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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1
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4answers
41 views

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

I am trying to show that the integral $\int_{0}^{\infty}{\frac{e^{-nx}}{\sqrt{x}}}dx$ exists ($n$ is a natural number). I tried to use the comparison theorem by bounding from above the integrand by ...
3
votes
2answers
64 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.
2
votes
0answers
36 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 ...
4
votes
3answers
270 views

Prove $\int_{\mathbb{R^{+}}} \frac{\sin^3 {(\pi x^2)} \cos {(4x^2)}}{x^5} dx=\frac{\pi}{32} (3\pi-4)^2$

How do you arrive at the result $$I=\displaystyle\int_{\mathbb{R^{+}}} \dfrac{\sin^3 {(\pi x^2)} \cos {(4x^2)}}{x^5} dx=\dfrac{\pi}{32} (3\pi-4)^2\ ?$$ Wolfram Alpha agrees numerically. I tried ...
18
votes
8answers
940 views

A proof of $\int_{0}^{1}\left( \frac{\ln t}{1-t}\right)^2\,\mathrm{d}t=\frac{\pi^2}{3}$

What is the proof of the following: $$\int_{0}^{1} \left(\frac{\ln t}{1-t}\right)^2 \,\mathrm{d}t=\frac{\pi^2}{3} \>?$$
0
votes
3answers
81 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 ...
1
vote
2answers
65 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
4answers
157 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 ...
5
votes
1answer
31 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 ...
4
votes
1answer
205 views

How do I express $\int_0^t \frac{{\rm e}^{-a^2 z}}{\sqrt{z} (z+v)} \,dz$ in terms of named functions?

Recently I derived an expression for a particular probability density function. The expression contains the integral $$ f(t,v,a) = \int_0^t \frac{{\rm e}^{-a^2 z}}{\sqrt{z} (z+v)} \,dz = 2a ...
1
vote
1answer
117 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 : ...
5
votes
1answer
85 views

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

How to prove this identity for $n>1/2$? $$\int_{-\infty}^{\infty}\frac{dx}{(x^2+1)^n}=\frac{\sqrt{\pi}\cdot \Gamma(n-\frac{1}{2}) }{\Gamma (n)}$$
12
votes
2answers
142 views

How to evaluate $\int_0^\infty\frac{\frac{\pi^2}{6}-\operatorname{Li}_2\left(e^{-x}\right)-\operatorname{Li}_2\left(e^{-\frac{1}{x}}\right)}{x}dx$

I need to evaluate the following integral with a high precision: $$ I=\int_{0}^{\infty}\left[% {\pi^{2} \over 6} - {\rm Li}_2\left({\rm e}^{-x}\right) -{\rm Li}_2\left({\rm ...
6
votes
2answers
141 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
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 ...
19
votes
8answers
776 views

Integrate: $ \int_0^\infty \frac{\log(x)}{(1+x^2)^2} \, dx $ without using complex analysis methods

Can this integral be solved without using any complex analysis methods: $$ \int_0^\infty \frac{\log(x)}{(1+x^2)^2} \, dx $$ Thanks.
5
votes
0answers
194 views

A difficult integral $\int_0^\infty \mathrm{d}t\frac{1}{t}\frac{1}{t-s-\mathrm{i}\epsilon}\frac{1}{X}\ln\frac{1-X}{1+X} $

Can anyone give any hints on how to rewrite this in terms of dilogarithms? $$ \int_{0}^{\infty}{{\rm d}t \over t}\,{1 \over t - s - {\rm i}\epsilon}\, {1 \over \,\sqrt{\, 1 - a/t\,}\,}\, \ln\left(1 - ...
3
votes
4answers
145 views

Calculus Question: $\int_2^\infty\frac{\log^3(x-1)}{x^2}dx$

I have just taken calculus quiz but I could not find $\displaystyle \int_2^\infty\frac{\log^3(x-1)}{x^2}dx$? Any help would be appreciated. Thanks in advance. EDIT: Forgot to mention, my tutor gave ...
5
votes
0answers
74 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 ...
26
votes
8answers
3k views

Why is $\int_{0}^{\infty} \frac {\ln x}{1+x^2} \mathrm{d}x =0$?

