Tagged Questions

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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2
votes
0answers
17 views

Asymptotics of inverse Laplace transform of a function with an essential singularity?

Let $h$ be the function $$ h(x) = \sum_{k\geq0} \frac{(ix)^k}{k!}\zeta(2k), $$ with the Laplace transform $$ \tilde h(s) = -\frac{\pi}{2s}\sqrt{i/s}\cot\left(\pi\sqrt{i/s}\right), $$ which has an ...
3
votes
0answers
56 views

Solving double integrals numerically?

I have written this in way to make it as much as possible non-confusing. I will start describing my problem and I will walk you through my question, I have a double integration which I am trying to ...
9
votes
1answer
85 views

A limit evaluating to $2 K$ (Catalan's constant)

Experimentally I discovered the limit below that says that $$\lim_{n\to\infty} \int_0^{\pi/2} \frac{1}{\displaystyle ...
20
votes
2answers
185 views

Prove the integral evaluates to $\frac{K}{\pi}$

Yesterday I received the following integral that might require some tedious steps to do $$\int_0^{\infty}{\small\left[ \frac{x}{\log^2\left(e^{\large x^2}-1\right)}- \frac{x}{\sqrt{e^{\large ...
5
votes
0answers
71 views

Finding the closed form of $\sum_{k=1}^{\infty} \sum_{n=1}^{\infty}(-1)^{k+n} \frac{\log(k+n)}{k n}$

A while ago I computed pretty easily the series $\sum_{k=1}^{\infty} \sum_{n=1}^{\infty}(-1)^{k+n} \frac{\log(k+n)}{k+ n}$ and then I thought of tackling the case where we have the product instead of ...
2
votes
0answers
59 views

A hard integral from probability theory

I am trying to resolve this integral, which comes out of considering a compound distribution of normal variables: $$ \int_{-\infty}^{\infty} \frac{1}{\sigma_{\sigma} \sqrt{2 \pi}} ...
8
votes
5answers
175 views

Improper integral of $\dfrac{x^2}{ e^x−1}$

I am trying to evaluate $$\int_0^t \frac{x^2}{ e^x−1}dx$$ for $t>0$. I tried integrating by parts, like follows: $$\int_0^t x\cdot\frac{xe^{-x}}{1-e^{-x}}dx=t\cdot Li_2(1-e^{-t})-\int_0^t ...
3
votes
1answer
81 views

Differentiation under integral

I want to compute the following integral, $\int_0^\infty\frac{dx}{(x^2 + p)^{n}}$ for any $n \in \mathbb{N}$ I've tried to add a parameter, obtaining its integral and then taking derivatives with ...
4
votes
1answer
35 views

Three integral involving polylogarithm function

$\newcommand{\Li}{\operatorname{Li}}$Evaluate the following integrals $$\int\limits_0^1 \frac{\Li_2^3(x)}{x}dx, \quad \int\limits_0^1 \frac{\Li_2^2(x)\Li_3 (x)}{x} dx, \quad \int\limits_0^1 ...
0
votes
1answer
46 views

rational exponent of negative base

I have the definite integral $$\int_{1}^{\,9} {\frac{6}{\sqrt[3]{x-9}}}\, \mathrm dx$$ When I try to evaluate it I get the indefinite integral equals $9(x-9)^{2/3}$ and evaluating at the limits gives ...
9
votes
2answers
177 views

Closed form of $\int_0^{\infty} \frac{\log(x)}{\cosh(x) \sec(x)- \tan(x)} \ dx$

What real analysis tools would you recommend me for getting the closed form of the integral below? $$\int_0^{\infty} \frac{\log(x)}{\cosh(x) \sec(x)- \tan(x)} \ dx$$
7
votes
2answers
146 views

Using differentiation under integral sign to calculate a definite integral

I want to calculate the integral $$\int^{\pi/2}_0\frac{\log(1+\sin\phi)}{\sin\phi}d\phi$$ using differentiation with respect to parameter in the integral ...
-1
votes
1answer
40 views

What is $\int_{-ia^2t}^{\infty} x^2 \exp \left ({\frac{-x^2}{2a^2}}\right ) \mathrm{d}x$?

