Ramanujan's Papers
Some definite integrals connected with Gauss's sums
Messenger of Mathematics, XLIV, 1915, 75 – 85
1. If $n$ is real and positive, and $|I(t)|,$ where $I(t)$ is the imaginary
part of $t$, is less than either $n$ or $1$, we have
\begin{eqnarray}
\int\limits^\infty_0 \frac{\cos \pi tx}{\cosh \pi x} e^{-i \pi n x^2} \ dx
&=& 2 \int\limits^\infty_0 \int\limits^\infty_0 \frac{\cos \pi tx \cos 2 \pi x
y}{\cosh \pi y} e^{-i \pi n x^2} \ dx dy \nonumber\\
&=& \sqrt{n}~ \exp \left\{- \mbox{$\frac{1}{4}$}i \pi
\left(1-\frac{t^2}{n}\right)\right\}
\int\limits^\infty_0 \frac{\cos \pi tx}{\cosh \pi n x} e^{i \pi n x^2} \ dx.
\end{eqnarray}
When $n=1$ the above formula reduces to
\begin{equation}
\int\limits^\infty_0 \frac{\cos \pi tx}{\cosh \pi x} \sin \pi x^2 \ dx =
\tan \{\mbox{$\frac{1}{8}$}\pi (1-t^2)\} \int\limits^\infty_0 \frac{\cos \pi tx}{\cosh
\pi x} \cos \pi x^2 \ dx.
\end{equation}
if $t=0$, and
\begin{eqnarray}
\left.\begin{array}{ll}\ds
\phi (n) = \int\limits^\infty_0 \frac{\cos \pi
n x^2}{\cosh \pi x} \ dx , \\
\ds\Psi(n) = \int\limits^\infty_0 \frac{\sin \pi n x^2}{\cosh \pi x}
\ dx, \end{array}\right\}
\end{eqnarray}
then
\begin{equation*}
\left.\begin{array}{ll} \phi (n) = \sqrt{ \left(\frac{2}{n}\right) \Psi
\left(\frac{1}{n}\right) + \Psi (n)}, \\
\Psi(n) = \sqrt{\left(\frac{2}{n}\right) \phi \left(\frac{1}{n}\right) -
\phi(n)}. \end{array}\right\}\tag{3'}
\end{equation*}
Similarly, if $\frac{1}{2} \sqrt{3}|I(t)|$ is less than either 1 or $n$, we
have
\begin{eqnarray}
\int\limits^\infty_0 && \frac{\cos \pi tx}{1+2 \cosh (2 \pi x/\sqrt{3})}
e^{i \pi n x^2} \ dx \nonumber\\
&=& \sqrt{n} ~ \exp \left\{-\mbox{$\frac{1}{4}$} i \pi \left(1-
\frac{t^2}{n}\right)\right\} \int\limits^\infty_0 \frac{\cos \pi tx}{1+2 \cosh
(2 \pi n x/ \sqrt{3})} e^{- i \pi n x^2} \ dx.
\end{eqnarray}
If in
(4) we suppose $n=1$, we obtain
\begin{equation}
\int\limits^\infty_0 \frac{\cos \pi tx \sin \pi x^2}{1+2 \cosh (2 \pi
x/\sqrt{3})} \ dx
=\tan\{\mbox{$\frac{1}{8}$}\pi (1- t^2)\}\int\limits^\infty_0\frac{\cos\pi tx
\cos \pi x^2}{1+2 \cosh (2 \pi x/ \sqrt{3})} \ dx;
\end{equation}
and if $t=0$, and
\begin{eqnarray}
\left.\begin{array}{ll} \ds\phi (n) = \int\limits^\infty_0 \frac{\cos \pi n
x^2}{1+2 \cosh (2 \pi x/ \sqrt{3})} \ dx, \\
\ds\Psi (n) = \int\limits^\infty_0 \frac{\sin \pi n x^2}{1+2 \cosh (2 \pi
x/\sqrt{3})} \ dx, \end{array}\right\}
\end{eqnarray}
then
\begin{equation*}
\left.\begin{array}{ll} \phi(n) = \sqrt{\left(\frac{2}{n}\right) \Psi
\left(\frac{1}{n}\right) + \Psi (n)}, \\
\Psi (n) = \sqrt{\left(\frac{2}{n}\right) \phi \left(\frac{1}{n}\right) -
\phi(n)}. \end{array}\right\}\tag{6'}
\end{equation*}
In a similar manner we can prove that
\begin{equation}
\int\limits^\infty_0 \frac{\sin \pi tx}{\tanh \pi x} e^{- i\pi n x^2} \ dx
= - \sqrt{n} ~ \exp \left\{\mbox{$\frac{1}{4}$} i \pi
\left(1+\frac{t^2}{n}\right)\right\} \int\limits^\infty_0 \frac{\sin \pi
tx}{\tanh \pi n x} e^{i \pi n x^2} \ dx.
