17

Proposed:

$$\int_{0}^{1}\cos(\ln x)\cdot{\mathrm dx\over 1+x^2}={\pi\over 4}\cdot{1\over \cosh\left({\pi\over 2}\right)}\tag1$$

My try:

$x=\tan u\implies dx=\sec^2 u du$, then $(1)$ becomes

$$\int_{0}^{\pi/4}\cos(\ln\tan u)\mathrm du\tag2$$

Recall of $$\int_{0}^{\pi/2}\ln\sin x\mathrm dx=\int_{0}^{\pi/2}\ln\cos x\mathrm dx=-{\pi\over 2}\ln(2)\tag3$$

  • Line $(2)$ to $(3)$, $$\cos(\ln\tan u)=\cos(\ln\sin u - \ln\cos u)\neq\cos(\ln\sin u)-\cos\ln\cos u)$$ – John Doe May 10 '17 at 04:54
  • Oh yeah thank you, just woke up! What was I thinking! – gymbvghjkgkjkhgfkl May 10 '17 at 04:56
  • I suppose that the antiderivative can be expressed in terms of hypergeometric functions and that this integral would come from polygamma functions. What should be also interesting is to be able to show that $$\int_{0}^{\infty}\frac{\cos(\ln x)}{1+x^2},dx=\pi \sinh \left(\frac{\pi }{2}\right) \text{csch}(\pi )$$ I hope that some one would come with a simpler solution. – Claude Leibovici May 10 '17 at 06:11
  • is it possible to solve the equation with complex numbers? $$\cos(\log(x)) = \frac{x^{-i}}{2} + \frac{x^î}{2}$$ – Darío A. Gutiérrez May 10 '17 at 06:30
  • You could let $u=-\ln x$. Then you have, up to constant, the Fourier transform of $\text{sech}$, which happens to be $\text{sech}$ again. I leave it to you to take care of constant factors. – mickep May 10 '17 at 06:35
  • 2

5 Answers5

20

First note that

$$2 \int^1_0 \frac{\cos(\log x) }{x^2+1}\,dx = \int^\infty_0 \frac{\cos(\log x)}{x^2+1}\,dx$$

Integrate the following function

$$f(z) = \frac{e^{i\log(z)}}{z^2+1}$$

Around a semi-circle in the upper half place. Where we avoid the branch point at $z=0$ by a semi-circle. We assume that the branch cut is taken on the negative imaginary axis.

enter image description here

$$\int^{-r}_{-R}f(z) \,dz +\int^{R}_{r}f(z) \,dz+ \int_{C_R}f(z)\,dz+\int_{c_r}f(z)\,dz =2\pi i \mathrm{Res}(f,i)$$

The integral on semi-circles

\begin{align}\left|\int_{C_R} \frac{e^{i\log(z)}}{z^2+1}\right| &\leq R \int^{\pi}_0 \left|\frac{e^{i \log(R e^{it})}}{R^2e^{2it}+1}\right| dt\\ &\leq R \int^{\pi}_0 \frac{e^{i \log R-t}}{|R^2-1|} dt\\ &\leq \frac{R}{R^2-1} \int^{\pi}_0 e^{-t} dt\\ &\leq \frac{R(1-e^{-\pi})}{R^2-1} dt \sim_{\infty} 0 \end{align}

Similarily

$$\lim_{r \to 0}\int_{C_r} \frac{e^{i\log(z)}}{z^2+1} = 0$$

Hence we have as $ R \to \infty , r \to 0 $ $$\int_{-\infty}^0 \frac{e^{i\log|x|-\pi}}{x^2+1}\,dx +\int^\infty_0 \frac{e^{i\log(x)}}{x^2+1}\,dx =2\pi i \mathrm{Res}(f,i)$$

$$(1+e^{-\pi})\int^\infty_0 \frac{e^{i\log(x)}}{x^2+1}\,dx =2\pi i \mathrm{Res}(f,i)$$

Note that

$$\mathrm{Res}(f,i) = \frac{e^{i\log(i)}}{2i} = \frac{e^{-\pi/2}}{2i}$$

Hence

$$\int^\infty_0 \frac{e^{i\log(x)}}{x^2+1}\,dx =\pi \frac{e^{-\pi/2}}{1+e^{-\pi}} = \frac{\pi}{e^{\pi/2}+e^{-\pi/2}} = \frac{\pi}{2}\mathrm{sech}\left( \frac{\pi}{2}\right)$$

