Differentiate the integral!

Calculus Level 5

I ( a ) = cos ( a x 2 ) sin ( a x 2 ) 1 + x 4 d x I(a) = \int_{-\infty}^\infty \frac {\cos (ax^2)-\sin(ax^2)}{1+x^4} dx

For a 0 a \ge 0 , integral I ( a ) I(a) is defined as above. Given that 1 1 + x 4 d x = π 2 \displaystyle \int_{-\infty}^\infty \frac 1{1+x^4} dx = \frac \pi {\sqrt 2} , find 1 0 5 I ( 7 ) 10^5 I(7) .


The answer is 202.5692413.

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4 solutions

Mark Hennings
Mar 7, 2019

Integrate e i a z 2 z 4 + 1 \frac{e^{iaz^2}}{z^4+1} around the quadrant contour made up of the four parts:

  • γ 1 \gamma_1 , the line segment from ε \varepsilon to R R , where 0 < ε < 1 < R 0 < \varepsilon < 1 < R ,

  • γ 2 \gamma_2 , the quadrant of a circle z = R e i θ z = Re^{i\theta} for 0 θ 1 2 π 0 \le \theta \le \tfrac12\pi ,

  • γ 3 \gamma_3 , the line segment from ε i \varepsilon i to R i R i ,

  • γ 4 \gamma_4 , the quadrant of a circle z = ε e i θ z = \varepsilon e^{i\theta} for 0 θ 1 2 π 0 \le \theta \le \tfrac12\pi .

Then ( γ 1 + γ 2 γ 3 γ 4 ) e i a z 2 z 4 + 1 d z = 2 π i R e s z = 1 + i 2 e i a z 2 z 4 + 1 = 2 π i e a 4 ( 1 + i 2 ) 3 = 1 2 2 π e a ( 1 i ) \left(\int_{\gamma_1} + \int_{\gamma_2} - \int_{\gamma_3} - \int_{\gamma_4}\right)\frac{e^{iaz^2}}{z^4+1}\,dz \; =\; 2\pi i\mathrm{Res}_{z=\frac{1+i}{\sqrt{2}}}\frac{e^{iaz^2}}{z^4+1} \; = \; 2\pi i \frac{e^{-a}}{4\left(\frac{1+i}{\sqrt{2}}\right)^3} \; = \; \tfrac{1}{2\sqrt{2}}\pi e^{-a}(1-i) Now ( γ 1 γ 3 ) e i a z 2 z 4 + 1 d z = ε R e i a x 2 i e i a x 2 x 4 + 1 d x \left(\int_{\gamma_1} - \int_{\gamma_3}\right)\frac{e^{iaz^2}}{z^4+1}\,dz \; = \; \int_\varepsilon^R \frac{e^{iax^2} - ie^{-iax^2}}{x^4+1}\,dx while γ 2 e i a z 2 z 4 + 1 d z 0 1 2 π e a R 2 sin 2 θ R 4 1 R d θ π R 2 ( R 4 1 ) γ 4 e i a z 2 z 4 + 1 d z 0 1 2 π e a ε 2 sin 2 θ 1 ε 4 ε d θ π ε 2 ( 1 ε 4 ) \begin{aligned} \left|\int_{\gamma_2} \frac{e^{iaz^2}}{z^4+1}\,dz\right| & \le \; \int_0^{\frac12\pi} \frac{e^{-aR^2\sin2\theta}}{R^4-1}R\,d\theta \; \le \; \frac{\pi R}{2(R^4-1)} \\ \left|\int_{\gamma_4} \frac{e^{iaz^2}}{z^4+1}\,dz\right| & \le \; \int_0^{\frac12\pi} \frac{e^{-a\varepsilon^2\sin2\theta}}{1 - \varepsilon^4}\varepsilon\,d\theta \; \le \; \frac{\pi \varepsilon}{2(1 - \varepsilon^4)} \end{aligned} and hence both of these integrals tend to 0 0 as R R \to \infty and ε 0 \varepsilon \to 0 respectively. Thus we deduce that 0 e i a x 2 i e i a x 2 x 4 + 1 d x = 1 2 2 π e a ( 1 i ) \int_0^\infty \frac{e^{iax^2} - ie^{-iax^2}}{x^4+1}\,dx \; = \; \tfrac{1}{2\sqrt{2}}\pi e^{-a}(1-i) Taking the real part of this equation gives 0 cos ( a x 2 ) sin ( a x 2 ) x 4 + 1 d x = 1 2 2 π e a \int_0^\infty \frac{\cos(ax^2) - \sin(ax^2)}{x^4+1}\,dx \; = \; \tfrac{1}{2\sqrt{2}}\pi e^{-a} and doubling this gives I ( a ) = 1 2 π e a I(a) \; = \; \tfrac{1}{\sqrt{2}}\pi e^{-a} provided always that a 0 a \ge 0 . Thus 1 0 5 I ( 7 ) = 1 0 5 π 2 e 7 = 202.5692413 10^5 I(7) \; = \; \frac{10^5 \pi}{\sqrt{2}e^7} \; = \; \boxed{202.5692413}


