How I Impressed My Wife: Part 6g

This series was inspired by a question that my wife asked me: calculate

$Q = \displaystyle \int_0^{2\pi} \frac{dx}{\cos^2 x + 2 a \sin x \cos x + (a^2 + b^2) \sin^2 x}$

Originally, I multiplied the top and bottom of the integrand by $\tan^2 x$ and performed a substitution. However, as I’ve discussed in this series, there are four different ways that this integral can be evaluated.

Starting with today’s post, I’ll begin a fifth method. I really like this integral, as it illustrates so many different techniques of integration as well as the trigonometric tricks necessary for computing some integrals.

Since $Q$ is independent of $a$ , I can substitute any convenient value of $a$ that I want without changing the value of $Q$ . As shown in previous posts, substituting $a =0$ yields the following simplification:

$Q = \displaystyle \int_0^{2\pi} \frac{dx}{\cos^2 x + 2 a \sin x \cos x + (a^2 + b^2) \sin^2 x}$

$= \displaystyle \int_{0}^{2\pi} \frac{dx}{\cos^2 x + 2 \cdot 0 \cdot \sin x \cos x + (0^2 + b^2) \sin^2 x}$

$= \displaystyle \int_{0}^{2\pi} \frac{dx}{\cos^2 x + b^2 \sin^2 x}$

$= \displaystyle \int_{-\pi}^{\pi} \frac{dx}{\cos^2 x + b^2 \sin^2 x}$

$= \displaystyle \int_{-\infty}^{\infty} \frac{ 2(1+u^2) du}{u^4 + (4 b^2 - 2) u^2 + 1}$

$= \displaystyle \lim_{R \to \infty} \oint_{C_R} \frac{ 2(1+z^2) dz}{z^4 + (4 b^2 - 2) z^2 + 1}$

$= 2\pi i \left[\displaystyle \frac{r_1}{r_1^2-1} + \displaystyle \frac{r_2}{r_2^2-1} \right]$ ,

where I’ve made the assumption that $|b| < 1$ . In the above derivation, $C_R$ is the contour in the complex plane shown below (graphic courtesy of Mathworld).

Also,

$r_1 = \sqrt{1-b^2} + |b|i$

and

$r_2 = -\sqrt{1-b^2} + |b|i$

are the two poles of the final integrand that lie within this contour.

It now remains to simplify the final algebraic expression. To begin, I note

$\displaystyle \frac{r_1}{r_1^2-1} = \displaystyle \frac{\sqrt{1-b^2} + |b|i}{[\sqrt{1-b^2} + |b|i]^2 - 1}$

$= \displaystyle \frac{\sqrt{1-b^2} + |b|i}{1-b^2 + 2|b|i\sqrt{1-b^2} - |b|^2 - 1}$

$= \displaystyle \frac{\sqrt{1-b^2} + |b|i}{-2|b|^2 + 2|b|i\sqrt{1-b^2}}$

$= \displaystyle \frac{\sqrt{1-b^2} + |b|i}{2|b|i(|b|i +\sqrt{1-b^2})}$

$= \displaystyle \frac{1}{2|b|i}$ .

Similarly,

$\displaystyle \frac{r_2}{r_2^2-1} = \displaystyle \frac{-\sqrt{1-b^2} + |b|i}{[-\sqrt{1-b^2} + |b|i]^2 - 1}$

$= \displaystyle \frac{-\sqrt{1-b^2} + |b|i}{1-b^2 - 2|b|i\sqrt{1-b^2} - |b|^2 - 1}$

$= \displaystyle \frac{-\sqrt{1-b^2} + |b|i}{-2|b|^2 - 2|b|i\sqrt{1-b^2}}$

$= \displaystyle \frac{-\sqrt{1-b^2} + |b|i}{2|b|i(|b|i -\sqrt{1-b^2})}$

$= \displaystyle \frac{1}{2|b|i}$ .

Therefore,

$Q = 2\pi i \left[\displaystyle \frac{r_1}{r_1^2-1} + \displaystyle \frac{r_2}{r_2^2-1} \right] = 2\pi i \left[ \displaystyle \frac{1}{2|b|i} + \frac{1}{2|b| i} \right] = 2\pi i \displaystyle \frac{2}{2|b|i} = \displaystyle \frac{2\pi}{|b|}$ .

And so, at long last, I’ve completed a fifth different evaluation of $Q$ .

