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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33
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728 views

Extending the result $\int_{0}^{\infty} \left( ( 1 - 2C(x))^{2} + (1-2S(x))^{2} \right) \, dx = \frac{4}{\pi} $

While generalizing this result, I succeeded in proving that for $\alpha > 0$, $\beta < 1$ and $1 < 2\alpha + \beta < 3$, we have \begin{align*} &\int_{0}^{\infty} \left[ \left( ...
13
votes
0answers
499 views

Closed form for this integral $\int_{0}^{\infty}\frac{dx}{\sqrt{x}}\, e^{-x^{2}-\frac{b^{2}}{x}}$

How would you evaluate this integral? \begin{equation}\int_{0}^{\infty}\frac{dx}{\sqrt{x}}\, e^{-x^{2}-\frac{b^{2}}{x}}\end{equation} It reminds me of the form of a modified Bessel function of the ...
9
votes
0answers
296 views

Mixed Bessel Function integral $\int_{0}^{\infty} e^{- \lambda \left(\sqrt{(z+a)^2+b^2}+\sqrt{(z+c)^2+d^2}~\right)}\mathrm{d}z$

A tricky integral I have been working on, and probably doesn't have a solution in terms of known functions, is: $$\int_{0}^{\infty} e^{- \lambda ...
7
votes
0answers
182 views

Evaluating $\int_0^\infty \frac{1}{x+1-u}\cdot \frac{\mathrm{d}x}{\log^2 x+\pi^2}$ using real methods.

By reading a german wikipedia (see here) about integrals, i stumpled upon this entry 27 1.5 $$ \color{black}{ \int_0^\infty \frac{1}{x+1-u}\cdot \frac{\mathrm{d}x}{\log^2 x+\pi^2} ...
6
votes
0answers
78 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 ...
6
votes
0answers
144 views

Evaluting $ \int_0^{\infty}\frac{v}{\sqrt{v + c}}e^{-\frac{y^2}{2(v + c)} - \frac{(u-v)^2}{u^2v}}dv$

While working on mixture (variance) of normal distribution and keep running into these two integrals $$ \int_0^{\infty}\dfrac{v}{\sqrt{v + c}}e^{-\dfrac{y^2}{2(v + c)} - \dfrac{(u-v)^2}{u^2v}}dv,$$ ...
5
votes
0answers
196 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 - ...
4
votes
0answers
53 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} ...
4
votes
0answers
68 views

Probably Riemann surface integral

Here is the integral: May you please suggest some beautiful idea on using Riemann surface, or some Gauss-Ostrogradsky at the beginning. Also, the initial integral looks really symmetric, so maybe ...
4
votes
0answers
90 views

Generalized sine integral $ \int_0^\infty \sin^m(x^n)/x^p\,\mathrm dx$

I have seen that both the integrals $$ \color{black}{ \int_0^\infty \operatorname{sinc}(x^n)\,\mathrm{d}x = \frac{1}{n-1} \cos\left( \frac{\pi}{2n}\right)\Gamma ...
4
votes
0answers
129 views

Taking an integral of e^(another integral) with respect to the limit of integration of (another integral)

How would I go around integrating $$\int_0^\infty \left( \exp{\left(-\int_{k_0}^{k_0+t} (k_1 + k_2s)(k_3+k_4s)^{s} ds \right) } \right) dt \text{,}$$ where $k_i$ are constants? Is it solvable ...
4
votes
0answers
251 views

Computing complex principal value integral - sgn-function?

I currently face a less appealing integral which emerged computing the expectation of some random variable. It reads as (omitting all unnecessary constants except $\alpha\in(0,1)$) $$ PV ...
3
votes
0answers
15 views

Convergence of multiple integral in $\mathbb R^4$

Denote $(x,y,z,w)$ the euclidean coordinates in $\mathbb R^4$. I am trying to study the convergence of the integral $$\int \frac{1}{(x^2+y^2)^a}\frac{1}{(x^2+y^2+z^2+w^2)^b} dx\,dy\, dz\, dw$$ over a ...
3
votes
0answers
76 views

How can I show that the integral equals zero?

Problem: Show that $$\int_{0}^{\pi / 2} \ln\left(\tan x - \sqrt{2 \tan x} + 1\right)\,\mathrm{d}x = 0 $$ I'd like to use, if possible, only single-variable Calculus methods, and it does not include ...
3
votes
0answers
83 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
0answers
26 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 ...
3
votes
0answers
78 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 ...
3
votes
0answers
106 views

Help on the Integration of $\int_0^{\infty} e^{-bx}\sin ax^2 \, \mathrm{d}x$.

I have had the misfortune of coming across the following integral, for real $b$ and $a > 0$: $$\int\limits_{0}^{\infty} e^{-bx} \sin\left(ax^{2}\right) \, \mathrm{d}x.\tag{1}$$ Naturally, I ...
3
votes
0answers
33 views

Parameter-dependent integral: Is the following statement true?

