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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53
votes
14answers
8k views

Proving $\int_{0}^{\infty} \mathrm{e}^{-x^2} dx = \dfrac{\sqrt \pi}{2}$

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
66
votes
17answers
14k views

Solving the integral $\int_{0}^{\infty} \frac{\sin{x}}{x} \ dx = \frac{\pi}{2}$?

A famous exercise which one encounters while doing Complex Analysis (Residue theory) is to prove that the given integral: $$\int_{0}^{\infty} \frac{\sin x}{x} \ dx = \frac{\pi}{2}$$ Well, can anyone ...
2
votes
1answer
496 views

A few improper integral

$$\displaystyle \begin{align*} & \int_{0}^{+\infty }{\frac{\text{d}x}{1+{{x}^{n}}}} \\ & \int_{-\infty }^{+\infty }{\frac{{{x}^{2m}}}{1+{{x}^{2n}}}\text{d}x} \\ & \int_{0}^{+\infty ...
17
votes
6answers
1k views

Simpler way to compute a definite integral without resorting to partial fractions?

I found the method of partial fractions very laborious to solve this definite integral : $$\int_0^\infty \frac{\sqrt[3]{x}}{1 + x^2}\,dx$$ Is there a simpler way to do this ?
32
votes
6answers
2k views

Calculating the integral $\int_{0}^{\infty} \frac{\cos x}{1+x^2}\mathrm{d}x$ without using complex analysis

Suppose that we do not know anything about the complex analysis (numbers). In this case, how to calculate the following integral in closed form? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
28
votes
1answer
1k views

Show that $\int_{0}^{\pi/2}\frac {\log^2\sin x\log^2\cos x}{\cos x\sin x}\mathrm{d}x=\frac14\left( 2\zeta (5)-\zeta(2)\zeta (3)\right)$

Show that : $$ \int_{0}^{\pi/2} {\ln^{2}\left(\vphantom{\large A}\cos\left(x\right)\right) \ln^{2}\left(\vphantom{\large A}\sin\left(x\right)\right) \over ...
23
votes
6answers
5k views

Does $ \int_0^{\infty}\frac{\sin x}{x}dx $ have an improper Riemann integral or a Lebesgue integral?

In this wikipedia article for improper integral, $$ \int_0^{\infty}\frac{\sin x}{x}dx $$ is given as an example for the integrals that have an improper Riemann integral but do not have a (proper) ...
10
votes
5answers
717 views

$\int_0^{\infty}\frac{\ln x}{x^2+a^2}\mathrm{d}x$ Evaluate Integral

Anyone remember the method for this? I think this should been done on the site $$\int_0^{\infty}\frac{\ln x}{x^2+a^2}\mathrm{d}x$$
14
votes
4answers
3k views

Prove: $\int_{0}^{\infty} \sin (x^2) dx$ converges.

$\sin(x^2)$ is an example for a function which its limit when $x \to \infty$ is not $0$, and still its integral from $0$ to $\infty$ is finite. I'd like your help with understanding why and a ...
4
votes
2answers
364 views

Principal value of the singular integral $\int_0^\pi \frac{\cos nt}{\cos t - \cos A} dt$

For a constant $0<A<\pi$, and natural $n$ I want to find the principal value of the integral: $$\int_0^\pi \frac{\cos nt}{\cos t - \cos A} dt$$ First of all, I'm not certain what function in ...
23
votes
2answers
806 views

$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$ Evaluate Integral

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
7
votes
5answers
416 views

Definite integral, quotient of logarithm and polynomial

I was thinking this integral : $$I(\lambda)=\int_0^{\infty}\frac{\ln ^2x}{x^2+\lambda x+\lambda ^2}\text{d}x$$ What I do is use a Reciprocal subsitution, easy to show that: ...
5
votes
2answers
496 views

