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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106
votes
20answers
15k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
115
votes
20answers
30k 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 ...
64
votes
6answers
4k 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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
5
votes
1answer
686 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 }{...
23
votes
6answers
2k 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 ?
47
votes
3answers
2k 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}^{\Large\frac\pi2} {\ln^{2}\left(\vphantom{\large A}\cos\left(x\right)\right) \ln^{2}\left(\vphantom{\large A}\sin\left(x\right)\right) \over \cos\left(x\right)\sin\left(x\...
34
votes
6answers
12k 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) ...
23
votes
4answers
1k 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 \...
22
votes
5answers
1k views

Prove: $\int_0^1 \frac{\ln x }{x-1} d x=\sum_1^\infty \frac{1}{n^2}$

I'd like your help with proving that $$\int_0^1 \frac{\ln x }{x-1}d x=\sum_{n=1}^\infty \frac{1}{n^2}.$$ I tried to use Fourier series, or to use a power series and integrate it twice but it didn't ...
37
votes
4answers
1k views

What is $\int_0^1\frac{x^7-1}{\log(x)}\mathrm dx$?

/A problem from the 2012 MIT Integration Bee is $$ \int_0^1\frac{x^7-1}{\log(x)}\mathrm dx $$ The answer is $\log(8)$. Worlfram alpha gives an indefinite form in terms of the logarithmic integral ...
38
votes
5answers
1k views

How to prove $\int_{-\infty}^{+\infty} f(x)dx = \int_{-\infty}^{+\infty} f\left(x - \frac{1}{x}\right)dx?$

If $f(x)$ is a continuous function on $(-\infty, +\infty)$ and $\int_{-\infty}^{+\infty} f(x) \, dx$ exists. How can I prove that $$\int_{-\infty}^{+\infty} f(x) \, dx = \int_{-\infty}^{+\infty} f\...
7
votes
6answers
314 views

dirac delta integral with $\delta(\infty) \cdot e^{\infty}$

I have a question about this integral $ \displaystyle \int_{-\infty}^{+\infty} \delta'(x-3)e^{x^2}dx $ by integration by parts I get; $ \displaystyle \delta(x-3)e^{x^2}\biggr\rvert_{-\infty}^{+\...
13
votes
5answers
1k 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 $$\int_0^{\infty}\frac{\ln x}{x^2+a^2}\mathrm{d}x$$
20
votes
5answers
8k views

Prove: $\int_0^\infty \sin (x^2) \, dx$ converges.

$\sin x^2$ does not converge as $x \to \infty$, yet its integral from $0$ to $\infty$ does. I'm trying to understand why and would like some help in working towards a formal proof.
3
votes
2answers
9k views

Calculate the Fourier transform of $b(x) =\frac{1}{x^2 +a^2}$ [closed]

I need help to calculate the Fourier transform of this funcion $$b(x) =\frac{1}{x^2 +a^2}\,,\qquad a > 0$$ Thanks.
160
votes
2answers
10k views

Evaluate $ \int_{0}^{\frac{\pi}2}\frac1{(1+x^2)(1+\tan x)}\:\mathrm dx$

Evaluate the following integral $$ \tag1\int_{0}^{\pi/2}\frac1{(1+x^2)(1+\tan x)}\,dx $$ My Attempt: Letting $x=\frac{\pi}{2}-x$ and using the property that $$ \int_{0}^{a}f(x)\,dx = \int_{0}^{a}...
83
votes
6answers
10k views

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: $$\begin{...
5
votes
2answers
664 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 ...
38
votes
2answers
1k 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 ...
14
votes
7answers
914 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?
22
votes
4answers
4k views

How to find the integral $\int_{0}^{\infty}\exp(- (ax+b/x))\,dx$?

How do I find $$\large\int_{0}^{\infty}e^{-\left(ax+\frac{b}{x}\right)}dx$$ where $a$ and $b$ are positive numbers? This is not a homework question. I will be quite happy if somebody can come up ...
30
votes
3answers
1k views

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

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
17
votes
4answers
936 views

Looking for closed-forms of $\int_0^{\pi/4}\ln^2(\sin x)\,dx$ and $\int_0^{\pi/4}\ln^2(\cos x)\,dx$

A few days ago, I posted the following problems Prove that \begin{equation} \int_0^{\pi/2}\ln^2(\cos x)\,dx=\frac{\pi}{2}\ln^2 2+\frac{\pi^3}{24}\\[20pt] -\int_0^{\pi/2}\ln^3(\cos x)\,dx=\frac{\pi}{2}...
22
votes
7answers
1k 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.
10
votes
5answers
616 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: $$I(\lambda)=\int_0^{\infty}...
7
votes
4answers
374 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 ...
6
votes
2answers
1k 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] L[g(t)...
8
votes
2answers
3k views

Computing $\int_{-\infty}^\infty \frac{\sin x}{x} \mathrm{d}x$ with residue calculus

This refers back to the integral of $\frac{\sin(x)}x = \frac\pi2$ already posted. How do I arrive at $\frac\pi2$ using the residue theorem? I'm at the following point: $$\int \frac{e^{iz}}{z} - \int \...
0
votes
2answers
76 views

