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I would like to enquire about the derivation of the solution of this integral. The Fourier sine transform $F$ of function $f$ is defined as $$F(y):=\int_0^\infty f(x) \sin(xy)\,\mathrm dx, \ y>0.$$ In the Harry Bateman's Tables of Integral Transforms page 71, Eq.28 the Fourier sine transform of $x^{2\nu}(x^2+a^2)^{-\mu-1}$ is tabulated as: $$\frac{1}{2}a^{2\nu-2\mu}\frac{\Gamma(1+\nu)\Gamma(\mu-\nu)}{\Gamma(\mu+1)}y \:_1\text{F}_2(\nu+1;\nu+1-\mu,3/2;a^2y^2/4)\:+\:4^{\nu-\mu-1}\sqrt{\pi}\frac{\Gamma(\nu-\mu)}{\Gamma(\mu-\nu+3/2)}y^{2\mu-2\nu+1}\:_1\text{F}_2(\mu+1;\mu-\nu+3/2,\mu-\nu+1;a^2y^2/4) $$ How is this derived?

In particular, With $y=1;\ a=1;\ \nu=1/4;\ \mu=0$, how do we derive $$\quad \int_{0}^{\infty} \frac{\sqrt{x}\sin(x)}{1+x^2} dx =\frac{\pi}{2\sqrt{2}\:e}\left(-e^2\text{erfc}(1)+\text{erf}(1) +1\right)$$ without using series expansion, but rather through, say, a contour integral?

For the functions erf, erfi, erfc, see : http://mathworld.wolfram.com/Erf.html , http://mathworld.wolfram.com/Erfi.html , http://mathworld.wolfram.com/Erfc.html

Hans
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    Replace $\sin(xy)$ by $e^{-sx}, s \in \mathbb{C}, \Re(s) > 0$ and expand $(x^2+a^2)^{-\mu-1}$ as a binomial series. You'll obtain a series in $\int_0^\infty x^{k-1} e^{-sx}dx = s^{-k} \Gamma(k)$ whose coefficients are hypergeometric – reuns Aug 31 '17 at 23:44
  • @reuns: Right. Nice. Do you see a way to arrive at the error function integrals in the linked answer https://math.stackexchange.com/a/2412366/64809 without going through the series expansion but rather, say, a contour integral? – Hans Sep 01 '17 at 00:07
  • @reuns: OK. I have added the particular example in the question. – Hans Sep 01 '17 at 01:14
  • You are supposed to make things easy for the readers. What is $\text{erfc}$ ? Did you obtain it with a CAS or is there a reason for this semi-closed form ? Then what did you try ? Can use contour integrals and the residue theorem to massage $\int_{0}^{\infty} \frac{\sqrt{x}e^{-sx}}{1+x^2} dx$ – reuns Sep 01 '17 at 01:40
  • @reuns: I have added the reference to the error functions erf and erfc. I thought you had checked the link I have provided in the question. All the trials and efforts have been delineated in the linked question. Regarding your suggestion on contour integral and the accompanying residue theorem, it is exactly the approach I am taking but unable to let it bear fruit. You can choose either to write your answer here or under the linked question. – Hans Sep 01 '17 at 02:06
  • As usual with functions with a branch point at $z=0$, you should try this contour. Instead of a reference you should replace $\text{erf}(1),\text{erfc}(1)$ by their integral representation. – reuns Sep 01 '17 at 02:11
  • @reuns: I do not see how this contour could be used. I have a vague idea what this contour is supposed to accomplish but I do not see a clear execution path. I and others have tried several different contours. None has worked. Would you please be so kind as to write out the answer in detail? Thank you. – Hans Sep 02 '17 at 01:20

1 Answers1

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UPDATE:

The Wikipedia article on Ramanujan's Master Theorem now mentions the method of brackets.


In order to evaluate the general case, namely $$\int_{0}^{\infty} \frac{x^{2\ \nu}\sin(yx)}{ (x^{2}+a^{2})^{ \mu +1}} \, \mathrm dx \, , \quad (-1 < \nu < \mu+1, \ y >0, \ a >0),$$ I'm going to use a technique referred to as the method of brackets.

The method of brackets is a generalization of Ramanujan's Master Theorem.

The term bracket refers to the association of the symbol $\langle a \rangle$ with the divergent integral $\int_{0}^{\infty} x^{a-1} \mathrm dx$.

I think some of the theory behind this technique is still a work in progress.

