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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152
votes
2answers
10k 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 = ...
114
votes
20answers
29k 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 ...
106
votes
4answers
5k 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: ...
102
votes
19answers
15k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
81
votes
6answers
9k 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: ...
63
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: ...
60
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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
46
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 ...
46
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 ...
44
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] ...
44
votes
3answers
1k views

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

Prove that $$\int_0^{\infty} \frac{\sin(2013 x)}{x(\cos x+\cosh x)}dx=\frac{\pi}{4}$$
43
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 ...
43
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( ...
40
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? $$\int_0^\infty\frac{\operatorname{arccot}\left(\sqrt{x}-2\,\sqrt{x+1}\right)}{x+1}\mathrm dx$$
40
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 ...
40
votes
5answers
938 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 ...
38
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} ...
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
915 views

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

I need to find a closed-form for the following integral. Please give me some ideas how to approach it: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
37
votes
8answers
8k 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 ...
36
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 ...
36
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 ...
35
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 ...
34
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 ...
34
votes
2answers
982 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
6answers
11k 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) ...
33
votes
3answers
907 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: ...
32
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?
32
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, ...
32
votes
2answers
890 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
798 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?
31
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

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 ...
30
votes
3answers
1k 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
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
975 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 ...
29
votes
2answers
741 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
4answers
969 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
796 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
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}] ...
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
413 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?
28
votes
4answers
627 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 ...
27
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 ...
27
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? $$\int_0^\infty\frac{\ln\left(1+x+\sqrt{x^2+2\,x}\right)\,\ln\left(1+\sqrt{x^2+2\,x+2}\right)}{x^2+2x+1}dx$$
27
votes
1answer
797 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 ...
27
votes
2answers
661 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 $$\int_0^1 \frac{\log(1+x)}{1+x}\log\left(\log\left(\frac{1}{x}\right)\right) \ dx$$
27
votes
1answer
325 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) ...
26
votes
3answers
2k 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 ...