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I'm a sucker for exotic integrals like the one evaluated in this post. I don't really know why, but I just can't get enough of the amazing closed forms that some are able to come up with.

So, what are your favorite exotic integral identities, and how do you prove them?

clathratus
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    You may want to invest in this book. I am giving it to myself as a Christmas present

    https://www.amazon.com/dp/0521796369/?tag=stackoverflow17-20&fbclid=IwAR2zdOpuW9aiUQINxOUmms-U6WYqGTWtdOhP-8EPC0v33RfGsrHeoXlnNZ4

    –  Dec 06 '18 at 03:39
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    You should refer to this question:

    https://math.stackexchange.com/questions/1096701/nice-book-on-integrals

    –  Dec 06 '18 at 03:46
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    I know what you mean - I can't get enough of 'em either! There's that one that Peter Borwein likes to use in his demostrations: a product of progressively scaled sinc functions, that's π/2 upto a certain point then starts to be a bit less. A _very very __tiny___ bit! – AmbretteOrrisey Dec 08 '18 at 02:32
  • You can invent such integrals through "milking" techniques described here. Perhaps this one is the most remarkable they found. – J.G. Dec 03 '20 at 08:13
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    $$\int_{0}^{\infty} \frac{x\ln(\tanh(x))^2}{3\cosh(2x)-2e^{-2x}}\text{d}x = -\frac{\pi^4}{96\sqrt{3} } -\frac{\ln3\ln^3(2+\sqrt{3} )}{24\sqrt{3} } -\frac{\pi^2}{12\sqrt{3} }\operatorname{Li}_2\left (-\frac{1}{\sqrt{3}} \right ) +\frac{\pi^2}{12\sqrt{3} }\operatorname{Li}_2\left (\frac{1}{\sqrt{3}} \right) -\frac{\pi^2}{4\sqrt{3} }\operatorname{Li}_2\left (\sqrt{3}-2 \right) -\frac{1}{2\sqrt{3} }\operatorname{Li}_4\left (2-\sqrt{3} \right) +\frac{1}{2\sqrt{3} }\operatorname{Li}_4\left (-2+\sqrt{3} \right)$$ – Setness Ramesory Sep 28 '21 at 13:02
  • @aaaaaaaaabbbbbbbbbcccccc wow. how do you get that one? – clathratus Sep 28 '21 at 16:58
  • $\int_{0}^{\frac{1}{2}}\frac{\operatorname{arccot}\left(x\right)}{x^{2}-x-1}dx = -\frac{\left(\pi+2\arctan\left(2\right)\right)\operatorname{arccoth}\left(\sqrt{5}\right)}{2\sqrt{5}}$ – Accelerator May 04 '23 at 04:11

10 Answers10

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Here are some of my favorites: $$\int_0^\pi \sin^2\Big(x-\sqrt{\pi^2-x^2}\Big)dx=\frac{\pi}{2}$$ $$\int_0^\infty \frac{\ln(x)}{(1+x^{\sqrt 2})^\sqrt{2}}dx=0$$ $$\int_0^\infty \frac{dx}{(1+x^{1+\sqrt{2}})^{1+\sqrt{2}}}=\frac{1}{\sqrt{2}}$$ $$\int_{-\infty}^\infty \ln(2-2\cos(x^2))dx=-\sqrt{2\pi}\zeta(3/2)$$ $$\int_0^\infty \frac{\text{erf}^2(x)}{x^2}dx=\frac{4\ln(1+\sqrt{2})}{\sqrt{\pi}}$$ $$\int_0^\infty \frac{x^{3}\ln(e^x+\frac{x^3}{6}+\frac{x^2}{2}+x+1)-x^4}{\frac{x^3}{6}+\frac{x^2}{2}+x+1}=\frac{\pi^2}{2}$$ $$\int_0^{\pi/2} \ln(x^2+\ln^2(\cos(x)))dx=\pi\ln(\ln(2))$$ $$\int_0^\infty \frac{\arctan(2x)+\arctan(x/2)}{x^2+1}dx=\frac{\pi^2}{4}$$ $$\int_0^{\pi/2}\frac{\sin(x+100\tan(x))}{\sin(x)}dx=\frac{\pi}{2}$$ $$\int_0^1 \frac{x\ln(1+x+x^4+x^5)}{1+x^2}dx=\frac{\ln^2(2)}{2}$$ $$\int_0^{1/2}\sin(8x^4+x)\cos(8x^4-x)\cos(4x^2)xdx=\frac{\sin^2(1)}{16}$$

$$\int_0^{2\pi} \sqrt{2+\cos(x)+\sqrt{5+4\cos(x)}}dx=4\pi$$

And here are four extremely exotic scrumptious integrals:

$$\int_0^1 \frac{\sin(\pi x)}{x^x (1-x)^{1-x}}dx=\frac{\pi}{e}$$ $$\int_{-\infty}^\infty \frac{dx}{(e^x-x)^2+\pi^2}=\frac{1}{1+\Omega}$$

$$\int_0^\infty \frac{3\pi^2+4(z-\sinh(z))^2}{[3\pi^2+4(z-\sinh(z))^2]^2+16\pi^2(z-\sinh(z))^2}dz=\frac{1}{8+8\sqrt{1-w^2}}$$

$$\int_0^{\pi/2}\ln|\sin(mx)|\ln|\sin(nx)|dx=\frac{\pi^3}{24}\frac{\gcd^2(m,n)}{mn}+\frac{\pi \ln^2(2)}{2}$$

...where $\Omega$ is the Omega Constant, $w$ is the Dottie Number, and $m,n\in\mathbb N$.

Franklin Pezzuti Dyer
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Here are some links to a few integrals: 1 (Big list, but not all of them got the right answer). From AoPS: 2, 3 , 4. Some that are solvable with Feynman's trick: here.

As for my favourites (most of them appeared on Romanian Mathematical Magazine), some are: $$I_1=\int_0^\frac{\pi}{2} \frac{\arctan(\tan x\sec x)}{\tan x +\sec x}dx=\frac{\pi}{2}\ln 2 -\frac{\pi}{6}\ln(2+\sqrt 3)$$ $$I_2=\int_0^\infty \exp\left(-\frac{3x^2+15}{2x^2+18}\right)\cos\left(\frac{2x}{x^2+9}\right)\frac{dx}{x^2+1}=\frac{\pi}{e}$$ $$I_3=\int_0^1 \frac{\ln^2 (1+x) (\ln^2 (1+x) +6\ln^2(1-x))}{x}dx=\frac{21}{4}\zeta(5)$$ $$I_4=\int_0^\infty \frac{\ln x}{(\pi^2+\ln^2 x)(1+x)^2}\frac{dx}{\sqrt x}=-\frac{\pi}{24}$$ $$I_5=\int_0^\infty \frac{1-\cos x}{8-4x\sin x +x^2(1-\cos x)}dx=\frac{\pi}{4}$$ $$I_6=\int_0^\infty \frac{\arctan x}{x^4+x^2+1}dx=\frac{\pi^2}{8\sqrt{3}}-\frac{2}{3}G+\frac{\pi}{12}\ln(2+\sqrt{3})$$ $$I_7=\int_0^\infty \frac{\ln(1+x)}{x^4-x^2+1}dx=\frac{\pi}{6}\ln(2+\sqrt 3)+\frac23 G -\frac{\pi^2}{12 \sqrt 3}$$ $$I_8=\int_0^1 \frac{\ln(1-x^2)\ln(1+x^2)}{1+x^2}dx=\frac{\pi^3}{32}-3G\ln 2+\frac{\pi}{2}\ln^22.$$ $$I_{9}=\int_0^{\frac{\pi}{4}} \ln\left(2+\sqrt{1-\tan^2 x}\right)dx = \frac{\pi}{2}\ln\left(1+\sqrt{2}\right)+\frac{7\pi}{24}\ln2-\frac{\pi}{3}\ln\left(1+\sqrt{3}\right)-\frac{G}{6}$$ $$I_{10}=\int_{-\infty}^\infty \frac{\sin \left(x-\frac{1}{x}\right) }{x+\frac{1}{x}}dx=\frac{\pi}{e^2}$$ $$I_{11}=\int_{-\infty}^\infty \frac{\cos \left(x-\frac{1}{x}\right) }{\left(x+\frac{1}{x}\right)^2}dx=\frac{\pi}{2e^2}$$ $$I_{12}=\int_0^1 \frac{\ln(1-x)\ln(1-x^4)}{x}dx=\frac{67}{32}\zeta(3)-\frac{\pi}{2} G$$ $$I_{13}=\int_0^\frac{\pi}{2} x^2 \sqrt{\tan x}dx=\frac{\sqrt{2}\pi(5\pi^2+12\pi\ln 2 - 12\ln^22)}{96}$$ $$I_{14}=\int_0^\frac{\pi}{4} \operatorname{arcsinh} (\sin x) dx=G-\frac58\operatorname{Cl}_2\left(\frac{\pi}{3}\right)$$ $$I_{15}=\int_0^\frac{\pi}{2} x \arcsin \left(\sin x-\cos x\right)dx=\frac{\pi^3}{96}+\frac{\pi}{8}\ln^2 2$$ $$I_{16}=\int_0^\infty \int_0^\infty \frac{\ln(1+x+y)}{xy\left((1+x+y)(1+1/x+1/y)-1\right)}dxdy=\frac72 \zeta(3)$$ Where $G$ is Catalan's constant and $\operatorname{Cl}_2 (x)$ is the Clausen function.

