Saturday, June 17, 2017

calculus - Evaluating the integral $int_0^infty frac{x sin rx }{a^2+x^2} dx$ using only real analysis



Calculate the integral$$ \int_0^\infty \frac{x \sin rx }{a^2+x^2} dx=\frac{1}{2}\int_{-\infty}^\infty \frac{x \sin rx }{a^2+x^2} dx,\quad a,r \in \mathbb{R}. $$
Edit: I was able to solve the integral using complex analysis, and now I want to try and solve it using only real analysis techniques.


Answer



It looks like I'm too late but still I wanna join the party. :D



Consider
$$
\int_0^\infty \frac{\cos rx}{x^2+a^2}\ dx=\frac{\pi e^{-ar}}{a}.

$$

Differentiating the both sides of equation above with respect to $r$ yields
$$
\begin{align}
\int_0^\infty \frac{d}{dr}\left(\frac{\cos rx}{x^2+a^2}\right)\ dx&=\frac{d}{dr}\left(\frac{\pi e^{-ar}}{a}\right)\\
-\int_0^\infty \frac{x\sin rx}{x^2+a^2}\ dx&=(-a)\frac{\pi e^{-ar}}{a}\\
\Large\int_0^\infty \frac{x\sin rx}{x^2+a^2}\ dx&=\Large\pi e^{-ar}.
\end{align}
$$
Done! :)



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