We need to perform the calculation this way. Any attempt to differentiate under the integral sign, obtaining the differential equation I ( a ) = I ( a ) I''(a) =I(a) and so deducing that I ( a ) = I ( 0 ) e a I(a) = I(0)e^{-a} , is going to be difficult to achieve, since validity of the likely "formula" for the second derivative I ( a ) = R x 4 ( cos ( a x 2 ) sin ( a x 2 ) ) x 4 + 1 d x I''(a) \; = \; -\int_{\mathbb{R}} \frac{x^4(\cos(ax^2)-\sin(ax^2))}{x^4+1}\,dx is dependent on interchanging the order of limits (differentiation with respect to a a and integration with respect to x x ) where the x x integrals are at best conditionally convergent.

Razzi Masroor
Mar 25, 2019

I randomly was pressing buttons and I got it!

Rohan Shinde
Mar 12, 2019

I get answer as I ( a ) = π 2 ( cosh ( a ) sinh ( a ) ) I(a)=\frac {\pi}{\sqrt 2} \left( \cosh (a) -\sinh (a)\right)

Using contour integration taking a semicircular contour.

and that is equal to π 2 e a \tfrac{\pi}{\sqrt{2}}e^{-a} .

Mark Hennings - 2 years, 2 months ago

@Mark Hennings Yeah. I know it can be simplified further, but at the time of posting the answer, I didn't care to look much. Sorry... :-)

Rohan Shinde - 2 years, 2 months ago
Md Zuhair
Mar 13, 2019

@Richeek Das

You know what, I used Feynman's Trick to solve this and i ended up with two options, Either y = π 2 e x y=\dfrac{\pi}{\sqrt{2}} e^{-x} or y = π 2 e x y=\dfrac{\pi}{\sqrt{2}} e^{x}

I used both and got the answer in the first expression. I dont know how to solve by this method so that i get only the req. answer.

So When i differentiated it I ( a ) I(a) twice, I got I ( a ) = I ( a ) I(a)=I''(a) .

So this left me with multiple options like k s i n ( a ) ksin(a) or k e a ke^{a} or k e a ke^{-a}

Last one worked .. I inserted a=0 to get k.

I know my method is poor :P

Assuming [ ( x a ) \text{Assuming}[(x|a)\in R a 0 , cos ( a x 2 ) sin ( a x 2 ) x 4 + 1 d x π e a 2 \mathbb{R}\land a\geq 0,\int_{-\infty }^{\infty } \frac{\cos \left(a x^2\right)-\sin \left(a x^2 \right)}{x^4+1} \, dx \Longrightarrow \frac{\pi e^{-a}}{\sqrt{2}}

A Former Brilliant Member - 2 years, 2 months ago

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Please clarify your code.

Md Zuhair - 2 years, 2 months ago

The site's LaTeX \LaTeX processor was not working at that time. I suggest that you learn to read LaTeX \LaTeX . Also, I needed to go to two doctors' appointments.

A Former Brilliant Member - 2 years, 2 months ago

But I know Latex sir. Just that it was difficult for me to figure out and understand simultaneously at d same time

Md Zuhair - 2 years, 2 months ago

@Md Zuhair See the last paragraph of Mark Henning's solution.........

Aaghaz Mahajan - 2 years, 2 months ago

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