\end{equation}
If we put $n=1$ in
(7), we obtain
\begin{equation}
\int\limits^\infty_0 \frac{\sin \pi tx}{\tanh \pi x} \cos \pi x^2 \ dx =
\tan \{\frac{1}{8} \pi (1+t^2)\} \int\limits^\infty_0 \frac{\sin \pi tx}{\tanh
\pi x} \sin \pi x^2 \ dx.
\end{equation}
Now
\begin{eqnarray}
\lim_{t \to 0} \frac{1}{t} \int\limits^\infty_0 \frac{\sin a tx}{\tanh
bx} e^{i c x^2} \ dx
&=& \lim_{t \to 0} \frac{1}{t} \int\limits^\infty_0 \frac{2 \sin atx}{e^{2bx} -
1} e^{i c x^2} \ dx + \lim_{t \to 0} \int\limits^\infty_0 \frac{\sin a t x}{t}
e^{i c x^2} \ dx \nonumber \\
&=& \int\limits^\infty_0 \frac{ae^{icx}}{e^{2b\sqrt{x}} - 1} \ dx + \frac{ia}{2c}.
\end{eqnarray}
Hence, dividing both sides of
(7) by $t$, and making $t \to 0$, we obtain the
result corresponding to
(3) and
(6), viz.: if
\begin{eqnarray}
\left.\begin{array}{ll}\ds \phi(n) = \int\limits^\infty_0 \frac{\cos \pi n
x}{e^{2 \pi \sqrt{x}}-1} \ dx, \\
\ds\Psi (n) = \frac{1}{2 \pi n} + \int\limits^\infty_0 \frac{\sin \pi nx}{e^{2
\pi \sqrt{x}}-1} \ dx, \end{array}\right\}
\end{eqnarray}
then
\begin{equation*}
\left.\begin{array}{ll} \phi(n) = \frac{1}{n}
\sqrt{\left(\frac{2}{n}\right) \Psi \left(\frac{1}{n} \right) - \Psi(n)},
\\
\Psi(n) = \frac{1}{n} \sqrt{\left(\frac{2}{n}\right) \phi
\left(\frac{1}{n}\right) + \phi(n)}. \end{array}\right\} \tag{10'}
\end{equation*}
2. I shall now shew that the integral (1) may be expressed in finite terms for
all rational values of $n$. Consider the integral
$$ J(t) = \int\limits^\infty_0 \frac{\cos tx}{\cosh \frac{1}{2} \pi x}
\frac{ \ dx}{a^2 + x^2}. $$
If $R(a)$ and $t$ are positive, we have
\begin{eqnarray}
J(t) &=& \frac{4}{\pi} \int\limits^\infty_0 \sum^{r=\infty}_{r=0} \frac{(-1)^r
(2r+1)}{x^2 + (2r+1)^2} \frac{\cos tx}{a^2 + x^2} \ dx \nonumber\\
&=& 2 \sum^{r=\infty}_{r=0} \frac{(-1)^r}{a^2-(2r+1)^2} \left\{e^{-(2r+1)t} -
\frac{1}{a} (2r+1) e^{-at}\right\} \nonumber \\
&=& \frac{\pi e^{-at}}{2a \cos \frac{1}{2} \pi a} + 2 \sum^{r=\infty}_{r=0}
\frac{(-1)^r e^{-(2r+1)t}}{a^2 - (2r+1)^2},
\end{eqnarray}
and it is easy to see that this last equation remains true when $t$ is
complex, provided $R(t)>0$ and $|I(t)|\leq \frac{1}{2} \pi$. Thus the
integral $J(t)$ can be expressed in finite terms for all rational values of
$a$. Thus, for example, we have
\begin{eqnarray}
\left.\begin{array}{ll} \ds\int\limits^\infty_0 \frac{\cos tx}{\cosh
\frac{1}{2} \pi x} \frac{ \ dx}{1+x^2} = \cosh t \log (2 \cosh t) - t \sinh t, \\
\ds\int\limits^\infty_0 \frac{\cos 2 tx}{\cosh \pi x} \frac{ \ dx}{1+x^2} = 2
\cosh t - (e^{2t} \tan^{-1} e^{-t} + e^{-2t} \tan^{-1} e^t), \end{array}\right\}
\end{eqnarray}
and so on. Now let
\begin{equation}
F(n) = \int\limits^\infty_0 \frac{\cos 2 tx}{\cosh \pi x} e^{- i \pi n
x^2} \ dx.
\end{equation}
Then, if $R (a) > 0,$
\begin{equation}
\int\limits^\infty_0 e^{-an} F(n) dn = \int\limits^\infty_0 \frac{\cos 2
tx}{\cosh \pi x} \frac{ \ dx}{a + i \pi x^2} .
