∫ 0 ∞ 1 + tan 2 ( 2 arctan ( x 1 + x 2 − 1 ) ) 1 d x = ?
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Let x = tan α . Then d x = sec 2 α d α and the integrand is cos 2 α . The limits of integration become 0 and 2 π . So the value of the integral is 2 π
Firstly, note that cos 2 θ = 1 + tan 2 θ 1 − tan 2 θ ⟹ 2 tan − 1 x = cos − 1 ( 1 + x 2 1 − x 2 ) .
Knowing this and 1 + tan 2 x = sec 2 x , 1 + tan 2 ( 2 tan − 1 ( x 1 + x 2 − 1 ) ) 1 = sec 2 ⎝ ⎛ cos − 1 ⎝ ⎛ 1 + ( x 1 + x 2 − 1 ) 2 1 − ( x 1 + x 2 − 1 ) 2 ⎠ ⎞ ⎠ ⎞ 1 = cos 2 ( cos − 1 ( x 2 x 2 ⋅ 1 + x 2 x 2 + 2 + 2 1 + x 2 1 − x 2 x 2 + 2 − 2 1 + x 2 ) ) = ( x 2 + 1 + 1 + x 2 1 + 1 + x 2 ) 2 = x 4 + 3 x 2 + 2 + 2 x 2 x 2 + 1 + 2 x 2 + 1 x 2 + 2 x 2 + 1 + 2
We can use trigonometric substitution to integrate this monstrosity: x = tan θ ; d x = sec 2 θ d θ arctan 0 = 0 ; x → ∞ lim arctan x = 2 π ∫ 0 ∞ x 4 + 3 x 2 + 2 + 2 x 2 x 2 + 1 + 2 x 2 + 1 x 2 + 2 x 2 + 1 + 2 d x = ∫ 0 2 π tan 4 θ + 3 tan 2 θ + 2 + 2 tan 2 θ sec θ + 2 sec θ tan 2 θ + 2 sec θ + 2 sec 2 θ d θ = ∫ 0 2 π ( tan 2 + 1 ) ( tan 2 + 2 ) + 2 sec θ ( tan 2 θ + 1 ) sec 2 θ + 2 sec θ + 1 sec 2 θ d θ = ∫ 0 2 π sec 2 θ ( sec 2 θ + 1 ) + sec 3 θ ( sec θ + 1 ) 2 sec 2 θ d θ = ∫ 0 2 π sec 2 θ + 1 + 2 sec θ ( sec θ + 1 ) 2 d θ = ∫ 0 2 π ( sec θ + 1 ) 2 ( sec θ + 1 ) 2 d θ = ∫ 0 2 π d θ = 2 π − 0 = 2 π β ⌈ ∣ ⌉
Consider the expression:
A = x 1 + x 2 − 1
Let x = tan t . This leads to:
A = tan t sec t − 1 = sin t 1 − cos t = 2 sin ( 2 t ) cos ( 2 t ) 2 sin 2 ( 2 t ) = tan ( 2 t ) ⟹ tan ( 2 arctan A ) = tan t = x
Using this, the integrand simplifies to:
I = ∫ 0 ∞ 1 + x 2 1 d x
Recall that x = tan t ⟹ d x = sec 2 t d t and the integral transforms to:
I = ∫ 0 2 π d t ⟹ I = 2 π
tan ( 2 arctan ( x 1 + x 2 − 1 ) ) = x
∫ 0 ∞ 1 + x 2 1 d x = 2 π
We can derive this by doing integration by parts on ∫ 1 + x 2 1 d x
1 + x 2 x + ∫ ( 1 + x 2 ) 2 2 x d x = arctan x
By changing variables from x = tan θ and finding the anti-derivative and converting back to original variable and equating this integral with arctan x we will get the following equation: sin ( 2 θ ) = 1 + x 2 2 x
where θ = arctan x from the variable change
arcsin ( 1 + x 2 2 x ) = 2 arctan x
But we also know that arcsin x = arctan ( 1 − x 2 x )
Using this two equations and rearranging variable we can arrive at the following equation tan ( 2 arctan ( x 1 + x 2 − 1 ) ) = x .
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I = ∫ 0 ∞ 1 + tan 2 ( 2 tan − 1 ( x 1 + x 2 − 1 ) ) 1 d x = ∫ 0 ∞ ⎝ ⎜ ⎛ 1 + tan 2 ⎝ ⎜ ⎛ tan − 1 ⎝ ⎜ ⎛ 1 − ( x 1 + x 2 − 1 ) 2 2 ( x 1 + x 2 − 1 ) ⎠ ⎟ ⎞ ⎠ ⎟ ⎞ ⎠ ⎟ ⎞ − 1 d x = ∫ 0 ∞ ( 1 + tan 2 ( tan − 1 x ) ) − 1 d x = ∫ 0 ∞ 1 + x 2 1 d x = tan − 1 x ∣ ∣ ∣ ∣ 0 ∞ = 2 π ≈ 1 . 5 7 1