Section 5.

3 Improper Integrals Involving Rational and Exponential Functions 299

11.
_
2
0
d
1 + a cos
=
2

1 a
2
, 0 < |a| < 1.
12.
_
2
0
sin
2

a + b cos
d =
2
b
2
_
a
_
a
2
b
2
_
, 0 < |b| < a.
13.
_
2
0
d
a + b cos
2

=
2

a + b
, 0 < a.
14.
_
2
0
d
a + b sin
2

=
2

a + b
, 0 < a.
15.
_
2
0
d
a cos + b sin + c
=
2

c
2
a
2
b
2
, a
2
+ b
2
< c
2
.
16.
_
2
0
d
a cos
2
+ b sin
2
+ c
=
2
_
(a + c)(b + c)
, 0 < c < a, c < b.
5.3 Improper Integrals Involving Rational and Exponential Functions
In this section we present a useful technique to evaluate improper integrals
involving rational and exponential functions. Let a and b be arbitrary real
numbers. Consider the integrals
(1)

f(x) dx and

a
f(x) dx,
where in each case f is continuous in the interval of integration and at
its nite endpoint. These are called improper integrals, because the in-
terval of integration is innite. The integral

a
f(x) dx is convergent if
lim
b

b
a
f(x) dx exists as a nite number. Similarly,

b

f(x) dx is con-
vergent if lim
a

b
a
f(x) dx exists as a nite number.
Now let f(x) be continuous on the real line. The integral

f(x) dx
is also improper since the interval of integration is innite, but here it is
innite in both the positive and negative direction. Such an integral is said
to be convergent if both

0
f(x) dx and

0

f(x) dx are convergent. In

this case, we set (Figure 1)
300 Chapter 5 Residue Theory
Figure 1 Splitting an im-
proper integral over the line.
(2)

f(x) dx = lim
a

0
a
f(x) dx + lim
b

b
0
f(x) dx.
We dene the Cauchy principal value of the integral

f(x) dx to be
(Figure 2)
(3) P.V.

f(x) dx = lim
a

a
a
f(x) dx, if the limit exists.
Figure 2 The Cauchy princi-
pal value of the integral.
The Cauchy principal value of an integral may exist even though the integral
itself is not convergent. For example,

a
a
x dx = 0 for all a, which implies
that P.V.

x dx = 0, but the integral itself is clearly not convergent

since

0
x dx = . However, whenever

f(x) dx is convergent, then

P.V.

f(x) dx exists, and the two integrals will be the same. This is
because lim
a

0
a
f(x) dx and lim
a

a
0
f(x) dx both exist, and so
P.V.

f(x) dx = lim
a

a
a
f(x) dx
= lim
a

0
a
f(x) dx +

a
0
f(x) dx

= lim
a

0
a
f(x) dx + lim
a

a
0
f(x) dx
=

f(x) dx.
Because of this fact, we can compute a convergent integral over the real
line by computing its principal value, which can often be obtained by use of
complex methods and the residue theorem.
The following test of convergence for improper integrals is similar to tests
that we have proved for innite series. We omit the proof.
Section 5.3 Improper Integrals Involving Rational and Exponential Functions 301
PROPOSITION 1
INEQUALITIES FOR
IMPROPER
INTEGRALS
Let

B
A
f(x) dx represent an improper integral as in (1), where A = or
B = .
(i) If

B
A
|f(x)| dx is convergent, then

B
A
f(x) dx is convergent and we have

B
A
f(x) dx

B
A
|f(x)| dx.
(ii) If |f(x)| g(x) for all A < x < B and

B
A
g(x) dx is convergent, then

B
A
f(x) dx is convergent and we have

B
A
f(x) dx

B
A
g(x) dx.
You are encouraged to use Proposition 1 or any other test from calculus
(such as the limit comparison test) to show that an improper integral is con-
vergent. Once the convergence is determined, we may compute the integral
via its principal value, as we will illustrate in the examples.
EXAMPLE 1 Improper integrals and residues: the main ideas
Evaluate
I =
_

x
2
x
4
+ 1
dx.
Solution To highlight the main ideas, we present the solution in basic steps.
Step 1: Show that the improper integral is convergent. Because the integrand
is continuous on the real line, it is enough to show that the integral outside a
nite interval, say [1, 1], is convergent. For |x| 1, we have
x
2
x
4
+1