I want to determine the integral $$\int_{-ia^2t}^\infty x^2 \exp\left ({\frac{-x^2}{2a^2}}\right ) \mathrm{d}x.$$ I guess a representation in terms of error functions should exist, but I guess that ...
0
votes
2answers
48 views

Show that $\int_0^1 |\frac{1}{x}\sin\frac{1}{x}|\ dx$ diverges

I read that the improper Riemann integral $$\int_0^1 \Bigg|\frac{1}{x}\sin\frac{1}{x}\Bigg|\ dx$$ diverges. I have tried comparison criteria for $\int_0^1 |\frac{1}{x}\sin\frac{1}{x}|dx$, but I ...
5
votes
2answers
69 views

How to evaluate $\int_0^{\infty} \bigg(\frac{e^{-x}}{\sinh(x)} - \frac{e^{-3x}}{x}\bigg) \; dx$

Evaluate the integral below $$\int_0^{\infty} \bigg(\frac{e^{-x}}{\sinh(x)} - \frac{e^{-3x}}{x}\bigg) \; dx$$ Using Wolfram I get the integral is $\gamma + \log\bigg(\frac{3}{2}\bigg)$, where ...
14
votes
1answer
141 views
1
vote
0answers
33 views

Can I do the following when solving my integration??

I appreciate any feedback for my question. I have an integration as follows $$\int_{-\pi}^{\pi}\frac{1}{2\pi} \prod_i \frac{1}{1+ x_ig(\theta)} d\theta $$ I have that $g(\theta)$ is the defined as ...
7
votes
2answers
128 views

Test for convergence $\int_0^{\infty} \frac{\sin(x)}{x+\log(x)} \ dx$

What is the easiest way to test the convergence of $$\int_0^{\infty} \frac{\sin(x)}{x+\log(x)} \ dx$$ Is it possible to only use the high school tools for that?
-1
votes
5answers
59 views

Does $\int_0^{\infty}\frac{x\hspace{1mm}dx}{x^3+1}$ converge? [closed]

Does $\int_0^{\infty}\dfrac{x\hspace{1mm}dx}{x^3+1}$ converge? Can some explain how to approach this problem? All ideas are appreciated
0
votes
2answers
30 views

Integrating the gamma function

I assumed that $$\Gamma\left(k+\frac{1}{2}\right)=2\int^\infty_0 e^{-x^2}x^{2k}\,dx=\frac{\sqrt{\pi}(2k)!}{4^k k!} \,,\space k>-\frac{1}{2}$$ and that ...
1
vote
0answers
19 views

principal value integral with a singularity at t=1

is there any method to computge the principal value of the integral $$ P.V \int_{1}^{\infty} \frac{dt}{t^{a}(1-t)} $$ here 'a' is a positive real number
2
votes
2answers
144 views

How to evaluate $\int_0^1\frac{\tanh ^{-1}(x)\log(x)}{(1-x) x (x+1)} \operatorname d \!x$?

How to evaluate the following integral $$\int_0^1\frac{\tanh ^{-1}(x)\log(x)}{(1-x) x (x+1)} \operatorname d \!x $$ The numerical result is $= -1.38104$ and when I look at it, I have no idea how to ...
1
vote
0answers
26 views

Definite integral substitution question.

Let's say you have $$\int^\infty_0 f(x) dx$$ and you substitute $x=u^2$ so that the integral becomes, $$\int^\infty_0 f(u) du$$ or $$\int^{-\infty}_0 f(u) du$$ My question is, which of these ...
1
vote
0answers
28 views

Does there exist such function?

Fix an integer value $k\geq 1$. Let $[0,1]$ the unit interval and let $s\in [0,1]$. Does there exist a function $f$ (which depends on $k$ of course but not on $s$) such that $$\int_s^1 \left( ...
2
votes
1answer
22 views

Improper integral: is it convergent?

