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Intrigued by the original question on a nasty integral, one wonders what functions $f(x)$ exist such that

$$\int_0^\infty f(x)\; dx=\frac {\pi}2$$

Something to do with the area of a half-circle with unit radius perhaps?

Edited To Add

It should be specified that $f(x)$ should not contain $\pi$, and is preferably a rational function.

The intention of posting the question was to take a different approach to the the original nasty integral by first considering the answer and then working backwards, sort of a heuristic approach.

This has yielded an excellent answer posted by @achillehui below, which also addresses the original nasty integral question in a very simple way.

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    Infinitely many, without any conditions. – MathematicsStudent1122 Dec 02 '16 at 08:08
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    Obviously, every function for which this integral is finite, could be scaled to equal $\pi/2$. What exactly are you looking for? Notably weird cases? – Karolis Juodelė Dec 02 '16 at 08:08
  • @KarolisJuodelė - Have added some comments for more clarity. Thanks. – Hypergeometricx Dec 03 '16 at 03:13
  • Perhaps a better way to summarize the situation is "There is nothing new under the sun. There are not too many tricks one can construct nasty looking but yet doable integral to intimidate your friends/colleagues. What are the available tricks and in particular, the one which can lead to the nasty integral at hand and if possible, how to detect them". – achille hui Dec 03 '16 at 13:46
  • @achillehui - Thanks for the comments and support. The intention of the question is more straightforward approach to answering the original question, as the answers posted are quite complex. You have provided the solution I wanted and that has fulfilled its objective, and I'm satisfied! The question being put on hold, downvotes, etc are secondary. – Hypergeometricx Dec 03 '16 at 14:52

3 Answers3

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Using Glasser's Master theorem, it is very easy to cook up very nasty looking integral which evaluates to $\frac{\pi}{2}$. For example, start from the integral

$$\int_{-\infty}^\infty \frac{1}{u^2+1} du = \pi\tag{*1}$$ If one replace the $u$ in integrand by $\displaystyle\;x - \frac{1}{x} - \frac{1}{x+1} - \frac{1}{x+2}$, one obtain

$$\int_{-\infty}^\infty \frac{1}{\left(x - \frac{1}{x} - \frac{1}{x+1} - \frac{1}{x+2}\right)^2 + 1} dx = \pi$$

Expand the integrand and extract the even part, you get something to challenge your friends:

$$\int_0^\infty \frac{ x^{14}-15x^{12}+82x^{10}-190x^8+184x^6-60x^4+16x^2 }{x^{16}-20x^{14}+156x^{12}-616x^{10}+1388x^8-1792x^6+1152x^4-224x^2+16 }\; dx = \frac{\pi}{2}$$

Notes

The statement about Glasser's Master theorem in above link is slightly off. The coefficient $|\alpha|$ in front of $x$ there need to be $1$. Otherwise, there will be an extra scaling factor on RHS of the identity. When in doubt, please consult the original paper by Glasser,

Glasser, M. L. "A Remarkable Property of Definite Integrals." Math. Comput. 40, 561-563, 1983.

and an online copy of that paper can be found here.

Update

About the nasty integral that trigger all this. If we replace the $u$ in integrand of $(*1)$ by $t - \frac{1}{t} - \frac{1}{t+1}$, change variable to $x = \frac{1}{t}$ on both intervals $[0,\infty)$ and $(-\infty, 0]$ and combine the result. We get

$$ \int_{-\infty}^\infty \frac{1}{\left(\frac{1}{x}-x-\frac{x}{x+1}\right)^2+1} \frac{dx}{x^2} = \int_{-\infty}^\infty \frac{1}{\left(t-\frac{1}{t}-\frac{1}{t+1}\right)^2+1} dt = \pi $$ With help of a CAS, the integrand in leftmost integral can be expanded to

$$\frac{1}{\left(\left(\frac{1}{x}-x-\frac{x}{x+1}\right)^2+1\right)x^2} = f(x) \stackrel{def}{=} \frac{(x+1)^2}{x^6+4x^5+3x^4 - 4x^3 - 2x^2 + 2x + 1}$$ In terms of $f$, we have $$\int_{-\infty}^\infty f(x) dx = \pi \quad\implies\quad \int_0^{\infty} \frac{f(x) + f(-x)}{2} dx = \frac{\pi}{2}\tag{*2}$$ With help of a CAS again, one find $$\frac{f(x) + f(-x)}{2} = \frac{x^8-4x^6+9x^4-5x^2+1}{x^{12}-10x^{10}+37x^8-42x^6+26x^4-8x^2+1}$$ The rightmost integral of $(*2)$ is nothing but the nasty integral in the link.

