4

We have the following integral to solve $$ I = \int_0^{\infty} \frac{x^{\frac{1}{3}}}{1 + x^2} dx $$ I've managed to solve this integral. Using the substitution $u = x^2$ we can show that $I = \frac{1}{2}B(\frac{2}{3}, \frac{1}{3})$, where $B$ is the Beta-function. We use the Gamma representation of the Beta-function, and, finally, Euler's reflection formula to show that $I = \frac{\pi}{\sqrt{3}}$.

Now I want to try to solve the same integral using contour integration. As contour we take the upper half circle $\Gamma_R$ with radius $R > 1$. We have one pole at $i$ within the upper half circle $\Gamma_R$. Using the residue theorem we find on the one hand (we write $z$ instead of $x$, as the problem becomes complex) $$ \oint_{\Gamma_R} \frac{z^{\frac{1}{3}}}{1 + z^2} dz = \oint_{\Gamma_R} \frac{z^{\frac{1}{3}}}{(z - i)(z + i)} dz = i 2 \pi \frac{i^{\frac{1}{3}}}{i2} = \pi i^{\frac{1}{3}}. $$ On the other hand $$ \oint_{\Gamma_R} \frac{z^{\frac{1}{3}}}{1 + z^2} dz = \int_{-R}^{R} \frac{z^{\frac{1}{3}}}{1 + z^2} dz + \int_{0}^{\pi} \frac{R^{\frac{1}{3}} e^{i \frac{\theta}{3}}}{1 + R^2 e^{i2\theta}} iRe^{i\theta} d\theta. $$ Letting $R \to \infty$, the second integral goes to zero because the denominator dominates the nominator. We have $$ \pi i^{\frac{1}{3}} = \int_{-\infty}^{\infty} \frac{z^{\frac{1}{3}}}{1 + z^2} dz = \int_{-\infty}^{0} \frac{z^{\frac{1}{3}}}{1 + z^2} dz + \int_0^{\infty} \frac{z^{\frac{1}{3}}}{1 + z^2} dz = \int_{0}^{\infty} \frac{(-u)^{\frac{1}{3}}}{1 + u^2} du + I, $$ where we used the substitution $u = -z$ in the first integral, and observed that the second integral is our target integral $I$. We can write $i = e^{i\frac{\pi}{2}}$ so that $i^{\frac{1}{3}} = e^{i\frac{\pi}{6}} = \frac{\sqrt{3}}{2} + i \frac{1}{2}$. As $u$ is non-negative, we can write $(-u)^{\frac{1}{3}} = (e^{i\pi} u)^{\frac{1}{3}} = e^{i\frac{\pi}{3}} u^{\frac{1}{3}} = (\frac{1}{2} + i\frac{\sqrt{3}}{2}) u^{\frac{1}{3}}$. Plugging in these equalities in the equation above gives $$ \pi \frac{\sqrt{3}}{2} + i \frac{\pi}{2} = \int_0^{\infty} \frac{(\frac{1}{2} + i\frac{\sqrt{3}}{2}) u^{\frac{1}{3}}}{1 + u^2}du + I = \frac{3}{2} I + i \frac{\sqrt{3}}{2} I. $$ Taking either the real or imaginary part of this equation gives the target integral $I = \frac{\pi}{\sqrt{3}}$.

So far, so good. But here is my question. There are multiple cube roots possible. Two other solutions for $i^{\frac{1}{3}}$ are $-i$ and $-\frac{\sqrt{3}}{2} + i \frac{1}{2}$, two other solutions for $(-1)^{\frac{1}{3}}$ are $-1$ and $\frac{1}{2} - i \frac{\sqrt{3}}{2}$. If I use any of the other cube roots in the method above, I won't get the solution $I = \frac{\pi}{\sqrt{3}}$. For one of them I even get that something non-zero is equal to zero.

  1. Why do the other cube roots not work for this method?
  2. How do I know, beforehand, which cube root to take? How does this work in general for any $z^{\frac{1}{n}}$, where $n > 2$?

Thank you in advance!

