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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28
votes
0answers
594 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( ...
11
votes
0answers
462 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 ...
8
votes
0answers
286 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
177 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
143 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
181 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 ...
4
votes
0answers
30 views

Prove ${\large\int}_0^\infty\left({_2F_1}\left(\frac16,\frac12;\frac13;-x\right)\right)^{12}dx\stackrel{\color{#808080}?}=\frac{80663}{153090}$

I discovered the following conjectured identity numerically (it holds with at least $1000$ digits of precision). How can I prove it? ...
4
votes
0answers
64 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
88 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
128 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
196 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 ...
4
votes
0answers
250 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
80 views

Integral ${\large\int}_0^\infty\frac{\ln x}{1+x}\sqrt{\frac{x+\sqrt{1+x^2}}{1+x^2}}\ dx$

Please help me to evaluate this integral: $$I={\large\int}_0^\infty\frac{\ln x}{1+x}\sqrt{\frac{x+\sqrt{1+x^2}}{1+x^2}}\ dx.\tag1$$ Mathematica could not evaluate it in a closed form. A numerical ...
3
votes
0answers
29 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
28 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
297 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
95 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
68 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
64 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
84 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
44 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
60 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
145 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
132 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
231 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
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
84 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
34 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
27 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
23 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
34 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
80 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
50 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
78 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
33 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
144 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
106 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
200 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
188 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
79 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} ...
2
votes
0answers
60 views

Numerical Methods for estimating divergence over an improper integral

Problem given a function $f(x)$, defined on $[ \epsilon, \infty )$. Is there a way to "numerically estimate" whether the integral of the function diverges over the domain $[ \epsilon, \infty )$? ...
2
votes
0answers
30 views

Integral to be computed

I am interested in computing $$J(a,b):=\int_{\mathcal{I}(a,b)}\frac{dx \ dy\ dz}{|ax^3+ay^2+bz^3|^{2/3}}, $$ where $a,b$ are natural numbers and $$\mathcal{I}(a,b):=(0,1]^3\cap\{x,y,z \in ...
2
votes
0answers
71 views

Frullani version of the classic $\log \left( 1 + 2\alpha \cos px + \alpha^2\right)$ integral.

I read in a paper about Frullani integrals the following claim $$ \begin{align*} I & :=\int_0^\infty \frac{1}{x}\log\left(\frac{1 + 2\alpha \cos px + \alpha^2}{1 + 2\alpha \cos qx + ...
2
votes
0answers
123 views

Integral involving bessel functions, exponential and ratio of polynomials

I need to solve this integral: $$\int_0^{+\infty}\quad\frac{k}{k^2-\alpha^2}\,J_1(2\pi R k)J_1(ak)\,\exp(-4\pi^2\omega^2k^2)\, dk$$ where $\omega,\,R,\,a>0$ and $J_1(a\alpha)=0$. Thanks!
2
votes
0answers
53 views

Solve the special integral

I want to solve a integral which contains a shift version $$\int^{\infty}_{c}N [(1-e^{-1/t})]^{N-1} \frac{-1}{(t-c)^2}e^{-1/(t-c)}dt$$ This kind of integral has the form of normal integral $$ \int ...
2
votes
0answers
104 views

computing a difficult integral using software

I'd like to compute the following integral. I've tried SAGE but it just runs for 15 minutes then stops.. not sure what that means. If anyone wants to take a crack with mathematica or anything, please ...
2
votes
0answers
110 views

Analyzing the convergence of an improper integral

I have to analyze the convergence of $$\int _{0}^{+\infty} \frac{\cos \left( x\right) -1} {x^{5 / 2}+5x^{3}}\,dx$$ I've rewritten the integral as $$ \int _{0}^{+\infty} \frac{\cos \left( x\right) ...
2
votes
0answers
180 views

Closed form of the series ,$\sum_{k=0}^{\infty}\frac{(-1)^k k!}{(k+1)^{(k+1)}}x^k$

$x,y>0$ $$f(x,y)=\int_{0}^{\infty} \frac{1}{xt+e^{y t}} dt$$ if $x=0$ then $f(0,y)=1/y$ $$f(x,y)=\int_{0}^{\infty} \frac{1}{e^{y t}(1+xte^{-y t})} dt=\int_{0}^{\infty} \frac{e^{-y ...