I1-TD5

Impropern Rieman & Parametric Integrals

Exercise 2. Show whether the following integral converge, converge absolutely, converge
conditionally or diverge.
∞ 𝑑𝑑𝑑𝑑 ∞ 𝑒𝑒 −𝑥𝑥 sin 𝑥𝑥
(a) ∫0   (f) ∫0   𝑑𝑑𝑑𝑑
√1+𝑥𝑥 3 𝑥𝑥
∞ 𝑑𝑑𝑑𝑑 ∞ 𝑥𝑥
(b) ∫0   (g) ∫0   𝑑𝑑𝑑𝑑
√1+𝑥𝑥 4 √1+𝑥𝑥 3
∞ ∞ sin(𝑎𝑎𝑎𝑎)
(c) ∫1  𝑥𝑥sin 𝑥𝑥 4 𝑑𝑑𝑑𝑑 (h) ∫0   𝑏𝑏𝑏𝑏 𝑑𝑑𝑑𝑑, 𝑎𝑎 ∈ 𝑅𝑅, 𝑏𝑏 >0
𝑒𝑒 −1
∞ sin2 𝑥𝑥 ∞ 𝑑𝑑𝑑𝑑
(d) ∫0   𝑑𝑑𝑑𝑑 (i) ∫2   𝑑𝑑𝑑𝑑, 𝑝𝑝 > 0
𝑥𝑥 (ln 𝑥𝑥)𝑝𝑝
∞ sin2 𝑥𝑥 ∞ cos 𝑥𝑥
(e) ∫0   𝑑𝑑𝑑𝑑 (j) ∫1   𝑑𝑑𝑑𝑑, 𝑝𝑝 > 0
𝑥𝑥 2 𝑥𝑥 𝑝𝑝

Solution
Show whether the following integral converge, converge absolutely, converge condition
ally or diverge.

∞ 𝑑𝑑𝑑𝑑 ∞ 𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑 +∞ 𝑑𝑑𝑑𝑑

(a) ∫0   , Since ∫0   = ∫0   + ∫1  
√1+𝑥𝑥 3 √1+𝑥𝑥 3 √1+𝑥𝑥 3 √1+𝑥𝑥 3

1 𝑑𝑑𝑑𝑑 1
• ∫0   is convergent because is continuous on [0,1],
√1+𝑥𝑥 3 √1+𝑥𝑥 3

+∞ 𝑑𝑑𝑑𝑑 1 1
• ∫1   Then 𝑓𝑓(𝑥𝑥) = ⩽
√1+𝑥𝑥 3 √1+23 𝑥𝑥 3/2

+∞ 1 +∞ 𝑑𝑑𝑑𝑑
but ∫1   𝑑𝑑𝑑𝑑 < ∞ ⇒ ∫1   also converge by comparison Test (2)
𝑥𝑥 3/2 √1+𝑥𝑥 3

∞ 𝑑𝑑𝑑𝑑
Therefore, (1) and (2) ⇒ ∫0   is convergent
√1+𝑥𝑥 3

∞ 𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑 ∞ 𝑑𝑑𝑑𝑑

(b) ∫0   = ∫0   + ∫1  
√1+𝑥𝑥 4 √1+𝑥𝑥 4 √1+𝑥𝑥 4

1 𝑑𝑑𝑑𝑑 1
• For ∫0   is convergent because is continuous on [0,1]
√1+𝑥𝑥 4 √1+𝑥𝑥 4

∞ 𝑑𝑑𝑑𝑑 1 1
• For ∫1   , we have ≤
√1+𝑥𝑥 4 √1+𝑥𝑥 4 𝑥𝑥 2

∞ 𝑑𝑑𝑑𝑑 +∞ 1
but ∫1   < ∞ ⇒ ∫1   is convergent by comparison Test
𝑥𝑥 2 √1+𝑥𝑥 4

∞ 𝑑𝑑𝑑𝑑 ∞
Therefore, (1) and (2): ⇒ ∫0   is convergent (c) ∫1  𝑥𝑥sin 𝑥𝑥 4 𝑑𝑑𝑑𝑑
√1+𝑥𝑥 4

∞ ∞
by sin 𝑥𝑥 4 ≥ −1 ⇔ 𝑥𝑥sin 𝑥𝑥 4 ≥ −𝑥𝑥 or ∫1  𝑥𝑥sin 𝑥𝑥 4 ≥ ∫1   − 𝑥𝑥𝑥𝑥𝑥𝑥
Find the integrel of 𝑓𝑓(𝑥𝑥) = −𝑥𝑥 on [1, +∞]
𝜀𝜀
∞ 𝜀𝜀 𝑥𝑥 2 𝜀𝜀 2 1
∫1   − 𝑥𝑥𝑥𝑥𝑥𝑥 = lim𝜀𝜀→+∞  �∫1   − 𝑥𝑥𝑥𝑥𝑥𝑥� = lim𝜀𝜀→+∞  �− � = lim𝜀𝜀→+∞  �− + � = −∞
2 1 2 2

∞
Then ∫1   − 𝑥𝑥𝑥𝑥𝑥𝑥 is diverge.

