Questions on the evaluation of definite and indefinite integrals

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35
votes
13answers
4k views

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

How to prove $$\int_{0}^{+\infty} e^{-x^2} dx = \frac{\sqrt \pi}{2}$$
10
votes
4answers
714 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 ?
28
votes
2answers
898 views

Evaluating $\int P(\sin x, \cos x) \text{d}x$

Suppose $\displaystyle P(x,y)$ a polynomial in the variables $x,y$. For example, $\displaystyle x^4$ or $\displaystyle x^3y^2 + 3xy + 1$. Is there a general method which allows us to evaluate the ...
11
votes
1answer
1k views

Will moving differentiation from inside, to outside an integral, change the result?

I'm interested in the potential of such a technique. I got the idea from Moron's answer to this question, which uses the technique of differentiation under the integral. Now, I'd like to consider ...
16
votes
7answers
3k views

Proof for an integral involving sinc function

I am looking for a short proof that $$\int_0^\infty \left(\frac{\sin x}{x}\right)^2 dx=\frac{\pi}{2}.$$ What do you think? It is kind of amazing that $$\int_0^\infty \frac{\sin x}{x} dx$$ is also ...
16
votes
4answers
1k 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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
44
votes
3answers
3k views

$\int_{-\infty}^{+\infty} e^{-x^2} dx$ with complex analysis

Inspired by this recently closed question, I'm curious whether there's a way to do the Gaussian integral using techniques in complex analysis such as contour integrals. I am aware of the calculation ...
10
votes
5answers
1k views

Nonzero $f \in C([0, 1])$ for which $\int_0^1 f(x)x^n dx = 0$ for all $n$

As the title says, I'm wondering if there is a continuous function such that $f$ is nonzero on $[0, 1]$, and for which $\int_0^1 f(x)x^n dx = 0$ for all $n \geq 1$. I am trying to solve a problem ...
23
votes
4answers
2k views

Explain $\iint \mathrm dx\mathrm dy = \iint r \mathrm d\alpha\mathrm dr$

It is changing the coordinate from one coordinate to another. There is an angle and radius on the right side. What is it? And why? I got: $2\mathrm dy\mathrm dx = r(\cos^2\alpha-\sin^2\alpha)\mathrm ...
7
votes
2answers
310 views

Methods to evaluate $ \int _{a }^{b }\!{\frac {\ln \left( tx + u \right) }{m{x}^{2}+nx +p}}{dx} $

Today I saw a question with an answer that made me rethink of the following question, since it's not the first time I try to find an answer to it. If you look at the answer of Mhenni Benghorbal here ...
43
votes
6answers
3k views

Ways to evaluate $\int \sec \theta \, d \theta$

The standard approach for showing $\int \sec \theta \, d \theta = \ln |\sec \theta + \tan \theta| + C$ is to multiply by $\frac{\sec \theta + \tan \theta}{\sec \theta + \tan \theta}$ and then do a ...
12
votes
3answers
557 views

$f$ uniformly continuous and $\int_a^\infty f(x)\,dx$ converges imply $\lim_{x \to \infty} f(x) = 0$

Trying to solve $f(x)$ is uniformly continuous in the range of $[0, +\infty)$ and $\int_a^\infty f(x)dx $ converges. I need to prove that: $$\lim \limits_{x \to \infty} f(x) = 0$$ Would ...
12
votes
4answers
2k 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 ...
9
votes
5answers
703 views

Help solving $\int {\frac{8x^4+15x^3+16x^2+22x+4}{x(x+1)^2(x^2+2)}dx}$

$\displaystyle\int {\frac{8x^4+15x^3+16x^2+22x+4}{x(x+1)^2(x^2+2)}\,\mathrm{d}x}$ I used partial fractions, solved $A = 2, C = 3$. $$\frac{A}{x} + \frac{B}{x+1} + \frac{C}{(x+1)^2} ...
17
votes
3answers
7k views

Why is the area under a curve the integral?

I understand how derivatives work based on the definition, and the fact that my professor explained it step by step until the point where I can derive it myself. However when it comes to the area ...
21
votes
4answers
921 views

Evaluate the integral: $\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} dx$

Compute $$\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} dx$$
8
votes
3answers
334 views

A log improper integral

Evaluate : $$\int_0^{\frac{\pi}{2}}\ln ^2\left(\cos ^2x\right)\text{d}x$$ I found it can be simplified to $$\int_0^{\frac{\pi}{2}}4\ln ^2\left(\cos x\right)\text{d}x$$ I found the exact value in the ...
7
votes
4answers
331 views

Evaluating $\frac{1}{2\pi}\int_{0}^{2\pi}\frac{1}{1-2t\cos\theta +t^2}d\theta$

I need solve this integral, and I tried various methods of solving and did not get it. The integral is: $$\frac{1}{2\pi}\int_{0}^{2\pi}\frac{1}{1-2t\cos\theta +t^2}d\theta,$$ where $t$ is a ...
18
votes
5answers
698 views

Evaluating $\int_0^\infty \sin x^2\, dx$ with real methods?

