Questions involving improper integrals, defined as the limit of a definite integral as an endpoint of the interval of integration approaches either a specified real number or ∞ or −∞, or as both endpoints approach limits.

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5
votes
1answer
75 views

A closed-form of $\frac{1}{2}\int_0^\infty\left[\frac{x^2\cos x}{\cosh 2x-\cos x}-\frac{2x^2}{e^{4x}-2e^{2x}\cos x+1}\right]\,dx$

I am looking for a closed-form of this integral \begin{equation} \frac{1}{2}\int_0^\infty\left[\frac{x^2\cos x}{\cosh 2x-\cos x}-\frac{2x^2}{e^{4x}-2e^{2x}\cos x+1}\right]\,dx \end{equation} I ...
2
votes
1answer
41 views

Asymptotic expansion of an integral with exponential decay and highly oscillating kernel [on hold]

I would appreciate if one can get the leading term of the following integral: $$I(x) = \large{\int}_0^\infty \frac{g(s)}{\sqrt{s^2 + \frac 1 4}}e^{- i x s- m x\sqrt{s^2 + \frac 1 4}}ds$$ as ...
1
vote
2answers
34 views

How to take the limit of the improper integral of a sequence of functions

Suppose $f_1, f_2, . . .$ are (Riemann) integrable functions. Then what is the $\epsilon$ definition of $$\lim_{n \rightarrow \infty} \lim_{M \rightarrow \infty} \int_{0}^{M} f_n(x) dx = L $$ for $L ...
1
vote
3answers
68 views

Value of convergence of $\displaystyle\int\frac{\sqrt{x}}{1+x^2}$

How to prove that converge $$\int^{\infty}_1\frac{\sqrt{x}}{1+x^2}$$ and find this value.
1
vote
0answers
20 views

Comparison of two integrals in $\Bbb R$

Is it possible to estimate $\int_{\mathbb{R}} |x|^2 u(x)\,\mathrm{d}x$ in terms of $\int_{\mathbb{R}} |x| u^2(x)\,\mathrm{d}x$ or estimate $\int_{\mathbb{R}} |x| u^2(x)\,\mathrm{d}x$ in terms of ...
0
votes
1answer
43 views

Convergence of $\int_0^{\infty}\left(\frac{x}{\ln x}\right)^c\frac{1}{1+x^{4c}}\ dx$

For which values of parameter $c\in\mathbb{R}$ is $$\int_0^{\infty}\left(\frac{x}{\ln x}\right)^c\frac{1}{1+x^{4c}}\ dx < \infty$$ Using the inequality $\ln x > \frac{x}{1+x}$ it can be shown ...
1
vote
2answers
32 views

For which values is this improper integral convergent?

I have a question here, which I would appreciate some help for: for which values of $\alpha$ is the improper integral $\int_0^1\frac{e^x - 1}{x^\alpha}dx$ convergent? I kind of get that I'm supposed ...
33
votes
5answers
812 views
+200

How to find ${\large\int}_0^1\frac{\ln^3(1+x)\ln x}x\mathrm dx$

Please help me to find a closed form for this integral: $$I=\int_0^1\frac{\ln^3(1+x)\ln x}x\mathrm dx\tag1$$ I suspect it might exist because there are similar integrals having closed forms: ...
3
votes
2answers
88 views

cosine integral

Show that $$\int_0^x \frac{1-\cos(t)}{t}=\gamma+\ln(x)-\operatorname{Ci}(x)$$ where $$\operatorname{Ci}(x)=-\int_x^\infty \frac{\cos(t)}{t} \, dt$$ and gamma is an euler-mascheroni constant. I did as ...
4
votes
1answer
73 views

Intuitive reason for why the Gaussian integral converges to the square root of pi?

This is a very famous problem, which is commonly taught when students begin learning about multivariable integration in polar coordinates. However, it has always bothered me that we recieved such an ...
1
vote
4answers
68 views

How to prove that $\int_{0}^{\infty}{\frac{e^{-nx}}{\sqrt{x}}}\mathrm dx$ exists

I am trying to show that the integral $\int_{0}^{\infty}{\frac{e^{-nx}}{\sqrt{x}}}\mathrm dx$ exists ($n$ is a natural number). I tried to use the comparison theorem by bounding from above the ...
1
vote
1answer
41 views

How to prove that an integral converges

Let $(a_n)$, $(M_n)$ be sequences of positive real numbers such that ${a_n} \downarrow 0$, ${M_n} \uparrow \infty$ as $n\to\infty$. Let $\alpha>0$ and $\beta>1$. How to prove the following ...
7
votes
2answers
160 views

improper integral containing $\sqrt{\cos x-\dfrac{1}{\sqrt 2}}$ in the denominator

