Compute $int_0^{pi} frac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt$












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Let $ninmathbb{N}$ and $xin]0,pi[$, I am asked to calculate the following :
$$ I_n = int_0^{pi} dfrac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt$$
From testing on small values of $n$, it seems that this integral is equal to $npicdot cos^n(x)$ but I can't seem to prove it. I tried finding a recurrence formula but didn't succeed.



Here is my working for $n=0$, $n=1$ and $n=2$ :
For $n=0$,
$$ I_0=int_0^{pi}dfrac{cos(x) -cos(t)}{cos(x) - cos(t)}dt = pi$$
For $n=1$,
$$ I_1 = int_0^{pi} dfrac{cos^2(x) -cos^2(t)}{cos(x)-cos(t)}dt=int_0^{pi}cos(x) + sin(t)dt = picdot cos(x)$$
For $n=2$ :
$$ I_2 = int_0^{pi} dfrac{2cos^3(x) - 2cos^3(t) -cos(x) + cos(t)}{cos(x) - cos(t)}dt$$
$$ I_2 = 2int_0^{pi}cos^2(x) +cos(x)cos(t) + cos^2(t) dt - pi$$
$$ I_2 = 2picos^2(x) + int_0^{pi}cos(2t)+1dt - pi$$
$$ I_2 = 2picos^2(x) $$



This is my first post here, please tell me if I did anything wrong. I tried searching this integral on this website without any success.










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  • 2




    $begingroup$
    Hello, welcome to MSE. This isn't a bad post as a new contributor, but you (and us) would benefit by adding some proofs for your 'testing' - show us your working for $n=1,2$. Good job on using MathJax!
    $endgroup$
    – TheSimpliFire
    Jan 4 at 16:56










  • $begingroup$
    @TheSimpliFire Added my working for n = 1, 2, thanks for the tip and the welcome., I need to calculate this integral to complete a problem from by problemset, which consists in calculating $int_0^{pi} dfrac{cos(nx) - cos(nt)}{cos(x) - cos(t)}dt$
    $endgroup$
    – aleph0
    Jan 4 at 17:13










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    Very nice solution (+1).
    $endgroup$
    – TheSimpliFire
    Jan 4 at 17:14










  • $begingroup$
    @aleph0 So you need to calculate$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$?
    $endgroup$
    – Frank W.
    Jan 4 at 17:16






  • 1




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    Are you sure that the result is correct?
    $endgroup$
    – Zacky
    Jan 4 at 17:41
















11












$begingroup$


Let $ninmathbb{N}$ and $xin]0,pi[$, I am asked to calculate the following :
$$ I_n = int_0^{pi} dfrac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt$$
From testing on small values of $n$, it seems that this integral is equal to $npicdot cos^n(x)$ but I can't seem to prove it. I tried finding a recurrence formula but didn't succeed.



Here is my working for $n=0$, $n=1$ and $n=2$ :
For $n=0$,
$$ I_0=int_0^{pi}dfrac{cos(x) -cos(t)}{cos(x) - cos(t)}dt = pi$$
For $n=1$,
$$ I_1 = int_0^{pi} dfrac{cos^2(x) -cos^2(t)}{cos(x)-cos(t)}dt=int_0^{pi}cos(x) + sin(t)dt = picdot cos(x)$$
For $n=2$ :
$$ I_2 = int_0^{pi} dfrac{2cos^3(x) - 2cos^3(t) -cos(x) + cos(t)}{cos(x) - cos(t)}dt$$
$$ I_2 = 2int_0^{pi}cos^2(x) +cos(x)cos(t) + cos^2(t) dt - pi$$
$$ I_2 = 2picos^2(x) + int_0^{pi}cos(2t)+1dt - pi$$
$$ I_2 = 2picos^2(x) $$



This is my first post here, please tell me if I did anything wrong. I tried searching this integral on this website without any success.










share|cite|improve this question











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  • 2




    $begingroup$
    Hello, welcome to MSE. This isn't a bad post as a new contributor, but you (and us) would benefit by adding some proofs for your 'testing' - show us your working for $n=1,2$. Good job on using MathJax!
    $endgroup$
    – TheSimpliFire
    Jan 4 at 16:56










  • $begingroup$
    @TheSimpliFire Added my working for n = 1, 2, thanks for the tip and the welcome., I need to calculate this integral to complete a problem from by problemset, which consists in calculating $int_0^{pi} dfrac{cos(nx) - cos(nt)}{cos(x) - cos(t)}dt$
    $endgroup$
    – aleph0
    Jan 4 at 17:13










  • $begingroup$
    Very nice solution (+1).
    $endgroup$
    – TheSimpliFire
    Jan 4 at 17:14










  • $begingroup$
    @aleph0 So you need to calculate$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$?
    $endgroup$
    – Frank W.
    Jan 4 at 17:16






  • 1




    $begingroup$
    Are you sure that the result is correct?
    $endgroup$
    – Zacky
    Jan 4 at 17:41














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Let $ninmathbb{N}$ and $xin]0,pi[$, I am asked to calculate the following :
$$ I_n = int_0^{pi} dfrac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt$$
From testing on small values of $n$, it seems that this integral is equal to $npicdot cos^n(x)$ but I can't seem to prove it. I tried finding a recurrence formula but didn't succeed.



Here is my working for $n=0$, $n=1$ and $n=2$ :
For $n=0$,
$$ I_0=int_0^{pi}dfrac{cos(x) -cos(t)}{cos(x) - cos(t)}dt = pi$$
For $n=1$,
$$ I_1 = int_0^{pi} dfrac{cos^2(x) -cos^2(t)}{cos(x)-cos(t)}dt=int_0^{pi}cos(x) + sin(t)dt = picdot cos(x)$$
For $n=2$ :
$$ I_2 = int_0^{pi} dfrac{2cos^3(x) - 2cos^3(t) -cos(x) + cos(t)}{cos(x) - cos(t)}dt$$
$$ I_2 = 2int_0^{pi}cos^2(x) +cos(x)cos(t) + cos^2(t) dt - pi$$
$$ I_2 = 2picos^2(x) + int_0^{pi}cos(2t)+1dt - pi$$
$$ I_2 = 2picos^2(x) $$



This is my first post here, please tell me if I did anything wrong. I tried searching this integral on this website without any success.










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Let $ninmathbb{N}$ and $xin]0,pi[$, I am asked to calculate the following :
$$ I_n = int_0^{pi} dfrac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt$$
From testing on small values of $n$, it seems that this integral is equal to $npicdot cos^n(x)$ but I can't seem to prove it. I tried finding a recurrence formula but didn't succeed.



Here is my working for $n=0$, $n=1$ and $n=2$ :
For $n=0$,
$$ I_0=int_0^{pi}dfrac{cos(x) -cos(t)}{cos(x) - cos(t)}dt = pi$$
For $n=1$,
$$ I_1 = int_0^{pi} dfrac{cos^2(x) -cos^2(t)}{cos(x)-cos(t)}dt=int_0^{pi}cos(x) + sin(t)dt = picdot cos(x)$$
For $n=2$ :
$$ I_2 = int_0^{pi} dfrac{2cos^3(x) - 2cos^3(t) -cos(x) + cos(t)}{cos(x) - cos(t)}dt$$
$$ I_2 = 2int_0^{pi}cos^2(x) +cos(x)cos(t) + cos^2(t) dt - pi$$
$$ I_2 = 2picos^2(x) + int_0^{pi}cos(2t)+1dt - pi$$
$$ I_2 = 2picos^2(x) $$



This is my first post here, please tell me if I did anything wrong. I tried searching this integral on this website without any success.







integration definite-integrals






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edited Jan 4 at 17:38









Did

248k23225463




248k23225463










asked Jan 4 at 16:53









aleph0aleph0

42010




42010








  • 2




    $begingroup$
    Hello, welcome to MSE. This isn't a bad post as a new contributor, but you (and us) would benefit by adding some proofs for your 'testing' - show us your working for $n=1,2$. Good job on using MathJax!
    $endgroup$
    – TheSimpliFire
    Jan 4 at 16:56










  • $begingroup$
    @TheSimpliFire Added my working for n = 1, 2, thanks for the tip and the welcome., I need to calculate this integral to complete a problem from by problemset, which consists in calculating $int_0^{pi} dfrac{cos(nx) - cos(nt)}{cos(x) - cos(t)}dt$
    $endgroup$
    – aleph0
    Jan 4 at 17:13










  • $begingroup$
    Very nice solution (+1).
    $endgroup$
    – TheSimpliFire
    Jan 4 at 17:14










  • $begingroup$
    @aleph0 So you need to calculate$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$?
    $endgroup$
    – Frank W.
    Jan 4 at 17:16






  • 1




    $begingroup$
    Are you sure that the result is correct?
    $endgroup$
    – Zacky
    Jan 4 at 17:41














  • 2




    $begingroup$
    Hello, welcome to MSE. This isn't a bad post as a new contributor, but you (and us) would benefit by adding some proofs for your 'testing' - show us your working for $n=1,2$. Good job on using MathJax!
    $endgroup$
    – TheSimpliFire
    Jan 4 at 16:56










  • $begingroup$
    @TheSimpliFire Added my working for n = 1, 2, thanks for the tip and the welcome., I need to calculate this integral to complete a problem from by problemset, which consists in calculating $int_0^{pi} dfrac{cos(nx) - cos(nt)}{cos(x) - cos(t)}dt$
    $endgroup$
    – aleph0
    Jan 4 at 17:13










  • $begingroup$
    Very nice solution (+1).
    $endgroup$
    – TheSimpliFire
    Jan 4 at 17:14










  • $begingroup$
    @aleph0 So you need to calculate$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$?
    $endgroup$
    – Frank W.
    Jan 4 at 17:16






  • 1




    $begingroup$
    Are you sure that the result is correct?
    $endgroup$
    – Zacky
    Jan 4 at 17:41








2




2




$begingroup$
Hello, welcome to MSE. This isn't a bad post as a new contributor, but you (and us) would benefit by adding some proofs for your 'testing' - show us your working for $n=1,2$. Good job on using MathJax!
$endgroup$
– TheSimpliFire
Jan 4 at 16:56




$begingroup$
Hello, welcome to MSE. This isn't a bad post as a new contributor, but you (and us) would benefit by adding some proofs for your 'testing' - show us your working for $n=1,2$. Good job on using MathJax!
$endgroup$
– TheSimpliFire
Jan 4 at 16:56