You can read about the method in the following papers:

Definite integrals by the method of brackets. Part 1

The method of brackets. Part 2: Examples and applications

Evaluation of entries in Gradshteyn and Ryzhik employing the method of brackets

On the Method of Brackets: Rules, Examples, Interpretations and Modifications


The hypergeometric representation of $\sin(yx)$ is $$yx \, _{0}F_{1} \left(; \frac{3}{2}; - \frac{-(yx)^{2}}{4} \right) = \sum_{n=0}^{\infty} \frac{(-1)^{n}}{n!} \frac{\Gamma \left(\frac{3}{2} \right)}{\Gamma \left(\frac{3}{2}+n \right)} \frac{(yx)^{2n+1}}{4^{n}} = \sum_{n=0}^{\infty} \phi_{n} \, \frac{\Gamma \left(\frac{3}{2} \right)}{\Gamma \left(\frac{3}{2}+n \right)} \frac{(yx)^{2n+1}}{4^{n}}.$$

And according to Rule 3.1 in the first paper, the function $(x^{2}+a^{2})^{-\mu -1}$ is assigned the bracket series $$\sum_{k=0}^{\infty} \sum_{m=0}^{\infty} \phi_{k,m} \, \frac{x^{2k} a^{2m}}{\Gamma(\mu+1)} \langle k + m+ \mu+1 \rangle.$$

Therefore, the integral $ \int_{0}^{\infty} x^{2 \nu}\sin(yx) (x^{2}+a^{2})^{- \mu -1} \, \mathrm dx$ corresponds to the bracket series $$\frac{1}{\Gamma(\mu+1)}\sum_{k=0}^{\infty} \sum_{m=0}^{\infty} \sum_{n=0}^{\infty} \phi_{k,m,n} \, \frac{\Gamma \left(\frac{3}{2} \right)}{\Gamma \left(\frac{3}{2}+n \right)} \frac{y^{2n+1}}{4^{n}} a^{2m} \langle k + m+ \mu+1 \rangle\langle2k+2n+2\nu+2 \rangle. $$

And the matrix equation corresponding to the vanishing of the brackets is $$ \begin{pmatrix} 1 & 1 & 0 \\ 2 & 0 & 2 \\ \end{pmatrix} \begin{pmatrix} k \\ m \\ n \end{pmatrix} = \begin{pmatrix} -\mu -1 \\ -2\nu -2 \end{pmatrix}.$$

Since the matrix equation is underdetermined, we will need to divide the evaluation of the bracket series into several cases.


Let's first let $m$ be a free parameter.

Then the brackets vanish if $k= -m-\mu-1$ and $n = m+ \mu-\nu$, with corresponding determinant $2$.

So according to Rule 3.3 in the first paper, the contribution to the integral is $$\begin{align} S_{1} &= \small \frac{1}{2\Gamma(\mu+1)} \sum_{m=0}^{\infty} \frac{(-1)^m}{m!} \frac{\Gamma \left(\frac{3}{2} \right)}{\Gamma \left(\frac{3}{2} + \mu - \nu + m \right)} \frac{y^{2m+ 2\mu - 2\nu+1}}{4^{m + \mu - \nu}} a^{2m} \, \Gamma \left(m+ \mu + 1 \right) \Gamma \left(\nu -\mu - m\right) \\ &= \small \frac{\sqrt{\pi} \, y^{2 \mu - 2 \nu+1}}{4^{\mu - \nu+1} } \frac{1}{\Gamma(\mu - \nu + \frac{3}{2})} \sum_{m=0}^{\infty} \frac{(-1)^m}{m!} \frac{\Gamma (\mu - \nu + \frac{3}{2}) }{\Gamma \left(\mu - \nu + \frac{3}{2} + m \right)} \, \frac{\Gamma( \mu + 1+ m)}{\Gamma(\mu+1)} \Gamma \left(\nu -\mu - m\right)\left(\frac{a^{2}y^{2}}{4} \right)^{m} \\ &= \small \frac{\sqrt{\pi} \, y^{2 \mu - 2 \nu+1}}{4^{\mu - \nu+1}} \frac{1}{\Gamma(\mu - \nu + \frac{3}{2})}\sum_{m=0}^{\infty} \frac{(-1)^m}{m!} \frac{(\mu+1)_{m} }{(\mu-\nu + \frac{3}{2})_{m}} \, \frac{(-1)^{m}\Gamma(\mu - \nu +1) \Gamma(\nu - \mu)}{\Gamma(\mu - \nu +1 + m)}\left(\frac{a^{2}y^{2}}{4} \right)^{m} \\ &= \small \frac{\sqrt{\pi} \, y^{2 \mu - 2 \nu+1}}{4^{\mu - \nu+1}} \frac{\Gamma(\nu - \mu)}{\Gamma(\mu - \nu + \frac{3}{2})}\sum_{m=0}^{\infty} \frac{1}{m!} \frac{(\mu+1)_{m} }{(\mu-\nu + \frac{3}{2})_{m}(\mu - \nu+1)_{m}} \left(\frac{a^{2}y^{2}}{4} \right)^{m} \\ &= \small \frac{\sqrt{\pi} \, y^{2 \mu - 2 \nu+1}}{4^{\mu - \nu+1}} \frac{\Gamma(\nu - \mu)}{\Gamma(\mu - \nu + \frac{3}{2})} \, _{1}F_{2} \left(\mu+ 1; \mu - \nu + \frac{3}{2}, \mu - \nu+1; \frac{a^{2}y^{2}}{4} \right). \end{align}$$


Next let $n $ be a free parameter.

