Complex Analysis – Prove Integral Using Contour Integration

complex-analysiscontour-integrationdefinite integrals

Prove using contour integration that $\displaystyle \int_0^\infty \frac{\log x}{x^3-1}\operatorname d\!x=\frac{4\pi^2}{27}$

I am at a loss at how to start this problem and which contour to pick. I have been trying to get the sector with angle $2\pi/3$ to work with a bump around the pole at $e^{i2\pi/3}$ and the origin, but I am getting 5 or 6 different integrals and it is not really getting me anywhere.

Best Answer

Actually, we do need to worry about the pole at $x=1$ if we intend to use contour integration, for reasons that are a bit subtle. I will demonstrate below.

The standard way to treat integrals of rational functions times logs over $[0,\infty)$ in complex analysis is to consider a keyhole contour, and an integral over that contour of the next higher power of log. In this case, the integral is

$$\oint_C dz \frac{\log^2{z}}{z^3-1}$$

$C$, however, is a modified keyhole contour about the positive real axis of outer radius $R$ and inner radius $\epsilon$. The modification lies on small semicircular bumps above and below $z=1$ of radius $\epsilon$, and we will consider the limits as $\epsilon \to 0$ and $R\to\infty$.

Let's evaluate this integral over the contours. There are $8$ pieces to evaluate, as follows:

$$\int_{\epsilon}^{1-\epsilon} dx \frac{\log^2{x}}{x^3-1} + i \epsilon \int_{\pi}^0 d\phi \, e^{i \phi} \frac{\log^2{\left (1+\epsilon e^{i \phi}\right )}}{(1+\epsilon e^{i \phi})^3-1} \\ + \int_{1+\epsilon}^R dx \frac{\log^2{x}}{x^3-1} + i R \int_0^{2 \pi} d\theta \, e^{i \theta} \frac{\log^2{\left (R e^{i \theta}\right )}}{R^3 e^{i 3 \theta}-1} \\ + \int_R^{1+\epsilon} dx \frac{(\log{x}+i 2 \pi)^2}{x^3-1} + i \epsilon \int_{2 \pi}^{\pi} d\phi \, e^{i \phi} \frac{(\log{\left (1+\epsilon e^{i \phi}\right )}+i 2 \pi)^2}{(1+\epsilon e^{i \phi})^3-1} \\ + \int_{1-\epsilon}^{\epsilon} dx \frac{(\log{x}+i 2 \pi)^2}{x^3-1} + i \epsilon \int_{2 \pi}^0 d\phi \, e^{i \phi} \frac{\log^2{\left (\epsilon e^{i \phi}\right )}}{\epsilon^3 e^{i 3 \phi}-1} $$

(To see this, draw the contour out, including the bumps about $z=1$.)

As $R \to \infty$, the fourth integral vanishes as $\log^2{R}/R^2$. As $\epsilon \to 0$, the second integral vanishes as it is $O(\epsilon^3)$, while the eighth integral vanishes as $\epsilon \log^2{\epsilon}$. This leaves the first, third, fifth, sixth and seventh integrals, which in the above limits, become

$$PV \int_0^{\infty} dx \frac{\log^2{x} - (\log{x}+i 2 \pi)^2}{x^3-1} + i \frac{4 \pi^3}{3}$$

EDIT

It should be appreciated that, in the fifth, sixth, and seventh integrals, the $i 2 \pi $ factor appears because, on the lower branch of the real axis, we write $z=x \, e^{i 2 \pi}$. In the sixth integral, in fact, $z = e^{i 2 \pi} + \epsilon \, e^{i \phi + 2 \pi}$.

END EDIT

The $PV$ denotes the Cauchy principal value of the integral. As it stands, the integral does not actually converge. Nevertheless, we are not actually considering the integral straight through the pole at $z=1$, but a very small detour around the pole. Thus, in the limit, we get the Cauchy PV. A little rearranging cancels the $\log^2$ term, and we now have two integrals to evaluate:

$$-i 4 \pi \int_0^{\infty} dx \frac{\log{x}}{x^3-1} + 4 \pi^2 PV \int_0^{\infty} \frac{dx}{x^3-1} + i \frac{4 \pi^3}{3}$$

Note we could remove the $PV$ on the first integral because the pole is a removable singularity.

The contour integral is equal to $i 2 \pi$ times the sum of the residues at the poles. The poles here are at $z=e^{i 2 \pi/3}$ and $z=e^{i 4 \pi/3}$. Note that the pole at $z=1$ is not inside the contour $C$ because of the detour around that "pole". It should be appreciated that the poles must have their arguments between $[0,2 \pi]$ because of the way we defined $C$.

In any case, we now have that the above 1D integrals over the positive real line are equal to

$$i 2 \pi \left [\frac{-4 \pi^2/9}{3 e^{i 4 \pi/3}} + \frac{-16 \pi^2/9}{3 e^{i 8 \pi/3}} \right ] = -\frac{4 \pi ^3}{3 \sqrt{3}}+i \frac{20 \pi ^3}{27} $$

Equating real and imaginary parts, we find that

$$ \int_0^{\infty} dx \frac{\log{x}}{x^3-1} = \frac{4 \pi^2}{27} $$

$$ PV \int_0^{\infty} \frac{dx}{x^3-1} = -\frac{\pi}{3 \sqrt{3}} $$

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