$begingroup$
@TheSimpliFire Added my working for n = 1, 2, thanks for the tip and the welcome., I need to calculate this integral to complete a problem from by problemset, which consists in calculating $int_0^{pi} dfrac{cos(nx) - cos(nt)}{cos(x) - cos(t)}dt$
$endgroup$
– aleph0
Jan 4 at 17:13




$begingroup$
@TheSimpliFire Added my working for n = 1, 2, thanks for the tip and the welcome., I need to calculate this integral to complete a problem from by problemset, which consists in calculating $int_0^{pi} dfrac{cos(nx) - cos(nt)}{cos(x) - cos(t)}dt$
$endgroup$
– aleph0
Jan 4 at 17:13












$begingroup$
Very nice solution (+1).
$endgroup$
– TheSimpliFire
Jan 4 at 17:14




$begingroup$
Very nice solution (+1).
$endgroup$
– TheSimpliFire
Jan 4 at 17:14












$begingroup$
@aleph0 So you need to calculate$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$?
$endgroup$
– Frank W.
Jan 4 at 17:16




$begingroup$
@aleph0 So you need to calculate$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$?
$endgroup$
– Frank W.
Jan 4 at 17:16




1




1




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Are you sure that the result is correct?
$endgroup$
– Zacky
Jan 4 at 17:41




$begingroup$
Are you sure that the result is correct?
$endgroup$
– Zacky
Jan 4 at 17:41










5 Answers
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Here's a solution that only rests on the following simple trigonometric identity:
$$cos(a+b)+cos(a-b)=2cos(a)cos(b)tag{1}$$
We'll get back to it later, but for now, notice that
$$begin{split}
I_n(x)&=int_0^{pi} frac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt\
&=int_0^{pi}frac{[cos(nx)-cos(nt)]cos(x) + cos(nt)[cos(x)-cos(t)]}{cos(x) -cos(t)}dt\
&=cos(x)int_0^{pi}frac{cos(nx)-cos(nt)}{cos(x) -cos(t)}dt+int_0^picos(nt)dt
end{split}$$

In other words,
$$I_n(x)=cos(x)J_n(x)+pidelta_{n=0}tag{2}$$
where we define $$J_n(x)=int_0^pi frac{cos(nx)-cos(nt)}{cos(x)-cos(t)}dt$$
and the Kronecker symbol $delta_{n=0}$, which is equal $0$, unless $n=0$, in which case it's equal to $1$.



Now, let's go back to (1). Plugging $a=nx$ and $b=x$ into that identity implies that
$$cos((n+1)x)+cos((n-1)x)=2cos x cos(nx)$$
Subtracting the same equation with $t$ to this one yields
$$
begin{split}
cos((n+1)x)-cos((n+1)t) \
+cos((n-1)x)-cos((n-1)t)=\
2cos x cos(nx)-2cos(t)cos(nt)
end{split}$$

Dividing by $cos(x)-cos(t)$, and integrating over $[0,pi]$ leads to
$$J_{n+1}(x)+J_{n-1}(x)=2I_n(x)tag{3}$$
Finally, combining [2] and [3] gets us, for $ngeq 0$,
$$J_{n+2}(x)-2cos(x)J_{n+1}(x)+J_{n}(x)=0$$



The solution to this second-order recurrence relation is
$$J_n(x)=alpha e^{inx}+beta e^{-inx}$$
Since, $J_0=0$ and $J_1=pi$,
$$J_n(x)=frac {pi sin(nx)}{sin x}$$
and $$I_n(x)=picos(x)frac{sin(nx)}{sin(x)} mbox{ for } ngeq 1 mbox{, and }I_0=pi$$






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    Thanks a lot for that solution !
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    – aleph0
    Jan 4 at 22:41










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    You're welcome!
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    – Stefan Lafon
    Jan 4 at 23:05










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    I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
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    – ComplexYetTrivial
    Jan 5 at 8:27










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    Thanks for catching this! I updated the answer.
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    – Stefan Lafon
    Jan 6 at 0:40



















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A nice way to evaluate generalized integrals is to consider them as the coefficients of an infinite series. Therefore, the coefficient of the $n$th term is simply the integral under question. Before we begin though, there is one identity to note:




$$sumlimits_{ngeq0}z^ncos nx=frac {1-zcos x}{z^2-2zcos x+1}$$
Proof: Rewrite $cos nx$ as the real part of $e^{nix}$. Using the infinite geometric sequences, we get that$$sumlimits_{ngeq0}left(ze^{ix}right)^n=frac 1{1-ze^{ix}}$$Now, take the real part of both sides. Clearly, the left - hand side becomes $z^ncos nx$. Meanwhile, the right - hand side becomes, through some clever rationalization$$begin{align*}operatorname{Re}left[frac 1{1-ze^{ix}}right] & =operatorname{Re}left[frac 1{1-zcos x-zisin x}right]\ & =operatorname{Re}left[frac {1-zcos x+zisin x}{(1-zcos x)^2+z^2sin^2x}right]\ & =frac {1-zcos x}{z^2-2zcos x+1}end{align*}$$completing the proof.






With that in mind, we are ready to begin. Since the OP has stated in the comments that he is trying to evaluate the integral$$I_n=intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$I will show a way to evaluate it in this answer. To wit, denote the generating function of the integral as $G(z)$



$$G(z)=sumlimits_{ngeq0}I_nz^n$$



And remember that the coefficient of $z^n$ simply gives $I_n$. Interchange the sum and the integral, and using the identity we've derived above, get



$$begin{align*}G(z) & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}sumlimits_{ngeq0}z^nbiggr[cos nx-cos ntbiggr]\ & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}left[frac {1-zcos x}{z^2-2zcos x+1}-frac {1-zcos t}{z^2-2zcos t+1}right]end{align*}$$



Combining the two fractions, and recalling that any terms in $z$ are constants, the function becomes



$$G(z)=frac {z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{pi}frac {mathrm dt}{z^2-2zcos t+1}$$



The remaining integral can be easily evaluated using a Weierstrass substitution. Substitute $w=tanleft(tfrac t2right)$ so that



$$begin{array}{|c|c|c|}hline w=tanleft(dfrac t2right) & mathrm dt=dfrac {2,mathrm dw}{1+w^2} & cos t=dfrac {1-w^2}{1+w^2}\hlineend{array}$$



The remaining rational function can be evaluated in an elementary fashion



$$begin{align*}G(z) & =frac {2z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{infty}frac {mathrm dw}{w^2(1+z)^2+(1-z)^2}\ & =frac {2z}{z^2-2zcos x+1}arctanleft(frac {1+z}{1-z}wright),Biggrrvert_0^{infty}\ & =frac {pi z}{z^2-2zcos x+1}end{align*}$$



From the second line, it's important to observe that the argument of the inverse tangent will remain positive if and only if $|z|<1$. When $|z|<1$, then the denominator is positive, as well as the numerator. Therefore, $tfrac {1+z}{1-z}>0$. However, if $|z|>1$, then the argument is less than zero and there is an extra negative sign. For the purpose of this question, we'll consider when $|z|<1$.



Now all we have to do is find the coefficient of $z^n$. There is a nice and convenient way to do this by using



$$2cos x=e^{ix}+e^{-ix}$$



Factoring the denominator by grouping gives



$$begin{align*}frac z{z^2-2zcos x+1} & =frac z{(1-ze^{ix})(1-ze^{-ix})}\ & =zsumlimits_{kgeq0}z^k e^{kix}sumlimits_{lgeq0}z^l e^{-lix}end{align*}$$



Now observe what happens when we expand the products together$$begin{multline}(1+ze^{ix}+z^2e^{2ix}+cdots)(1+ze^{-ix}+z^2e^{-ix}+cdots)\=1+z(e^{ix}+e^{-ix})+z^2(e^{2ix}+1+e^{-2ix})+cdotsend{multline}$$



The sum within the parenthesis seems to start off at the index of the $n$th term and decrease by a factor of two! Using this, it's possible to rewrite the coefficients conveniently as



$$a_k=sumlimits_{m=0}^ke^{(k-2m)ix}=frac {sin x(k+1)}{sin x}$$



Hence$$frac {pi z}{z^2-2zcos x+1}=pisumlimits_{kgeq1}frac {sin xk}{sin x}z^k$$



And setting $k$ as $n$ gives the term $z^n$. Therefore, our integral is simply$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}color{blue}{=frac {pisin xn}{sin x}}$$






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    @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
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    – Frank W.
    Jan 4 at 18:00










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    Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
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    – Stefan Lafon
    Jan 4 at 18:01












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    Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
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    – Did
    Jan 4 at 18:05










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    Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
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    – aleph0
    Jan 4 at 18:10








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    @Zacky Oh okay. I missed it.
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    – Frank W.
    Jan 4 at 18:55



















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Completing Frank's solution:



$$ [z^n]frac{pi z}{z^2-2zcos x+1} = frac{pi}{2}[z^{n}]left(frac{1}{z-e^{ix}}+frac{1}{z-e^{-ix}}right) $$
equals, by geometric series,
$$ frac{pi}{2}left(-e^{-(n+1)ix}-e^{(n+1)ix}right)=-picos((n+1)x). $$






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    I will do the integral for $n=3$, unfortunately this will disprove your given result. (unless I did a mistake)
    $$I_3= int_0^pi frac{cos(3x)cos x -cos(3t)cos t}{cos x-cos t}dt$$
    Since $cos(3 y)=4cos^3 y -3cos y$ we have: $$cos(3x)cos x -cos (3t)cos t=4(cos^4 x-cos^4t)-3(cos^2 x-cos^2 t)$$
    $$=4(cos x-cos t)(cos x+cos t) (cos^2 x+cos^2t)-3(cos x-cos t)(cos x+cos t)$$
    $$Rightarrow I_3=int_0^pi (cos x+cos t)(4(cos ^2 x+cos^2 t)-3)dt$$
    $$overset{pi-tto t}=int_0^pi (cos x-cos t)(4(cos^2 x+cos^2 t)-3)dt$$
    $$Rightarrow 2I_3=2cos xint_0^pi (4(cos^2 x+cos^2 t)-3)$$
    $$Rightarrow I_3= 4pi cos^3 x +cos x underbrace{int_0^pi cos^2 tdt}_{=frac{pi}{2}}-3pi cos x=2pi(cos x+2cos(3x))$$





