Section 5.

3 Improper Integrals Involving Rational and Exponential Functions 299

! 2π
dθ 2π
11. = √ , 0 < |a| < 1.
0 1 + a cos θ 1 − a2
! #
2π
sin2 θ 2π " $
12. dθ = 2 a − a2 − b2 , 0 < |b| < a.
0 a + b cos θ b
! 2π
dθ 2π
13. =√ √ , 0 < a.
0 a + b cos θ
2
a a+b
! 2π
dθ 2π
14. = √ √ , 0 < a.
0 a + b sin2 θ a a+b
! 2π
dθ 2π
15. = √ , a2 + b2 < c2.
0 a cos θ + b sin θ + c c − a2 − b2
2

! 2π
dθ 2π
16. = # , 0 < c < a, c < b.
0 a cos2 θ + b sin2 θ + c (a + c)(b + c)

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

! b ! ∞
(1) f (x) dx and f (x) dx,
−∞ a

where in each case f is continuous in the interval of integration and at

its finite endpoint. These are called improper " ∞integrals, because the in-
terval of integration is infinite. The integral a f (x) dx is convergent if
"b "b
limb→∞ a f (x) dx exists as a finite number. Similarly, −∞ f (x) dx is con-
"b
vergent if lima→−∞ a f (x) dx exists as a finite 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 infinite, but here it is
infinite in both the positive"and negative direction.
"0 Such an integral is said
∞
to be convergent if both 0 f (x) dx and −∞ 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.

! ∞ ! 0 ! b
(2) f (x) dx = lim f (x) dx + lim f (x) dx.
−∞ a→−∞ a b→∞ 0

"∞
We define the Cauchy principal value of the integral −∞ f (x) dx to be
(Figure 2)
! ∞ ! a
(3) P.V. f (x) dx = lim f (x) dx, if the limit exists.
−∞ a→∞ −a

The Cauchy principal value of an integral

" a may exist even though the integral
itself is not convergent. For example, −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
"0 "a
because lima→∞ −a f (x) dx and lima→∞ 0 f (x) dx both exist, and so
! ∞ ! a
Figure 2 The Cauchy princi-
pal value of the integral. P.V. f (x) dx = lim f (x) dx
−∞ a→∞ −a
#! 0 ! a $
= lim f (x) dx + f (x) dx
a→∞ −a 0
! 0 ! a
= lim f (x) dx + lim f (x) dx
a→∞ −a a→∞ 0
! ∞
= 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 infinite series. We omit the proof.
 Section 5.3 Improper Integrals Involving Rational and Exponential Functions 301

"B
PROPOSITION 1 Let A f (x) dx represent an improper integral as in (1), where A = −∞ or
INEQUALITIES FOR B = ∞."B "B
IMPROPER (i)
%" If A |f (x)|
% "dx is convergent, then A f (x) dx is convergent and we have
INTEGRALS % B % B
% A f (x) dx% ≤ A |f (x)| dx.
"B
(ii) If |f (x)| ≤ g(x) for all A < x < B
% and A g(x)
% dx is convergent, then
"B %" B % "B
A f (x) dx is convergent and we have % A f (x) dx% ≤ 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 ! ∞
x2
I= dx.
−∞ x + 1
4

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
2 2
finite interval, say [−1, 1], is convergent. For |x| ≥ 1, we have x4x+1 ≤ xx4 = x12 ,
%∞ %∞ 2
and since 1 x12 dx is convergent, it follows by Proposition 1 that 1 x4x+1 dx and
% −1 x2 % ∞ x2
−∞ x4 +1
dx are convergent. Thus −∞ x4 +1 dx is convergent, and so
! ∞ ! R
x2 x2
(4) dx = lim dx.
−∞ x4 + 1 R→∞ −R x4 + 1

Step 2: Set up the contour integral. We will replace x by z and consider the function
2
f(z) = z4z+1 . The general guideline is to integrate this function over a contour that
%R 2
consists partly of the interval [−R, R], so as to recapture the integral −R x4x+1 dx
as part of the contour integral on γR . Choosing the appropriate contour is not
2
obvious in general. For a rational function, such as x4x+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 γR as in Figure 3 will work. Since
γR consists of the interval [−R, R] followed by the semi-circle σR , using the additive
property of path integrals (Proposition 2(iii), Section 3.2), we write
! ! !
(5) IγR = f(z) dz = f(z) dz + f(z) dz = IR + IσR .
γR [−R, R] σR

