∫ − ∞ ∞ 1 + x 2 lo g ( 1 + x 2 ) d x = A π lo g A If the equation above is true for some positive integer A , find A .
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@Aditya Sharma , I think it should be − 4 ∫ 0 2 π ln ( cos y ) d y .
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Oh Thanks, Though both are same.
\newcommand{\LIM}[2]{\lim\limits_{#1\rightarrow #2}}
\newcommand{\PLOG}[1]{\text{log}\PAREN{#1}}
\newcommand{\diff}{\mathop{}\!\mathrm{d}}
\newcommand{\PAREN}[1]{\left(#1\right)}
\text{This is for anyone who's interested in the contour integration method.}\\ \\
\text{The branch cut is \$\forall z = ib, -ib, b>1\$.}\\
\text{Since there are no singularities in each closed contour, and the integrands are analytic,}\\
\oint_{C_1} \frac{\PLOG{1-iz}}{1+z^2}\diff z + \oint_{C_2} \frac{\PLOG{1+iz}}{1+z^2}\diff z = 0 \\
\text{For the first integral, by changing the direction of integration in the positive direction,}\\
\oint_{C_1} \frac{\PLOG{1-iz}}{1+z^2}\diff z = \int_{-R}^R + \int_{|z| = R_+} + \int_{|z| = R_-} - \int_{|z|=h}\\
\text{where \$R\_+\$ and \$R\_-\$ represent the semicircle contour with radius \$R\$ on the positive real side and negative real side, }\\
\text{respectively, and \$h\$ is any small arbitrary real number.}\\
\text{Notice that the vertical contours converge to the same contour but in opposite directions,}\\
\text{so the sum of integral on both contours converge to zero.}\\
\text{As \$|z| = R\to \infty\$, the integrand approaches 0 since the order of \$\PLOG{z}\$ is less than \$z\$ and \$z/\PAREN{1+z^2}\$ approaches 0. Hence,}\\
\LIM{R}{\infty} \PAREN{\int_{-R}^R + \int_{|z| = R_+} + \int_{|z| = R_-} - \int_{|z|=h}} =
\LIM{R}{\infty} \PAREN{\int_{-R}^R} - \int_{|z|=h}\\
\text{Let \$\epsilon\$ be the distance between the two vertical contours}\\
\text{As \$\epsilon \to 0\$, the contour where \$|z|=h\$ converges to a complete circle. Since the integrand is singular at the center \$i\$, the integral}\\
\oint_{|z|=h}\frac{\PLOG{1-iz}}{1+z^2}\diff z \to 2\pi i Res\PAREN{\frac{\PLOG{1-iz}}{1+z^2}, i} = 2\pi i \cdot \frac{\log(2)}{2i} = \pi \log(2)\\
\text{Therefore,}\\
\oint_{C_1} \frac{\PLOG{1-iz}}{1+z^2}\diff z = \LIM{R}{\infty} \PAREN{\int_{-R}^R \frac{\PLOG{1-ix}}{1+x^2}\diff x} - \pi \log(2)\\
\text{Similarly,}\\
\oint_{C_2} \frac{\PLOG{1+iz}}{1+z^2}\diff z = \LIM{R}{\infty} \PAREN{\int_{-R}^R \frac{\PLOG{1+ix}}{1+x^2}\diff x} - \pi \log(2)\\
\text{Substituting to the first equation,}\\
\LIM{R}{\infty} \PAREN{\int_{-R}^R \frac{\PLOG{1-ix}}{1+x^2}\diff x} - \pi \log(2) + \LIM{R}{\infty} \PAREN{\int_{-R}^R \frac{\PLOG{1+ix}}{1+x^2}\diff x} - \pi \log(2) = 0\\
\LIM{R}{\infty} \PAREN{\int_{-R}^R \frac{\PLOG{1-ix} +\PLOG{1+ix}}{1+x^2}\diff x} = 2\pi \log(2)\\
\int_{-\infty}^\infty \frac{\log(1+x^2)}{1+x^2}\diff x = 2\pi \log(2)\\
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Put x = tan y , the integral turns , I = ∫ − 2 π 2 π ln ( sec 2 y ) d y = − 4 ∫ 0 2 π ln ( cos y ) d y
Easy result , ∫ 0 2 π ln ( cos x ) d x = − 2 π ln 2
So , I = 2 ln 2 .