We had our final exam yesterday and one of the questions was to find out the value of: $$\int_{0}^{\infty} \frac {\ln x}{1+x^2} \mathrm{d}x $$ Interestingly enough, using the substitution ...
1
vote
1answer
257 views
15
votes
3answers
314 views

Need help with $\int_0^\infty\frac{\log(1+x)}{\left(1+x^2\right)\,\left(1+x^3\right)}dx$

I need you help with this integral: $$\int_0^\infty\frac{\log(1+x)}{\left(1+x^2\right)\,\left(1+x^3\right)}dx.$$ Mathematica says it does not converge, which is apparently false.
12
votes
2answers
355 views
8
votes
5answers
292 views

A logarithmic integral $\int^1_0 \frac{\log\left(\frac{1+x}{1-x}\right)}{x\sqrt{1-x^2}}\,dx$

How to prove the following $$\int^1_0 \frac{\log\left(\frac{1+x}{1-x}\right)}{x\sqrt{1-x^2}}\,dx=\frac{\pi^2}{2}$$ I thought of separating the two integrals and use the beta or hypergeometric ...
0
votes
2answers
77 views

Using integral test for $\sum 1/i^2$

It's been a while since I've done an Integral, but am required to relearn them for a class. Could anyone help me with the integral of $\dfrac{1}{i^2}$? Wouldn't the answer be $-1/i$ ? Context I'm ...
0
votes
0answers
36 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 ...
13
votes
3answers
672 views

Evaluate $\int_0^\infty \frac{\log(1+x^3)}{(1+x^2)^2}dx$ and $\int_0^\infty \frac{\log(1+x^4)}{(1+x^2)^2}dx$

Background: Evaluation of $\int_0^\infty \frac{\log(1+x^2)}{(1+x^2)^2}dx$ We can prove using the Beta-Function identity that $$\int_0^\infty \frac{1}{(1+x^2)^\lambda}dx=\sqrt{\pi}\frac{\Gamma ...
2
votes
1answer
162 views

Prove that $f(x)g(x),f_{n}(x)g(x)$ are improper-integrable on $[0,\infty)$

Question. Let sequence of functions $f_{n}(x)$ is uniformly bounded on $[0,\infty)$,and $\{f_{n}\}$ converges to $f(x)$ uniformly on each compact subset of $\mathbb R^{+}$,and fixed to $n$,then ...
23
votes
3answers
651 views

A conjectured closed form of $\int_0^\infty\frac{x-1}{\sqrt{2^x-1}\ \ln\left(2^x-1\right)}dx$

Consider the following integral: $$\mathcal{I}=\int_0^\infty\frac{x-1}{\sqrt{2^x-1}\ \ln\left(2^x-1\right)}dx.$$ I tried to evaluate $\mathcal{I}$ in a closed form (both manually and using ...
70
votes
3answers
2k views

A math contest problem $\int_0^1\ln\left(1+\frac{\ln^2x}{4\,\pi^2}\right)\frac{\ln(1-x)}x \ \mathrm dx$

A friend of mine sent me a math contest problem that I am not able to solve (he does not know a solution either). So, I thought I might ask you for help. Prove: ...
20
votes
1answer
327 views

Prove ${\large\int}_0^\infty\frac{\ln x}{\sqrt{x}\ \sqrt{x+1}\ \sqrt{2x+1}}dx\stackrel?=\frac{\pi^{3/2}\,\ln2}{2^{3/2}\Gamma^2\left(\tfrac34\right)}$

I discovered the following conjecture by evaluating the integral numerically and then using some inverse symbolic calculation methods to find a possible closed form: $$\int_0^\infty\frac{\ln ...
3
votes
2answers
90 views