Laplace transform:$\int_0^\infty \frac{\sin^4 x}{x^3} \, dx $

I have a trouble with a integral: Using this Laplace trasform equation: $$\begin{align} \int_0^\infty F(u)g(u) \, du & = \int_0^\infty f(u)G(u) \, du \\[6pt] L[f(t)] & = F(s) \\[6pt] ...
17
votes
5answers
1k views

Evaluating $\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$

I've been trying to evaluate the following integral from the 2011 Harvard PhD Qualifying Exam. For all $n\in\mathbb{N}^+$ in general: $$\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$$ ...
13
votes
7answers
651 views

Evaluating $\int_0^\infty \frac{dx}{1+x^4}$. [duplicate]

Can anyone give me a hint to evaluate this integral? $$\int_0^\infty \frac{dx}{1+x^4}$$ I know it will involve the gamma function, but how?
10
votes
4answers
552 views

Prove $\int_0^{\infty}\! \frac{\mathbb{d}x}{1+x^n}=\frac{\pi}{n \sin\frac{\pi}{n}}$ using real analysis techniques only

I have found a proof using complex analysis techniques (contour integral, residue theorem, etc.) that shows $$\int_0^{\infty}\! \frac{\mathbb{d}x}{1+x^n}=\frac{\pi}{n \sin\frac{\pi}{n}}$$ for $n\in ...
8
votes
1answer
1k views

Calculating the Fourier transform of $\frac{\sinh(kx)}{\sinh(x)}$

I'm trying to compute $$\int_{-\infty}^\infty \frac{\sinh(kx)}{\sinh(x)}e^{-i\omega x} \ dx$$ i.e. the Fourier transform of $x\mapsto \frac{\sinh(kx)}{\sinh(x)}$, where $0<k<1$ is fixed. But ...
2
votes
2answers
405 views

Calculating: $\lim_{n\to \infty}\int_0^\sqrt{n} {(1-\frac{x^2}{n})^n}dx$ [duplicate]

Possible Duplicate: Prove: $\lim\limits_{n \to \infty} \int_{0}^{\sqrt n}(1-\frac{x^2}{n})^ndx=\int_{0}^{\infty} e^{-x^2}dx$ I need some help calculating the above limit. What i have ...
0
votes
2answers
2k views

Calculate the Fourier transform of ${\rm b}\left(x\right) = 1/\left(x^{2} +a^{2}\right)$

I need help to calculate the Fourier transform of this funcion $${\rm b}\left(x\right)=\frac{1}{x^{2} + a^{2}}\,,\qquad a > 0$$ Thanks.
25
votes
2answers
751 views

Integral $\int_0^1\frac{1-x^2+\left(1+x^2\right)\ln x}{\left(x+x^2\right)\ln^3x}dx$

I'm struggling with this integral $$I=\int_0^1\frac{1-x^2+\left(1+x^2\right)\ln x}{\left(x+x^2\right)\ln^3x}dx.\tag1$$ Mathematica could not evaluate it in a closed form. Its numeric value is ...
11
votes
2answers
568 views

How to evaluate these integrals by hand

How can I evaluate$$\int_{-\infty}^\infty \frac{\cos x}{\cosh x}\,\mathrm dx\text{ and }\int_0^\infty\frac{\sin x}{e^x-1}\,\mathrm dx.$$ Thanks in advance.
2
votes
1answer
761 views

Proving Abel-Dirichlet's test for convergence of improper integrals using Integration by parts

I'm struggling with the following calculus question. Let there be two functions $f,g : [a, \infty) \to \mathbb R$ such that: $g$ is monotonic, differentiable and has a limit at zero $f$ is ...
27
votes
8answers
1k views

Evaluate $\int_0^1\left(\frac{1}{\ln x} + \frac{1}{1-x}\right)^2 \mathrm{dx}$

Evaluate $$\int_0^1\left(\frac{1}{\ln x} + \frac{1}{1-x}\right)^2 \mathrm{dx}$$
14
votes
2answers
290 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, ...
19
votes
8answers
943 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: $$\int_{0}^{1} \left(\frac{\ln t}{1-t}\right)^2 \,\mathrm{d}t=\frac{\pi^2}{3} \>?$$
18
votes
5answers
3k views

A difficult integral

How do I find $$\large\int_{0}^{\infty}e^{-\left(ax+\frac{b}{x}\right)}dx$$ where $a$ and $b$ are positive numbers. UPDATE: This is not a homework question. I will be quite happy if some body can ...
30
votes
7answers
2k views

Why do we restrict the definition of Lebesgue Integrability?

