1

I massaged it into (assuming $ a = 1 $):

$$\ \int_{0}^{\pi} \log \left(2\left|\sin\left(\frac{w}{2}\right)\right|\right)\,dw $$

and I've seen how to solve for $\ \int_{0}^{\pi} \log(\sin (x)) \,dx$ over $[0 ,\pi]$. But I was unable to solve for this. I know the answer is 0 for $\ a\le1 $, and I have some intuition for why this is true (by graphing $\ |1 - a e^{-i w}| $ over $[0 ,\ \pi ]$ for different values of a), but I am not sure how to solve this analytically. This is from an engineering textbook on delta sigma data converters (eq. 4.26, pg. 99, Understanding Delta-Sigma Data Converters, 2nd Edition).

Ralph
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  • Please let me know how I can improve the answer I posted herein. I really want to give you the best answer I can. – Mark Viola Mar 11 '19 at 19:40

2 Answers2

2

Assume that $a\in\mathbb{R}$. Then, observing that $|1-ae^{-iw}|=\sqrt{1+a^2-2a\cos(w)}$ is $2\pi$-periodic and even in $w$, we find that

$$\begin{align} \int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw&=\frac12 \int_0^{2\pi}\log\left(\sqrt{1+a^2-2a\cos(w)}\right)\,dw\\\\ &=\frac12 \int_0^{2\pi}\log\left(\sqrt{1+a^2+2a\cos(w)}\right)\,dw\\\\ &\overbrace{=}^{z=e^{iw}}\frac12 \oint_{|z|=1} \frac{\log\left(|z-a|\right)}{iz}\,dz\tag1 \end{align}$$

In addition, we see that

$$\int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw=\pi \log(|a|)+\frac12 \oint_{|z|=1} \frac{\log\left(|z-1/a|\right)}{iz}\,dz\tag2$$

It suffices, therefore, to assume that $a>1$.


Now, for $a>1$, let us evaluate the integral $I(a)$ given by

$$I(a)=\frac12\oint_{|z|=1}\frac{\log(z-a)}{iz}\,dz$$

Inasmuch as $\log(z-a)$ is analytic in and on $|z|=1$, the Residue Theorem guarantees that

$$I(a)=\pi \log(a)+i\pi^2\tag3$$

where we have chosen to cut the plane with a ray from $a$ and extending along the positive real axis such that $\log(1)=0$.

We also can write

$$\begin{align} I(a)&=\frac12 \oint_{|z|=1}\frac{\log\left(|z-a|\right)}{iz}\,dz+\frac12 \oint_{|z|=1}\frac{\arg\left(z-a\right)}{z}\,dz\\\\ &= \int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw+\frac i2 \int_{-\pi}^\pi \left(\pi+\arctan\left(\frac{\sin(\phi)}{\cos(\phi)-a}\right)\right)\,d\phi\\\\ &= \int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw+i\pi^2\tag4 \end{align}$$

whence comparing $(3)$ and $(4)$ reveals

$$\int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw=\pi\log(a)$$

for $a>1$.

Using $(1)$, $(2)$ and $(4)$ we see that for $0<a<1$

$$\int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw=0$$


Putting everything together yields

$$\int_0^\pi \log\left(|1-ae^{-iw}|\right)\,dw=\begin{cases}\pi\log(|a|)&,|a|\ge 1\\\\ 0&,|a|\le 1\end{cases}$$

Mark Viola
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  • $\ln |1 - a e^{-i w}|$ is $2 \pi$-periodic, but $\int_0^\pi \neq \int_\pi^{2 \pi}$ for complex $a$. The integral over $[0, \pi]$ will not be equal to zero. – Maxim Feb 20 '19 at 01:21
  • If I'm not mistaken, the author of the question does not get notified about comments to answers. I'm notified because I'm the only previous commenter in this answer :). – Maxim Mar 07 '19 at 04:31
  • @Maxim I did not know that. Apology. – Mark Viola Mar 07 '19 at 16:46
  • No worries, I only meant that your comments are not reaching the author of the question. Even if you add @username, that works only for people who commented on or edited this answer: https://meta.stackexchange.com/questions/43019/how-do-comment-replies-work. You still can't notify the author of the question this way (personally, I think it's very unfortunate that the question author is not notified even about edits). – Maxim Mar 07 '19 at 17:11
  • Thank you @Maxim … most informative. – Mark Viola Mar 07 '19 at 17:27
0

Let $-1 < a < 1, \,z = e^{i w}$. Since $|1 - a \overline z| = |1 - a z|$, $$2 I(a) = \int_0^{2 \pi} \ln |1 - a e^{i w}| \,dw = \operatorname{Re} \int_0^{2 \pi} \ln(1 - a e^{i w}) \,dw = \operatorname{Re} \int_\gamma \frac {\ln(1 - a z)} {i z} dz = 0,$$ as there is a disk on which the integrand is analytic and which contains the unit circle $\gamma$.

Now let $a < -1 \lor a > 1$. Then $$I(a) = \int_0^\pi \ln {\left| a e^{-i w} \left( \frac {e^{i w}} a - 1 \right) \right|} \,dw = \pi \ln |a| + I {\left( \frac 1 a \right)} = \pi \ln |a|.$$ $I(\pm 1)$ can be found from $$I(a^2) = \frac 1 2 \int_0^{2 \pi} \ln |(1 - a e^{i w/2}) (1 + a e^{i w/2})| \,dw = 2 I(a).$$

Maxim
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