Let f be analytic on and inside a simple closed curve ฮณ, and suppose z0โ is a point inside ฮณ. Everyone knows the Cauchy integral formula:
f(z0โ)=2ฯi1โโฎฮณโzโz0โf(z)โdz.
Now use this to evaluate the following real integral in closed form:
I=โซ02ฯโ2โcosฮธcosฮธโdฮธ.
Hint: think about what contour to use and what rational function of eiฮธ appears.
contour integrationresidue theoremtrigonometric integralsunit circle substitution
Answer: The Cauchy Integral That Evaluates Itself
Key Idea / Intuition
The key insight is to convert the trigonometric integral over [0,2ฯ] into a contour integral over the unit circle โฃzโฃ=1 by writing z=eiฮธ, so cosฮธ=2z+zโ1โ and dฮธ=izdzโ. The resulting rational function of z has poles that can be located explicitly, and then the residue theorem (a consequence of Cauchy's formula) does all the work. The answer turns out to be a clean expression involving 3โ, which is surprising from the integral's innocent appearance.
Formal Proof / Solution
Step 1: Substitution z=eiฮธ.
On the unit circle โฃzโฃ=1:
cosฮธ=2z+zโ1โ,dฮธ=izdzโ.
So:
I=โฎโฃzโฃ=1โ2โ2z+zโ1โ2z+zโ1โโโ izdzโ.
Step 2: Simplify the integrand.
Multiply numerator and denominator of the big fraction by 2z:
Sanity check: Since 2โcosฮธcosฮธโ averages to a small positive number over [0,2ฯ], a value near 1 makes sense. โ
The beauty: A completely elementary-looking trigonometric integral, with no obvious closed form, yields an answer involving 3โ โ the signature of a quadratic residue computation hidden inside the unit circle substitution.