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I want to show that for positive $a$

$$\int_{-\infty}^{\infty}{\frac{\cos(x)}{x^2+a^2}} dx = \frac{\pi e^{-a}}{a}$$

I'm not even sure how to define a smart contour… I guess it can't be a half circle, since $\cos(z)$ is unbounded for big imaginary parts. If I take a rectangle, then the vertical lines will have no impact in the limit since $\cos(z)$ is bounded there and $\frac{1}{z^2}$ decreases rapidly, but for the "way back" i can't find a good choice since the nominator isn't periodic… :(

HDE 226868
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crank
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1 Answers1

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The trick is rather simple, first we evaluate the integral $$\int_{-\infty}^\infty \frac{e^{i x}}{x^2+a^2}dx$$ using half a circle as you suggested, this function has no problem since the $e^{i z}$ is bounded in upper half plane. The residue theorem yields $$\int_{-\infty}^\infty \frac{e^{i x}}{x^2+a^2}dx=2\pi i\frac{e^{-a}}{2ia}=\frac{\pi}{a} e^{-a}$$ Taking real parts of both side give you rhe answer.