    For $n=4$ we have: $$cos(4x)=8cos^4 x-8cos^2 x+1$$
    Denoting $cx=cos x$ and $ct=cos t,$ we get the integrand to be:
    $$frac{8(cx^5-ct^5)-8(cx^3-ct^3)+(cx-ct)}{cx-ct}$$
    And using the fact that: $$a^5-b^5=(a-b)(a^4+a^3b+a^2b^2+ab^3+b^4$$
    $$Rightarrow I_4=8int_0^pi(cx^4+cx^3 ct+cx^2 ct^2 +cx ct^3+ct^4)dt$$
    $$-8int_0^pi (cx^2+cxct+ct^2) dt +int_0^pi dt$$
    We have: $$int_0^pi ct dt=int_0^pi ct^3 dt =0$$
    $$int_0^pi ct^2 dt= frac{pi}{2}, int_0^pi ct^4 dt=frac{3pi}{8}$$
    $$Rightarrow I_4=(8pi cx^4 +4pi cx^2 +3pi )-(8pi cx^2 +4pi)+pi$$
    $$=8pi cx^4 -4pi cx^2 =4pi cos^2 x cos(2x)$$






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      I'm getting a slightly different answer too than what the OP conjectured.
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      – Frank W.
      Jan 4 at 18:00






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      It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
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      – Zacky
      Jan 4 at 18:01












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      Thanks for doing that. I guess my conjecture was wrong...
      $endgroup$
      – aleph0
      Jan 4 at 18:08



















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    An alternative solution to the problem:



    For $n in mathbb{N}$ and $x in (0,pi)$ define
    $$J_n (x) equiv int limits_0^pi frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t , . $$
    We can use the identities ($(2)$ follows from the geometric progression formula)
    begin{align}
    cos(xi) - cos(tau) &= - 2 sin left(frac{xi + tau}{2}right) sin left(frac{xi - tau}{2}right) , , , xi,tau in mathbb{R} , , tag{1} \
    frac{sin(n y)}{sin(y)} &= mathrm{e}^{-mathrm{i}(n-1)y} sum limits_{k=0}^{n-1} mathrm{e}^{2mathrm{i} k y} , , , n in mathbb{N} , , , y in mathbb{R} , , tag{2} \
    int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t &= 2 pi delta_{k,l} , , , k,l in mathbb{Z} , , tag{3}
    end{align}

    to compute
    begin{align}
    J_n (x) &= frac{1}{2} int limits_0^{2pi} frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t stackrel{(1)}{=} frac{1}{2} int limits_0^{2pi} frac{sin left(nfrac{x+t}{2}right)}{sin left(frac{x+t}{2}right)} frac{sin left(nfrac{x-t}{2}right)}{sin left(frac{x-t}{2}right)} , mathrm{d} t \
    &stackrel{(2)}{=} frac{1}{2} mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k,l=0}^{n-1} mathrm{e}^{mathrm{i} (k+l) x} int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t stackrel{(3)}{=} pi mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k=0}^{n-1} mathrm{e}^{2 mathrm{i} k x} \
    &stackrel{(2)}{=} pi frac{sin(nx)}{sin(x)} , .
    end{align}

    This result directly leads to
    begin{align}
    I_n(x) &equiv int limits_0^pi frac{cos(n x) cos(x) - cos(n t) cos(t)}{cos(x) - cos(t)} , mathrm{d} t = int limits_0^pi left[cos(x)frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} + cos(n t)right], mathrm{d} t \
    &= cos(x) J_n(x) + 0 = pi cos(x) frac{sin(nx)}{sin(x)} , .
    end{align}






    share|cite|improve this answer









    $endgroup$













    • $begingroup$
      Great solution ! Thank you.
      $endgroup$
      – aleph0
      Jan 5 at 11:48











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    6












    $begingroup$

    Here's a solution that only rests on the following simple trigonometric identity:
    $$cos(a+b)+cos(a-b)=2cos(a)cos(b)tag{1}$$
    We'll get back to it later, but for now, notice that
    $$begin{split}
    I_n(x)&=int_0^{pi} frac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt\
    &=int_0^{pi}frac{[cos(nx)-cos(nt)]cos(x) + cos(nt)[cos(x)-cos(t)]}{cos(x) -cos(t)}dt\
    &=cos(x)int_0^{pi}frac{cos(nx)-cos(nt)}{cos(x) -cos(t)}dt+int_0^picos(nt)dt
    end{split}$$

    In other words,
    $$I_n(x)=cos(x)J_n(x)+pidelta_{n=0}tag{2}$$
    where we define $$J_n(x)=int_0^pi frac{cos(nx)-cos(nt)}{cos(x)-cos(t)}dt$$
    and the Kronecker symbol $delta_{n=0}$, which is equal $0$, unless $n=0$, in which case it's equal to $1$.



    Now, let's go back to (1). Plugging $a=nx$ and $b=x$ into that identity implies that
    $$cos((n+1)x)+cos((n-1)x)=2cos x cos(nx)$$
    Subtracting the same equation with $t$ to this one yields
    $$
    begin{split}
    cos((n+1)x)-cos((n+1)t) \
    +cos((n-1)x)-cos((n-1)t)=\
    2cos x cos(nx)-2cos(t)cos(nt)
    end{split}$$

    Dividing by $cos(x)-cos(t)$, and integrating over $[0,pi]$ leads to
    $$J_{n+1}(x)+J_{n-1}(x)=2I_n(x)tag{3}$$
    Finally, combining [2] and [3] gets us, for $ngeq 0$,
    $$J_{n+2}(x)-2cos(x)J_{n+1}(x)+J_{n}(x)=0$$



    The solution to this second-order recurrence relation is
    $$J_n(x)=alpha e^{inx}+beta e^{-inx}$$
    Since, $J_0=0$ and $J_1=pi$,
    $$J_n(x)=frac {pi sin(nx)}{sin x}$$
    and $$I_n(x)=picos(x)frac{sin(nx)}{sin(x)} mbox{ for } ngeq 1 mbox{, and }I_0=pi$$






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      Thanks a lot for that solution !
      $endgroup$
      – aleph0
      Jan 4 at 22:41










    • $begingroup$
      You're welcome!
      $endgroup$
      – Stefan Lafon
      Jan 4 at 23:05










    • $begingroup$
      I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
      $endgroup$
      – ComplexYetTrivial
      Jan 5 at 8:27










    • $begingroup$
      Thanks for catching this! I updated the answer.
      $endgroup$
      – Stefan Lafon
      Jan 6 at 0:40
















    6












    $begingroup$

    Here's a solution that only rests on the following simple trigonometric identity:
    $$cos(a+b)+cos(a-b)=2cos(a)cos(b)tag{1}$$
    We'll get back to it later, but for now, notice that
    $$begin{split}
    I_n(x)&=int_0^{pi} frac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt\
    &=int_0^{pi}frac{[cos(nx)-cos(nt)]cos(x) + cos(nt)[cos(x)-cos(t)]}{cos(x) -cos(t)}dt\
    &=cos(x)int_0^{pi}frac{cos(nx)-cos(nt)}{cos(x) -cos(t)}dt+int_0^picos(nt)dt
    end{split}$$

    In other words,
    $$I_n(x)=cos(x)J_n(x)+pidelta_{n=0}tag{2}$$
    where we define $$J_n(x)=int_0^pi frac{cos(nx)-cos(nt)}{cos(x)-cos(t)}dt$$
    and the Kronecker symbol $delta_{n=0}$, which is equal $0$, unless $n=0$, in which case it's equal to $1$.



    Now, let's go back to (1). Plugging $a=nx$ and $b=x$ into that identity implies that
    $$cos((n+1)x)+cos((n-1)x)=2cos x cos(nx)$$
    Subtracting the same equation with $t$ to this one yields
    $$
    begin{split}
    cos((n+1)x)-cos((n+1)t) \
    +cos((n-1)x)-cos((n-1)t)=\
    2cos x cos(nx)-2cos(t)cos(nt)
    end{split}$$

    Dividing by $cos(x)-cos(t)$, and integrating over $[0,pi]$ leads to
    $$J_{n+1}(x)+J_{n-1}(x)=2I_n(x)tag{3}$$
    Finally, combining [2] and [3] gets us, for $ngeq 0$,
    $$J_{n+2}(x)-2cos(x)J_{n+1}(x)+J_{n}(x)=0$$



    The solution to this second-order recurrence relation is
    $$J_n(x)=alpha e^{inx}+beta e^{-inx}$$
    Since, $J_0=0$ and $J_1=pi$,
    $$J_n(x)=frac {pi sin(nx)}{sin x}$$
    and $$I_n(x)=picos(x)frac{sin(nx)}{sin(x)} mbox{ for } ngeq 1 mbox{, and }I_0=pi$$






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      Thanks a lot for that solution !
      $endgroup$
      – aleph0
      Jan 4 at 22:41










    • $begingroup$
      You're welcome!
      $endgroup$
      – Stefan Lafon
      Jan 4 at 23:05










    • $begingroup$
      I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
      $endgroup$
      – ComplexYetTrivial
      Jan 5 at 8:27










    • $begingroup$
      Thanks for catching this! I updated the answer.
      $endgroup$
      – Stefan Lafon
      Jan 6 at 0:40














    6












    6








    6





    $begingroup$

    Here's a solution that only rests on the following simple trigonometric identity:
    $$cos(a+b)+cos(a-b)=2cos(a)cos(b)tag{1}$$
    We'll get back to it later, but for now, notice that
    $$begin{split}
    I_n(x)&=int_0^{pi} frac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt\
    &=int_0^{pi}frac{[cos(nx)-cos(nt)]cos(x) + cos(nt)[cos(x)-cos(t)]}{cos(x) -cos(t)}dt\
    &=cos(x)int_0^{pi}frac{cos(nx)-cos(nt)}{cos(x) -cos(t)}dt+int_0^picos(nt)dt
    end{split}$$

    In other words,
    $$I_n(x)=cos(x)J_n(x)+pidelta_{n=0}tag{2}$$
    where we define $$J_n(x)=int_0^pi frac{cos(nx)-cos(nt)}{cos(x)-cos(t)}dt$$
    and the Kronecker symbol $delta_{n=0}$, which is equal $0$, unless $n=0$, in which case it's equal to $1$.



