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The equality $$\int_{0}^{2\pi}\left(-\frac{1+e^{-i\theta}}{1+\rho^{2}e^{i\theta}}\right)^{\!n}d\theta=\int_{\phi_{\rho}}^{2\pi-\phi_{\rho}}e^{in t}\frac{\sin(t/2)}{\sqrt{\rho^{2}-\cos^{2}(t/2)}}\,dt, $$ where $\phi_{\rho}=2\arccos(\rho)$, should hold for any $\rho\in(0,1)$ and $n\in\mathbb{N}$. Can anybody see a connection between the two integrals? Can one be transformed to the other? Thanks.

Adrian Keister
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Twi
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  • Do you have some context in which this identity arose? There's something very fishy about it. There's no way that $e^{it}=-\dfrac{1+e^{-i\theta}}{1+\rho^2e^{i\theta}}$, which throws off the $n$ exponent. Essentially, the integrands are kinds of like $a^n=b^n\cdot c$ - a very unusual, if not impossible, equation. – Adrian Keister Apr 13 '18 at 14:15
  • It is not easy to explain how I've arrived at the identity. The measure on the RHS integral is the so called equilibrium measure for the circular arc between angles $\phi_{\rho}$ and $2\pi-\phi_{\rho}$ which is a well-known result from the logarithmic potential theory. The RHS is a "trigonometric moment" of the measure. I have an alternative way how to compute this moments that resulted in the LHS integral. I would like to check that the method gives the correct answer. This means to show the above identity but I got stuck here. – Twi Apr 14 '18 at 19:06
  • Well, depending on the level of rigor required, you could simply do a table of values of $\rho$, versus values of $n$ up to a certain amount, and show that you have a numerical difference less than some $\epsilon$. If you use the delayed definition in Mathematica, it computes those integrals fairly quickly using NIntegrate. – Adrian Keister Apr 15 '18 at 00:08
  • Of course, it would be better to verify the identity analytically rather than numerically. Thank you for your attempt anyway! – Twi Apr 15 '18 at 09:41
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    #Twi, yes, I wish I could help you more, but I've spent literally hours on this one problem, and unfortunately haven't made a whole lot of progress. No doubt there's some "trick" you'd have to just "see" in order to make it work. – Adrian Keister Apr 16 '18 at 13:25

1 Answers1

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The identity seems to hold. The following Wolfram Language code produces some interesting results:

FirstI[rho_,n_]=Integrate[(-(1+Exp[-I Theta])/(1+rho^2 Exp[I Theta]))^n,{Theta,0,2 Pi}] SecondI[rho_,n_]=Integrate[Exp[I n t]Sin[t/2]/Sqrt[rho^2-(Cos[t/2])^2],{t,2 ArcCos[rho],2 Pi-2 ArcCos[rho]}] FirstI[0.5,3]//N SecondI[0.5,3]//N

The results are $1.76715-1.33227\times 10^{-15}i$ and $1.76454-0.000624587i$, which are quite close.

[EDIT] The following analysis is incorrect, as shown in the comments. However, I will not delete it, so that the comments still have context.

As for getting the link between the two integrals, it appears, via trig-substitution-on-steroids, that the substitution you want is the following: \begin{align*} \cos\left(\frac{t}{2}\right)&=\underbrace{\cos\left(\frac{\phi_{\rho}}{2}\right)}_{=\,\rho}\cos\left(\frac{\theta}{2}\right),\\ \sin\left(\frac{t}{2}\right)\,dt&=\cos\left(\frac{\phi_{\rho}}{2}\right)\sin\left(\frac{\theta}{2}\right)\,d\theta. \end{align*} You can see that $\theta=0$ corresponds to $t=\phi_{\rho}$, and $\theta=2\pi$ corresponds to $t=2\pi-\phi_{\rho}$. So that accounts for your interval of integration. When you substitute this into the RHS integral, you get some spectacular cancellations: $$\int_{\phi_{\rho}}^{2\pi-\phi_{\rho}}e^{in t}\,\frac{\sin(t/2)}{\sqrt{\rho^{2}-\cos^{2}(t/2)}}\,dt=\int_{0}^{2\pi}e^{int}\,\frac{\cos(\phi_{\rho}/2)\sin(\theta/2)\,d\theta}{\cos(\phi_{\rho}/2)\sin(\theta/2)}=\int_{0}^{2\pi}e^{int}\,d\theta. $$ It remains to show that $$e^{int}=\left(-\frac{1+e^{-i\theta}}{1+\rho^2e^{i\theta}}\right)^{\!n},$$ or equivalently that $$e^{it}=-\frac{1+e^{-i\theta}}{1+\rho^2e^{i\theta}}.$$ This doesn't seem beyond the pale. Perhaps you can finish?

Adrian Keister
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    Thanks for the hint but I don't think that the suggested substitution transforms the RHS integral to the LHS integral. The very last equation seems not to hold for $t$ and $\theta$ real. It can be seen from the fact that the LHS has absolute value 1 but the RHS does not. More specifically, $t=\pi$ corresponds to $\theta=\pi$ according to the substitution. For this choice, LHS=-1 but RHS=0. Am I mistaken somwhere? – Twi Apr 13 '18 at 07:24
  • Yes, that unfortunately looks fatal to my plan. On the other hand, maybe I need to invert how I'm looking at the whole thing. Why not use that last equation as the substitution, and see where it leads? It's a fractional linear transformation (Mobius), so that might prove valuable. Calculating... – Adrian Keister Apr 13 '18 at 13:15
  • That equation can't work, no-how. If you try $\theta=0$, you get $e^{it}=-\dfrac{2}{1+\rho^2}=\cos(t)+i\sin(t)$, which forces $\cos(t)=-\dfrac{2}{1+\rho^2}$ and $\sin(t)=0$. This, in turn, would force $\rho^2=1$, because otherwise you're outside the range of the cosine function. That would correspond to $t=\pi$, which, while it satisfies both those equations, does not work with the limits of the $t$ integral. – Adrian Keister Apr 13 '18 at 13:25
  • I'm a bit mystified by this identity; it seems to work numerically, but finding out a relation between $t$ and $\theta$ is difficult. – Adrian Keister Apr 13 '18 at 13:27
  • Actually, wait a minute. All is not lost with $e^{it}=-\dfrac{1+e^{-i\theta}}{1+\rho^2e^{i\theta}}$. $\rho^2=1$ would mean that $\phi_{\rho}=0$, which does work with the limits of the integral. – Adrian Keister Apr 13 '18 at 13:38
  • It's not a Mobius, though. – Adrian Keister Apr 13 '18 at 13:59
  • Nope, it doesn't work. – Adrian Keister Apr 13 '18 at 14:05