A complicated integral to be evaluated by complex contour method

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Discussion Overview

The discussion revolves around evaluating a complicated integral using complex contour methods. Participants explore various techniques, including substitution and series expansions, while addressing specific conditions related to parameters a, alpha, and beta, which are all positive real numbers. The conversation includes attempts to find analytical solutions and comparisons to simpler integrals.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning
  • Debate/contested

Main Points Raised

  • One participant describes a complicated integral that cannot be solved by standard methods like integration by parts or substitution, seeking hints from others.
  • Another suggests consulting integration tables to find matching integrals that could provide solutions.
  • Some participants assert that the integral cannot be solved analytically when a, alpha, and beta are positive real numbers.
  • A participant provides a specific expression for the integral under certain conditions, indicating an upper limit when alpha and beta are zero.
  • Another participant shares a method involving series expansion in alpha, leading to a complex expression that includes the error function erfc.
  • Several participants discuss the implications of the cosine term in the integral, noting its importance for the oscillatory behavior of the problem.
  • One participant mentions that Mathematica can yield exact results if the exponential term is omitted.
  • Another participant attempts to derive the integral using a substitution method, leading to a relation involving the error function.

Areas of Agreement / Disagreement

Participants generally express disagreement regarding the solvability of the integral, with some asserting it cannot be solved analytically while others provide specific cases where solutions may exist. The discussion remains unresolved with multiple competing views on the integral's evaluation.

Contextual Notes

Limitations include the dependence on the specific conditions of the parameters a, alpha, and beta, as well as unresolved mathematical steps in the proposed solutions. The discussion also highlights the complexity of the integral and the challenges in applying various mathematical techniques.

Bengy
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TL;DR
Evaluating a complicated integral
I encounter a very complicated integral in my research project, and it can only be done by complex contour integral. I have tried many other methods like integration by parts and substitution, which all fail. In the integral, all a, alpha and beta are positive real numbers. I have found a similar youtube video which has the same denominator as mine, but the numerator with cosine and exponential is still an issue. I have enclosed the integral as an attachment. Can anyone offer me some hint ? :)

Integral.png
 
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For complicated integrals, look for some integration tables like in a CRC math tables book or Schaums outlines math tables book.

They organize integrals by their components like the ##\sqrt{x^2-a^2}## and from there you might a matching integral and solution.
 
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The problem can not be solved analytically.
 
for a>0 ##\beta \neq 0## if not mistaken
I=\frac{e^{-\frac{\alpha^2}{2\beta}}}{a}\ Re \int_0^\frac{\pi}{2} d\theta \ \ e^{-2\beta a^2(cosec\ \theta-i\frac{\alpha}{2\beta a})^2}
For ##\alpha=\beta=0, I=\frac{\pi}{2a}## which is an upper limit of the integral.

[EDIT]
I=\frac{1}{8ai}\int_C \frac{dz}{z} \{ \ \exp[ \frac{B}{(z-z^{-1})^2}+\frac{A}{z-z^{-1}}]+ \exp[ \frac{B}{(z-z^{-1})^2}-\frac{A}{z-z^{-1}}] \ \}
where closed contour C is the unit circle,
A=4a\alpha,\ B=8a^2\beta
but I cannot go further.
With the result of @renormalize post #6 for A=0
\int_C \frac{dz}{z} \ \exp[ \frac{B}{(z-z^{-1})^2}]=2\pi i \ erfc (\frac{\sqrt{B}}{2})
It seems as if ##erfc (\frac{\sqrt{B}}{2})## is the residue at pole z=0. An interesting relation.
 
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anuttarasammyak said:
For ##\alpha=\beta=0, I=\frac{\pi}{2a}## which is an upper limit of the integral.
This is correct.

The definite integral can be solved analytically by using the substitution method when ## \alpha=\beta=0 ## and ## a\gt0 ##.

