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.

learn more… | top users | synonyms

114
votes
1answer
7k 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 ...
87
votes
4answers
3k views

A math contest problem $\int_0^1\ln\left(1+\frac{\ln^2x}{4\,\pi^2}\right)\frac{\ln(1-x)}x \ \mathrm dx$

A friend of mine sent me a math contest problem that I am not able to solve (he does not know a solution either). So, I thought I might ask you for help. Prove: ...
75
votes
17answers
16k 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 ...
58
votes
14answers
9k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
57
votes
6answers
3k 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: ...
54
votes
1answer
1k views

Closed form for $\int_0^\infty\ln\frac{J_\mu(x)^2+Y_\mu(x)^2}{J_\nu(x)^2+Y_\nu(x)^2}\mathrm dx$

Consider the following integral: $$\mathcal{I}(\mu,\nu)=\int_0^\infty\ln\frac{J_\mu(x)^2+Y_\mu(x)^2}{J_\nu(x)^2+Y_\nu(x)^2}\mathrm dx,$$ where $J_\mu(x)$ is the Bessel function of the first kind: ...
42
votes
5answers
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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
40
votes
3answers
909 views

Prove that $\int_0^{\infty} \frac{\sin(2013 x)}{x(\cos x+\cosh x)}dx=\frac{\pi}{4}$

Prove that $$\int_0^{\infty} \frac{\sin(2013 x)}{x(\cos x+\cosh x)}dx=\frac{\pi}{4}$$
40
votes
1answer
1k views

To evaluate $\int_0^{+\infty} \frac{\;\mathrm dx}{\sqrt[3]{x^3+a^3}\sqrt[3]{x^3+b^3}\sqrt[3]{x^3+c^3}}$

$$f(a,b)=\int_0^{+\infty} \frac{\;\mathrm dx}{\sqrt{x^2+a^2}\sqrt{x^2+b^2}}$$ To use Landen's transformation $$f(a,b)=\int_0^{+\infty} \frac{\;\mathrm ...
40
votes
1answer
1k 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( ...
39
votes
3answers
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}^{\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 ...
37
votes
3answers
1k 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 $$S(x)=\int_0^x\sin\frac{\pi z^2}{2}\mathrm dz,$$ ...
36
votes
4answers
2k views

Integral $\int_0^\infty\frac{\operatorname{arccot}\left(\sqrt{x}-2\,\sqrt{x+1}\right)}{x+1}\mathrm dx$

Is it possible to evaluate this integral in a closed form? $$\int_0^\infty\frac{\operatorname{arccot}\left(\sqrt{x}-2\,\sqrt{x+1}\right)}{x+1}\mathrm dx$$
36
votes
3answers
778 views

$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$

I need to find a closed-form for the following integral. Please give me some ideas how to approach it: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
36
votes
1answer
2k 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] ...
34
votes
3answers
916 views

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

Please help me to evaluate this integral: $$ I={\large\int}_{0}^{\infty}{\ln\left(x\right) \over 1 + x}\, \,\sqrt{\,x + \sqrt{\,1 + x^{2}\,}\, \over 1 + x^{2}\,}\,\,{\rm d}x.\tag1 $$ Mathematica could ...
33
votes
8answers
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 ...
33
votes
5answers
474 views

How to find $\int_0^\infty\frac{\log\left(\frac{1+x^{4+\sqrt{15}}}{1+x^{2+\sqrt{3}}}\right)}{\left(1+x^2\right)\log x}\mathrm dx$

I was challenged to prove this identity $$\int_0^\infty\frac{\log\left(\frac{1+x^{4+\sqrt{15\vphantom{\large A}}}}{1+x^{2+\sqrt{3\vphantom{\large A}}}}\right)}{\left(1+x^2\right)\log x}\mathrm ...
32
votes
2answers
587 views

A strange integral

While browsing on Integral and Series, I found a strange integral posted by @sos440. His post doesn't have a response for more than a month, so I decide to post it here. I hope he doesn't mind because ...
31
votes
8answers
4k views

Why is $\int_{0}^{\infty} \frac {\ln x}{1+x^2} \mathrm{d}x =0$?