Noud
  • 543
  • 2
    You've explained very clearly your solution: except for one thing. What precisely is the function to which you are applying the Residue Theorem? To do that you are going to have to specify which branch of $\log$ you are using, and then there is no ambiguity about $z^{\frac13}$ nor about what you must use as $i^\frac13$ etc. – ancient mathematician May 18 '24 at 13:51
  • @ancientmathematician, thank you for your reply. I'm trying to wrap my head around your comment. It seems that I'm taking a branch (the upper semicircle) where $(-1)^{1/3} = e^{i \pi/6}$ and $(-i)^{1/3} = \frac{1}{2} + i \frac{\sqrt{3}}{2}$. I think I still don't understand why these cube roots "are" on this specific branch. Could you please explain this to me, or provide me with some source explaining in more detail how to determine on which branch you "are"? – Noud May 19 '24 at 11:34
  • 1
    To write a solution I'd have to do a lot more work making sure I really understood your argument/question, hence this further comment. I think that you've got to cut the plane along the negative imaginary axis, that is choose to have that $-\frac{\pi}{2}<\arg z<\frac{3\pi}{2}$. Then by definition $z^\alpha:=\exp{\alpha(\log|z|+i\arg z)}$ where you must use the value of $\arg$ I have specified, you don't get to mix and match. Note that you also need to adjust your contour, you need to use $\int_\epsilon^\infty$ and $\int_{-\infty}^{-\epsilon}$, and then a small $\epsilon$ semicircle. – ancient mathematician May 20 '24 at 06:51
  • 1
    You've used a semicircular contour, which is fine, but you could have used a keyhole contour too (the same one as in this problem), thereby enclosing poles at $\pm i$. Fun fact: the pole at $i$ ($-i$) is $e^{i\pi/2}$ ($e^{3i\pi/2}$) so $z^{1/3}$ is $e^{i\pi/6}$ ($e^{i\pi/2}$). Drawing a diagram, see if you can figure out why. – J.G. May 20 '24 at 21:19

2 Answers2

3

$\newcommand{\bbx}[1]{\,\bbox[15px,border:1px groove navy]{\displaystyle{#1}}\,} \newcommand{\braces}[1]{\left\lbrace\,{#1}\,\right\rbrace} \newcommand{\bracks}[1]{\left\lbrack\,{#1}\,\right\rbrack} \newcommand{\dd}{\mathrm{d}} \newcommand{\ds}[1]{{\displaystyle #1}} \newcommand{\expo}[1]{\,\mathrm{e}^{#1}\,} \newcommand{\ic}{\mathrm{i}} \newcommand{\on}[1]{\operatorname{#1}} \newcommand{\pars}[1]{\left(\,{#1}\,\right)} \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\root}[2][]{\,\sqrt[#1]{\,{#2}\,}\,} \newcommand{\sr}[2]{\,\,\,\stackrel{{#1}}{{#2}}\,\,\,} \newcommand{\totald}[3][]{\frac{\mathrm{d}^{#1} #2}{\mathrm{d} #3^{#1}}} \newcommand{\verts}[1]{\left\vert\,{#1}\,\right\vert}$ Lets consider $\ds{\oint_{\mathscr{C}}{z^{1/3} \over 1 + z^{2}}{\dd z \over 2\pi\ic} = {\pars{\expo{\pi\ic/2}}^{1/3} \over 2\ic} + {\pars{\expo{-\pi\ic/2}}^{1/3} \over -2\ic} = \sin\pars{\pi \over 6} = \color{red}{\large{1 \over 2}}}$.

$\ds{\mathscr{C}}$ is a contour which "takes care" of the $\ds{z^{1/3}}$ $\ds{\underline{principal}\ branch\mbox{-}cut}$. Namely, $\ds{z^{1/3} = \verts{z}^{1/3}\expo{\ic\on{arg}\pars{z}/3}\ }$ where $\ds{-\pi < \on{arg}\pars{z} < \pi\ \wedge\ z \not= 0}$. Note that there are two poles inside such contour: $\ds{\expo{\pm\pi\ic/2}}$. Contributions to the whole integration vanish out along the big arc of radius $\ds{R\ \pars{\sr{{\rm as}\ R\ \to\ \infty}{\propto}1/R^{2/3}}}$ and along the indent -of radius $\ds{\epsilon}$-around $\ds{0\ \pars{\sr{{\rm as}\ \epsilon\ \to\ 0^{+}}{\propto} \epsilon ^{2/3}}}$