x
2
x
4
=
1
x
2
,
and since
_

1
1
x
2
dx is convergent, it follows by Proposition 1 that
_

1
x
2
x
4
+1
dx and
_
1

x
2
x
4
+1
dx are convergent. Thus
_

x
2
x
4
+1
dx is convergent, and so
(4)
_

x
2
x
4
+ 1
dx = lim
R
_
R
R
x
2
x
4
+ 1
dx.
Step 2: Set up the contour integral. We will replace x by z and consider the function
f(z) =
z
2
z
4
+1
. The general guideline is to integrate this function over a contour that
consists partly of the interval [R, R], so as to recapture the integral
_
R
R
x
2
x
4
+1
dx
as part of the contour integral on
R
. Choosing the appropriate contour is not
obvious in general. For a rational function, such as
x
2
x
4
+1
, where the denominator
does not vanish on the x-axis and the degree of the denominator is two more than
the degree of the numerator, a closed semi-circle
R
as in Figure 3 will work. Since

R
consists of the interval [R, R] followed by the semi-circle
R
, using the additive
property of path integrals (Proposition 2(iii), Section 3.2), we write
(5) I
R
=
_
R
f(z) dz =
_
[R, R]
f(z) dz +
_
R
f(z) dz = I
R
+ I
R
.
Figure 3 The path and poles
for the contour integral in Ex-
ample 1.
For z = x in [R, R], we have f(z) = f(x) =
x
2
x
4
+1
and dz = dx, and so I
R
=
_
R
R
x
2
x
4
+1
dx, which according to (4) converges to the desired integral as R .
So, in order to compute the desired integral, we must get a handle on the other
quantities, I
R
and I
R
, in (5). Our strategy is as follows. In Step 3, we compute
I
R
by the residue theorem; and in Step 4, we show that lim
R
I
R
= 0. This
302 Chapter 5 Residue Theory
will give us the necessary ingredients to complete the solution in Step 5.
Step 3: Compute I
R
by the residue theorem. For R > 1, the function f(z) =
z
2
z
4
+1
has two poles inside
R
. These are the roots of z
4
+ 1 = 0 in the upper half-plane.
To solve z
4
= 1, we write 1 = e
i
; then using the formula for the nth roots from
Section 1.3, we nd the four roots
z
1
=
1 + i

2
, z
2
=
1 + i

2
, z
3
=
1 i

2
, z
4
=
1 i

2
(see Figure 3). Since these are simple roots, we have simple poles at z
1
and z
2
and
the residues there are (Proposition 1(ii), Section 5.1)
Res (z
1
) =
z
2
d
dz
(z
4
+ 1)

z=z1
=
z
2
4z
3

z=z1
=
1
4z

z=z1
=

2
4(1 + i)
=
1 i
4

2
,
and similarly
Res (z
2
) =
1
4z

z=z2
=
1 i
4

2
.
So, by the residue theorem, for all R > 1
(6) I
R
=
_
R
z
2
z
4
+ 1
dz = 2i
_
Res (z
1
) + Res (z
2
)
_
= 2i
2i
4

2
=

2
.
Step 4: Show that lim
R
I
R
= 0. For z on
R
, we have |z| = R, and so

z
2
z
4
+ 1

R
2
R
4
1
= M
R
.
Appealing to the integral inequality (Theorem 2, Section 3.2), we have
|I
R
| =

_
R
z
2
z
4
+ 1
dz

l(
R
)M
R
= R
R
2
R
4
1
=

R 1/R
3
0, as R .
Step 5: Compute the improper integral. Using (5) and (6), we obtain

2
= I
R
+ I
R
.
Let R , then I
R

_

x
2
x
4
+1
dx and I
R
0, and so
_

x
2
x
4
+ 1
dx =

2
.

Figure 4 An alternative path
for the integral in Example 1.
In Example 1, we could have used the contour

R
in the lower half-plane
in Figure 4. In this case, it is easiest to take the orientation of

R
to be
negative in order to coincide with the orientation of the interval [R, R].
The ve steps that we used in the solution of Example 1 can be used to
prove a the following geberal result.
Section 5.3 Improper Integrals Involving Rational and Exponential Functions 303
PROPOSITION 2
INTEGRALS OF
RATIONAL
FUNCTIONS
Let f(x) =
p(x)
q(x)
be a rational function with degree q(x) 2 + degree p(x),
and let
R
denote an arc of the circle centered at 0 with radius R > 0. Then
(7) lim
R

R
p(z)
q(z)
dz

= 0.
Moreover, if q(x) has no real roots and z
1
, z
2
, . . . , z
N
denote all the poles
of
p(z)
q(z)
in the upper half-plane, then
(8)

p(x)
q(x)
dx = 2i
N

j=1
Res

p(z)
q(z)
, z
j

.
Here is a straightforward application.
EXAMPLE 2 Improper integral of a rational function
Figure 5 The path and poles
for the contour integral in Ex-
ample 2.
Evaluate
_