We had our final exam yesterday and one of the questions was to find out the value of: $$\int_{0}^{\infty} \frac {\ln x}{1+x^2} \mathrm{d}x $$ Interestingly enough, using the substitution ...
30
votes
4answers
708 views

Improper integral diverges

Let a real-valued function $f$ be continuous on $[0,1].$ Then there exists a number $a$ such that the integral $$\int_0^1\frac 1 {|f(x)-a|}\, dx $$ diverges. How to prove that statement?
29
votes
2answers
1k 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 ...
29
votes
1answer
755 views

Prove $\int_{0}^{\frac{\pi}{2}}\frac{dx}{1+\sin^2{(\tan{x})}}=\dfrac{\pi}{2\sqrt{2}}\left(\frac{e^2+3-2\sqrt{2}}{e^2-3+2\sqrt{2}}\right)$

Prove the following integral $$I=\int_{0}^{\frac{\pi}{2}}\dfrac{dx}{1+\sin^2{(\tan{x})}}=\dfrac{\pi}{2\sqrt{2}}\left(\dfrac{e^2+3-2\sqrt{2}}{e^2-3+2\sqrt{2}}\right)$$ This integral result was ...
29
votes
4answers
1k views

tough integral involving $\sin(x^2)$ and $\sinh^2 (x)$

I ran across this integral I get no where with. Can someone suggest a method of attack?. $$\int_0^{\infty}\frac{\sin(\pi x^2)}{\sinh^2 (\pi x)}\mathrm dx=\frac{2-\sqrt{2}}{4}$$ I tried series, ...
29
votes
2answers
740 views

Prove that $\int_0^1{\left\lfloor{1\over x}\right\rfloor}^{-1}\!dx={1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots.$

Question. Let $f:[0,1]\to\mathbb R$ given by $$ f(x)=\left\{\,\,\, \begin{array}{ccc} \displaystyle{\left\lfloor{1\over x}\right\rfloor}^{-1}_{\hphantom{|_|}}&\text{if} & 0\lt x\le 1, \\ ...
29
votes
4answers
866 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?
29
votes
3answers
900 views

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

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
28
votes
4answers
1k views

Generalizing the trick for integrating $\int_{-\infty}^\infty e^{-x^2}\mathrm dx$?

There is a well-known trick for integrating $\int_{-\infty}^\infty e^{-x^2}\mathrm dx$, which is to write it as $\sqrt{\int_{-\infty}^\infty e^{-x^2}\mathrm dx\int_{-\infty}^\infty e^{-y^2}\mathrm ...
27
votes
3answers
746 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 ...
27
votes
4answers
842 views

Prove $\int_0^\infty \frac{\ln \tan^2 (ax)}{1+x^2}\,dx = \pi\ln \tanh(a)$

$$ \mbox{How would I prove}\quad \int_{0}^{\infty} {\ln\left(\,\tan^{2}\left(\, ax\,\right)\,\right) \over 1 + x^{2}}\,{\rm d}x =\pi \ln\left(\,\tanh\left(\,\left\vert\, ...
27
votes
4answers
1k views

Is it OK to evaluate improper integrals this way?

Today in class we learned that when you have an improper integral like this one: $$\int_{-\infty}^\infty {f(x)} \: dx$$ you must split it before you do the limits (like so): $$\lim_{a \to \infty} ...
27
votes
3answers
646 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 ...
26
votes
6answers
7k 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) ...
26
votes
2answers
698 views

Closed form for $\int_0^{\pi/2}\frac{\sqrt{1+\sin\phi}}{\sqrt{\sin2\phi}\,\sqrt{\sin\phi+\cos\phi}}d\phi$

Is it possible to evaluate this integral in a closed form? $$I=\int_0^{\pi/2}\frac{\sqrt{1+\sin\phi}}{\sqrt{\sin2\phi} \,\sqrt{\sin\phi+\cos\phi}}d\phi$$ Its approximate numeric value is ...
25
votes
3answers
812 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 ...
25
votes
3answers
550 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 ...
25
votes
3answers
1k views

Integral $\int_0^\infty\frac{1}{x\,\sqrt{2}+\sqrt{2\,x^2+1}}\cdot\frac{\log x}{\sqrt{x^2+1}}\mathrm dx$