2
For z = x in [−R, R], we have f(z) = f(x) = x4x+1 and dz = dx, and so IR =
% R x2
−R x4 +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, IγR and IσR , in (5). Our strategy is as follows. In Step 3, we compute
IγR by the residue theorem; and in Step 4, we show that limR→∞ IσR = 0. This
Figure 3 The path and poles
for the contour integral in Ex-
ample 1.
 302 Chapter 5 Residue Theory

will give us the necessary ingredients to complete the solution in Step 5.

2
Step 3: Compute IγR by the residue theorem. For R > 1, the function f(z) = z4z+1
has two poles inside γR . These are the roots of z 4 + 1 = 0 in the upper half-plane.
To solve z 4 = −1, we write −1 = eiπ ; then using the formula for the nth roots from
Section 1.3, we find the four roots

1+i −1 + i −1 − i 1−i
z1 = √ , z2 = √ , z3 = √ , z4 = √
2 2 2 2

(see Figure 3). Since these are simple roots, we have simple poles at z1 and z2 and
the residues there are (Proposition 1(ii), Section 5.1)
& & & √
z2 & z 2 && 1 && 2 1−i
&
Res (z1 ) = d 4 & = 3&
= & = = √ ,
dz (z + 1) & 4z z=z1 4z z=z1 4(1 + i) 4 2
z=z1

and similarly &

1 && −1 − i
Res (z2 ) = = √ .
4z &z=z2 4 2
So, by the residue theorem, for all R > 1
!
z2 " $ −2i π
(6) IγR = dz = 2πi Res (z1 ) + Res (z2 ) = 2πi √ = √ .
γR z +1
4
4 2 2

Step 4: Show that limR→∞ IσR = 0. For z on σR , we have |z| = R, and so

& 2 &
& z & 2
& &≤ R
& z 4 + 1 & R4 − 1 = MR .

Appealing to the integral inequality (Theorem 2, Section 3.2), we have

&! &
& z2 & 2
|IσR | = && dz & ≤ l(σR )MR = πR R =
π
→ 0, as R → ∞.
&
σR z + 1 R −1 R − 1/R3
4 4

Step 5: Compute the improper integral. Using (5) and (6), we obtain
π
√ = IR + IσR .
2
%∞ x2
Let R → ∞, then IR → −∞ x4 +1
dx and IσR → 0, and so
! ∞
x2 π
dx = √ . !
−∞ x +1
4
2

In Example 1, we could have used the contour γR $

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

negative in order to coincide with the orientation of the interval [−R, R].
Figure 4 An alternative path The five steps that we used in the solution of Example 1 can be used to
for the integral in Example 1. prove a the following geberal result.
 Section 5.3 Improper Integrals Involving Rational and Exponential Functions 303

p(x)
PROPOSITION 2 Let f (x) = q(x) be a rational function with degree q(x) ≥ 2 + degree p(x),
INTEGRALS OF and let σR denote an arc of the circle centered at 0 with radius R > 0. Then
RATIONAL %! %
% p(z) %%
FUNCTIONS (7) lim % dz % = 0.
R→∞ % σ q(z)
R

Moreover, if q(x) has no real roots and z1 , z2, . . . , zN denote all the poles
p(z)
of q(z) in the upper half-plane, then

! ∞ N
&
p(x) ' p(z) (
(8) dx = 2πi Res , zj .
−∞ q(x) q(z)
j=1

Here is a straightforward application.

