Consider the problem of finding an antiderivative of ∫1a+bcosxdx, where |b|<a. It is often done by adopting the Weierstrass substitution t=tan(x/2). The upshot of this substitution is ∫1a+bcosxdx=∫1a+b(1−t21+t2)2dt1+t2=∫2(a+b)+(a−b)t2dt=2√a2−b2arctan(√a−ba+btanx2)+C. However, there is one caveat in this result. Suppose we want to compute the definite integral ∫2π01a+bcosxdx. Can we utilize the antiderivative (1) to find its value? Well, this is not possible, at least directly. This is because the substitution t=tan(x/2) is discontinuous at every point of the form x=(2k+1)π,k∈Z. Consequently, the formula (1) also suffers from discontinuity at those points. The usual trick to avoid this difficulty is to choose another 2π-interval on which tan(x/2) is continuous. One such choice is the open interval (−π,π). So, ∫2π01a+bcosxdx=∫π−π1a+bcosxdx=limε→0+∫π−ε−π+ε1a+bcosxdx=limε→0+[2√a2−b2arctan(√a−ba+btanx2)]π−ε−π+ε=2π√a2−b2.
So, is this the end of the story? In fact, it turns out that we can find an antiderivative that is vaild on all of R:
Theorem. Let a,b∈R satisfy |b|<a. Then ∫1a+bcosxdx=1√a2−b2[x−2arctan(bsinxa+√a2−b2+bcosx)]+C. This formula is valid on R.
Proof. The Fourier series of the integrand is 1a+bcosx=1√a2−b2(1+2∞∑n=1rncos(nx)), where r is given by r=−ba+√a2−b2∈(−1,1). Integrating both sides, we conclude ∫1a+bcosxdx=1√a2−b2(x+2∞∑n=1rnnsin(nx))+C=1√a2−b2[x−2Im(log(1−reix))]+C=1√a2−b2[x+2arctan(rsinx1−rcosx)]+C. Plugging the value of r into this, we are done.
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