Zacky
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    These are really nice integrals. Thanks. – clathratus Dec 06 '18 at 00:58
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    Cheers @Zacky! I too will be working on these! –  Dec 06 '18 at 03:37
  • Could I have a starter tip on $I_6$ and $I_7$? I'm very lost – clathratus Dec 13 '18 at 03:09
  • For $I_6$ you can follow the same approach as seen here (it should be easier) https://math.stackexchange.com/q/2983399/515527. For $I_7$ you can split the integral $\int_0^1 +\int_1^\infty $ and in the second one let $x=\frac1t$, then you get two integrals, one is this: https://math.stackexchange.com/questions/2961277/integral-int-01-fracx21-ln1xx4-x21dx and one: https://math.stackexchange.com/questions/2802487/integral-int-01-frac-sqrt-x-ln-x-x2-x1dx – Zacky Dec 13 '18 at 12:46
  • The link you provided for $I_6$ only shows me how to do $$\int_0^\infty \frac{\arctan(x^2)}{x^4+x^2+1}dx$$ but doesn't actually help me with $I_6$. – clathratus Dec 17 '18 at 03:27
  • @clathratus Substitute $x=\frac1t$ then add what you get with the initial integral. Thus you get: $$2I_6=\frac{\pi}{2}\int_0^\infty \frac{dx}{x^4+x^2+1}-\int_0^\infty\frac{(x^2-1)\arctan x}{x^4+x^2+1}dx $$ The first one is trivial, and for the second one integrate by parts followed by the substitution $x=\tan t$. Afterwards I suggest to use Feynman's trick. – Zacky Dec 17 '18 at 09:28
  • wait nevermind. Thank you for all the help:) – clathratus Dec 17 '18 at 19:10
  • @Zacky Got any hints for the last one? Through substitution, I've worked it down to $$4\int_2^\infty \frac{\sin\sqrt{x^2-4}}{x}dx$$ but I've no idea how to do that one. – Franklin Pezzuti Dyer Jan 05 '19 at 19:31
  • @Frpzzd a proof via residue theorem (not a fan) is found here: https://math.stackexchange.com/questions/3058069/integral-for-the-new-year-2019.

    I was about to post another way (using real methods), but I realised I am missing something and gave up. I basically substituted $x-\frac{1}{x}=t$.

    – Zacky Jan 05 '19 at 19:37
  • @Zacky Yeah, I'm not a fan of the RT either. I've reduced it to the integral $$2\int_0^\infty \frac{x\sin(x)}{x^2+4}dx$$ which is a classic that can be done with the RT. Want to try and find another way using real methods? – Franklin Pezzuti Dyer Jan 05 '19 at 19:48
  • @Frpzzd well, using the substitution: $x=2t$ it reduces to $\int_0^\infty \frac{t\sin (2t)}{t^2+1}dt$. I have a proof using real methods here: https://imgur.com/a/BhrHLx6, only that $t=2$ in the photo, but sure maybe there are other nice proofs. – Zacky Jan 05 '19 at 19:51
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    @Zacky Oh yeah, looks like you have one. Nice! – Franklin Pezzuti Dyer Jan 05 '19 at 19:53
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    @Frpzzd Here is another one that you might like: $$\int_{-\infty}^\infty \frac{\cos\left(x-\frac{1}{x}\right)}{\left(x+\frac{1}{x}\right)^2}dx$$ – Zacky Jan 05 '19 at 20:04
  • The way I solve it is similar to this: https://math.stackexchange.com/a/365671/515527 , but I got confused at this row: $$2 \int_0^\infty \frac{\cos\left(x-\frac{1}{x}\right)}{1+x^2} \mathrm{d}x = \int_{-\infty}^\infty \frac{2 \cos(u)}{1+x_+(u)^2} \frac{x_+^\prime(u)}{2} \mathrm{d}u + \int_{-\infty}^\infty \frac{2 \cos(u)}{1+x_-(u)^2} \frac{x_-^\prime(u)}{2} \mathrm{d}u$$ – Zacky Jan 05 '19 at 20:07
  • Could I have some help on $I_{14}$? I've 'reduced' it to $$I_{14}=\frac\pi4\ln\left(\frac{1+\sqrt3}{\sqrt2}\right)-\int_0^{1/\sqrt2}\frac{\arcsin(x)}{\sqrt{1+x^2}}dx$$ but I don't know how to continue with the remaining integral. It is fairly evident that there is an intimate connection between $I_{14}$ and $\mathrm{Cl}_2$ but I am having trouble finding it exactly. Would it have something to do with $\sinh^{-1}(\sin x)=\ln\left(\sin(x)+\sqrt{1+\sin^2(x)}\right)$? – clathratus Sep 30 '19 at 17:20
  • @clathratus try to apply Feynman's trick from the start. – Zacky Sep 30 '19 at 17:46
  • uuuuuhhhhh, how? setting $\int_0^{\pi/4}\sinh^{-1}(\sin ax)dx$ isn't very helpful, and neither is $\int_0^{\pi/4}\sinh^{-1}(a\sin x)dx$. – clathratus Sep 30 '19 at 20:58
  • Hmm, the second one should be helpful. I'll see tomorrow. – Zacky Sep 30 '19 at 21:50
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You might find a lot of crazy integrals and series in the book, (Almost) Impossible Integrals, Sums, and Series. A few examples of integrals,

$$\int_0^{\pi/2} \cot (x) \log (\cos (x)) \log ^2(\sin (x)) \operatorname{Li}_3\left(-\tan ^2(x)\right) \textrm{d}x$$ $$ =\frac{109}{128}\zeta(7)-\frac{23}{32}\zeta(3)\zeta(4)+\frac{1}{16}\zeta(2) \zeta(5);$$ $$ \int_0^{\log(1+\sqrt{2})} \coth (x) \log (\sinh (x)) \log \left(2-\cosh ^2(x)\right)\text{Li}_2\left(\tanh ^2(x)\right) \textrm{d}x$$ $$ =\frac{73}{128}\zeta(5)-\frac{17}{64}\zeta(2)\zeta(3);$$ $$\int_0^1 \frac{\displaystyle\log^2(1-x)\operatorname{Li}_3\left(\frac{x}{x-1}\right)}{1+x} \textrm{d}x$$ $$=\frac{1}{36} \log ^6(2)-\frac{1}{6}\log ^4(2)\zeta (2)+\frac{7}{24} \log ^3(2) \zeta (3)+\frac{5}{8}\log ^2(2) \zeta (4)-\frac{581}{48} \zeta (6)$$ $$ -\frac{7}{8} \log (2) \zeta (2)\zeta (3)-\frac{79}{64} \zeta^2 (3);$$

$$ \sin (\theta)\sin\left(\frac{\theta}{2}\right)\int_0^1 \frac{\displaystyle x}{(1-x) \left(1-2 x \cos (\theta)+x^2\right)} (\zeta (m+1)-\text{Li}_{m+1}(x)) \textrm{d}x$$ $$ =(-1)^{m-1} \sum_{k=1}^{\infty}\frac{H_{k+1}}{(k+1)^{m+1}}\sin\left(\frac{k \theta}{2}\right)\sin\left(\frac{(k+1)\theta}{2}\right)$$ $$ +(-1)^{m-1}\sum_{i=2}^{m} (-1)^{i-1}\zeta(i)\sum_{k=1}^{\infty}\frac{\displaystyle \sin\left(\frac{k\theta}{2}\right)\sin\left(\frac{(k+1) \theta}{2}\right)}{(k+1)^{m-i+2}};$$ $$\sin\left(\frac{\theta}{2}\right)\int_0^1\frac{x(\cos(\theta)-x)}{(1-x)(1-2x\cos(\theta)+x^2)}(\zeta (m+1)-\text{Li}_{m+1}(x))\textrm{d}x$$ $$ =(-1)^{m-1}\sum_{k=1}^{\infty}\frac{H_{k+1}}{(k+1)^{m+1}}\sin\left(\frac{k\theta}{2}\right)\cos\left(\frac{(k+1)\theta}{2}\right)$$ $$ +(-1)^{m-1}\sum_{i=2}^{m}(-1)^{i-1} \zeta(i)\sum_{k=1}^{\infty} \frac{\displaystyle \sin\left(\frac{k\theta}{2}\right)\cos\left(\frac{(k+1)\theta}{2}\right)}{ (k+1)^{m-i+2}}.$$