EXAMPLE 2 Improper integral of a rational function

Evaluate ! ∞
1
dx.
−∞ (x2 + 1)(x2 + 4)
Solution The integrand satisfies the two conditions of Proposition 2: degree q(x) =
4 ≥ 2 + degree p(x) = 2, and the denominator q(x) = (x2 + 1)(x2 + 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 (z2 +1)(z
1
2 +4) has simple poles at i and 2i in the upper half-plane (Fig-

ure 5). The residues there are

Figure 5 The path and poles 1 1 i
Res (i) = lim(z − i) = =−
for the contour integral in Ex- z→i (z − i)(z + i)(z 2 + 4) (2i)(−1 + 4) 6
ample 2.
and
1 i
Res (2i) = lim (z − 2i) = .
z→2i (z 2 + 1)(z − 2i)(z + 2i) 12
According to (8),
! ∞
1 " i i $ π
dx = 2πi − + = . !
−∞ (x2 + 1)(x + 4)
2 6 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
! ∞
eax
dx, where a < b, and c > 0.
−∞ e + c
bx
304 Chapter 5 Residue Theory

Since c > 0 and eax > 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 α be a real number > 1. Establish the identity
! ∞
ex π
(9) αx + 1
dx = π .
0 e α sin α

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

π
eαz = −1 = eiπ ⇔ αz = iπ +2kπi ⇔ zk = (2k +1) i, k = 0, ±1, ±2, . . . .
α
ez
Thus f(z) = eαz +1
has infinitely many poles at zk , all lying on the imaginary axis
(Figure 6).
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 infinitely 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 γR consisting of the paths γ1 , γ2 , γ3 , and γ4 , as in Figure 6, and let Ij
denote the path integral of f(z) over γj (j = 1, . . . , 4). As R → ∞, γR will expand
in the horizontal direction, but the length of the vertical sides remains fixed at 2π
α
.
To understand the reason for our choice of the vertical length, let us consider I1
and I3 . On γ1 , we have z = x, dz = dx,
! R
ex
(10) I1 = dx,
Figure 6 The path and poles −R e
αx +1
for the contour integral in Ex-
ample 3. and so I1 converges to the desired integral I as R → ∞. On γ3 , we have z = x+i 2π
α ,
dz = dx, and using the 2πi-periodicity of the exponential function, we get
! −R 2π ! R
ex+i α 2π ex 2π
(11) I3 = 2π dx = −e α i
αx + 1
dx = −e α i I1 .
R eα(x+i α )
+1 −R e

This last equality explains the choice of the vertical sides: They are chosen so that
the integral on the returning horizontal side γ3 is equal to a constant multiple of
the integral on γ1 . From here the solution is straightforward.
Step 3: Applying the residue theorem. From Step 2, we have only one pole of f(z)
inside γR at z0 = α π
i. Since eαz + 1 has a simple root, this is a simple pole. Using
Proposition 1(ii), Section 5.1, we find
π π π
" ez π $ eαi eαi eαi
Res , i = = =− ,
e +1 α
π
αz α i αe iπ α
αe α
and so by the residue theorem
! π
ez " ez π $ eαi
(12) I1 + I2 + I3 + I4 = dz = 2πi Res αz , i = −2πi .
γR e +1
αz e +1 α α
 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 I2 ,
z = R + iy (0 ≤ y ≤ 2π
α ) on γ2 , hence |e | = |e
αz
e | = eαR ,
αR iαy

1 1
|eαz + 1| ≥ |eαz | − 1 = eαR − 1 ⇒ ≤ αR ,
|eαz+ 1| e −1
and so for z on γ2
& & & R+iy &
& ez & &e & eR 1
&
|f(z)| = & αz &≤ = = (α−1)R .
e + 1& eαR − 1 eαR − 1 e − e−R
Consequently, by the M L-inequality for path integrals,
&! & 2π
& ez & l(γ2 )
|I2 | = && dz &≤ = α
→ 0, as R → ∞.
γ2 eαz + 1 & e(α−1)R − e−R e(α−1)R − e−R

The proof that I4 → 0 as R → ∞ is done similarly; we omit the details.

Step 5: Compute the desired integral (9). Using (10), (11), and (12), we find that
π
" 2π $ eαi
I1 1 − e α i + I2 + I4 = −2πi .
α
Letting R → ∞ and using the result of Step 4, we get
! ∞ π
" 2π $ ex eαi
1−e αi αx + 1
dx = −2πi ,
−∞ e α

and after simplifying

! ∞
ex 2πi π
dx = " π i π $ = ,
−∞ eαx + 1 α e α − e− α i α sin πα

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
! ∞
dx
(13) 3+1
.
0 x
This integral can be reduced to an integral invovling expoential functions,
by using the substitution x = et . We outline this useful technique in the
following example.