I have seen the Fresnel integral $$\int_0^\infty \sin x^2\, dx = \sqrt{\frac{\pi}{8}}$$ evaluated by contour integration and other complex analysis methods, and I have found these methods to be the ...
7
votes
4answers
572 views

How can I compute the integral $\int_{0}^{\infty} \frac{dt}{1+t^4}$?

I have to compute this integral $$\int_{0}^{\infty} \frac{dt}{1+t^4}$$ to solve a problem in a homework. I have tried in many ways, but I'm stuck. A search in the web reveals me that it can be do it ...
11
votes
2answers
416 views

Frullani proof integrals

How can i prove the theorem of Frullani? I did not even know all the hypothesis that f must satisfy, but I think that this are Let $f:\left[ {0,\infty } \right] \to \mathbb R$ be a a continuously ...
6
votes
1answer
389 views

Summing over General Functions of Primes and an Application to Prime $\zeta$ Function

Along the lines of thought given here, is it in general possible to substitute a summation over a function $f$ of primes like the following: $$ \sum_{p\le x}f(p)=\int_2^x f(t) d(\pi(t))\tag{1} $$ and ...
4
votes
3answers
192 views

Indefinite integral of secant cubed

I need to calculate the following indefinite integral: $$I=\int \frac{1}{\cos^3(x)}dx$$ I know what the result is (from Mathematica): $$I=\tanh^{-1}(\tan(x/2))+(1/2)\sec(x)\tan(x)$$ but I don't ...
2
votes
2answers
734 views

How to integrate $\int e^{-t^{2}} \space dt $ using introductory calculus methods

Earlier today I stumbled across this when I was doing some practice questions for a physics course: $$\int e^{-t^2} \space dt $$ To expand, the limits of integration were something like $1$ and $4$ ...
1
vote
6answers
487 views

Integral of $\int e^{2x} \sin 3x\, dx$

I am suppose to use integration by parts but I have no idea what to do for this problem $$\int e^{2x} \sin3x dx$$ $u = \sin3x dx$ $du = 3\cos3x$ $dv = e^{2x} $ $ v = \frac{ e^{2x}}{2}$ From this I ...
13
votes
5answers
806 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: $$\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$$ ...
14
votes
1answer
436 views

A nice log trig integral

Show that : $$\int_{0}^{\frac{\pi }{2}}{\frac{{{\ln }^{2}}\cos x{{\ln }^{2}}\sin x}{\cos x\sin x}}\text{d}x=\frac{1}{4}\left( 2\zeta \left( 5 \right)-\zeta \left( 2 \right)\zeta \left( 3 \right) ...
14
votes
4answers
548 views

Evaluation of the integral $\int_0^1 \frac{\ln(1 - x)}{1 + x}dx$

How can I evaluate the integral $$\int_0^1 \frac{\ln(1 - x)}{1 + x}dx$$ I tried manipulating the known integral $$\int_0^1 \frac{\ln(1 - x)}{x}dx = -\frac{\pi^2}{6}$$ but couldn't do anything with ...
12
votes
4answers
1k views

Computing the integral of $\log (\sin x)$

How to compute the following integral $$\int \log(\sin x)\,\mathrm dx?$$
9
votes
2answers
1k views

integral with exponential function and logarithm

$$ \int_0^{\infty } \frac{\log (x)}{e^x+1} \, dx = -\frac{1}{2} \log ^2(2) $$ Anyone an idea on how to prove this?
7
votes
3answers
749 views

Name of this identity? $\int e^{\alpha x}\cos(\beta x) \space dx = \frac{e^{\alpha x} (\alpha \cos(\beta x)+\beta \sin(\beta x))}{\alpha^2+\beta^2}$

Again: $$\int e^{\alpha x}\cos(\beta x) \space dx = \frac{e^{\alpha x} (\alpha \cos(\beta x)+\beta \sin(\beta x))}{\alpha^2+\beta^2}$$ Also the one for $\sin$: $$\int e^{\alpha x}\sin(\beta x) ...
2
votes
2answers
186 views

Complex Fourier series

I need to find the complex Fourier series of this function, and I'm having problems calculating these integers: $$|a|<1$$ $$x\in [-\pi,\pi]$$ $$f(x)=\frac{1-a\cos(x)}{1-2a\cos(x)+a^2}$$ ...
21
votes
3answers
911 views

Integrate square of the log-sine integral: $\int_0^{\frac{\pi}{2}}\ln^{2}(\sin(x))dx$

$\displaystyle \int_{0}^{\frac{\pi}{2}} \ln(\sin(x))dx=-\frac{\pi}{2}\ln(2)$ is an integral that is common. But, how can we show ...
14
votes
5answers
501 views