A few examples of series (which you may also transform into some fancy integrals if you wish to),

$$\sum_{n=1}^{\infty}\frac{H_n}{n^2}\left(\frac{ H_1}{1^3}+\frac{H_2}{2^3}+\cdots +\frac{H_n}{n^3} \right)=10\zeta(7)+\frac{9}{2}\zeta(2)\zeta(5)-\frac{23}{2}\zeta(3)\zeta(4);$$ $$ \sum_{n=1}^{\infty}\frac{H_n}{n^3}\left(\frac{H_1}{1^2}+\frac{H_2}{2^2}+\cdots +\frac{H_n}{n^2} \right)=\frac{23}{2}\zeta(3)\zeta(4)-\frac{11}{2}\zeta(2)\zeta(5)-4\zeta(7);$$ $$\sum_{n=1}^{\infty}\frac{H_n^2}{n^2}\left(\frac{H_1}{1^2}+\frac{H_2}{2^2}+\cdots +\frac{H_n}{n^2} \right)=\frac{45}{16}\zeta(7)-\frac{7}{2}\zeta(2)\zeta(5)+\frac{17}{2}\zeta(3)\zeta(4);$$ $$\sum_{n=1}^{\infty}\frac{H_n}{n^2}\left(\frac{H_1^2}{1^2}+\frac{H_2^2}{2^2}+\cdots +\frac{H_n^2}{n^2} \right)=\frac{93}{8} \zeta(7)+\frac{11}{2}\zeta(2)\zeta(5)-\frac{51}{4}\zeta(3)\zeta(4);$$ $$ \zeta(4)$$ $$ =\frac{8}{5}\sum _{n=1}^{\infty } \frac{H_n H_{2 n}}{n^2}+\frac{64}{5}\sum _{n=1}^{\infty } \frac{ \left(H_{2 n}\right)^2}{ (2 n+1)^2}+\frac{64}{5}\sum _{n=1}^{\infty } \frac{H_{2 n}}{(2 n+1)^3}$$ $$ -\frac{8}{5}\sum _{n=1}^{\infty } \frac{\left(H_{2 n}\right){}^2}{ n^2}-\frac{32}{5}\sum _{n=1}^{\infty } \frac{H_n H_{2 n}}{(2 n+1)^2}-\frac{64}{5}\log(2)\sum _{n=1}^{\infty } \frac{H_{2 n}}{(2 n+1)^2}-\frac{8}{5}\sum _{n=1}^{\infty } \frac{H_{2 n}^{(2)}}{ n^2}.$$

Extremely crazy integrals you may also find in the paper The derivation of eighteen special challenging logarithmic integrals by Cornel Ioan Valean.

I'm sure a lot of crazy integrals you'll also meet in the sequel of the book (Almost) Impossible Integrals, Sums, and Series since the author prepares a continuation of this book.

user97357329
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$$\int_{-\infty}^\infty\prod_{k=1}^n\operatorname{sinc}{\theta\over(2k-1)}d\theta=\pi ,$$provided $n\in{1 ... 7}$ ... for $n\geq8$, it starts being $<π$ by the most miniscule amounts!

  • Really interesting! where can I learn more? – clathratus Dec 08 '18 at 02:43
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    It's actually called the Borwein integral. I strongly recommend the works of Peter Borwein in this connection - you'd love it! There's heaps of these crazy integrals in his works, & he's a specialist in unlimited precision arithmetic. He has an algorithm for finding closed-form expressions given a decimal expansion, that finds with a certain probability - rapidly increasing with number of digits - the peak-probability closed-form ... like if you were to say "hmmm - that looks like the square-root of ζ(3)!", or something - but systematised. And Ising integrals ... and ... and ... ! – AmbretteOrrisey Dec 08 '18 at 02:51
  • Wow thank you for this! I'll certainly look into that. :) – clathratus Dec 08 '18 at 02:53
  • You're very welcolme ... I well -understand the compulsion! – AmbretteOrrisey Dec 08 '18 at 02:58
  • I have noticed that you are very enthusiastic about cool integral identities, and I was wondering if you'd like to collaborate on an integral document with user @DavidG and me. let me know :) – clathratus Jan 02 '19 at 05:59
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    @Clathratus -- I presume you mean me? I like the sound of the idea! Quite likely ... if it means I get an endless supply of the "meat that you know not of", to paraphrase a certain prophet perched on the edge of a well in Samaria! – AmbretteOrrisey Jan 02 '19 at 06:09
  • Great! My email is [email protected]. I will contact you with David and we'll bring you to the document! – clathratus Jan 02 '19 at 06:12
  • Wait I messed up... You need to contact me/tell me your email so I can take you to the document – clathratus Jan 02 '19 at 06:17
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    Use [email protected] ¶ (It's Koine Greek ... it means to which they had gone.) – AmbretteOrrisey Jan 02 '19 at 06:23
  • I look forward to communiqué with you soon. This very moment is not practical ... in fact it's only by a fluke that you caught me when you did, really! – AmbretteOrrisey Jan 02 '19 at 06:34
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    @Clathratus -- what I'll do for now, I think, is get it sorted just why that Borwein integral has it's property - afterall, I've quoted the result without any proof! Got sufficient material on it - and it appears within my measure. It's immediately less mysterious reflecting that the Fourier transform of sinc is the top-hat function ... so analysing it - if you have the integral of sinc×cos(a) (a being the radius of the top-hat) it suddenly becomes 0 the instant you have more than a full cycle of cos inside the central 'lobe' of sinc. And that is indeed what it's essentially about. – AmbretteOrrisey Jan 03 '19 at 17:40
4

I'm partial to the one in this question What is the Centroid of $z=\frac{1}{(1-i\tau)^{i+1}},\ \ \tau\in (-\infty,\infty)$ .

I found a solution, but it was hardly elegant. A solution that doesn't use hypergeometric functions in the middle of the solution would be nice.

Andy Walls
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This might not be a difficult integral but it made me come up with a new method to solve it so I think it's quite exotic.

Let’s do the general integral $\displaystyle I(a,b)=\int_{0}^{\infty}e^{-(ax^{-2}+bx^{2})}dx$

Differentiate with respect to a

$\displaystyle \frac{\partial I}{\partial a}=\int_{0}^{\infty}x^{-2}e^{-(ax^{-2}+bx^{2})}dx$

Now differentiate with respect to b $\displaystyle \frac{\partial^2 I}{\partial a \partial b}=\int_{0}^{\infty}x^{-2}x^{2}e^{-(ax^{-2}+bx^{2})}dx$

$\displaystyle \frac{\partial^2 I}{\partial a \partial b}=\int_{0}^{\infty}e^{-(ax^{-2}+bx^{2})}dx$

$\displaystyle \frac{\partial^2 I}{\partial a \partial b}=I$

Thus our integral satisfies this PDE.This is a hyperbolic homogenous PDE. It is a second order PDE but it is first order with respect to each of the variables so we’ll need two boundary conditions to determine a unique solution.(In this case two asympotic BCs and one Drichlet boundary condition will be used).Keep this in mind we’ll need it later.

Let’s complete the square of expression in the exponential.

$\displaystyle I(a,b)=\int_{0}^{\infty}e^{-(ax^{-2}+bx^{2}-2\sqrt{ab}+2\sqrt{ab})}dx$

$\displaystyle I(a,b)=\int_{0}^{\infty}e^{-(\sqrt{a}x^{-1}-\sqrt{b}x)^{2}-2\sqrt{ab}}dx$

$\displaystyle I(a,b)=e^{-2\sqrt{ab}}\int_{0}^{\infty}e^{-(\sqrt{a}x^{-1}-\sqrt{b}x)^{2}}dx$

Now let’s explore more of it’s properties.One thing to note is that this integral diverges(blows up) at b=0 but at a=0 it has a well known value. It is the Gaussian integral so

$\displaystyle I(0,b)=\int_{0}^{\infty}e^{-(bx^{2})}dx=\frac{1}{2}\sqrt{\frac{\pi}{b}}$

The negative exponential was extracted from the integral rather than the positive one beacause

$\displaystyle \lim_{a\to\infty}\int_{0}^{\infty}e^{-(ax^{-2}+bx^{2})}dx=0$

and

$\displaystyle \lim_{a\to\infty}e^{-2\sqrt{ab}}=0$

So let’s assume that we assume that the solution to our PDE is of the form

$\displaystyle I(a,b)=e^{-2\sqrt{ab}}K(b)$

where K is a function of b(and diverges at b=0)

Let’s put this in the PDE

$\displaystyle \frac{\partial I}{\partial a}=-\sqrt{\frac{b}{a}}e^{-2\sqrt{ab}}K(b)$

$\displaystyle \frac{\partial^2 I}{\partial a \partial b}=-\sqrt{\frac{b}{a}}e^{-2\sqrt{ab}}K^{'}(b)-\frac{1}{2\sqrt{ab}}e^{-2\sqrt{ab}}K(b)+\sqrt{\frac{b}{a}}\sqrt{\frac{a}{b}}e^{-2\sqrt{ab}}K(b)$

$\displaystyle \frac{\partial^2 I}{\partial a \partial b}=e^{-2\sqrt{ab}}(-\sqrt{\frac{b}{a}}K^{'}(b)-\frac{K(b)}{2\sqrt{ab}}+K(b))$

As $\displaystyle \frac{\partial^2 I}{\partial a \partial b}=I$

So

$\displaystyle e^{-2\sqrt{ab}}(-\sqrt{\frac{b}{a}}K^{'}(b)-\frac{K(b)}{2\sqrt{ab}}+K(b))=e^{-2\sqrt{ab}}K(b)$

