example of changing variable
If one performs in the improper integral
(1) |
the change of variable (http://planetmath.org/ChangeOfVariableInDefiniteIntegral)
the new lower limit becomes and the new upper limit 0; hence one obtains
Thus one has recurred to the integral
(2) |
the value of which has been determined in the entry using residue theorem near branch point
. Accordingly, we may write the result
Calculating the integral (1) directly is quite laborious: one has to use Cauchy residue theorem to the integral
about the perimetre of the rectangle
and then to let (one cannot use the same half-disk as in determining the integral (2)). As for using the method (http://planetmath.org/MethodsOfEvaluatingImproperIntegrals) of differentiation under the integral sign or taking Laplace transform
with respect to yields a more complicated integral.