Complex Analysis – Real Integral by Keyhole Contour

complex-analysis

Evaluate

$$\int_0^\infty \frac{\log x \; dx}{x^{2} + 2x + 2}$$

by integrating a branch of $(\log z)^{2}/(z^{2} + 2z +2)$ along a keyhole contour.

The thing I have trouble with is why I should be examining the square of the log – I guess it has something to do with ln x in fact NOT being the real part of log z, since log z is (or can be) defined on the entire negative real axis and ln x can't. But looking at the square would definitely not have been my first plan of attack 🙁

Best Answer

Here are some details of the calculation. Let the keyhole contour be oriented counterclockwise and have the slot on the positive real axis. Call the segment above the real axis $\Gamma_1$, the large circle of radius $R$ $\Gamma_2$, the segement below the real axis $\Gamma_3$ and the circle of radius $\epsilon$ around the origin $\Gamma_4.$ We use the branch of the logarithm with the cut along the positive real axis and returning an argument from zero to $2\pi.$ Note that the poles of $$\frac{1}{z^2+2z+2}$$ are at $$(z+1)^2 + 1 = 0$$ or $$\rho_{0,1} = -1 \pm i.$$ Calling the desired integral $I$, we have $$\left(\int_{\Gamma_1} + \int_{\Gamma_2} + \int_{\Gamma_3} + \int_{\Gamma_4}\right) \frac{\log^2 z}{z^2+2z+2} dz \\= 2\pi i \left(\mathrm{Res}\left(\frac{\log^2 z}{z^2+2z+2}; z = -1 + i\right) + \mathrm{Res}\left(\frac{\log^2 z}{z^2+2z+2}; z = -1 - i\right)\right).$$ Now along the large circle we have $$\left|\int_{\Gamma_2} \frac{\log^2 z}{z^2+2z+2} dz\right| \sim 2\pi R \times \frac{\log^2 R}{R^2} \rightarrow 0$$ as $R\rightarrow\infty.$ Along the small circle we get $$\left|\int_{\Gamma_4} \frac{\log^2 z}{z^2+2z+2} dz\right| \sim 2\pi \epsilon \frac{\log^2\epsilon}{2} \rightarrow 0$$ as $\epsilon\rightarrow 0$ by repeated application of L'Hôpital's rule.

Now the residues are easy to compute because the poles are simple and we obtain $$\mathrm{Res}\left(\frac{\log^2 z}{z^2+2z+2}; z = -1 + i\right) = \frac{1}{2i} \log^2(-1+i)$$ and $$\mathrm{Res}\left(\frac{\log^2 z}{z^2+2z+2}; z = -1 - i\right) = - \frac{1}{2i} \log^2(-1-i)$$ As we actually do the computation of these residues we need to be careful to use the same branch of the logarithm as in the integral. A computer algebra system might use a different branch!

For the first residue we get $$\frac{1}{2i} \left(\frac{1}{2}\log 2 + \frac{3}{4} i\pi\right)^2 = \frac{1}{2i} \left(\frac{1}{4}\log^2 2 - \frac{9}{16} \pi^2 + \frac{3}{4}\log 2 \times i\pi\right)$$ and for the second one $$-\frac{1}{2i} \left(\frac{1}{2}\log{2} + \frac{5}{4} i\pi\right)^2 = -\frac{1}{2i} \left(\frac{1}{4}\log^2 2 - \frac{25}{16} \pi^2 + \frac{5}{4}\log 2 \times i\pi\right)$$ Adding these contributions yields $$\frac{1}{2i} \left(\pi^2 - \frac{1}{2}i\pi \log 2\right).$$

Finally we get $$\left(\int_{\Gamma_1} + \int_{\Gamma_3} \right) \frac{\log^2 z}{z^2+2z+2} dz = 2\pi i \times \frac{1}{2i} \left(\pi^2 - \frac{1}{2}i\pi \log 2\right) = \pi^3 - \frac{1}{2}i\pi^2 \log 2$$ Observe that along $\Gamma_3$ the logarithm term produces (actually $x$ would be a better choice of variable here rather than $z$) $$-(\log^2 z + 4\pi i \log z -4\pi^2).$$ The first of these cancels the integral along $\Gamma_1$ and the third is real so that equating imaginary parts we find $$I = \int_{\Gamma_1} \frac{\log z}{z^2+2z+2} dz = - \frac{1}{4\pi} \left(- \frac{1}{2} \pi^2 \log 2\right) = \frac{1}{8} \pi\log 2.$$ We also get the following bonus integral (comparing real parts) $$ \int_{\Gamma_1} \frac{1}{z^2+2z+2} dz = \frac{\pi^3}{4\pi^2} = \frac{\pi}{4}.$$

Related Question