Evaluate $\int_0^1 \frac{x^{u-1} (1-x)^{-u}}{a^2 x^2+2 a x \cos (t)+1} \, dx$

complex-analysisdefinite integralsintegration

Gradshteyn&Ryzhik $3.261.4$ states that:
$$\int_0^1 \frac{x^{u-1} (1-x)^{-u}}{a^2 x^2+2 a x \cos (t)+1} \, dx=\frac{\pi \csc (t) \csc (\pi u) \sin \left(t-u \tan ^{-1}\left(\frac{a \sin (t)}{a \cos (t)+1}\right)\right)}{\left(a^2+2 a \cos (t)+1\right)^{u/2}}$$
At first glance contour integration encircling segment $[0,1]$ seems promising but the residue calculus is a bit complicated. Are there any simpler methods?

Best Answer

For $z\in\mathbb{C}$, $|z|<1$, $0<u<1$, we have (a known "hypergeometric" representation) $$I(z):=\int_0^1\frac{x^{u-1}(1-x)^{-u}}{1+zx}\,dx=\sum_{n=0}^{\infty}(-z)^n\mathrm{B}(n+u,1-u)\\=\frac{\pi}{\sin u\pi}\sum_{n=0}^{\infty}\binom{u+n-1}{n}(-z)^n=\frac{\pi}{\sin u\pi}(1+z)^{-u}$$ (with the principal branch of $(\cdot)^{-u}$). Your integral is equal to $\dfrac{e^{it}I(ae^{it})-e^{-it}I(ae^{-it})}{2i\sin t}$.