Then the brackets vanish if $k = - n - \nu- 1 $ and $m = n + \nu - \mu$, with corresponding determinant $-2$.

So according again to Rule 3.3, the contribution to the integral is $$\begin{align} S_{2} &= \small \frac{1}{|-2| \Gamma(\mu+1)} \sum_{n=0}^{\infty} \frac{(-1)^{n}}{n!} \frac{\Gamma \left(\frac{3}{2} \right) }{\Gamma \left(\frac{3}{2}+n \right)} \frac{y^{2n+1}}{4^{n}} a^{2n+2\nu - 2 \mu} \, \Gamma(n + \nu +1) \Gamma(\mu - \nu-n) \\ &= \small \frac{a^{2 \nu - 2 \mu}y}{2\Gamma(\mu+1)} \Gamma(\nu +1) \sum_{n=0}^{\infty} \frac{(-1)^n}{n!}\frac{\Gamma \left(\frac{3}{2} \right) }{\Gamma \left(\frac{3}{2}+n \right)} \frac{\Gamma(\nu+1+n)}{\Gamma(\nu+1)} \Gamma(\mu - \nu-n) \left(\frac{a^{2}y^{2}}{4} \right)^{n} \\ &= \small \frac{a^{2 \nu - 2 \mu}y}{2\Gamma(\mu+1)} \Gamma(\nu +1) \sum_{n=0}^{\infty} \frac{(-1)^n}{n!}\frac{(\nu+1)_{n}}{\left(\frac{3}{2} \right)_{n}} \frac{(-1)^{n}\Gamma(\nu- \mu +1) \Gamma(\mu - \nu)}{\Gamma(\nu - \mu+1+n)} \left(\frac{a^{2}y^{2}}{4} \right)^{n} \\ &= \small \frac{a^{2 \nu - 2 \mu}y}{2\Gamma(\mu+1)} \Gamma(\nu +1) \Gamma(\mu - \nu) \sum_{n=0}^{\infty} \frac{1}{n!}\frac{(\nu+1)_{n}}{\left(\frac{3}{2} \right)_{n} (\nu-\mu+1)_{n}} \left(\frac{a^{2}y^{2}}{4} \right)^{n} \\ &= \small \frac{a^{2 \nu - 2 \mu}y}{2\Gamma(\mu+1)} \Gamma(\nu +1) \Gamma(\mu - \nu) \, _{1}F_{2} \left(\nu+1; \nu-\mu+1, \frac{3}{2}; \frac{a^{2}y^{2}}{4} \right). \end{align}$$


Finally, if we let $k$ be a free parameter, we end up with a $_{3}F_{0}$ series. These series never converge. So according to Rule 3.4 in the first paper, we should discard this contribution.

EDIT: A $_{3}F_{0}$ series does reduce to a finite polynomial if at least one parameter is a nonpositive integer, but that's not a possibility here.


According to Rule 3.4, the value of the integral should be $S_{1}+S_{2}$.

Indeed, if we add $S_{1}$ and $S_{2}$ we miraculously get the result stated in Harry Bateman's Tables of Integral Transforms.

However, I'm not sure how to interpret the result when $\nu - \mu$ is zero or a negative integer.

  • Powerful stuff. Nice work. – K.defaoite Jan 05 '21 at 00:47
  • Excellent and intriguing! It would help me to understand it better if you could point out, for this case in particular, which step is mathematically proved and which is not and yet to be proved. Also, it would be more pleasing to the eyes if you would use the \align format in your long equations. – Hans Jan 05 '21 at 01:03
  • @Hans Originally the equations weren't aligned, but I made them left-aligned and shrunk their size about 20 minutes before you posted your comment. The best paper I can find about the theory behind the method is in this paper. For some reason you can't access the newest revision of the paper, but you can access some of the earlier versions. – Random Variable Jan 05 '21 at 01:49
  • I see, regarding the format. I appreciate the reference. It will be great to include that justification paper reference in your answer. – Hans Jan 05 '21 at 02:02
  • @Hans I had it as reference for my other answer using this method. I didn't include it here because it seemed like it wasn't accessible. But then I realized that you could access earlier versions of the paper. I'll add it. – Random Variable Jan 05 '21 at 02:07