Sunday, September 15, 2019

calculus - Fresnel integral $intlimits_0^inftysin(x^2) dx$ calculation



I'm trying to calculate the improper Fresnel integral $\int\limits_0^\infty\sin(x^2)dx$ calculation.
It uses several substitutions. There's one substitution that is not clear for me.



I could not understand how to get the right side from the left one. What subtitution is done here?



$$\int\limits_0^\infty\frac{v^2}{1+v^4} dv = \frac{1}{2}\int\limits_0^\infty\frac{1+u^2}{1+u^4} du.$$







Fresnel integral calculation:



In the beginning put $x^2=t$ and then: $$\int\limits_0^\infty\sin(x^2) dx = \frac{1}{2}\int\limits_0^\infty\frac{\sin t}{\sqrt{t}}dt$$



Then changing variable in Euler-Poisson integral we have: $$\frac{2}{\sqrt\pi}\int_0^\infty e^{-tu^2}du =\frac{1}{\sqrt{t} }$$



The next step is to put this integral instead of $\frac{1}{\sqrt{t}}$.

$$\int\limits_0^\infty\sin(x^2)dx = \frac{1}{\sqrt\pi}\int\limits_0^\infty\sin(t)\int_0^\infty\ e^{-tu^2}dudt = \frac{1}{\sqrt\pi}\int\limits_0^\infty\int\limits_0^\infty \sin (t) e^{-tu^2}dtdu$$
And the inner integral $\int\limits_0^\infty \sin (t) e^{-tu^2}dt$ is equal to $\frac{1}{1+u^4}$.



The next calculation: $$\int\limits_0^\infty \frac{du}{1+u^4} = \int\limits_0^\infty \frac{v^2dv}{1+v^4} = \frac{1}{2}\int\limits_0^\infty\frac{1+u^2}{1+u^4} du = \frac{1}{2} \int\limits_0^\infty\frac{d(u-\frac{1}{u})}{u^2+\frac{1}{u^2}} $$
$$= \frac{1}{2} \int\limits_{-\infty}^{\infty}\frac{ds}{2+s^2}=\frac{1}{\sqrt2}\arctan\frac{s}{\sqrt2} \Big|_{-\infty}^\infty = \frac{\pi}{2\sqrt2} $$



In this calculation the Dirichle's test is needed to check the integral $\int_0^\infty\frac{\sin t}{\sqrt{t}}dt$ convergence. It's needed also to substantiate the reversing the order of integration ($dudt = dtdu$). All these integrals exist in a Lebesgue sense, and Tonelli theorem justifies reversing the order of integration.



The final result is $$\frac{1}{\sqrt\pi}\frac{\pi}{2\sqrt2}=\frac{1}{2}\sqrt\frac{\pi}{2}$$


Answer




Well, if one puts $v=\frac{1}{u}$ then:
$$I=\int_0^\infty\frac{v^2}{1+v^4} dv =\int_0^\infty\frac{1}{1+u^4} du$$
So summing up the two integrals from above gives:
$$2I=\int_0^\infty\frac{1+u^2}{1+u^4} du$$


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