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I want to compute $$\int_{-\infty}^{\infty}{1 \over \cosh\left(\,x\,\right)}\, {\rm e}^{2\pi{\rm i}tx}\,{\rm d}x\,. $$

I tried contour integral ( real line and half circle ) to use residue theorem, but I think it does not vanish on the half circle.

I also just tried to find the answer in WolframAlpha but it didn't work.

How can I calculate this integral ?

Edward Jiang
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Gobi
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3 Answers3

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$\newcommand{\angles}[1]{\left\langle\, #1 \,\right\rangle} \newcommand{\braces}[1]{\left\lbrace\, #1 \,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\, #1 \,\right\rbrack} \newcommand{\ceil}[1]{\,\left\lceil\, #1 \,\right\rceil\,} \newcommand{\dd}{{\rm d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\dsc}[1]{\displaystyle{\color{red}{#1}}} \newcommand{\expo}[1]{\,{\rm e}^{#1}\,} \newcommand{\fermi}{\,{\rm f}} \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,} \newcommand{\half}{{1 \over 2}} \newcommand{\ic}{{\rm i}} \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow} \newcommand{\Li}[1]{\,{\rm Li}_{#1}} \newcommand{\norm}[1]{\left\vert\left\vert\, #1\,\right\vert\right\vert} \newcommand{\pars}[1]{\left(\, #1 \,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}} \newcommand{\root}[2][]{\,\sqrt[#1]{\vphantom{\large A}\,#2\,}\,} \newcommand{\sech}{\,{\rm sech}} \newcommand{\sgn}{\,{\rm sgn}} \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}} \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert}$ \begin{align}&\color{#66f}{\large% \int_{-\infty}^{\infty}{1 \over \cosh\pars{x}}\,\expo{2\pi\ic tx}\,\dd x} =2\overbrace{\int_{-\infty}^{\infty} {\pars{\expo{x}}^{2\pi\,\ic\,t} \over \pars{\expo{x}}^{2} + 1} \pars{\expo{x}\,\dd x}}^{\ds{\dsc{\expo{x}}\ \mapsto\ \dsc{x}}} =\dsc{2\int_{0}^{\infty}{x^{2\pi\,\ic\,t} \over x^{2} + 1}\,\dd x} \\[5mm]&=2\bracks{2\pi\ic\,{\pars{\expo{\ic\pi/2}}^{2\pi\,\ic\,t} \over 2\ic} +2\pi\ic\,{\pars{\expo{3\ic\pi/2}}^{2\pi\,\ic\,t} \over -2\ic} -\int_{\infty}^{0}{x^{2\pi\,\ic\,t}\pars{\expo{2\pi\ic}}^{2\pi\,\ic\,t} \over x^{2} + 1}\,\dd x} \\[5mm]&=2\pi\expo{-\pi^{2}\,t} - 2\pi\expo{-3\pi^{2}\,t} +\expo{-4\pi^{2}\,t}\ \dsc{2\int^{\infty}_{0}{x^{2\pi\,\ic\,t} \over x^{2} + 1}\,\dd x} \end{align} where we used a 'key-hole contour' as depicted in the following picture:

enter image description here'

Integrand poles are at $\dsc{\expo{\ic\pi/2} = \ic}$ and $\dsc{\expo{3\ic\pi/2} = -\ic}$ according to the $\ds{x^{2\pi\ic t}\,}$-branch cut.

Then,

\begin{align}&\color{#66f}{\large% \int_{-\infty}^{\infty}{1 \over \cosh\pars{x}}\,\expo{2\pi\ic tx}\,\dd x} =\dsc{2\int^{\infty}_{0}{x^{2\pi\,\ic\,t}\over x^{2} + 1}\,\dd x} =2\pi\,{\expo{-\pi^{2}\,t} - \expo{-3\pi^{2}\,t} \over 1 - \expo{-4\pi^{2}\,t}} \\[5mm]&=2\pi\,{\expo{\pi^{2}\,t} - \expo{-\pi^{2}\,t} \over \expo{\pi^{2}\,t} - \expo{-2\pi^{2}\,t}} =2\pi\,{\sinh\pars{\pi^{2}\,t} \over \sinh\pars{2\pi^{2}\,t}} ={\pi \over \cosh\pars{\pi^{2}\,t}} =\color{#66f}{\large\pi\sech\pars{\pi^{2} t}}\,,\qquad t \in {\mathbb R} \end{align}

