Calculus – Compute $\int_0^\pi\frac{\cos nx}{a^2-2ab\cos x+b^2}\, dx$

calculusdefinite integralsintegrationreal-analysis

How to compute the following integral
\begin{equation}
\int_0^\pi\frac{\cos nx}{a^2-2ab\cos x+b^2}\, dx
\end{equation}

I have been given two integral questions by my teacher. I cannot answer this one. I have also searched the similar question here but it looks like nothing is similar so I think this is not a duplicate. I could compute the integral if
\begin{equation}
\int_0^\pi\frac{dx}{a^2-2ab\cos x+b^2}
\end{equation}
The $\cos nx$ part makes the integral is really difficult. I want to use the result to compute this integral (the real question given by my teacher)
\begin{equation}
\int_0^\pi\frac{x^2\cos nx}{a^2-2ab\cos x+b^2}\, dx
\end{equation}
My question is how to compute the first integral (in the grey-shaded part) preferably with elementary ways (high school methods)?

Best Answer

Let $I_n(a,b)$ be the desired integral. Note that $I_n(a,b)=I_n(b,a)$, and $I_n(a,b)=I_n(-a,-b)$. So, we may suppose that $|b|< a$ Note that $$\eqalign{ \frac{a^2-b^2}{a^2-2ab\cos x+b^2}&=\frac{a}{a-e^{ix}b}+\frac{be^{-ix}}{a-e^{-ix}b}\cr &=\sum_{n=0}^\infty \left(\frac{b}{a}\right)^ne^{inx}+\frac{be^{-ix}}{a}\sum_{n=0}^\infty \left(\frac{b}{a}\right)^ne^{-inx}\cr &=1+\sum_{n=1}^\infty \left(\frac{b}{a}\right)^ne^{inx}+ \sum_{n=1}^{\infty} \left(\frac{b}{a}\right)^{n}e^{-inx}\cr &=1+2\sum_{n=1}^\infty \left(\frac{b}{a}\right)^n\cos(n x) } $$ It follows, using the uniform convergence of the series on $[0,\pi]$, that $$ \int_0^\pi\frac{(a^2-b^2)\cos(mx)}{a^2-2ab\cos x+b^2}dx =\int_0^\pi\cos(mx)dx+2\sum_{n=1}^\infty \left(\frac{b}{a}\right)^n\int_0^\pi\cos(n x)\cos(mx)dx $$ But $\int_0^\pi\cos(n x)\cos(mx)dx=0$ if $n\ne m$, and $\int_0^\pi\cos^2(n x)dx=\pi/2$ if $n\ne0$. So $$\eqalign{I_m(a,b)= \int_0^\pi\frac{\cos(mx)}{a^2-2ab\cos x+b^2}dx &=\left\{\matrix{\frac{\pi}{a^2-b^2}&\hbox{if}&m=0\cr \frac{\pi}{a^2-b^2}\left(\frac{b}{a}\right)^m&\hbox{if}&m\ne0 } \right.} $$ which is the desired formula for $|b|<a$.