How I Impressed My Wife: Part 6f

This series was inspired by a question that my wife asked me: calculate

$Q = \displaystyle \int_0^{2\pi} \frac{dx}{\cos^2 x + 2 a \sin x \cos x + (a^2 + b^2) \sin^2 x}$

$= \displaystyle \int_{0}^{2\pi} \frac{dx}{\cos^2 x + 2 \cdot 0 \cdot \sin x \cos x + (0^2 + b^2) \sin^2 x}$

$= \displaystyle \int_{0}^{2\pi} \frac{dx}{\cos^2 x + b^2 \sin^2 x}$

$= \displaystyle \int_{-\pi}^{\pi} \frac{dx}{\cos^2 x + b^2 \sin^2 x}$

$= \displaystyle \int_{-\infty}^{\infty} \frac{ 2(1+u^2) du}{u^4 + (4 b^2 - 2) u^2 + 1}$

$= \displaystyle \lim_{R \to \infty} \oint_{C_R} \frac{ 2(1+z^2) dz}{z^4 + (4 b^2 - 2) z^2 + 1}$ ,

where $C_R$ is the contour in the complex plane shown below (graphic courtesy of Mathworld).

Amazingly, contour integrals can be simply computed by evaluating the residues at every pole located inside of the contour. (See Wikipedia and Mathworld for more details.) I have already handled the case of $|b| = 1$ and $|b| > 1$ . Today, I begin the final case of $|b| < 1$ .

Earlier in this series, I showed that

$z^4 + (4b^2 - 2) z^2 + 1 = (z^2 + 2z \sqrt{1-b^2} + 1)(z^2 - 2z \sqrt{1-b^2} + 1)$

if $|b| < 1$ , and so the quadratic formula can be used to find the four poles of the integrand:

$r_1 = \sqrt{1-b^2} + |b|i$ ,

$r_2 = -\sqrt{1-b^2} + |b|i$ ,

$r_3 = \sqrt{1-b^2} - |b|i$ ,

$r_4 = -\sqrt{1-b^2} - |b|i$ .

Of these, only two lie ( $r_1$ and $r_2$ ) within the contour for sufficiently large $R$ (actually, for $R > 1$ since all four poles lie on the unit circle in the complex plane).

As shown earlier in this series, the residue at each pole is given by

$\displaystyle \frac{r^2 + 1}{2r^3 + (4b^2-2)r}$

I’ll now simplify this considerably by using the fact that $r^4 + (4b^2-2)r^2 + 1 = 0$ at each pole:

$\displaystyle \frac{r^2 + 1}{2r^3 + (4b^2-2)r} = \displaystyle \frac{r(r^2+1)}{2r^4+(4b^2)-r^2}$

$= \displaystyle \frac{r(r^2+1)}{r^4+r^4 + (4b^2)-r^2}$

$= \displaystyle \frac{r(r^2+1)}{r^4-1}$

$= \displaystyle \frac{r(r^2+1)}{(r^2+1)(r^2-1)}$

$= \displaystyle \frac{r}{r^2-1}$ .

Therefore, to evaluate the contour integral, I simply the sum of the residues within the contour and multiply the sum by $2\pi i$ :

$Q = \displaystyle \lim_{R \to \infty} \oint_{C_R} \frac{ 2(1+z^2) dz}{z^4 + (4 b^2 - 2) z^2 + 1} = 2\pi i \left[\displaystyle \frac{r_1}{r_1^2-1} + \displaystyle \frac{r_2}{r_2^2-1} \right]$ .

So, to complete the evaluation of $Q$ , I need to simplify the right-hand side. I’ll complete this in tomorrow’s post.

How I Impressed My Wife: Part 6e

This series was inspired by a question that my wife asked me: calculate

$Q = \displaystyle \int_0^{2\pi} \frac{dx}{\cos^2 x + 2 a \sin x \cos x + (a^2 + b^2) \sin^2 x}$

nvenient value of $a$ that I want without changing the value of $Q$ . As shown in previous posts, substituting $a =0$ yields the following simplification:

$Q = \displaystyle \int_0^{2\pi} \frac{dx}{\cos^2 x + 2 a \sin x \cos x + (a^2 + b^2) \sin^2 x}$

$= \displaystyle \int_{0}^{2\pi} \frac{dx}{\cos^2 x + 2 \cdot 0 \cdot \sin x \cos x + (0^2 + b^2) \sin^2 x}$

$= \displaystyle \int_{0}^{2\pi} \frac{dx}{\cos^2 x + b^2 \sin^2 x}$

$= \displaystyle \int_{-\pi}^{\pi} \frac{dx}{\cos^2 x + b^2 \sin^2 x}$

$= \displaystyle \int_{-\infty}^{\infty} \frac{ 2(1+u^2) du}{u^4 + (4 b^2 - 2) u^2 + 1}$

$= \displaystyle \lim_{R \to \infty} \oint_{C_R} \frac{ 2(1+z^2) dz}{z^4 + (4 b^2 - 2) z^2 + 1}$

$= 2\pi \displaystyle \left[ \frac{1-r_1^2}{-2r_1^3 + (4b^2-2) r_1} +\frac{1-r_2^2}{-2r_2^3 + (4b^2-2) r_2} \right]$

where I’ve assumed $|b| > 1$ , the contour $C_R$ in the complex plane is shown below (graphic courtesy of Mathworld),

and the positive constants $r_1$ and $r_2$ are given by

$r_1 = \sqrt{2b^2 - 1 + 2|b| \sqrt{b^2 - 1}}$ ,

$r_2 = \sqrt{2b^2 - 1 - 2|b| \sqrt{b^2 - 1}}$ .

