Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2014 / Paper 2 / 4

Put $d=\sqrt{a^2-b^2}>0$. The two roots areSince $(a-d)(a+d)=b^2$, their moduli are $b/(a+d)<1$ and $(a+d)/b>1$. Thus exactly one root is inside the unit circle, and neither lies on it.

For the real integral use $z=e^{i\theta }$, so $\sin \theta =(z-z^{-1})/(2i)$ and $d\theta =dz/(iz)$. The change of variables givesThe contour is counterclockwise. At its single interior simple pole, the residue isBy the residue theorem, the reciprocal affine sine integral is thereforeThe condition $a>b>0$ also makes the real denominator strictly positive, consistent with the positive answer and the absence of contour poles on the unit circle.

Use the principal branch of the complex logarithm for $\mathrm{Log}(z+i)$. Its branch cut is the ray $z=-i-s$, $s\ge 0$, lying below the real axis. Thus it is analytic in the upper half-plane, where the only pole of the integrand is $z=i$.

Close the real interval by a large upper semicircle. The estimation lemma bounds the arc integral by $O(\ln R/R)$, so it vanishes. The simple-pole residue isThe residue theorem then givesFor real $x$, $\mathrm{Re}\mathrm{Log}(x+i)=\frac{1}{2}\ln (x^2+1)$. Taking real parts and then using evenness of the real integrand yieldsBoth endpoints converge: the integrand is $O(x^2)$ near zero and $O(\ln x/x^2)$ at infinity. This also agrees with the logarithmic parameter integral with Cauchy weight at parameter one.