1
(x
2
+ 1)(x
2
+ 4)
dx.
Solution The integrand satises the two conditions of Proposition 2: degree q(x) =
4 2 + degree p(x) = 2, and the denominator q(x) = (x
2
+ 1)(x
2
+ 4) has no real
roots. So we may apply (8). We have
(z
2
+ 1)(z
2
+ 4) = (z + i)(z i)(z + 2i)(z 2i),
and hence
1
(z
2
+1)(z
2
+4)
has simple poles at i and 2i in the upper half-plane (Fig-
ure 5). The residues there are
Res (i) = lim
zi
(z i)
1
(z i)(z + i)(z
2
+ 4)
=
1
(2i)(1 + 4)
=
i
6
and
Res (2i) = lim
z2i
(z 2i)
1
(z
2
+ 1)(z 2i)(z + 2i)
=
i
12
.
According to (8),
_

1
(x
2
+ 1)(x
2
+ 4)
dx = 2i
_

i
6
+
i
12
_
=

6
.

Integrals Involving Exponential Functions

The success of the method of contour integration depends crucially on the
choice of contours. In the previous examples, we used expanding semi-
circular contours. To evaluate integrals involving exponential functions, we
will use rectangular contours. We will consider integrals of the form

e
ax
e
bx
+ c
dx, where a < b, and c > 0.
304 Chapter 5 Residue Theory
Since c > 0 and e
ax
> 0, the denominator does not equal zero. Also the
condition a < b guarantees that the integral is convergent (Exercise 28).
EXAMPLE 3 Integral involving exponential functions
Let be a real number > 1. Establish the identity
(9)
_

0
e
x
e
x
+ 1
dx =

sin

.
Solution Step 1: As noted before, since > 1, the integral converges. The
integrand leads us to consider the function f(z) =
e
z
e
z
+1
, whose poles are the roots
of e
z
+ 1 = 0. Since the exponential function is 2i-periodic, then
e
z
= 1 = e
i
z = i+2ki z
k
= (2k+1)

i, k = 0, 1, 2, . . . .
Thus f(z) =
e
z
e
z
+1
has innitely many poles at z
k
, all lying on the imaginary axis
(Figure 6).
Figure 6 The path and poles
for the contour integral in Ex-
ample 3.
Step 2: Selecting the contour of integration. Our contour should expand in the
x-direction in order to cover the entire x-axis. To avoid including innitely many
poles on the y-axis, we will not expand the contour in the upper half-plane, as we did
with the semi-circles in the previous examples. Instead, we will use a rectangular
contour
R
consisting of the paths
1
,
2
,
3
, and
4
, as in Figure 6, and let I
j
denote the path integral of f(z) over
j
(j = 1, . . . , 4). As R ,
R
will expand
in the horizontal direction, but the length of the vertical sides remains xed at
2

.
To understand the reason for our choice of the vertical length, let us consider I
1
and I
3
. On
1
, we have z = x, dz = dx,
(10) I
1
=
_
R
R
e
x
e
x
+ 1
dx,
and so I
1
converges to the desired integral I as R . On
3
, we have z = x+i
2

,
dz = dx, and using the 2i-periodicity of the exponential function, we get
(11) I
3
=
_
R
R
e
x+i
2

e
(x+i
2

)
+ 1
dx = e
2

i
_
R
R
e
x
e
x
+ 1
dx = e
2

i
I
1
.
This last equality explains the choice of the vertical sides: They are chosen so that
the integral on the returning horizontal side
3
is equal to a constant multiple of
the integral on
1
. From here the solution is straightforward.
Step 3: Applying the residue theorem. From Step 2, we have only one pole of f(z)
inside
R
at z
0
=

i. Since e
z
+ 1 has a simple root, this is a simple pole. Using
Proposition 1(ii), Section 5.1, we nd
Res
_
e
z
e
z
+ 1
,

i
_
=
e

i
e

i
=
e

i
e
i
=
e

,
and so by the residue theorem
(12) I
1
+ I
2
+ I
3
+ I
4
=
_
R
e
z
e
z
+ 1
dz = 2i Res
_
e
z
e
z
+ 1
,

i
_
= 2i
e

.
Section 5.3 Improper Integrals Involving Rational and Exponential Functions 305
Step 4: Show that the integrals on the vertical sides tend to 0 as R . For I
2
,
z = R + iy (0 y
2

) on
2
, hence |e
z
| = |e
R
e
iy
| = e
R
,
|e
z
+ 1| |e
z
| 1 = e
R
1
1
|e
z
+ 1|