Is the following statement true? If so, could anyone provide a reference? Suppose $f(x, \alpha)$ is continuous on $(a, b) \times \{\alpha_0\}$. If there exists $g(x)$ which is continuous on $(a, b)$, ...
3
votes
0answers
34 views

integral involving hypergeometric function $\int^1_0\frac{_2F_1(p,p;p+1;-\frac{1}{y})}{y}\,dy$

I arrived at the following result $$\tag{1}\int^\infty_0 z^{p-1} E^2(z)\,dz=\frac{\Gamma(p)}{p}\int^1_0\frac{_2F_1(p,p;p+1;-\frac{1}{z})}{z}\,dz$$ where the exponential integral $E(z)$ is defined ...
3
votes
0answers
310 views

Taylor Series of Integral

I'm trying to come up with the Taylor expansion of an integral expression. For simplicity, consider the toy integral $$ ...
3
votes
0answers
97 views

Integrate: $\int\limits_0^\infty{\frac{x^{n-2}}{b\left(1+ ~a x^{\frac{n-1}{n-2}}\right)} \sin{(x b)}~ dx}$

I am trying to solve the integral: $\int\limits_0^\infty{\frac{x^{n-2}}{b\left(1+ ~a x^{\frac{n-1}{n-2}}\right)} \sin{(x b)}~ dx}$ where $x$ is real and $a, b, n$ are positive real constants. I ...
3
votes
0answers
71 views

Determine the behavior of a function defined by an integral

Suppose we have a function defined by $$\varphi(s)=\int_{-\infty}^\infty f(x,s)\,dx$$ defined for $s\in S\subseteq \mathbb{R}$. Suppose we know that it blows up at $a\in \partial S$, and we want to ...
3
votes
0answers
66 views

Two properties about Bessel function

Let $J_\nu(x)$ be the Bessel function of the first kind. $\int_0^\infty J_\nu(x)dx=1 , (Re(\nu)>-1)$. $\lim_{\nu\to+\infty}J_\nu(x)=0$ for any fixed $x$. I think the above two properties of ...
3
votes
0answers
85 views

Integral $\int_{0}^\infty\frac {(1-{{e}^{-i (q-p)t}})ln(|p^2-p_0^2|)}{(q-p)({{ p}}^{2}-{{p_1}}^{2})({{p}}^{2}-{{p_2} }^{2})}dp$

I am trying to get a closed form analytic result for the integral $$\int _{0}^{\infty }\!{\frac {\left(1-{{\rm e}^{-i \left( {q}-{p} \right) t}}\right){\rm ln}(|p^2-p_0^2|)}{ ( {q}-{p} ) \left( {{ ...
3
votes
0answers
43 views

Convergence of a integral

The question is: exists a natural number $n \geq 2$such that $$ \displaystyle\int_{0}^{+ \infty} \displaystyle\frac{\ln r}{(1 + r^2)^{n}} r dr< \infty ?$$ I am trying to do this : i know that ...
3
votes
0answers
45 views

Analytic Continuation of a nowhere existing Mellin Transform

I'm trying to give sense to the (self-made) statement: The analytic continuation of $\int_0^\infty e^t\;t^{s-1}\;dt$ is holomorphic in $s=0$. At first sight this could seem completely ...
3
votes
0answers
62 views

What is $\int_{-\infty}^{\infty} \frac{e^{-\alpha t} \cos[t + y]}{1+\beta e^{-2\alpha t} } dt$?

I want to compute the following integral: $\int_{-\infty}^{\infty} \frac{e^{-\alpha t} \cos[t + y]}{1+\beta e^{-2\alpha t} } dt$ with $\alpha, \beta, c$ real constants, and $\alpha>0,\beta=0$. ...
3
votes
0answers
146 views

Is there a closed form expression for this integral?

I've been trying to find a closed form expression/series expansion for the following integral without success: $$F(a,b)=\int_{\epsilon-i\infty}^{\epsilon+i\infty} ...
3
votes
0answers
137 views

Integral form of $2\sum_{k=1}^{\infty}\frac{(2k-1)^2-1}{(2k-1)^4+(2k-1)^2+1}$

Being inspired by this post, I've wondered if the infinite series below may be expressed as an intregral. I'm very curious about that. $$2\sum_{k=1}^{\infty}\frac{(2k-1)^2-1}{(2k-1)^4+(2k-1)^2+1}$$ ...
3
votes
0answers
236 views

2 dimensional Fourier transform integral

I'm trying to calculate the two dimensional Fourier integral $$\iint \mathrm d\vec{R} \; (x^2 + y^2) \; e^{-2 \sqrt{ x^2 + y^2 + z^2}} \; e^{i\vec{K}\vec{R}} \;,$$ with $\vec{R}=(x,y)$. Switching to ...
2
votes
0answers
42 views

An integral with a decaying exponential with rational exponent

I was working on some mathematical derivations while I faced this integral: $$\Large \int_0^\infty x^{\alpha-1}e^{-\beta x} e^{-\lambda \left[\frac{x^2}{2x+\eta}\right]}\ \mathrm{d}x \quad .$$ Does ...
2
votes
0answers
52 views

