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I have an integral I need to integrate, as follows

$\int_{-\infty}^{+\infty}\text{sech}^2(\beta t) \int_{-\infty}^{t} (t-s)^{1-q}~\text{tanh}(\beta s)\text{sech}^2(\beta s) ds~dt$

where, both $\beta$ and $q$ are real. $\beta>0$ and $1<q<2$.

Both Wolfram Alpha and Maple fail to calculate and return the original expression. I also tried to rewrite it as a hypergeometric form but it led to nested hypergeometric functions which made it even trickier. How do I integrate it? If it cannot be integrated, how do I derive a series form that is easy to calculation numerically.

Thanks for your attention and help.

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$\newcommand{\d}{\,\mathrm{d}}\newcommand{\sech}{\operatorname{sech}}\newcommand{\coth}{\operatorname{coth}}\newcommand{\csch}{\operatorname{csch}}\newcommand{\res}{\operatorname{Res}}$Surprisingly, this is actually doable.


$$\begin{align}\forall q<2,&\forall\beta>0:\\\quad\quad\int_{-\infty}^\infty\int_{-\infty}^t(t-s)^{1-q}&\tanh(\beta s)\sech^2(\beta s)\sech^2(\beta t)\d s\d t\\&=\frac{q(q^2-1)}{\pi^q\cdot\beta^{3-q}}\cdot\sec\frac{\pi q}{2}\cdot\zeta(q+1)\\&=\frac{2^{1+q}\cdot q(q^2-1)}{\beta^{3-q}}\cdot\Gamma(-q)\zeta(-q)\end{align}$$


Let's attack the inner integral first. Fix $0<\beta$ and $1<q<2$.

Fix $t\in\Bbb R$. Task:

Evaluate: $$J(t):=\int_{-\infty}^t(t-s)^{1-q}\tanh(\beta s)\sech^2(\beta s)\d s$$

Solution:

Write $\alpha:=1-q\in(-1,0)$. Define a logarithm $\log:\Bbb C^\star\to\Bbb C$ via $0\le\arg<2\pi$.

If $\Omega$ stands for $\Bbb C$ takeaway $t$ and all the zeroes of $\cosh(\beta(-))$, we define $f:\Omega\to\Bbb C$ via: $$s\mapsto\exp(\alpha\log(t-s))\tanh(\beta s)\sech^2(\beta s)$$$f$ will be holomorphic away from $(-\infty,t]$. Fixing $s\in(-\infty,t]$, we have that $f(z)\to(t-s)^\alpha\tanh(\beta s)\sech^2(\beta s)$ as $z\to s$ from below the real axis but $f(z)\to\exp(2\pi i\alpha)(t-s)^{\alpha}\tanh(\beta s)\sech^2(\beta s)$ as $z\to s$ from above the real axis.

Because of the bounds on $\alpha$, it is possible to conclude, with a little care needed to check the necessary error terms vanish, that: $$\oint_{\mathscr{H}}f(z)\d z=2\pi i\sum_{n\in\Bbb Z}\res\left(f;\frac{\pi i}{2\beta}(2n+1)\right)$$Where $\mathscr{H}$ is a Hankel contour that winds $-\infty+i0^+\to t+i0^+\to t+i0^-\to-\infty+i0^-$.

Equivalently: $$\oint_{\mathscr{H}}f(z)\d z=(\exp(2\pi i\alpha)-1)\cdot J(t)$$So that: $$J(t)=\pi\exp(-\pi i\alpha)\cdot\csc(\pi\alpha)\cdot\sum_{n\in\Bbb Z}\res\left(f;\frac{\pi i}{2\beta}(2n+1)\right)$$