$\displaystyle -\sqrt{\frac{b}{a}}K^{'}(b)-\frac{K(b)}{2\sqrt{ab}}+K(b)=K(b)$

$\displaystyle -\sqrt{\frac{b}{a}}K^{'}(a)=\frac{K(b)}{2\sqrt{ab}}$

$\displaystyle K^{'}(b)=-\frac{K(b)}{2b}$

This is a separable ODE.Let’s solve it

$\displaystyle \frac{1}{K}dK=-\frac{1}{2}\frac{1}{b}db$

Let’s integrate

$\displaystyle \int \frac{1}{K}dK=-\frac{1}{2}\int \frac{1}{b}db$

$\displaystyle \ln(K)=-\frac{1}{2}\ln(b)+C$

$\displaystyle \ln(K)=\ln(b^{-\frac{1}{2}})+C$

$\displaystyle K=e^{C}b^{-\frac{1}{2}}$

Let $\displaystyle v=e^{C}$

So

$\displaystyle K(b)=vb^{-\frac{1}{2}}$

Thus the solution is $\displaystyle I(a,b)=ve^{-2\sqrt{ab}}b^{-\frac{1}{2}}$

This expression diverges at b=0 which is exactly what we wanted. Now let’s determine the constant v. As

$\displaystyle I(0,b)=\frac{1}{2}\sqrt{\frac{\pi}{b}}$

So $\displaystyle \frac{1}{2}\sqrt{\frac{\pi}{b}}=vb^{-\frac{1}{2}}e^{0}$ $v=\frac{\sqrt{\pi}}{2}$

Thus the integral is

$\displaystyle \boxed{I(a,b)=\frac{1}{2}\sqrt{\frac{\pi}{b}}e^{-2\sqrt{ab}}} (0\leqslant a,b)$

Martin.s
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Here are some integrals collected by me and my friend pprime

I bring you many beautiful integrals that I have collected over time, I hope you enjoy them as much as I do. If you want to answer one of these integrals.

  1. Coxeter Integrals $\int_0^{\frac{\pi }{2}} {\arccos \left( {\frac{{\cos \theta }}{{1 + 2\cos \theta }}} \right)d\theta = \frac{5}{{24}}\pi ^2 }$

  2. $\int_0^{\frac{\pi }{2}} {\arccos \left( {\frac{1}{{1 + 2\cos \theta }}} \right)d\theta = \frac{1}{8}\pi ^2 }$

  3. $\int_0^{\frac{\pi }{2}} {\arccos \left( {\frac{{1 - \cos \theta }}{{2\cos \theta }}} \right)d\theta = \frac{{11}}{{72}}\pi ^2 }$

  4. For any $n$ natural number. Show that $\int\limits_{0}^{2\pi }{\frac{\left( 1+2\cos x \right)^{n}\cos nx}{3+2\cos x}dx}=\frac{2\pi }{\sqrt{5}}\left( 3-\sqrt{5} \right)^{n}$

  5. Let $0<a<1$ Prove that $\int\limits_{0}^{2\pi }{\frac{\cos ^{2}3x}{1+a^{2}-2a\cos 2x}dx}=\frac{a^{2}-a+1}{1-a}\pi$

  6. For $a>1$ Prove that $\int\limits_{-\pi }^{\pi }{\frac{x\sin x}{1+a^{2}-2a\cos x}dx}=\frac{\pi }{2}\ln \left( 1+\frac{1}{a} \right)$

  7. $\int\limits_{0}^{1}{\frac{\ln \ln \frac{1}{x}}{\left( 1+x \right)^{2}}dx}=\frac{1}{2}\left( \ln \pi -\ln 2-\gamma \right)$

  8. $\int_{0}^{+\infty }{\frac{\sinh x}{\cosh ^{2}x}\frac{dx}{x}}=\frac{4G}{\pi }$ where $G$ is the Catalan's constant

  9. Let $z$ be a real number. Show that $\displaystyle\frac{1}{2\pi}\int_0^{2\pi}\log|z-e^{i\theta}|\,d\theta = \left\{ \begin{array}{ll} 0 & \text{ si }|z|<1\\ \log|z| & \text{ si }|z|\ge1 \end{array} \right.$

  10. $\int\limits_{0}^{+\infty }{\exp \left( -a^{2}x\left( \frac{x-6}{x-2} \right)^{2} \right)\frac{dx}{\sqrt{x}}}=\frac{\sqrt{\pi }}{a}$

  11. Let $\alpha >0$ Prove that $I\left( \alpha \right)=\int\limits_{0}^{\frac{\pi }{2}}{\arctan \left( \frac{2\alpha \sin ^{2}x}{\alpha ^{2}-1+\cos ^{2}x} \right)dx}=\pi \arctan \left( \frac{1}{2\alpha } \right)$

  12. $\int\limits_0^1 {\frac{{\log \left( {1 - x} \right)}}{x} \cdot \frac{{2z}}{{\log ^2 x + \left( {2\pi z} \right)^2 }}dx} = - \log \left( {\frac{{z!e^z }}{{z^z \sqrt {2\pi z} }}} \right),\;\;\operatorname{Re} \left( z \right) > 0$

13.$\int\limits_{0}^{1}{\frac{1-x}{\log x}\cdot \left( x+x^{2}+x^{2^{2}}+... \right)dx}$

  1. Let $a_k > 0$ and $a_0 > \sum\limits_{k = 1}^n {a_k }$. Show that $\int\limits_0^{ + \infty } {\prod\limits_{k = 0}^n {\frac{{\sin \left( {a_k x} \right)}}{x}dx} } = \frac{\pi }{2}\prod\limits_{k = 1}^n {a_k }$

  2. Let $0 < z < 1,\alpha > 0,\beta \in {\Bbb C}$ $\int\limits_0^{ + \infty } {\sin \left( {\alpha t^{\frac{1}{z}} + \beta } \right)} dt = \frac{{\Gamma \left( {z + 1} \right)}} {{\alpha ^z }}\sin \left( {\frac{{\pi z}}{2} + \beta } \right)$

  3. $\operatorname{Re}\left( \alpha \right)\ge 1$ $\int\limits_{ - \infty }^{ + \infty } {\left| {\sin x} \right|^{\alpha - 1} \frac{{\sin x}}{x}} dx = 2^{\alpha - 1} \frac{{\Gamma ^2 \left( {\frac{\alpha }{2}} \right)}}{{\Gamma \left( \alpha \right)}}$

  4. $\int\limits_0^1 {\sin \left( {\pi x} \right)} x^x \left( {1 - x} \right)^{1 - x} dx = \frac{{\pi e}}{{24}}$

  5. $\int\limits_0^{\frac{\pi }{4}} {\frac{{x^3 }}{{\sin ^2 x}}} dx = \frac{{3\pi }}{4}G - \frac{{\pi ^3 }}{{64}} + \frac{{3\pi ^2 }} {{32}}\log 2 - \frac{{105}}{{64}}\varsigma \left( 3 \right)$

  6. Let $\theta > 0$ $\int\limits_{ - \infty }^{ + \infty } {\frac{{\left| {\cos \theta x} \right|}}{{1 + x^2 }}dx} = 4\cosh \theta \arctan e^{ - \theta }$

  7. Let $\alpha \geqslant 0,\theta \in {\Bbb C}\backslash \pi {\Bbb Z}$ $\int\limits_{ - \infty }^{ + \infty } {\frac{{\cos \alpha x}}{{1 + 2\cos \theta x + x^2 }}dx} = \frac{\pi }{{\sin \theta }}\frac{{\cos \left( {\alpha \cos \theta } \right)}}{{e^{\alpha \sin \theta } }}$

  8. Show that $\int_{0}^{\frac{\pi }{2}}{\frac{d\theta }{1+\sin ^{2}\tan \theta }}=\frac{\pi }{2\sqrt{2}}\left( \frac{e^{2}+3-2\sqrt{2}}{e^{2}-3+2\sqrt{2}} \right)$

  9. Let $\theta \in \left[ 0,\frac{\pi }{2} \right)$ Prove that $\int\limits_{-\infty }^{\infty }{\frac{\arctan x}{x^{2}-2x\sin \theta +1}dx}$

  10. Given the function $y\left(x\right):\left [0,1\right]\to\left [0,1\right]$ continuous and decreasing such that $x^{a}-x^{b} = y^{a}-y^{b}$. Compute $\int\limits_{0}^{1}{\frac{\ln \left( y\left( x \right) \right)}{x}dx}$

  11. $\int_{0}^{1}\left ( -1 \right )^{\left [ 1994x \right ] + \left [ 1995x \right ]}\binom{1993}{\left [ 1994x \right ]}\binom{1994}{\left [ 1995x \right ]}dx$

  12. $\int\limits_0^1 {\frac{{dx}}{{1 + {}_2F_1 \left( {\frac{1}{n},x;\frac{1}{n};\frac{1}{n}} \right)}}} = \frac{{\log \left( {\frac{{2n}}{{2n - 1}}} \right)}}{{\log \left( {\frac{n}{{n - 1}}} \right)}}$

  13. $\int\limits_0^{ + \infty } {W\left( {\frac{1}{{x^2 }}} \right)} dx = \sqrt {2\pi }$

  14. $\int\limits_0^{ + \infty } {\frac{{W\left( x \right)}}{{x\sqrt x }}} dx = 2\sqrt {2\pi }$

