I've got the integral $\int^\infty_{-\infty} dk \frac{k^2}{(1+a^2 k^2)^2}$ where $a$ is a real number. I can't seem to find a $u$-substitution or trigonometric substitution that will work. Any hints?
3 Answers
Assuming that $a>0$,
$$\begin{eqnarray*}\int_{\mathbb{R}}\frac{x^2\,dx}{(1+a^2 x^2)^2}&=&\frac{1}{a^3}\int_{\mathbb{R}}\frac{x^2\,dx}{(1+x^2)^2}=\frac{1}{a^3}\left(\int_{\mathbb{R}}\frac{dx}{1+x^2}-\int_{\mathbb{R}}\frac{dx}{(1+x^2)^2}\right)\\&=&\frac{1}{a^3}\left(\pi-\frac{\pi}{2}\right)=\color{red}{\frac{\pi}{2a^3}}.\end{eqnarray*}$$ The two integrals $\int_{\mathbb{R}}\frac{dx}{x^2+1}$ and $\int_{\mathbb{R}}\frac{dx}{(x^2+1)^2}$ can be evaluated by simply computing the residue of the integrand function in the pole with positive imaginary part $x=i$.
Hence we have, for any $a\in\mathbb{R}\setminus\{0\}$:
$$\int_{\mathbb{R}}\frac{x^2\,dx}{(1+a^2 x^2)^2}=\frac{\pi}{2|a|^3}.$$
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Try $u = \tan(k)/a$. Be careful when handling the endpoints.
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With tangent, how can you evaluate what the limits of integration will be? $\tan(\infty)$ is undefined. – user174420 Sep 08 '14 at 00:16
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But the image of (-pi/2, pi/2) under tan will cover the entire real line like you want. – Mark Sep 08 '14 at 00:18
Let's write the integral as
$$ I = 2\int^\infty_{0} dk \frac{k^2}{(1+a^2 k^2)^2}. $$
Use the change of variables $1+a^2k^2=\frac{1}{u}$ which will cast the integral in terms of the beta function
$$ I = \frac{1}{a^3} \int^1_{0} u^{-1/2}(1-u)^{1/2}du =\frac{1}{a^3} \frac{\Gamma(1/2)\Gamma(3/2)}{\Gamma(2)}=\frac{\Gamma(1/2)^2}{2a^3} = \frac{\pi}{4a^3}. $$
See related techniques.
Note: The beta function is defined as
$$ \mathrm{\beta}(x,y) = \int_0^1t^{x-1}(1-t)^{y-1}\,\mathrm{d}t \,\quad Re(x)>0,\, Re(y)>0. $$
Notes:
1)
$$ \Gamma(1/2)= \sqrt{\pi}. $$
2) It is a general technique that allows you to handle more harder problems as you can see in the links.
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I was meaning no offense, @Mhenni Benghorbal. You are clearly right, but there is a shortcut to get the answer without invoking the Euler Beta function. I just think "the easier, the better". – Jack D'Aurizio Sep 08 '14 at 00:32
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@user174420: You are right. I forgot to multiply by $2$ whiches is in the first integral. – Mhenni Benghorbal Sep 08 '14 at 01:47
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@mhenni, no you didn't forget, you just multiplied your final answer by 1/2 accidentally. – user5389726598465 Jul 16 '17 at 22:06