    Now, let's go back to (1). Plugging $a=nx$ and $b=x$ into that identity implies that
    $$cos((n+1)x)+cos((n-1)x)=2cos x cos(nx)$$
    Subtracting the same equation with $t$ to this one yields
    $$
    begin{split}
    cos((n+1)x)-cos((n+1)t) \
    +cos((n-1)x)-cos((n-1)t)=\
    2cos x cos(nx)-2cos(t)cos(nt)
    end{split}$$

    Dividing by $cos(x)-cos(t)$, and integrating over $[0,pi]$ leads to
    $$J_{n+1}(x)+J_{n-1}(x)=2I_n(x)tag{3}$$
    Finally, combining [2] and [3] gets us, for $ngeq 0$,
    $$J_{n+2}(x)-2cos(x)J_{n+1}(x)+J_{n}(x)=0$$



    The solution to this second-order recurrence relation is
    $$J_n(x)=alpha e^{inx}+beta e^{-inx}$$
    Since, $J_0=0$ and $J_1=pi$,
    $$J_n(x)=frac {pi sin(nx)}{sin x}$$
    and $$I_n(x)=picos(x)frac{sin(nx)}{sin(x)} mbox{ for } ngeq 1 mbox{, and }I_0=pi$$






    share|cite|improve this answer











    $endgroup$



    Here's a solution that only rests on the following simple trigonometric identity:
    $$cos(a+b)+cos(a-b)=2cos(a)cos(b)tag{1}$$
    We'll get back to it later, but for now, notice that
    $$begin{split}
    I_n(x)&=int_0^{pi} frac{cos(nx)cos(x) - cos(nt)cos(t)}{cos(x) -cos(t)}dt\
    &=int_0^{pi}frac{[cos(nx)-cos(nt)]cos(x) + cos(nt)[cos(x)-cos(t)]}{cos(x) -cos(t)}dt\
    &=cos(x)int_0^{pi}frac{cos(nx)-cos(nt)}{cos(x) -cos(t)}dt+int_0^picos(nt)dt
    end{split}$$

    In other words,
    $$I_n(x)=cos(x)J_n(x)+pidelta_{n=0}tag{2}$$
    where we define $$J_n(x)=int_0^pi frac{cos(nx)-cos(nt)}{cos(x)-cos(t)}dt$$
    and the Kronecker symbol $delta_{n=0}$, which is equal $0$, unless $n=0$, in which case it's equal to $1$.



    Now, let's go back to (1). Plugging $a=nx$ and $b=x$ into that identity implies that
    $$cos((n+1)x)+cos((n-1)x)=2cos x cos(nx)$$
    Subtracting the same equation with $t$ to this one yields
    $$
    begin{split}
    cos((n+1)x)-cos((n+1)t) \
    +cos((n-1)x)-cos((n-1)t)=\
    2cos x cos(nx)-2cos(t)cos(nt)
    end{split}$$

    Dividing by $cos(x)-cos(t)$, and integrating over $[0,pi]$ leads to
    $$J_{n+1}(x)+J_{n-1}(x)=2I_n(x)tag{3}$$
    Finally, combining [2] and [3] gets us, for $ngeq 0$,
    $$J_{n+2}(x)-2cos(x)J_{n+1}(x)+J_{n}(x)=0$$



    The solution to this second-order recurrence relation is
    $$J_n(x)=alpha e^{inx}+beta e^{-inx}$$
    Since, $J_0=0$ and $J_1=pi$,
    $$J_n(x)=frac {pi sin(nx)}{sin x}$$
    and $$I_n(x)=picos(x)frac{sin(nx)}{sin(x)} mbox{ for } ngeq 1 mbox{, and }I_0=pi$$







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Jan 6 at 5:16

























    answered Jan 4 at 22:07









    Stefan LafonStefan Lafon

    2,92519




    2,92519












    • $begingroup$
      Thanks a lot for that solution !
      $endgroup$
      – aleph0
      Jan 4 at 22:41










    • $begingroup$
      You're welcome!
      $endgroup$
      – Stefan Lafon
      Jan 4 at 23:05










    • $begingroup$
      I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
      $endgroup$
      – ComplexYetTrivial
      Jan 5 at 8:27










    • $begingroup$
      Thanks for catching this! I updated the answer.
      $endgroup$
      – Stefan Lafon
      Jan 6 at 0:40


















    • $begingroup$
      Thanks a lot for that solution !
      $endgroup$
      – aleph0
      Jan 4 at 22:41










    • $begingroup$
      You're welcome!
      $endgroup$
      – Stefan Lafon
      Jan 4 at 23:05










    • $begingroup$
      I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
      $endgroup$
      – ComplexYetTrivial
      Jan 5 at 8:27










    • $begingroup$
      Thanks for catching this! I updated the answer.
      $endgroup$
      – Stefan Lafon
      Jan 6 at 0:40
















    $begingroup$
    Thanks a lot for that solution !
    $endgroup$
    – aleph0
    Jan 4 at 22:41




    $begingroup$
    Thanks a lot for that solution !
    $endgroup$
    – aleph0
    Jan 4 at 22:41












    $begingroup$
    You're welcome!
    $endgroup$
    – Stefan Lafon
    Jan 4 at 23:05




    $begingroup$
    You're welcome!
    $endgroup$
    – Stefan Lafon
    Jan 4 at 23:05












    $begingroup$
    I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
    $endgroup$
    – ComplexYetTrivial
    Jan 5 at 8:27




    $begingroup$
    I think there is a small mistake: We have $I_n = (J_{n+1} color{red}{+} J_{n-1})/2$, which turns the final result into $I_n (x) = pi cos(x) frac{sin(n x)}{sin(x)}$ .
    $endgroup$
    – ComplexYetTrivial
    Jan 5 at 8:27












    $begingroup$
    Thanks for catching this! I updated the answer.
    $endgroup$
    – Stefan Lafon
    Jan 6 at 0:40




    $begingroup$
    Thanks for catching this! I updated the answer.
    $endgroup$
    – Stefan Lafon
    Jan 6 at 0:40











    4












    $begingroup$

    A nice way to evaluate generalized integrals is to consider them as the coefficients of an infinite series. Therefore, the coefficient of the $n$th term is simply the integral under question. Before we begin though, there is one identity to note:




    $$sumlimits_{ngeq0}z^ncos nx=frac {1-zcos x}{z^2-2zcos x+1}$$
    Proof: Rewrite $cos nx$ as the real part of $e^{nix}$. Using the infinite geometric sequences, we get that$$sumlimits_{ngeq0}left(ze^{ix}right)^n=frac 1{1-ze^{ix}}$$Now, take the real part of both sides. Clearly, the left - hand side becomes $z^ncos nx$. Meanwhile, the right - hand side becomes, through some clever rationalization$$begin{align*}operatorname{Re}left[frac 1{1-ze^{ix}}right] & =operatorname{Re}left[frac 1{1-zcos x-zisin x}right]\ & =operatorname{Re}left[frac {1-zcos x+zisin x}{(1-zcos x)^2+z^2sin^2x}right]\ & =frac {1-zcos x}{z^2-2zcos x+1}end{align*}$$completing the proof.






    With that in mind, we are ready to begin. Since the OP has stated in the comments that he is trying to evaluate the integral$$I_n=intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$I will show a way to evaluate it in this answer. To wit, denote the generating function of the integral as $G(z)$



    $$G(z)=sumlimits_{ngeq0}I_nz^n$$



    And remember that the coefficient of $z^n$ simply gives $I_n$. Interchange the sum and the integral, and using the identity we've derived above, get



    $$begin{align*}G(z) & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}sumlimits_{ngeq0}z^nbiggr[cos nx-cos ntbiggr]\ & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}left[frac {1-zcos x}{z^2-2zcos x+1}-frac {1-zcos t}{z^2-2zcos t+1}right]end{align*}$$



    Combining the two fractions, and recalling that any terms in $z$ are constants, the function becomes



    $$G(z)=frac {z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{pi}frac {mathrm dt}{z^2-2zcos t+1}$$



    The remaining integral can be easily evaluated using a Weierstrass substitution. Substitute $w=tanleft(tfrac t2right)$ so that



    $$begin{array}{|c|c|c|}hline w=tanleft(dfrac t2right) & mathrm dt=dfrac {2,mathrm dw}{1+w^2} & cos t=dfrac {1-w^2}{1+w^2}\hlineend{array}$$



    The remaining rational function can be evaluated in an elementary fashion



    $$begin{align*}G(z) & =frac {2z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{infty}frac {mathrm dw}{w^2(1+z)^2+(1-z)^2}\ & =frac {2z}{z^2-2zcos x+1}arctanleft(frac {1+z}{1-z}wright),Biggrrvert_0^{infty}\ & =frac {pi z}{z^2-2zcos x+1}end{align*}$$



    From the second line, it's important to observe that the argument of the inverse tangent will remain positive if and only if $|z|<1$. When $|z|<1$, then the denominator is positive, as well as the numerator. Therefore, $tfrac {1+z}{1-z}>0$. However, if $|z|>1$, then the argument is less than zero and there is an extra negative sign. For the purpose of this question, we'll consider when $|z|<1$.



    Now all we have to do is find the coefficient of $z^n$. There is a nice and convenient way to do this by using



    $$2cos x=e^{ix}+e^{-ix}$$



    Factoring the denominator by grouping gives



    $$begin{align*}frac z{z^2-2zcos x+1} & =frac z{(1-ze^{ix})(1-ze^{-ix})}\ & =zsumlimits_{kgeq0}z^k e^{kix}sumlimits_{lgeq0}z^l e^{-lix}end{align*}$$



    Now observe what happens when we expand the products together$$begin{multline}(1+ze^{ix}+z^2e^{2ix}+cdots)(1+ze^{-ix}+z^2e^{-ix}+cdots)\=1+z(e^{ix}+e^{-ix})+z^2(e^{2ix}+1+e^{-2ix})+cdotsend{multline}$$



    The sum within the parenthesis seems to start off at the index of the $n$th term and decrease by a factor of two! Using this, it's possible to rewrite the coefficients conveniently as



    $$a_k=sumlimits_{m=0}^ke^{(k-2m)ix}=frac {sin x(k+1)}{sin x}$$



    Hence$$frac {pi z}{z^2-2zcos x+1}=pisumlimits_{kgeq1}frac {sin xk}{sin x}z^k$$



    And setting $k$ as $n$ gives the term $z^n$. Therefore, our integral is simply$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}color{blue}{=frac {pisin xn}{sin x}}$$






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
      $endgroup$
      – Frank W.
      Jan 4 at 18:00










    • $begingroup$
      Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
      $endgroup$
      – Stefan Lafon
      Jan 4 at 18:01












    • $begingroup$
      Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
      $endgroup$
      – Did
      Jan 4 at 18:05










    • $begingroup$
      Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
      $endgroup$
      – aleph0
      Jan 4 at 18:10








    • 1




      $begingroup$
      @Zacky Oh okay. I missed it.
      $endgroup$
      – Frank W.
      Jan 4 at 18:55
















    4












    $begingroup$

    A nice way to evaluate generalized integrals is to consider them as the coefficients of an infinite series. Therefore, the coefficient of the $n$th term is simply the integral under question. Before we begin though, there is one identity to note:




    $$sumlimits_{ngeq0}z^ncos nx=frac {1-zcos x}{z^2-2zcos x+1}$$
    Proof: Rewrite $cos nx$ as the real part of $e^{nix}$. Using the infinite geometric sequences, we get that$$sumlimits_{ngeq0}left(ze^{ix}right)^n=frac 1{1-ze^{ix}}$$Now, take the real part of both sides. Clearly, the left - hand side becomes $z^ncos nx$. Meanwhile, the right - hand side becomes, through some clever rationalization$$begin{align*}operatorname{Re}left[frac 1{1-ze^{ix}}right] & =operatorname{Re}left[frac 1{1-zcos x-zisin x}right]\ & =operatorname{Re}left[frac {1-zcos x+zisin x}{(1-zcos x)^2+z^2sin^2x}right]\ & =frac {1-zcos x}{z^2-2zcos x+1}end{align*}$$completing the proof.






