More Integrals

The following integrals can be proved or worked out using complex analysis
methods. You may use the following equivalent known facts:
Z

2
ex /2 dx = 2,

Z
Z

ex dx = 1,

ex dx =

1.

Z
C

1
2i
dz =
(z a)(z b)
ab

where C is the circle |z| = r (oriented counterclockwise) and |a| < r <
|b|.
2.
2

e =

ex e2ix dx =

3.

Z
0

sin(x ) dx =
0

5.

Z
0

6.

7.

ex e2ix dx, R

1 cos x

dx = .
2
x
2

4.

2
cos(x ) dx =
.
4
2

sin x
dx = .
x
2

|t| < 1

sin x ixt
/2 |t| = 1
e dx =

x
0
|t| > 1

a
,
+ b2
0
Z
b
eax sin(bx) dx = 2
a + b2
0
eax cos(bx) dx =

where a > 0.
1

a2

8.

eax

dx =
, 0 < a < 1.
x
1+e
sin(a)

9.

e2ix
1
dx =
, R.
cosh x
cosh

10.
Z

e2ix

sin a
2 sinh 2a
dx =
, 0 < a < 1, R.
cosh x + cos a
sinh 2

11.

12.

13.
Z

14.

cos x
ea
dx
=
,a > 0
x2 + a2
a
x sin x
dx = ea , a > 0
x2 + a2

e2ix

dx = (1 + 2||)e2|| , R.
2
2
(1 + x )
2

1
1 3 (2n 1)
dx =
, n positive integers.
(1 + x2 )n+1
2 4 (2n)

15.

Z
0

16.
Z
0

1
2a
dx = 2
a > 1.
(a + cos x)2
(a 1)3/2

2
1
dx =
a > |b|, a, b R.
a + b cos x
a2 b2

17.

ln(sin x) dx = ln 2.
0

18.

Z
0

ln x
dx =
ln a, a > 0.
2
+a
2a

x2

19.

ln |1 aeit | dt = 0, |a| 1.

20.

ae2ix
dx = e2a|| , a > 0, R.
a2 + x2

21.

e2a|| e2ix d =

(a2

22.

Z
0

23.

Z
0

25.

xa1

dx =
, 0 < a < 1.
1+x
sin a

xa1
dx = cot a, 0 < a < 1.
1x

24.

dx =
, n = 2, 3, .
1 + xn
n sin(/n)

xa
dx =
, 0 < a < 1.
1 + x2
2 cos(a/2)

26.
Z

ln(1 + x2 )
dx, 0 < a < 2.
xa+1

27.

a
, a > 0, x R.
+ x2 )

Z
0

1
a
sinh ax
dx = tan , |a| < .
sinh x
2
2

28.

Z
0

29.
Z

30.
Z

sin x
x

sin x
x

2

.
2

dx =

3
.
8

3

sin x
x
3

dx =

2

eitx dx.

31. The Gamma function (a), a > 0 is defined as the integral

Z
xa1 ex dx.
0

(i) Prove that the integral converges. (ii) Prove that for a > 1, (a) =

(a 1)(a 1). (iii) Prove that (1/2) = .

32.

xa1 eix dx = (a)eia/2 , 0 < a < 1.

33.
Z

sin(x2 )
dx =
x2

sin(x)
dx
=
2.
x3/2

34.

Z
0

35.

cos(x ) cos(wx) dx =
0

36.

37.

Z
0

Z
0

39.

1
cos (w2 )
2
4

sin(x ) cos(wx) dx =

38.

.
2

1
cos (w2 + )
2
4

sin t st
1
e dt = tan1 , s > 0
t
s

sin x x
1
2
e cos(wx) dx = tan1 2
x
2
w

sin(wx) tan1

2a
sinh aw aw
dx =
e
,a > 0
x
w

40.
Z
0

xn eax eiwx dx =

n!
(aiw)n+1 , n nonnegative integer
(a2 + w2 )n+1

41.
Z

n!
<((a+iw)n+1 ), n nonnegative integer
(a2 + w2 )n+1

xn eax cos(wx) dx =

42.
Z

xn eax sin(wx) dx =

(a2

43.

n!
=((a+iw)n+1 ), n nonnegative integer
+ w2 )n+1

x2

cos(2bx) dx =

44.
Z

x2

sin(2bx) dx = e

b2

b2
e
2
Z

et dt

Hints:
2

1. Problem 2. Consider integral of ez over the rectangle with vertices

at a, a,
a + i, a + i, and let a . This yields
Z

2
2
ex e2xwi dx = ew .