achille hui
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    This is a real nice exercise for demonstrating : how to make life complex ? Thanks (you make my day !). Cheers. – Claude Leibovici Dec 02 '16 at 08:55
  • Thanks for your response. Very interesting, esp about conjuring up long integrals of rational functions. (+1). Would be great if it works on the question here but it doesn't seem as straightforward... – Hypergeometricx Dec 03 '16 at 03:15
  • @hypergeometric similar trick does work on that nasty integral. see updated answer. – achille hui Dec 03 '16 at 10:18
  • @user135711 I just notice I have a typo in $(*1)$, you are probably confused by that. – achille hui Dec 03 '16 at 10:53
  • Bravo, @achillehui ! Now how would one have deduced the origins of the nasty integral systematically? – Hypergeometricx Dec 03 '16 at 12:14
  • @achillehui - can you please provide additional details on the expansion and extraction of even parts, in particular, in relation to the original nasty integral question? – Hypergeometricx Dec 03 '16 at 12:49
  • @hypergeometric about how to deduce the origin of this nasty integral. I've no idea. I know it can be done because I've once answered a variant of this integral (but in a simpler form) in a similar manner. I was informed by another user later what I have solved is equivalent to the nasty integral you are interested at. – achille hui Dec 03 '16 at 13:32
  • @achillehui - Thanks, that's very clear now :) I don't suppose the nasty integral can be derived directly $\int_0^\infty \frac 1{u^2+1}; du=\frac {\pi}2$? – Hypergeometricx Dec 03 '16 at 14:54
  • @achillehui - This is a really neat answer. Please consider posting it as a solution to the original question. – Hypergeometricx Dec 03 '16 at 16:42
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If $f$ is a function such as $\int_0^\infty f(x)\,dx=l$ is finite, then:

  • If $l\neq 0$ you can simply consider the function $g=\frac{\pi}{2l}f$.

  • If $l=0$ you can take any function $g$ such as $\int_0^\infty g(x)\,dx=\frac{\pi}{2}$ (for example $g(x)=\frac{1}{1+x^2}$) and then consider the function $h=f+g$.

There can be many arbitrary functions which integral over $[0,+\infty)$ exist such as $f(x)= \frac{1}{\sqrt{x}}$ if $x\in [0,1]$ and $f(x)=\frac{1}{x^2}$ if $x\in [1,+\infty)$.

Scientifica
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Another perspective was given by Glaisher in the late 19th century. Suppose $f(x)$ is an even function whose integral over the real line exists. The series expansion of $f(x)$ around $x = 0$ is given as:

$$f(x) = \sum_{n=0}^{\infty}(-1)^n c_n x^{2n}$$

We can formally write $c_n$ as $E^{n}c_0$, where $E$ is the operator that when applied to $c_n$ will yield $c_{n+1}$. We can then formally express $f(x)$ as:

$$f(x) = \sum_{n=0}^{\infty}(-1)^n E^{n}c_0 x^{2n} = \frac{c_0}{1+E x^2}$$

Now, if $E$ were a positive real number we could write down:

$$\int_{0}^{\infty}f(x)dx = \frac{\pi}{2} E^{-\frac{1}{2}}c_0$$

Glaisher assumed that this is still valid for $E$ defined as above, we wrote down the identity:

$$\int_{0}^{\infty}f(x)dx = \frac{\pi}{2} c_{-\frac{1}{2}}$$

The question is then how to make sense of $c_{-\frac{1}{2}}$. In cases where $c_n$ can be expressed using factorials, one can replace these by gamma functions; Glaisher noted that this prescription always yields the correct answer for all the examples he was able to check. A proof that this indeed works was given later by Hardy, who gave a proof of Ramanujan's master theorem which generalizes Glaisher's theorem.

Count Iblis
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