1
e
R
1
,
and so for z on
2
|f(z)| =

e
z
e
z
+ 1

e
R+iy

e
R
1
=
e
R
e
R
1
=
1
e
(1)R
e
R
.
Consequently, by the ML-inequality for path integrals,
|I
2
| =

_
2
e
z
e
z
+ 1
dz

l(
2
)
e
(1)R
e
R
=
2

e
(1)R
e
R
0, as R .
The proof that I
4
0 as R is done similarly; we omit the details.
Step 5: Compute the desired integral (9). Using (10), (11), and (12), we nd that
I
1
_
1 e
2

i
_
+ I
2
+ I
4
= 2i
e

.
Letting R and using the result of Step 4, we get
_
1 e
2

i
_
_

e
x
e
x
+ 1
dx = 2i
e

,
and after simplifying
_

e
x
e
x
+ 1
dx =
2i

_
e

i
e

i
_ =

sin

,
which implies (9).
There are interesting integrals of rational functions that are not com-
putable using semi-circular contours as in Example 1, such as
(13)

0
dx
x
3
+ 1
.
This integral can be reduced to an integral invovling expoential functions,
by using the substitution x = e
t
. We outline this useful technique in the
following example.
EXAMPLE 4 The substitution x = e
t
Establish the identity
(14)
_

0
1
x

+ 1
dx =

sin

, any real number > 1.

Solution Step 1: Show that the integral converges. The integrand is continuous,
so it is enough to show that the integral converges on [1, ). We have
1
x

+1

1
x

,
306 Chapter 5 Residue Theory
and the integral is convergent since
_

1
1
x

dx < .
Step 2: Apply the substitution x = e
t
. Let x = e
t
, dx = e
t
dt, and note that as x
varies from 0 to , t varies from to , and so
I =
_

0
1
x

+ 1
dx =
_

e
t
e
t
+ 1
dt =
_

e
x
e
x
+ 1
dx,
where, for convenience, in the last integral we have used x as a variable of integration
instead of t. Identity (14) follows now from Example 3.
Figure 7 Splitting an im-
proper integral.
The tricky part in Example 3 is choosing the contour. Let us clarify this
part with one more example. We will compute the integral

0
ln x
x
4
+1
dx. The
integral is improper because the interval is innite and because the integrand
tends to as x 0. To dene the convergence of such integrals, we follow
the general procedure of taking all one-sided limits one at a time. Thus
(Figure 7)

0
ln x
x
4
+ 1
dx = lim
0

ln x
x
4
+ 1
dx + lim
b

b
1
ln x
x
4
+ 1
dx.
It is not dicult to show that both limits exist and hence that the integral
converges. We will use the substitution x = e
t
to solve the problem. If you
like, you could instead check the convergence after changing variables.
EXAMPLE 5 An integral involving lnx
Derive
(15)
_

0
lnx
x
4
+ 1
dx =

2
8

2
.
Solution Let x = e
t
, lnx = t, dx = e
t
dt. This transforms the integral into
_

t
e
4t
+ 1
e
t
dt =
_

xe
x
e
4x
+ 1
dx,
Figure 8 The path and poles
for the contour integral in Ex-
ample 4.
where we have renamed the variable x, just for convenience. In evaluating this
integral, we will integrate f(z) =
ze
z
e
4z
+1
over the rectangular contour
R
in Figure 8,
and let I
j
denote the integral of f(z) on
j
. Here again, we chose the vertical sides
of
R
so that on the returning path
3
the denominator equals to e
4x
+ 1. As we
will see momentarily, this will enable us to relate I
3
to I
1
. Let us now compute
I
R
=
_
R
f(z) dz. As you can check, f(z) has one (simple) pole at z = i

4
inside

R
. By Proposition 1(ii), Section 5.1, the residue there is
Res
_
ze
z
e
4z
+ 1
, i

4
_
=
i

4
e
i

4
4e
i
=
i(1 + i)
16

2
.
So by the residue theorem
(16) I
R
= 2i
_

i(1 + i)
16

2
_
=

2
(1 + i)
8

2
= I
1
+ I
2
+ I
3
+ I
4
.
Section 5.3 Improper Integrals Involving Rational and Exponential Functions 307
Moving to each I
j
(j = 1, . . . , 4), we have
I
1
=
_
1
ze
z
e
4z
+ 1
dz =
_
R
R
xe
x
e
4x
+ 1
dx.
On
3
, z = x + i

2
, dz = dx, so using e
i
2
= i, we get
I
3
=
_
3
ze
z
e
4z
+ 1
dz =
_
R
R
(x + i

