How to calculate the integral $ I= int_0^{infty} frac{t^{a-1}}{t-x} dt$












1












$begingroup$


How to calculate the integral
$$ I= int_0^{infty} frac{t^{a-1}}{t-x} dt$$
using contour integration. ($x>0$ is fixed, $a in mathbb{R}$)



Approach: I calculated the values of $a$ for which the integral is convergent. The result was that $0<a<1$. We have two poles, at $t=0$ and $t=x$. I tried a circular key hole contour that excludes $t=0$ and $t=x$. The value of the integral integrated over the circular curves are zero I thougt. But the sum of the integrals integrated over the horizontal segments are $(1-e^{i(a-1)2pi})I$, so the integral is zero. But I made a mistake I guess. Can someone help me? Thanks in advance.



EDIT: I tried to use the same keyhole in this other post: Integration of $ln $ around a keyhole contour










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  • $begingroup$
    This integral must be computed in the Cauchy sense, otehrwise it is undefined because of the pole at $t=x$.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 16:59










  • $begingroup$
    WA gives the result containing a hypergeometric function
    $endgroup$
    – Dr. Sonnhard Graubner
    Jun 22 '17 at 17:01










  • $begingroup$
    @YvesDaoust But the pole $t=x$ is not in the contour. Or what am I doing wrong?
    $endgroup$
    – bob
    Jun 22 '17 at 17:05










  • $begingroup$
    The pole is absolutely on the real axis. This integral must be computed in the Cauchy sense, otherwise it is undefined.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 17:24










  • $begingroup$
    @Dr.SonnhardGraubner What on earth are you thinking? The answer can be found in closed form.
    $endgroup$
    – Mark Viola
    Jun 23 '17 at 3:03
















1












$begingroup$


How to calculate the integral
$$ I= int_0^{infty} frac{t^{a-1}}{t-x} dt$$
using contour integration. ($x>0$ is fixed, $a in mathbb{R}$)



Approach: I calculated the values of $a$ for which the integral is convergent. The result was that $0<a<1$. We have two poles, at $t=0$ and $t=x$. I tried a circular key hole contour that excludes $t=0$ and $t=x$. The value of the integral integrated over the circular curves are zero I thougt. But the sum of the integrals integrated over the horizontal segments are $(1-e^{i(a-1)2pi})I$, so the integral is zero. But I made a mistake I guess. Can someone help me? Thanks in advance.



EDIT: I tried to use the same keyhole in this other post: Integration of $ln $ around a keyhole contour










share|cite|improve this question









$endgroup$












  • $begingroup$
    This integral must be computed in the Cauchy sense, otehrwise it is undefined because of the pole at $t=x$.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 16:59










  • $begingroup$
    WA gives the result containing a hypergeometric function
    $endgroup$
    – Dr. Sonnhard Graubner
    Jun 22 '17 at 17:01










  • $begingroup$
    @YvesDaoust But the pole $t=x$ is not in the contour. Or what am I doing wrong?
    $endgroup$
    – bob
    Jun 22 '17 at 17:05










  • $begingroup$
    The pole is absolutely on the real axis. This integral must be computed in the Cauchy sense, otherwise it is undefined.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 17:24










  • $begingroup$
    @Dr.SonnhardGraubner What on earth are you thinking? The answer can be found in closed form.
    $endgroup$
    – Mark Viola
    Jun 23 '17 at 3:03














1












1








1





$begingroup$


How to calculate the integral
$$ I= int_0^{infty} frac{t^{a-1}}{t-x} dt$$
using contour integration. ($x>0$ is fixed, $a in mathbb{R}$)



Approach: I calculated the values of $a$ for which the integral is convergent. The result was that $0<a<1$. We have two poles, at $t=0$ and $t=x$. I tried a circular key hole contour that excludes $t=0$ and $t=x$. The value of the integral integrated over the circular curves are zero I thougt. But the sum of the integrals integrated over the horizontal segments are $(1-e^{i(a-1)2pi})I$, so the integral is zero. But I made a mistake I guess. Can someone help me? Thanks in advance.



