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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57
votes
18answers
11k 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 ...
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: ...
49
votes
14answers
7k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
36
votes
1answer
921 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 $$f(a,b)=\int_0^{+\infty} \frac{\;dx}{\sqrt{x^2+(\frac{a+b}{2})^2}\sqrt{x^2+ab}}$$ ...
33
votes
3answers
824 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 $$S(x)=\int_0^x\sin\frac{\pi z^2}{2}\mathrm dz,$$ ...
32
votes
2answers
698 views

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

Prove that $$\int_0^{\infty} \frac{\sin(2013 x)}{x(\cos x+\cosh x)}dx=\frac{\pi}{4}$$
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
2answers
574 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: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
28
votes
4answers
645 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?
27
votes
4answers
932 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 ...
26
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? $$\int_0^\infty\frac{\operatorname{arccot}\left(\sqrt{x}-2\,\sqrt{x+1}\right)}{x+1}dx$$
25
votes
2answers
463 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 ...
25
votes
3answers
219 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 ...
25
votes
1answer
913 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}{\frac{{{\ln }^{2}}\cos x{{\ln }^{2}}\sin x}{\cos x\sin x}}\,\mathrm{d}x=\frac{1}{4}\left( 2\zeta \left( 5 \right)-\zeta \left( 2 \right)\zeta \left( 3 \right) ...
24
votes
7answers
894 views

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

Evaluate $$\int_0^1\left(\frac{1}{\ln x} + \frac{1}{1-x}\right)^2 \mathrm{dx}$$
24
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, ...
24
votes
0answers
414 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( ...
23
votes
7answers
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 ...
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
238 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?
23
votes
2answers
752 views

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

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
23
votes
2answers
650 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 ...
22
votes
3answers
901 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
443 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
2answers
496 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
855 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
472 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: $$\int_0^{\infty}\frac{\arctan x\ln(1+x^2)}{1+x^2}\sqrt{x}\,dx$$
19
votes
3answers
457 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
1answer
230 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
4answers
2k 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
604 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 ...
18
votes
1answer
375 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, \\ ...
18
votes
1answer
219 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
1answer
855 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 ...
18
votes
2answers
654 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
5answers
1k views

Evaluating $\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$

I've been trying to evaluate the following integral from the 2011 Harvard PhD Qualifying Exam. For all $n\in\mathbb{N}^+$ in general: $$\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$$ ...
17
votes
4answers
216 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?
17
votes
2answers
255 views

A closed form for $\int_0^\infty\ln x\cdot\ln\left(1+\frac1{2\cosh x}\right)dx$

Is it possible to evaluate this integral in a closed form? $$\int_0^\infty\ln x\cdot\ln\left(1+\frac1{2\cosh x}\right)dx=\int_0^\infty\ln x\cdot\ln\left(1+\frac1{e^{-x}+e^x}\right)dx$$ I tried to ...
17
votes
1answer
342 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 ...
17
votes
2answers
656 views

Integral $\int_1^\infty\dfrac{dx}{1+2^x+3^x}$

Can the integral $$\int_1^\infty\dfrac{dx}{1+2^x+3^x}$$ be given in closed form? This question arises naturally when I considered doing integrals. What makes an integral hard? Well, the integrand, of ...
17
votes
1answer
189 views

How to prove $\frac{\pi^2}{6}\le \int_0^{\infty} \sin(x^{\log x}) \ \mathrm dx $?

I want to prove the inequality $$\frac{\pi^2}{6}\le \int_0^{\infty} \sin(x^{\log x}) \ \mathrm dx $$ There are some obstacles I face: the indefinite integral cannot be expressed in terms of ...
16
votes
3answers
349 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.$
15
votes
2answers
609 views

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

How would I prove $$\displaystyle\int_0^\infty \frac{\ln(\tan^2 (ax))}{1+x^2}dx = \pi\ln(\tanh(a))?$$
15
votes
5answers
580 views

Show $ \int_0^\infty\left(1-x\sin\frac 1 x\right)dx = \frac\pi 4 $

How to show that $$ \int_0^\infty\left(1-x\sin\frac 1 x\right)dx = \frac\pi 4 $$
15
votes
3answers
351 views

Computing $ \int_{0}^{\infty} \frac{1}{(x+1)(x+2)…(x+n)} \mathrm dx $

I would like to compute: $$ \int_{0}^{\infty} \frac{1}{(x+1)(x+2)...(x+n)} \mathrm dx $$ $$ n\geq 2$$ So my question is how can I find the partial fraction expansion of $$ ...
15
votes
3answers
221 views

Need help with $\int_0^\infty\frac{\log(1+x)}{\left(1+x^2\right)\,\left(1+x^3\right)}dx$

I need you help with this integral: $$\int_0^\infty\frac{\log(1+x)}{\left(1+x^2\right)\,\left(1+x^3\right)}dx.$$ Mathematica says it does not converge, which is apparently false.
14
votes
7answers
1k views

$\int_{0}^{\infty} \frac{e^{-x} \sin(x)}{x} dx$ Evaluate Integral

Compute the following integral: $$\int_{0}^{\infty} \frac{e^{-x} \sin(x)}{x} dx$$ Any hint, suggestion is welcome. Thanks.
14
votes
4answers
3k views

Prove: $\int_{0}^{\infty} \sin (x^2) dx$ converges.

$\sin(x^2)$ is an example for a function which its limit when $x \to \infty$ is not $0$, and still its integral from $0$ to $\infty$ is finite. I'd like your help with understanding why and a ...
14
votes
3answers
503 views

Prove that if $\int f^2$ and $\int( f'')^2$ converge, so does $\int (f')^2$

Question: Let $f: [a,\infty) \to \Bbb R \in C^2$ and the two following integrals converge: $$\int _a^\infty (f''(x))^2\,dx ,~~~~~~~~~ \int _a^\infty (f(x))^2\,dx$$ Prove that $\int ...