Find integral $\int_0^\infty\frac{dx}{(x^3+(1+x^2)^{3/2}+x)(\sqrt{1+x^2} \tan^{-1} x+1)}$

How to find this integral $$\int_0^\infty\frac{dx}{(x^3+(1+x^2)^{3/2}+x)(\sqrt{1+x^2} \tan^{-1} x+1)}$$ This one is very difficult for me because I missed my calc class twice and I didn't know about ...
2
votes
2answers
210 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 ...
2
votes
5answers
140 views

Show that $\int^\infty_0\left(\frac{\ln(1+x)} x\right)^2dx$ converge.

Show that $$\int\limits^\infty_0\left(\frac{\ln(1+x)} x\right)^2dx$$ converge. I have utterly no clue on this integral. Please give me some hints. Thanks you.
0
votes
1answer
127 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$\hspace{0.1cm}$ ...
14
votes
2answers
285 views

$\int_0^\infty(\log x)^2(\mathrm{sech}\,x)^2\mathrm dx$

Is there any closed-form representation for the following integral? $$\int_0^\infty(\log x)^2(\mathrm{sech}\,x)^2\mathrm dx,$$ where $\mathrm{sech}\,x$ is the hyperbolic secant, ...
3
votes
3answers
160 views

How to compute $\int_0^1\frac{t\ln t}{1+t^2}$ ?

How to compute the integral $$\int_0^1\frac{t\ln t}{1+t^2}\ ?$$ So Wolfram alpha says it is exactly $-\dfrac{\pi^2}{48}$ . I tried many substitutions without success, and partial integration as ...
12
votes
5answers
287 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 ...
9
votes
5answers
240 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 ...
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 ...
0
votes
1answer
110 views

Does the integral $\int _0^\infty \frac 1{1+(x \cos x)^2}\,dx$ converge?

Question $$\int _0^\infty \frac 1{1+(x \cos x)^2}dx$$ Does this converge? Thoughts Tried bounding it with $\frac 1{\cos^2x}$ for $x>1$ but not much success.
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 ...
6
votes
1answer
71 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 ...
9
votes
3answers
276 views

A probabilistic integral $\int_{-\infty}^{\infty}e^{-x^2/2\sigma^2}\arcsin\left(1-2\left|\lfloor x\rceil-x\right|\right)\,dx$

In my probabilistic studies, a tough integral appeared. Note that $\lfloor x\rceil$ is not the floor function; it is the nearest integer function. Up to some constants, it appears in a Buffon-like ...
24
votes
1answer
534 views

Prove that $\displaystyle\int_0^1{\left\lfloor{1\over x}\right\rfloor}^{-1}\!\!dx={1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots.$

Question. Let $f:[0,1]\to\mathbb R$ given by $$ f(x)=\left\{\,\,\, \begin{array}{ccc} \displaystyle{\left\lfloor{1\over x}\right\rfloor}^{-1}_{\hphantom{|_|}}&\text{if} & 0\lt x\le 1, \\ ...
3
votes
3answers
264 views

How to calculate the improper integral $\int_{0}^{\infty} \log\biggl(x+\frac{1}{x}\biggr) \cdot \frac{1}{1+x^{2}} \ dx$

How to Prove: $$\int_{0}^{\infty} \log\biggl(x+\frac{1}{x}\biggr) \cdot \frac{1}{1+x^{2}} \ dx = \pi \: \log{2}$$
3
votes
0answers
18 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 ...
10
votes
3answers
191 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 ...
5
votes
1answer
152 views

$\int_{0}^{\infty}{\left(x^3\cdot(e^x-1)^{-1} \right)}dx$

In a certain list of exercises, contained the question $$\int_{0}^{\infty}{\left(x^3\cdot(e^x-1)^{-1} \right)}dx$$ How do you solve?