Now for the residue computation. Fix $n\in\Bbb Z$. The pole here is of third order. It's easy but boring to compute that: $$\tanh\left(\frac{\pi i}{2}(2n+1)+\beta z\right)\sech^2\left(\frac{\pi i}{2}(2n+1)+\beta z\right)\\=-\coth(z)\csch^2(z)=-\beta^{-3}z^{-3}+o(1),\,z\to0$$And that, for nonnegative $n$: $$\exp\left(\alpha\log\left(t-\frac{\pi i}{2\beta}(2n+1)-z\right)\right)\\=\exp(\pi i\alpha)\cdot\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2n+1)-t\right)\right)\\\times\left(1-\frac{\alpha z}{t-\frac{\pi i}{2\beta}(2n+1)}+\frac{1}{2}\frac{\alpha(\alpha-1)}{\left(t-\frac{\pi i}{2\beta}(2n+1)\right)^2}z^2+o(z^2)\right)$$And for negative $n$: $$\exp\left(\alpha\log\left(t-\frac{\pi i}{2\beta}(2n+1)-z\right)\right)\\=\exp(-\pi i\alpha)\cdot\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2n+1)-t\right)\right)\\\times\left(1-\frac{\alpha z}{t-\frac{\pi i}{2\beta}(2n+1)}+\frac{1}{2}\frac{\alpha(\alpha-1)}{\left(t-\frac{\pi i}{2\beta}(2n+1)\right)^2}z^2+o(z^2)\right)$$One must take care in manipulating the logarithm as $\log(ab)=\log(a)+\log(b)$ is not always true (this is the reason the answer is different for different signs of $n$). We conclude the residue is: $$\begin{cases}-\frac{\alpha(\alpha-1)}{2\beta^3\cdot\left(t-\frac{\pi i}{2\beta}(2n+1)\right)^2}\exp(\pi i\alpha)\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2n+1)-t\right)\right)&n\ge0\\-\frac{\alpha(\alpha-1)}{2\beta^3\cdot\left(t-\frac{\pi i}{2\beta}(2n+1)\right)^2}\exp(-\pi i\alpha)\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2n+1)-t\right)\right)&n\le-1\end{cases}$$Concluding that: $$\small{J(t)=-\exp(-\pi i\alpha)\cdot\frac{\pi q(q-1)}{2\beta^3}\csc(\pi q)\times\sum_{n\ge0}\\\left(\exp(\pi i\alpha)\cdot\frac{\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2n+1)-t\right)\right)}{\left(t-\frac{\pi i}{2\beta}(2n+1)\right)^2}+\exp(-\pi i\alpha)\cdot\frac{\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2(-n-1)+1)-t\right)\right)}{\left(t-\frac{\pi i}{2\beta}(2(-n-1)+1)\right)^2}\right)}$$

Exploiting symmetry (paying careful attention to the definition of $\log$) this can be rewritten as: $$J(t)=-\frac{\pi q(q-1)}{\beta^3}\csc(\pi q)\cdot\Re\sum_{n\ge0}\frac{\exp\left(\alpha\log\left(\frac{\pi i}{2\beta}(2n+1)-t\right)\right)}{\left(t-\frac{\pi i}{2\beta}(2n+1)\right)^2}$$


As an aside, let's look at this for $t=0$. We find: $$\begin{align}J(0)&=\int_{-\infty}^0(-s)^{1-q}\tanh(\beta s)\sech^2(\beta s)\d s\\&=-\frac{\pi q(q-1)}{\beta^3}\csc(\pi q)\cdot\Re\sum_{n\ge0}\frac{\exp(\pi i\alpha/2)\left(\frac{\pi}{2\beta}\right)^{\alpha}(2n+1)^{\alpha}}{-\frac{\pi^2}{4\beta^2}(2n+1)^2}\\&=-\frac{\pi^{\alpha+1}q(q-1)}{2^{1+\alpha}\beta^{3+\alpha}}\sec(\pi q/2)(-1)\frac{4\beta^2}{\pi^2}\sum_{n\ge0}\frac{1}{(2n+1)^{1+q}}\\&=(2^{q+1}-1)\frac{q(q-1)}{2\pi^q\cdot\beta^{2-q}}\cdot\sec\left(\frac{\pi q}{2}\right)\cdot\zeta(q+1)\end{align}$$

Which agrees with the numerics, I am pleased to say! It is notable how similar the closed forms for $J(0)$ and for the overall integral are. Morally, I suppose this should be because $\sech^2(\beta t)$ rapidly decays as $t$ moves away from zero so that it is "mostly $J(0)$" which contributes to the value of the integral.


I find it highly unlikely a better closed form exists for $J(t)$ when $t\neq0$. Nevertheless we can use this formula to evaluate the required integral.

