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I am a bit puzzled by the expression $\displaystyle I=\int_{-\infty}^\infty\frac{\cos x}{1+x^2}\,dx$.

If I try solving it using Cauchy's formula, I arrive to $I=2\pi i \frac{\cos i}{2i} = \pi\cos i$.

EDIT: In detail, I am trying the common trick of calculating the integral over a semi-circumference of radii $r$ and the line from $-r$ to $r$. Since the integral over the semi-circunference goes to zero as r goes to infinity, I can use that to calculate the integral over the real line.

But the result I expected is $\frac{\pi}{e}$, since that is what i get if I first substitute $\cos x$ by $e^{ix}$ in the expression, which should be a legal move since $e^{ix}= \cos x + i \sin x$ and $\sin x$ is an odd function, so its integral from $-\infty$ to $\infty$ is $0$.

What is going on?

Jsevillamol
  • 4,759

1 Answers1

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Yes what you used should be a bit modified as ,

$$ I = \int_{-\infty}^\infty \frac{\cos x}{1+x^2} \, dx = \operatorname{Re} \left(\int_{-\infty}^\infty \frac{e^{ix}}{1+x^2} \, dx\right) $$

Now if you compute the residue you would get the value as $\displaystyle 2\pi i \left(\frac{1}{2ie}\right) = \frac{\pi}{e}$ which is the desired answer using complex analysis.

It is well know example to convert trigo problems in exponential forms so as it vanishes under the semicircular arc.