Proof of certain Gaussian integral form

I am having trouble understanding where the following integral form comes from: $$\int_{-\infty}^{\infty} e^{-a x^2 }e^{-bx}=\sqrt{\frac{\pi}{a}}e^{\frac{b^2}{a}}$$ I see and understand that the value ...
33
votes
3answers
1k 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 ...
22
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: $$\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$$ ...
15
votes
5answers
46k views

Integral: $\int_{-\infty}^{\infty} x^2 e^{-x^2}\mathrm dx$

I don't know how to evaluate it. I know there is one method using the gamma function. BUT I want to know the solution using a calculus method like polar coordinates. $$\int_{-\infty}^\infty x^2 e^{-x^...
14
votes
2answers
807 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.
6
votes
3answers
475 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.
13
votes
6answers
998 views

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

How can I evaluate $$I=\int_{0}^{+\infty}\!e^{-ax^2-\frac b{x^2}}\,dx$$ for $a,b>0$? My methods: Let $a,b > 0$ and let $$I(b)=\int_{0}^{+\infty}e^{-ax^2-\frac b{x^2}}\,dx.$$ Then $$I'(b)=\int_{...
6
votes
5answers
2k 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 (z)>0\...
5
votes
4answers
347 views

Is $\int_{-\infty}^{\infty} \sin x \, \mathrm{dx}$ divergent or convergent?

I was determining whether $$\int_{-\infty}^{\infty} \sin x \, \mathrm{dx}$$ was divergent or convergent. So, I did the following steps: $$\begin{align} \int_{-\infty}^{\infty} \sin x \, \mathrm{dx}...
35
votes
3answers
1k views

Prove $\displaystyle \int_{0}^{\pi/2} \ln \left(x^{2} + (\ln\cos x)^2 \right) \, dx=\pi\ln\ln2 $

How to prove $$ \int_{0}^{\pi/2}\ln\left(\,x^{2} + \ln^{2}\left(\,\cos\left(\,x\,\right)\,\right) \,\right)\,{\rm d}x\ =\ \pi\ln\left(\,\ln\left(\, 2\,\right)\,\right) $$ I don't know how to ...
36
votes
8answers
3k 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 ...
28
votes
3answers
812 views

Integral of Combination Log and Inverse Trig Function

Does the following integral have a closed-form ?: \begin{equation} \int_{0}^{1}{\ln\left(\,x\,\right) \over 1 + x}\,\arccos\left(\,x\,\right) \,{\rm d}x \end{equation} This integral has been ...
18
votes
4answers
688 views

How to evaluate $I=\int_0^{\pi/2}\frac{x\log{\sin{(x)}}}{\sin(x)}\,dx$

Prima facie, this integral seems easy to calculate,but alas, this not's case $$I=\int_0^{\pi/2}\frac{x\log{\sin{(x)}}}{\sin(x)}\,dx$$ The numerical value is I=-1.122690024730644497584272... How to ...
11
votes
4answers
685 views

How to compute $\int_{-\infty}^\infty\exp\left(-\frac{(x^2-13x-1)^2}{611x^2}\right)\ dx$

$$\int_{-\infty}^\infty\exp\left(-\frac{(x^2-13x-1)^2}{611x^2}\right)\ dx$$ WolframAlpha gives a numerical answer of $43.8122$, which appears to be $\sqrt{611\pi}$. And playing with that, it seems ...
14
votes
4answers
441 views

Evaluate $\int^1_0 \log^2(1-x) \log^2(x) \, dx$

I have no idea where to even start. WolframAlpha cant compute it either. $$\int^1_0 \log^2(1-x) \log^2(x) \, dx$$ I think it can be done with series, but I am not sure, can someone help a little so ...
11
votes
1answer
2k 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 I'...
2
votes
2answers
524 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 ...
15
votes
2answers
348 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, $\mathrm{sech}\,x=\...
32
votes
5answers
1k views

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

Some time ago I came across to the following integral: $$I=\int_{0}^{1}\frac{1-x}{1+x}\frac{\mathrm dx}{\ln x}$$ What are the hints on how to compute this integral?
22
votes
4answers
2k views

Good book on evaluating difficult definite integrals (without elementary antiderivatives)?

I am very interested in evaluating difficult definite integrals without elementary antiderivatives by manipulating the integral somehow (e.g. contour integration, interchanging order of integration/...
11
votes
3answers
893 views

How do I show that $\int_0^\infty \sin(ax) \sin(bx) / x^2 = \pi \min(a,b)/2$

Recently I found a claim saying that $$ \int_0^\infty \left( \frac{\sin ax}{x}\right)\left( \frac{\sin bx}{x}\right) \mathrm{d}x= \pi \min(a,b)/2 $$ from what I can see this seems to be true. I ...
4
votes
1answer
3k views

Laplace transform of the Bessel function of the first kind

I want to show that $$ \int_{0}^{\infty} J_{n}(bx) e^{-ax} \, dx = \frac{(\sqrt{a^{2}+b^{2}}-a)^{n}}{b^{n}\sqrt{a^{2}+b^{2}}}\ , \quad \ (n \in \mathbb{Z}_{\ge 0} \, , \text{Re}(a) >0 , \, b >0 ...