Question: Transform
$J_n (x)=\frac{1}{2 \pi} \int_{\theta=-\pi}^\pi e^{i(n\theta-x\sin\theta)}$
On answer sheet:
$J_n (x)=\frac{1}{\pi} \int_{\theta=0}^\pi \cos(n\theta-x\sin\theta)$
But how? I am not very good at complex analysis, thanks for any help!
$e^{i t}=\cos t +i\sin t$ . So $$(2 \pi)^{-1}\int_{-\pi}^{\pi}\exp (i(n \theta-x\sin \theta))\;d\theta=(2 \pi)^{-1}\int_{-\pi}^{\pi}(f(y)+i g(y))dy$$ $$ \text {where }\quad f(y)=\cos (y-x\sin y)$$ $$ \quad \text {and }\quad g(y)=\sin (y-x\sin y).$$ $$\text {Observe that }\quad f(-y)=f(y) \quad \text {and }\; g(-y)=-g(y)\quad \text {for all }\; y,$$ $$\text {Therefore }\quad \int_{-\pi}^{\pi}i g(y)\;dy=0$$ $$\text { and }\; \int_{-\pi}^{\pi}f(y)\;dy=2\int_0^{\pi} f(y)\;dy.$$