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Thursday, July 21, 2022

A simple calculus question

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(1t21+t2)2dt1+t2=2(a+b)+(ab)t2dt=2a2b2arctan(aba+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,kZ. 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=ππ1a+bcosxdx=limε0+πεπ+ε1a+bcosxdx=limε0+[2a2b2arctan(aba+btanx2)]πεπ+ε=2πa2b2.

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,bR satisfy |b|<a. Then 1a+bcosxdx=1a2b2[x2arctan(bsinxa+a2b2+bcosx)]+C. This formula is valid on R.

Proof. The Fourier series of the integrand is 1a+bcosx=1a2b2(1+2n=1rncos(nx)), where r is given by r=ba+a2b2(1,1). Integrating both sides, we conclude 1a+bcosxdx=1a2b2(x+2n=1rnnsin(nx))+C=1a2b2[x2Im(log(1reix))]+C=1a2b2[x+2arctan(rsinx1rcosx)]+C. Plugging the value of r into this, we are done.

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