Therefore, the whole integration is reduced to be along paths above and below the $\ds{z^{1/3}\ \mbox{branch-cut}}$. \begin{align} & \color{#44f}{\oint_{\mathscr{C}}{z^{1/3} \over 1 + z^{2}}{\dd z \over 2\pi\ic}} = \int_{-\infty}^{0}{\pars{-x}^{1/3}\expo{\pi\ic/3} \over 1 + x^{2}}{\dd x \over 2\pi\ic} + \int_{0}^{-\infty}{\pars{-x}^{1/3}\expo{-\pi\ic/3} \over 1 + x^{2}}{\dd x \over 2\pi\ic} \\[5mm] = & \expo{\pi\ic/3}\int_{0}^{\infty}{x^{1/3} \over 1 + x^{2}}{\dd x \over 2\pi\ic} - \expo{-\pi\ic/3}\int_{0}^{\infty}{x^{1/3} \over 1 + x^{2}}{\dd x \over 2\pi\ic} \\[5mm] = & \ {2\ic\sin\pars{\pi/3} \over 2\pi\ic} \int_{0}^{\infty}{x^{1/3} \over 1 + x^{2}}\dd x = \color{red}{\large{\root{3} \over 2\pi}\int_{0}^{\infty}{x^{1/3} \over 1 + x^{2}} \dd x} \end{align} Therefore, -see the above $\ds{\color{red}{red}}$ expressions-, $$ {1 \over 2} = {\root{3} \over 2\pi} \int_{0}^{\infty}{x^{1/3} \over 1 + x^{2}}\dd x \\ \implies \int_{0}^{\infty}{x^{1/3} \over 1 + x^{2}}\dd x = {\pi \over \root{3}} = \bbx{\color{#44f}{\Large{\root{3} \over 3}\,\pi}} \approx 1.8138 $$

Felix Marin
  • 94,079
1

Judging by your description, you are integrating $$f(z) = \frac{z^{1/3}}{1+z^2} = \frac{\lvert z\rvert^{1/3} e^{i \tfrac13 \arg z}}{1+z^2}$$ along the positively-oriented contour pictured below:

enter image description here

Like you say, there are several possible cube roots, hence the need for restricting yourself to a specific branch. I've done just that in the plot; by cutting the plane along the negative imaginary axis, we are confined to

$$\arg z\in\left(-\dfrac\pi2,\dfrac{3\pi}2\right) \implies \frac13 \arg z \in\left(-\dfrac\pi6,\dfrac\pi2\right)$$

(More generally, the interval $\arg z\in\left(-\dfrac\pi2+2n\pi,\dfrac{3\pi}2+2n\pi\right)$, but choosing $n=0$ is simplest). This ensures $\arg z$ takes on exactly one value for any $z$ not lying on the cut.

On this particular branch, we have e.g. $\arg(-1)=\pi$ and $\arg i=\dfrac\pi2$. However, $\arg(-i)$ -- really any $\arg(ix)$ where $x<0$ -- is undefined, since it approaches $-\dfrac\pi2$ from the right of the cut, and $\dfrac{3\pi}2$ from the left. Hence $(-1)^{1/3}=e^{i\pi/3}$ and $i^{1/3}=e^{i\pi/6}$, while in order to secure a concrete value of $(-i)^{1/3}$, we must decide which of $-\dfrac\pi2$ or $\dfrac{3\pi}2$ to include in the domain of $\arg z$.

On the other hand, if we had picked $n=1$ so that we're on the branch with $\arg z\in\left(\dfrac{3\pi}2,\dfrac{7\pi}2\right)$, we would instead have $-1=e^{i\color{red}3\pi}\implies (-1)^{1/3}=e^{i\pi}=-1$ and $i=e^{i\color{red}5\pi/2}\implies i^{1/3}=e^{i5\pi/6}$, and $(-i)^{1/3}$ remains ambiguous.

