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first note sin ( x + y ) = sin ( x ) cos ( y ) + cos ( x ) sin ( y ) .by symmetry of x,y, we would have the integral be ∫ 0 ∞ ∫ 0 ∞ x y ( x + y ) sin ( x ) sin ( y ) sin ( x + y ) d x d y = 2 ∫ 0 ∞ ∫ 0 ∞ x y ( x + y ) sin 2 ( x ) sin ( y ) cos ( y ) d x d y = ∫ 0 ∞ ∫ 0 ∞ x y ( x + y ) sin 2 ( x ) sin ( 2 y ) d x d y now, we make the double integral a triple integral: ∫ 0 ∞ ∫ 0 ∞ ∫ 0 ∞ x y sin 2 ( x ) sin ( 2 y ) e − t ( x + y ) d t d x d y = ∫ 0 ∞ ( ∫ 0 ∞ x sin 2 ( x ) e − t x d x ) ( ∫ 0 ∞ y sin ( 2 y ) e − t y d y ) d t we can solve each by differentiating under the integral sign(shown at the end of solution). this integral becomes so we are left evaluating 4 1 ∫ 0 ∞ ln ( 1 + t 2 4 ) arctan ( t 2 ) d t = ∫ 0 π / 2 x ln ( sec ( x ) ) csc 2 ( x ) d x since we had 1 + ( t 2 ) 2 inside the log, and t 2 inside the arctan, a tangent substitution was motivated, i.e t 2 = tan ( x ) . using integration by parts this turns into ∫ 0 π / 2 [ x ln ( sec ( x ) ) ] ( csc 2 ( x ) d x ) = − [ x ln ( sec ( x ) ) ] cot ( x ) ∣ ∣ 0 π / 2 + ∫ 0 π / 2 [ ln ( sec ( x ) ) + x tan ( x ) ] cot ( x ) d x = ∫ 0 π / 2 x d x + ∫ 0 π / 2 ln ( sec ( x ) ) cot ( x ) d x = 8 π 2 + ∫ 0 π / 2 sec 2 ( x ) − 1 ln ( sec ( x ) ) tan ( x ) d x making the obvious substitution in the last integral: 8 π 2 + ∫ 0 ∞ e 2 x − 1 x d x = 8 π 2 + 4 1 ∫ 0 ∞ e x − 1 x d x = 8 π 2 + 4 1 6 π 2 = 6 π 2 note in the last integral the integral defination of the zeta function was used.
the two integrals were I 1 ( t ) = ∫ 0 ∞ x sin 2 ( x ) e − t x d x → I 1 ′ ( t ) = − ∫ 0 ∞ sin 2 ( x ) e − t x d x = − 2 1 ∫ 0 ∞ ( 1 − cos ( 2 x ) ) e − t x d x = − 2 1 ( t 1 − t 2 + 4 t ) integrating this w.r.t to t and using the fact that I 1 ( ∞ ) = 0 , we have I 1 ( t ) = − 2 1 ( ln ( t ) − 2 1 ln ( t 2 + 4 ) ) = 4 1 ln ( 1 + t 2 4 ) similarly: I 2 ( t ) = ∫ 0 ∞ y sin ( 2 y ) e − t y d y → I 2 ′ ( t ) = − ∫ 0 ∞ sin ( 2 y ) e − t y d y = − t 2 + 4 2 using I 2 ( 0 ) = 2 π , we have I 2 ( t ) = 2 π − arctan ( 2 t ) = arctan ( t 2 )