\end{equation}
Now let
\begin{eqnarray}
f(n) &=& \sum^{r=\infty}_{r=0} (-1)^r \exp \{-(2r+1) t + \mbox{$\frac{1}{4}$} (2r
+1)^2 i \pi n\} \nonumber\\
&+& \frac{1}{\sqrt{n}} \exp \left\{- i \left(\mbox{$\frac{1}{4}$} \pi - \frac{t^2}{\pi
n}\right)\right\} \sum^{r=\infty}_{r=0} (-1)^r \exp \left\{- (2r+1)
\frac{t}{n} \right.%\ncr
\left.- \mbox{$\frac{1}{4}$} (2r+1)^2 \frac{i \pi}{n}\right\}.
\end{eqnarray}
Then
\begin{eqnarray}
\int\limits^\infty_0 e^{-an} f(n) dn &=& \sum^{r=\infty}_{r=0} \frac{(-1)^r
e^{-(2r+1)t}}{a-\mbox{$\frac{1}{4}$} (2r+1)^2 i \pi}
+ \sqrt{\left(\frac{\pi}{2a}\right)} \frac{\exp \{-\sqrt{(2a/\pi)}(1-i)t\}}{(1+i)
\cosh \{(1+i)\sqrt{(\frac{1}{2} \pi a)}\}} \nonumber\\
&=& \int\limits^\infty_0 \frac{\cos 2
tx}{\cosh \pi x} \frac{ \ dx}{a+i\pi x^2},
\end{eqnarray}
in virtue of
(11); and therefore
\begin{equation}
\int\limits^\infty_0 e^{-an} \{F(n) - f(n) \} dn = 0.
\end{equation}
Now it is known that, if $\phi (n)$ is continuous and
$$\int\limits^\infty_0 e^{-an} \phi (n) dn = 0, $$
for all positive values of $a$ (or even only for an infinity of such values in
arithmetical progression), then
$$ \phi (n) = 0,$$
for all positive values of $n$. Hence
\begin{equation}
F(n) = f(n).
\end{equation}
Equating the real and imaginary parts in
(13) and
(15) we have
\begin{eqnarray}
\int\limits^\infty_0 && \frac{\cos 2tx}{\cosh \pi x} \cos \pi n x^2 \ dx
= \left\{e^{-t} \cos \frac{\pi n}{4} - e^{-3t} \cos \frac{9 \pi n}{4} +
e^{-5t} \cos \frac{25 \pi n}{4} - \cdots \right\} \nonumber\\
&+& \frac{1}{\sqrt{n}} \left\{e^{-t/n} \cos \left(\frac{\pi}{4} - \frac{t^2}{\pi
n} + \frac{\pi}{4n}\right) - e^{-3t/n} \cos \left(\frac{\pi}{4} -
\frac{t^2}{\pi n} + \frac{9 \pi}{4n} \right) + \cdots\right\},
\end{eqnarray}
\begin{eqnarray}
\int\limits^\infty_0 && \frac{\cos 2 tx}{\cosh \pi x} \sin \pi n x^2
\ dx
= - \left\{e^{-t} \sin \frac{\pi n}{4} - e^{-3t} \sin \frac{9 \pi n}{4} +
e^{-5t} \sin \frac{25 \pi n}{4} - \cdots \right\} \nonumber \\
&+& \frac{1}{\sqrt{n}} \left\{e^{-t/n} \sin \left(\frac{\pi}{4} - \frac{t^2}{\pi
n} + \frac{\pi}{4n} \right) - e^{-3t/n} \sin \left(\frac{\pi}{4} -
\frac{t^2}{\pi n} + \frac{9 \pi}{4n} \right) + \cdots \right\}.
\end{eqnarray}
We can verify the results
(18),
(19) and
(20) by means of the equation
(1).
This equation can be expressed as a functional equation in $F(n)$, nd it is
easy to see that $f(n)$ satisfies the same equation.
