Earlier in this series, I gave three different methods of showing that
Since So that I can employ the magic substitution , I’ll divide the interval of integration into two pieces and then perform the substitution
on the second piece:
Earlier in this series, I gave three different methods of showing that
Since So that I can employ the magic substitution , I’ll divide the interval of integration into two pieces and then perform the substitution
on the second piece:
Amazingly, the integral below has a simple solution:
Even more amazingly, the integral ultimately does not depend on the parameter
. For several hours, I tried to figure out a way to demonstrate that
is independent of
, but I couldn’t figure out a way to do this without substantially simplifying the integral, but I’ve been unable to do so (at least so far).
So here’s what I have been able to develop to prove that is independent of
without directly computing the integral
.
Earlier in this series, I showed that
Yesterday, I showed used the substitution to show that
was independent of
. Today, I’ll use a different method to establish the same result. Let
.
Notice that I’ve written this integral as a function of the parameter . I will demonstrate that
, so that
is a constant with respect to
. In other words,
does not depend on
.
To do this, I differentiate under the integral sign with respect to (as opposed to
) using the Quotient Rule:
I now apply the trigonometric substitution , so that
and
The endpoints of integration change from to
, and so
.
I’m not completely thrilled with this demonstration that is independent of
, mostly because I had to do so much simplification of the integral
to get this result. As I mentioned in yesterday’s post, I’d love to figure out a way to directly start with
and demonstrate that is independent of
, perhaps by differentiating
with respect to
and demonstrating that the resulting integral must be equal to 0. However, despite several hours of trying, I’ve not been able to establish this result without simplifying
first.
Amazingly, the integral below has a simple solution:
Even more amazingly, the integral ultimately does not depend on the parameter
. For several hours, I tried to figure out a way to demonstrate that
is independent of
, but I couldn’t figure out a way to do this without substantially simplifying the integral, but I’ve been unable to do so (at least so far).
So here’s what I have been able to develop to prove that is independent of
without directly computing the integral
.
Earlier in this series, I showed that
I now multiply the top and bottom of this last integral by :
I now employ the substitution , so that
. Since
, the endpoints of integration do not change, and so
.
This final integral is independent of .
So far in this series, I have used three different techniques to show that
.
For the third technique, a key step in the calculation was showing that the residue of the function
at the point
was equal to
.
Initially, I did this by explicitly computing the Laurent series expansion about and identifying the coefficient for the term
.
Notice that the function has the form
, where
and
are differentiable functions so that
and
. Therefore, we may rewrite this function using the Taylor series expansion of
about
:
Clearly,
Therefore, the residue at can be found by evaluating the limit
. Notice that
,
where is the original denominator of
. By L’Hopital’s rule,
.
For the function at hand, and
, so that
. Therefore, the residue at
is equal to
,
matching the result found earlier.
So far in this series, I have used three different techniques to show that
.
For the third technique, a key step in the calculation was showing that the residue of the function
at the point
was equal to
.
Initially, I did this by explicitly computing the Laurent series expansion about and identifying the coefficient for the term
.
Notice that the function has the form
, where
and
are differentiable functions so that
and
. Therefore, we may rewrite this function using the Taylor series expansion of
about
:
Therefore, the residue at is equal to
, or the constant term in the Taylor expansion of
about
. Therefore,
For the function at hand and
. Therefore, the residue at
is equal to
, matching the result found earlier.
Previously in this series, I have used two different techniques to show that
Previously in this series, I have used two different techniques to show that
,
where this last integral is taken over the complex plane on the unit circle, a closed contour oriented counterclockwise. In these formulas, and
. (Also,
is a certain angle that is now irrelevant at this point in the calculation).
This contour integral looks complicated; however, it’s an amazing fact that integrals over closed contours can be easily evaluated by only looking at the poles of the integrand. In recent posts, I established that there was only one pole inside the contour, and the residue at this pole was equal to .