    With that in mind, we are ready to begin. Since the OP has stated in the comments that he is trying to evaluate the integral$$I_n=intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$I will show a way to evaluate it in this answer. To wit, denote the generating function of the integral as $G(z)$



    $$G(z)=sumlimits_{ngeq0}I_nz^n$$



    And remember that the coefficient of $z^n$ simply gives $I_n$. Interchange the sum and the integral, and using the identity we've derived above, get



    $$begin{align*}G(z) & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}sumlimits_{ngeq0}z^nbiggr[cos nx-cos ntbiggr]\ & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}left[frac {1-zcos x}{z^2-2zcos x+1}-frac {1-zcos t}{z^2-2zcos t+1}right]end{align*}$$



    Combining the two fractions, and recalling that any terms in $z$ are constants, the function becomes



    $$G(z)=frac {z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{pi}frac {mathrm dt}{z^2-2zcos t+1}$$



    The remaining integral can be easily evaluated using a Weierstrass substitution. Substitute $w=tanleft(tfrac t2right)$ so that



    $$begin{array}{|c|c|c|}hline w=tanleft(dfrac t2right) & mathrm dt=dfrac {2,mathrm dw}{1+w^2} & cos t=dfrac {1-w^2}{1+w^2}\hlineend{array}$$



    The remaining rational function can be evaluated in an elementary fashion



    $$begin{align*}G(z) & =frac {2z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{infty}frac {mathrm dw}{w^2(1+z)^2+(1-z)^2}\ & =frac {2z}{z^2-2zcos x+1}arctanleft(frac {1+z}{1-z}wright),Biggrrvert_0^{infty}\ & =frac {pi z}{z^2-2zcos x+1}end{align*}$$



    From the second line, it's important to observe that the argument of the inverse tangent will remain positive if and only if $|z|<1$. When $|z|<1$, then the denominator is positive, as well as the numerator. Therefore, $tfrac {1+z}{1-z}>0$. However, if $|z|>1$, then the argument is less than zero and there is an extra negative sign. For the purpose of this question, we'll consider when $|z|<1$.



    Now all we have to do is find the coefficient of $z^n$. There is a nice and convenient way to do this by using



    $$2cos x=e^{ix}+e^{-ix}$$



    Factoring the denominator by grouping gives



    $$begin{align*}frac z{z^2-2zcos x+1} & =frac z{(1-ze^{ix})(1-ze^{-ix})}\ & =zsumlimits_{kgeq0}z^k e^{kix}sumlimits_{lgeq0}z^l e^{-lix}end{align*}$$



    Now observe what happens when we expand the products together$$begin{multline}(1+ze^{ix}+z^2e^{2ix}+cdots)(1+ze^{-ix}+z^2e^{-ix}+cdots)\=1+z(e^{ix}+e^{-ix})+z^2(e^{2ix}+1+e^{-2ix})+cdotsend{multline}$$



    The sum within the parenthesis seems to start off at the index of the $n$th term and decrease by a factor of two! Using this, it's possible to rewrite the coefficients conveniently as



    $$a_k=sumlimits_{m=0}^ke^{(k-2m)ix}=frac {sin x(k+1)}{sin x}$$



    Hence$$frac {pi z}{z^2-2zcos x+1}=pisumlimits_{kgeq1}frac {sin xk}{sin x}z^k$$



    And setting $k$ as $n$ gives the term $z^n$. Therefore, our integral is simply$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}color{blue}{=frac {pisin xn}{sin x}}$$






    share|cite|improve this answer











    $endgroup$













    • $begingroup$
      @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
      $endgroup$
      – Frank W.
      Jan 4 at 18:00










    • $begingroup$
      Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
      $endgroup$
      – Stefan Lafon
      Jan 4 at 18:01












    • $begingroup$
      Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
      $endgroup$
      – Did
      Jan 4 at 18:05










    • $begingroup$
      Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
      $endgroup$
      – aleph0
      Jan 4 at 18:10








    • 1




      $begingroup$
      @Zacky Oh okay. I missed it.
      $endgroup$
      – Frank W.
      Jan 4 at 18:55














    4












    4








    4





    $begingroup$

    A nice way to evaluate generalized integrals is to consider them as the coefficients of an infinite series. Therefore, the coefficient of the $n$th term is simply the integral under question. Before we begin though, there is one identity to note:




    $$sumlimits_{ngeq0}z^ncos nx=frac {1-zcos x}{z^2-2zcos x+1}$$
    Proof: Rewrite $cos nx$ as the real part of $e^{nix}$. Using the infinite geometric sequences, we get that$$sumlimits_{ngeq0}left(ze^{ix}right)^n=frac 1{1-ze^{ix}}$$Now, take the real part of both sides. Clearly, the left - hand side becomes $z^ncos nx$. Meanwhile, the right - hand side becomes, through some clever rationalization$$begin{align*}operatorname{Re}left[frac 1{1-ze^{ix}}right] & =operatorname{Re}left[frac 1{1-zcos x-zisin x}right]\ & =operatorname{Re}left[frac {1-zcos x+zisin x}{(1-zcos x)^2+z^2sin^2x}right]\ & =frac {1-zcos x}{z^2-2zcos x+1}end{align*}$$completing the proof.






    With that in mind, we are ready to begin. Since the OP has stated in the comments that he is trying to evaluate the integral$$I_n=intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$I will show a way to evaluate it in this answer. To wit, denote the generating function of the integral as $G(z)$



    $$G(z)=sumlimits_{ngeq0}I_nz^n$$



    And remember that the coefficient of $z^n$ simply gives $I_n$. Interchange the sum and the integral, and using the identity we've derived above, get



    $$begin{align*}G(z) & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}sumlimits_{ngeq0}z^nbiggr[cos nx-cos ntbiggr]\ & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}left[frac {1-zcos x}{z^2-2zcos x+1}-frac {1-zcos t}{z^2-2zcos t+1}right]end{align*}$$



    Combining the two fractions, and recalling that any terms in $z$ are constants, the function becomes



    $$G(z)=frac {z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{pi}frac {mathrm dt}{z^2-2zcos t+1}$$



    The remaining integral can be easily evaluated using a Weierstrass substitution. Substitute $w=tanleft(tfrac t2right)$ so that



    $$begin{array}{|c|c|c|}hline w=tanleft(dfrac t2right) & mathrm dt=dfrac {2,mathrm dw}{1+w^2} & cos t=dfrac {1-w^2}{1+w^2}\hlineend{array}$$



    The remaining rational function can be evaluated in an elementary fashion



    $$begin{align*}G(z) & =frac {2z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{infty}frac {mathrm dw}{w^2(1+z)^2+(1-z)^2}\ & =frac {2z}{z^2-2zcos x+1}arctanleft(frac {1+z}{1-z}wright),Biggrrvert_0^{infty}\ & =frac {pi z}{z^2-2zcos x+1}end{align*}$$



    From the second line, it's important to observe that the argument of the inverse tangent will remain positive if and only if $|z|<1$. When $|z|<1$, then the denominator is positive, as well as the numerator. Therefore, $tfrac {1+z}{1-z}>0$. However, if $|z|>1$, then the argument is less than zero and there is an extra negative sign. For the purpose of this question, we'll consider when $|z|<1$.



    Now all we have to do is find the coefficient of $z^n$. There is a nice and convenient way to do this by using



    $$2cos x=e^{ix}+e^{-ix}$$



    Factoring the denominator by grouping gives



    $$begin{align*}frac z{z^2-2zcos x+1} & =frac z{(1-ze^{ix})(1-ze^{-ix})}\ & =zsumlimits_{kgeq0}z^k e^{kix}sumlimits_{lgeq0}z^l e^{-lix}end{align*}$$



    Now observe what happens when we expand the products together$$begin{multline}(1+ze^{ix}+z^2e^{2ix}+cdots)(1+ze^{-ix}+z^2e^{-ix}+cdots)\=1+z(e^{ix}+e^{-ix})+z^2(e^{2ix}+1+e^{-2ix})+cdotsend{multline}$$



    The sum within the parenthesis seems to start off at the index of the $n$th term and decrease by a factor of two! Using this, it's possible to rewrite the coefficients conveniently as



    $$a_k=sumlimits_{m=0}^ke^{(k-2m)ix}=frac {sin x(k+1)}{sin x}$$



    Hence$$frac {pi z}{z^2-2zcos x+1}=pisumlimits_{kgeq1}frac {sin xk}{sin x}z^k$$



    And setting $k$ as $n$ gives the term $z^n$. Therefore, our integral is simply$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}color{blue}{=frac {pisin xn}{sin x}}$$






    share|cite|improve this answer











    $endgroup$



    A nice way to evaluate generalized integrals is to consider them as the coefficients of an infinite series. Therefore, the coefficient of the $n$th term is simply the integral under question. Before we begin though, there is one identity to note:




    $$sumlimits_{ngeq0}z^ncos nx=frac {1-zcos x}{z^2-2zcos x+1}$$
    Proof: Rewrite $cos nx$ as the real part of $e^{nix}$. Using the infinite geometric sequences, we get that$$sumlimits_{ngeq0}left(ze^{ix}right)^n=frac 1{1-ze^{ix}}$$Now, take the real part of both sides. Clearly, the left - hand side becomes $z^ncos nx$. Meanwhile, the right - hand side becomes, through some clever rationalization$$begin{align*}operatorname{Re}left[frac 1{1-ze^{ix}}right] & =operatorname{Re}left[frac 1{1-zcos x-zisin x}right]\ & =operatorname{Re}left[frac {1-zcos x+zisin x}{(1-zcos x)^2+z^2sin^2x}right]\ & =frac {1-zcos x}{z^2-2zcos x+1}end{align*}$$completing the proof.