Is this integral finite? $$\int_s^t \frac{dx}{x^{1/2} - s^{1/2}}$$ where $s,t \in (0,\infty)$. More generally, I have the following integral $$\int_s^t ...
5
votes
5answers
109 views

Find $\int_{ - \infty }^{ + \infty } {\frac{1} {1 + {x^4}}} \;{\mathrm{d}}x$

How can we find the integral: $$\int_{ - \infty }^{ + \infty } {\frac{1} {1 + {x^4}}} \;{\mathrm{d}}x$$ I tried to find and got it to be $\cfrac{\pi}{\sqrt2}$. Am I correct? Please help me with an ...
7
votes
3answers
88 views

Improper integral : $\int_0^{+\infty}\frac{x\sin x}{x^2+1}$ [closed]

How to evaluate the following improper integral : $$\int_0^{+\infty}\frac{x\sin x}{x^2+1}\,dx$$ I have tried integration by parts and variable substitution, but it didn't work.
4
votes
4answers
196 views

Inverse Trigonometric Integrals

How to calculate the value of the integrals $$\int_0^1\left(\frac{\arctan x}{x}\right)^2\,dx,$$ $$\int_0^1\left(\frac{\arctan x}{x}\right)^3\,dx $$ and $$\int_0^1\frac{\arctan^2 x\ln x}{x}\,dx?$$
3
votes
3answers
89 views

Evaluate integral: $\int_0^{+\infty}\frac{\cos{bx}-\cos{ax}}{x}dx$

It seems that $\displaystyle\int_0^{+\infty}\frac{\cos x}{x}$ is divergent, so how to solve this problem? $$\int_0^\infty \frac{\cos bx -\cos ax}{x}\, dx\quad,\quad\mbox{where}\,a,b>0$$ It's ...
5
votes
2answers
168 views

Evaluating $\int_0^1 \frac{t^{a-1}}{1-t}-\frac{ct^{b-1}}{1-t^c}\ dt$

At first sight it looks like the integral below $$\int_0^1 \frac{t^{a-1}}{1-t}-\frac{ct^{b-1}}{1-t^c}\ dt$$ can be evaluated by using some geometric series. What else can we do? Is there a fast easy ...
0
votes
0answers
40 views

Is this integral in its most simplified form?

The following integration $$F(x)= \int_{x}^{+\infty} \frac{t}{1+t^\alpha} dt$$ cannot be solved in general, however can be expressed when $\alpha=4$ as $$F(x)= 0.5 \text{tan}^{-1} (x^{-2}) $$ it can ...
5
votes
3answers
131 views

Some integral representations of the Euler–Mascheroni constant

What kind of substitution should I use to obtain the following integrals? $$\begin{align} \int_0^1 \ln \ln \left(\frac{1}{x}\right)\,dx &=\int_0^\infty e^{-x} \ln x\,dx\tag1\\ &=\int_0^\infty ...
2
votes
1answer
26 views

Find the Values of $p$ and $q$ such that $\int_0^{\infty} x^pln(1+x)^q dx$ Converges or Diverges.

The question is to find the value values of $p$ and $q$ such that the improper integral converges or diverges. My friend indeed found some values of $p$ and $q$ such that it converges, but after many ...
2
votes
2answers
32 views

How to prove this multivariable integral identity?

By numerical experimentation I found that $$ \lim_{\beta \rightarrow \infty} \frac 1 \beta \int_0^{\beta}dx \int_0^{\beta}dy \, f\left( |x-y| \right) = 2\int_0^{\infty}dx \, f(x) $$ if $f:\mathbb{R} ...
26
votes
1answer
1k views

The Wicked Integral

My brother's friend gave me the following wicked integral with a beautiful result \begin{equation} {\Large\int_0^\infty} \frac{dx}{\sqrt{x} \bigg[x^2+\left(1+2\sqrt{2}\right)x+1\bigg] ...
2
votes
1answer
27 views

Integral test error approximation

Find an N so that: $\sum_{n=1}^\infty \frac{1}{n^4}$ is between $\sum_{n=1}^N \frac{1}{n^4}$ and $\sum_{n=1}^N \frac{1}{n^4} + 0.005$ I am getting N = 200. Is this correct? I don't know if I am ...
0
votes
1answer
15 views

inverse fourier transform of exponencial

Show that $F^{-1}(e^{-|x|}) =(\sqrt{2}/\sqrt{\pi})*1/(1+x^2)$ on $\mathbb R$. $F^{-1}$ is the inverse Fourier transform. Any help? how do you solve the integrals?
0
votes
1answer
18 views

Cauchy Principal Value different from the improper integral

I am having trouble formulating an example for which $\mathcal{P}\int^{\infty}_{-\infty}f(x)dx\neq\int^{\infty}_{-\infty}f(x)dx$ Would an example be $f(x)=1/x$ because of the asymptote at $x=0$?
2
votes
2answers
56 views

Prove that $\int_{0}^{+\infty} u^{s-1} \cos (a u) \:e^{-b u}\:du=\frac{\Gamma(s)\cos\left(s\arctan \left(\frac{a}{b}\right)\right)}{(a^2+b^2)^{s/2}}$

From the answer of this OP: Ramanujan log-trigonometric integrals, I found the following formula $$\begin{align} & \int_{0}^{+\infty} u^{s-1} \cos (a u) \:e^{-b u}\:\mathrm{d}u = \Gamma ...
3
votes
1answer
46 views

Why do we care about the 'rapidness' for convergence?

