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.

7820 questions
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Evaluating $\int_0^\infty\frac{\cos(ax)}{x^2+1}dx$ without complex analysis or Fourier Transform?

I've been trying to see if there are any real methods of evaluating $$I(a)=\int_0^\infty\frac{\cos(ax)}{x^2+1}dx$$ without invoking the Fourier Transform. I thought about differentiating $I(a)$ but it did not lead me anywhere. Are there any ways to…
aleden
  • 4,007
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Evaluating $I(s)=\int_0^{\frac{\pi}{2}}\ln(1+s\tan(\theta))\cot(\theta)d\theta$

Recently I've encountered this interesting integral$$I(s)=\int_0^{\frac{\pi}{2}}\ln(1+s\tan(\theta))\cot(\theta)d\theta=\int_0^{\infty}\frac{\ln(1+sx)}{x}\frac{dx}{x^2+1}$$ I was wondering if this integral has a closed form in terms of…
aleden
  • 4,007
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3 answers

How calculate $\quad \int_0^\infty \frac{\cos(x^2)}{1+x^2} dx$

How calculate $$\int_0^\infty \frac{\cos(x^2)}{1+x^2}\;dx$$ $\mathbf {My Attempt}$ I tried introducing a new parameter and differentiating twice like this: $$I(a)=\int_0^\infty \frac{\cos(ax^2)}{1+x^2}\;dx \quad…
Wolfdale
  • 749
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Compute the following improper integral with parameters:

For $a,b>0$, evaluate $$I(a,b)= \int_0^\infty \ln(a^2\sin^2x+b^2\cos^2x)dx.$$ What I thought of is that I can try to find an integral $\int_a^b \text{(something)}dy$ such that the result would be $\ln(a^2\sin^2x+b^2\cos^2x)$ (and therefore…
Rosi98
  • 57
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Convergence of $\int_0^{\infty}\frac{|\sin x|}{e^{x^2 \sin^2 x}}dx$

I am trying to figure out is following integral converge or diverge $$\int_0^{\infty}\frac{|\sin x|}{e^{x^2 \sin^2 x}}dx$$ I have tried to find inequalities on $$\int_{k\pi}^{(k+1)\pi}\frac{|\sin x|}{e^{x^2 \sin^2 x}}dx$$ but with no success. Any…
qwenty
  • 1,540
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Compute $\int_{0}^{+\infty}\text{arctan}\left(e^{-x}\right)\text{d}x$

I think I've shown that the integral $I$ defined by $$ I=\int_{0}^{+\infty}\text{arctan}\left(e^{-x}\right)\text{d}x $$ exists and I wonder what is its value. The function $s :x \mapsto \text{arctan}\left(e^{-x}\right)$ is continuous and positive…
Atmos
  • 7,369
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How to calculate $\int_0^\infty e^{-x} \prod_{n=1}^\infty (1-e^{-24nx} ) dx$

How to calculate $$\int_0^\infty e^{-x} \prod_{n=1}^\infty (1-e^{-24nx} ) dx$$ I'm stuck with the integral as I don't know how to handle the product.
Wolfdale
  • 749
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Improper integral of $\int_{0}^{\infty}\dfrac{t}{e^{2\pi t}-1}dt$

I'm having trouble calculating $$\int_{0}^{\infty}{\dfrac{t}{e^{2\pi t}-1}dt}$$ I tried with substitution but I get to a point where I must calculate $$\int_{1}^{\infty}{\dfrac{\ln(y)}{y^2-y}}dy$$ and I still having the same problem. Any ideas?
Nah
  • 889
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To test convergence of improper integral $\int_{0}^{1} \left(\log\left(\frac{1}{x}\right)\right)^m\,\mathrm dx$

To test convergence of improper integral $$\int_{0}^{1} \left(\log\left(\frac{1}{x}\right)\right)^m\,\mathrm dx$$ I made cases and I am stuck on case in which I have to check convergence for $m< 0 , x =1$ is the point of infinite discontinuity of…
godonichia
  • 2,235
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How to show $\int_0^\infty\frac{dx}{x\sqrt{1-x^2}}=\pi/2$

How to show that $$\int_0^\infty\frac{dx}{x\sqrt{1-x^2}}=\frac{\pi}{2}$$ The problem is that I don't know what is $$\lim\limits_{x\to\infty}{\mathrm{arcsec}\ x}$$
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A question about Dirichlet Test for converge $- f(x)=\sin x/x^{\alpha}$

I know how to solve and prove that $$\int_{0}^{\infty} \frac{\sin(x)}{x^\alpha} \, dx$$ converge for $ 0 < \alpha < 2 $ with regular tests and integration by parts. But with the Dirichlet test, I just see that I have one function which is…
YNWA
  • 509
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Improper integral comparison test $\frac{\sin(x)}{x^2}$

The question asks whether the following converges or diverges. $$ \int_{0}^{\infty } {\left\vert\,\sin\left(\,x\,\right)\,\right\vert \over x^2}\,{\rm d}x $$ Now I think there might be a trick with the domain of sine function but I couldn't make up…
3
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3 answers

Test for convergence

Possible Duplicate: Does $ \int_0^{\infty}\frac{\sin x}{x}dx $ have an improper Riemann integral or a Lebesgue integral? I am stuck with the following integral: \begin{equation} \int_\mathbb{R} \frac{\sin t}{t} \end{equation} I would like to find…
harlekin
  • 8,740
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2 answers

Does $\int_0^\infty \frac{\ln(x^2+1)}{x^\alpha}dx$ converge?

$$\int_{0}^{\infty} \frac{\ln(x^2+1)}{x^\alpha} dx$$ Now I am a bit confused here, I know that for a very small integer $(x)$, $\ln(x^2+1)$ acts very similar to $x^2$, so I can solve it for $(0,1)$ but checking from $1$ to infinity, I know that…
YNWA
  • 509
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For which values is this improper integral convergent?

I have a question here, which I would appreciate some help for: for which values of $\alpha$ is the improper integral $\int_0^1\frac{e^x - 1}{x^\alpha}dx$ convergent? I kind of get that I'm supposed to convert it into a power series using power…
thbcm
  • 539