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Using domination theorem for $C^1$ parameters integrals we have to show that :

$|\sin(xt)*x/(1+x^2)|$ is integrable in terms of $x.$ But majorations are not trivial (here it gives a useless divergent majoration).

Evaluate $$ \int_0^\infty \frac{\cos(t)}{1+t^2}\, dt $$ as $\pi/e$ is rather easy when when don't care about the $C^1$ theorem.

Have you a correct, complete solution including rigorous proofs?

If a detailed post already exists, feel free to show me the path.

Adrian Keister
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  • Use $|\cos|, |\sin|\le 1$. – dan_fulea May 14 '18 at 16:23
  • Thank you but it isn't the problem there : we want to proove integrability our sin expression but $ x/x^2+1$ integral diverges – ROULEAU PQ May 14 '18 at 16:25
  • OK, i will write the answer, too few space here. Idea: Let $f(x)$ be the function defined by the integral, it is a function of the parameter $x$, for our purposes, $-2018\le x\le 2018$. Directly computing $f'(x)$ by exchanging differentiation with integration does not work, but we can use first partial integration to get a better denominator. By differentiation we get then a valid differential equation, then we solve it. Note: The exchange of the rôles of $x$ and $t$ in the title and in the text is really irritating. (At least, your problem becomes unclear.) – dan_fulea May 14 '18 at 16:34
  • Will try partial integration before , its ok for the following steps – ROULEAU PQ May 14 '18 at 16:51
  • I expected to get easily the result, since the integral is related to the Fourier transform of the function $g(t)=1/(1+t^2)$. If this is OK, then https://math.stackexchange.com/questions/377073/calculate-the-fourier-transform-of-bx-frac1x2-a2 is the answer. – dan_fulea May 14 '18 at 16:58
  • Thanks I just wanted to reach the result by a more classical way (so I need clear arguments for it ) , without using Fourier Bazooka or Green Theorem . – ROULEAU PQ May 14 '18 at 17:09
  • Integration by parts is perfect on our sin expression , applying C1 theorems on the second integrals – ROULEAU PQ May 14 '18 at 17:26

2 Answers2

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The simplest solution uses complex analysis, residue theorem. $$ \begin{aligned} f(x) &= \int_0^\infty\frac{\cos(tx)}{1+t^2}\; dt \\ &= \frac 12\int_{-\infty}^\infty\frac{\cos(tx)}{1+t^2}\; dt \\ &= \text{Real part of } \frac 12\int_{-\infty}^\infty\frac{\exp(itx)}{1+t^2}\; dt \\ &= \text{Real part of } \frac 12\lim_{R\to\infty} \int_{-R}^R\frac{\exp(itx)}{1+t^2}\; dt \\ &= \text{Real part of } \frac 12\lim_{R\to\infty} \int_\gamma\frac{\exp(itx)}{1+t^2}\; dt \\ &\qquad\text{where $\gamma$ is the closed contour built from } \\ &\qquad\text{the segment $[-R,R]$, followed by the upper semicircle on this diameter,} \\ &= \text{Real part of } \frac 12\cdot 2\pi i\cdot \text{Residue}_{t=i}\frac{\exp(itx)}{(t+i)(t-i)} \\ &= \text{Real part of } \frac 12\cdot 2\pi i\cdot \frac{\exp(-x)}{i+i} \\ &= \frac\pi 2\exp(-x)\ . \end{aligned} $$ To be complete, we have to give an upper bound on the integral on the upper semicircle with radius $R$, parametrized by $s\to Re^{is}$. Note thet we integrate a function which is bounded in module by $1/(R^2-1)$, taken at most times the length of the semicircle, $\pi R$. This product converges to zero for $R\to\infty$.

This argument extends easily to similar integrals.


If complex analysis is still considered to be heavy metal, or if we need an alternative solution supporting the ideas from the post, then here is a way to proceed.