∞
Therefore, ∫1  𝜒𝜒sin 𝜒𝜒 2 𝑑𝑑𝑑𝑑 is diverge by comparison's test

∞ sin2 𝑥𝑥
(d) ∫0  
𝑥𝑥

∞ sin2 𝑥𝑥 ∞ sin 𝑥𝑥
by sin 𝑥𝑥 ≤ 1 ⇔ sin2 𝑥𝑥 ≤ sin 𝑥𝑥 or ∫0   𝑑𝑑𝑑𝑑 ≤ ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥 𝑥𝑥

∞ sin 𝑥𝑥 1
check ∫0   , Let 𝑓𝑓(𝑥𝑥) = − < 0 and 𝑔𝑔(𝑥𝑥) = sin 𝑥𝑥
𝑥𝑥 𝑥𝑥

1 1
• 𝑓𝑓(𝑥𝑥) ⇒ 𝑓𝑓 ′ (𝑥𝑥) = − < 0; 𝑓𝑓(𝑥𝑥) = decreasing.
𝑥𝑥 2 𝑥𝑥

1
lim  𝑓𝑓(𝑥𝑥) = lim   = 0
𝑥𝑥→+∞ 𝑥𝑥→+∞ 𝑥𝑥

• 𝑔𝑔(𝑥𝑥) = sin 𝑥𝑥 is continuous

𝑡𝑡 𝑡𝑡
⇒ �   𝑔𝑔(𝑥𝑥)𝑑𝑑𝑑𝑑 = �   sin 𝑥𝑥𝑥𝑥𝑥𝑥 = 1 − cos 𝑡𝑡 ≤ 𝑀𝑀, ∀𝑡𝑡 > 0
0 0

∞ sin 𝑥𝑥
We have ∫0   𝑑𝑑𝑑𝑑 is coverge by dirichlet's test.
𝑥𝑥

∞ sin2 𝑥𝑥
Then, ∫0   d𝑥𝑥 is coverge by comparison's test.
𝑥𝑥

∞ sin2 𝑥𝑥
Therefore, ∫0   𝑑𝑑𝑑𝑑 is covergent
𝑥𝑥

∞ sin2 𝑥𝑥
(e) ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥 2

∞ sin2 𝑥𝑥 ∞ sin2 𝑥𝑥
Check ∫0   𝑑𝑑𝑑𝑑 ≤ ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥 2 𝑥𝑥

∞ sin2 𝑥𝑥
Since ∫0   𝑑𝑑𝑑𝑑 is covergent.
𝑥𝑥

∞ sin2 𝑥𝑥 ∞ 𝑒𝑒 −𝑥𝑥 sin 𝑥𝑥

Therefore, ∫0   𝑑𝑑𝑑𝑑 is coverge by comparison's test (f) ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥 2 𝑥𝑥

∞ 𝑒𝑒 −𝑥𝑥 sin 𝑥𝑥
(f) ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥
 • Method 1
∞ 𝑒𝑒 −𝑥𝑥 sin 𝑥𝑥 ∞ 𝑒𝑒 −𝑥𝑥 (−1)𝑘𝑘 𝑥𝑥 2𝑘𝑘+1 (−1)𝑘𝑘 ∞
we have ∫0   𝑑𝑑𝑑𝑑 = ∫0  𝑑𝑑𝑑𝑑 ∑∞
𝑘𝑘=0   = ∑∞
𝑘𝑘=0   ∫0  𝑑𝑑𝑑𝑑𝑥𝑥 2𝑘𝑘 𝑒𝑒 −𝑥𝑥
𝑥𝑥 𝑥𝑥 (2𝑘𝑘+1)! (2𝑘𝑘+1)!

