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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140
votes
2answers
9k 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 = ...
109
votes
20answers
26k 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 ...
101
votes
4answers
4k 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: ...
88
votes
16answers
13k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
76
votes
6answers
8k 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: ...
62
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: ...
56
votes
5answers
3k 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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
45
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 ...
45
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 ...
43
votes
3answers
1k views

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

Prove that $$\int_0^{\infty} \frac{\sin(2013 x)}{x(\cos x+\cosh x)}dx=\frac{\pi}{4}$$
42
votes
2answers
1k views

A strange integral: $\int_{-\infty}^{+\infty} {dx \over 1 + \left(x + \tan x\right)^2} = \pi.$

While browsing on Integral and Series, I found a strange integral posted by @Sangchul Lee. 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 ...
42
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( ...
41
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] ...
39
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? $$\int_0^\infty\frac{\operatorname{arccot}\left(\sqrt{x}-2\,\sqrt{x+1}\right)}{x+1}\mathrm dx$$
39
votes
5answers
841 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 ...
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 $$S(x)=\int_0^x\sin\frac{\pi z^2}{2}\mathrm dz,$$ ...
37
votes
3answers
1k views

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

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 ...
36
votes
3answers
883 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: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
35
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 ...
35
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 ...
34
votes
8answers
7k 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 ...
34
votes
2answers
963 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 ...
33
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} ...
33
votes
3answers
1k 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 ...
32
votes
6answers
10k 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) ...
32
votes
2answers
864 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(x)=\!\left\{\,\,\, \begin{array}{ccc} \displaystyle{\left\lfloor{1\over x}\right\rfloor}^{-1}_{\hphantom{|_|}}&\text{if} & 0\lt x\le 1, \\ & \\ 0^{\hphantom{|^|}} ...
32
votes
4answers
779 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?
32
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 ...
31
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?
30
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 ...
30
votes
3answers
1k views

Closed Form for $~\int_0^1\frac{\text{arctanh }x}{\tan\left(\frac\pi2~x\right)}~dx$

Does $$~\displaystyle{\int}_0^1\frac{\text{arctanh }x}{\tan\left(\dfrac\pi2~x\right)}~dx~\simeq~0.4883854771179872995286585433480\ldots~$$ possess a closed form expression ? This recent post, ...
30
votes
3answers
999 views

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

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
29
votes
3answers
884 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: ...
29
votes
4answers
2k 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
715 views

On the inequality $ \int_{-\infty}^{+\infty}\frac{(p'(x))^2}{(p'(x))^2+(p(x))^2}\,dx \le n^{3/2}\pi.$

$ p(x)\in\mathbb{R[X]} $ is a polynomial of degree $n$ with no real roots. Show that: $$\int\limits_{-\infty}^{+\infty}\dfrac{(p'(x))^2}{(p'(x))^2+(p(x))^2}\,dx \leq n^{3/2}\pi.$$ It's easy to ...
28
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 ...
28
votes
4answers
946 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\, ...
28
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} ...
28
votes
3answers
748 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 ...
28
votes
5answers
2k 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 ...
28
votes
2answers
919 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 ...
27
votes
4answers
1k 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}] ...
27
votes
2answers
401 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?
27
votes
4answers
600 views

Intuition behind an integral identity

A proof for the identity $$\int_{-\infty}^{\infty} f(x)\, dx=\int_{-\infty}^{\infty} f\left(x-\frac{1}{x}\right)\, dx,$$ has been asked before (for example, here), and one answer to that question ...
26
votes
2answers
1k 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? $$\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$$
26
votes
1answer
726 views

Integral $\int_0^1 dx \frac{\ln x \ln^2(1-x)\ln(1+x)}{x}$

I am trying to calculate $$ I:=\int_0^1 dx \frac{\ln x \ln^2(1-x)\ln(1+x)}{x}$$ Note, the closed form is beautiful (yes beautiful) and is given by $$ I=−\frac{3}{8}\zeta_2\zeta_3 ...
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
1answer
521 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 ...
25
votes
2answers
993 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 $\operatorname{Ci}x$ ...
25
votes
1answer
3k 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 ...