I = ∫ 0 ∞ e − x 2 cos ( 1 0 x ) d x .
For I as defined above, evaluate ∣ ∣ ∣ ∣ ln ( π 2 I ) ∣ ∣ ∣ ∣ .
Notation: ∣ ⋅ ∣ denotes the absolute value function .
For more problems like this, try this set .
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Let F ( α ) = ∫ 0 ∞ e − x 2 cos ( α x ) d x
By Differentiating under the Integral Sign with respect to α ,
⟹ d α d F = ∫ 0 ∞ e − x 2 ⋅ − x sin ( α x ) d x
Integrating by parts, that is ∫ f ′ ( x ) g ( x ) = f ( x ) g ( x ) − ∫ f ( x ) g ′ ( x ) with f ′ ( x ) = − x e − x 2 ⟹ f ( x ) = 2 e − x 2 , g ( x ) = sin ( α x ) ⟹ g ′ ( x ) = α cos ( α x )
⟹ d α d F = [ 2 e − x 2 ⋅ sin ( α x ) ] 0 ∞ − 2 α ⋅ ∫ 0 ∞ e − x 2 cos ( α x ) d x
2 e − x 2 ⋅ sin ( α x ) will approach 0 at both limits, hence we are left with:
d α d F = − 2 α F ⟹ F d F = − 2 α d α ⟹ ln ( F ) = − 4 α 2 + C ⟹ F ( α ) = g e 4 − α 2 , g = e C
Setting α = 0
⟹ F ( 0 ) = ∫ 0 ∞ e − x 2 d x = g = 2 π ⟹ F ( α ) = 2 π e 4 − α 2
Setting α = 1 0
⟹ F ( 1 0 ) = I = ∫ 0 ∞ e − x 2 cos ( 1 0 x ) d x = 2 π e − 2 5 ∴ ∣ ∣ ∣ ∣ ln ( π 2 I ) ∣ ∣ ∣ ∣ = 2 5
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For a , b > 0 ,
∫ − ∞ ∞ e b x − a x 2 d x = e b 2 / 4 a ∫ − ∞ ∞ e − a ( x − 2 a b ) 2 = e b 2 / 4 a a π
where the last line follows from the result of a generalized Gaussian integral. Now ,
∫ − ∞ ∞ e − a x 2 cos ( b x ) d x = 2 1 ( ∫ − ∞ ∞ e − a x 2 + i b x d x + ∫ − ∞ ∞ e − a x 2 − i b x d x ) = ∫ − ∞ ∞ e − a x 2 + i b x d x = a e ( i b ) 2 / 4 a π
Thus we have ,
∫ 0 ∞ e − a x 2 cos ( b x ) d x = 2 e b 2 / 4 a 1 a π
Putting in a = 1 , b = 1 0 we have the answer as I = 2 e 2 5 π making the answer 2 5