TITLE: How would you evaluate $I:=\int_ {0}^{\infty} \frac {\cos(ax)} {(x^2 + b^2)^n} \ \mathrm{d}x$?
QUESTION [9 upvotes]: Any pointers on how should I start?
$$I:=\int_ {0}^{\infty} \frac {\cos(ax)} {(x^2 + b^2)^n} \ \mathrm{d}x$$

REPLY [2 votes]: One may also do this one using residues, though the resulting series can be rather tedious.
But, it follows a binomial pattern. 
I am going to allow the power on the denominator to be $n+1$ instead of $n$ as to find the nth derivative. 
Consider $$\int_{C}\frac{e^{iaz}}{(z^{2}+b^{2})^{n+1}}$$, where C is the semicircular contour in the UHP with poles at $\pm bi$, which have order $n+1$.
The only pole to be concerned with is the one at $bi$.
Thus, by taking the $nth$ derivative and defining $I(z)=\frac{e^{iaz}}{(z+bi)^{n+1}}$.
$$I^{(n)}(z)=\frac{(ia)^{n}e^{iaz}}{(z+bi)^{n+1}}-\frac{(n+1)(n)(ia)^{n-1}e^{iaz}}{(z+bi)^{n+2}}+\frac{(n)(n-1)(ia)^{n-2}e^{iaz}(n+1)(n+2)}{2!(z+bi)^{n+3}}-\cdot\cdot\cdot +\frac{(-1)^{n}e^{iaz}(n+1)(n+2)\cdot\cdot\cdot (2n)}{(z+bi)^{2n+1}}$$.
Since $$\int\frac{e^{iaz}}{(z^{2}+b^{2})^{n+1}}dz=\frac{2\pi i}{n!}I^{(n)}(bi)$$, 
let $z\to bi$, simplify a little, and note the powers of the $i$ terms eliminate the alternation of the series.
Several terms being:
$$\frac{2\pi i}{n!}\left[\frac{e^{-ab}}{(2bi)^{n+1}}(ia)^{n}-\frac{ne^{-ab}(n+1)}{(2bi)^{n+2}}(ia)^{n-1}+\cdot\cdot\cdot\right] $$
simplify a little:
$$\int\frac{e^{iaz}}{(z^{2}+b^{2})^{n+1}}dz=\frac{2\pi e^{-ab}}{n!}\left[\frac{a^{n}}{(2b)^{n+1}}+\frac{n(n+1)}{(2b)^{n+2}}a^{n-1}+\frac{(n-1)n(n+1)(n+2)}{2!(2b)^{n+3}}a^{n-2}+\cdot\cdot\cdot +\frac{(2n)!}{n!(2b)^{2n+1}}\right]$$
The portions along the x axis and around the big arc:
$$\int_{-\infty}^{0}\frac{e^{iax}}{(b^{2}+x^{2})^{n+1}}dx+\int_{0}^{\infty}\frac{e^{iax}}
{(b^{2}+x^{2})^{n+1}}dx+\int_{0}^{\pi}\frac{e^{ia Re^{i\theta}}}{(b^{2}+R^{2}e^{2i\theta})^{n+1}}iRe^{i\theta}d\theta$$.
By letting $x\to -x$ in the first one and adding to the second, one obtains:
$$2\int_{0}^{\infty}\frac{\cos(ax)}{(b^{2}+x^{2})^{n+1}}dx$$
Of course, the arc tends to 0 due to the standard $e^{-aR\sin\theta}\to 0$, as $R\to \infty$ argument.
Thus, putting it together, the result becomes:
$$\int_{0}^{\infty}\frac{\cos(ax)}{(b^{2}+x^{2})^{n+1}}dx=\frac{\pi e^{-ab}}{n!(2b)^{2n+1}}\left[(2ab)^{n}+n(n+1)(2an)^{n-1}+\frac{(n-1)n(n+1)(n+2)}{2!}(2ab)^{n-2}+\cdot\cdot\cdot \frac{(2n)!}{n!}\right]$$
which can be written in general as:
$$\int_{0}^{\infty}\frac{\cos(ax)}{(x^{2}+b^{2})^{n+1}}dx=\frac{\pi e^{-ab}}{n! (2b)^{2n+1}}\sum_{k=0}^{n}\frac{(2ab)^{n-k}(n+k)!}{k!(n-k)!}$$