    With that in mind, we are ready to begin. Since the OP has stated in the comments that he is trying to evaluate the integral$$I_n=intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}$$I will show a way to evaluate it in this answer. To wit, denote the generating function of the integral as $G(z)$



    $$G(z)=sumlimits_{ngeq0}I_nz^n$$



    And remember that the coefficient of $z^n$ simply gives $I_n$. Interchange the sum and the integral, and using the identity we've derived above, get



    $$begin{align*}G(z) & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}sumlimits_{ngeq0}z^nbiggr[cos nx-cos ntbiggr]\ & =intlimits_0^{pi}frac {mathrm dt}{cos x-cos t}left[frac {1-zcos x}{z^2-2zcos x+1}-frac {1-zcos t}{z^2-2zcos t+1}right]end{align*}$$



    Combining the two fractions, and recalling that any terms in $z$ are constants, the function becomes



    $$G(z)=frac {z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{pi}frac {mathrm dt}{z^2-2zcos t+1}$$



    The remaining integral can be easily evaluated using a Weierstrass substitution. Substitute $w=tanleft(tfrac t2right)$ so that



    $$begin{array}{|c|c|c|}hline w=tanleft(dfrac t2right) & mathrm dt=dfrac {2,mathrm dw}{1+w^2} & cos t=dfrac {1-w^2}{1+w^2}\hlineend{array}$$



    The remaining rational function can be evaluated in an elementary fashion



    $$begin{align*}G(z) & =frac {2z(1-z^2)}{z^2-2zcos x+1}intlimits_0^{infty}frac {mathrm dw}{w^2(1+z)^2+(1-z)^2}\ & =frac {2z}{z^2-2zcos x+1}arctanleft(frac {1+z}{1-z}wright),Biggrrvert_0^{infty}\ & =frac {pi z}{z^2-2zcos x+1}end{align*}$$



    From the second line, it's important to observe that the argument of the inverse tangent will remain positive if and only if $|z|<1$. When $|z|<1$, then the denominator is positive, as well as the numerator. Therefore, $tfrac {1+z}{1-z}>0$. However, if $|z|>1$, then the argument is less than zero and there is an extra negative sign. For the purpose of this question, we'll consider when $|z|<1$.



    Now all we have to do is find the coefficient of $z^n$. There is a nice and convenient way to do this by using



    $$2cos x=e^{ix}+e^{-ix}$$



    Factoring the denominator by grouping gives



    $$begin{align*}frac z{z^2-2zcos x+1} & =frac z{(1-ze^{ix})(1-ze^{-ix})}\ & =zsumlimits_{kgeq0}z^k e^{kix}sumlimits_{lgeq0}z^l e^{-lix}end{align*}$$



    Now observe what happens when we expand the products together$$begin{multline}(1+ze^{ix}+z^2e^{2ix}+cdots)(1+ze^{-ix}+z^2e^{-ix}+cdots)\=1+z(e^{ix}+e^{-ix})+z^2(e^{2ix}+1+e^{-2ix})+cdotsend{multline}$$



    The sum within the parenthesis seems to start off at the index of the $n$th term and decrease by a factor of two! Using this, it's possible to rewrite the coefficients conveniently as



    $$a_k=sumlimits_{m=0}^ke^{(k-2m)ix}=frac {sin x(k+1)}{sin x}$$



    Hence$$frac {pi z}{z^2-2zcos x+1}=pisumlimits_{kgeq1}frac {sin xk}{sin x}z^k$$



    And setting $k$ as $n$ gives the term $z^n$. Therefore, our integral is simply$$intlimits_0^{pi}mathrm dt,frac {cos nx-cos nt}{cos x-cos t}color{blue}{=frac {pisin xn}{sin x}}$$







    share|cite|improve this answer














    share|cite|improve this answer



    share|cite|improve this answer








    edited Jan 4 at 22:46

























    answered Jan 4 at 17:54









    Frank W.Frank W.

    3,8101321




    3,8101321












    • $begingroup$
      @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
      $endgroup$
      – Frank W.
      Jan 4 at 18:00










    • $begingroup$
      Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
      $endgroup$
      – Stefan Lafon
      Jan 4 at 18:01












    • $begingroup$
      Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
      $endgroup$
      – Did
      Jan 4 at 18:05










    • $begingroup$
      Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
      $endgroup$
      – aleph0
      Jan 4 at 18:10








    • 1




      $begingroup$
      @Zacky Oh okay. I missed it.
      $endgroup$
      – Frank W.
      Jan 4 at 18:55


















    • $begingroup$
      @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
      $endgroup$
      – Frank W.
      Jan 4 at 18:00










    • $begingroup$
      Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
      $endgroup$
      – Stefan Lafon
      Jan 4 at 18:01












    • $begingroup$
      Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
      $endgroup$
      – Did
      Jan 4 at 18:05










    • $begingroup$
      Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
      $endgroup$
      – aleph0
      Jan 4 at 18:10








    • 1




      $begingroup$
      @Zacky Oh okay. I missed it.
      $endgroup$
      – Frank W.
      Jan 4 at 18:55
















    $begingroup$
    @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
    $endgroup$
    – Frank W.
    Jan 4 at 18:00




    $begingroup$
    @StefanLafon I'm having a little bit of trouble with that; more than I thought initially. I'm trying to mold the infinite sum into$$frac 1{z^2-2zcos x+1}$$on the right - hand side and a $z^n$ term on the left. It's not going very well I must say
    $endgroup$
    – Frank W.
    Jan 4 at 18:00












    $begingroup$
    Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
    $endgroup$
    – Stefan Lafon
    Jan 4 at 18:01






    $begingroup$
    Impressive. To find the coefficients, notice that $frac {2isin x} {z^2-2xcos(x)+1} = frac 1 {z+e^{-ix}}-frac 1 {z+e^{ix}}$.
    $endgroup$
    – Stefan Lafon
    Jan 4 at 18:01














    $begingroup$
    Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
    $endgroup$
    – Did
    Jan 4 at 18:05




    $begingroup$
    Correct the sign mistake in previous comment and show the $n$th integral is $$I_n=pifrac{sin nx}{sin x}$$
    $endgroup$
    – Did
    Jan 4 at 18:05












    $begingroup$
    Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
    $endgroup$
    – aleph0
    Jan 4 at 18:10






    $begingroup$
    Thanks a lot for your time and effort. This is a very interesting solution but the use of generating functions seems a bit overkill and I don't understand all the details, as I have not yet studied generating functions in details. This problem is supposed to be a medium difficulty problem of first year at university . The tip below the problem suggested to calculate the integral in the question.
    $endgroup$
    – aleph0
    Jan 4 at 18:10






    1




    1




    $begingroup$
    @Zacky Oh okay. I missed it.
    $endgroup$
    – Frank W.
    Jan 4 at 18:55




    $begingroup$
    @Zacky Oh okay. I missed it.
    $endgroup$
    – Frank W.
    Jan 4 at 18:55











    3












    $begingroup$

    Completing Frank's solution:



    $$ [z^n]frac{pi z}{z^2-2zcos x+1} = frac{pi}{2}[z^{n}]left(frac{1}{z-e^{ix}}+frac{1}{z-e^{-ix}}right) $$
    equals, by geometric series,
    $$ frac{pi}{2}left(-e^{-(n+1)ix}-e^{(n+1)ix}right)=-picos((n+1)x). $$






    share|cite|improve this answer









    $endgroup$


















      3












      $begingroup$

      Completing Frank's solution:



      $$ [z^n]frac{pi z}{z^2-2zcos x+1} = frac{pi}{2}[z^{n}]left(frac{1}{z-e^{ix}}+frac{1}{z-e^{-ix}}right) $$
      equals, by geometric series,
      $$ frac{pi}{2}left(-e^{-(n+1)ix}-e^{(n+1)ix}right)=-picos((n+1)x). $$






      share|cite|improve this answer









      $endgroup$
















        3












        3








        3





        $begingroup$

        Completing Frank's solution:



        $$ [z^n]frac{pi z}{z^2-2zcos x+1} = frac{pi}{2}[z^{n}]left(frac{1}{z-e^{ix}}+frac{1}{z-e^{-ix}}right) $$
        equals, by geometric series,
        $$ frac{pi}{2}left(-e^{-(n+1)ix}-e^{(n+1)ix}right)=-picos((n+1)x). $$






        share|cite|improve this answer









        $endgroup$



        Completing Frank's solution:



        $$ [z^n]frac{pi z}{z^2-2zcos x+1} = frac{pi}{2}[z^{n}]left(frac{1}{z-e^{ix}}+frac{1}{z-e^{-ix}}right) $$
        equals, by geometric series,
        $$ frac{pi}{2}left(-e^{-(n+1)ix}-e^{(n+1)ix}right)=-picos((n+1)x). $$







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered Jan 4 at 18:20









        Jack D'AurizioJack D'Aurizio

        291k33284667




        291k33284667























            2












            $begingroup$

            I will do the integral for $n=3$, unfortunately this will disprove your given result. (unless I did a mistake)
            $$I_3= int_0^pi frac{cos(3x)cos x -cos(3t)cos t}{cos x-cos t}dt$$
            Since $cos(3 y)=4cos^3 y -3cos y$ we have: $$cos(3x)cos x -cos (3t)cos t=4(cos^4 x-cos^4t)-3(cos^2 x-cos^2 t)$$
            $$=4(cos x-cos t)(cos x+cos t) (cos^2 x+cos^2t)-3(cos x-cos t)(cos x+cos t)$$
            $$Rightarrow I_3=int_0^pi (cos x+cos t)(4(cos ^2 x+cos^2 t)-3)dt$$
            $$overset{pi-tto t}=int_0^pi (cos x-cos t)(4(cos^2 x+cos^2 t)-3)dt$$
            $$Rightarrow 2I_3=2cos xint_0^pi (4(cos^2 x+cos^2 t)-3)$$
            $$Rightarrow I_3= 4pi cos^3 x +cos x underbrace{int_0^pi cos^2 tdt}_{=frac{pi}{2}}-3pi cos x=2pi(cos x+2cos(3x))$$





