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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109
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 ...
70
votes
3answers
2k 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: ...
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 ...
52
votes
14answers
8k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
51
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: ...
36
votes
1answer
971 views

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

$$f(a,b)=\int_0^{+\infty} \frac{\;dx}{\sqrt{x^2+a^2}\sqrt{x^2+b^2}}$$ To use Landen's transformation $$f(a,b)=\int_0^{+\infty} \frac{\;dx}{\sqrt{x^2+(\frac{a+b}{2})^2}\sqrt{x^2+ab}}$$ ...
35
votes
3answers
826 views

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

Prove that $$\int_0^{\infty} \frac{\sin(2013 x)}{x(\cos x+\cosh x)}dx=\frac{\pi}{4}$$
34
votes
3answers
915 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 $$S(x)=\int_0^x\sin\frac{\pi z^2}{2}\mathrm dz,$$ ...
34
votes
3answers
687 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: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
32
votes
0answers
672 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( ...
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 ...
30
votes
5answers
370 views

An integral with irrational exponents $\int_0^\infty\frac{\log\left(\frac{1+x^{4+\sqrt{15}}}{1+x^{2+\sqrt{3}}}\right)}{\left(1+x^2\right)\log x}dx$

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 ...
30
votes
4answers
665 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?
28
votes
3answers
1k views

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

Is it possible to evaluate this integral in a closed form? $$\int_0^\infty\frac{\operatorname{arccot}\left(\sqrt{x}-2\,\sqrt{x+1}\right)}{x+1}dx$$
27
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, ...
27
votes
4answers
1k views

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

There is a well-known trick for integrating $\int_{-\infty}^\infty e^{-x^2}dx$, which is to write it as $\sqrt{\int_{-\infty}^\infty e^{-x^2}dx\int_{-\infty}^\infty e^{-y^2}dy}$, which can then be ...
27
votes
4answers
769 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?
27
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 ...
26
votes
8answers
1k views

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

Evaluate $$\int_0^1\left(\frac{1}{\ln x} + \frac{1}{1-x}\right)^2 \mathrm{dx}$$
26
votes
8answers
3k 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 ...
25
votes
2answers
731 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 ...
24
votes
2answers
586 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 ...
24
votes
2answers
273 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?
24
votes
1answer
534 views

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

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, \\ ...
24
votes
2answers
704 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 ...
23
votes
3answers
651 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 ...
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) ...
23
votes
2answers
804 views

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

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
22
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 ...
22
votes
2answers
656 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 $\operatorname{Ci}x$ ...
21
votes
4answers
543 views

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

A problem from the 2012 MIT Integration Bee is $$ \int_0^1\frac{x^7-1}{\log(x)}dx $$ The answer is $\log(8)$. Worlfram alpha gives an indefinite form in terms of the logarithmic integral function, but ...
21
votes
2answers
670 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? $$\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$$
20
votes
3answers
877 views

Difficult integral

I found in an article "Imperfect Bose Gas with Hard-Sphere Interaction", Phys. Rev. 105, 776–784 (1957) the following integral, but I don't know how to solve it. Any hints? $$\int_0^\infty ...
20
votes
1answer
327 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 ...
20
votes
1answer
512 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: $$\int_0^{\infty}\frac{\arctan x\ln(1+x^2)}{1+x^2}\sqrt{x}\,dx$$
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 ...
19
votes
8answers
776 views

Integrate: $ \int_0^\infty \frac{\log(x)}{(1+x^2)^2} \, dx $ without using complex analysis methods

Can this integral be solved without using any complex analysis methods: $$ \int_0^\infty \frac{\log(x)}{(1+x^2)^2} \, dx $$ Thanks.
19
votes
3answers
564 views

Integral $\int_0^\infty x^2\,e^{-x^2}\operatorname{erf}(x)\,\log(x)\,dx$

I need to evaluate this integral: $$I=\int_0^\infty x^2\,e^{-x^2}\operatorname{erf}(x)\,\log(x)\,dx\tag1$$ I tried to do this in Mathematica and it returned a result of the form ...
19
votes
3answers
679 views

Evaluating the integral $\int_{-\infty}^\infty \frac {dx}{\cos x + \cosh x}$

Many recent questions have been asked here similar to this integral $$\int_{-\infty}^\infty \frac {dx}{\cos x + \cosh x} = 2.39587\dots$$ whose "closed form" I cannot seem to figure out. I have ...
19
votes
1answer
237 views

What is a closed form of $\int_0^1\ln(-\ln x)\ \text{li}\ x\ dx$

Let $\operatorname{li} x$ denote the logarithmic integral: $$\operatorname{li} x=\int_0^x\frac{dt}{\ln t}.$$ Is it possible to find a closed form of the following integral? $$\int_0^1\ln(-\ln x) ...
18
votes
5answers
1k views

Curious Integral Proof

Can someone identify for me the value of this expression and prove it? $$\lim_{n\rightarrow\infty}{\int^{\infty}_{-\infty}{e^{-x^n}} dx}$$ where $n$ is an even positive integer.
18
votes
8answers
940 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 ...
18
votes
3answers
381 views

How to solve $\int_0^\infty J_0(x)\ \text{sinc}(\pi\,x)\ e^{-x}\,\mathrm dx$?

I need some help with solving this integral involving Bessel function: $\hspace{2in}\displaystyle\int_0^\infty$$J_0(x)\ $$\text{sinc}(\pi\,x)\ $$e^{-x}\,\mathrm dx.$
18
votes
4answers
492 views

Integral $\int_0^1\frac{\log(1-x)}{\sqrt{x-x^3}}dx$

I have a trouble with this integral $$I=\int_0^1\frac{\log(1-x)}{\sqrt{x-x^3}}dx.$$ Could you suggest how to evaluate it?
18
votes
1answer
492 views

Integral $\int_0^\infty\frac{\ln\left(\sqrt{x+1\vphantom{x^0}}-1\right)\,\ln\left(\sqrt{x^{-1}+1}+1\right)}{(x+1)^{3/2}}dx$

Another integral similar to my previous question: $$\int_0^\infty\frac{\ln\left(\sqrt{x+1\vphantom{x^0}}-1\right)\,\ln\left(\sqrt{x^{-1}+1}+1\right)}{(x+1)^{3/2}}dx$$ Could you suggets how to evaluate ...
18
votes
1answer
223 views

Need help with $\int_0^\infty x^{-\frac{3}{2}}\ \text{Li}_{\sqrt{2}}(-x)\ dx$

I need help with solving this integral: $$\int_0^\infty x^{-\frac{3}{2}}\ \text{Li}_{\sqrt{2}}(-x)\ dx,$$ where $\text{Li}_{s}(z)$ is the polylogarithm.
18
votes
2answers
683 views

A problem for the New Year

What better to start the year than a dazzling integral? $$\int_{0}^{\infty}\left[1+\left(\frac{2013}{x+2013}+\cdots +\frac{2}{x+2}+\frac{1}{x+1}-x\right)^{2014}\,\right]^{-1}\,dx$$ Happy New Year to ...
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 ?