## \begin{align}
I&=\int_{a}^{\infty}\frac{\cos(2\alpha x)}{x\sqrt{x^2-a^2}}e^{-2\beta x^2}dx&\nonumber\\
&=\int_{a}^{\infty}\frac{1}{x\sqrt{x^2-a^2}}dx\nonumber
\end{align} ##

## \begin{align}
&t^2=\frac{x^2}{a^2}-1\nonumber\\
& tdt=\frac{x}{a^2}dx\nonumber\\
&|_{a}^{\infty}\to|_{0}^{\infty}\nonumber
\end{align} ##

## \begin{align}
I&=\frac{1}{a}\int_{0}^{\infty}\frac{1}{t^2+1}dt\nonumber\\
&=\frac{1}{a}\arctan t|_{0}^{\infty}\nonumber\\
&=\frac{\pi}{2a}\nonumber
\end{align} ##

By the way, I still believe that the problem can not be solved analytically when ## a ##, ## \alpha ## and ## \beta ## are positive real numbers.
 
Gavran said:
By the way, I still believe that the problem can not be solved analytically when ## a ##, ## \alpha ## and ## \beta ## are positive real numbers.
As long as we're posting simpler integrals that can be done, I'd like to nominate:$$\intop_{a}^{\infty}\frac{e^{-2\beta x^{2}}}{x\sqrt{x^{2}-a^{2}}}dx=\frac{\pi}{2a}\text{erfc}\left(\sqrt{2\beta}\,a\right)\quad\left(a>0,\beta>0\right)$$(courtesy of Mathematica)
But I see no way to leverage this result to analytically evaluate the OP's original integral.
 
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Thank you very much for all the replies! Indeed it is a very difficult problem. I find that Mathematica can also give an exact result if I omit the exponential term.
 
renormalize said:
As long as we're posting simpler integrals that can be done, I'd like to nominate:$$\intop_{a}^{\infty}\frac{e^{-2\beta x^{2}}}{x\sqrt{x^{2}-a^{2}}}dx=\frac{\pi}{2a}\text{erfc}\left(\sqrt{2\beta}\,a\right)\quad\left(a>0,\beta>0\right)$$(courtesy of Mathematica)
But I see no way to leverage this result to analytically evaluate the OP's original integral.
Thanks, but the cosine term is important for my case, as my problem has oscillatory behaviour
 
I'm not sure if this will be useful for your purposes, but here’s an expansion in ##\alpha##:

\begin{align*}
I & = \int_a^\infty \dfrac{\cos (2 \alpha x)}{x \sqrt{x^2-a^2}} e^{- 2 \beta x^2} dx
\nonumber \\
& = \int_a^\infty \dfrac{\sum_{n=0}^\infty \frac{1}{{(2n)}!} (-1)^n (2 \alpha x)^{2n}}{x \sqrt{x^2-a^2}} e^{- 2 \beta x^2} dx
\nonumber \\
& = \sum_{n=0}^\infty \frac{1}{{(2n)}!} (-1)^n (2 \alpha)^{2n} \int_a^\infty \dfrac{x^{2n}}{x \sqrt{x^2-a^2}} e^{- 2 \beta x^2} dx
\nonumber \\
& = \sum_{n=0}^\infty \frac{1}{{(2n)}!} (-1)^n (2 \alpha)^{2n} \cdot \frac{(-1)^n}{2^n} \frac{\partial^n}{\partial \beta^n} \int_a^\infty \dfrac{e^{- 2 \beta x^2}}{x \sqrt{x^2-a^2}} dx
\nonumber \\
& = \frac{\pi}{2a} \sum_{n=0}^\infty \frac{1}{{(2n)}!} \left( 2 \alpha^2 \right)^n \frac{\partial^n}{\partial \beta^n} \text{erfc} (\sqrt{2 \beta} a)
\nonumber \\
& = \frac{\pi}{2a} \sum_{n=0}^\infty \frac{1}{{(2n)}!} \left( 2 \alpha^2 \right)^n \frac{2}{\sqrt{\pi}} \frac{\partial^n}{\partial \beta^n} \int_{\sqrt{2 \beta} a}^\infty e^{- t^2} dt
\nonumber \\
& = \frac{\pi}{2a} \sum_{n=0}^\infty \frac{1}{{(2n)}!} \left( 2 \alpha^2 \right)^n \frac{2}{\sqrt{\pi}} \frac{\partial^n}{\partial \beta^n} \frac{1}{2} \int_{2 \beta a^2}^\infty e^{- u} \frac{du}{\sqrt{u}}
\nonumber \\
& = \frac{\pi}{2a} \text{erfc} (\sqrt{2 \beta} a) - \sqrt{\pi} a \sum_{n=1}^\infty \frac{2^n}{{(2n)}!} \alpha^{2n} \frac{\partial^{n-1}}{\partial \beta^{n-1}} \frac{e^{- 2 \beta a^2}}{\sqrt{2 \beta a^2}}
\end{align*}