Which implies that

$$\int^\infty_0 \frac{\cos(\log x)}{x^2+1}\,dx = \frac{\pi}{2}\mathrm{sech}\left( \frac{\pi}{2}\right)$$

Hence we have our result

$$\int^1_0 \frac{\cos(\log x)}{x^2+1}\,dx = \frac{\pi}{4}\mathrm{sech}\left( \frac{\pi}{2}\right)$$


The Tikz code for the contour drawing

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Zaid Alyafeai
  • 14,343
9

Combining the substituion $\ln x =-t$, the fact that $\cos t$ is an even function and $\sin t$ an odd one we get \begin{equation*} I = \int_{0}^{1}\cos(\ln x)\dfrac{1}{1+x^2}\, dx = \int_{0}^{\infty}\cos t\dfrac{e^{-t}}{1+e^{-2t}}\, dt = \dfrac{1}{4}\int_{-\infty}^{\infty} e^{-i\omega t}\dfrac{1}{\cosh t}\, dt. \end{equation*} But it well known that the Fourier transform of $\dfrac{1}{\cosh t}$ is $\dfrac{\pi}{\cosh\left(\frac{\pi \omega}{2}\right)}$, where the Fourier transform is given by \begin{equation*} \hat{f}(\omega) = \int_{-\infty}^{\infty}e^{-i\omega t}f(t)\, dt. \end{equation*} Consequently \begin{equation*} I = \dfrac{\pi}{4\cosh\left(\frac{\pi}{2}\right)}. \end{equation*}

JanG
  • 4,577
7

Another approach, Note that

$$2 \int^1_0 \frac{\cos(\log x) }{x^2+1}\,dx = \int^\infty_0 \frac{\cos(\log x)}{x^2+1}\,dx$$

Now we use that

$$x^i= e^{i\log(x)} = \cos(\log x)+i \sin(\log x)$$

Consider the integral

$$\int^\infty_0 \frac{x^i}{x^2+1}\,dx$$

Let $x^2 = y $

$$\frac{1}{2}\int^\infty_0 \frac{y^{(i-1)/2}}{y+1}\,dy$$

Note that

$$\int^\infty_0 \frac{t^{x-1}}{(t+1)^{x+y}}\,dt = B(x,y)$$

We conclude that

$$\frac{1}{2}\int^\infty_0 \frac{y^{(i-1)/2}}{y+1}\,dy= \Gamma\left( \frac{i+1}{2}\right)\Gamma\left(1-\frac{i+1}{2} \right) = \pi \csc\left(\frac{i+1}{2}\pi \right) = \frac{\pi}{2}\mathrm{sech}\left(\frac{\pi}{2} \right)$$

Hence

$$ \int^1_0 \frac{\cos(\log x) }{x^2+1}\,dx = \frac{1}{2} \Re \int^\infty_0 \frac{x^i}{x^2+1}\,dx =\frac{\pi}{4}\mathrm{sech}\left(\frac{\pi}{2} \right) $$

