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Re: Incorrect symbolic improper integral

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  • Subject: [mg103636] Re: Incorrect symbolic improper integral
  • From: Alexei Boulbitch <Alexei.Boulbitch at iee.lu>
  • Date: Wed, 30 Sep 2009 07:41:14 -0400 (EDT)

The integral you tried is a classical one. It is always calculated in the textbooks on application of 
complex variables to calculation of integrals. Its exact value is therefore, well-known. Evaluate this please:

HoldForm[\!\(
\*SubsuperscriptBox[\(\[Integral]\), \(-\[Infinity]\), \
\(\[Infinity]\)]\(
FractionBox[\(Cos[a\ x]\), \(
\*SuperscriptBox[\(b\), \(2\)] + 
\*SuperscriptBox[\(x\), \(2\)]\)] \[DifferentialD]x\)\) = \[Pi]/
   b Exp[-a b]]

assuming a>0 and b>0. Its evaluation at a=b=1 yields:

In[5]:= \[Pi]/b Exp[-a b] /. {a -> 1, b -> 1}

Out[5]= \[Pi]/\[ExponentialE]

which is obviously the same as the solution returned by Mathematica that you showed. Another point that when I evaluated your 
integral with parameter

In[6]:= Integrate[Cos[a x]/(1 + x^2), {x, -\[Infinity], \[Infinity]}, 
 Assumptions -> a \[Element] Reals]


Out[6]= \[ExponentialE]^-Abs[a] \[Pi]

 it returned (by my machine Math 6.0, Windows XP)

\[ExponentialE]^-Abs[a] \[Pi]

that is in line with the above exact solution, rather than with the value 
 
\[Pi] Cosh[a]

that you report. So may be you still have a problem.

Alexei


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

-- 
Alexei Boulbitch, Dr., habil.
Senior Scientist

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