On yet another hand, consider a branch where the cut is made along any ray from the origin and pointing into the half-plane $\Im z<0$. (Pictured with the cut rotated by $\pi/6$ rad from the negative imag. axis)

enter image description here

Now we have $\arg z\in\left(-\dfrac\pi3,\dfrac{5\pi}3\right)$, so that e.g. $(-1)^{1/3}=e^{i\pi/3}$, $i^{1/3}=e^{i\pi/6}$, but this time we definitively have $-i=e^{i3\pi/2}\implies (-i)^{1/3}=e^{i\pi/2}=i$, at the cost of making $z^{1/3}$ ambiguous for all $z$ on this cut.


Let's evaluate the integral on the first branch. The residue at the enclosed pole is

$$\underset{z=i=e^{i\pi/2}}{\operatorname{Res}} f(z) = \lim_{z\to i} \frac{\lvert z\rvert^{1/3} e^{i\tfrac13 \arg z}}{z+i} = \frac{e^{i\tfrac13\cdot\tfrac\pi2}}{2i} = \frac12 e^{-i\pi/3}$$

so that by the res. theorem (and omitting details re. the circular arcs), as expected,

$$\begin{align*} i2\pi \sum \operatorname{Res} &= \oint_C f(z) \, dz \\ \pi e^{i\pi/6} &= \int_{-\infty}^0 \frac{|x|^{1/3} e^{i \tfrac13 \cdot \pi}}{1+x^2} \, dx + \int_0^\infty \frac{|x|^{1/3} e^{i\tfrac13\cdot0}}{1+x^2} \, dx \\ &= \left(1+e^{i\pi/3}\right) \int_0^\infty \frac{x^{1/3}}{1+x^2} \, dx \\ \implies I &= \pi \frac{e^{i\pi/6}}{1+e^{i\pi/3}} = \frac\pi{\sqrt3} \end{align*}$$

We get the same result on the second branch, where $\arg z\in\left(\dfrac{3\pi}2,\dfrac{7\pi}2\right)$:

$$\begin{align*} \underset{z=i=e^{i\color{red}5\pi/2}}{\operatorname{Res}} f(z) &= \frac{e^{i\tfrac13 \cdot\tfrac{5\pi}2}}{2i} = \frac12 e^{i\pi/3} \\ \stackrel{\text{res.thm.}}\implies \pi e^{i5\pi/6} &= \int_{-\infty}^0 \frac{\lvert x\rvert^{1/3} e^{i \tfrac13 \cdot 3\pi}}{1+x^2} \, dx + \int_0^\infty \frac{\lvert x\rvert^{1/3} e^{i \tfrac13 \cdot 2\pi}}{1+x^2} \, dx \\ \implies I &= \pi \frac{e^{i5\pi/6}}{-1 + e^{i2\pi/3}} = \frac\pi{\sqrt3} \end{align*}$$

I encourage OP to work out the details using the third aforementioned branch and verify that $I$ ends up the same value.


Now, to explicitly (and hopefully) answer your questions:

  1. The "other cube roots" don't work because their cubes don't belong to the branch we chose. For example, $$-1=e^{i(\pi+2n\pi)} \in \left\{\ldots,e^{-i3\pi},e^{-i\pi},e^{i\pi},e^{i3\pi},e^{i5\pi},\ldots\right\}$$ but only $-1=e^{i\pi}$ is found on the first branch.

  2. The choice in branch dictates the value of $\arg z$ wherever it appears. You control $\arg z$ and by extension $\dfrac13\arg z$. The general case is no different. (See e.g. here, where it's demonstrated that $x^{1/2}$ and $x^{1/4}$ get essentially the same treatment.)


Lastly, I'd like to suggest an alternate approach. Eliminating the root by substituting in the integral $x\to x^3$ allows us to circumvent consideration of branch cuts altogether:

$$I = \int_0^\infty \frac{x^{1/3}}{1+x^2} \, dx = \int_0^\infty \frac{3x^3}{1+x^6} \, dx$$

This can be evaluated by integrating along the boundary of a circular sector. (It should be clear why a semicircle won't work.) See this similar example.

user170231
  • 25,320
  • 1
    Thank you for your extensive explanation. I think now I understand why we take the specific cube root as we should, and any other would not work. I'll mark your answer as "the solution". – Noud May 21 '24 at 04:08