Find the value of ∫ 0 ∞ x arctan ( π x ) − arctan ( x ) d x
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Definite integrals can sometimes be simplified using iterated integrals. ∫ 0 ∞ x arctan ( π x ) − arctan ( x ) d x = ∫ 0 ∞ ∫ arctan ( x ) arctan ( π x ) x 1 d y × d x
This the double integral is over the region enclosed within y = arctan ( x ) and y = arctan ( π x )
From Fubini's theorem order of iteration of definite integrals is immaterial.The region as a function of x is enclosed by:
x = tan ( y ) and x = π tan ( y )
Integral becomes:
∫ 0 2 π ∫ π tan ( y ) tan ( y ) x 1 d x × d y = ∫ 0 2 π ln ( x ) ∣ ∣ ∣ ∣ ∣ π tan ( y ) tan ( y ) d y
∫ 0 2 π ( ln tan ( y ) − ln ( π tan ( y ) ) ) d y = ∫ 0 2 π ( ln tan ( y ) − ln tan ( y ) + ln ( π ) ) d y
∫ 0 2 π ln π d y = 2 π × ln π
I had a doubt, If we separate the integrals and then substitute π x = t , then we simply get ∫ 0 ∞ x arctan ( π x ) d x = ∫ 0 ∞ x arctan ( x ) d x and hence answer comes to be 0, but where did I go wrong I am not able to figure out.
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Well if we look at how arctan π x and arctan x changes with respect to x and look at their ratios we can see there is an extra factor of π 1 for very large x. Which means they don't exactly equal out even at infinity and we cannot equate them. In a sense arctan π x reaches its limit faster than arctan x
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But what I am getting mathematically is that they are exactly equal...by the substitution I told you.
If you substitute π x = t , then π d x = d t and then you can see that the factor of π cancels out with the limits of integration also remaining the same. So you see, they are exactly equal since there is no factor of π . Where is the fault then?
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Let:
I ( t ) = ∫ 0 ∞ x arctan ( t x ) d x
Using Leibnitz rule:
I ′ ( t ) = ∫ 0 ∞ ∂ t ∂ ( x arctan ( t x ) ) d x = ∫ 0 ∞ 1 + t 2 x 2 1 d x
Evaluating the very standard integral on the RHS gives:
I ′ ( t ) = 2 t π ⟹ I ( t ) = 2 π ln t + C
So, to evaluate the given integral:
A = ∫ 0 ∞ x arctan ( π x ) − a r c t a n ( x ) d x
A = I ( π ) − I ( 1 )
Substituting the obtained expression for I ( t ) leads to:
A = 2 π ln π ≈ 1 . 7 9 8 1