Evaluate: ∫ − ∞ ∞ e x + 1 e a x d x when a = 2 1
Bonus.- Find a beautiful closed form for the above integral being 0 < a < 1
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Sir it's "Sahil" not "Shail"
I ( a ) = ∫ − ∞ ∞ e x + 1 e a x d x = ∫ 0 ∞ u + 1 u a − 1 d x = B ( a , 1 − a ) Let u = e x , d u = e x d x Converting to beta function: B ( m + 1 , n − m − 1 ) = ∫ 0 ∞ ( 1 + u ) n u m d u
⟹ I ( 2 1 ) = B ( 2 1 , 1 − 2 1 ) = B ( 2 1 , 2 1 ) = Γ ( 1 ) Γ ( 2 1 ) Γ ( 2 1 ) = 0 ! π ⋅ π = π ≈ 3 . 1 4 1 5 9 2 Γ ( ⋅ ) denotes the gamma function
References:
H a p p y π D a y
Very beautiful solution !!(+1)... Happy π Day
We can deal this problem with U-substitution as follows, ∫ − ∞ ∞ e x + 1 e a x d x So, let u = e x / 2 , dx d u = 2 e x / 2 d x = u 2 d u By substituting e x / 2 = u , ∫ 0 ∞ u 2 + 1 u u 2 d u ∫ 0 ∞ u 2 + 1 2 d u = 2 arctan ( u ) = 2 arctan ( e x / 2 ) = π
Another way:
We have an integral, ∫ − ∞ ∞ e x + 1 e a x d x ∫ − ∞ ∞ 2 sech ( 2 x ) d x Let's substitute u = 2 x , d x d u = 2 1 d x = 2 ∗ d u ∫ − ∞ ∞ sech(u) d u By rewriting we get, ∫ − ∞ ∞ sinh 2 ( u ) + 1 cosh(u) d u Let's substitute v = sinh ( u ) , d u d v = cosh ( u ) d v = d u ∗ cosh ( u ) ∫ − ∞ ∞ v 2 + 1 1 d v = arctan ( u ) = a r c t a n ( sinh ( 2 x ) ) = π
Nice proof... !!(+1)... don't forget multiply by 2 at the end of your proof.. Are you able using Isolated singularities and residue theorem prove: ∫ − ∞ ∞ e x + 1 e a x d x = sin π a π , such that 0 < a < 1
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Oh yeah corrected it!
No didn't learnt that.I will try to come up with the way you are talking about.
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Don't worry, I'll write the proof using complex analysis.... It will be wrritten in a week..
Sir I can give the solution by residue theorem and contour integration.
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Don't cal me sir, call me friend or Guillermo, thank you, anyway... It would be great if you would write a double solution and amazing if you used residue theorem and/or contour integration
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@Guillermo Templado – OK Sir . I'll call you sir as you are 41 and I'm 16 years only. You are elder than me.
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@Sahil Silare – ok, call me as you want.. (I prefer friend or Guillermo... no matter.)
@Guillermo Templado
Another way:
Notice: Don't go with this method I'm not sure if its correct or not.
As we have an integral, ∫ − ∞ ∞ e x + 1 e x / 2 d x We can write it as, ∫ 0 ∞ e x / 2 + e − x / 2 2 d x ∫ 0 ∞ z + z 1 2 i i z d z ∫ 0 ∞ z 2 + 1 2 d z ∫ 0 ∞ ( z 2 + 1 ) 2 d x ∫ 0 ∞ ( z + i ) ( z − i ) 2 d x Poles of integrand are given by, z = i , − i Only z = i lies inside circle, Residue at pole at z = i is, z → i lim ( z + i ) ( z − i ) ( z − i ) z → i lim z + i 1 = 2 i 1 Hence by Cauchy's residue theorem, ∫ − ∞ ∞ e x + 1 e x / 2 d x = 2 π i ∗ ( sum of residues within contour ) ∫ − ∞ ∞ e x + 1 e x / 2 d x = 2 i 2 π i ∫ − ∞ ∞ e x + 1 e x / 2 d x = π
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It's almost correct!... Amazing!!.. Just only one very,very little thing .... If you take z = e 2 i x → d x d z = 2 i z , so for avoiding this, make this ∫ − ∞ ∞ e x + 1 e x / 2 d x = 2 ∫ 0 ∞ e x + 1 e x / 2 d x due to the function y ( x ) = e x + 1 e x / 2 is an even function,and then all the rest of this proof is correct. Anyway, the main idea is there... Congratulations!
