Sunday, September 11, 2016

integration - Evaluating $int R(X)sin(x) dx$ with residue theorem.



The integral I am trying to evaluate is:




$$I = \int_{-\infty}^\infty \frac{x}{1+x^2}\sin x\ dx = \int_{-\infty}^\infty f(x)\ dx$$



The standard approach to this is to realise $\sin x$ as the complex part of $e^{ix}$ and take a contour integral over a semicircle on the upper half-plane. I have no trouble doing this and getting the (correct) answer of $I = \frac\pi e$.



However, I see no reason why one shouldn't be able to do the aforementioned contour integral directly, without switching $\sin x$ for the exponential. When, I do this, I get a different answer, and I'm not sure where I'm going wrong.



The integrand has a single simple pole on the upper half-plane at $z=i$. We can compute the residue:



$$\text{Res}(f, i) = \lim_{z\to i}(z-i)f(z) = \lim_{z\to i}\frac{z}{z+i}\sin z = \frac12i\sinh(1) = \frac i4(e-\frac1e)$$




By the residue theorem, we get an unexpected answer:



$$I = 2\pi i\ \text{Res}(f, i) = \frac\pi 2(\frac1e - e)$$



What's the issue here?


Answer



This interesting question reminds us that Residue theorem is correct only when
$$
\lim_{z\to a+i\infty}f(z) = 0.

$$


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