2
)e
x
e
i

2
e
4x
+ 1
dx
= i
_
R
R
xe
x
e
4x
+ 1
dx +

2
_
R
R
e
x
e
4x
+ 1
dx
= iI
1
+

2
_
R
R
e
x
e
4x
+ 1
dx.
To show that I
2
and I
4
tend to 0 as R , we proceed as in Step 5 of Example 3.
For z = R + iy (0 y

2
) on
2
, we have |z| R + y R +

2
, and so, as in
Example 3,
|f(z)| =

ze
z
e
4z
+ 1

= |z|

e
z
e
4z
+ 1

(R +

2
)
e
R
e
4R
1
=
R +

2
e
3R
e
R
.
Consequently, by the ML-inequality for path integrals
|I
2
| =

_
2
ze
z
e
4z
+ 1
dz

l(
2
)(R +

2
)
e
3R
e
R
=

2
(R +

2
)
e
3R
e
R
0, as R .
The proof that I
4
0 as R is done similarly; we omit the details. Substituting
our nding into (16) and taking the limit as R , we get

2
(1 + i)
8

2
= lim
R
_
I
1
+ I
2
iI
1
+

2
_
R
R
e
x
e
4x
+ 1
dx + I
4
_
= (1 i)
_

xe
x
e
4x
+ 1
dx +

2
_

e
x
e
4x
+ 1
dx.
Taking imaginary parts of both sides, we obtain our answer
_

xe
x
e
4x
+1
dx =

2
8

2
.
If we take real parts of both sides we get the value of the integral in (14) that
corresponds to = 4.
The substitution x = e
t
is also useful even when we do not use complex
methods to evaluate the integral in t. For example,

0
ln x
x
2
+ 1
dx =

te
t
e
2t
+ 1
dt = 0
since the integral is convergent and the integrand
te
t
e
2t
+1
=
t
e
t
+e
t
is an odd
function of t.
Exercises 5.3
308 Chapter 5 Residue Theory
In Exercises 18, evaluate the given improper integral by the method of Example 1.
1.
_

dx
x
4
+ 1
=

2
2.
_

dx
x
4
+ x
2
+ 1
=

3
3.
_

dx
(x
2
+ 1)(x
4
+ 1)
=

2
4.
_

dx
(x i)(x + 3i)
=

2
5.
_

dx
(x
2
+ 1)
3
=
3
8
6.
_

dx
(x
4
+ 1)
2
=
3
4

2
7.
_

dx
(4x
2
+ 1)(x i)
=

3
i 8.
_

dx
(x + i)(x 3i)
=

2
In Exercises 912, evaluate the given improper integral by the method of Example 3.
9.
_

e
x
e
3x
+ 1
dx =
2
3

3
10.
_

1
3e
x
+ e
x
dx =

2

3
11.
_

xe
x
e
2x
+ 1
dx = 0 12.
_

e
ax
e
bx
+ 1
dx =

b sin
a
b
(0 < a < b)
In Exercises 1320, evaluate the given improper integral by the method of Example 5.
In some cases, the integral follows from more general formulas that we derived
earlier. You may use these formulas to verify your answer.
13.
_

0
dx
x
3
+ 1
=
2
3

3
14.
_

dx
(1 + x
2
)
n+1
=
(2n)!
2
2n
(n!)
2

15.
_

0
x
x
5
+ 1
dx =

5 sin
_
2
5
_
16.
_

0
x
x

+ 1
dx =

sin
_
2

_ ( > 2)
17.
_

0

x
x
3
+ 1
dx =

3
18.
_

0
x

(x + 1)
2
dx =

sin
(1 < < 1)
19.
_

0
x
2
e
x
e
2x
+ 1
dx =

3
16
20.
_

0
xln(2x)
x
3
+ 1
dx =
2
2
27
+
2 ln2
3

3
21.
_

0
ln(2x)
x
2
+ 4
dx =

2
ln2 22.
_

0
ln(ax)
x
2
+ b
2
dx =

2b
ln(ab) (a, b > 0)
23.
_

0
_
ln x
_
2
x
2
+ 1
dx =

3
8
24.
_

0
(lnx)
2
x
3
+ 1
dx =
10
3
81

3
Figure 9 The path and poles
for the contour integral in Ex-
ercise 21.
25. Use the contour
R
in Figure 9 to evaluate
_

0
1
x
3
+ 1
dx.
[Hint: I
R
= I
1
+ I
2
+ I
3
; I
3
= e
i
2
3
I
1
; and I
2
0 as R .]
26. Follow the steps in Example 1 to prove Proposition 2.
27. A property of the gamma function. (a) Show that for 0 < < 1,
_

0
x
1
1 + x
dx =

sin
.