            For $n=4$ we have: $$cos(4x)=8cos^4 x-8cos^2 x+1$$
            Denoting $cx=cos x$ and $ct=cos t,$ we get the integrand to be:
            $$frac{8(cx^5-ct^5)-8(cx^3-ct^3)+(cx-ct)}{cx-ct}$$
            And using the fact that: $$a^5-b^5=(a-b)(a^4+a^3b+a^2b^2+ab^3+b^4$$
            $$Rightarrow I_4=8int_0^pi(cx^4+cx^3 ct+cx^2 ct^2 +cx ct^3+ct^4)dt$$
            $$-8int_0^pi (cx^2+cxct+ct^2) dt +int_0^pi dt$$
            We have: $$int_0^pi ct dt=int_0^pi ct^3 dt =0$$
            $$int_0^pi ct^2 dt= frac{pi}{2}, int_0^pi ct^4 dt=frac{3pi}{8}$$
            $$Rightarrow I_4=(8pi cx^4 +4pi cx^2 +3pi )-(8pi cx^2 +4pi)+pi$$
            $$=8pi cx^4 -4pi cx^2 =4pi cos^2 x cos(2x)$$






            share|cite|improve this answer











            $endgroup$









            • 1




              $begingroup$
              I'm getting a slightly different answer too than what the OP conjectured.
              $endgroup$
              – Frank W.
              Jan 4 at 18:00






            • 1




              $begingroup$
              It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
              $endgroup$
              – Zacky
              Jan 4 at 18:01












            • $begingroup$
              Thanks for doing that. I guess my conjecture was wrong...
              $endgroup$
              – aleph0
              Jan 4 at 18:08
















            2












            $begingroup$

            I will do the integral for $n=3$, unfortunately this will disprove your given result. (unless I did a mistake)
            $$I_3= int_0^pi frac{cos(3x)cos x -cos(3t)cos t}{cos x-cos t}dt$$
            Since $cos(3 y)=4cos^3 y -3cos y$ we have: $$cos(3x)cos x -cos (3t)cos t=4(cos^4 x-cos^4t)-3(cos^2 x-cos^2 t)$$
            $$=4(cos x-cos t)(cos x+cos t) (cos^2 x+cos^2t)-3(cos x-cos t)(cos x+cos t)$$
            $$Rightarrow I_3=int_0^pi (cos x+cos t)(4(cos ^2 x+cos^2 t)-3)dt$$
            $$overset{pi-tto t}=int_0^pi (cos x-cos t)(4(cos^2 x+cos^2 t)-3)dt$$
            $$Rightarrow 2I_3=2cos xint_0^pi (4(cos^2 x+cos^2 t)-3)$$
            $$Rightarrow I_3= 4pi cos^3 x +cos x underbrace{int_0^pi cos^2 tdt}_{=frac{pi}{2}}-3pi cos x=2pi(cos x+2cos(3x))$$





            For $n=4$ we have: $$cos(4x)=8cos^4 x-8cos^2 x+1$$
            Denoting $cx=cos x$ and $ct=cos t,$ we get the integrand to be:
            $$frac{8(cx^5-ct^5)-8(cx^3-ct^3)+(cx-ct)}{cx-ct}$$
            And using the fact that: $$a^5-b^5=(a-b)(a^4+a^3b+a^2b^2+ab^3+b^4$$
            $$Rightarrow I_4=8int_0^pi(cx^4+cx^3 ct+cx^2 ct^2 +cx ct^3+ct^4)dt$$
            $$-8int_0^pi (cx^2+cxct+ct^2) dt +int_0^pi dt$$
            We have: $$int_0^pi ct dt=int_0^pi ct^3 dt =0$$
            $$int_0^pi ct^2 dt= frac{pi}{2}, int_0^pi ct^4 dt=frac{3pi}{8}$$
            $$Rightarrow I_4=(8pi cx^4 +4pi cx^2 +3pi )-(8pi cx^2 +4pi)+pi$$
            $$=8pi cx^4 -4pi cx^2 =4pi cos^2 x cos(2x)$$






            share|cite|improve this answer











            $endgroup$









            • 1




              $begingroup$
              I'm getting a slightly different answer too than what the OP conjectured.
              $endgroup$
              – Frank W.
              Jan 4 at 18:00






            • 1




              $begingroup$
              It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
              $endgroup$
              – Zacky
              Jan 4 at 18:01












            • $begingroup$
              Thanks for doing that. I guess my conjecture was wrong...
              $endgroup$
              – aleph0
              Jan 4 at 18:08














            2












            2








            2





            $begingroup$

            I will do the integral for $n=3$, unfortunately this will disprove your given result. (unless I did a mistake)
            $$I_3= int_0^pi frac{cos(3x)cos x -cos(3t)cos t}{cos x-cos t}dt$$
            Since $cos(3 y)=4cos^3 y -3cos y$ we have: $$cos(3x)cos x -cos (3t)cos t=4(cos^4 x-cos^4t)-3(cos^2 x-cos^2 t)$$
            $$=4(cos x-cos t)(cos x+cos t) (cos^2 x+cos^2t)-3(cos x-cos t)(cos x+cos t)$$
            $$Rightarrow I_3=int_0^pi (cos x+cos t)(4(cos ^2 x+cos^2 t)-3)dt$$
            $$overset{pi-tto t}=int_0^pi (cos x-cos t)(4(cos^2 x+cos^2 t)-3)dt$$
            $$Rightarrow 2I_3=2cos xint_0^pi (4(cos^2 x+cos^2 t)-3)$$
            $$Rightarrow I_3= 4pi cos^3 x +cos x underbrace{int_0^pi cos^2 tdt}_{=frac{pi}{2}}-3pi cos x=2pi(cos x+2cos(3x))$$





            For $n=4$ we have: $$cos(4x)=8cos^4 x-8cos^2 x+1$$
            Denoting $cx=cos x$ and $ct=cos t,$ we get the integrand to be:
            $$frac{8(cx^5-ct^5)-8(cx^3-ct^3)+(cx-ct)}{cx-ct}$$
            And using the fact that: $$a^5-b^5=(a-b)(a^4+a^3b+a^2b^2+ab^3+b^4$$
            $$Rightarrow I_4=8int_0^pi(cx^4+cx^3 ct+cx^2 ct^2 +cx ct^3+ct^4)dt$$
            $$-8int_0^pi (cx^2+cxct+ct^2) dt +int_0^pi dt$$
            We have: $$int_0^pi ct dt=int_0^pi ct^3 dt =0$$
            $$int_0^pi ct^2 dt= frac{pi}{2}, int_0^pi ct^4 dt=frac{3pi}{8}$$
            $$Rightarrow I_4=(8pi cx^4 +4pi cx^2 +3pi )-(8pi cx^2 +4pi)+pi$$
            $$=8pi cx^4 -4pi cx^2 =4pi cos^2 x cos(2x)$$






            share|cite|improve this answer











            $endgroup$



            I will do the integral for $n=3$, unfortunately this will disprove your given result. (unless I did a mistake)
            $$I_3= int_0^pi frac{cos(3x)cos x -cos(3t)cos t}{cos x-cos t}dt$$
            Since $cos(3 y)=4cos^3 y -3cos y$ we have: $$cos(3x)cos x -cos (3t)cos t=4(cos^4 x-cos^4t)-3(cos^2 x-cos^2 t)$$
            $$=4(cos x-cos t)(cos x+cos t) (cos^2 x+cos^2t)-3(cos x-cos t)(cos x+cos t)$$
            $$Rightarrow I_3=int_0^pi (cos x+cos t)(4(cos ^2 x+cos^2 t)-3)dt$$
            $$overset{pi-tto t}=int_0^pi (cos x-cos t)(4(cos^2 x+cos^2 t)-3)dt$$
            $$Rightarrow 2I_3=2cos xint_0^pi (4(cos^2 x+cos^2 t)-3)$$
            $$Rightarrow I_3= 4pi cos^3 x +cos x underbrace{int_0^pi cos^2 tdt}_{=frac{pi}{2}}-3pi cos x=2pi(cos x+2cos(3x))$$





            For $n=4$ we have: $$cos(4x)=8cos^4 x-8cos^2 x+1$$
            Denoting $cx=cos x$ and $ct=cos t,$ we get the integrand to be:
            $$frac{8(cx^5-ct^5)-8(cx^3-ct^3)+(cx-ct)}{cx-ct}$$
            And using the fact that: $$a^5-b^5=(a-b)(a^4+a^3b+a^2b^2+ab^3+b^4$$
            $$Rightarrow I_4=8int_0^pi(cx^4+cx^3 ct+cx^2 ct^2 +cx ct^3+ct^4)dt$$
            $$-8int_0^pi (cx^2+cxct+ct^2) dt +int_0^pi dt$$
            We have: $$int_0^pi ct dt=int_0^pi ct^3 dt =0$$
            $$int_0^pi ct^2 dt= frac{pi}{2}, int_0^pi ct^4 dt=frac{3pi}{8}$$
            $$Rightarrow I_4=(8pi cx^4 +4pi cx^2 +3pi )-(8pi cx^2 +4pi)+pi$$
            $$=8pi cx^4 -4pi cx^2 =4pi cos^2 x cos(2x)$$







            share|cite|improve this answer














            share|cite|improve this answer



            share|cite|improve this answer








            edited Jan 4 at 18:29

























            answered Jan 4 at 17:56









            ZackyZacky

            7,76011061




            7,76011061








            • 1




              $begingroup$
              I'm getting a slightly different answer too than what the OP conjectured.
              $endgroup$
              – Frank W.
              Jan 4 at 18:00






            • 1




              $begingroup$
              It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
              $endgroup$
              – Zacky
              Jan 4 at 18:01












            • $begingroup$
              Thanks for doing that. I guess my conjecture was wrong...
              $endgroup$
              – aleph0
              Jan 4 at 18:08














            • 1




              $begingroup$
              I'm getting a slightly different answer too than what the OP conjectured.
              $endgroup$
              – Frank W.
              Jan 4 at 18:00






            • 1




              $begingroup$
              It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
              $endgroup$
              – Zacky
              Jan 4 at 18:01












            • $begingroup$
              Thanks for doing that. I guess my conjecture was wrong...
              $endgroup$
              – aleph0
              Jan 4 at 18:08








            1




            1




            $begingroup$
            I'm getting a slightly different answer too than what the OP conjectured.
            $endgroup$
            – Frank W.
            Jan 4 at 18:00




