11

$$\int_0^{+\infty} \frac{\cos(\pi x)\ \text{d}x}{e^{2\pi \sqrt{x}}-1}$$

First attempt

  • $x\to t^2$

  • Geometric series by writing the denominator as $e^{2\pi t}(1 - e^{-2\pi t})$

  • $\cos(\pi t^2) = \Re e^{i\pi t^2}$

This leads me to

$$2\sum_{k = 0}^{+\infty} \int_0^{+\infty} t e^{i\pi t^2}e^{-\alpha t}\ \text{d}t$$

Where $\alpha = 2\pi (k+1)$.

Now I thought about writing it again as

$$-2\sum_{k = 0}^{+\infty}\frac{d}{d\alpha} \int_0^{+\infty} e^{i\pi t^2}e^{-\alpha t}\ \text{d}t$$

The last integral can be evaluated with the use of the Imaginary Error Function, hence a Special Function method.

Yet it doesn't seem me the best way.

Second Attempt

Basically like the previous one with the difference that

  • $\cos( \cdot )$ stays as it;

  • $\pi t^2 \to z$;

And this brings

$$-\frac{1}{\sqrt{\pi}}\frac{d}{d\alpha} \sum_{k = 0}^{+\infty}\int_0^{+\infty} \frac{\cos(z)}{z} e^{-\alpha \sqrt{\frac{z}{\pi}}}\ \text{d}z$$

But in both cases what I am thinking are just numerical methods. Or at least I could give a try with the stationary phase but... meh.

I don't know if I can use residues for this, actually. Even if taking a look at the initial integral, there is this additional way:

$$\frac{1}{e^{2\pi t} -1} = \frac{1}{(e^{\pi t}+1)(e^{\pi t}-1)}$$

Which for example has a pole at $t = +i$...

But using residues I would obtain

$$\pi \cos(\pi)$$

Where as the correct numerical result (which I checked with Mathematica) is

$$\color{blue}{0.0732233(...)}$$

And it seems there is not a closed form for this.

Any hint/help?

Blue
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Enrico M.
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    I'm not sure I understand: have you found the value of the integral? $\pi \cos(\pi)=-\pi$, which is not the value. Before asking about "a more elegant method" wouldn't it be better to ask for any method that works, or indeed if this integral even has a closed form – Yuriy S Apr 01 '18 at 11:59
  • @YuriyS I am perfectly aware on how to solve it with numerical methods that provide correct result. Hence why to waste time in asking for closed form? I found two ways to proceed without numerical analysis, yet they seem to be pretty tedious. The residues attempt is clearly wrong, according to W. M. hence the question clearly aims to get a method to solve it. It any, then I'll get satisfied with mine. – Enrico M. Apr 01 '18 at 12:04
  • Also some motivation/context on this integral would improve the question. Where did this problem originate, or why is this integral interesting? – Yuriy S Apr 01 '18 at 12:09
  • @YuriyS The contest is irrelevant. If I say "it comes from cosmology" or "from a viscoelasticity problem" it doesn't help. On the other sides, I am asking about an elegant / good way to solve it. The final numerical result seems not to have a closed form, but many times W. M. failed in this, providing only a numerical result whereas a closed form actually exists. So what I am asking is basically this. Also the integral appeared interesting because it's a very interesting calculus problem. And I'm interested in seeing if a cool method to solve it exists! – Enrico M. Apr 01 '18 at 12:35
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    $\int_0^{\infty } \frac{\cos (\pi x)}{\exp \left(2 \pi \sqrt{x}\right)-1} , dx=\frac{1}{4}-\frac{\sqrt{2}}{8}$ – Mariusz Iwaniuk Apr 01 '18 at 12:54
  • @MariuszIwaniuk This is spectacular. Is it exact or just a very good approximation? – Enrico M. Apr 01 '18 at 12:55
  • Actually, I do not know. With help from Maple 2018 identify function. – Mariusz Iwaniuk Apr 01 '18 at 12:59
  • @MariuszIwaniuk So it's exact! Great one! I will then analyse the integral from this new point of view, thanks! – Enrico M. Apr 01 '18 at 13:00
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    I have two more: $\int_0^{\infty } \frac{\cos \left(\frac{\pi x}{2}\right)}{\exp \left(\frac{\pi \sqrt{x}}{2}\right)-1} , dx=\frac{5}{4}-\frac{1}{4} \sqrt{4+2 \sqrt{2}}$ and $\int_0^{\infty } \frac{\cos (\pi x)}{\exp \left(\pi \sqrt{x}\right)-1} , dx=\frac{3}{8}-\frac{\sqrt{2}}{8}$ – Mariusz Iwaniuk Apr 01 '18 at 13:13
  • Ramanujan discussed this and many similar integrals in his paper Some definite integrals connected with Gauss's sums, Messenger of Matelhematics XLIV, 1915 – Paramanand Singh Apr 04 '18 at 07:55
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    See Ramanujan's paper at http://ramanujan.sirinudi.org/Volumes/published/ram12.pdf – Paramanand Singh Apr 04 '18 at 07:59