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Is it correct now ? :)
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@Sahil Silare – Yes, only, you have to multiply the numerators for i ,haha, i. e, when you write ∫ 0 ∞ z + z 1 2 i z d z you should write ∫ 0 ∞ z + z 1 2 i i z d z , and then this solution is almost equivalent to your original solution, however it is finished with complex analysis, great... Ok, I'll write a solution... Give me 2 days... I'll name you...
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@Guillermo Templado – Expecting now to be correct
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@Sahil Silare – Mark Hennings, has written the proof what I was going to write. I'm going to write another solution with Gundermann.... If you don't understand Mark Hennings solution or you have some doubts, tell me,and I'll write "more detailed" solutions..
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@Guillermo Templado – It would be better if you too write solution, it would help community and it will be more easy to understand from 2 solutions.
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@Sahil Silare – Ok, I'll do it, I'll write Mark's solution more detailed, Gundermann solution what it starts how your last proof, and I'll try one more solution, I don't know If I will be able to get it.... but give me 2 or 3 days, please. I'm starting, right now...
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@Guillermo Templado – Ok good luck :)
@Guillermo Templado – Who's Gundermann?
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@Sahil Silare – Gundermannian function
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@Guillermo Templado – Oh! wait a minute posting solution!
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@Sahil Silare – ok, post the solution with Gundermann, it's very easy... It starts like your last proof...
Very nice, again, your 2º proof!!. . Suggestion : Write Another way . Look this way(similar as your initial solution using complex analysis) ∫ − ∞ ∞ e x + 1 e a x d x So, let u = e x / 2 , dx d u = 2 e x / 2 d x = u 2 d u By substituting e x / 2 = u , ∫ 0 ∞ u 2 + 1 u u 2 d u ∫ 0 ∞ u 2 + 1 2 d u = ∫ − ∞ ∞ u 2 + 1 1 d u = ∗ ∗ A ∗ ∗ Residue at pole at u = i is, u → i lim ( u + i ) ( u − i ) ( u − i ) u → i lim u + i 1 = 2 i 1 . Hence, applying
Proposition.-
Let P , Q be polynomials with degree (Q) - degree (P) ≥ 2 . If the rational function f = Q P has no poles on the real axis, the next improper integral is convergent and ∫ − ∞ ∞ f ( x ) d x = 2 π i ⋅ I m ( a ) > 0 ∑ Res(f, a) with a being a pole of f
Proof .- Due to the hypothesis z 2 f ( z ) has a finite limit as z → ∞ . Therefore, ∃ ρ > 0 and M > 0 such that ∣ z 2 f ( z ) ∣ ≤ M if ∣ z ∣ ≥ ρ .
Since ∣ f ( z ) ∣ ≤ z 2 M if ∣ z ∣ ≥ ρ ,taking into account the convergence of the following integrals ∫ − ∞ − ρ x 2 1 d x , and ∫ ρ ∞ x 2 1 d x and taking into account f = Q P has no poles on the real axis, the above improper integral ∫ − ∞ ∞ f ( x ) d x is convergent, due to the criterion of comparison of integrals.
∃ R > ρ such that all poles of f are contained in D ( 0 , R ) and if Γ R is the border of { z ; ∣ z ∣ ≤ R , such that Im(z) ≥ 0 } traveled counter-clockwise (anti-clockwise), applying residue theorem, we get: 2 π i ⋅ I m ( a ) > 0 ∑ Res(f, a) = ∮ Γ R f ( z ) d z = I ( R ) + J ( R ) where I ( R ) = ∫ − R R f ( x ) d x , J ( R ) = ∫ 0 π f ( R e i t ) i R e i t d t . Since ∣ f ( R e i t ) ∣ ≤ R 2 M ⇒ ∣ J ( R ) ∣ ≤ R π M ⇒ R → ∞ lim J ( R ) = 0 , so ∫ − ∞ ∞ f ( x ) d x = R → ∞ lim I ( R ) = R → ∞ lim ∮ Γ R f ( z ) d z = 2 π i ⋅ I m ( a ) > 0 ∑ Res(f, a) q. e. d.
chapter 2: Residue theorem: Applications: Calculation of integrals
∗ ∗ A ∗ ∗ = 2 i 2 π i = π Note.- To be continued... Seeing Chew-Seong solution Γ ( a ) ⋅ Γ ( 1 − a ) = sin π a π , such that 0 < a < 1 which I'll also prove it developing a "more detailed" solution from Mark's solution.
