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The definite integral $\displaystyle\int_0^1\frac{\mathrm dx}{1+x^2}$ is evaluated as such:

Letting $x=\tan\theta$, $\mathrm dx=\sec^2\theta\ \mathrm d\theta$, $\begin{cases}x=0\\\theta=0\end{cases}$, $\begin{cases}x=1\\\theta=\frac\pi4\end{cases}$:

$$=\int_0^\frac\pi4\frac{\sec^2\theta\ \mathrm d\theta}{\sec^2\theta}$$

$$=\int_0^\frac\pi4\mathrm d\theta$$

$$=\frac\pi4$$

The question is, in the first step, why can I not have $\begin{cases}x=1\\\theta=\frac{5\pi}4\end{cases}$ instead, and the result would become $\frac{5\pi}4$?

Kenny Lau
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4 Answers4

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I think we should go back to the method of substitution in indefinite integral first.

So the argument is like this: If you can't integrate $\int f(x)dx$ directly, try to find an $\textit{invertible function}$ $x=g(u)$ so that you can find easily a function $F(u)$ such that $$\frac{dF}{du}=f(g(u))g'(u)$$ Then, by chain rule $$\frac{d}{dx}F(g^{-1}(x))=\frac{d}{du}F(u)\frac{d}{dx}g^{-1}(x)=f(g(u))g'(u)\frac{1}{g'(u)}=f(x)$$ and hence $$\int f(x)dx=F(g^{-1}(x))$$.

So from the above, $g(u)$ need to be a $\textit{function}$ which is $\textit{invertible}$ and the inverse function is $\textit{differentiable}$.

So your case, you are using $x=\tan \theta$ of which is invertible with differentiable inverse only if you restrict the domain of $x=\tan \theta$ inside a certain interval $(-\pi/2+n\pi,\pi/2+n\pi)$ so that $\arctan x$ is well defined and differentiable.

velut luna
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  • The tangent function, $\tan (x)$ is uniquely defined for all $x=\pi/2+\ell \pi$. As such there are no branches of the tangent function. You mean, of course, branches of the arctangent function, which I discuss in my answer herein. ;-)) -Mark – Mark Viola May 08 '16 at 05:05
  • @Dr.MV Thanks! Corrected. – velut luna May 08 '16 at 05:15
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One way to argue is that $I \leq \displaystyle \int_{0}^1 1 dx = 1 < \dfrac{5\pi}{4}$

DeepSea
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Because the principal value of arctan is being used.

If you choose $\theta = 1$ at $x=1$, you would have to choose $\theta = \pi$ at $x=0$ and the result would again be $\pi/4$.

marty cohen
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  • Why would I "have to" choose $\theta=\pi$? – Kenny Lau May 08 '16 at 03:27
  • Because arctan is a multi-valued function, and, to avoid paradoxical results like yours, you have to take all values in a range of size $\pi$. – marty cohen May 08 '16 at 03:29
  • I'm not quite satisfied with "you have to do this for convenience". Could you actually point out why $\displaystyle\int_0^1\frac{\mathrm dx}{1+x^2}\ne\int_0^{\frac{5\pi}4}\mathrm d\theta$? – Kenny Lau May 08 '16 at 03:41
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The multiple branches for the arctangent function have integral representation

$$\arctan(x;n)=n\pi+\int_0^x \frac{1}{1+u^2}\,du \tag 1$$

for integer $n$. On the principal branch for the arctangent, $n=0$.

Using $(1)$, we can write the integral of interest as

$$\int_{0}^1\frac{1}{1+u^2}\,du=\arctan(1;n)-\arctan(0;n) \tag 2$$

The choice of branch for the arctangent does not impact the value of the integral in $(2)$, provided one uses only one branch for both $\arctan(1;n)$ and $\arctan(0;n)$.

An as aside, we can evaluate the integral in $(2)$ without appealing to the arctangent function. For $|x|\le 1$, the integral in $(1)$ can be transformed into the series

$$\int_0^x \frac{1}{1+u^2}\,du=\sum_{n=0}^\infty \frac{(-1)^n\,x^{2n+1}}{2n+1}$$

For $x= 1$, Leibniz used a purely geometric proof to show

$$\sum_{n=0}^\infty \frac{(-1)^n}{2n+1}=\frac{\pi}{4} $$

Using Leibniz's result, we can also evaluate the integral $\int_0^\infty \frac{1}{1+u^2}\,du$ by writing

$$\begin{align} \int_0^\infty \frac{1}{1+u^2}\,du&=\int_0^1\frac{1}{1+u^2}\,du+\int_1^\infty \frac{1}{1+u^2}\,du \tag 3\\\\ &=2\int_0^\infty \frac{1}{1+u^2}\,du \tag 4\\\\ &=\frac{\pi}{2} \end{align}$$

where in going from $(3)$ to $(4)$ we enforced the substitution $u\to 1/u$ in the second integral. Therefore, we find that

$$\lim_{x\to \infty}\arctan(x;n)=n\pi+\pi/2$$

as expected!

Mark Viola
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  • Please let me know how I can improve my answer. I really want to give you the best answer I can. If the answer is not useful, I am happy to delete. Please advise. -Mark – Mark Viola Jun 05 '16 at 20:43