Real Analysis

Waiting for new notes !

New notes are coming soon! 🚀

Exercice 592 ⭐️⭐️⭐️ Computation of an integral with a log⁡\displaystyle \log, M1

Compute I=∫0∞xαlog⁡xx2−1dx\displaystyle I=\int_0^{\infty} \frac{x^{\alpha}\log x}{x^2-1}dx.

We consider the principal determination of zα\displaystyle z^\alpha and log⁡z\displaystyle \log z on C∖iR−\displaystyle \C\setminus i\R_-, and we set f(z)=zαlog⁡zz2−1\displaystyle f(z)= \frac{z^{\alpha}\log z}{z^2-1}. We consider the half-circles γa,λ={a+λeiθ,0≤θ≤π}\displaystyle \gamma_{a,\lambda}=\{a+\lambda e^{i\theta},0\le \theta\le \pi\} in the direct sense, and the closed path Γ\displaystyle \Gamma associated to the following integrals : I1=∫1+rRf(x)dx\displaystyle I_1= \int_{1+r}^{R}f(x)dx, et I2=∫γ0,Rf(z)\displaystyle I_2=\int_{\gamma_{0,R}}f(z),
I3=∫[−R,−1−r]f(z)dz=∫R1+reαlog⁡(xeiπ)log⁡(xeiπ)x2−1eiπdx=eiαπ∫1+rRxα(log⁡x+iπ)x2−1dxI4=−∫γ−1,rf(z)=−iπiπeiαπ−2=−π22eiαπI5=∫[−1+r,−r]f(z)dz=eiαπ∫r1−rxα(log⁡x+iπ)x2−1dx,\begin{aligned} I_3 & = \int_{[-R,-1-r]}f(z)dz=\int_{R}^{1+r}\frac{e^{\alpha\log(xe^{i\pi})}\log(xe^{i\pi})}{x^2-1} e^{i\pi}dx=e^{i\alpha\pi} \int_{1+r}^{R}\frac{x^{\alpha}(\log x+i\pi)}{x^2-1}dx \\ I_4 & = - \int_{\gamma_{-1,r}}f(z)=- i\pi \frac{i\pi e^{i\alpha\pi}}{-2}=-\frac{\pi^2}{2}e^{i\alpha \pi}\\ I_5 & = \int_{[-1+r,-r]}f(z)dz=e^{i\alpha\pi} \int_{r}^{1-r}\frac{x^{\alpha}(\log x+i\pi)}{x^2-1}dx, \end{aligned} I6=−∫γ0,rf(z)\displaystyle I_6=-\int_{\gamma_{0,r}}f(z), I7=∫r1−rf(x)dx,\displaystyle I_7=\int_{r}^{1-r}f(x)dx, et I8=−∫γ1,rf(z)\displaystyle I_8=-\int_{\gamma_{1,r}}f(z).

We have ∫Γf(z)dz=∑j=17Ij=0\displaystyle \int_\Gamma f(z)dz=\sum_{j=1}^7 I_j=0. Therefore
0=(1+eiαπ)(∫1+rRf(x)dx+∫r1−rf(x)dx)+iπeiαπ(∫r1−rxαx2−1dx+∫1+rRxαx2−1dx)+I2−π22eiαπ+I6+I8→R→∞r→0(1+eiαπ)I+iπeiαπ∫0+∞xαx2−1dx−π22eiαπ.\begin{aligned} 0 & = (1+e^{i\alpha\pi})\left( \int_{1+r}^{R} f(x)dx + \int_{r}^{1-r}f(x)dx \right) + i\pi e^{i\alpha\pi}\left(\int_{r}^{1-r}\frac{x^{\alpha}}{x^2-1}dx+\int_{1+r}^{R}\frac{x^{\alpha}}{x^2-1}dx \right)\\ & + I_2 -\frac{\pi^2}{2}e^{i\alpha \pi} + I_6 + I_8 \\ & \xrightarrow[R\to\infty]{r\to 0} (1+e^{i\alpha\pi}) I + i\pi e^{i\alpha\pi}\int_{0}^{+\infty}\frac{x^{\alpha}}{x^2-1}dx - \frac{\pi^2}{2}e^{i\alpha\pi}. \end{aligned}

Hence (1+e−iαπ)I=π22−iπ∫0+∞xαx2−1dx\displaystyle (1+e^{-i\alpha\pi})I= \frac{\pi^2}{2}-i\pi \int_{0}^{+\infty}\frac{x^{\alpha}}{x^2-1}dx. Taking the real part, we obtain: I=π24cos⁡2(απ/2).I=\frac{\pi^2}{4\cos^2(\alpha\pi/2)}.