The right-hand side of these equations can be expressed in finite terms if $n$
is any rational number. For let $n=a/b,$ where $a$ and $b$ are any two
positive integers and one of them is odd. Then the results
(19) and
(20)
reduce to
\begin{eqnarray}
2 \cosh bt && \int\limits^\infty_0 \frac{\cos 2 tx}{\cosh \pi x} \cos
\left(\frac{\pi a x^2}{b}\right) \ dx \nonumber\\
&=& [ \cosh \{(1-b)t\} \cos (\pi a/4b) - \cosh \{(3-b)t\} \cos (9 \pi
a/4b) \nonumber\\
&+& \cosh \{(5-b)t\} \cos (25 \pi a/4b) - \cdots \mbox{ to } b \mbox{ terms }]\nonumber \\
&+& \sqrt{\left(\frac{b}{a}\right)} \left[\cosh
\left\{\left(1-\frac{1}{a}\right)bt\right\} \cos \left(\frac{\pi}{4} -
\frac{bt^2}{\pi a} + \frac{\pi b}{4a}\right)\right. \nonumber\\
&-& \left. \cosh \left\{\left(1-\frac{3}{a}\right) bt \right\} \cos
\left(\frac{\pi}{4} - \frac{bt^2}{\pi a} + \frac{9 \pi b}{4a}\right) + \cdots
\mbox{ to } a \mbox{ terms }\right],
\end{eqnarray}
\begin{eqnarray}
2 \cosh bt && \int\limits^\infty_0 \frac{\cos 2 tx}{\cosh \pi x} \sin
\left(\frac{\pi a x^2}{b}\right) \ dx \nonumber\\
&=& - [ \cosh \{(1-b)t\} \sin (\pi a/4b) - \cosh \{(3-b)t\} \sin (9 \pi
a/4b)\nonumber \\
&+& \cosh \{(5-b) t\} \sin (25 \pi a/4b) - \cdots \mbox{ to } b \mbox{ terms }] \nonumber\\
&+& \sqrt{\left(\frac{b}{a}\right)} \left[ \cosh
\left\{\left(1-\frac{1}{a}\right)bt\right\} \sin
\left(\frac{\pi}{4}-\frac{bt^2}{\pi a} + \frac{\pi b}{4a}\right)\right.\nonumber \\
&-& \left. \cosh \left\{\left(1-\frac{3}{a}\right)bt\right\} \sin
\left(\frac{\pi}{4} - \frac{bt^2}{\pi a} + \frac{9 \pi b}{4a}\right) + \cdots
\mbox{ to } a \mbox{ terms } \right].
\end{eqnarray}
Thus, for example, we have, when $a=1$ and $b=1$,
\begin{equation}
\int\limits^\infty_0 \frac{\cos \pi x^2}{\cosh \pi x} \cos 2 \pi tx \ dx
=\frac{1+\sqrt{2} \sin \pi t^2}{2 \sqrt{2} \cosh \pi t},
\end{equation}
\begin{equation}
\int\limits^\infty_0 \frac{\sin \pi x^2}{\cosh \pi x} \cos 2 \pi tx \ dx
= \frac{-1 + \sqrt{2} \cos \pi t^2}{2 \sqrt{2} \cosh \pi t}.
\end{equation}
It is easy to verify that
(23) and
(24) satisfy the relation
(2).
The values of the integrals
$$ \int\limits^\infty_0 \frac{\cos \pi n x^2}{\cosh \pi x} \ dx,
\int\limits^\infty_0 \frac{\sin \pi n x^2}{\cosh \pi x} \ dx $$
can be obtained easily from the preceding results by putting $t=0$, and need
no special discussion. By successive differentiations of the results
(19) and
(20) with respect to $t$ and $n$, we can evaluate the integrals
\begin{eqnarray}
\left.\begin{array}{ll}
\ds\int\limits^\infty_0 x^{2m-1} \frac{\sin tx}{\cosh
\pi x} \begin{array}{ll}\cos\\ \sin\end{array} \pi n x^2 \ dx,\\
\ds\int\limits^\infty_0 x^{2m} \frac{\cos tx}{\cosh \pi x} \begin{array}{ll}
\cos \\
\sin \end{array} \pi n x^2 \ dx, \end{array}\right\}
\end{eqnarray}
for all rational values of $n$ and all positive integral values of $m$. Thus,
for example, we have
\begin{eqnarray}
\left.\begin{array}{ll}
\ds\int\limits^\infty_0 x^2 \frac{\cos \pi x^2}{\cosh
\pi x} \ dx = \frac{1}{8\sqrt{2}} - \frac{1}{4 \pi}, \\
\ds\int\limits^\infty_0 x^2 \frac{\sin \pi x^2}{\cosh \pi x} \ dx
= \frac{1}{8} - \frac{1}{8 \sqrt{2}}. \end{array}\right\}
\end{eqnarray}
3. We can get many interesting results by applying the theory of Cauchy's
reciprocal functions to the preceding results. It is known that, if
\begin{equation}
\int\limits^\infty_0 \phi(x) \cos kn x \ dx = \Psi (n),
\end{equation}
then
\begin{eqnarray*}
\mbox{(i) }\frac{1}{2} \alpha && \left\{\frac{1}{2} \phi (0) + \phi (\alpha) + \phi (2
\alpha) + \phi (3 \alpha) + \cdots \right\}\\
&=& \frac{1}{2} \Psi (0) + \Psi (\beta) + \Psi (2 \beta) +
\Psi (3 \beta) + \cdots,\tag{27}
\end{eqnarray*}
with the condition $\alpha \beta = 2 \pi/k $;
\begin{eqnarray*}
\mbox{(ii) }\alpha \sqrt{2} \{\phi (\alpha) - \phi (3 \alpha) &-& \phi (5 \alpha) + \phi (7 \alpha) + \phi (9 \alpha) - \cdots \} \\
&=& \Psi (\beta) - \Psi(3 \beta) - \Psi (5 \beta) + \Psi (7
\beta) + \Psi (9 \beta)- \cdots,\tag{27}
\end{eqnarray*}
with the condition $\alpha \beta = \pi/4k $;
\begin{eqnarray*}
\mbox{(iii) }\alpha \sqrt{3} \{\phi (\alpha) - \phi(5 \alpha) &-& \phi(7 \alpha) +
\phi (11 \alpha) + \phi (13 \alpha) - \cdots \}\\
&=& \Psi (\beta) - \Psi (5 \beta) - \Psi (7 \beta) + \Psi (11
\beta) + \Psi(13 \beta) - \cdots,\tag{27}
\end{eqnarray*}
with the condition $\alpha \beta = \pi/6k,$ where 1, 5, 7, 11, 13, $\ldots$ are the
odd natural numbers without the multiples of 3.