This residue can be used to evaluate the contour integral. Ordinarily, integrals are computed by subtracting the values of the antiderivative at the endpoints. However, there is an alternate way of computing a contour integral using residues. It turns out that the value of the contour integral is times the sum of the residues within the contour; see Wikipedia and Mathworld for more information.
Therefore,
Next, I use some algebra to simplify the denominator:
Therefore,
Once again, this matches the solution found with the previous methods… and I was careful to avoid a common algebraic mistake.
Previously in this series, I have used two different techniques to show that
where this last integral is taken over the complex plane on the unit circle, a closed contour oriented counterclockwise. Also,
and
,
are the two distinct roots of the denominator (as long as ). In these formulas,
and
. (Also,
is a certain angle that is now irrelevant at this point in the calculation).
This contour integral looks complicated; however, it’s an amazing fact that integrals over closed contours can be easily evaluated by only looking at the poles of the integrand. In yesterday’s post, I established that lies inside the contour, but
lies outside of the contour.
The next step of the calculation is finding the residue at ; see Wikipedia and Mathworld for more information. This means rewriting the rational function
as a power series (technically, a Laurent series) about the point . This can be done by using the formula for an infinite geometric series (see here, here, and here):
The residue of the function at is defined to be the constant multiplying the
term in the above series. Therefore,
The residue at is
From the definitions of and
above,
Previously in this series, I have used two different techniques to show that
where this last integral is taken over the complex plane on the unit circle, a closed contour oriented counterclockwise. Also,
and
,
are the two distinct roots of the denominator (as long as ). In these formulas,
and
. (Also,
is a certain angle that is now irrelevant at this point in the calculation).
This contour integral looks more complicated; however, it’s an amazing fact that integrals over closed contours can be easily evaluated by only looking at the poles of the integrand. For this integral, that means finding the values of where the denominator is equal to 0, and then determining which of those values lie inside of the closed contour.
Let’s now see if either of the two roots of the denominator lies inside of the unit circle in the complex plane. In other words, let’s determine if and/or
.
I’ll begin with . Clearly, the numbers
,
, and
are the lengths of three sides of a right triangle with hypotenuse
. So, since the hypotenuse is the longest side,
or
so that
.
Also, by the triangle inequality,
Combining these inequalities, we see that
,
and so I see that , so that
does lie inside of the contour
.
The second root is easier to handle:
.
Therefore, since lies outside of the contour, this root is not important for the purposes of computing the above contour integral.
Previously in this series, I have used two different techniques to show that
,
where this last integral is taken over the complex plane on the unit circle, a closed contour oriented counterclockwise. Also, and
(and
is a certain angle that is now irrelevant at this point in the calculation).
This contour integral looks more complicated; however, it’s an amazing fact that integrals over closed contours can be easily evaluated by only looking at the poles of the integrand. For this integral, that means finding the values of where the denominator is equal to 0, and then determining which of those values lie inside of the closed contour. In this case, that means finding which root(s) of the denominator lie inside the unit circle in the complex plane.
To begin, we use the quadratic formula to find the roots of the denominator:
.
So we have the two roots and
. Earlier in this series, I showed that
as long as
, and so the denominator has two distinct real roots. So the integral
may be rewritten as
Previously in this series, I have used two different techniques to show that
,
where and
(and
is a certain angle that is now irrelevant at this point in the calculation).
Earlier in this series, I used the magic substitution to evaluate this last integral. Now, I’ll instead use contour integration; see Wikipedia for more details. I will use Euler’s formula as a substitution (see here and here for more details):
,
so that the integral is transformed to a contour integral in the complex plane. Under this substitution, as discussed in yesterday’s post,
and
Employing this substitution, the region of integration changes from to a the unit circle
, a closed counterclockwise contour in the complex plane:
While this looks integral in the complex plane looks a lot more complicated than a regular integral, it’s actually a lot easier to compute using residues. I’ll discuss the computation of this contour integral in tomorrow’s post.