Questions tagged [improper-integrals]

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 $\infty$ or $-\infty$, or as both endpoints approach limits.

An improper integral is defined as the limit of a definite integral as an endpoint of the interval of integration approaches either a specified real number or $\infty$ or $-\infty$, or as both endpoints approach limits.

Specifically, an improper integral is a limit of the form:

$$\lim_{b\to \infty} \int_{a}^{b} f(x) \ dx \,,\ \lim_{a \to -\infty} \int_{a}^{b} f(x) \ dx$$ or of the form $$\lim_{c \to b^{-}} \int_{a}^{c} f(x) \ dx \,,\ \lim_{c \to a^{+}} \int_{c}^{b} f(x) \ dx$$

in which one takes a limit in one or the other (or sometimes both) endpoints.

Often, we can compute values for improper integrals, even when the function cannot be integrated in the conventional sense (as a Riemann integral, for instance), because of a singularity in the function or because one of the bounds of integration is infinite.

7043 questions
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Evaluate $ \int_{0}^{\frac{\pi}2}\frac1{(1+x^2)(1+\tan x)}\:\mathrm dx$

Evaluate the following integral $$ \tag1\int_{0}^{\frac{\pi}{2}}\frac1{(1+x^2)(1+\tan x)}\,\mathrm dx $$ My Attempt: Letting $x=\frac{\pi}{2}-x$ and using the property that $$ \int_{0}^{a}f(x)\,\mathrm dx = \int_{0}^{a}f(a-x)\,\mathrm dx $$ we…
259
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32 answers

Evaluating the integral $\int_0^\infty \frac{\sin x} x \,\mathrm dx = \frac \pi 2$?

A famous exercise which one encounters while doing Complex Analysis (Residue theory) is to prove that the given integral: $$\int\limits_0^\infty \frac{\sin x} x \,\mathrm dx = \frac \pi 2$$ Well, can anyone prove this without using Residue theory? …
208
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Proving $\int_{0}^{\infty} \mathrm{e}^{-x^2} dx = \frac{\sqrt \pi}{2}$

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
Jichao
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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: $$\int_0^1\ln\left(1+\frac{\ln^2x}{4\,\pi^2}\right)\frac{\ln(1-x)}x…
131
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10 answers

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: $$\begin{align}\int_0^1\frac{\ln^3(1-x)\ln x}x\mathrm…
113
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9 answers

Proof of Frullani's theorem

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 differentiable function such that $$ \mathop…
August
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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? $$\int_0^\infty\frac{\cos x}{1+x^2}\,\mathrm{d}x$$
87
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15 answers

Proof of $\int_0^\infty \left(\frac{\sin x}{x}\right)^2 \mathrm dx=\frac{\pi}{2}.$

I am looking for a short proof that $$\int_0^\infty \left(\frac{\sin x}{x}\right)^2 \mathrm dx=\frac{\pi}{2}.$$ What do you think? It is kind of amazing that $$\int_0^\infty \frac{\sin x}{x} \mathrm dx$$ is also $\frac{\pi}{2}.$ Many proofs of this…
TCL
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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: $$J_\mu(x)=\sum…
Vladimir Reshetnikov
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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 because the integral looks very interesting to me.…
Venus
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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 $$\int_{-\infty}^{+\infty} f(x) \, dx = \int_{-\infty}^{+\infty} f\left( x - \frac{1}{x} \right) \, dx\text{ ?}$$
Hung Nguyen
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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 \cos\left(x\right)\sin\left(x\right)}\,{\rm d}x ={1 \over…
Ryan
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69
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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 problem evaluating it while I haven't the slightest…
user54031
61
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3 answers

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, in conjunction with my age-old interest in…
57
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Evaluating $\int_0^\infty \frac{dx}{\sqrt{x}[x^2+(1+2\sqrt{2})x+1][1-x+x^2-x^3+...+x^{50}]}$

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]…
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