  15. Let $\alpha ,\beta \in \Re + $. Integrate $ \int\limits_0^{ + \infty } {\left( {\exp \left( { - \theta ^\alpha } \right) - \frac{1}{{1 + \theta ^\beta }}} \right)\frac{{d\theta }}{\theta }} = - \frac{1}{\alpha }\gamma$ where $W$ is the Lambert W function

  16. $\int\limits_0^{\frac{\pi }{2}} {\frac{{\ln ^2 \sin x\ln ^2 \cos x}}{{\sin x\cos x}}dx} = \frac{1}{4}\left( {2\zeta \left( 5 \right) - \zeta \left( 2 \right)\zeta \left( 3 \right)} \right)$

  17. $\int\limits_0^{\frac{\pi }{2}} {4\cos ^2 x\left( {\ln \cos x} \right)^2 dx} = - \pi \ln 2 + \pi \ln ^2 2 - \frac{\pi }{2} + \frac{{\pi ^3 }}{{12}}$

  18. $\int\limits_0^1 {\int\limits_0^1 {\frac{{dxdy}}{{\left( {\left[ {\frac{x}{y}} \right] + 1} \right)^2 }}} } = \frac{1}{2}\left( {\zeta \left( 3 \right) + 1 - \zeta \left( 2 \right)} \right)$

  19. $\int\limits_0^1 {\int\limits_0^1 {\ln \left( {1 - xy} \right)\ln x\ln ydxdy} } = \zeta \left( 2 \right) + \zeta \left( 3 \right) + \zeta \left( 4 \right) - 4$

  20. $\int\limits_0^1 {\int\limits_0^1 {...\int\limits_0^1 {\ln \left( {1 - \prod\limits_{1 \leqslant i \leqslant n} {x_i } } \right)\prod\limits_{1 \leqslant i \leqslant n} {\ln x_i } dx_1 dx_2 ...dx_n } } } = \left( { - 1} \right)^{n - 1} \left( { - 2n + \sum\limits_{1 \leqslant k \leqslant 2n} {\zeta \left( k \right)} } \right)$

  21. Prove that $\int_0^{\frac{\pi }{2}} {\arctan \left( {1 - \left( {\sin x\cos x} \right)^2 } \right)} dx = \pi \left( {\frac{\pi } {4} - \arctan \sqrt {\frac{{\sqrt 2 - 1}}{2}} } \right)$

  22. Let $s>0$ and $\alpha \in \left( 0,1 \right)$. Prove that $\int\limits_{0}^{+\infty }{\frac{\text{L}{{\text{i}}_{s}}\left( -x \right)}{{{x}^{1+\alpha }}}dx}=-\frac{\pi }{{{\alpha }^{s}}\sin \left( \pi \alpha \right)}$

  23. $\mathop {\lim }\limits_{n \to \infty } \int_{ - \pi }^\pi {\frac{{n!2^{2n\cos \left( \phi \right)} }}{{\left| {\prod\limits_{k = 1}^n {\left( {2ne^{i\phi } - k} \right)} } \right|}}} d\phi = 2\pi$

  24. $\int\limits_{0}^{\frac{\sqrt{6}-\sqrt{2}-1}{\sqrt{6}-\sqrt{2}+1}}{\frac{\ln x}{\sqrt{x^{2}-2\left( 15+8\sqrt{3} \right)x+1}}\cdot \frac{dx}{x-1}}=\frac{2}{3}\left( 2-\sqrt{3} \right)G$ where $G$ is the Catalan's constant

  25. Let $0<r<1$ and $r<s$ Prove that $\int_{-1}^{1}\frac{1}{x}\sqrt{\frac{1+x}{1-x}}\log \left | \frac{1+2rsx+\left ( r^{2}+s^{2}-1 \right )x^{2}}{1-2rsx+\left ( r^{2}+s^{2}-1 \right )x^{2}} \right |dx=4\pi \arcsin r$

  26. $\int\limits_{0}^{1}{\cosh \left( \alpha \ln x \right)\ln \left( 1+x \right)\frac{dx}{x}}=\frac{1}{2\alpha }\left( \pi \csc \left( \pi \alpha \right)-\frac{1}{\alpha } \right)$

  27. Let $\alpha \ne 0$ be a real number. Prove that $\int\limits_{0}^{+\infty }{\frac{\ln \tan ^{2}\left( \alpha x \right)}{1+x^{2}}dx}=\pi \ln \tanh \alpha$

  28. Consider $a>0,\ b\in \Re$. Prove that $\int\limits_{ - \infty }^{ + \infty } {\frac{{a^2 }}{{\left( {e^x - ax - b} \right)^2 + \left( {a\pi } \right)^2 }}} dx = \frac{1}{{1 + W\left( {\frac{1}{a}e^{ - \frac{b}{a}} } \right)}}$

  29. $\int_0^\pi {\sin \left( {n\alpha } \right)\arctan \left( {\frac{{\tan \left( {\frac{\alpha }{2}} \right)}}{{\tan \left( {\frac{\varphi }{2}} \right)}}} \right)} d\alpha = \frac{\pi }{{2n}}\left[ {\left( {\sec \left( \varphi \right) - \tan \left( \varphi \right))^n - \left( { - 1} \right)^n } \right)} \right],\left| {n \in {\Bbb Z}^ + ,0 < \varphi < \frac{\pi }{2}} \right|$

  30. $\int\limits_{0}^{+\infty }{\frac{\cos \alpha x-\cos \beta x}{\sin \theta x}\frac{dx}{x}}=\log \left( \frac{\cosh \frac{\beta \pi }{2\theta }}{\cosh \frac{\alpha \pi }{2\theta }} \right)$

  31. $\int\limits_0^\pi {\log \left( {1 - \cos x} \right)\log \left( {1 + \cos x} \right)dx} = \pi \log ^2 2 - \frac{{\pi ^3 }} {6}$

  32. $\int\limits_{0}^{+\infty }{\frac{\arctan x}{\sinh \left( \frac{\pi x}{2} \right)}dx}=4\log \Gamma \left( \frac{1}{4} \right)-2\log \pi -3\log 2$

  33. $\int\limits_{0}^{\frac{\pi }{2}}{x\cot x\log \sin xdx}=-\frac{{{\pi }^{3}}}{48}-\frac{\pi }{4}{{\ln }^{2}}2$

  34. $\int\limits_{0}^{1}{\log \left( \text{arcsech}x \right)dx}=-\gamma -2\log 2-2\log \left( \frac{\Gamma \left( \frac{3}{4} \right)}{\Gamma \left( \frac{1}{4} \right)} \right)$

  35. $\int\limits_{0}^{1}{\sqrt{\frac{1-8{{x}^{2}}+16{{x}^{4}}}{1+7{{x}^{2}}-8{{x}^{4}}}}\exp \left( \frac{4x\sqrt{1-{{x}^{2}}}}{\sqrt{1+8{{x}^{2}}}} \right)dx}=e-1$

  36. Let $\left| \Im \left( n \right) \right|<1$ Prove that $\int\limits_{0}^{+\infty }{\frac{\cos \left( n\pi x \right)}{\cosh \left( \pi x \right)}\cdot {{e}^{-i\pi {{x}^{2}}}}dx}=\frac{1+\sqrt{2}\sin \frac{{{n}^{2}}\pi }{4}}{2\sqrt{2}\cosh \frac{n\pi }{2}}+i\frac{1-\sqrt{2}\cos \frac{{{n}^{2}}\pi }{4}}{2\sqrt{2}\cosh \frac{n\pi }{2}}$

  37. Let f be a function of class $C'\left[ 0,a \right]$. Prove that $\int\limits_0^{2a} {\int\limits_0^{\sqrt {2ax - x^2 } } {\frac{{x\left( {x^2 + y^2 } \right)}}{{\sqrt {4a^2 x^2 - \left( {x^2 + y^2 } \right)^2 } }}f'\left( y \right)dydx} } = \pi a^2 \left( {f\left( a \right) - f\left( 0 \right)} \right)$

  38. $\int\limits_{0}^{+\infty }{\frac{\cos \alpha x}{x}\cdot \frac{\sinh \beta x}{\cosh \gamma x}dx}=\frac{1}{2}\log \left( \frac{\cosh \frac{\alpha \pi }{2\gamma }+\sin \frac{\beta \pi }{2\gamma }}{\cosh \frac{\alpha \pi }{2\gamma }-\sin \frac{\beta \pi }{2\gamma }} \right)\quad \left| \operatorname{Re}\left( \beta \right) \right|<\left| \operatorname{Re}\left( \gamma \right) \right|,\ \left| \operatorname{Re}\left( \beta \right) \right|+\left| \operatorname{Im}\left( \alpha \right) \right|<\left| \operatorname{Re}\left( \gamma \right) \right|$

  39. $\int\limits_{0}^{+\infty }{\frac{\sin \alpha x}{x}\cdot \frac{\sinh \beta x}{sinh\gamma x}dx}=\arctan \left( \tan \frac{\beta \pi }{2\gamma }\tanh \frac{\alpha \pi }{2\gamma } \right)\quad \left| \operatorname{Re}\left( \beta \right) \right|<\left| \operatorname{Re}\left( \gamma \right) \right|,\ \left| \operatorname{Re}\left( \beta \right) \right|+\left| \operatorname{Im}\left( \alpha \right) \right|<\left| \operatorname{Re}\left( \gamma \right) \right|$