For short, leg $g$ be the rational function $g:\Bbb R\to\Bbb R$, $$g(t)=\frac 1{t^2+1}\ .$$ Its first derivatives can be easily computed with mathematical software aid, so this is not our point. The derivatives of order $0,1,2,3,\dots$ get a better and better total degree in $t$, for performing derivation "inside the integral", namely $-2,-3,-4,-5,\dots$ so we can write: $$ \begin{aligned} f(x) &= \int_0^\infty\frac{\cos(tx)}{1+t^2}\; dt \\ &= \frac 12\int_{\Bbb R} \cos(tx)\cdot g(t)\; dt \\ &= \frac 12\int_{\Bbb R} \frac 1x\sin(tx)\cdot g'(t)\; dt \\ &= \frac 12\int_{\Bbb R} -\frac 1{x^2}\cos(tx)\cdot g''(t)\; dt \\ &= \frac 12\int_{\Bbb R} -\frac 1{x^3}\sin(tx)\cdot g'''(t)\; dt \\ \\ &=\dots \\ &\qquad\text{ an so on, and if we want we can further improve the polynomial growth at $t=\infty$.} \\ &\qquad\text{ Then} \\ \\ f'(x) &= \frac{\partial}{\partial x} \frac 12\int_{\Bbb R} -\frac 1{x^3}\sin(tx)\cdot g'''(t)\; dt \\ &= \frac 12\int_{\Bbb R} - \frac{\partial}{\partial x} \left(\ \frac 1{x^3}\sin(tx)\ \right)\cdot g'''(t)\; dt \\ &= \frac 12\int_{\Bbb R} - \left(\ \frac {(-3)}x\cdot\frac 1{x^3}\sin(tx) +\frac 1{x^3}\cos(tx)\cdot t \ \right)\cdot g'''(t)\; dt \\ &= -\frac 3xf(x) + \frac 12\int_{\Bbb R} - \frac 1{x^3}\cos(tx)\cdot t\cdot g'''(t)\; dt \\ &= -\frac 3xf(x) - \frac 12\int_{\Bbb R} \frac 1{x^3}\cos(tx)\cdot \left(\ \frac {8t^3}{(t^2+1)^3}\ \right)'\; dt \\ &= -\frac 3xf(x) + \frac 12\int_{\Bbb R} \frac 1{x^2}\sin(tx)\cdot \frac {8t^3}{(t^2+1)^3}\; dt \\ & \\ f''(x) &= \frac 3{x^2}f(x) - \frac 3x f'(x) \\ &\qquad\qquad + \frac 12 \int_{\Bbb R} \frac\partial{\partial x} \left(\ \frac 1{x^2}\sin(tx)\ \right) \cdot \frac {8t^3}{(t^2+1)^3}\; dt \\ &= \frac 3{x^2}f(x) - \frac 3x f'(x) \\ &\qquad\qquad + \frac 12 \int_{\Bbb R} \frac{(-2)}x \cdot \frac 1{x^2}\sin(tx) \cdot \frac {8t^3}{(t^2+1)^3}\; dt \\ &\qquad\qquad\qquad\qquad + \frac 12 \int_{\Bbb R} \frac 1{x^2}\cos(tx) \cdot t\cdot \frac {8t^3}{(t^2+1)^3}\; dt \\ &= \frac 3{x^2}f(x) - \frac 3x \left(\ -\frac 3xf(x) + \frac 12\int_{\Bbb R} \frac 1{x^2}\sin(tx)\cdot \frac {8t^3}{(t^2+1)^3}\; dt \ \right) \\ &\qquad\qquad + \frac 12 \int_{\Bbb R} \frac{(-2)}x \cdot \frac 1{x^2}\sin(tx) \cdot \frac {8t^3}{(t^2+1)^3}\; dt \\ &\qquad\qquad\qquad\qquad + \frac 12 \int_{\Bbb R} \frac 1{x^2}\cos(tx) \cdot \frac {8t^4}{(t^2+1)^3}\; dt \\ &= \frac {12}{x^2}f(x) - \frac 12\int_{\Bbb R} \frac 1{x^3}\sin(tx)\cdot \frac {8(2+3)t^3}{(t^2+1)^3}\; dt \\ &\qquad\qquad\qquad\qquad + \frac 12 \int_{\Bbb R} \frac 1{x^2}\cos(tx) \cdot \frac {8t^4}{(t^2+1)^3}\; dt \\ &= \frac {12}{x^2}f(x) + \frac 12\int_{\Bbb R} \frac 1{x^3}\sin(tx)\cdot \left(\ \frac {10(2t^2+1)}{(t^2+1)^2}\ \right)'\; dt \\ &\qquad\qquad\qquad\qquad + \frac 12 \int_{\Bbb R} \frac 1{x^2}\cos(tx) \cdot \frac {8t^4}{(t^2+1)^3}\; dt \\ &= \frac {12}{x^2}f(x) + \frac 12\int_{\Bbb R} \frac 1{x^2}\cos(tx)\cdot\frac {10(2t^2+1)}{(t^2+1)^2}\; dt \\ &\qquad\qquad\qquad\qquad + \frac 12 \int_{\Bbb R} \frac 1{x^2}\cos(tx) \cdot \frac {8t^4}{(t^2+1)^3}\; dt \\ &= \frac 12 \int_{\Bbb R} \frac 1{x^2}\cos(tx) \left[\ \frac {12}{t^2+1} - \frac {10(2t^2+1)}{(t^2+1)^2} + \frac {8t^4}{(t^2+1)^3} \ \right]\; dt \\ &= \frac 12 \int_{\Bbb R} -\frac 1{x^2}\cos(tx) \frac {2(3t^2-1)}{(t^2+1)^3}\; dt \\ &= \frac 12 \int_{\Bbb R} -\frac 1{x^2}\cos(tx)\cdot \frac {2(3t^2-1)}{(t^2+1)^3}\; dt \\ &= \frac 12 \int_{\Bbb R} -\frac 1{x^2}\cos(tx)\cdot g''(t)\; dt \\ &=f(x)\ . \end{aligned} $$ From $f''(x)=f(x)$ we can finally fix the formula for $f$. The value for $f(0)$ is $\pi/2$. For the derivative $f'(0)$ we have to work a little more... (I was curious to see if it is possible to avoid "higher stuff", and give a proof using the lines inspired by the post.)