How do i find the value of this integral-- $$I=\displaystyle\int_{0}^{\pi/4} \frac{\sec^2 x \ dx}{\sqrt {\cos x-\dfrac{1}{\sqrt 2}}}$$ I came across this integral too in physics.
1
vote
4answers
159 views

Convergent or Divergent Integral

Convergent or Divergent? $$\int_0^1 \frac {dx}{(x+x^{5})^{1/2}} $$ I have problem with the fact that if we have integration from 0 to a say and a to infinity. How does this change the way we do ...
0
votes
3answers
88 views

Convergence or divergence of the integral $\int_0^1 dx/\sin x $

Is this Convergent or Divergent $$\int_0^1 \frac{1}{\sin(x)}\mathrm dx $$ So little background to see if I am solid on this topic otherwise correct me please :) To check for convergence I can look ...
5
votes
1answer
32 views

Is Cauchy's formula apt for evaluating this integral

I'm trying to evaluate the following. $$\frac{1}{2i}\int_{-\infty}^\infty \frac{s \sin{(sr)}}{(s-k)(s+k)}\mathrm{d}s,$$ with $k$ and $r$ being real constants. The integral could be written as ...
5
votes
1answer
89 views

Expressing $\int_{-\infty}^\infty dx/(x^2+1)^n$ in terms of Gamma function

How to prove this identity for $n>1/2$? $$\int_{-\infty}^{\infty}\frac{dx}{(x^2+1)^n}=\frac{\sqrt{\pi}\cdot \Gamma(n-\frac{1}{2}) }{\Gamma (n)}$$
1
vote
1answer
125 views

How to find this integral $\int_{0}^{\infty}\dfrac{f(x)}{g(x)}dx$ [duplicate]

show that: $$I=\int_{0}^{\infty}\dfrac{x^8-4x^6+9x^4-5x^2+1}{x^{12}-10x^{10}+37x^8-42x^6+26x^4-8x^2+1}dx=\dfrac{\pi}{2}$$ I found this : ...
6
votes
2answers
161 views

How find this integral $I=\int_{0}^{1}\int_{0}^{1}\frac{\ln{(1+xy)}}{1-xy}dxdy$

Find this integral $$I=\int_{0}^{1}\int_{0}^{1}\dfrac{\ln{(1+xy)}}{1-xy}dxdy$$ My try: since $$\dfrac{1}{1-xy}=\sum_{n=0}^{\infty}(xy)^n$$ so ...
1
vote
2answers
75 views

Solving integral that contain exponential function and lower incomplete gamma function

I have the following integral; $$y=\int_0^\infty\frac{e^{-xf}}{m+x}\gamma(a,hx)~dx$$ where $f,m,h\in\mathbb{R}^+$ , $a\in\mathbb{N}$ , $\gamma\left(a,h x\right)$ is the lower incomplete gamma ...
1
vote
0answers
34 views

Determining the sets of alpha for which some (Riemann, Lebesgue - integrals) exists

$$\int_0^{\infty} \frac{\sin(x)}{x^{\alpha}} \, dx.$$ $$\int_{[0, \infty]} \frac{\sin(x)}{x^{\alpha}} \, d \lambda(x).$$ $$\int_{\Bbb R^2} \frac{\sin(\| x \|)}{\| x \|^{\alpha}} \, d \lambda_2 ...
6
votes
0answers
76 views

Dealing with an integral: can we go any farther?

I meet an integral, but it is beyond my ability. $$ {\rm I}\left(a\right) = \int_{a}^{1}{\arcsin\left(\,\sqrt{\,{1 - x^{2} \over 1 - a^{2}}\,}\,\right) \over x + 1}\,{\rm d}x, 0\le a <1. $$ I can ...
0
votes
0answers
45 views

Complex exponential integral: Mathematica and MATLAB give unexpected results

I currently compare analytical vs. numerical evaluation of the complex exponential integral and find mismatches: The imaginary part differs by $\pm \pi$ and the real part has a large error when ...
4
votes
4answers
172 views

Definite integral $\int_{0}^{\infty}e^{-u}\frac{1}{\left(\sqrt{1+(h+u)^{2}}\right)^{5}}du$

Hi guys I have the following definite integral to solve: $$\int_{0}^{\infty}e^{-u}\frac{1}{\left(\sqrt{1+(h+u)^{2}}\right)^{5}}du$$ is it possible to obtain an analytic expression? And if not why? ...
2
votes
2answers
212 views