Now we have the small matter of simplifying our expression for $Q$ . Actually, this isn’t a small matter because Mathematica 10.1 is not able to simplify this expression much at all:

Fortunately, humans can still do some things that computers can’t. The numbers $r_1$ and $r_2$ are chosen so that $\pm ir_1$ and $\pm ir_2$ are the roots of the denominator $z^4 + (4 b^2 - 2) z^2 + 1$ . In other words,

$[ir_1]^4 + (4b^2 - 2) [ir_1]^2 + 1 = r_1^4 - [4b^2-2] r_1^2 + 1 = 0$ ,

$r_2^4 - [4b^2-2] r_2^2 + 1 = 0$

These relationships will be very handy for simplifying our expression for $Q$ :

$Q = 2\pi \displaystyle \left[ \frac{1-r_1^2}{-2r_1^3 + (4b^2-2) r_1} +\frac{1-r_2^2}{-2r_2^3 + (4b^2-2) r_2} \right]$

$= 2\pi \left[ \displaystyle \frac{r_1^2-1}{2r_1^3-(4b^2-2)r_1} + \frac{r_2^2-1}{2r_2^3-(4b^2-2)r_2} \right]$

$= 2\pi \left[ \displaystyle \frac{r_1(r_1^2-1)}{2r_1^4-(4b^2-2)r_1^2} + \frac{r_2(r_2^2-1)}{2r_2^4-(4b^2-2)r_2^2} \right]$

$= 2\pi \left[ \displaystyle \frac{r_1(r_1^2-1)}{r_1^4 + r_1^4-(4b^2-2)r_1^2} + \frac{r_2(r_2^2-1)}{r_2^4+r_2^4-(4b^2-2)r_2^2} \right]$

$= 2\pi \left[ \displaystyle \frac{r_1(r_1^2-1)}{r_1^4 -1} + \frac{r_2(r_2^2-1)}{r_2^4-1} \right]$

$= 2\pi \left[ \displaystyle \frac{r_1(r_1^2-1)}{(r_1^2 -1)(r_1^2+1)} + \frac{r_2(r_2^2-1)}{(r_2^2-1)(r_2^2+1)} \right]$

$= 2\pi \left[ \displaystyle \frac{r_1}{r_1^2+1} + \frac{r_2}{r_2^2+1} \right]$

$= 2\pi \displaystyle \frac{r_1(r_2^2+1)+(r_1^2+1)r_2}{(r_1^2+1)(r_2^2+1)}$

$= 2\pi \displaystyle \frac{r_1 r_2^2+r_1+r_1^2 r_2 +r_2}{(r_1^2+1)(r_2^2+1)}$

$= 2\pi \displaystyle \frac{r_1 +r_2 + r_1 r_2 (r_1 + r_2)}{(r_1^2+1)(r_2^2+1)}$

$= 2\pi \displaystyle \frac{(r_1 +r_2)(1 + r_1 r_2)}{(r_1^2+1)(r_2^2+1)}$

To complete the calculation, we recall that

$r_1 = \sqrt{2b^2 - 1 + 2|b| \sqrt{b^2 - 1}}$ ,

$r_2 = \sqrt{2b^2 - 1 - 2|b| \sqrt{b^2 - 1}}$ ,

so that

$r_1^2 + r_2^2 = 4b^2 - 2$ ,

$r_1^2 r_2^2 = 1$ ,

and hence

$r_1 r_2 = 1$

since $r_1$ and $r_2$ are both positive. Also,

$(r_1 + r_2)^2 = r_1^2 + 2r_1 r_2 + r_2^2 = 4b^2 -2 + 2 = 4b^2$ ,

so that

$r_1 + r_2 = 2|b|$ .

Finally,

$(r_1^2 + 1)(r_2^2 + 1) = (2b^2 + 2|b| \sqrt{b^2-1})(2b^2 - 2|b| \sqrt{b^2 -1})$

$= 4b^4 - 4b^2 (b^2-1)$

$= 4b^2$ .

Therefore,

$Q = 2\pi \displaystyle \frac{(r_1 +r_2)(1 + r_1 r_2)}{(r_1^2+1)(r_2^2+1)} = 2\pi \displaystyle \frac{ 2|b| \cdot (1 + 1)}{4b^2} = \displaystyle \frac{8\pi |b|}{4 |b|^2} = \displaystyle \frac{2\pi}{|b|}$ .

So far, I’ve evaluated the integral $Q$ for the cases $|b| = 1$ and $|b| > 1$ . Beginning with tomorrow’s post, I’ll evaluate the integral for the case $|b| < 1$ . As it turns out, the method presented above will again be utilized for simplifying the two residues.

How I Impressed My Wife: Part 6d