dan_fulea
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For $x >0$, we have $$f(x) = x \int_0^\infty \frac{\cos t}{x^2 + t^2} dt,$$ which easily implies that $f$ is $C^1$ for $x >0$.Function $f$ is even, hence it is $C^1$ for any $x\not=0$, and $$f'(x) = \int_0^\infty \frac{\cos t}{x^2 +t^2} dt - 2x^2 \int_0^\infty \frac{\cos t}{(x^2 + t^2)^2} dt = \int_0^\infty \frac{(t^2 -x^2)\cos t}{(t^2 +x^2)^2}dt.$$

Since $\int_0^\infty \frac{t^2 -x^2}{(t^2 +x^2)^2} dt =0$, hence $$f'(x) = \int_0^\infty \frac{(t^2 -x^2)(\cos t -1)}{(t^2 +x^2)^2}dt = -2\int_0^\infty \frac{(t^2 -x^2)(\sin \frac t2)^2}{(t^2 +x^2)^2}dt.$$ Note that $$\left|\frac{(t^2 -x^2)(\sin \frac t2)^2}{(t^2 +x^2)^2}\right| \leq \frac{(\sin \frac t2)^2}{t^2} \in L^1(0,\infty).$$ By dominated convergence theorem, we have $$\lim_{x\to 0} f'(x) = -2 \int_0^\infty \frac{(\sin \frac t2)^2}{t^2} dt. \qquad (*)$$ We compute $f'(0)$. For $x >0$, we have $f(0) = \int_0^\infty (1 +t^2)^{-1} dt = x \int_0^\infty (x^2 + t^2)^{-1} dt$. Therefore $$\frac{f(x)-f(0)}{x} = -2\int_0^\infty \frac{(\sin \frac t2)^2}{x^2 + t^2} dt.$$ Again by dominated convergence theorem, we get $$f'(0) =\lim_{x\to 0} \frac{f(x) -f(0)}{x} = -2 \int_0^\infty \frac{(\sin \frac t2)^2}{t^2} dt. \qquad (**)$$ From (*) and (**), we get $f$ is $C^1$ at $x =0$.

nguyen0610
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