Example Use contour integration to evaluate the following.

$\displaystyle \int_{0}^{\infty}\frac{x\sin{mx}}{x^2 + 1}$

Answer To solve $\int_{0}^{\infty}\frac{x\sin{mx}}{x^2 + 1}dx$, we consider the following contour $C$: The line $C_1$ which connects $-R$ and $R$, The curve $C_R$ which connects $R$ and $-R$.Then. 

$\displaystyle \int_{C_1}\frac{-ixe^{imx}}{x^2 + 1}dx + \int_{C_R}\frac{-iz e^{imz}}{z^2 + 1}dz = \oint_{C}\frac{-i z e^{imz}}{z^2 + 1}dz$

図 1: Curve$C$
\includegraphics[width=6cm]{COMPFIG/Fig-counter.eps}

Using Residue theorem, we evaluate $\oint_{C}\frac{-i z e^{imz}}{z^2 + 1}dz$$z = \pm i$ are singularities. But $z = -i$ is outside of the curve $C$.Then we find the residue at $z = i$. $z = i$ is the pole of th 1st-order.

$\displaystyle Res[i] = \lim_{z \to i}(z-i)\frac{-iz e^{imz}}{(z+i)(z-i)} = \frac{e^{-m}}{2i} $

Then

$\displaystyle \oint_{C}\frac{-ize^{imz}}{z^2 + 1}dz = 2\pi i\frac{e^{-m}}{2i} = \pi e^{-m}$

Consider the integtal on $C_1$
$\displaystyle \int_{C_1}\frac{-ixe^{imx}}{x^2 + 1}dx$ $\displaystyle =$ $\displaystyle \int_{-R}^{R}\frac{-ixe^{imx}}{x^2 + 1}dx$  
  $\displaystyle =$ $\displaystyle \int_{-R}^{0}\frac{-ixe^{imx}}{x^2 + 1}dx + \int_{0}^{R}\frac{-ixe^{imx}}{x^2 + 1}dx$  
  $\displaystyle =$ $\displaystyle \int_{0}^{R}\frac{i x e^{-imx}}{x^2 + 1}dx + \int_{0}^{R}\frac{-ixe^{imx}}{x^2 + 1}dx$  
  $\displaystyle =$ $\displaystyle \int_{0}^{R}\frac{-i x(e^{imx}- e^{-imx})}{x^2 + 1}dx = 2 \int_{0}^{R}\frac{x \sin{mx}}{x^2 + 1}dx$  

Consider the integral on $C_R$. We show $\int_{C_R}\frac{-ize^{imz}}{z^2 + 1}dz$ converges to 0 as $R \to \infty$.On the $C_R$, $z = Re^{i\theta}$. Thus $dz = Rie^{i\theta}$

$\displaystyle \int_{C_R}\vert\frac{-ize^{imz}}{z^2 + 1}dz$ $\displaystyle =$ $\displaystyle \int_{0}^{\pi}\frac{-iRe^{i\theta}e^{iRme^{i\theta}}}{R^2 e^{2i\theta} + 1}R i e^{i\theta}\vert d\theta$  
  $\displaystyle =$ $\displaystyle \int_{0}^{\pi}\vert e^{(iRme^{i\theta})}\vert d\theta$  
  $\displaystyle =$ $\displaystyle \int_{0}^{\pi}\vert e^{iRm(\cos{\theta}+i\sin{\theta})}\vert d\theta$  
  $\displaystyle =$ $\displaystyle \int_{0}^{\pi}\vert e^{iRm (\cos{\theta})}\cdot e^{iRm (i\sin{\theta})}\vert d\theta$  
  $\displaystyle =$ $\displaystyle \int_{0}^{\pi}e^{-Rm \sin{\theta}}d\theta$  

Now consider the graph of $\sin{\theta}$.Divide the integral into $[0,\frac{\pi}{2}]$ and $[\frac{\pi}{2}, \pi]$. Then

$\displaystyle \int_{0}^{\pi}e^{-Rm \sin{\theta}}d\theta = 2\int_{0}^{\frac{\pi}{2}}e^{-Rm \sin{\theta}}d\theta$

On the interval $[0,\frac{\pi}{2}]$,we have $\sin{\theta} \geq \frac{2}{\pi}\theta$. Thus,
$\displaystyle 2\int_{0}^{\frac{\pi}{2}}e^{-Rm \sin{\theta}}d\theta$ $\displaystyle \leq$ $\displaystyle 2\int_{0}^{\frac{\pi}{2}}e^{-Rm \frac{2}{\pi}}\theta d\theta$  
  $\displaystyle =$ $\displaystyle 2\frac{-\pi}{2Rm}e^{-Rm\frac{2}{\pi}}\theta\mid_{0}^{\frac{\pi}{2}}$  
  $\displaystyle =$ $\displaystyle \frac{\pi}{Rm}(e^{-Rm} -1) \to 0 \ (R \to \infty)$  

Therefore,

$\displaystyle \int_{0}^{\infty}\frac{x\sin{mx}}{x^2 + 1}dx = \frac{\pi}{2 e^{m}}$