Let γ 1 be the line segment [ − X , X ] , let γ 2 be the line segment [ − X + 2 π i , X + 2 π i ] , let γ 3 be the line segment [ X , X + 2 π i ] , and let γ 4 be the line segment [ − X , − X + 2 π i ] for any X > 0 . Then, for 0 < a < 1 , ( ∫ γ 1 + ∫ γ 3 − ∫ γ 2 − ∫ γ 4 ) e z + 1 e a z d z = 2 π i R e s z = π i e z + 1 e a z = 2 π i − 1 e π i a = − 2 π i e π i a But ∫ γ 1 e z + 1 e a z d z = ∫ − X X e x + 1 e a x d x ∫ γ 2 e z + 1 e a z d z = e 2 π i a ∫ − X X e x + 1 e a x d x while ∫ γ 3 e z + 1 e a z d z = O ( e − ( 1 − a ) X ) ∫ γ 4 e z + 1 e a z d z = O ( e − a X ) as X → ∞ . Letting X → ∞ , we have ( 1 − e 2 π i a ) ∫ − ∞ ∞ e x + 1 e a x d x = − 2 π i e π i a and so ∫ − ∞ ∞ e x + 1 e a x d x = sin π a π
Congratulations!(+1)... this is the solution what I was going to write. My only possibility now is Gundermann...
I = ∫ − ∞ ∞ e x + 1 e a x d x = ∫ − ∞ 0 e x + 1 e a x d x + ∫ 0 ∞ e x + 1 e a x d x = I 1 + I 2
I 1 = ∫ − ∞ 0 e x + 1 e a x d x = ∫ − ∞ 0 n = 0 ∑ ∞ ( − 1 ) n e ( a + n ) x d x = n = 0 ∑ ∞ n + a ( − 1 ) n = a 1 + n = 1 ∑ ∞ n + a ( − 1 ) n
Here, we have taken 1 + e x 1 = n = 0 ∑ ∞ ( − 1 ) n e n x as e x < 1 for x < 0 .
I 2 = ∫ 0 ∞ e x + 1 e a x d x = n = 0 ∑ ∞ ( − 1 ) n e ( a − n − 1 ) x d x = n = 0 ∑ ∞ n + 1 − a ( − 1 ) n = m = 1 ∑ ∞ m − a ( − 1 ) m + 1
In this case, e x > 1 and e − x < 1 as x > 0 . So, we take 1 + e x 1 = 1 + e − x e − x = 0 ∑ ∞ ( − 1 ) n e − ( n + 1 ) x .
Again, x → ∞ lim e ( a − n − 1 ) x = 0 for 0 < a < 1 and n ≥ 0 . ⟹ I = a 1 + n = 1 ∑ ∞ n + a ( − 1 ) n + m = 1 ∑ ∞ m − a ( − 1 ) m + 1 = a 1 + 2 a n = 1 ∑ ∞ a 2 − n 2 ( − 1 ) n = π [ a π 1 + 2 a π n = 1 ∑ ∞ a 2 π 2 − n 2 π 2 ( − 1 ) n ]
From the pole expansion of meromorphic function, we know that csc z = sin z 1 = z 1 + 2 z n = 1 ∑ ∞ z 2 − n 2 π 2 ( − 1 ) n ⟹ I = sin ( π a ) π
Good,very good...
For a=1/2 , let (e^x +1)=t and solve
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1.- Gundermannian function . Other version of Sahil's solution. Using: d x d tanh ( x ) = d x d ( cosh ( x ) sinh ( x ) ) = cosh 2 ( x ) cosh 2 ( x ) − sinh 2 ( x ) = cosh 2 ( x ) 1 d x d arcsin ( tanh ( x ) ) = 1 − tanh 2 ( x ) tanh ′ ( x ) = cosh 2 ( x ) cosh ( x ) = cosh ( x ) 1
∫ − ∞ ∞ e x + 1 e x / 2 d x = 2 ∫ 0 ∞ e x + 1 e x / 2 d x = 2 ∫ 0 ∞ e ( x / 2 ) + e ( − x / 2 ) 1 d x = ∫ 0 ∞ cosh ( x / 2 ) 1 d x = Making U- substitution u = x / 2 → 2 d u = d x = 2 ∫ 0 ∞ cosh ( u ) 1 d u = 2 arcsin ( tanh ( u ) ) ∣ ∣ ∣ 0 ∞ = π
2.- I'll try to develope Chew-Seong and Mark Hennings solutions "a little bit". You can also see page 3 and 4,here where is given Γ ( a ) ⋅ Γ ( 1 − a ) = sin π a π , if 0 < a < 1 using substitution for several variables with Jacobian matrix and its determinant.