There are of course corresponding results for the function
\begin{equation}
\int\limits^\infty_0 \phi (x) \sin kn x \ dx = \Psi (n),
\end{equation}
such as
$$ \alpha \{ \phi (\alpha) - \phi (3 \alpha) + \phi(5 \alpha) - \cdots \} =
\Psi (\beta) - \Psi (3 \beta) + \Psi (5 \beta) - \cdots , $$
with the condition $\alpha \beta = \pi/2k.$
Thus from
(23) and
(27) (i) we obtain the following results. If
\begin{equation}
F(\alpha, \beta) = \sqrt{\alpha} \left\{\frac{1}{2} +
\sum^{r=\infty}_{r=1} \frac{\cos r^2 \pi \alpha^2}{\cosh r \pi
\alpha}\right\} - \sqrt{\beta} \sum^{r=\infty}_{r=1} \frac{\sin r^2 \pi
\beta^2}{\cosh r \pi \beta},
\end{equation}
then
$$ F(\alpha, \beta) = F(\beta, \alpha) = \sqrt{(2\alpha)} \{\frac{1}{2} +
e^{-\pi \alpha} + e^{-4\pi\alpha} + e^{-9 \pi \alpha} + \cdots \}^2, $$
provided that $\alpha \beta = 1$.
4. If, instead of starting with the integral (11), we start with the
corresponding sine integral, we can shew that, when $R(a)$ and $R(t)$ are
positive and $|I(t)| \leq \pi $,
\begin{equation}
\int\limits^\infty_0 \frac{\sin tx}{\sinh \pi x} \frac{ \ dx}{a^2+x^2} =
\frac{1}{2a^2} - \frac{\pi e^{-at}}{2 a \sin \pi a} + \sum^{r=\infty}_{r=1}
\frac{(-1)^r e^{-rt}}{a^2-r^2}.
\end{equation}
Hence the above integral can be expressed in finite terms for all rational
values of $a$. For example, we have
\begin{equation}
\int\limits^\infty_0 \frac{\sin tx}{\sinh \frac{1}{2} \pi x}
\frac{ \ dx}{1+x^2} = e^t \tan^{-1} e^{-t} - e^{-t} \tan^{-1} e^t.
\end{equation}
From
(30) we can deduce that
\begin{eqnarray}
\int\limits^\infty_0 \frac{\sin 2tx}{\sinh \pi x} e^{- i \pi n x^2} \ dx &=&
\frac{1}{2} - e^{-2t + i\pi n} + e^{-4t+4i\pi n}- e^{-6t + 9 i \pi n} +\cdots \nonumber\\
&-& \frac{1}{\sqrt{n}} \exp \left\{\left(\mbox{$\frac{1}{4}$} \pi +
\frac{t^2}{\pi n}\right)i \right\} \{e^{-(t+\frac{1}{4} i \pi)/n} + e^{-(3t
+ \frac{9}{4} i
\pi)/n} + \cdots \},
\end{eqnarray}
$R(t)$ being positive and $|I(t)|\leq \frac{1}{2} \pi$. The right-hand side
can be expressed in finite terms for all rational values of $n$. Thus, for
example, we have
\begin{equation}
\int\limits^\infty_0 \frac{\cos \pi x^2}{\sinh \pi x} \sin 2 \pi tx \ dx =
\frac{\cosh \pi t-\cos \pi t^2}{2 \sinh \pi t},
\end{equation}
\begin{equation}
\int\limits^\infty_0 \frac{\sin \pi x^2}{\sinh \pi x} \sin 2 \pi tx \ dx =
\frac{\sin \pi t^2}{2 \sinh \pi t},
\end{equation}
and so on.