EDIT: I tried to use the same keyhole in this other post: Integration of $ln $ around a keyhole contour










share|cite|improve this question









$endgroup$




How to calculate the integral
$$ I= int_0^{infty} frac{t^{a-1}}{t-x} dt$$
using contour integration. ($x>0$ is fixed, $a in mathbb{R}$)



Approach: I calculated the values of $a$ for which the integral is convergent. The result was that $0<a<1$. We have two poles, at $t=0$ and $t=x$. I tried a circular key hole contour that excludes $t=0$ and $t=x$. The value of the integral integrated over the circular curves are zero I thougt. But the sum of the integrals integrated over the horizontal segments are $(1-e^{i(a-1)2pi})I$, so the integral is zero. But I made a mistake I guess. Can someone help me? Thanks in advance.



EDIT: I tried to use the same keyhole in this other post: Integration of $ln $ around a keyhole contour







complex-analysis contour-integration residue-calculus






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share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










asked Jun 22 '17 at 16:51









bobbob

686518




686518












  • $begingroup$
    This integral must be computed in the Cauchy sense, otehrwise it is undefined because of the pole at $t=x$.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 16:59










  • $begingroup$
    WA gives the result containing a hypergeometric function
    $endgroup$
    – Dr. Sonnhard Graubner
    Jun 22 '17 at 17:01










  • $begingroup$
    @YvesDaoust But the pole $t=x$ is not in the contour. Or what am I doing wrong?
    $endgroup$
    – bob
    Jun 22 '17 at 17:05










  • $begingroup$
    The pole is absolutely on the real axis. This integral must be computed in the Cauchy sense, otherwise it is undefined.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 17:24










  • $begingroup$
    @Dr.SonnhardGraubner What on earth are you thinking? The answer can be found in closed form.
    $endgroup$
    – Mark Viola
    Jun 23 '17 at 3:03


















  • $begingroup$
    This integral must be computed in the Cauchy sense, otehrwise it is undefined because of the pole at $t=x$.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 16:59










  • $begingroup$
    WA gives the result containing a hypergeometric function
    $endgroup$
    – Dr. Sonnhard Graubner
    Jun 22 '17 at 17:01










  • $begingroup$
    @YvesDaoust But the pole $t=x$ is not in the contour. Or what am I doing wrong?
    $endgroup$
    – bob
    Jun 22 '17 at 17:05










  • $begingroup$
    The pole is absolutely on the real axis. This integral must be computed in the Cauchy sense, otherwise it is undefined.
    $endgroup$
    – Yves Daoust
    Jun 22 '17 at 17:24










  • $begingroup$
    @Dr.SonnhardGraubner What on earth are you thinking? The answer can be found in closed form.
    $endgroup$
    – Mark Viola
    Jun 23 '17 at 3:03
















$begingroup$
This integral must be computed in the Cauchy sense, otehrwise it is undefined because of the pole at $t=x$.
$endgroup$
– Yves Daoust
Jun 22 '17 at 16:59




$begingroup$
This integral must be computed in the Cauchy sense, otehrwise it is undefined because of the pole at $t=x$.
$endgroup$
– Yves Daoust
Jun 22 '17 at 16:59












$begingroup$
WA gives the result containing a hypergeometric function
$endgroup$
– Dr. Sonnhard Graubner
Jun 22 '17 at 17:01




$begingroup$
WA gives the result containing a hypergeometric function
$endgroup$
– Dr. Sonnhard Graubner
Jun 22 '17 at 17:01












$begingroup$
@YvesDaoust But the pole $t=x$ is not in the contour. Or what am I doing wrong?
$endgroup$
– bob
Jun 22 '17 at 17:05




$begingroup$
@YvesDaoust But the pole $t=x$ is not in the contour. Or what am I doing wrong?
$endgroup$
– bob
Jun 22 '17 at 17:05












$begingroup$
The pole is absolutely on the real axis. This integral must be computed in the Cauchy sense, otherwise it is undefined.
$endgroup$
– Yves Daoust
Jun 22 '17 at 17:24