  40. $\int\limits_{0}^{1}{\frac{x}{1+{{x}^{2}}}\cdot \arctan x\ln \left( 1-{{x}^{2}} \right)dx}=-\frac{{{\pi }^{3}}}{48}-\frac{\pi }{8}\ln 2+G\ln 2$

  41. $\int\limits_{0}^{\frac{\pi }{2}}{\frac{\arctan \left( \alpha \sin x \right)}{\sin x}dx}=\frac{\pi }{2}{{\sinh }^{-1}}\alpha$

  42. $\int\limits_{0}^{\frac{\pi }{2}}{\frac{{{x}^{2}}}{{{x}^{2}}+{{\log }^{2}}\left( 2\cos x \right)}dx}=\frac{\pi }{8}\cdot \left( 1-\gamma +\log 2\pi \right)$

  43. $\int\limits_{0}^{+\infty }{\sin \left( {{x}^{2}} \right){{\ln }^{2}}xdx}=\frac{\sqrt{2\pi }}{64}\cdot {{\left( 4\ln 2+2\gamma -\pi \right)}^{2}}$

  44. $\int\limits_{0}^{+\infty }{{{e}^{-\alpha x}}\sin \left( \beta x \right){{x}^{s-1}}dx}=\frac{\Gamma \left( s \right)}{\sqrt{{{\alpha }^{2}}+{{\beta }^{2}}}}\cdot \sin \left( s\arctan \frac{\beta }{\alpha } \right)$

  45. $\int\limits_{0}^{+\infty }{{{e}^{-\alpha x}}\cos \left( \beta x \right){{x}^{s-1}}dx}=\frac{\Gamma \left( s \right)}{\sqrt{{{\alpha }^{2}}+{{\beta }^{2}}}}\cdot \cos \left( s\arctan \frac{\beta }{\alpha } \right)$

  46. $\int\limits_{0}^{+\infty }{\frac{1}{1+{{e}^{\pi x}}}\cdot \frac{x}{1+{{x}^{2}}}dx}=\frac{1}{2}\cdot \left( \log 2-\gamma \right)$

  47. $\int\limits_{0}^{+\infty }{\frac{\cos \left( {{x}^{p}} \right)-{{e}^{-{{x}^{q}}}}}{{{x}^{1+r}}}dx}=\frac{\Gamma \left( 1-\frac{r}{p} \right)\Gamma \left( 1+\frac{r}{p} \right)-\Gamma \left( 1+\frac{r}{2p} \right)\Gamma \left( 1-\frac{r}{2p} \right)}{r\Gamma \left( 1+\frac{r}{p} \right)}$

  48. $\int\limits_{\pi }^{+\infty }{\frac{\sin x}{x}dx}+\frac{1}{2}\int\limits_{2\pi }^{+\infty }{\frac{\sin x}{x}dx}+\frac{1}{3}\int\limits_{3\pi }^{+\infty }{\frac{\sin x}{x}dx+...}=\frac{\pi }{2}\cdot \left( 1-\ln \pi \right)$

  49. $\int\limits_{0}^{+\infty }{\frac{\sin \left( \frac{\omega x}{2} \right)}{x\left( {{e}^{x}}-1 \right)}dx}=\frac{1}{4}\cdot \ln \left( \frac{\sinh \left( \pi \omega \right)}{\pi \omega } \right)$

  50. $\int\limits_{0}^{+\infty }{\frac{1-\cos x}{{{x}^{2}}}{{e}^{-kx}}dx}=\arctan \frac{1}{k}-k\cdot \ln \left( \frac{\sqrt{1+{{k}^{2}}}}{k} \right)$

  51. $\int\limits_{0}^{+\infty }{\sin xsin\sqrt{x}{{e}^{-\alpha x}}dx}=\frac{\sqrt{\pi }}{2}\cdot \frac{\exp \left( -\frac{\alpha }{4}\cdot \frac{1}{1+{{\alpha }^{2}}} \right)}{\sqrt[4]{{{\left( 1+{{\alpha }^{2}} \right)}^{3}}}}\cdot \sin \left( \frac{3}{2}\arctan \frac{1}{\alpha }-\frac{1}{4}\cdot \frac{1}{1+{{\alpha }^{2}}} \right)$

  52. $\int\limits_{0}^{1}{\int\limits_{0}^{1}{\frac{1-{{x}^{2}}}{\left( 1+{{x}^{2}}{{y}^{2}} \right){{\ln }^{2}}\left( xy \right)}dxdy}}=-2\log \left( \frac{2\Gamma \left( \frac{3}{4} \right)}{\Gamma \left( \frac{1}{4} \right)} \right)$

  53. $\int\limits_{0}^{+\infty }{\sin \left( \frac{1}{{{x}^{2}}} \right){{e}^{-\alpha {{x}^{2}}}}dx}=\frac{1}{2}\sqrt{\frac{\pi }{\alpha }}{{e}^{-\sqrt{2\alpha }}}\sin \sqrt{2\alpha }$

  54. $\int\limits_{0}^{1}{\frac{\ln \left( {{x}^{2}} \right)}{\left( 1+{{x}^{2}} \right)\left( {{\pi }^{2}}+{{\ln }^{2}}x \right)}dx}=\ln 2-\frac{1}{2}$

  55. $\int\limits_{0}^{1}{\frac{\ln \left( {{\pi }^{2}}+{{\ln }^{2}}x \right)}{1+{{x}^{2}}}dx}=\pi \ln \left( \frac{1}{2}\sqrt{\frac{\pi }{2}}\cdot \frac{\Gamma \left( \frac{1}{4} \right)}{\Gamma \left( \frac{3}{4} \right)} \right)$

  56. $\int\limits_{0}^{1}{\int\limits_{0}^{1}{\frac{{{x}^{2}}-1}{\left( 1+{{x}^{2}}{{y}^{2}} \right){{\ln }^{2}}\left( xy \right)}dx}dx}=\frac{1}{2}-\frac{2C}{\pi }+\ln \left( \frac{2\sqrt{2}\pi }{{{\Gamma }^{2}}\left( \frac{1}{4} \right)} \right)$

  57. $\int\limits_{0}^{+\infty }{\frac{dx}{\left( {{x}^{2}}+\frac{{{\pi }^{2}}}{4} \right)\cosh x}}=\frac{2\ln 2}{\pi }$

  58. $\int\limits_{0}^{1}{{{\left( tan{{h}^{-1}}x \right)}^{z}}dx}=\frac{\zeta \left( z \right)}{{{2}^{2z-1}}}\cdot \Gamma \left( z+1 \right)\left( {{2}^{z}}-2 \right)\quad z\in \mathbb{N},z\ge 2$

  59. $\int\limits_{0}^{+\infty }{x{{e}^{-x}}{{\left( \int\limits_{0}^{\frac{\pi }{2}}{\left( 1-{{e}^{x-x\csc t}} \right){{\sec }^{2}}tdt} \right)}^{2}}dx}=\frac{1}{3}$

  60. $\int\limits_{0}^{+\infty }{{{e}^{-x}}\ln \ln \left( {{e}^{x}}+\sqrt{{{e}^{2x}}-1} \right)dx}=-\gamma +4\log \Gamma \left( \frac{1}{4} \right)-3\log 2-2\log \pi$

  61. $\int\limits_{0}^{1}{\int\limits_{0}^{1}{\int\limits_{0}^{1}{\left\{ \frac{x}{y} \right\}\left\{ \frac{y}{z} \right\}\left\{ \frac{z}{x} \right\}dxdydz}}}=1+\frac{\zeta \left( 2 \right)\zeta \left( 3 \right)}{6}-\frac{3\zeta \left( 2 \right)}{4}$

  62. $\int\limits_{0}^{\pi }{x\cot \left( \frac{x}{4} \right)dx}=2\pi \log 2+8C$

  63. $\int\limits_{0}^{\frac{\pi }{2}}{x{{2}^{s}}co{{s}^{s}}x\sin \left( sx \right)dx}=\frac{\pi }{4}\cdot \left( \gamma +\psi \left( s+1 \right) \right)$

  64. $\int\limits_{0}^{+\infty }{{{x}^{s-1}}{{\left( \arctan x \right)}^{2}}dx}=\frac{\pi }{2s\sin \frac{\pi s}{2}}\cdot \left( \gamma +\psi \left( \frac{1-s}{2} \right)+2\log 2 \right)$

  65. $\int\limits_{0}^{\frac{\pi }{2}}{xta{{n}^{s}}xdx}=\frac{\pi }{4\sin \frac{\pi s}{2}}\cdot \left( \psi \left( \frac{1}{2} \right)-\psi \left( \frac{1-s}{2} \right) \right)$

  66. $\int\limits_{0}^{+\infty }{\frac{\exp \left( -{{x}^{2}} \right)}{{{\left( {{x}^{2}}+\frac{1}{2} \right)}^{2}}}dx}=\sqrt{\pi }$

  67. $\int\limits_{0}^{+\infty }{\frac{1}{x}\left( \frac{\sinh \alpha x}{\sinh x}-\alpha {{e}^{-2x}} \right)dx}=\log \left( \frac{\pi }{\cos \frac{\alpha \pi }{2}{{\Gamma }^{2}}\left( \frac{\alpha +1}{2} \right)} \right)\quad \left| \alpha \right|<1$

