I'm trying to do some integral calculation for Fermi-Dirac distribution, specifically for:
$$ \int_{0}^{\infty}{E^{2} \over 1 + \exp\left(E - \mu \over k_{B}\,T\right)} \, dE $$
I know that it can be only solved numerically, but I got information that when we set $T = 0$ it can be solved analytically.
And here is my question: When we will do that directly, all is left is $0$. So, how can I approach such sort of problem $?$.
You have
$$I(T)=\int\limits_0^\infty {E^2\over 1+\exp{E-\mu\over k_BT}}\mathrm{d}E = -\operatorname{Li}_3\left(-e^{\mu\over k_BT}\right)$$
in general. However, for your case of interest where $T\rightarrow 0$, you will have a Dirac impulse for $E=\mu$ and the solution is just $I(0)=\mu^3$.