The function $f(x) = \sin(x)/x$ is Riemann Integrable from $0$ to $\infty$, but it is not Lebesgue Integrable on that same interval. (Note, it is not absolutely Riemann Integrable.) Why is it we ...
5
votes
1answer
4k views

Improper integral sin(x)/x converges absolutely, conditionaly or diverges?

$$\int_1^{\infty}\frac{\sin x}{x}dx$$ $$u=\frac{1}{x}$$ $$du=-\frac{1}{x^2}dx$$ $$dv=\sin xdx$$ $$v=-\cos x$$ $$\int_1^{\infty}\frac{\sin x}{x}dx=\frac{1}{x}(-\cos x)-\int_1^{\infty}\frac{\cos ...
5
votes
5answers
530 views

$\int_0^\infty\frac{\log x dx}{x^2-1}$ with a hint.

I have to calculate $$\int_0^\infty\frac{\log x dx}{x^2-1},$$ and the hint is to integrate $\frac{\log z}{z^2-1}$ over the boundary of the domain $$\{z\,:\,r<|z|<R,\,\Re (z)>0,\,\Im ...
2
votes
0answers
108 views

integral involving upper incomplete gamma function

I trying to evaluate the following integral $$\int_0^\infty \dfrac { x^{m-1} \Gamma(A,\mathcal B x^q)} {\left[1+(\eta x)^n\right]^p} \,\mathrm dx$$ where the integration is w.r.t. $x$, and the ...
9
votes
5answers
480 views

How to evaluate $\int_{0}^{+\infty}\exp(-ax^2-\frac b{x^2})\,dx$ for $a,b>0$

How can I evaluate $$I=\int_{0}^{+\infty}\!e^{\left(-ax^2-\frac b{x^2}\right)}\,dx$$ for $a,b>0$? My methods: Let $a,b > 0$ and let $$I(b)=\int_{0}^{+\infty}e^{\left(-ax^2-\frac ...
3
votes
2answers
309 views

To determine whether the integral $\int_0^{\infty} \frac{\sin{(ax+b)}}{x^p} \,\mathrm dx$ converges for $p>0$

If $p >0$, determine if the following integral converges: $$\int_1^{\infty} \frac{\sin{(ax+b)}}{x^p} \,\mathrm dx$$ What i did so far is: If $p>1$, then $$f(x)= ...
11
votes
6answers
212 views
7
votes
2answers
209 views

Compute $\int_0^1 \frac{\arcsin(x)}{x}dx$

$$\int_0^1 \frac{\arcsin(x)}{x}dx$$ This is a proposed for a Calculus II exam, and I have absolutely no idea how to solve it. Tried using Frullani or Lobachevsky integrals, or beta and gamma ...
111
votes
1answer
6k views

Evaluate $ \int_{0}^{\frac{\pi}{2}}\frac{1}{(1+x^2)(1+\tan x)}\,\mathrm dx$

Evaluate the following integral$$\int_{0}^{\Large\frac{\pi}{2}}\frac{1}{(1+x^2)(1+\tan x)}\,\mathrm dx$$ My Attempt: Let $$\tag1 I = \int_{0}^{\Large\frac{\pi}{2}}\frac{1}{(1+x^2)(1+\tan ...
34
votes
3answers
922 views

An integral involving Fresnel integrals $\int_0^\infty \left(\left(2\ S(x)-1\right)^2+\left(2\ C(x)-1\right)^2\right)^2 x\ \mathrm dx,$

