Wednesday, March 9, 2016

real analysis - Evaluation of an improper integral: inti0nftyfractsintu2+t2,dt



I want to calculate the integral below for positive u.
0tsintu2+t2dt

Wolframalpha gives me a simple answer :
π2eu.



but I cannot approach to that.
Can anyone solve above without using complex integral (ex.residue integration.. because I'm beginner of analysis)?



Thanks.


Answer



Hint. Let's consider the Laplace transform of I(a):=0cos(ax)x2+1dx. We have
L(I(a))(s)=L(0cos(ax)x2+1dx)(s)=00cos(ax)x2+1easdadx=0s(x2+1)(s2+x2)dx=π2(s+1)giving
I(a)=0cos(ax)x2+1dx=L1(π2(s+1))=π2ea,a>0, then by differentiating (2) with respect to a, one gets

0xsin(ax)x2+1dx=π2ea,a>0. as given by Wolfram alpha.


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