An Improper Integral

I need help with this integral: $\Large {\int_0^\infty \frac{dx}{x\sqrt{1+x}}} $ What I did: Substitute $\sqrt {1+x} = t$. Then the integral turns into $ \int_1^\infty 2dt/(t^2-1) $. Now I replaced ...
0
votes
1answer
129 views

Finding the value of $\int_{0}^{1} \frac{\sin^2 x}{x^2}dx$

I would like to find the exact value of $$\int_{0}^{1} \frac{\sin^2 x}{x^2}dx.$$ First of all we know that it exists and must be $\hspace{0.1cm}$$\leq1$$\hspace{0.1cm}$ because$\hspace{0.1cm}$ ...
16
votes
2answers
445 views

Closed form for the integral $\int_{0}^{\infty}\frac{\ln^{2}(x)\ln(1+x)}{(1-x)(x^{2}+1)}dx$

Here is a challenging one maybe some would like a go at. Show that: ...
7
votes
1answer
74 views

Closed form for integral of integer powers of Sinc function

(Edit: Thank you Vladimir for providing the references for the closed form value of the integrals. My revised question is then to how to derive this closed form.) For all $n\in\mathbb{N}^+$, ...
1
vote
2answers
40 views

How to recognize and evaluate improper integrals when the interval of integration is finite?

I do not understand improper integrals. Is $$ \int_1^e \frac{ \mathrm{dx}}{x(\ln x)^{1/2}}$$ an improper integral? Is $$ \int_0^2 \frac{\mathrm{dx}}{x^2+6x+8}$$ an improper integral? For both I ...
3
votes
0answers
78 views

Is this proof correct? Divergence of $\int_{1}^{\infty} \left| \frac{\sin x}{x} \right| \, \mathrm{d}x $

Problem: Show that $$ \int_{1}^{\infty} \left| \frac{\sin x}{x} \right| \,\mathrm{d}x $$ diverges. I know that there are many questions in which this problem is solved, but I want to know if my ...
3
votes
2answers
76 views

How to evaluate limits having infinity by infinity form

After taking an improper integral $\int_0^\infty \dots $ I arrived at $$\left({-x^2}e^{-\large\frac{x^2}{2a}}\,-2ae^{-\large\frac{x^2}{2a}}\right)\bigg|_{x=0}^{x=\infty}$$ Now I am trying to ...
3
votes
0answers
20 views

integral over product of two bessel functions at discontinuity

The Weber-Schafheitlin integral $$ \int_{0}^{\infty}\frac{J_{\mu}(a t)J_{\nu}(bt)}{ t^{\lambda}} $$ where $J_{\mu}(x)$'s are Bessel functions of the first kind, can have delta function singularities ...
0
votes
1answer
31 views

What is the relation between improper integrals $\int_{-\infty}^{\infty}xf(x)dx$ and $\int_{0}^{\infty}xf(x)dx-\int_{-\infty}^{0}|x|f(x)dx$?

For $f(x)>0 \hspace{5 mm} \forall\hspace{1 mm}x $ such that $-\infty<x<\infty$, when the following equality would not hold true ? $$\begin{aligned} ...
2
votes
3answers
75 views

Evaluate $\frac{1}{a}\int_0^\infty{x^2}e^{-\frac{x^2}{2a}}\,dx$

Evaluate the following integral: $$\frac{1}{a}\int_0^\infty{x^2}e^{-\large\frac{x^2}{2a}}\,dx.$$
12
votes
5answers
297 views

The other ways to calculate $\int_0^1\frac{\ln(1-x^2)}{x}dx$

Prove that $$\int_0^1\frac{\ln(1-x^2)}{x}dx=-\frac{\pi^2}{12}$$ without using series expansion. An easy way to calculate the above integral is using series expansion. Here is an example ...
3
votes
0answers
73 views

Residue Integral: $\int_0^\infty \frac{x^n - 2x + 1}{x^{2n} - 1} \mathrm{d}x$

Inspired by some of the greats on this site, I've been trying to improve my residue theorem skills. I've come across the integral $$\int_0^\infty \frac{x^n - 2x + 1}{x^{2n} - 1} \mathrm{d}x,$$ where ...
9
votes
3answers
127 views

Proof of $\int_0^\infty \frac{x^{\alpha}dx}{1+2x\cos\beta +x^{2}}=\frac{\pi\sin (\alpha\beta)}{\sin (\alpha\pi)\sin \beta }$

I found a nice formula of the following integral here $$\int_0^\infty \frac{x^{\alpha}dx}{1+2x\cos\beta +x^{2}}=\frac{\pi\sin (\alpha\beta)}{\sin (\alpha\pi)\sin \beta }$$ It states there that ...
3
votes
1answer
24 views

show the convergence of the integral $\quad \quad \quad F(t,x)=\int_{-\infty}^{+\infty}\exp[i\tau t-(i\tau)^{1/2}x - (i\tau)^\theta] \,d\tau$

