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We have to calculate:

$\displaystyle \int_{-\pi}^{\pi} \cos(e^{it})dt.$

Is there something more promising one could try instead of a subsitution $u=e^{it}$?

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    Oh, I see, so we have a path $\gamma:[-\pi,\pi]\rightarrow\mathbb{C}$, $\gamma(t)=e^{it}$ and we can rewrite it as: $\frac{1}{i}\int_{\gamma}\frac{cos(z)}{z}dz$ and use Cauchy's integral formula.2012-07-23

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Actually the Taylor series approach is fairly straightforward too...

$\int_{-\pi}^{\pi} \cos(e^{it}) \,dt = \int_{-\pi}^{\pi} \sum_{n=0}^{\infty} (-1)^n \frac{e^{2int}}{(2n)!} = \sum_{n=0}^{\infty} (-1)^n \int_{-\pi}^{\pi} \frac{e^{2int}}{(2n)!} \, dt = 2 \pi$.

The exchange of summation and integration is justified by uniform convergence on the unit circle. All terms except the constant disappear.

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    @ThomasAndrews: Thanks, just fixed the omission...2012-07-23