$begingroup$
The pole is absolutely on the real axis. This integral must be computed in the Cauchy sense, otherwise it is undefined.
$endgroup$
– Yves Daoust
Jun 22 '17 at 17:24












$begingroup$
@Dr.SonnhardGraubner What on earth are you thinking? The answer can be found in closed form.
$endgroup$
– Mark Viola
Jun 23 '17 at 3:03




$begingroup$
@Dr.SonnhardGraubner What on earth are you thinking? The answer can be found in closed form.
$endgroup$
– Mark Viola
Jun 23 '17 at 3:03










2 Answers
2






active

oldest

votes


















1












$begingroup$

Since the integrand is singular at $t=x$, this must be understood in the Cauchy principal value sense. Your contour should include little detours around $x=a$ as well as $0$.



enter image description here



The integrals over the arcs around $x$ are not $0$. For the top part, I get $-i pi x^{a-1}$; for the bottom part, $-i pi x^{a-1} e^{2 pi i (a-1)}$.






share|cite|improve this answer











$endgroup$













  • $begingroup$
    Oh yes indeed, I understand it! Many thanks!
    $endgroup$
    – bob
    Jun 22 '17 at 17:48





















0












$begingroup$

Using no contour integration we have:



We write $x=-|x|leq 0$, $int^{infty}_{0}frac{t^{a-1}}{t-x}dt=int^{infty}_{0}frac{t^{a-1}}{|x|+t}dt$.



Set first $t=w|x|$. Then the integral becomes
$$
|x|^{a-1}int^{infty}_{0}frac{w^{a-1}}{1+w}dw
$$

Set now $w=frac{y}{1-y}$. Hence the integral becomes
$$
|x|^{a-1}int^{1}_{0}y^{a-1}(1-y)^{-a}dy=|x|^{a-1}frac{Gamma(a)Gamma(1-a)}{Gamma(1)}=|x|^{a-1}Gamma(a)Gamma(1-a)
$$






share|cite|improve this answer









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    2 Answers
    2






    active

    oldest

    votes








    2 Answers
    2






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    1












    $begingroup$

    Since the integrand is singular at $t=x$, this must be understood in the Cauchy principal value sense. Your contour should include little detours around $x=a$ as well as $0$.



    enter image description here



    The integrals over the arcs around $x$ are not $0$. For the top part, I get $-i pi x^{a-1}$; for the bottom part, $-i pi x^{a-1} e^{2 pi i (a-1)}$.






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      Oh yes indeed, I understand it! Many thanks!
      $endgroup$
      – bob
      Jun 22 '17 at 17:48


















    1












    $begingroup$

    Since the integrand is singular at $t=x$, this must be understood in the Cauchy principal value sense. Your contour should include little detours around $x=a$ as well as $0$.



    enter image description here



    The integrals over the arcs around $x$ are not $0$. For the top part, I get $-i pi x^{a-1}$; for the bottom part, $-i pi x^{a-1} e^{2 pi i (a-1)}$.






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      Oh yes indeed, I understand it! Many thanks!
      $endgroup$
      – bob
      Jun 22 '17 at 17:48
















    1












    1








    1





    $begingroup$

    Since the integrand is singular at $t=x$, this must be understood in the Cauchy principal value sense. Your contour should include little detours around $x=a$ as well as $0$.



    enter image description here



    The integrals over the arcs around $x$ are not $0$. For the top part, I get $-i pi x^{a-1}$; for the bottom part, $-i pi x^{a-1} e^{2 pi i (a-1)}$.






    share|cite|improve this answer











    $endgroup$



    Since the integrand is singular at $t=x$, this must be understood in the Cauchy principal value sense. Your contour should include little detours around $x=a$ as well as $0$.



    enter image description here



    The integrals over the arcs around $x$ are not $0$. For the top part, I get $-i pi x^{a-1}$; for the bottom part, $-i pi x^{a-1} e^{2 pi i (a-1)}$.