Choose appropriate contour for a complex integral

I have a problem to solve integral $$ I = \int^{\infty}_0 \frac{\mathrm{d}x}{(x-z)(1+x^2)^{\kappa+2}} $$ I can solve the same integral with borders $-\infty$ to $\infty$ using residue theorem but ...
2
votes
0answers
53 views

Fourier transform of a sinusoidal function

Let us consider following table which I want to calculate myself $$ x(t)=\frac{\sin(\omega_bt)}{\pi t}\quad\iff\quad X(j\omega)= \begin{cases} 1 & \text{if $|\omega|<\omega_b$}, ...
2
votes
0answers
93 views

Calculate the Gauss integral without first squaring it

We know that the integral $$I = \int_{-\infty}^{\infty} \mathrm{d}x e^{-x^2}$$ can be calculated by first squaring it and then treat it as a 2-d integral in the plane and integrate it in polar ...
2
votes
0answers
35 views

Help! Improper integral convergence (values of P)

I'm quite lost on the following problem: $$\int_{0}^{\pi/2} \frac{sin^2(x)}{x^{p^2-3p-7}}dx$$ I can't figure out how to work out the given answer. Please help me!
2
votes
0answers
29 views

Improper integral $\int^{\pi}_{0}\frac{d\theta}{|\cos(\tau - \theta)|^s}<\infty $

For some fixed $s<1$, how can we proof $$\sup\{\int^{\pi}_{0}\frac{d\theta}{|\cos(\tau - \theta)|^s} : \tau\in[0,\;2\pi)\;\}<\infty$$
2
votes
0answers
24 views

Improper integral when the integrand goes to infinity.

Is it true that if $$\lim_{x\to +\infty} f(x)=+\infty$$ then $f $ can not be integrable at the neighborhood of $+\infty$, hence the improper integral $\int_0^{+\infty}{f(x)dx}$ does not exist?
2
votes
0answers
36 views

Difficult integrals, do they converge, show there's no dependence on parameters.

I am trying to figure out whether these integrals: a) $$\int_{\mathbb R^2}{{\rm d}\xi \over \left\vert\vphantom{\Large A}\,\log\left(\left\vert\,x - \xi\,\right\vert\right) -\log\left(\left\vert\,y ...
2
votes
0answers
86 views

Improper integral $ \int_{0}^{\pi/2} \frac {\sqrt{x} } { (\pi/2-x)(1-\exp(\tan(x))) } dx $

I need to calculate following improper integral: $$ \int_{0}^{\pi/2} \frac {\sqrt{x} } { (\pi/2-x)(1-e^{\tan(x)}) } dx $$ I have no idea where to start.
2
votes
0answers
54 views

Multivariable Integral Calculus help

I have two questions. First: Is my proof "strong" enough? I am being asked to prove that $$\int_{0}^\infty\int_{0}^x e^{-sx}f(x-y,y) dydx = \int_{0}^\infty\int_{0}^\infty e^{-s(u+v)}f(u,v) dudv$$ ...
2
votes
0answers
87 views

About differentiation under the integral sign

I would like to ask something related to the application of the differentiation under the integral sign (Leibniz rule) given by ...
2
votes
0answers
34 views

Question about convergence of improper integral

Could you give me some hint how to solve this problem: Suppose $f$ is continuous on $(0,1]$ and there is $M$ such as $\left|\int_x^1f(t)\, dt \right|\le M$. Prove that $\int_0^1f(x)\, dx$ converges ...
2
votes
0answers
52 views

Example of continuous positive function without limit whose improper integral is convergent

I would like an example of a function that is continuous and positive and has the following properties: $$\int_a^{\infty}f(x) dx $$ is convergent and $$\lim_{x \to \infty} f(x) \not = 0$$ (I think the ...
2
votes
0answers
145 views

on the convergence of a certain integral

If I have an entire function $\phi$ such that it is of exponential order zero. I.e for all $\rho > 0$ we get $|\phi(s)|\le C_\rho e^{|s|^{\rho}}$. Furthermore, I have an extreme decay in the Taylor ...
2
votes
0answers
109 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 ...
2
votes
0answers
201 views

Integrating a complicated function

After spending a couple of weeks, I was able to find the solution to a certain differential equation, given below (Well they are the eigenfunctions to be exact): $$y_n(x) = ...
2
votes
0answers
215 views

Contour integral with branch point

As preparation for my exam I "invented" the following problem as an exercise to see whether I understand how to work with branch points. $f(z) = \frac{z}{\sqrt{z^2+1} (z^2 +a^2)}$ The goal is to ...
2
votes
0answers
83 views

Fubini theorem for improper Riemann integral

Is there a version of Fubini's theorem for improper Riemann integrals? Here's an example of what such a version might look like. If $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is bounded and non-negative ...
2
votes
0answers
53 views

Is it always possible to find a $t>0$, such that $\int_{0}^{t}|\sum_{k=1}^{n}\cos kx|dx<C~~~?$

Is it always possible to find a $t>0$, such that $$\int_{0}^{t}|\sum_{k=1}^{n}\cos kx|\,dx<C~~~?$$ where $C$ is independent of $n$. Here is my idea: We know that \begin{align} ...