The original problem is : Let $\theta$ be a number such that $1/2<\theta<1$. Prove that $\quad \quad \quad F(t,x)=\int_{-\infty}^{+\infty}\exp[i\tau t-(i\tau)^{1/2}x - (i\tau)^\theta] ...
9
votes
5answers
278 views

Prove that $\int_0^1\frac{1-x}{1-x^6}\ln^4x\,dx=\frac{16\sqrt{3}}{729}\pi^5+\frac{605}{54}\zeta(5)$

This integral comes from a well-known site (I am sorry, the site is classified due to regarding the OP.) $$\int_0^1\frac{1-x}{1-x^6}\ln^4x\,dx$$ I can calculate the integral using the help of ...
10
votes
3answers
202 views

Prove that $\int_0^1\frac{\ln(1-x)\ln^2x}{x-1}dx=\frac{\pi^4}{180}$

Prove that (please) $$\int_0^1\frac{\ln(1-x)\ln^2x}{x-1}dx=\frac{\pi^4}{180}$$ I've tried using Taylor series and I ended up with $$-\sum_{m=0}^\infty\sum_{n=1}^\infty\frac{2}{n(m+n+1)^3}$$ I am ...
1
vote
1answer
34 views

Transforming an improper integral to one with limits $0$ and $1$.

I´m working on transforming an improper integral to an integral with limit 0 and 1. I know I can use the following identities, but they just work for limits from 0 to infinity. Here are the ...
2
votes
1answer
53 views

Improper integral ???

Hello everyone,i'm trying to solve this problem: For what values $a$ and $b$ is $$ \int_{\frac{1}{\pi}}^{\infty} x^{a}[\sin\frac{1}{x}]^{b}dx $$ convergent??? So i tried like this: using the $ ...
4
votes
3answers
148 views

Does the integral $\int_{a}^{b}\frac{dx}{\sqrt{(x-a)(x-b)}}$ exist?

What is the result of this integral $\displaystyle\int_{a}^{b}\dfrac{dx}{\sqrt{(x-a)(x-b)}}$ ? I have tried many possibilities like letting $\sqrt{(x-a)(x-b)}$=u or trying to make the denominator ...
1
vote
1answer
37 views

Improper integral $\int_{B}\frac {1}{|x|^\alpha}dV$

Let B be the ball $|x|\le 1$, $x\in R^n$. For what $\alpha$ does $$\int_{B}\frac {1}{|x|^\alpha}dV$$ exists? I find it hard when it comes to generalize this statement in $R^n$. I've been able to do ...
4
votes
0answers
52 views

Improper multivariable integrals

I'm having trouble with the integral $$\iiint_{1\le x^2+y^2+z^2 }\frac{\mathrm{d}x~\mathrm{d}y~\mathrm{d}z}{xyz}$$ this is what I've done so far: $$\lim_{b\to +\infty}\int_1^b \int_0^{2\pi} ...
2
votes
2answers
61 views

Why are these indefinite integrals nonzero?

$$\int_0^\infty \int_0^\infty e^{-x^2}\cos(2xn)\,dx\,dn = \pi$$ or $$\int_0^\infty \int_0^\infty e^{-x} \cos(2xn)\,dx\,dn = \pi$$ == the number in the cosine will just scale it. but doesn't it ...
0
votes
0answers
27 views

Uniformly continuous function which is integrable but does not have a limit [duplicate]

Is there an example of a function $f:[0,+\infty)\to \mathbb{R}$ which is uniformly continuous and $\int_0^{+\infty}|f(x)|dx<+\infty$, but $\lim_{x\to+\infty}f(x)\neq0$ (since it is integrable this ...
1
vote
1answer
38 views

Convergence of the improper integral $\int_{0}^{\infty}\frac{x^{p-1}}{1+qx}dx$

I found that the following converges where ${0<p<1}$,and ${0<q}$, but I'm having some trouble where q is negative. Because it has some "blow up" point, it seems to diverge, but i'm not ...
0
votes
1answer
55 views

Existence of $\int_{0}^{1} \frac{\left\vert\,\log\left(x\right)\,\right\vert}{\sin\left(\sqrt{\,x\,}\,\right)}\,{\rm d}x$

$$ \mbox{Find out if the following improper integral exists:}\quad \int_{0}^{1}{\left\vert\,\log\left(x\right)\,\right\vert\over \sin\left(\sqrt{\,x\,}\,\right)}\,{\rm d}x $$ We have that ...