EXAMPLE 4 The substitution x = et

Establish the identity
! ∞
1 π
(14) α+1
dx = π , α any real number > 1.
0 x α sin α

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 xα1+1 ≤ x1α ,
306 Chapter 5 Residue Theory

%∞
and the integral is convergent since 1 x1α dx < ∞.
Step 2: Apply the substitution x = et . Let x = et , dx = et dt, and note that as x
varies from 0 to ∞, t varies from −∞ to ∞, and so
! ∞ ! ∞ ! ∞
1 et ex
I= dx = dt = dx,
0 xα + 1 −∞ e
αt + 1
−∞ e
αx + 1

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. !
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 xln x
4 +1 dx. The
Figure 7 Splitting an im-
integral is improper because the interval is infinite and because the integrand
proper integral. tends to −∞ as x ↓ 0. To define the convergence of such integrals, we follow
the general procedure of taking all one-sided limits one at a time. Thus
(Figure 7)
! ∞ ! 1 ! b
ln x ln x ln x
4+1
dx = lim 4+1
dx + lim 4+1
dx.
0 x "↓0 " x b→∞ 1 x
It is not difficult to show that both limits exist and hence that the integral
converges. We will use the substitution x = et to solve the problem. If you
like, you could instead check the convergence after changing variables.

EXAMPLE 5 An integral involving ln x

Derive
! ∞
ln x π2
(15) dx = − √ .
0 x4 +1 8 2
Solution Let x = et , ln x = t, dx = et dt. This transforms the integral into
! ∞ ! ∞
t xex
et
dt = dx,
−∞ e + 1 +1
4t 4x
−∞ e

where we have renamed the variable x, just for convenience. In evaluating this
zez
integral, we will integrate f(z) = e4z +1
over the rectangular contour γR in Figure 8,
Figure 8 The path and poles and let Ij denote the integral of f(z) on γj . Here again, we chose the vertical sides
for the contour integral in Ex- of γR so that on the returning path γ3 the denominator equals to e4x + 1. As we
ample 4. will see% momentarily, this will enable us to relate I3 to I1 . Let us now compute
IγR = γR f(z) dz. As you can check, f(z) has one (simple) pole at z = i π4 inside
γR . By Proposition 1(ii), Section 5.1, the residue there is
π
" zez π $ i π4 ei 4 iπ(1 + i)
Res ,i = =− √ .
e +1 4
4z 4eiπ 16 2
So by the residue theorem
' (
iπ(1 + i) π2 (1 + i)
(16) IγR = 2πi − √ = √ = I1 + I2 + I3 + I4 .
16 2 8 2
 Section 5.3 Improper Integrals Involving Rational and Exponential Functions 307

Moving to each Ij (j = 1, . . . , 4), we have

! ! R
zez xex
I1 = dz = dx.
γ1 e4z + 1 −R e4x + 1
iπ
On γ3 , z = x + i π2 , dz = dx, so using e 2 = i, we get
! ! −R π
zez (x + i π2 )ex ei 2
I3 = 4z + 1
dz = dx
γ3 e R e4x + 1
! R !
xex π R ex
= −i 4x + 1
dx + dx
−R e 2 −R e4x + 1
!
π R ex
= −iI1 + dx.
2 −R e4x + 1

To show that I2 and I4 tend to 0 as R → ∞, we proceed as in Step 5 of Example 3.