1 Answers1

20

$$\color{blue}{\int_0^\infty {\frac{{\cos (\pi x)}}{{{e^{2\pi \sqrt x }} - 1}}dx} = \frac{{2 - \sqrt 2 }}{8}}$$

Simple manipulation gives $$\int_0^\infty {\frac{{\cos (\pi x)}}{{{e^{2\pi \sqrt x }} - 1}}dx} = 2\int_0^\infty {\frac{{x\cos (\pi {x^2})}}{{{e^{2\pi x}} - 1}}dx} = \frac{1}{2} \int_0^\infty {\frac{{\sin (\pi {x^2})}}{{{{\sinh }^2}\pi x}}dx} $$ we evaluate the last integral.


Consider the function $$f(z) = \frac{{{e^{i\pi {z^2}}}{e^{2\pi z}}}}{{{{\sinh }^2}\pi z\sinh 2\pi z}}$$ note that $$f(z) - f(z + 2i) = 2\frac{{{e^{i\pi {z^2}}}}}{{{{\sinh }^2}\pi z}}$$

Integrate $f(z)$ around the rectangle with vertices $-R, R, R+2i, -R+2i$, with semicircle indentations at $0$ and $2i$. The indentation at $0$ is above the $x$-axis, while indentation at $2i$ is also above the line $\Im(z) = 2$, denote these two circles as $C_1$ and $C_2$ respectively, both with radius $r$.

Then $$\tag{1} 2\pi i \sum_{k=1}^4 \text{Res}[f(z),\frac{k}{2}i] = 2 \mathcal{P}\mathcal{V} \int_{ - \infty }^\infty {\frac{{{e^{i\pi {z^2}}}}}{{{{\sinh }^2}\pi z}}dz} + \int_{C_1} f(z) dz + \int_{C_2} f(z) dz $$

As $r\to 0$, $$\begin{aligned} \int_{C_1} f(z) dz + \int_{C_2} f(z) dz &= - \int_0^\pi {ri{e^{ix}}\left[ {f(r{e^{ix}}) - f(2i + r{e^{ix}})} \right]dx} \\ &= - \int_0^\pi {\frac{2}{{{\pi ^2}{r^2}{e^{2ix}}}}ri{e^{ix}}dx} + o(1) \\ &= - \frac{4}{{{\pi ^2}r}} + o(1) \end{aligned}$$ where we used the expansion of $f(z)-f(z+2i)$ around $0$. Note the dominant term is real.

Thus $(1)$ becomes $$2\pi i\left( {\frac{1}{\pi } - \frac{1}{{\sqrt 2 \pi }} + \frac{i}{{\sqrt 2 \pi }}} \right) = 2\mathcal{P}\mathcal{V}\int_{ - \infty }^\infty {\frac{{{e^{i\pi {z^2}}}}}{{{{\sinh }^2}\pi z}}dz} - \frac{4}{{{\pi ^2}r}} + o(1)$$

Comparing imaginary part gives $$\int_0^\infty {\frac{{\sin (\pi {x^2})}}{{{{\sinh }^2}\pi x}}dx} = \frac{{2 - \sqrt 2 }}{4} $$


Denote $$I(a) = \int_0^\infty {\frac{{\cos (a\pi x)}}{{{e^{2\pi \sqrt x }} - 1}}dx} $$ then additional values include

$$\begin{aligned}I(2) &= \frac{1}{{16}} \\ I(3) &= \frac{1}{4} - \frac{{\sqrt 2 }}{{24}} - \frac{{\sqrt 6 }}{{18}} \\ I(\frac{1}{2}) &= \frac{1}{{4\pi }} \\ I(\frac{1}{3}) &= 1 - \frac{{3\sqrt 6 }}{8} \\ I(\frac{2}{3}) &= \frac{1}{3} - \frac{{3\sqrt 3 }}{{16}} + \frac{{\sqrt 3 }}{{8\pi }} \end{aligned}$$

In general, $I(r)$ for rational $r$ is algebraic over $\mathbb{Q}(\pi)$.


I just realized the question has been answered here, but that answer is not quite complete.

pisco
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