            $begingroup$
            I'm getting a slightly different answer too than what the OP conjectured.
            $endgroup$
            – Frank W.
            Jan 4 at 18:00




            1




            1




            $begingroup$
            It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
            $endgroup$
            – Zacky
            Jan 4 at 18:01






            $begingroup$
            It seems like it only works for $n=1$ and $n=2$ until now. Note that even $n=0$ fails.
            $endgroup$
            – Zacky
            Jan 4 at 18:01














            $begingroup$
            Thanks for doing that. I guess my conjecture was wrong...
            $endgroup$
            – aleph0
            Jan 4 at 18:08




            $begingroup$
            Thanks for doing that. I guess my conjecture was wrong...
            $endgroup$
            – aleph0
            Jan 4 at 18:08











            1












            $begingroup$

            An alternative solution to the problem:



            For $n in mathbb{N}$ and $x in (0,pi)$ define
            $$J_n (x) equiv int limits_0^pi frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t , . $$
            We can use the identities ($(2)$ follows from the geometric progression formula)
            begin{align}
            cos(xi) - cos(tau) &= - 2 sin left(frac{xi + tau}{2}right) sin left(frac{xi - tau}{2}right) , , , xi,tau in mathbb{R} , , tag{1} \
            frac{sin(n y)}{sin(y)} &= mathrm{e}^{-mathrm{i}(n-1)y} sum limits_{k=0}^{n-1} mathrm{e}^{2mathrm{i} k y} , , , n in mathbb{N} , , , y in mathbb{R} , , tag{2} \
            int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t &= 2 pi delta_{k,l} , , , k,l in mathbb{Z} , , tag{3}
            end{align}

            to compute
            begin{align}
            J_n (x) &= frac{1}{2} int limits_0^{2pi} frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t stackrel{(1)}{=} frac{1}{2} int limits_0^{2pi} frac{sin left(nfrac{x+t}{2}right)}{sin left(frac{x+t}{2}right)} frac{sin left(nfrac{x-t}{2}right)}{sin left(frac{x-t}{2}right)} , mathrm{d} t \
            &stackrel{(2)}{=} frac{1}{2} mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k,l=0}^{n-1} mathrm{e}^{mathrm{i} (k+l) x} int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t stackrel{(3)}{=} pi mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k=0}^{n-1} mathrm{e}^{2 mathrm{i} k x} \
            &stackrel{(2)}{=} pi frac{sin(nx)}{sin(x)} , .
            end{align}

            This result directly leads to
            begin{align}
            I_n(x) &equiv int limits_0^pi frac{cos(n x) cos(x) - cos(n t) cos(t)}{cos(x) - cos(t)} , mathrm{d} t = int limits_0^pi left[cos(x)frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} + cos(n t)right], mathrm{d} t \
            &= cos(x) J_n(x) + 0 = pi cos(x) frac{sin(nx)}{sin(x)} , .
            end{align}






            share|cite|improve this answer









            $endgroup$













            • $begingroup$
              Great solution ! Thank you.
              $endgroup$
              – aleph0
              Jan 5 at 11:48
















            1












            $begingroup$

            An alternative solution to the problem:



            For $n in mathbb{N}$ and $x in (0,pi)$ define
            $$J_n (x) equiv int limits_0^pi frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t , . $$
            We can use the identities ($(2)$ follows from the geometric progression formula)
            begin{align}
            cos(xi) - cos(tau) &= - 2 sin left(frac{xi + tau}{2}right) sin left(frac{xi - tau}{2}right) , , , xi,tau in mathbb{R} , , tag{1} \
            frac{sin(n y)}{sin(y)} &= mathrm{e}^{-mathrm{i}(n-1)y} sum limits_{k=0}^{n-1} mathrm{e}^{2mathrm{i} k y} , , , n in mathbb{N} , , , y in mathbb{R} , , tag{2} \
            int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t &= 2 pi delta_{k,l} , , , k,l in mathbb{Z} , , tag{3}
            end{align}

            to compute
            begin{align}
            J_n (x) &= frac{1}{2} int limits_0^{2pi} frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t stackrel{(1)}{=} frac{1}{2} int limits_0^{2pi} frac{sin left(nfrac{x+t}{2}right)}{sin left(frac{x+t}{2}right)} frac{sin left(nfrac{x-t}{2}right)}{sin left(frac{x-t}{2}right)} , mathrm{d} t \
            &stackrel{(2)}{=} frac{1}{2} mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k,l=0}^{n-1} mathrm{e}^{mathrm{i} (k+l) x} int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t stackrel{(3)}{=} pi mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k=0}^{n-1} mathrm{e}^{2 mathrm{i} k x} \
            &stackrel{(2)}{=} pi frac{sin(nx)}{sin(x)} , .
            end{align}

            This result directly leads to
            begin{align}
            I_n(x) &equiv int limits_0^pi frac{cos(n x) cos(x) - cos(n t) cos(t)}{cos(x) - cos(t)} , mathrm{d} t = int limits_0^pi left[cos(x)frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} + cos(n t)right], mathrm{d} t \
            &= cos(x) J_n(x) + 0 = pi cos(x) frac{sin(nx)}{sin(x)} , .
            end{align}






            share|cite|improve this answer









            $endgroup$













            • $begingroup$
              Great solution ! Thank you.
              $endgroup$
              – aleph0
              Jan 5 at 11:48














            1












            1








            1





            $begingroup$

            An alternative solution to the problem:



            For $n in mathbb{N}$ and $x in (0,pi)$ define
            $$J_n (x) equiv int limits_0^pi frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t , . $$
            We can use the identities ($(2)$ follows from the geometric progression formula)
            begin{align}
            cos(xi) - cos(tau) &= - 2 sin left(frac{xi + tau}{2}right) sin left(frac{xi - tau}{2}right) , , , xi,tau in mathbb{R} , , tag{1} \
            frac{sin(n y)}{sin(y)} &= mathrm{e}^{-mathrm{i}(n-1)y} sum limits_{k=0}^{n-1} mathrm{e}^{2mathrm{i} k y} , , , n in mathbb{N} , , , y in mathbb{R} , , tag{2} \
            int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t &= 2 pi delta_{k,l} , , , k,l in mathbb{Z} , , tag{3}
            end{align}

            to compute
            begin{align}
            J_n (x) &= frac{1}{2} int limits_0^{2pi} frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t stackrel{(1)}{=} frac{1}{2} int limits_0^{2pi} frac{sin left(nfrac{x+t}{2}right)}{sin left(frac{x+t}{2}right)} frac{sin left(nfrac{x-t}{2}right)}{sin left(frac{x-t}{2}right)} , mathrm{d} t \
            &stackrel{(2)}{=} frac{1}{2} mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k,l=0}^{n-1} mathrm{e}^{mathrm{i} (k+l) x} int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t stackrel{(3)}{=} pi mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k=0}^{n-1} mathrm{e}^{2 mathrm{i} k x} \
            &stackrel{(2)}{=} pi frac{sin(nx)}{sin(x)} , .
            end{align}

            This result directly leads to
            begin{align}
            I_n(x) &equiv int limits_0^pi frac{cos(n x) cos(x) - cos(n t) cos(t)}{cos(x) - cos(t)} , mathrm{d} t = int limits_0^pi left[cos(x)frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} + cos(n t)right], mathrm{d} t \
            &= cos(x) J_n(x) + 0 = pi cos(x) frac{sin(nx)}{sin(x)} , .
            end{align}






            share|cite|improve this answer









            $endgroup$



            An alternative solution to the problem:



            For $n in mathbb{N}$ and $x in (0,pi)$ define
            $$J_n (x) equiv int limits_0^pi frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t , . $$
            We can use the identities ($(2)$ follows from the geometric progression formula)
            begin{align}
            cos(xi) - cos(tau) &= - 2 sin left(frac{xi + tau}{2}right) sin left(frac{xi - tau}{2}right) , , , xi,tau in mathbb{R} , , tag{1} \
            frac{sin(n y)}{sin(y)} &= mathrm{e}^{-mathrm{i}(n-1)y} sum limits_{k=0}^{n-1} mathrm{e}^{2mathrm{i} k y} , , , n in mathbb{N} , , , y in mathbb{R} , , tag{2} \
            int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t &= 2 pi delta_{k,l} , , , k,l in mathbb{Z} , , tag{3}
            end{align}

            to compute
            begin{align}
            J_n (x) &= frac{1}{2} int limits_0^{2pi} frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} , mathrm{d} t stackrel{(1)}{=} frac{1}{2} int limits_0^{2pi} frac{sin left(nfrac{x+t}{2}right)}{sin left(frac{x+t}{2}right)} frac{sin left(nfrac{x-t}{2}right)}{sin left(frac{x-t}{2}right)} , mathrm{d} t \
            &stackrel{(2)}{=} frac{1}{2} mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k,l=0}^{n-1} mathrm{e}^{mathrm{i} (k+l) x} int limits_0^{2 pi} mathrm{e}^{mathrm{i}(k-l) t} , mathrm{d} t stackrel{(3)}{=} pi mathrm{e}^{-mathrm{i} (n-1) x} sum limits_{k=0}^{n-1} mathrm{e}^{2 mathrm{i} k x} \
            &stackrel{(2)}{=} pi frac{sin(nx)}{sin(x)} , .
            end{align}

            This result directly leads to
            begin{align}
            I_n(x) &equiv int limits_0^pi frac{cos(n x) cos(x) - cos(n t) cos(t)}{cos(x) - cos(t)} , mathrm{d} t = int limits_0^pi left[cos(x)frac{cos(n x) - cos(n t)}{cos(x) - cos(t)} + cos(n t)right], mathrm{d} t \
            &= cos(x) J_n(x) + 0 = pi cos(x) frac{sin(nx)}{sin(x)} , .
            end{align}







            share|cite|improve this answer












            share|cite|improve this answer



            share|cite|improve this answer










            answered Jan 5 at 8:55









            ComplexYetTrivialComplexYetTrivial

            4,8332631




            4,8332631












            • $begingroup$
              Great solution ! Thank you.
              $endgroup$
              – aleph0
              Jan 5 at 11:48


















            • $begingroup$
              Great solution ! Thank you.
              $endgroup$
              – aleph0
              Jan 5 at 11:48
















            $begingroup$
            Great solution ! Thank you.
            $endgroup$
            – aleph0
            Jan 5 at 11:48




            $begingroup$
            Great solution ! Thank you.
            $endgroup$
            – aleph0
            Jan 5 at 11:48


















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