Calculus – Proof of Integral Formula Involving Trigonometric Functions

calculusdefinite integralsimproper-integralsintegrationreal-analysis

I found a nice formula of the following integral here

$$\int_0^\infty \frac{x^{\alpha}dx}{1+2x\cos\beta +x^{2}}=\frac{\pi\sin (\alpha\beta)}{\sin (\alpha\pi)\sin \beta }$$

It states there that it can be proved by using contours method which I do not understand. It seems that the RHS is Euler's reflection formula for the gamma function but I am not so sure. Could anyone here please help me how to obtain it preferably (if possible) with elementary ways (high school methods)? Any help would be greatly appreciated. Thank you.

Best Answer

If you don't mind, I would like to present an alternative approach that makes use of the fact that $$\int^\infty_0\frac{x^{p-1}}{1+x}dx=\frac{\pi}{\sin{p\pi}}$$ Simply factorise the denominator and decompose the integrand into partial fractions. \begin{align} \int^\infty_0\frac{x^a}{x^2+2(\cos{b})x+1}dx &=\int^\infty_0\frac{x^a}{(x+e^{ib})(x+e^{-ib})}dx\\ &=\frac{1}{-e^{ib}+e^{-ib}}\int^\infty_0\frac{x^a}{e^{ib}+x}dx+\frac{1}{-e^{-ib}+e^{ib}}\int^\infty_0\frac{x^a}{e^{-ib}+x}dx\\ &=\frac{1}{-2i\sin{b}}\int^\infty_0\frac{(e^{ib}u)^a}{1+u}du+\frac{1}{2i\sin{b}}\int^\infty_0\frac{(e^{-ib}u)^a}{1+u}du\\ &=\frac{e^{iab}}{-2i\sin{b}}\frac{\pi}{\sin(\pi a+\pi)}+\frac{e^{-iab}}{2i\sin{b}}\frac{\pi}{\sin(\pi a+\pi)}\\ &=\frac{\pi}{\sin \pi a\sin{b}}\left(\frac{e^{iab}-e^{-iab}}{2i}\right)\\ &=\frac{\pi\sin{ab}}{\sin{\pi a}\sin{b}} \end{align}