For z = R + iy (0 ≤ y ≤ π2 ) on γ2 , we have |z| ≤ R + y ≤ R + π2 , and so, as in
Example 3,
& & & &
& zez &
& &
& ez &
& & ≤ (R + π ) e
R R + π2
|f(z)| = & 4z = |z| = .
e + 1& & e4z + 1 & 2 e4R − 1 e3R − e−R

Consequently, by the M L-inequality for path integrals

&! &
& zez & l(γ2 )(R + π2 ) 2 (R + 2 )
π π
&
|I2 | = & dz &≤ = → 0, as R → ∞.
4z + 1 & e3R − e−R e3R − e−R
γ2 e

The proof that I4 → 0 as R → ∞ is done similarly; we omit the details. Substituting

our finding into (16) and taking the limit as R → ∞, we get
) ! *
π2(1 + i) π R ex
√ = lim I1 + I2 − iI1 + dx + I4
8 2 R→∞ 2 −R e + 1
4x
! ∞ !
xex
π ∞ ex
= (1 − i) dx + dx.
−∞ e
4x +1 2 −∞ e + 1
4x

% ∞ xex π√2
Taking imaginary parts of both sides, we obtain our answer −∞ e4x +1 dx = − 8 2 .
If we take real parts of both sides we get the value of the integral in (14) that
corresponds to α = 4. !
The substitution x = et is also useful even when we do not use complex
methods to evaluate the integral in t. For example,
! ∞ ! ∞
ln x tet
dx = dt = 0
0 x2 + 1 −∞ e + 1
2t

tet
since the integral is convergent and the integrand e2t +1
= t
et +e−t
is an odd
function of t.
Exercises 5.3
308 Chapter 5 Residue Theory

In Exercises 1–8, evaluate the given improper integral by the method of Example 1.
! ∞ ! ∞
dx π dx π
1. 4+1
= √ 2. 4 + x2 + 1
= √
−∞ x 2 −∞ x 3
! ∞ ! ∞
dx π dx π
3. = 4. =
−∞ (x 2 + 1)(x4 + 1) 2 −∞ (x − i)(x + 3i) 2
! ∞ ! ∞
dx 3π dx 3π
5. = 6. = √
−∞ (x 2 + 1)3 8 −∞ (x 4 + 1)2
4 2
! ∞ ! ∞
dx π dx π
7. = i 8. =
−∞ (4x 2 + 1)(x − i) 3 −∞ (x + i)(x − 3i) 2
In Exercises 9–12, evaluate the given improper integral by the method of Example 3.
! ∞ ! ∞
ex 2π 1 π
9. 3x + 1
dx = √ 10. dx = √
−∞ e 3 3 −∞ 3ex + e−x
2 3
! ∞ ! ∞
xex eax π
11. dx = 0 12. dx = (0 < a < b)
−∞ e
2x +1 −∞ e
bx +1 b sin πa
b
In Exercises 13–20, 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.
! ∞ ! ∞
dx 2π dx (2n)!
13. = √ 14. = 2n π
0 x +1
3
3 3 −∞ (1 + x )
2 n+1 2 (n!)2
! ∞ ! ∞
x π x π
15. dx = " $ 16. dx = " $ (α > 2)
0 x +1
5 5 sin 5 2π
0 x +1
α
α sin 2πα
! ∞ √ ! ∞ α
x π x πα
17. dx = 18. dx = (−1 < α < 1)
0 x 3+1 3 0 (x + 1) 2 sin πα
! ∞ 2 x ! ∞
x e π3 x ln(2x) 2π2 2π ln 2
19. dx = 20. dx = + √
0 e +1
2x 16 0 x +1
3 27 3 3
! ∞ ! ∞
ln(2x) π ln(ax) π
21. dx = ln 2 22. dx = ln(ab) (a, b > 0)
0 x +4
2 2 0 x +b
2 2 2b
! ∞" $2 ! ∞
(ln x)2 10 π3
ln x π3
23. dx = 24. dx = √
0 x2 + 1 8 0 x +1
3
81 3
25. Use the contour γR in Figure 9 to evaluate
! ∞
1
3+1
dx.
0 x
2π
[Hint: IγR = I1 + I2 + I3 ; I3 = −ei 3 I1 ; and I2 → 0 as R → ∞.]
26. Follow the steps in Example 1 to prove Proposition 2.
Figure 9 The path and poles 27. A property of the gamma function. (a) Show that for 0 < α < 1,
for the contour integral in Ex- ! ∞
ercise 21. xα−1 π
dx = .
0 1+x sin πα