It is those puzzeling improper integrals that I can't get my head around.... Does the (improper) integral $\frac 1{x^2}$ from 1 to $\infty$ coverges because it is converging "fast" or because it has ...
1
vote
0answers
20 views

Determine whether $\lim_{R\to\infty}\int_0^R\frac{|\sin x|}{x}dx-\frac{2}{\pi}\ln R$ exists

Let $$J(R):=\int_0^R\frac{|\sin x|}{x}dx.$$ (i) Show that $$\lim_{R\to\infty}\frac{J(R)}{\ln R}$$ exists and determine its value (ii)Does $$\lim_{R\to\infty}J(R)-\frac{2}{\pi}\ln R$$ exist? If ...
6
votes
3answers
159 views

How to evaluate $\int_0^\infty \frac{1}{x^n+1} dx$ [duplicate]

Noticed that the integral $$\int_0^\infty \frac{1}{x^n+1} dx$$ is often approached with partial fraction decomposition, but this gets increasingly ugly as $n$ gets bigger. Is there a neat trick to do ...
0
votes
1answer
16 views

Tempered distribution and primitive integral

$f$ is a Schwartz function on $\mathbb{R}$. Define $g(x)= \int_{-\infty}^{x} f(x)dx$. Show that $g(x)$ is a tempered distribution. Any ideas? I have no idea how to do the problem
1
vote
0answers
16 views

Is it always true that an integral diverges on (a,b) if it diverges on (c,b) and a<c<b?

I know that the integral of 1/x diverges on (0,b). I know the same integral still diverges on (-b, b), despite the fact it seems it should be zero. My question then is, "Is it ALWAYS the case that ...
4
votes
1answer
65 views

Evaluating the integral $ \int_0^{\infty} \cos(x^2)\, \mathrm{d} x$?

Is it necessary to make use of the Gaussian integral and the complex exponential form of the cosine in evaluating the following integral? $$\int_0^{\infty} \cos(x^2)\, \mathrm{d} x$$ Just curious - ...
1
vote
1answer
55 views

Evaluate the integral if possible

Evaluate the following integral, if possible: $$\int_1^4 \frac{w}{w-3}dw$$ $$u= w-3,\; du = dw$$ $$\int_1^4 \frac{u+3}{u}du \Rightarrow \int_1^4 \frac{u}{u}du + \int_1^4 \frac{3}{u}du$$ ...
1
vote
2answers
54 views

Evaluate the integral $\int_{1}^{4} w/(w-3) dw$ if possible

Evaluate the following integral, if possible: $$\int_{1}^{4} \frac{w}{w-3} dw.$$ I am supposed to be using improper integrals so I know I should find $$ \lim_{t \rightarrow3^-} \int_{1}^{t} ...
11
votes
1answer
191 views

Two integral involving logarithm and polylogarithm function

Evaluate the following integrals $$\int_0^1\frac{\ln(1-x)}{x}\text{Li}_3\left(\frac{1 + x}{2} \right)\,dx\\ .\\ \int_0^1\frac{\ln^2(1-x)}{x}\text{Li}_2\left(\frac{1 + x}{2} \right)\,dx$$
1
vote
1answer
36 views

Check the convergence (& absolutely) of parametric integral [closed]

$$\int\limits_{-1}^{1} \left(\frac{1+x}{1-x}\right)^{\alpha} ln(2+x)dx$$ Don't know where to start..
1
vote
1answer
39 views

Calculating improper integral

Does anyone know how to solve the following integral: $$I =\int_{0}^\infty \cos(t \mathrm{log}( x))\,\mathrm{e}^{-ax}\, \mathrm{d}x,$$ where $t$ and $a$ are real. Please show some intermediate ...