For those interested, here’s a method to prove the integral: ##I=\int_a^\infty \dfrac{e^{- 2 \beta x^2}}{x \sqrt{x^2-a^2}} dx = \frac{\pi}{2a} \text{erfc} (\sqrt{2 \beta} a)## :

Use ##u^2=x^2-a^2##, then

\begin{align*}
I & = e^{- 2 \beta a^2} \int_0^\infty \dfrac{e^{- 2 \beta u^2}}{u \sqrt{u^2+a^2}} \frac{udu}{\sqrt{u^2+a^2}}
\nonumber \\
& = e^{- 2 \beta a^2} \int_0^\infty \dfrac{e^{- 2 \beta u^2}}{u^2+a^2} du
\end{align*}

Then use ##\frac{1}{u^2+a^2}= \int_0^\infty e^{- (u^2+a^2) s} ds##:

\begin{align*}
I & = e^{- 2 \beta a^2} \int_0^\infty e^{- 2 \beta u^2} \int_0^\infty e^{- (u^2+a^2) s} ds du
\nonumber \\
& = e^{- 2 \beta a^2} \int_0^\infty e^{- a^2 s} \int_0^\infty e^{- u^2 (s+ 2 \beta)} du ds
\nonumber \\
& = e^{- 2 \beta a^2} \int_0^\infty e^{- a^2 s} \int_0^\infty e^{- u^2} \frac{du}{\sqrt{s+ 2 \beta}} ds
\nonumber \\
& = e^{- 2 \beta a^2} \frac{\sqrt{\pi}}{2} \int_0^\infty \frac{e^{- a^2 s}}{\sqrt{s+ 2 \beta}} ds
\end{align*}

Use ##t=\sqrt{s+ 2 \beta}##, then ##dt = \frac{ds}{2 \sqrt{s+ 2 \beta}}## and:

\begin{align*}
I & = e^{- 2 \beta a^2} \sqrt{\pi} \int_{\sqrt{2 \beta}}^\infty e^{- a^2 (t^2 - 2 \beta)} dt
\nonumber \\
& = \sqrt{\pi} \int_{\sqrt{2 \beta}}^\infty e^{- a^2 t^2} dt
\nonumber \\
& = \frac{\sqrt{\pi}}{a} \int_{\sqrt{2 \beta} a}^\infty e^{- t^2} dt
\nonumber \\
& = \frac{\pi}{2a} \text{erfc} (\sqrt{2 \beta} a) .
\end{align*}
 
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  • #10
Thank you very much for your effort! It provides more insight to the question.
 
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  • #11
anuttarasammyak said:
for a>0 ##\beta \neq 0## if not mistaken
I=\frac{e^{-\frac{\alpha^2}{2\beta}}}{a}\ Re \int_0^\frac{\pi}{2} d\theta \ \ e^{-2\beta a^2(cosec\ \theta-i\frac{\alpha}{2\beta a})^2}
For ##\alpha=\beta=0, I=\frac{\pi}{2a}## which is an upper limit of the integral.

[EDIT]
I=\frac{1}{8ai}\int_C \frac{dz}{z} \{ \ \exp[ \frac{B}{(z-z^{-1})^2}+\frac{A}{z-z^{-1}}]+ \exp[ \frac{B}{(z-z^{-1})^2}-\frac{A}{z-z^{-1}}] \ \}
where closed contour C is the unit circle,
A=4a\alpha,\ B=8a^2\beta
but I cannot go further.
With the result of @renormalize post #6 for A=0
\int_C \frac{dz}{z} \ \exp[ \frac{B}{(z-z^{-1})^2}]=2\pi i \ erfc (\frac{\sqrt{B}}{2})
It seems as if ##erfc (\frac{\sqrt{B}}{2})## is the residue at pole z=0. An interesting relation.
The function ##\exp [\frac{B}{(z-z^{-1})^2}] = \exp [\frac{B z^2}{(1-z^2)^2}]## doesn't seem to be singular at ##z=0##. The poles appear to be on the contour ##C## at ##z = \pm 1## instead.