I need to calculate the following integral: $$\int_0^\infty \left(\left(2\ S(x)-1\right)^2+\left(2\ C(x)-1\right)^2\right)^2 x\ \mathrm dx,$$ where $$S(x)=\int_0^x\sin\frac{\pi z^2}{2}\mathrm dz,$$ ...
23
votes
3answers
658 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 ...
24
votes
2answers
710 views

A nasty integral of a rational function

I'm having a hard time proving the following $$\int_0^{\infty} \frac{x^8 - 4x^6 + 9x^4 - 5x^2 + 1}{x^{12} - 10 x^{10} + 37x^8 - 42x^6 + 26x^4 - 8x^2 + 1}dx = \frac{\pi}{2}.$$ Mathematica has no ...
27
votes
4answers
773 views

Evaluating $\int_{0}^{1}\frac{1-x}{1+x}\frac{dx}{\ln x}$

Some time ago I came across to the following integral: $$I=\int_{0}^{1}\frac{1-x}{1+x}\frac{dx}{\ln x}$$ What are the hints on how to compute this integral?
12
votes
5answers
292 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 ...
13
votes
5answers
523 views

Evaluate the integral $\int_{0}^{\infty} \frac{1}{(1+x^2)\cosh{(ax)}}dx$

The problem is : Evaluate the integral $$\int_{0}^{\infty} \frac{1}{(1+x^2)\cosh{(ax)}}dx$$ I have tried expand $\frac{1}{\cosh{ax}}$ and give the result in the following way: First, note ...
9
votes
3answers
125 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 ...
13
votes
4answers
357 views

Solving $\int_0^{\infty} \sin(ax^2)\sin(b/x^2)\,\mathrm dx$

The integral is: $$\int_0^{\infty}\sin(ax^2)\sin(\frac b {x^2})\,\mathrm dx$$ I already know the answer but I cant prove it! (You can get the answer using maple). I think it should be simplified to ...
20
votes
1answer
1k views

Integrating $\int^{\infty}_0 e^{-x^2}\,dx$ using Feynman's parametrization trick

I stumbled upon this short article on last weekend, it introduces an integral trick that exploits differentiation under the integral sign. On its last page, the author, Mr. Anonymous, left several ...
5
votes
3answers
301 views

Improper integration involving complex analytic arguments

I am trying to evaluate the following: $\displaystyle \int_{0}^{\infty} \frac{1}{1+x^a}dx$, where $a>1$ and $a \in \mathbb{R}$ Any help will be much appreciated.
11
votes
5answers
419 views

Proving $\int_0^1\frac{\ln(x)}{x^2-1}dx=\frac{\pi^2}{8}$

How can I prove that? $$\int_0^1\frac{\ln(x)}{x^2-1}dx=\frac{\pi^2}{8}$$ I know that ...
7
votes
4answers
365 views

Hints on calculating the integral $\int_0^1\frac{x^{19}-1}{\ln x}\,dx$

I would be happy to get some hints on the following integral: $$ \int_0^1\frac{x^{19}-1}{\ln x}\,dx $$
11
votes
7answers
381 views

Evaluate $\int_0^\infty\frac{\ln x}{1+x^2}dx$

Evaluate $$\int_0^\infty\frac{\ln x}{1+x^2}\ dx$$ I don't know where to start with this so either the full evaluation or any hints or pushes in the right direction would be appreciated. Thanks.
4
votes
1answer
176 views

Infinite series representation. Limited or not?

Recently I've found the following. Let $n < m$. Then the integral $$\int\limits_0^\infty {\frac{{{x^{n-1}}}}{{1 + {x^m}}}} dx$$ converges and its value is (using the $B$ and $\Gamma$ function ...
4
votes
2answers
166 views

Definite integral $\int_{R_0}^{R}\frac{dr}{r^2\sqrt{\frac{R_0-R_S}{R_0^3}-\frac{1}{r^2}\left(1-\frac{R_{s}}{r}\right)}}$

In general relativity, null geodesics (in the unbounded case) can be written under the following form : ...