Applying the formula
(28) to
(33) and
(34), we have, when $\alpha \beta = \frac{1}{4}$,
\begin{eqnarray}
\left.\begin{array}{lll} \displaystyle{
\sqrt{\alpha} \sum^{r=\infty}_{r=0} (-1)^r \frac{\cos\{(2r +1)^2\pi
\alpha^2\}}{\sinh \{(2r+1)\pi \alpha\}}} &+& \displaystyle{\sqrt{\beta}
\sum^{r=\infty}_{r=0}
(-1)^r \frac{\cos \{(2r+1)^2 \pi \beta^2\}}{\sinh \{(2r+1)\pi \beta\}}}\\
&=& \displaystyle{2 \sqrt{\alpha} \{\frac{1}{2} + e^{-2 \pi \alpha} + e^{- 8 \pi
\alpha} + e^{-18 \pi \alpha} + \cdots \}^2}; \\
\displaystyle{\sqrt{\alpha} \sum^{r=\infty}_{r=0} (-1)^r \frac{\sin \{(2r+1)^2 \pi
\alpha^2\}}{\sinh \{(2r+1)\pi \alpha\}}} &=& \displaystyle{\sqrt{\beta}
\sum^{r=\infty}_{r=0}
(-1)^r \frac{\sin \{(2r+1)^2 \pi \beta^2\}}{\sinh \{(2r+1)\pi \beta\}}}.
\end{array}\right\}
\end{eqnarray}
By successive differentiation of
(32) with respect to $t$ and $n$ we can
evaluate the integrals
\begin{eqnarray}
\left.\begin{array}{lll} \displaystyle{
\int\limits^\infty_0 x^{2m-1} \frac{\cos tx}{\sinh \pi x} \begin{array}{c}
\cos \\ \sin \end{array} \pi n x^2 \ dx,} \\
\displaystyle{\int\limits^\infty_0 x^{2m} \frac{\sin tx}{\sinh \pi x}
\begin{array}{c}
\cos\\ \sin\end{array} \pi n x^2 \ dx} \end{array}\right\}
\end{eqnarray}
for all rational values of $n$ and all positive integral values of $m$. Thus,
for example, we have
\begin{eqnarray}
\left.\begin{array}{ll}\displaystyle{
\int\limits^\infty_0 x \frac{\cos \pi x^2}{\sinh \pi x} \ dx =
\frac{1}{8}}, & \displaystyle{\int\limits^\infty_0 x \frac{\sin \pi x^2}{\sinh \pi
x} \ dx = \frac{1}{4 \pi}}, \\
\displaystyle{\int\limits^\infty_0 x^3 \frac{\cos \pi x^2}{\sinh \pi x} \ dx =
\frac{1}{16} \left(\mbox{$\frac{1}{4}$} - \frac{3}{\pi^2}\right)}, &
\displaystyle{\int\limits^\infty_0 x^3 \frac{\sin \pi x^2}{\sinh \pi x} \ dx =
\frac{1}{16 \pi}}, \end{array}\right\}
\end{eqnarray}
and so on.
The denominators of the integrands in
(25) and
(36) are $\cosh \pi x$ and
$\sinh \pi x$. Similar integrals having the denominators of their integrands
equal to
$$ \prod^r_1 \cosh \pi a_r x \sinh \pi b_r x$$
can be evaluated, if $a_r$ and $b_r$ are rational, by splitting up the
integrand into partial fractions.
5. The preceding formulæ may be generalised. Thus it may be shewn that, if
$R(a)$ and $R(t)$ are positive, $|I(t)|\leq \pi$, and $-1 \lt R(\theta) \lt 1 $, then
\begin{eqnarray}
\sin \pi \theta && \int\limits^\infty_0 \frac{\cos tx}{\cosh \pi x + \cos
\pi \theta} \frac{ \ dx}{a^2 + x^2}\nonumber\\
&=& \frac{\pi}{2a} \frac{e^{-at} \sin \pi
\theta}{\cos \pi a + \cos \pi \theta}
+ \sum^{r=\infty}_{r=0} \left\{\frac{e^{-(2r+1-\theta)t}}{a^2 -
(2r+1-\theta)^2} - \frac{e^{-(2r+1+\theta)t}}{a^2-(2r+1+\theta)^2}\right\}.
\end{eqnarray}
From
(38) it can be deduced that, if $n$ and $R(t)$ are positive, $|I(t)|\leq
\pi $, and $-1 \lt \theta \lt 1 $, then
\begin{eqnarray}
\sin \pi \theta && \int\limits^\infty_0 \frac{\cos tx}{\cosh \pi x + \cos
\pi \theta} e^{- i \pi n x^2} \ dx \nonumber\\
&=& \sum^{r=\infty}_{r=0} \{e^{-(2r+1-\theta) t+ (2r+1-\theta)2 i \pi n} -
e^{-(2r+1+\theta) t+ (2r+1+\theta) 2 i \pi n}\}\nonumber\\
&+& \frac{1}{\sqrt{n}}
\exp \left\{-\mbox{$\frac{1}{4}$} i \left(\pi - \frac{t^2}{\pi
n}\right)\right\} \sum^{r=\infty}_{r=1} (-1)^{r-1} \sin r \pi \theta e^{-
(2r t+r^2 i \pi)/4n}.
