In the "Surprising Identities" post from a while back, Vladimir Reshetnikov offered the following identity[1]:

$$\int_{0}^{\infty} dx \frac{1}{1 + x^2} \frac{1}{1 + x^{\pi}} = \int_{0}^{\infty}dx \frac{1}{1 + x^2} \frac{1}{1 + x^{e}} \ \ .$$

Where can I find a proof of this?

  1. https://math.stackexchange.com/a/693459/29360
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    $\begingroup$ Really, just sub $x=\tan{t}$ and refer to this answer: math.stackexchange.com/questions/605673/… $\endgroup$ – Ron Gordon Mar 14 '15 at 23:30
  • $\begingroup$ It seems to be true for any exponent, by the way, and I think that they evaluate to $\frac\pi4$ (using Wolfram Alpha for numeric calculation). EDIT: @RonGordon's comment confirmed by suspicion. $\endgroup$ – Akiva Weinberger Mar 15 '15 at 0:11

Observe the integral

$$\int_0^{\infty} \frac{1}{1+x^2}\frac{1}{1+x^s}dx$$for any exponent $s$ for which the integral converges. Then, split the integral $I$ as

$$I= \int_0^{\infty} \frac{1}{1+x^2}\frac{1}{1+x^s}dx=\int_0^{1} \frac{1}{1+x^2}\frac{1}{1+x^s}dx+\int_1^{\infty} \frac{1}{1+x^2}\frac{1}{1+x^s}dx$$

In the second integral, make the substitution $x=\frac{1}{y}$, $dx=-\frac{1}{y^2}dy$, and note that the limits of integration transform from $(1,\infty)$ to $(1,0)$. Thus, we can write

$$I=\int_0^{1} \frac{1}{1+x^2}\frac{1}{1+x^s}dx+\int_1^{0} \frac{1}{1+y^{-2}}\frac{1}{1+y^{-s}} \left(-\frac{1}{y^2}\right) dy$$

In the last integral, absorbing the negative sign by interchanging the order of integration, multiplying numerator and denominator by $y^2y^s$ and simplifying, and changing the dummy integration variable to x yields

$$I=\int_0^{1} \frac{1}{1+x^2}\frac{1}{1+x^s}dx+\int_0^{1} \frac{1}{1+x^{2}}\frac{x^s}{1+x^{s}} dx$$

which after recombining the integrals reveals that

$$I=\int_0^{1} \frac{1}{1+x^2}\frac{1+x^s}{1+x^{s}}dx=\int_0^{1} \frac{1}{1+x^2}dx=\frac{\pi}{4}$$which obviously is independent of $s$!!

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  • $\begingroup$ Interesting! (Although not wholly unexpected from the OP.) $\endgroup$ – Brian Tung May 16 '17 at 17:36

$$\int_0^{+\infty}\frac{dx}{(1+x^2)(1+x^s)}\stackrel{x=\tan{\theta}}{=}\int_0^{\pi/2}\frac{d\theta}{1+\tan^s\theta}\\ \qquad = \int_0^{\pi/2}\frac{\sin^s\theta}{\cos^s \theta+\sin^2\theta}\ d\theta\\ \qquad\stackrel{\phi=\pi/2-\theta}{=}\int_0^{\pi/2}\frac{\cos^s \phi}{\sin^s\phi +\cos^s \phi}\ d\phi\\ =\frac{\pi}{4}$$

where the last line follows by summing the two previous lines together and dividing by $2$.

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