Additionally, the result of expanding ##\exp [\frac{B z^2}{(1-z^2)^2}]## and dealing with each term at a time: ##\frac{1}{4ai} \int_C \frac{dz}{z} \exp [\frac{B z^2}{(1-z^2)^2}] = \frac{1}{4ai} \sum_{n=0}^\infty \frac{B^n}{n!} \oint_C \frac{dz}{z} \frac{z^{2n}}{(1-z^2)^{2n}}## couldn't match the Taylor series you would be aiming for, which is:

\begin{align*}
\frac{\pi}{2a} \text{erfc} (\sqrt{B}/2) & = \frac{\pi}{2a} (1-\text{erf} (\sqrt{B}/2) ) = \frac{\pi}{2a} (1- \frac{2}{\sqrt{\pi}} \int_0^{\sqrt{B}/2} e^{-t^2} dt)
\nonumber \\
& = \frac{\pi}{2a} (1-\frac{2}{\sqrt{\pi}}\sum_{n=0}^\infty \frac{(-1)^n}{n!} \int_0^{\sqrt{B}/2} t^{2n} dt)
\nonumber \\
& = \frac{\pi}{2a} (1-\frac{2}{\sqrt{\pi}}\sum_{n=0}^\infty \frac{(-1)^n}{n!} \left[ \frac{t^{2n+1}}{2n+1} \right]_0^{\sqrt{B}/2})
\nonumber \\
& = \frac{\pi}{2a} - \frac{\sqrt{\pi}}{2a} \sqrt{B} \sum_{n=0}^\infty \frac{(-1)^n}{2^n n! (2n+1)} B^n
\end{align*}

because of the factor of ##\sqrt{B}## outside the sum. This means you can't evaluate your complex contour integral by first expanding the exponential. It would be interesting to see how to deal with these issues.

Expanding the exponetial your ##\theta## integral doesn't work as you get divergent integrals:

I agree with your ##\theta## integral. However, putting ##\alpha=0## in your integral representation, and then expanding the exponetial would give:

\begin{align*}
I & = \frac{1}{a} Re \int_0^{\pi/2} e^{-2 \beta a^2 cosec^2 \theta} d \theta
\nonumber \\
& = \frac{1}{a} \sum_{n=0}^\infty \frac{(-1)^n (2 \beta a^2)^n}{n!} \int_0^{\pi/2} cosec^{2n} \theta d \theta
\nonumber \\
& = \frac{\pi}{2a} + \frac{1}{a} \sum_{n=0}^\infty \frac{(-1)^{n+1} (2 \beta a^2)^{n+1}}{(n+1)!} \int_0^{\pi/2} cosec^{2n+2} \theta d \theta
\nonumber \\
& = \frac{\pi}{2a} + 2 a \beta \sum_{n=0}^\infty \frac{(-1)^{n+1}}{(n+1)!} (2 \beta a^2)^n \int_0^{\pi/2} cosec^{2n+2} \theta d \theta
\end{align*}

but the Talyor series expansion for ##\frac{\pi}{2a} \text{erfc} (\sqrt{2 \beta} a)## is ##\frac{\pi}{2a} - \sqrt{2 \pi}\sqrt{\beta} \sum_{n=0}^\infty \frac{(-1)^n}{n! (2n+1)} (2 \beta a^2)^n##. We get the same issue as before, that there is a ##\sqrt{\beta}## outside the sum.

The reason this approach can't work is because all the cosec integrals diverge: First, ##\frac{d}{d \theta} \cot \theta = - cosec^2 \theta## implies

\begin{align*}
\int_0^{\pi/2} cosec^2 \theta d \theta = \left[ - \cot \theta \right]_0^{\pi/2} = \infty
\end{align*}

Then as ##cosec^2 \theta < cosec^{2n+2} \theta## implies that ##\infty = \int_0^{\pi/2} cosec^2 \theta d \theta < \int_0^{\pi/2} cosec^{2n+2} \theta d \theta##.