Felix Marin
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    It took a while to see what you were using a keyhole contour to evaluate the integral in red (similar to this answer). It might be nice to mention the contours used and the residues computed. – robjohn Jan 07 '15 at 18:42
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    In general lines, more words are usually welcome! – Pedro Jan 08 '15 at 06:46
  • @robjohn I just added a picture. I'm quite bad for drawing. So, I have to borrow them from the Web. We do those calculations so many times that we expect everybody get the whole idea right away. Thanks for pointing out the missing contour. – Felix Marin Jan 08 '15 at 06:48
  • @robjohn Thanks a lot. – Felix Marin Jan 08 '15 at 08:31
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The residue of $\dfrac{\color{#C00000}{e^{2\pi itz}}}{\color{#00A000}{\cosh(z)}}$ at $z=\left(n+\frac12\right)\pi i$ is $\color{#00A000}{(-1)^{n-1}i}\,\color{#C00000}{e^{-(2n+1)\pi^2t}}$, where $n\in\mathbb{Z}$.

Use the contour $$ \gamma=[-R,R]\,\cup\,\overbrace{R+iR[0,1]}^{|\mathrm{Re}(z)|=R}\,\cup\,\overbrace{[R,-R]+iR}^{|\mathrm{Im}(z)|=R}\,\cup\,\overbrace{-R+iR[1,0]}^{|\mathrm{Re}(z)|=R} $$ where $R=k\pi$ and $k\in\mathbb{Z}$. As $R\to\infty$, we get $$ \begin{align} \int_{-\infty}^\infty\frac{e^{2\pi itx}}{\cosh(x)}\mathrm{d}x &=\int_\gamma\frac{e^{2\pi itz}}{\cosh(z)}\mathrm{d}z\\ &=(2\pi i)\,i\sum_{n=0}^\infty(-1)^{n-1}e^{-(2n+1)\pi^2t}\\ &=\frac{2\pi e^{-\pi^2t}}{1+e^{-2\pi^2t}}\\[6pt] &=\frac{\pi}{\cosh(\pi^2t)} \end{align} $$


The integral along all contours but $[-R,R]$ vanish:

When $|\mathrm{Re}(z)|=k\pi$, $$ \left|\frac{e^{2\pi itz}}{\cosh(z)}\right|\le\frac{e^{-2\pi t\mathrm{Im}(z)}}{\sinh(k\pi)} $$ When $\mathrm{Im}(z)=k\pi$, $$ \left|\frac{e^{2\pi itz}}{\cosh(z)}\right|\le\frac{e^{-2\pi^2kt}}{\cosh(\mathrm{Re}(z))} $$

robjohn
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Try the rectangular contour $[-R, R] \cup \big(R + i [0, \pi] \big) \cup \big( i \pi + [-R, R] \big) \cup \big( -R + i [0,\pi] \big)$ (properly oriented to close the loop), and check that the contribution along the length-$\pi$ endpieces fall off to zero as $R \to \infty$.

Note that $\cosh (r + i \pi) = \cosh(r) \cosh(i \pi) + \sinh (r) \sinh (i \pi) = - \cosh(r)$, and so if $\hat f(t)$ denotes the desired Fourier transform, then it's not hard to see that $$ (1 + e^{-2 \pi^2 t}) \hat f(t) = 2 \pi i \operatorname{Res}_{x = \frac{i \pi}{2}} \frac{e^{2 \pi i x t}}{\cosh (x)} \, . $$

A Blumenthal
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  • There infinitely many singularities in the upper half plane. – robjohn Jan 07 '15 at 04:05
  • @robjohn and my contour encircles precisely one of them. – A Blumenthal Jan 08 '15 at 20:37
  • Yes, but the residue at one of the singularities equals the difference of the integral along $(-\infty,\infty)$ and $(-\infty+\pi i,\infty+\pi i)$ which turns out to be $1+e^{-2\pi^2t}$ times the integral along $(-\infty,\infty)$. It seems you are not taking into account the effect that the translation by $\pi i$ has on $e^{2\pi ixt}$; it multiplies it by $e^{-2\pi^2t}$. – robjohn Jan 08 '15 at 21:09
  • Oops, I will correct the error. – A Blumenthal Jan 08 '15 at 22:07