\end{eqnarray}
The right-hand side can be expressed in finite terms if $n$ and $\theta$ are
rational. In particular, when $\theta = \frac{1}{3}$, we have
\begin{eqnarray}
\int\limits^\infty_0 && \frac{\cos tx}{1+2 \cosh (2 \pi x/\sqrt{3})} e^{-i
\pi n x^2} \ dx \nonumber \\
&=& \frac{1}{2} \{e^{-\frac{1}{3} (t \sqrt{3} - i\pi n)} - e^{-\frac{1}{3}(2t
\sqrt{3} - 4i \pi n)} + e^{-\frac{1}{3}(4t \sqrt{3}-16 i \pi n)} - \cdots
\}\nonumber \\
&+& \frac{1}{2\sqrt{n}}\exp \left\{- \mbox{$\frac{1}{4}$} i
\left(\pi - \frac{t^2}{\pi n}\right)\right\}\nonumber \\
&& \{e^{-(t\sqrt{3}+i \pi )/3n} - e^{-(2t\sqrt{3}+ 4 i \pi)/3n}
+ e^{-(4t \sqrt{3} + 16 i \pi)/3n} - \cdots \},
\end{eqnarray}
where 1,2,4,5, $\ldots$ are the natural numbers without the multiples of 3.
As an example, when $n=1$, we have
\begin{eqnarray}
\left.\begin{array}{ll} \displaystyle{
\int\limits^\infty_0 \frac{\cos \pi x^2 \cos \pi tx}{1+2 \cosh (2 \pi
x/\sqrt{3})} \ dx = \frac{1-2 \sin \{(\pi - 3 \pi t^2)/12\}}{8 \cosh (\pi t/
\sqrt{3})-4},} \\
\displaystyle{\int\limits^\infty_0 \frac{\sin \pi x^2 \cos \pi tx}{1+2 \cosh (2 \pi
x/\sqrt{3})} \ dx = \frac{-\sqrt{3} + 2 \cos \{(\pi - 3 \pi t^2)/12\}}{8 \cosh
(\pi t/\sqrt{3})-4}}. \end{array}\right\}
\end{eqnarray}
6. The formula (32) assumes a neat and elegant form when $t$ is changed to
$t+\frac{1}{2} i \pi $. We have then
\begin{eqnarray}
\int\limits^\infty_0 && \frac{\sin tx}{\tanh \pi x} e^{-i \pi n x^2} \ dx
\quad\quad (n > 0, t > 0) \nonumber\\
&=& \left\{\frac{1}{2} + e^{-t+i\pi n} + e^{-2t+4i\pi n} + e^{-3t+9i \pi n} + \cdots
\right\} \nonumber\\
&-& \frac{1}{\sqrt{n}} \exp \left\{\mbox{$\frac{1}{4}$} i \left(\pi + \frac{t^2}{\pi
n}\right) \right\} \left\{\frac{1}{2} + e^{-(t+i \pi)/n} + e^{-(2t+4 i \pi)/n} +
\cdots \right\}.
\end{eqnarray}
In particular, when $n=1$, we have
\begin{eqnarray}
\left.\begin{array}{ll} \displaystyle{\int\limits^\infty_0 \frac{\cos \pi
x^2}{\tanh \pi x} \sin 2 \pi tx \ dx = \frac{1}{2} \tanh \pi t \{1-\cos
(\mbox{$\frac{1}{4}$} \pi + \pi t^2)\}}, \\
\ds{\int\limits^\infty_0 \frac{\sin \pi x^2}{\tanh \pi x} \sin 2 \pi tx
\ dx = \frac{1}{2} \tanh \pi t \sin (\mbox{$\frac{1}{4}$} \pi+ \pi t^2).}
\end{array}\right\}
\end{eqnarray}
We shall now consider an important special case of
(42). It can easily be
seen from
(9) that the left-hand side of
(42), when divided by $t$, tends to
\begin{equation}
\int\limits^\infty_0 \frac{\cos \pi n x}{e^{2 \pi \sqrt{x}}-1} \ dx - i
\left\{\frac{1}{2 \pi n} + \int\limits^\infty_0 \frac{\sin \pi n x}{e^{2 \pi
\sqrt{x}}-1} \ dx \right\}
\end{equation}
as $t \to 0$. But the limit of the right-hand side of
(42) divided by $t$ can
be found when $n$ is rational. Let then $n = a/b$, where $a$ and $b$ are any
two positive integers, and let
$$ \phi (n) = \int\limits^\infty_0 \frac{\cos \pi n x}{e^{2 \pi \sqrt{x}}-1}
\ dx, \Psi (n) = \frac{1}{2 \pi n} + \int\limits^\infty_0 \frac{\sin \pi n
x}{e^{2\pi \sqrt{x}}-1} \ dx.$$ The relation between $\phi(n)$ and $\Psi(n)$
has been stated already in
(10'). From
(42) and
(44) it can easily be
