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Re: Incorrect symbolic improper integral

  • To: mathgroup at smc.vnet.net
  • Subject: [mg103604] Re: [mg103586] Incorrect symbolic improper integral
  • From: Daniel Lichtblau <danl at wolfram.com>
  • Date: Wed, 30 Sep 2009 04:58:59 -0400 (EDT)
  • References: <200909291138.HAA25632@smc.vnet.net>

jwmerrill at gmail.com wrote:
> Below is a definite integral that Mathematica does incorrectly.
> Thought someone might like to know:
> 
> In[62]:= Integrate[Cos[x]/(1 + x^2), {x, -\[Infinity], \[Infinity]}]
> 
> Out[62]= \[Pi]/E
> 
> What a pretty result--if it were true. The correct answer is \[Pi]*Cosh
> [1], which can be checked by adding a new parameter inside the
> argument of Cos and setting it to 1 at the end:
> 
> In[61]:= Integrate[Cos[a x]/(1 + x^2), {x, -\[Infinity], \[Infinity]},
>   Assumptions -> a \[Element] Reals]
> 
> Out[61]= \[Pi] Cosh[a]
> 
> Regards,
> 
> Jason Merrill

Pi/E is correct. For one thing, it agrees with NIntegrate. For another, 
you can find and verify correctness of an antiderivative, observe it 
crosses no branch cuts, and take limits at +-infinity to verify the 
definite integral.

Moreover I do not replicate your parametrized result.

In[20]:= Integrate[Cos[a*x]/(1+x^2), {x,-Infinity,Infinity},
   Assumptions -> Element[a,Reals]] // InputForm
Out[20]//InputForm= Pi/E^Abs[a]

I got that result, or something equivalent, in every Mathematica version 
I tried going back to 4. I may have missed some point releases. Also it 
could be a timing-dependent problem, particularly if you are running 
version 6 (where it seems to be much slower than other versions).

Daniel Lichtblau
Wolfram Research


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