Monday, November 13, 2017

complex analysis - Integral of $int_{-infty}^{infty} frac {dk}{ik+1}$



I came across this integral today in the context of inverse fourier transforms:




$$ R(x)={1 \over 2\pi}\int_{-\infty}^{\infty} \frac {e^{ik(x-1)}}{ik+1}dk$$



I know the solution is supposed to be



$$ R(x) = \theta(x-1)e^{-(x-1)} $$



Where $\theta(x)$ is the Heaviside step function.



I have worked out the integral with contour integration and residual theorem for $x \gt 1$ and $x \lt 1$, wich work out as $e^{-(x-1)}$ and $0$ respectively.




My problem is for $x=0$, where I expect to be $R(0)={1 \over 2}$. The integral would then be:



$$R(0)={1 \over 2\pi}\int_{-\infty}^{\infty} \frac {dk}{ik+1}$$
Wich i don't know how to calculate. Wolfram alpha tells me that the integral is in fact ${1\over2}$.



My first instinct was to multiply and divide the integrand by $e^{ik}$ and then solve the integral by closing the contour and using the residual theorem; but the residual is $-i$, so it would be $R(0) = 1$.



I know there are different definitions of the Heaviside function, and in some $\theta(0) =1$, but we used $\theta(0) ={1 \over 2}$ the whole course so I find it improbable my professor would use it differently here. Also, Wolfram seems to agree that it should be ${1 \over 2}$.



First time posting, so I hope I'm following all the rules.



Answer



By completing the contour, you have
$$ \int_{-\infty}^\infty \frac{dk}{ik+1} = \lim_{R\to \infty} \left(\oint_{[-R,R] \;\cup\;\Gamma_R} \frac{dz}{iz+1}- \int_{\Gamma_R} \frac{dz}{iz+1} \right), $$
where $\Gamma_R = \{Re^{it}, 0 \leq t \leq \pi\}.$



The first integral converges to $2\pi i\cdot (-i) = 2\pi$, as you have found yourself by the Residue theorem.



However, the second integral does not converge to $0$ as you assumed for some reason. We have
\begin{align}
\int_{\Gamma_R} \frac{dz}{iz+1} &= \int_0^\pi \frac{iRe^{it}}{iRe^{it}+1} \, dt

= \int_{0}^\pi 1-\frac{1}{iRe^{it}+1} \, dt \to \pi-0 = \pi, \text{ as } R\to\infty.
\end{align}



Hence,
\begin{align}
\frac{1}{2\pi}\int_{-\infty}^\infty \frac{dk}{ik+1} &= \frac{1}{2\pi}\lim_{R\to \infty} \left(\oint_{[-R,R] \;\cup\;\Gamma_R} \frac{dz}{iz+1}- \int_{\Gamma_R} \frac{dz}{iz+1} \right)\\
&= \frac{1}{2\pi} (2\pi - \pi) = \frac{1}{2},
\end{align}
as wanted.


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