  68. $\int\limits_{0}^{+\infty }{\frac{\ln \left( {{x}^{2}}+{{\alpha }^{2}} \right)}{\cosh x+\cos t}dx}=\frac{2\pi }{\sin t}\log \left( \frac{\Gamma \left( \frac{\alpha }{2\pi }+\frac{\pi +t}{2\pi } \right)}{\Gamma \left( \frac{\alpha }{2\pi }+\frac{\pi -t}{2\pi } \right)} \right)+\frac{2t}{\sin t}\ln 2\pi$

  69. $\int\limits_{0}^{+\infty }{\frac{{{\left( \sinh \left( sx \right) \right)}^{2}}}{x{{\left( {{e}^{x}}-1 \right)}^{3}}}dx}=\log \left( \frac{2\pi s}{\sin \left( 2\pi s \right)} \right)\quad 0<s<\frac{1}{2}$

  70. $\int\limits_{0}^{+\infty }{\frac{{{x}^{s-1}}\sinh \left( \pi x \right)}{{{\left( \cosh \left( \pi x \right)-1 \right)}^{3}}}dx}=\frac{\Gamma \left( s \right)}{3{{\pi }^{s}}}\cdot \left( \zeta \left( 4-s \right)-\zeta \left( 2-s \right) \right)$

  71. $\int\limits_{0}^{1}{\int\limits_{0}^{1}{\int\limits_{0}^{1}{\sqrt{{{x}^{2}}+{{y}^{2}}+{{z}^{2}}}dxdydz}}}=\log \left( \sqrt{3}+1 \right)-\frac{\log 2}{2}+\frac{\sqrt{3}}{4}-\frac{\pi }{24}$

  72. $\int\limits_{0}^{1}{\int\limits_{0}^{1}{\frac{{{x}^{\alpha -1}}{{y}^{\beta -1}}}{\left( 1+xy \right)\log \left( xy \right)}dxdy}}=\frac{1}{\alpha -\beta }\cdot \log \left( \frac{\Gamma \left( \frac{\alpha }{2} \right)\Gamma \left( \frac{1}{2}+\frac{\beta }{2} \right)}{\Gamma \left( \frac{\beta }{2} \right)\Gamma \left( \frac{1}{2}+\frac{\alpha }{2} \right)} \right)$

  73. $\int\limits_{-\infty }^{+\infty }{\frac{1}{1+\frac{{{x}^{2}}}{{{\alpha }^{2}}}}\cdot \prod\limits_{k=1}^{+\infty }{\frac{1+\frac{{{x}^{2}}}{{{\left( \beta +k \right)}^{2}}}}{1+\frac{{{x}^{2}}}{{{\left( \alpha +k \right)}^{2}}}}dx}}=\sqrt{\pi }\cdot \frac{\Gamma \left( \beta +1 \right)}{\Gamma \left( \alpha \right)}\cdot \frac{\Gamma \left( \alpha +\frac{1}{2} \right)}{\Gamma \left( \beta +\frac{1}{2} \right)}\cdot \frac{\Gamma \left( \beta -\alpha +\frac{1}{2} \right)}{\Gamma \left( \beta -\alpha +1 \right)}\quad 0<\alpha <\beta +\frac{1}{2}$

  74. $\int\limits_{0}^{+\infty }{\frac{1}{x}\left( \frac{\sinh \left( ax \right)}{\sinh x}-a{{e}^{-2x}} \right)dx}=\log \left( \frac{\pi }{\cos \left( \frac{a\pi }{2} \right){{\Gamma }^{2}}\left( \frac{a+1}{2} \right)} \right)$

  75. $\int\limits_{0}^{+\infty }{{{x}^{2}}{{e}^{-{{x}^{2}}}}erf\left( x \right)\log xdx}=\frac{2-\log 2}{16}\sqrt{\pi }-\frac{\gamma +\log 2}{16\sqrt{\pi }}\left( \pi +2 \right)+\frac{G}{4\sqrt{\pi }}$

  76. $\int\limits_{0}^{\frac{\pi }{2}}{\sin \left( 2nx \right)\sinh \left( a\sin x \right)\sin \left( a\cos x \right)dx}={{\left( -1 \right)}^{n+1}}\frac{\pi }{4}\cdot \frac{{{a}^{2n}}}{\left( 2n \right)!}$

  77. Let $\beta >0$ and $\alpha \in \left( -\frac{\pi }{2},\frac{\pi }{2} \right)$. Prove that $\int\limits_{0}^{+\infty }{{{e}^{-t\cos \alpha }}{{t}^{\beta -1}}\cos \left( t\sin \alpha \right)dx}=\Gamma \left( \beta \right)\cos \left( \beta \sin \alpha \right)$

  78. $\int\limits_{0}^{+\infty }{\frac{\ln \left( 1+x \right)\ln \left( 1+\frac{1}{{{x}^{2}}} \right)}{x}dx}=\pi G-\frac{3}{8}\zeta \left( 3 \right)$

  79. $\int\limits_{-\infty }^{+\infty }{\int\limits_{-\infty }^{+\infty }{\text{sign}\left( x \right)\text{sign}\left( y \right){{e}^{-\frac{{{x}^{2}}+{{y}^{2}}}{2}}}\sin \left( xy \right)dxdy}=2\sqrt{2}\log \left( 1+\sqrt{2} \right)}$

  80. $\int\limits_{0}^{+\infty }{\left( \frac{x}{{{\log }^{2}}\left( {{e}^{{{x}^{2}}}}-1 \right)}-\frac{x}{\sqrt{{{e}^{{{x}^{2}}}}-1}{{\log }^{2}}\left( {{e}^{{{x}^{2}}}}-1 \right)}-\frac{x}{\sqrt{{{e}^{{{x}^{2}}}}-1}\log \left( {{\left( {{e}^{{{x}^{2}}}}-1 \right)}^{2}} \right)} \right)dx}=\frac{G}{\pi }$

  81. $\int\limits_{0}^{1}{{{B}_{2n+1}}\left( x \right)\cot \left( \pi x \right)dx}=\frac{2\left( 2n+1 \right)!}{{{\left( -1 \right)}^{n+1}}{{\left( 2\pi \right)}^{2n+1}}}\zeta \left( 2n+1 \right)$ where ${{B}_{2n+1}}\left( x \right)$ is the Bernoulli Polynomial

  82. $\int\limits_{0}^{+\infty }{\frac{x}{1+{{x}^{4}}}\arctan \left( \frac{p\sin qx}{1+p\cos qx} \right)dx}=\frac{\pi }{2}\arctan \left( \frac{p\sin \left( \frac{q}{\sqrt{2}} \right)}{{{e}^{\frac{q}{\sqrt{2}}}}+p\cos \left( \frac{q}{\sqrt{2}} \right)} \right)$

  83. Let $m\in \Re$ and $a\in \left( -1,1 \right)$ Calculate $\int\limits_{0}^{2\pi }{\frac{{{e}^{m\cos \theta }}\left( \cos \left( m\sin \theta \right)-a\sin \left( \theta +m\sin \theta \right) \right)}{1-2a\sin \theta +{{a}^{2}}}d\theta }$

  84. Prove that $\int\limits_{0}^{1}{\int\limits_{0}^{1}{\frac{{{\left( xy \right)}^{s-1}}{{y}^{n}}}{\left( 1-xy \right)\log \left( xy \right)}dxdy}}=\frac{\Gamma '\left( s \right)}{\Gamma \left( s \right)}-\frac{\log \left( n! \right)}{n}$

  85. $\int\limits_{0}^{+\infty }{\sin \left( nx \right)\left( \cot x+\coth x \right){{e}^{-nx}}dx}=\frac{\pi }{2}\cdot \frac{\sinh \left( n\pi \right)}{\cosh \left( n\pi \right)-\cos \left( n\pi \right)}$

  86. $\int\limits_{0}^{\frac{\pi }{3}}{{{\log }^{2}}\left( \frac{\sin x}{\sin \left( x+\frac{\pi }{3} \right)} \right)dx}=\frac{5{{\pi }^{3}}}{81}$

  87. $\int\limits_{0}^{2\pi }{{{x}^{2}}\log \left( 1-\exp \left( ix \right) \right)dx}=2\pi \zeta \left( 4 \right)-8i{{\pi }^{2}}\zeta \left( 3 \right)$

100+1. Let $a\in \left( 0,1 \right)$ Prove that $\int\limits_{0}^{1}{\frac{\log \log \frac{1}{x}}{1+2x\cos \left( a\pi \right)+{{x}^{2}}}dx}=\frac{\pi }{2\sin \left( a\pi \right)}\left( a\log \left( 2\pi \right)+\log \frac{\Gamma \left( \frac{1}{2}+\frac{a}{2} \right)}{\Gamma \left( \frac{1}{2}-\frac{a}{2} \right)} \right)$

Bonus

  1. $\int\limits_{0}^{+\infty }{\frac{\cos x}{x}{{\left( \int\limits_{0}^{x}{\frac{\sin t}{t}dt} \right)}^{2}}dx}=-\frac{7}{6}\zeta \left( 3 \right)$