Zaid Alyafeai
  • 14,343
4

$\newcommand{\bbx}[1]{\,\bbox[8px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{\displaystyle{#1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\mc}[1]{\mathcal{#1}} \newcommand{\mrm}[1]{\mathrm{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ \begin{align} \int_{0}^{1}\cos\pars{\ln\pars{x}}\,{\dd x \over 1 + x^{2}} & = \Re\int_{0}^{1}\expo{\ic\ln\pars{x}}\,{\dd x \over 1 + x^{2}} = \Re\int_{0}^{1}{x^{\ic} \over 1 + x^{2}}\,\dd x = \Re\int_{0}^{1}{x^{\ic} - x^{\ic + 2} \over 1 - x^{4}}\,\dd x \\[5mm] & = {1 \over 4}\,\Re\int_{0}^{1}{x^{\ic/4 -3/4} - x^{\ic/4 - 1/4} \over 1 - x}\,\dd x \\[5mm] & = {1 \over 4}\,\Re\pars{% \int_{0}^{1}{1 - x^{\ic/4 - 1/4} \over 1 - x}\,\dd x - \int_{0}^{1}{1 - x^{\ic/4 - 3/4} \over 1 - x}\,\dd x} \\[5mm] & = {1 \over 4}\,\Re\pars{H_{\ic/4 - 1/4} - H_{\ic/4 - 3/4}}\qquad \pars{~H_{z}:\ Harmonic\ Number~} \\[5mm] & = {1 \over 4}\ \overbrace{\Re\pars{H_{\ic/4 - 1/4} - H_{-\ic/4 - 1/4}}}^{\ds{=\ 0}}\ -\ {1 \over 4}\ \underbrace{\Re\pars{\pi\cot\pars{\pi\bracks{{3 \over 4} - {\ic \over 4}}}}} _{\ds{\substack{\ds{=\ -\,{\pi \over \cosh\pars{\pi/2}}\\ {\tiny after\ a\ tedious\ algebraic\ task}}}}} \\[5mm] & = \bbx{{1 \over 4}\,\pi\,\mrm{sech}\pars{\pi \over 2}} \end{align}

Felix Marin
  • 89,464
3

Let $$ f(z)=\frac{2z+1}{(2z+1)^2+1} $$ and hence $f(z)$ has two poles $z_{1,2}=-\frac12\pm\frac12 i$. Using $t=-\ln x$, then one has \begin{eqnarray} &&\int_{0}^{1}\cos(\ln x)\cdot{\mathrm dx\over 1+x^2}\\ &=&\int_{0}^{\infty}\cos(t)\cdot{e^{-t}\mathrm dt\over 1+e^{-2t}}\\ &=&\int_{0}^{\infty}\sum_{n=0}^\infty (-1)^ne^{-(2n+1)t}\cos(t)\mathrm dt\\ &=&\sum_{n=0}^\infty (-1)^n\frac{2n+1}{(2n+1)^2+1}\\ &=&\frac12\sum_{n=-\infty}^\infty (-1)^n\frac{2n+1}{(2n+1)^2+1}\\ &=&-\frac12\bigg[\text{Res}(f(z)\csc(\pi z),z_1)+\text{Res}(f(z)\csc(\pi z),z_2)\bigg]\\ &=&{\pi\over 4}\cdot{1\over \cosh\left({\pi\over 2}\right)}. \end{eqnarray} Here $$ \sum_{n=-\infty}^{\infty}(-1)^nf(n)=-\sum_{k=1}^n \text{Res}(f(z)\csc(\pi z),a_k) $$ where $a_1,a_2,\cdots, a_n$ are poles of $f$.

xpaul
  • 44,000
  • Nice approach... – Zaid Alyafeai May 10 '17 at 14:50
  • @ZaidAlyafeai, thanks. Your approach is nice too. – xpaul May 10 '17 at 14:56
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    Could you explain why it is legitimate to use the last formula? Because what I have seen there is an assumption on $f$ that $|f(z)|\le\frac{M}{|z|^k}$, $k>1$, for large $|z|$, to get the integral vanish, but this $f$ has $k=1$. – A.Γ. May 10 '17 at 19:18
  • @A.Γ., this is because $f(z)$ is analytic. – xpaul May 10 '17 at 20:18
  • But the residue theorem is applied to $f(z)\csc(\pi z)$ which is not analytic. – A.Γ. May 10 '17 at 20:39
  • @A.Γ., check, see this http://www2.mae.ufl.edu/~uhk/SERIESCOMP.pdf. – xpaul May 10 '17 at 20:42
  • 2
    In your link they say "If we now demand that both $F(z)$ and $G(z)$ vanish on a rectangular contour enclosing all the poles..." This is exactly what I am wondering about - how do we know that $G(z)=\pi f(z)\csc(\pi z)$ vanishes on the large rectangular contour? – A.Γ. May 10 '17 at 20:46
  • @A.Γ., get a complex analysis textbook and read it. – xpaul May 10 '17 at 20:49
  • @xpaul Why being rude? It seems that A.Γ has a reasonable objection. Wouldn't it be more proper to clarify why the formula can be used in this case, if it can? – mickep May 11 '17 at 06:40
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    @mickep, sorry about that. – xpaul May 11 '17 at 13:21