Let's see first that the above integral converges: Remeber that 0 < a < 1 \displaystyle \begin{cases}{ \int_{0}^{\infty} \frac{e^{ax}}{e^x + 1} \,dx = \int_{0}^{\infty} \frac{e^{(a - 1)x}}{e^{-x} + 1} \,dx < \int_{0}^{\infty} e^{(a - 1)x} \,dx < + \infty \\ \displaystyle \int_{- \infty}^{0} \frac{e^{ax}}{e^x + 1} \,dx < \int_{- \infty}^{0} e^{ax} \,dx < + \infty} \end{cases} \Rightarrow \displaystyle I = \int_{-\infty}^{\infty} \frac{e^{ax}}{e^x + 1} \,dx < + \infty
Let f ( x ) = e x + 1 e a x , then e x + 1 = 0 ⟺ x ∈ { i ( π + 2 k π ) / k ∈ Z } , i.e,the poles of f are in { i ( π + 2 k π ) / k ∈ Z } ) , i.e, f ∈ H ( C − { i ( π + 2 k π ) / k ∈ Z } ) . Now, we are going to use Complex analysis and residue theorem .
Let γ R = γ 1 ⨁ γ 2 ⨁ γ 3 ⨁ γ 4 be the following cycle (see pic), direct sum of piecewise smooth paths, with R > 0 very big...
γ 1 ( t ) = t , , such that t ∈ [ − R , R ] .
γ 2 ( t ) = R + i t , such that t ∈ [ 0 , 2 π ] .
γ 3 ( t ) = t + 2 i π , such that t ∈ [ − R , R ] .
γ 4 ( t ) = − R + i t , such that t ∈ [ 0 , 2 π ] .
BTW, sorry for the pic, then Ind( γ R , i π ) = 1 , and applying Residue theorem we get: I = ∫ − ∞ ∞ e x + 1 e a x d x = R → ∞ lim ∫ − R R e x + 1 e a x d x = 2 π i ⋅ Res(f , i π ) ⋅ Ind( γ R , i π ) = − 2 π i ⋅ e i π a since Res(f , i π ) = − e i π a because Res(f , i π ) = z → i π lim e z + 1 e a z ⋅ ( z − i π ) = z → i π lim − ( z − i π ) e a z ⋅ ( z − i π ) = − e i π a due to power series of g ( z ) = e z around z = i π . Now, ∮ γ R f ( t ) d t = ∮ γ 1 f ( t ) d t + ∮ γ 2 f ( t ) d t − ∮ γ 3 f ( t ) d t − ∮ γ 4 f ( t ) d t = = ∫ − R R f ( t ) d t + ∫ 0 2 π f ( R + i t ) ⋅ i d t − ∫ − R R f ( t + 2 π i ) d t − ∫ 0 2 π f ( − R + i t ) ⋅ i d t = ( A ) On the other hand, ∣ ∣ ∣ ∮ γ 2 f ( t ) d t ∣ ∣ ∣ = ∣ ∣ ∣ ∫ 0 2 π f ( R + i t ) ⋅ i d t ∣ ∣ ∣ = ∣ ∣ ∣ ∫ 0 2 π 1 + e R + i t e a ( R + i t ) ⋅ i d t ∣ ∣ ∣ ≤ ∫ 0 2 π e R − 1 e a R d t ≤ 2 π e R − 1 e a R → 0 as R → + ∞ , because ∣ 1 + e R + i t ∣ ≥ ∣ ∣ ∣ e R + i t ∣ − ∣ − 1 ∣ ∣ ∣ = e R − 1 , ( R > 0 ) . In the same way, ∣ ∣ ∣ ∮ γ 4 f ( t ) d t ∣ ∣ ∣ → 0 , as R → ∞ . Therefore, ∮ γ R f ( t ) d t = ∮ γ 1 f ( t ) d t − ∮ γ 3 f ( t ) d t = ∫ − R R e t + 1 e a t d t − ∫ − R R e t + 2 i π + 1 e a ( t + 2 i π ) d t and − ∫ − R R e t + 2 i π + 1 e a ( t + 2 i π ) d t = − e a 2 π i ⋅ ∫ − R R e t + 1 e a t d t ⇒ I ( 1 − e a 2 π i ) = − 2 π i ⋅ e π i a ⇒ I = 1 − e a 2 π i − 2 π i ⋅ e π i a = sin π a π
q. e. d