  2. $\int\limits_{0}^{+\infty }{\frac{{{x}^{a-1}}\sin x}{\cos x+\cosh x}dx}={{2}^{1-\frac{a}{2}}}\Gamma \left( a \right)\sin \left( \frac{a\pi }{4} \right)\left( 1-{{2}^{1-a}} \right)\zeta \left( a \right)$

  3. $\int\limits_{0}^{+\infty }{\frac{\cos \left( tx \right)}{\left( 1+{{x}^{2}} \right)\cosh \left( \frac{\pi x}{2} \right)}dx}=\cosh t\log \left( 2\cosh t \right)-t\sinh t$

  4. $\int\limits_{0}^{+\infty }{\frac{{{t}^{s-1}}}{{{z}^{-1}}{{e}^{t}}-1}dt}=\Gamma \left( s \right)\text{L}{{\text{i}}_{s}}\left( z \right)$

  5. $\int\limits_{0}^{+\infty }{\exp \left( -2u \right)\left( \frac{1}{u\sinh u}-\frac{1}{{{u}^{2}}coshu} \right)du}=2-\log 2-\frac{4G}{\pi }$

  6. $\int\limits_{0}^{+\infty }{\frac{\sin \left( bt \right)}{t}{{e}^{-at}}\ln tdt}=-\left( \gamma +\frac{\ln \left( {{a}^{2}}+{{b}^{2}} \right)}{2} \right)\arctan \frac{b}{a}$

  7. $\int\limits_{0}^{1}{\frac{\left( a-t \right)\ln \left( 1-t \right)}{1-2at+{{t}^{2}}}dt}=\frac{{{\pi }^{2}}}{12}-\frac{{{\left( \arccos a-\pi \right)}^{2}}}{8}-\frac{{{\ln }^{2}}\left( 2-2a \right)}{8}$

  8. $\int\limits_{0}^{1}{{{\left\{ \frac{1}{x} \right\}}^{2}}dx}=\ln \left( 2\pi \right)-1-\gamma$

  9. $\int\limits_{0}^{1}{{{\left\{ \frac{1}{x} \right\}}^{2}}\left\{ \frac{1}{1-x} \right\}dx}=2+\gamma -\ln \left( 4\pi \right)$

  10. $$\int\limits_{0}^{1}{{{\left\{ \frac{x}{y} \right\}}^{2}}dxdy}=\frac{1}{2}\ln \left( 2\pi \right)-\frac{1}{3}-\frac{\gamma }{2}$$

2

I like

$$\int_{-\infty}^{\infty } \frac{r \log \left(\frac{\frac{\frac{D^2}{4}+r^2}{D r}+1}{\frac{\frac{D^2}{4}+r^2}{D r}-1}\right)}{\frac{D^2}{4}+r^2} \, dr=\pi^2$$

where $D>0$ (no proof supplied).

If you make the mistake of trying to convert the $\log$ term to its series form, to attempt to integrate term by term, this integral becomes really crazy, an infinite almost fractal cascade of further self similar integrals with the series for $\pi/2$ gradually appearing out of the fog

$$1+\frac{1}{3}\left(\frac{1}{2}\right)+\frac{1}{5}\left(\frac{1}{2}\frac{3}{4}\right)+\frac{1}{7}\left(\frac{1}{2}\frac{3}{4}\frac{5}{6}\right)+...=\frac{\pi}{2}$$

You miss all this underlying structure sensibly driving via the mathematical motorway.

  • I don't get this. How is this integral any different from $$\int_{-\infty}^\infty\frac{x\log\frac{x+1}{x-1}}{1+x^2}dx=? {\pi^2\over2} ?$$ Right! I agree through 'cheating' (evaluating it numerically) that it's so ... but I still say all that "D" business & putting it in a perversely complex form is a total red-herring! I get how there is a logarithmic singularity at x=±1 & how the imaginary part is an odd function between them. – AmbretteOrrisey Dec 15 '18 at 05:27
  • You can derive using partial fraction representation the general case $$I_n\equiv\int_1^\infty\frac{dx}{x^{2n}(1+x^2)}=(-1)^n\bigg({\pi\over4}+\sum_{k=1}^n{(-1)^k\over2k-1}\bigg)=\bigg|{\pi\over4}+\sum_{k=1}^n{(-1)^k\over2k-1}\bigg|=\sum_{k=0}^\infty{(-1)^k\over 2(n+k)+1}$$ whence $$\int_1^\infty\frac{x\log\frac{1+1/x}{1-1/x}}{1+x^2}dx=2\sum_{n=0}^\infty {I_n\over 2n+1}$$$$=$$$$2\sum_{n=0}^\infty{1\over 2n+1}\sum_{k=0}^\infty{(-1)^k\over 2(n+k)+1}$$ – AmbretteOrrisey Dec 15 '18 at 06:54
  • Likewise for the integral from 0 to 1 ... substitute $x=1/y$ & limits from 1 to $\infty$ & we get a similar series that begins at $n=1 \therefore$ with $I_1$ in the numerator & $2n-1$ in the denominator. So we get $$\int_0^\infty\frac{x\log\big(\frac{x+1}{x-1}\big)}{1+x^2}$$$$=$$$$\frac{\pi}{2}+2\sum_{n=1}^\infty{n\over n^2-{1\over4}}\sum_{k=0}^\infty{(-1)^k\over 2(n+k)+1}$$$$=$$$$\frac{π^2}{4} ,$$whence the integral over $(-\infty,\infty)$ is $\pi^2/2$. So we could numerically verify that $$\sum_{n=1}^\infty{n\over n^2-{1\over4}}\sum_{k=0}^\infty{(-1)^k\over 2(n+k)+1}={\pi\over8}(\pi-2) .$$ – AmbretteOrrisey Dec 15 '18 at 09:11
  • Just one last thing, and then I'm through - as this is only taking delight in seeing explicitly how the series all pan-out & fit together, really - I'm sure the proper way to do it is something like Feynmann's trick or a contour integral, or whatever... but the value of the integral is π²/2 ... did you not put that in the first place & then edit it!? I'm almost sure you did. – AmbretteOrrisey Dec 15 '18 at 09:20
  • @AmbretteOrrisey: The origin of this is an attempt to derive Coulombs law in a different way that is off-topic here. The physical integral is between $0$ and $\infty$, so was equal to $\pi^2/2$. $D$ is the charge separation. At the heart of my attempt at a physical model I ended up with a final integral that is independent of $D$ (the charge separation) which you have investigated in your comments. Physically the integral can be simplified because you can move the origin of the original volume integral from halfway between the charges to co-locate with one of the charges. – James Arathoon Dec 15 '18 at 16:24
  • That's where I got the confusion about the "/2" business: in your integral as you give it it's argument is the square of (thing) ... & I just took the square away & then forgot I'd done that. Now I'll have a think about the rest of what you've said! – AmbretteOrrisey Dec 15 '18 at 18:20
  • I must confess - I can't 'reverse engineer' what it is you're attempting. When I see the logarithms, my first thought is that it's the potential generated by two infinite oppositely charged line charges ... but then I can't imagine why you would then integrate such a potential (afterall, potentials are integrals, and they are usually differentiated), especially with a factor of x/(1+x^2) multiplying it. But then ... I suspect I am 'climbing the wrong tree' here! – AmbretteOrrisey Dec 15 '18 at 18:54
0

We have $$\int_0^1x\left[{_2}F_1(\tfrac12,1;2;x)\right]^2dx=12-16\ln2,$$ $$\int_0^1 x\left[{_2}F_1(\tfrac13,\tfrac23;\tfrac32;x)\right]^3dx=\frac{27}{32},$$ $$\int_0^1x\left[{_3}F_2(\tfrac14,\tfrac12,\tfrac34;\tfrac23,\tfrac43;x)\right]^4dx=\frac{1792}{2187},$$ and $$\int_0^1\int_0^1\int_0^1\frac{dtdxdz}{x^{1/2}(1-x)^{1/2}t^{1/4}(1-t)^{5/12}(1-txz)^{1/4}}=\frac{2^{9/4}\cdot11\sqrt{\pi}}{3^{19/8}}\frac{\Gamma(\tfrac13)}{\Gamma(\tfrac14)}\sqrt{\sqrt{3}-1},$$ all from here.


Another cool one:

$$\int_0^\infty\left\{x-\log(2\sinh x)\right\}\cos^2(x)dx=\frac18\left[\frac{\pi^2}{3}+\pi\coth\pi-1\right]$$

clathratus
  • 17,161
0

My favorite is:

$$∫(0, 1](-1)^{{\lfloor} {1}/{x^t} \rfloor} dx = 1 - 2η(1/t)$$

step 1: do $u = 1/x^t$

step 2: drag out constants

step 3: split integral from $[1, \infty)$ to ∑(n = 1 -> inf) (∫[n, n+1])

step 4: $(-1)^{\lfloor(u) \rfloor} = (-1)^n$

step 5: the remaining integrals are easy, use $∫x^n dx = \frac{x^{n+1}}{n+1}$

step 6: some tedious series manipulations and transformations

step 7: use that $η(s) =$ ∑ (n = 1 -> inf) $((-1)^{n-1})/(n^s)$

step 8: if you followed instructions closely, you should get $1 - 2η(1/t)$

FD_bfa
  • 3,989