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 the integral $I(u,v,w)=\iint_{(0,\infty)^2}\sinh(upq) e^{-vq^2 - wp^2}pq(q^2-p^2)^{-1}dpdq$

I found in an article "Imperfect Bose Gas with Hard-Sphere Interaction", Phys. Rev. 105, 776–784 (1957) the following integral, but I don't know how to solve it. Any hints? $$\int_0^\infty {\int_0^\infty {\mathrm dp\mathrm dq\frac{\sinh(upq)}{q^2 -…
Pablo
  • 477
20
votes
1 answer

Lobachevsky's Formula for Integrals

If the function $f:\mathbb{R}\to \mathbb{R}$ satisfies $f(x+\pi)=f(\pi-x)=f(x), \forall x \in \mathbb{R}$ then $$\int_0^\infty f(x)\frac{\sin x }{x} \mathrm{d}x = \int _0^\frac\pi2 f(x) \mathrm{d}x$$ How can I prove this equality?
user42768
  • 753
17
votes
1 answer

$\int_{0}^{\pi/2} \text{arctanh}(\sin x) \text{arctan}(a \tan(x)) \cos(x) \ dx$

Are you kind to let me know the way? By the way, don't you have a "curiosity" tag? $$\int_{0}^{\pi/2} \text{arctanh}(\sin x) \text{arctan}(a \tan(x)) \cos(x) \ dx, \quad a>0$$
14
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3 answers

Does $\int\limits_0^\infty \cos(x^3 -x) \, \mathrm dx$ converge?

Does $\displaystyle\int_0^\infty \cos(x^3 -x) \, \mathrm dx$ converge? What is the standard method of checking convergence of this kind of improper integrals?
12
votes
3 answers

Integral Representation of $F(n)$

Is there a nice integral representation of $$F(n) = \sum_{k = 0}^{\infty}\left(\sqrt{k + 1} - \sqrt{k}\right)^n$$ where $n \in \mathbb{N}$ ? I'm working on this problem for a long time. I was able to find a weird integral representation for $n = 3$…
12
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5 answers

How to prove limit of integral is $\frac{1}{n2^n}$?

I was wondering how to prove that $$\lim_{n\to \infty}\int_{1}^{n}\frac{1}{(x^{2}+1)^{n}}dx\sim \frac{1}{n\cdot 2^{n}}?.$$ This appears to be asymptotic to $\frac{1}{n2^{n}}$, but how to prove it?. I checked with larger and larger values of n, and…
Cody
  • 1,551
11
votes
7 answers

Find $\lim_{x\to 1}\int_{x}^{x^2}\frac{1}{\ln {t}}\mathrm dt$.

Find $\lim_{x\to 1}f(x)$, where $$f(x) = \int_{x}^{x^2}\frac{1}{\ln {t}}\mathrm dt$$ I tried splitting it into two integrals, one from 1 to $x^2$ and the other one from $x$ to $1$. Doesn't matter how I split it, I got zero. Wolfram Alpha has…
Spideyyyy
  • 523
9
votes
2 answers

Evaluate: $\int_{0}^\infty e^{-x^2} \cos^n(x) dx $

How to evaluate: $$ \int_0^\infty e^{-x^2} \cos^n(x) dx$$ Someone has posted this question on fb. I hope it's not duplicate.
S L
  • 11,731
9
votes
2 answers

how to evaluate $ \int_0^\infty e^{- \left ( x - \frac a x \right )^2} dx $

How do I evaluate the following definite integral$$ \int_0^\infty e^{- \left ( x - \frac a x \right )^2} dx $$
S L
  • 11,731
8
votes
2 answers

if $\int_1^\infty f(x)dx$ exist, then $\int_1^\infty f^2(x)dx$ exist?

I'm facing some difficulty in proving/disproving this sentence: Consider $f: [0, \infty ) \rightarrow \mathbb{R}, f$ is continuous. if $\displaystyle \int_1^\infty f(x)dx$ exist, then $\displaystyle \int_1^\infty f^2(x)dx$ exist.
user2637293
  • 1,766
7
votes
7 answers

Intuitively, why does $\int_{-\infty}^{\infty}\sin(x)dx$ diverge?

According to Wolfram Alpha, $\int_{-\infty}^{\infty}\sin(x)dx$ does not converge. This makes no sense to me, intuitively, which I'll justify with a plot: As we see, the positive and negative areas 'cancel out', so, for any $\alpha \in \mathbb{R}$,…
beep-boop
  • 11,595
7
votes
3 answers

Improper integral

I would like to know the value of the following improper integral: $$\int \limits_{-\infty}^{\infty}\frac{2x}{1+x^2}dx$$ as the function $f(x)=\displaystyle\frac{2x}{1+x^2}$ satisfies $f(-x)=-f(x)$ can I immediately conclude that the integral is…
user7979
7
votes
2 answers

Double improper integral , how to see if it diverge

$$\iint_D \frac{(x+y) e^{y-x}}{x^2 y^2}dx \, dy$$ $$D= \{(x,y) ; 0\leq y+1\leq x , xy\geq 1 \}$$ Iv been stuck on this for past two hours , I need some hint . My bounds are : $\frac{1+\sqrt{5}}{2}\leq X<\infty $ $\frac 1 x \leq Y\leq x-1$…
7
votes
1 answer

how to evaluate the integral $\frac{64}{\pi^3} \int_0^\infty \frac{ (\ln x)^2 (15-2x)}{(x^4+1)(x^2+1)}\ dx$

How to evaluate the 59 integral, possibly using real method? $$\frac{64}{\pi^3} \int_0^\infty \frac{ (\ln x)^2 (15-2x)}{(x^4+1)(x^2+1)}\ dx$$
6
votes
4 answers

Integral involving translates of $\{x\}$.

We have two functions: $F(x)$ and $G(x)$ Suppose the improper integral has the value 1. $$\int_{1}^{\infty} F(x) G(x) \mathrm{d}x = 1$$ Can we find the value of the integral, where c is a constant? $$\int_{1}^{\infty} F(x+c) G(x) \mathrm{d}x$$ I am…
Roupam Ghosh
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