Evaluate: $\int_0^{\pi} \ln \left( \sin \theta \right) d\theta$

Evaluate: $ \displaystyle \int_0^{\pi} \ln \left( \sin \theta \right) d\theta$ using Gauss Mean Value theorem. Given hint: consider $f(z) = \ln ( 1 +z)$. EDIT:: I know how to evaluate it, but I am ...
19
votes
2answers
480 views

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

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
10
votes
2answers
187 views

Laplace's method

I'm still having a little trouble applying Laplace's method to find the leading asymptotic behavior of an integral. Could someone help me understand this? How about with an example, like: ...
6
votes
3answers
205 views

A generalized integral need help

I was thinking this integral : $$I(\lambda)=\int_0^{\infty}\frac{\ln ^2x}{x^2+\lambda x+\lambda ^2}\text{d}x$$ What I do is use a Reciprocal subsitution, easy to show that: ...
10
votes
5answers
2k views

If $\int_0^x f \ dm$ is zero everywhere then $f$ is zero almost everywhere

I have been thinking on and off about a problem for some time now. It is inspired by an exam problem which I solved but I wanted to find an alternative solution. The object was to prove that some ...
1
vote
1answer
191 views

A few improper integral

$$\displaystyle \begin{align*} & \int_{0}^{+\infty }{\frac{\text{d}x}{1+{{x}^{n}}}} \\ & \int_{-\infty }^{+\infty }{\frac{{{x}^{2m}}}{1+{{x}^{2n}}}\text{d}x} \\ & \int_{0}^{+\infty ...
3
votes
1answer
113 views

Integral calculus proof

If $f(x)$ is continuous in $[a,b]$, prove that $ \displaystyle \lim_{n \to \infty} \dfrac{b-a}{n} \displaystyle \sum^n _{k=1} f\left( a + \dfrac{k(b-a)}{n} \right) = \displaystyle \int_a ^ b f(x)dx$ ...
2
votes
3answers
67 views

how to solve an definite integral of floor valute function?

the question is, how to proof that this integral: (the integral is definite from 0 to n^2) $$\int_0^{n^2}\lfloor\sqrt{t}\rfloor dt = \frac{1}{6}n(n-1)(4n+1)$$ i'd very much appreciate your help on ...
2
votes
1answer
337 views

Insidious exponential integral

I hope that someone's up for the challenge; I'm attempting to solve this via computer: \begin{equation} \int_{-\pi}^\pi{\displaystyle \frac{e^{i\cdot a\cdot t}(e^{i\cdot b\cdot t}-1)(e^{i\cdot c ...
104
votes
3answers
5k views

The Integral that Stumped Feynman?

In "Surely You're Joking, Mr. Feynman!," Nobel-prize winning Physicist Richard Feynman said that he challenged his colleagues to give him an integral that they could evaluate with only complex methods ...
14
votes
7answers
2k views

Lebesgue integral basics

I'm having trouble finding a good explanation of the Lebesgue integral. As per the definition, it is the expectation of a random variable. Then how does it model the area under the curve? Let's take ...
26
votes
4answers
1k views

How do I integrate the following? $\int{\frac{(1+x^{2})\mathrm dx}{(1-x^{2})\sqrt{1+x^{4}}}}$

$$\int{\frac{1+x^2}{(1-x^2)\sqrt{1+x^4}}}\mathrm dx$$ This was a Calc 2 problem for extra credit (we have done hyperbolic trig functions too, if that helps) and I didn't get it (don't think anyone ...
30
votes
5answers
1k views

Compute $\int \frac{\sin(x)}{\sin(x)+\cos(x)}\mathrm dx$

I've got troubles in computing the below integral: $$\int \frac{\sin(x)}{\sin(x)+\cos(x)}\mathrm dx$$ I hope it can be expressed in elementary functions. I've tried simple substitution as $u=\sin(x)$ ...
21
votes
1answer
475 views

How to show that $\int_0^1 \left(\sqrt[3]{1-x^7} - \sqrt[7]{1-x^3}\right)\;dx = 0$

Evaluate the integral: $$ \int_0^1 \left(\sqrt[3]{1-x^7} - \sqrt[7]{1-x^3}\right)\;dx$$ The answer is $0,$ but I am unable to get it. There is some symmetry I can not see.
18
votes
1answer
512 views

Interesting integral formula

I looked around and found that integrals of the form $$\int_{0}^{\infty} \frac{x^{m-1}}{a+x^n}, a,m,n \in \mathbb{R}, 0<m<n, 0<a$$ seem to occur very often: Just to give a few examples ...
8
votes
4answers
638 views

Notation question: Integrating against a measure

Suppose $\mu$ is a measure. Is there any difference in meaning between the notation $\int f(x)d\mu(x)$ and the notation $\int f(x) \mu(dx)$? Many thanks.
5
votes
4answers
323 views

Evaluating $\int_0^{\infty}\frac{\ln(x^2+1)}{x^2+1}dx$

How would I go about evaluating this integral? $$\int_0^{\infty}\frac{\ln(x^2+1)}{x^2+1}dx.$$ What I've tried so far: I tried a semicircular integral in the positive imaginary part of the complex ...

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