Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-2-course-of-the-university-of-oxford/2011/analysis/5/solution

The residue at is the coefficient of in the Laurent series. A simple pole means near , with and holomorphic across .
For the specified positively oriented arc, direct parametrization gives . The remaining integral is bounded by , which tends to zero because is bounded near . Therefore
The simple-pole hypothesis matters. For , with , , the residue is zero but
For the particular function, expanding the exponential gives
Thus , and the pole is simple. On the large upper semicircle, , giving
Close the real-axis path from to and to by this upper arc and a clockwise upper indentation at zero. The function is holomorphic in the indented region, so the sum of all four integrals is zero. The clockwise indentation tends to . For real ,
The real part is odd and cancels on the symmetric real pieces; the imaginary part is even. Its integral converges since at zero and is at infinity. Letting and therefore yields , where is the requested real integral. Hence

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