Then make substitution. (Another proof not using complex method

can be found in Ref [5] p. 138.)
iz

2. Problem 3. Integrate f (z) = 1e

over an appropriate contour. Note
z2
that for y = =z > 0, |f (z)| K/|z|2 , and that f (z) = zi + E(z),
where K > 0 is a constant and E(z) is an entire function.
2

3. Problem 4. Integrate eiz over the boundary (oriented counterclockwise) of the sector bounded by z = Reit , 0 t /4, the nonnegative
x-axis, and the diagonal line in the first quadrant. Let R . (Use
the inequality: sin / 2/ for 0 /2.)
iz

4. Problem 5. Integrate ez over indented semicircle of radius R. Use

Z
Z /2
Z /2
R sin t
R sin t
e
dt = 2
e
dt 2
eR2t/ dt.
0

and Theorem 1 in section 16.4 of Ref[4] to show that

Z ix
e
dx = i.
x
5

(1)

5. Problem 6. Write the integral as

Z
1 eix(t+1) eix(t1)
dx
2i
x
and use (1).

6. Problem 7. Let A = a2 + b2 and u = (a ib)/A. Integrate eAz over

the sector of the circle |z| = R cut out by the positive x-axis and the
ray z = ut, t 0. Let R .
7. Problem 8. Integrate f (z) = eaz /(1 + ez ) over the rectangle with
vertices at R, R + 2i, R + 2i, R. Note that f (z) has a simple pole
at z = i with residue eai . Note that
 aR iat 
 e e

eaR


 1 + eR eit  eR 1
and

 aR iat 
 e

e
eaR


 1 + eR eit  1 eR

8. Problem 9. Integrate f (z) = e2iz / cosh z over the rectangle with

vertices at R, R, R + 2i, R + 2i. Note that f (z) has simple poles at
i/2, 3i/2. Note that | cosh(R + ti)| eR eR .
9. Problem 10. Integrate f (z) = (e2iz sin a)/(cosh z + cos a) over
the rectangle with vertices at R, R, R + 2i, R + 2i. Note that f (z)
has simple poles at (1 + a)i, (1 a)i in the rectangle.
10. Problem 12. Integrate f (z) = zeiz /(z 2 + a2 ). Use
|z 2

|z|
2

2
+a |
R

if |z| R for sufficiently large R. Argue as in Problem 5.

11. Problem 13. If > 0, integrate over a semicircle below the x-axis
clockwise; if < 0 integrate over a semicircle above the x-axis counterclockwise. The residue of
e2iz
(1 + z 2 )2
at z = i is

1 + 2 2
e
4i
6

12. Problem 17. Note that 1 e2iz = 2ieiz sin z. f (z) = Ln (1

e2iz ) is analytic on the complement of the set {x + iy : x = n, y
0, n positive integers }. Integrate f (z) on the rectangle with vertices
at Ri, 1 + Ri and indented quarter-circle corners at 0 and 1. Since
|1 e2iz |/|z| 2 as z 0 and lim0 ln = 0 the integral over
the quarter-circle at 0 tends to 0. Since e2i(z1) = e2iz , the integral
over the quarter-circle at 1 also tends to 0. Let R and the corners
shrink to 0. Then
Z 1
Ln (1 e2ix ) dx = 0.
0

Note that Arg (ab) = Arg (a)+ Arg (b) if < Arg (a)+ Arg (b)
, so
Ln (2ieix sin x) = ln 2 + ln(sin x) + i(/2 + x).
z
13. Problem 18. Integrate f (z) = zLn
2 +a2 over the boundary S\A\B, where
S = {(x, y) : x2 + y 2 R2 , y 0}, A = {(x, y) : x2 + y 2 < 2 },
and B = {(x, y) : x < 0, y < }, where  > 0 and 0 < < . Let
R ,  0.