Noting

\begin{align*}
\infty = \frac{1}{2^{2n}} \int_0^{2\pi} cosec^{2n} \theta d \theta = \oint_C \frac{dz}{z} \frac{z^{2n}}{(1-z^2)^{2n}}
\end{align*}

and ignoring the issue of poles on the contour, the contour integral diverges, which is why expanding the exponential ##\frac{1}{4ai} \int_C \frac{dz}{z} \exp [\frac{B z^2}{(1-z^2)^2}]##doesn't work.

I agree with your ##\theta## integral:

A minor point: I get the same answer as you did for their integral expression: Using ##x=a cosec \theta##

\begin{align*}
I & = e^{-\alpha^2/2\beta} Re \int_a^\infty \frac{e^{-2 \beta (x - i \alpha/2\beta)^2}}{x \sqrt{x^2-a^2}} dx
\nonumber \\
& = e^{-\alpha^2/2\beta} Re \int_{\pi/2}^0 \frac{e^{-2 \beta (a cosec \theta - i \alpha/2\beta)^2}}{a^2 cosec \theta \cot \theta} \cdot - a \cot \theta cosec \theta d \theta
\nonumber \\
& = \frac{e^{-\alpha^2/2\beta}}{a} Re \int_0^{\pi/2} e^{-2 \beta a^2 (cosec \theta - i \alpha/2a\beta)^2} d \theta
\end{align*}

I'm not quite getting the same result as you for the next part:

\begin{align*}
I & = \frac{e^{-\alpha^2/2\beta}}{2a} (\int_0^{\pi/2} e^{-2 \beta a^2 (cosec \theta - i \alpha/2a\beta)^2} d \theta + \int_0^{\pi/2} e^{-2 \beta a^2 (cosec \theta + i \alpha/2a\beta)^2} d \theta)
\nonumber \\
& = \frac{e^{-\alpha^2/2\beta}}{4a} (\int_0^\pi e^{-2 \beta a^2 (cosec \theta - i \alpha/2a\beta)^2} d \theta + \int_\pi^{2\pi} e^{-2 \beta a^2 (cosec \theta - i \alpha/2a\beta)^2} d \theta)
\nonumber \\
& = \frac{e^{-\alpha^2/2\beta}}{4a} \int_0^{2\pi} e^{-2 \beta a^2 (cosec \theta - i \alpha/2a\beta)^2} d \theta
\nonumber \\
& = \frac{e^{-\alpha^2/2\beta}}{4a i} \oint_C e^{- 2 \beta a^2 (2i(z-z^{-1})^{-1} - i \alpha/2a\beta)^2} \frac{d z}{z}
\nonumber \\
& = \frac{1}{4a i} \oint_C e^{8\beta a^2 [(z-z^{-1})^2 + (z-z^{-1}) \alpha/2a\beta)} \frac{d z}{z}
\nonumber \\
& = \frac{1}{4a i} \oint_C \frac{d z}{z} \exp [8\beta a^2 (z-z^{-1})^{-2} + 4 a \alpha (z-z^{-1})^{-1}]
\nonumber \\
& = \frac{1}{4a i} \oint_C \frac{d z}{z} \exp [\frac{B}{(z-z^{-1})^2} + \frac{A}{(z-z^{-1})}]
\end{align*}

where I have used ##cosec \theta## is symmetric around ##\pi/2##, ##cosec (\theta+\pi)=-cosec \theta##, and put aside subtlies about poles being on the contour.
 
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  • #12
@julian Thank you so much for fully detailed consideration.
What I had thought. z-z^{-1} is pure imaginary for z on C, so exp of B does not diverge but goes to zero at ##z=\pm 1##. So they do not seem to be singularities. But I do not know how to use it.
 
  • #13
But if you put

\begin{align*}
e^{i \theta} - e^{-i \theta} = 2 i \sin \theta = 0
\end{align*}

##\theta=0## and ##\theta=\pi## are clearly solutions.
 
  • #14
I would say
exp[\frac{B}{(2i \sin\theta)^2}]=exp[-\frac{B}{4 \sin^2\theta}]
It goes to zero when approaching to ##\theta=0,\pi##.
 
  • #15
Oh, I see. Accumulated fatigue from the past few days.
 
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