deduced that, if $a$ and $b$ are both odd, then
\begin{eqnarray}
\left.\begin{array}{ll} \displaystyle{
\phi \left(\frac{a}{b}\right) = \mbox{$\frac{1}{4}$} \sum^{r=b}_{r=1} (b-2r) \cos
\left(\frac{r^2 \pi a}{b}\right) - \frac{b}{4a}
\sqrt{\left(\frac{b}{a}\right)}
\sum^{r=a}_{r=1} (a-2r)\sin \left(\mbox{$\frac{1}{4}$} \pi + \frac{r^2 b
\pi}{a}\right),} \\
\displaystyle{
\Psi \left(\frac{a}{b}\right) = - \mbox{$\frac{1}{4}$} \sum^{r=b}_{r=1} (b-2r) \sin
\left(\frac{r^2 \pi a}{b}\right) + \frac{b}{4a}
\sqrt{\left(\frac{b}{a}\right)}
\sum^{r=a}_{r=1} (a-2r) \cos \left(\mbox{$\frac{1}{4}$} \pi + \frac{r^2 \pi b}{a}
\right),}\end{array}\right\}
\end{eqnarray}
It can easily be seen that these satisfy the relation
(10'). Similarly, when
one of $a$ and $b$ is odd and the other even, it can be shewn that
\begin{eqnarray}
\left.\begin{array}{lll} \phi \left(\frac{a}{b}\right) &=&
\frac{\sigma}{4 \pi a \sqrt{a}} - \frac{1}{2} \sum^{r=b}_{r=1} r
\left(1-\frac{r}{b}\right) \cos \left(\frac{r^2 \pi a}{b}\right)\\
&+& \frac{b}{2a} \sqrt{\left(\frac{b}{a}\right)} \sum^{r=a}_{r=1}
r\left(1-\frac{r}{a}\right) \sin \left(\mbox{$\frac{1}{4}$} \pi + \frac{r^2 \pi
b}{a}\right), \\
\Psi \left(\frac{a}{b}\right) &=& \frac{\sigma'}{4 \pi a \sqrt{a}} +
\frac{1}{2} \sum^{r=b}_{r=1} r\left(1-\frac{r}{b}\right) \sin \left(\frac{r^2
\pi a}{b}\right) \\
&-& \frac{b}{2a} \sqrt{\left(\frac{b}{a}\right)} \sum^{r=a}_{r=1} r
\left(1-\frac{r}{a}\right) \cos \left(\mbox{$\frac{1}{4}$}\pi + \frac{r^2 \pi
b}{a}\right),\end{array}\right\}
\end{eqnarray}
where
\begin{eqnarray}
\left.\begin{array}{ll}
\sigma =\sqrt{b}\sum_1^a \cos\left (\mbox{$\frac{1}{4}$}\pi+\frac{r^2\pi
b}{a}\right )=\sqrt{a}\sum_1^b \sin\left (\frac{r^2\pi a}{b}\right ),\\
\sigma' =\sqrt{b}\sum_1^a \sin\left (\mbox{$\frac{1}{4}$}\pi+\frac{r^2\pi
b}{a}\right )=\sqrt{a}\sum_1^b \cos\left (\frac{r^2\pi a}{b}\right
).\end{array}\right\}
\end{eqnarray}
Thus, for example, we have
\begin{eqnarray}
\left.\begin{array}{ll} \phi (0) = \frac{1}{12}, \phi (1) =
\frac{2-\sqrt{2}}{8}, \phi (2) = \frac{1}{16}, \phi (4) =
\frac{3-\sqrt{2}}{32}, \\
\phi(6) = \frac{13-4\sqrt{3}}{144}, \phi\left(\frac{1}{2}\right) = \frac{1}{4
\pi}, \phi \left(\frac{2}{5}\right) = \frac{8-3
\sqrt{5}}{16},\end{array}\right\}
\end{eqnarray}
and so on.
By differentiating
(42) with respect to $n$, we can evaluate the integrals
\begin{equation}
\int\limits^\infty_0 \frac{x^m}{e^{2 \pi \sqrt{x}}-1}
\begin{array}{l}\cos \\ \sin \end{array} \pi n x \ dx
\end{equation}
for all rational values of $n$ and positive integral values of $m$. Thus, for
example, we have
\begin{eqnarray}
\left.\begin{array}{lll}
\ds\int\limits^\infty_0\frac{x cos \frac{1}{2} \pi x}{e^{2 \pi
\sqrt{x}}-1} \ dx &=& \ds\frac{13-4 \pi}{8 \pi^2}, \\
\ds\int\limits^\infty_0 \frac{x \cos 2 \pi x}{e^{2 \pi \sqrt{x}}-1} \ dx &=&
\frac{1}{64}\ds \left(\frac{1}{2} - \frac{3}{\pi} + \frac{5}{\pi^2}\right),
\\
\ds\int\limits^\infty_0 \frac{x^2 \cos 2 \pi x}{e^{2 \pi \sqrt{x}}-1} \ dx &=&
\frac{1}{256} \ds
\left(1-\frac{5}{\pi}+\frac{5}{\pi^2}\right),
\end{array}\right\}
\end{eqnarray}
and so on.