Definite Integrals – How to Calculate a Definite Integral Using Residue Theorem

definite integralsresidue-calculus

I'm seeking assistance with the following integral:

$$
\int_{0}^{\infty}\frac{1}{\left(1 + cx\right)^{a}\,
\left(1 + dx\right)^{b}\,}\,{\rm d}x\quad\mbox{where}\quad
\left\{\begin{array}{rcl}
{\displaystyle a} & {\displaystyle >} & {\displaystyle 1}
\\
{\displaystyle b} & {\displaystyle >} & {\displaystyle 2}
\\
{\displaystyle c} & {\displaystyle >} & {\displaystyle 0}
\\
{\displaystyle d} & {\displaystyle >} & {\displaystyle 0}
\end{array}\right.
$$

  • I attempted to compute it using
    $\tt Wolfram\ Mathematica$, but the result was expressed in terms of the Hypergeometric $_{2}\!\operatorname{F}_{1}$ function.
  • Unfortunately, when I evaluated it for specific numerical values, the result returned was 'ComplexInfinity'.
  • As a result, the $\tt Mathematica$ output is not providing a viable solution.

Any insights or alternative approaches to evaluate this integral would be greatly appreciated. Thank you in advance for your assistance !.

Best Answer

Consider the integral $$I = \int_0^{\infty} \frac{dx}{(f+c\cdot x)^{a}(1+d\cdot x)^b}$$ where $a,b,c,d,f$ are positive constants as written in the problem.Before I begin, denote $(a)_n = \frac{\Gamma(n+a)}{\Gamma(a)}$ as the Pochhammer symbol of $a$ where $\Gamma$ is the Gamma function, and $$ {}_2F_{1}(a,b,c,z) = \sum_{n=0}^{\infty} \frac{(a)_n (b)_n}{(c)_n} \frac{z^n}{n!}.$$ Additionally, $\frac{1}{n+z} = \frac{(z)_n}{z(z+1)_n}$ and $$ \left(1+\alpha t\right)^{-a} = \sum_{n=0}^{\infty} \frac{(a)_n}{n!}\left(-\alpha t\right)^n. $$ This follows from the Binomial expansion. Now do the change of variables $1+d\cdot x= \frac{1}{t}$ in I, for $x=0 \mapsto t=1$ and $x\to \infty$ implies $t \to 0$. This results in the Jacobian $-1/(d\cdot t^2)$, and the integral now can be simplified as $$\begin{align*} I &= \frac{1}{d}\int_{0}^{1} \frac{t^{b-2}}{\left(f+\frac{c}{d}\left(\frac{1-t}{t}\right)\right)^a}dt = d^{a-1}\int_{0}^{1} \frac{t^{b+a-2}}{\left(c+(fd-c)t\right)^a}dt,\\ &= \frac{d^{a-1}}{c^{a}}\int_{0}^{1} t^{b+a-2}\left(1+\frac{fd-c}{c}t\right)^{-a}dt \end{align*}$$ Using the Binomial expansion written above, $$\begin{align*} I &= \frac{d^{a-1}}{c^{a}}\int_{0}^{1} \sum_{n=0}^{\infty} \frac{(a)_n}{n!}\left(1-\frac{fd}{c}\right)^{n}t^{n+a+b-2}dt \\ &=\frac{d^{a-1}}{(a+b-1)c^{a}}\sum_{n=0}^{\infty} \frac{(a)_n(a+b-1)_n}{(a+b)_n}\frac{1}{n!}\left(1-\frac{fd}{c}\right)^{n}\end{align*}$$ Thus, $$\boxed{I = \frac{d^{a-1}}{(a+b-1)c^{a}}{}_2F_1\left(a,a+b-1;a+b;1-\frac{fd}{c}\right)}$$

Edit 1: This might seem different from the solution written in the comment for $f=1$. But using Pfaff transformation (see here), the solutions are same since $$ { }_2 F_1(a, b ; c ; z)=(1-z)^{-b}{ }_2 F_1\left(c-a, b; c ; \frac{z}{z-1}\right).$$

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