Simpler way to evaluate the Fourier transform of $\exp\left(i e^x\right)$?
I have the task to evaluate $|a(k)|^2$ with $$ a(k) = \int_{-\infty}^\infty \!dx\,\exp\left(i k x + i e^{x}\right).\tag{1}$$
The integral in (1) can be evaluated explicitly via the substitution $y=e^{x}$ with the result $$ a(k) = e^{-\pi k/2} \Gamma(ik)$$ where $\Gamma(x)$ is the Gamma-function. Using the result $$\Gamma(ix)\Gamma(-ix) = \frac{\pi}{x \sinh(\pi x)} \tag{2}$$ we find $$|a(k)|^2 = \frac{2\pi}{k(e^{2\pi k} -1)}.$$
Does anybody know a direct way to evaluate $|a(k)|^2$ possibly using some methods of complex analysis such that one does not need to know the special property (2) of the Gamma-function (and even the Gamma-function itself)?
Edit1: (see also edit 2 about the question of convergence) There was a question about possible problems with the convergence of the integral. Let me indicate in what sense one can give a meaning to the formulas above. Eq. (1) converges in the half-plane $\text{Im}(k) < 0$. Of course, we want in the end $k \in \mathbb{R}$. We should understand this as a limes $$a(k)=\lim_{\eta\downarrow 0}\int_{-\infty}^\infty \!dx\,\exp\left(i k x - \eta x + i e^{x}\right)$$ and we ask for the value of $$ |a(k)|^2= \lim_{\eta\downarrow 0}\int_{-\infty}^\infty \!dx\,dy\,\exp\left(i k x - \eta x + i e^{x} -i k y - \eta y - i e^{y}\right) $$
To show that (1) is indeed convergent for $ \text{Im}(k) < 0$, we employ the substitution $y= e^x$ and obtain $$a(k)= \int_0^\infty\!dy\,e^{i y} y^{i k -1}.$$ The magnitude of the integrand is $\sim \exp[-\text{Im}(y)]$ for $|y|\to \infty$ and the integrand has no singularities. So we can deform the integration contour along the positive imaginary axis with $y=iz$ and $$a(k) = i\int_0^\infty\!dz\, e^{-z} (iz)^{ik-1} $$ which is convergent for $\text{Re}(ik -1)= -\text{Im}(k) -1 >-1$.
Edit2: (about the convergence)
As the question about the convergence of the integral as defined arises again and again, here is some explanation without using complex analysis (which might be simpler to understand for some). Note that as before, we understand $a(k)$ as $\lim_{\eta\downarrow 0}a(k-i \eta)$.
Starting with Eq. (1) we employ the change of variables $y=e^{x}$. The limits of the resulting integral are $y\in[0,\infty)$ which we divide in two integrals which we will analyze individually, $$a(k) = a_1(k) + a_2(k) = \int_0^1\!dy\, y^{ik-1} e^{iy} + \int_1^\infty\!dy\, y^{ik-1} e^{iy}.$$
It is only for the part $a_1(k)$ where we need to care about the limit $\eta\downarrow 0$. In particular, we can perform an integration by parts (integrating $y^{ik-1}$) and obtain $$a_1(k) = -i k^{-1} e^{i} + k^{-1}\lim_{y\to 0} (i e^{iy} y^{ik}) - k^{-1}\int_0^1\!dy\, y^{ik} e^{iy} =-i k^{-1} e^{i}- k^{-1}\int_0^1\!dy\, y^{ik} e^{iy} .$$ For the vanishing of the limit, we have used the replacement $k\mapsto k-i\eta$ with $\eta \downarrow 0$. The rest is finite as $| y^{ik} e^{iy}| =1$.
The second part $a_2(k)$ is finite even for real $k$ (understanding the integral as an improper integral). To see that explicitly, we introduce $z(y)= y + k \log y$. For $y> y^* =\text{max}(1,-k)$ the variable change $z(y)$ is monotonously increasing. So we can write $$a_2(k) = \int_1^{y^*}\!dy\, y^{ik-1} e^{iy} + \underbrace{\int_{z^*}^\infty\!dz\, \frac{e^{iz}}{y(1+k/y)}}_{a_3(k)}.$$ The first term is trivially finite. The second term, we split in real and imaginary part. We show that the imaginary part is finite, the real part is analogous. We split the integral in parts with $z \in [ m \pi , (m+1) \pi]$ with $b_m= \int_{m\pi}^{(m+1)\pi}\!dz\,\sin(z)/y(1+k/y)$. We set $m^* = \lceil z^*/\pi\rceil$. We have $$\text{Im}\,a_3(k) = \int_{z^*}^{m^* \pi} \!dz\,\frac{\sin z}{y(1+k/y)} + \sum_{m=m^*}^\infty b_m.\tag{3}$$ We have that $(-1)^m b_m \geq 0$ thus $b_m$ is alternating in sign. Moreover, $$|b_m| \leq \frac{1}{m(1+k/m\pi)} \leq \frac1m \to 0 \quad (m\to\infty),$$ so the series in (3) converges due to the Leibniz criterion.
Solution 1:
this is how I'd show it. for $Re(s) > 0$ :
$$\Gamma(s) = \int_0^{+\infty} x^{s-1} e^{-x} dx$$
$z^{s-1} e^{-z}$ is holomorphic for $Re(z) > 0$ and decreases exponentially fast on every ray of this half plane
thus for any $a \in \mathbb{C},Re(a) >0$ : $\displaystyle\int_0^{+\infty} + \int_{+\infty}^{+a \infty}+\int_{+a\infty}^{0}z^{s-1} e^{-z}dz = 0$ and $$\Gamma(s) = \int_0^{+\infty} x^{s-1} e^{-x} dx = \int_0^{+a\infty} z^{s-1} e^{-z} dz$$
note that $\int_0^\infty y^{s-1} e^{iy} dy$ converges if $0 < Re(s) < 1$ so in that case the latter formula extends to $a = -i$ and : $$\Gamma(s) = \int_0^{-i\infty} z^{s-1} e^{-z} dz = \int_0^{+\infty} (-iy)^{s-1} e^{iy} d(-iy) = e^{i \pi s /2} \int_0^{+\infty} y^{s-1} e^{iy} dy = e^{i \pi s /2} \int_{-\infty}^{+\infty} e^{s u + i e^u} du$$
hence if $0 < Re(ik) < 1$ :
$$\int_{-\infty}^\infty exp\left(i k x + i e^{x}\right) dx= e^{- \pi k /2} \Gamma(ik)$$
and a simple analytic continuation argument shows that for $Re(ik) = 0$ if $\Gamma(ik)$ exists i.e. for $k \ne 0$ the last formula is still valid in the sense that $$ e^{- \pi k /2} \Gamma(ik) \ \ \text{ is the Fourier transform of } \ \ f(x) = \exp(i e^x)$$