[Math] How to evaluate $\int_{-\infty}^\infty \frac{\cos x}{\cosh x}\,\mathrm dx$ by hand

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How can I evaluate$$\int_{-\infty}^\infty \frac{\cos x}{\cosh x}\,\mathrm dx\text{ and }\int_0^\infty\frac{\sin x}{e^x-1}\,\mathrm dx.$$
Thanks in advance.

Best Answer

For the second one,

$$ \begin{align*} \int_{0}^{\infty} \frac{\sin x}{e^x - 1} \; dx &= \int_{0}^{\infty} \frac{\sin x \, e^{-x}}{1 - e^{-x}} \; dx \\ &= \int_{0}^{\infty} \left( \sum_{n=1}^{\infty} \sin x \, e^{-nx} \right) \; dx \\ &\stackrel{\ast}{=} \sum_{n=1}^{\infty} \int_{0}^{\infty} \sin x \, e^{-nx} \; dx \\ &= \sum_{n=1}^{\infty} \frac{1}{1+n^2}, \end{align*}$$

where the starred identity is justified by the following formula

$$ \begin{align*} \int_{0}^{\infty} \frac{\sin x}{e^x - 1} \; dx &= \int_{0}^{\infty} \left( \frac{1 - e^{-Nx}}{1 - e^{-x}} e^{-x} + \frac{e^{-Nx}}{e^x - 1} \right) \sin x \; dx \\ &= \sum_{n=1}^{N} \int_{0}^{\infty} \sin x \, e^{-nx} \; dx + \int_{0}^{\infty} \frac{\sin x \, e^{-Nx}}{e^x - 1} \; dx, \end{align*}$$

together with the dominated convergence theorem. Now the resulting infinite summation can be evaluated in numerous ways. For example, exploiting identities involving the digamma function,

$$ \sum_{n=1}^{\infty} \frac{1}{1+n^2} = \frac{1}{2i} \sum_{n=1}^{\infty} \left( \frac{1}{n-i} - \frac{1}{n+i} \right) = \frac{\psi_0(1+i) - \psi_0(1-i)}{2i} = -\frac{1}{2} + \frac{\pi}{2} \coth \pi. $$

Similar techniques apply to the first integral.

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