14. Problem 19. For |a| < 1, Ln (1 aeiz ) is analytic on the upper plane
y 0. For a = 1, 1, see the proof of Problem 17. Recall the real
part of Ln z is ln |z|.
15. Problem 21. Use symmetry to write the integral as one over (0, ).
Integrate a function of the form ef (z) on the boundary of {(x, y) : x
0, 0 y i}. Take the real part of the result.
16. Problems 22,23. Integrate a semicircle with a neighborhood of 1, a
neighborhood of 0, and a neighborhood of of the positive x-axis removed. Or, for 22 only, the boundary of a full circular disk with a
neighborhood of 0 and a neighborhood of of the positive x-axis removed. (Use the branch of ln such that the 0 argz < 2 for all
z.)
17. Problem 24. Integrate over a circular sector with angle /n.
18. Problem 25. Use the contour for Problem 18.
19. Problem 26. Try integration by parts, and use Problem 25.
7

az

e
20. Problem 27. Integrate sinh
z over the boundary of {(x, y) : |x|
R, 0 y 1} with neighborhoods of 0, i removed.
2iz

21. Problem 28. Integrate f (z) = e z 21 over an indented semicircle. Note

that f (z) has a simple pole at 0.
22. Problem 29. (8i) sin3 x = ei3x 3eix + 3eix ei3x . So
(8i) sin3 x
ei3x 3eix + 2 ei3x 3eix + 2
=

.
x3
x3
x3
By change of variable u = x, we get
Z i3x
Z
e 3eix + 2
sin3 x
dx
=
2
dx.
(8i)
3
x3

x
3iz

iz

+2
Now integrate f (z) = e 3e
over an indented semicircle. Note
z3
that f (z) has a simple pole at 0.

23. Problem 30. Rewrite f (z) = (sin2 z/z 2 )eitz as

2eitz e(t+2)iz e(t2)iz
.
4z 2
Consider cases |t| > 2, 2 < t < 0 and 0 < t < 2 separately. Note that
0 is a removable singularity of f . If t > 2(t < 2), then integrate f (z)
over semicircle in the upper(lower) plane. If 0 < t < 2 then rewrite
f (z) as
2eitz e(t+2)iz 1 1 e(t2)iz
+
4z 2
4z 2
and integrate the first(second) summand over indented semicircle in
the upper(lower) plane. Similar for 2 < t < 0. Note that the above
mentioned summands have simple pole at 0.
24. Problem 31. For (ii), use integration by parts. For part (iii), substitute

u = x.
25. Problem 32. Contour integrate z a1 eiz over the boundary of the sector
{z : z = rei , 0 r R, 0 /2}, dented at the origin. Let
R .
26. Problem 33. Integration by parts with dv =
4.
8

1
x2

dx, then use Problem

27. Problem 34. Substitute u =

x and use Problem 33.

R
28. Problems 35 (Problem 36 is similar). Write the integral as 12 cos(x2 )eiwx dx,
R
2
2
then as 41 (eix + eix )eiwx dx. Complete the squares and make
substitutions u = x w2 . Then use Problem 4.
29. Problem 37. This is just the restatement that the Laplace transform
of sin t/t is tan1 (1/s). To prove directly, rewrite the integral as
Z Z
eut sin t du dt.
0

Note that
Z Z
e
0

ut

| sin t| du dt =
0

| sin t| st
e dt
t

Z
0

est =

1
<
s

By Ref [6] Theorem 8.8 (a), p. 164, eut | sin t| and hence eut sin t
is (Lebesgue) integrable, and by (c), the order of integration can be
interchanged. Since the Laplace transform of sin t is 1/(s2 + 1), the
result follows. (Note that /2 tan1 x = cot1 x = tan1 (1/x) if
x > 0.)
30. Problem 38. Use trig identity and Problem 37. Note that tan1 (1 +
w) + tan1 (1 w) = tan1 (2/w2 ).
1 x . Then use integration by
31. Problem 39. Rewrite tan1 2a
x as cot
2a
x
1
parts with u = cot 2a and dv = sin(wx) dx. Use Problem 11.

32. Problem 40. This is just the Laplace transform of xn at s = a + iw.

33. Problems 41, 42. Note that <((a + iw)n+1 ) = <((a iw)n+1 ) and
=((a + iw)n+1 ) = =((a iw)n+1 ). This is clear when a + iw is written in its polar form.
2

34. Problem 43. Integrate ez around the boundary of the rectangle with
vertices a, a, a + ib, a + ib, letting a . Or use Problem 2, with
2
some scale change; note that ex cos(2bx) is even.
2

35. Problem 44. Integrate ez around the boundary of the rectangle with
vertices ib, a ib, a + ib, ib, letting a .
9

References
1. Shakarchi and Stein, Complex Analysis.
2. Alan Jeffrey, Complex analysis and applications.
3. Ahlfors, Complex analysis.
4. Kreyszig, Advanced Engineering Mathematics (9th or 10th edition).
5. Shakarchi and Stein, Fourier Analysis.
6. Rudin, Real and Complex Analysis (3rd edition).

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