∞
(−1)𝑘𝑘
= �    (2𝑘𝑘)!
(2𝑘𝑘 + 1)!
𝑘𝑘=0
∞
(−1)𝑘𝑘
= �    Leibniz series for 𝜋𝜋
2𝑘𝑘 + 1
𝑘𝑘=0
𝜋𝜋
=
4

• Method 2
∞ ∞ ∞
𝑒𝑒 −𝑥𝑥 sin 𝑥𝑥
�    𝑑𝑑𝑑𝑑 = �    �    𝑒𝑒 −𝑥𝑥 sin 𝑥𝑥
0 𝑥𝑥 0 0
∞ ∞
𝑒𝑒 −𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑𝑑𝑑𝑥𝑥 = �    �    𝑒𝑒 −𝑥𝑥(1+𝑦𝑦) sin 𝑥𝑥𝑥𝑥𝑥𝑥
0 0

From integration by parts or otherwise, one can show that:

∞
1
�   𝑒𝑒 −𝑥𝑥(1+𝑦𝑦) sin 𝑥𝑥𝑥𝑥𝑥𝑥 =
0 1 + (1 + 𝑦𝑦)2

Hence
∞ ∞
�    �    𝑒𝑒 −𝑥𝑥(1+𝑦𝑦) sin 𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥 =
0 0
∞
𝑑𝑑𝑑𝑑
�    = arctan(1 + 𝑦𝑦)|∞
0
0 1 + (1 + 𝑦𝑦)2
𝜋𝜋
=
4
∞ 𝑥𝑥 ∞ 𝑥𝑥 ∞ 𝑥𝑥
(g) ∫0   𝑑𝑑𝑑𝑑 = ∫0   𝑑𝑑𝑑𝑑 + ∫1   𝑑𝑑𝑑𝑑
√1+𝑥𝑥 3 √1+2)2 √1+𝑥𝑥3

1 𝑥𝑥
• For ∫0   𝑑𝑑𝑑𝑑
√1+𝑥𝑥 3
𝑥𝑥 𝑥𝑥 1
we have ⩽ =
√1+𝑥𝑥 3 𝑥𝑥 3/2 𝑥𝑥 1/2

1 1 1 𝑥𝑥
but ∫0   𝑑𝑑𝑑𝑑 < ∞ ⇒ ∫0   𝑑𝑑𝑑𝑑 is convergent by Comparison Test (1)
𝑥𝑥 12 �1+𝜒𝜒𝑥𝑥 2
 ∞ 𝑥𝑥
• For ∫1   𝑑𝑑𝑑𝑑
√1+𝑥𝑥 3
𝑥𝑥 𝑥𝑥 1
Since ∼ ∼
√1+𝑥𝑥 3 𝑥𝑥 3/2 𝑥𝑥 1/2

∞ 1 ∞ 𝑥𝑥
but ∫1   𝑑𝑑𝑑𝑑 diverge ⇒ ∫1   𝑑𝑑𝑑𝑑 diverge by Limit Comparison Test (2) Therefore,
𝑥𝑥 1/2 √1+𝑥𝑥 3
∞ 𝑥𝑥
(1) and (2) : ⇒ ∫0   d𝑥𝑥 is divergent
√1+𝑥𝑥 3

∞ sin(𝑎𝑎𝑎𝑎)
(h) ∫0   𝑑𝑑𝑑𝑑, 𝑎𝑎 ∈ 𝑅𝑅
𝑒𝑒 2𝜋𝜋𝜋𝜋 −1

∞ ∞
sin(𝑎𝑎𝑎𝑎) 𝑒𝑒 −2𝜋𝜋𝜋𝜋 sin 𝑎𝑎𝑎𝑎
�    𝑑𝑑𝑑𝑑 = �    𝑑𝑑𝑑𝑑
0 𝑒𝑒 2𝜋𝜋𝜋𝜋 − 1 0 1 − 𝑒𝑒 −2𝜋𝜋𝜋𝜋
∞ ∞
= �     �    𝑒𝑒 −2(𝑛𝑛+1)𝜋𝜋𝜋𝜋 sin 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎
0 𝑛𝑛=0
∞
we have 𝑎𝑎
= �   
𝑎𝑎2 + 4𝜋𝜋 2 (𝑛𝑛 + 1)2
𝑛𝑛=0
𝑎𝑎
−2 + 𝑎𝑎coth � �
= 2
4𝑎𝑎
1𝑒𝑒 𝑎𝑎 + 1 1
= − 𝑎𝑎
4 𝑒𝑒 − 1
∞ 𝑑𝑑𝑑𝑑
(i) ∫2   𝑑𝑑𝑑𝑑, 𝑝𝑝 > 0
(ln 𝑥𝑥)𝑝𝑝