I need your assistance with evaluating the integral $$\int_0^\infty\frac{1}{x\,\sqrt{2}+\sqrt{2\,x^2+1}}\cdot\frac{\log x}{\sqrt{x^2+1}}dx$$ I tried manual integration by parts, but it seemed to only ...
25
votes
2answers
906 views

Integral $\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$

Could you suggest any ideas how to evaluate this integral? Is there a closed-form result? $$\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$$
25
votes
2answers
305 views

Need help with $\int_0^\infty e^{-x}\ln\ln\left(e^x+\sqrt{e^{2x}-1}\right)\,dx$

I need help with this integral: $$\int_0^\infty e^{-x}\ln\ln\left(e^x+\sqrt{e^{2x}-1}\right)\,dx\approx0.20597312051214...$$ Is it possible to evaluated it in a closed form?
25
votes
2answers
748 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 ...
24
votes
2answers
804 views

Closed form for $\int_0^\infty\frac{\sin x\,\cdot\,\operatorname{Ci}x-\cos x\,\cdot\,\operatorname{Si}x}{\sqrt{16\,x^2+1}}dx$

Is it possible to find a closed form for this integral? $$\mathcal{S}=\int_0^\infty\frac{\sin x\cdot\operatorname{Ci}x-\cos x\cdot\operatorname{Si}x}{\sqrt{16\,x^2+1}}dx,$$ where $\operatorname{Ci}x$ ...
23
votes
3answers
657 views

Closed form for the integral $\int_{0}^{\infty}\frac{\ln^{2}(x)\ln(1+x)}{(1-x)(x^{2}+1)}dx$

Here is a challenging one maybe some would like a go at. Show that: ...
23
votes
4answers
745 views

Closed-forms for several tough integrals

These integrals came up in the process of finding solution to Vladimir Reshetnikov's problem. I wonder if there are closed-forms for the following integrals: \begin{array}{1,1} &[\text{1}] ...
23
votes
1answer
421 views

Prove ${\large\int}_0^\infty\frac{\ln x}{\sqrt{x}\ \sqrt{x+1}\ \sqrt{2x+1}}dx\stackrel?=\frac{\pi^{3/2}\,\ln2}{2^{3/2}\Gamma^2\left(\tfrac34\right)}$

I discovered the following conjecture by evaluating the integral numerically and then using some inverse symbolic calculation methods to find a possible closed form: $$\int_0^\infty\frac{\ln ...
23
votes
1answer
2k 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 ...
22
votes
3answers
2k views

Surely You're Joking, Mr. Feynman! $\int_0^\infty\frac{\sin^2x}{x^2(1+x^2)}\,dx$ [duplicate]

Prove the following \begin{equation}\int_0^\infty\frac{\sin^2x}{x^2(1+x^2)}\,dx=\frac{\pi}{4}+\frac{\pi}{4e^2}\end{equation} I would love to see how Mathematics SE users prove the integral ...
22
votes
4answers
624 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\left( x - ...
22
votes
1answer
572 views

Closed form for $\int_0^{\infty}\frac{\arctan x\ln(1+x^2)}{1+x^2}\sqrt{x}\,dx$

Please help me to find a closed form for this integral: $$\int_0^{\infty}\frac{\arctan x\ln(1+x^2)}{1+x^2}\sqrt{x}\,dx$$
22
votes
2answers
585 views

Evaluation of $\int_0^1 \frac{\log(1+x)}{1+x}\log\left(\log\left(\frac{1}{x}\right)\right) \ dx$

I need some hints, clues for getting the closed form of $$\int_0^1 \frac{\log(1+x)}{1+x}\log\left(\log\left(\frac{1}{x}\right)\right) \ dx$$
21
votes
4answers
1k views

Evaluating $\int_0^{\frac\pi2}\frac{\ln{(\sin x)}\ \ln{(\cos x})}{\tan x}\ dx$

I need to solve $$ \int_0^{\Large\frac\pi2}\frac{\ln{(\sin x)}\ \ln{(\cos x})}{\tan x}\ dx $$ I tried to use symmetric properties of the trigonometric functions as is commonly used to compute $$ ...