 - \tfrac{n+1}{4}\big) \\ & = \; 2\left[\psi\big(\tfrac{n+3}{4}\big) - \psi\big(\tfrac{n+1}{4}\big)\right] +\pi\left[\cot\big(\tfrac14(n+3)\pi\big) - \cot\big(\tfrac14(n+1)\pi\big)\right] \\ & = \; 2\left[\psi\big(\tfrac{n+3}{4}\big) - \psi\big(\tfrac{n+1}{4}\big)\right] - 2\pi\sec(\tfrac12n\pi) \end{aligned} so we deduce that X ( n ) = 1 8 n [ ψ ( n + 3 4 ) ψ ( n + 1 4 ) ] X(n) \; = \; \frac{1}{8n}\left[\psi\big(\tfrac{n+3}{4}\big) -\psi\big(\tfrac{n+1}{4}\big)\right] making the answer 8 + 3 + 4 + 1 = 16 8+3+4+1=\boxed{16} .

We have proved this formula for all n > 0 n > 0 , except when n n is an odd positive integer (in that case the pole at 1 2 n i \tfrac12ni is a double pole, not simple, which would change the details of the above calculations. However this final formula for X ( n ) X(n) can be extended to all n > 0 n > 0 by continuity.

Thank you for the solution, sir. I did it with real method. Can you please let me know books for beginners in complex analysis? I would be grateful to you, Thank you.

The variant of this problem is here ,I hope you will like it.

Naren Bhandari - 11 months, 2 weeks ago

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