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Jun 22 '17 at 17:28

























    answered Jun 22 '17 at 17:18









    Robert IsraelRobert Israel

    329k23217470




    329k23217470












    • $begingroup$
      Oh yes indeed, I understand it! Many thanks!
      $endgroup$
      – bob
      Jun 22 '17 at 17:48




















    • $begingroup$
      Oh yes indeed, I understand it! Many thanks!
      $endgroup$
      – bob
      Jun 22 '17 at 17:48


















    $begingroup$
    Oh yes indeed, I understand it! Many thanks!
    $endgroup$
    – bob
    Jun 22 '17 at 17:48






    $begingroup$
    Oh yes indeed, I understand it! Many thanks!
    $endgroup$
    – bob
    Jun 22 '17 at 17:48













    0












    $begingroup$

    Using no contour integration we have:



    We write $x=-|x|leq 0$, $int^{infty}_{0}frac{t^{a-1}}{t-x}dt=int^{infty}_{0}frac{t^{a-1}}{|x|+t}dt$.



    Set first $t=w|x|$. Then the integral becomes
    $$
    |x|^{a-1}int^{infty}_{0}frac{w^{a-1}}{1+w}dw
    $$

    Set now $w=frac{y}{1-y}$. Hence the integral becomes
    $$
    |x|^{a-1}int^{1}_{0}y^{a-1}(1-y)^{-a}dy=|x|^{a-1}frac{Gamma(a)Gamma(1-a)}{Gamma(1)}=|x|^{a-1}Gamma(a)Gamma(1-a)
    $$






    share|cite|improve this answer









    $endgroup$


















      0












      $begingroup$

      Using no contour integration we have:



      We write $x=-|x|leq 0$, $int^{infty}_{0}frac{t^{a-1}}{t-x}dt=int^{infty}_{0}frac{t^{a-1}}{|x|+t}dt$.



      Set first $t=w|x|$. Then the integral becomes
      $$
      |x|^{a-1}int^{infty}_{0}frac{w^{a-1}}{1+w}dw
      $$

      Set now $w=frac{y}{1-y}$. Hence the integral becomes
      $$
      |x|^{a-1}int^{1}_{0}y^{a-1}(1-y)^{-a}dy=|x|^{a-1}frac{Gamma(a)Gamma(1-a)}{Gamma(1)}=|x|^{a-1}Gamma(a)Gamma(1-a)
      $$






      share|cite|improve this answer









      $endgroup$
















        0












        0








        0





        $begingroup$

        Using no contour integration we have:



        We write $x=-|x|leq 0$, $int^{infty}_{0}frac{t^{a-1}}{t-x}dt=int^{infty}_{0}frac{t^{a-1}}{|x|+t}dt$.



        Set first $t=w|x|$. Then the integral becomes
        $$
        |x|^{a-1}int^{infty}_{0}frac{w^{a-1}}{1+w}dw
        $$

        Set now $w=frac{y}{1-y}$. Hence the integral becomes
        $$
        |x|^{a-1}int^{1}_{0}y^{a-1}(1-y)^{-a}dy=|x|^{a-1}frac{Gamma(a)Gamma(1-a)}{Gamma(1)}=|x|^{a-1}Gamma(a)Gamma(1-a)
        $$






        share|cite|improve this answer









        $endgroup$



        Using no contour integration we have:



        We write $x=-|x|leq 0$, $int^{infty}_{0}frac{t^{a-1}}{t-x}dt=int^{infty}_{0}frac{t^{a-1}}{|x|+t}dt$.



        Set first $t=w|x|$. Then the integral becomes
        $$
        |x|^{a-1}int^{infty}_{0}frac{w^{a-1}}{1+w}dw
        $$

        Set now $w=frac{y}{1-y}$. Hence the integral becomes
        $$
        |x|^{a-1}int^{1}_{0}y^{a-1}(1-y)^{-a}dy=|x|^{a-1}frac{Gamma(a)Gamma(1-a)}{Gamma(1)}=|x|^{a-1}Gamma(a)Gamma(1-a)
        $$







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Dec 31 '18 at 23:34









        Nikos Bagis Nikos Bagis

        2,482616




        2,482616






























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