We care about: $$\begin{align}J:&=\int_{-\infty}^\infty\sech^2(\beta t)J(t)\d t\\&=-\pi q(q-1)\csc(\pi q)\cdot\beta^{q-2}\\&\times\Re\int_{-\infty}^\infty\sech^2(\beta t)\left(\sum_{n\ge0}\exp\left(-(1+q)\log\left(\frac{\pi i}{2}(2n+1)-\beta t\right)\right)\right)\d t\\&=-\frac{\pi q(q-1)}{\beta^{3-q}}\csc(\pi q)\\&\times\Re\int_{-\infty}^\infty\sech^2(t)\underset{\large\Phi(t)}{\underbrace{\sum_{n\ge0}\exp\left(-(1+q)\log\left(\frac{\pi i}{2}(2n+1)-t\right)\right)}}\d t\end{align}$$

The series - let's call it $\Phi$ - is holomorphic (viewed as a function in $t$) in the lower half plane: I justify that since the summands fall off with $n$ like $n^{-(1+q)}<n^{-2}$ so everything should locally uniformly converge, and in the lower half plane we avoid the singularities due to the logarithms. Because $1+q>1$ I believe it can be justified (the $\sech^2$ term will be extremely small except for points near the imaginary axis, and using a similar argument to the one I used at the start one can also make that issue disappear), with care, that the integral of $\Phi(\cdot)\sech^2(\cdot)$ around large semicircles in the lower half plane would vanish as the radius tends to $\infty$.

Let's denote $\int_{-\infty}^\infty\Phi(t)\sech^2(t)\d t$ by $K$. We should have: $$K=-2\pi i\cdot\sum_{m\ge0}\res\left(\Phi\cdot\sech^2;-\frac{\pi i}{2}(2m+1)\right)$$It's now time to do another residue calculation. This one is less tedious than the first due to some very lucky symmetry.

Fixing $m$: $$\sech^2\left(-\frac{\pi i}{2}(2m+1)+z\right)=-\csch^2(z)=-z^{-2}+o(1),\,z\to0$$

But what does $\Psi_m(z):=\Phi\left(-\frac{\pi i}{2}(2m+1)+z\right)$ behave like as $z\to0$? To identify the residue - noting the companion $z^{-2}$ term - we need only identify the $[z]$ coefficient in the asymptotic expansion of $\Psi_m(z)$. That is: $$\begin{align}K&=2\pi i\cdot\sum_{m\ge0}\sum_{n\ge0}[z]\exp(-(1+q)\log(\pi i(m+n+1)-z))\\&=2\pi i\cdot\sum_{n\ge1}n\cdot[z]\exp(-(1+q)\log(\pi in-z))\\&=-i\cdot\frac{2(1+q)}{\pi^{1+q}}\exp(-\pi iq/2)\cdot\zeta(q+1)\end{align}$$

And now we get to finish!

$$\begin{align}J&=-\frac{\pi q(q-1)}{\beta^{3-q}}\csc(\pi q)\cdot\Re(K)\\&=-\frac{\pi q(q-1)}{\beta^{3-q}}\csc(\pi q)\cdot\Re\left(-i\cdot\frac{2(1+q)}{\pi^{1+q}}\exp(-\pi iq/2)\cdot\zeta(q+1)\right)\\&=\frac{q(q^2-1)}{\pi^q\cdot\beta^{3-q}}\cdot\sec\frac{\pi q}{2}\cdot\zeta(q+1)\end{align}$$

It is with even greater pleasure that I can say this closed form matches the numerics.

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  • $\begingroup$ Thank you very much for your answer $\endgroup$ Commented May 27, 2023 at 8:23
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    $\begingroup$ @H.richard It's now fully answered! There's a surprisingly nice closed form for this. You're welcome. May I ask, what is the motivation for this integral? $\endgroup$ Commented May 27, 2023 at 16:19
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    $\begingroup$ Thanks again for your answer. The motivation for considering this integral is that I am currently working on an engineering vibration problem, and evaluating the Melnikov function for that problem is one of the small parts of this work. And the mathematical model of the problem contains a Riemann-Liouville derivative, thus leading to such an integral. I am an engineering student and not very good at mathematics, so I was troubled by this integral for a long time, and originally I had planned to use numerical integration. Thank you very much for your answer! $\endgroup$ Commented May 28, 2023 at 9:44
  • $\begingroup$ @H.richard Interesting. I’ve never heard of fractional derivatives actually being used for something, that’s cool. You’re welcome; I enjoyed this problem $\endgroup$ Commented May 28, 2023 at 9:50
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    $\begingroup$ Very nice solution (that I need to digest).Cheers -:) $\endgroup$ Commented May 29, 2023 at 4:46

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