Since ln 𝑥𝑥 ⩽ 𝑥𝑥 − 1 < 𝑥𝑥 ∀𝑥𝑥 ∈ (0, +∞)

1 1 1 1
⇔ ln 𝑥𝑥 < 𝑥𝑥 ⟹ > ⟺ 𝑝𝑝
> 𝑝𝑝 𝑃𝑃 > 0
ln 𝑥𝑥 𝑥𝑥 (ln 𝑥𝑥) 𝑥𝑥

+∞ 1
We have ∫2   𝑑𝑑𝑑𝑑, 𝑝𝑝 > 0
𝑥𝑥 𝑝𝑝

+∞ 1
• ∫2   𝑑𝑑𝑑𝑑 is converges on 𝑝𝑝 > 1
𝑥𝑥 𝑝𝑝

+∞ 1
• ∫2   𝑑𝑑𝑑𝑑 is diverge on 𝑃𝑃 ∈ (0,1] on 𝑃𝑃 ∈ (0,1],
𝑥𝑥 𝑝𝑝

+∞ 1
Therefore, ∫2   𝑑𝑑𝑑𝑑 is diverge by comparion Test
(ln 𝑥𝑥)𝑝𝑝

∞ cos 𝑥𝑥
(j) ∫1   𝑑𝑑𝑑𝑑, 𝑝𝑝 > 0
𝑥𝑥 𝑝𝑝

cos 𝑥𝑥 1 ∞ cos 𝑥𝑥 ∞ 1
Since, cos 𝑥𝑥 ≤ 1 ⇔ ≤ or ∫1   𝑑𝑑𝑑𝑑 ≤ ∫1   𝑑𝑑𝑑𝑑
𝑥𝑥 𝑝𝑝 𝑥𝑥 𝑝𝑝 𝑥𝑥 𝑝𝑝 𝑥𝑥 𝑝𝑝

∞ 1
Check ∫1   𝑑𝑑𝑑𝑑 coverge for 𝑝𝑝 > 1
𝑥𝑥 𝑝𝑝
 ∞ 1
Then, ∫1   𝑑𝑑𝑑𝑑 diverge for 𝑝𝑝 ≤ 1
𝑥𝑥 𝑝𝑝

∞ cos 𝑥𝑥
Therefore, ∫1   𝑑𝑑𝑑𝑑 is converge for 𝑝𝑝 ≥ 2 by comparison test.
𝑥𝑥 𝑝𝑝

∞
cos 𝑥𝑥
�   𝑑𝑑𝑑𝑑 is diverge for 𝑝𝑝 = 1
1 𝑥𝑥 𝑝𝑝

Exercise 4. Show that for 𝑎𝑎, 𝑏𝑏 > 0, we have

𝑏𝑏
𝑑𝑑𝑑𝑑 1 𝑏𝑏
�   = arctan � � , 𝑎𝑎, 𝑏𝑏 > 0.
0 𝑎𝑎2 + 𝑥𝑥 2 𝑎𝑎 𝑎𝑎

Use the above result to show the following result

𝑏𝑏
𝑑𝑑𝑑𝑑 𝑏𝑏 5𝑎𝑎2 + 3𝑏𝑏 2 3 𝑏𝑏
�   = � 2 + arctan � ��
0 (𝑎𝑎 + 𝑥𝑥 )
2 2 3 8𝑎𝑎 (𝑎𝑎 + 𝑏𝑏 )
4 2 2 𝑎𝑎𝑎𝑎 𝑎𝑎

Solution
Slow that for 𝑎𝑎, 𝑏𝑏 > 0

𝑏𝑏 𝑏𝑏
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
�    = �   
𝑎𝑎2 + 𝑥𝑥 2 𝑥𝑥 2
0 0 𝑎𝑎2 �𝑙𝑙 + � � �
𝑎𝑎
𝑥𝑥 1
Let 𝑡𝑡 = ⇒ 𝑑𝑑𝑑𝑑 =
𝑎𝑎 𝑎𝑎
𝑏𝑏
1 𝑑𝑑𝑑𝑑 1 𝑥𝑥 𝑏𝑏 1 𝑏𝑏
⇔ �    � 2
� = arctan � = arctan
0 𝑎𝑎 1 + 𝑡𝑡 𝑎𝑎 𝑎𝑎 0 𝑎𝑎 𝑎𝑎

𝑏𝑏 𝑑𝑑𝑑𝑑
Use the above result to show the following result ∫0   (𝑎𝑎2
+𝑥𝑥 2 )3

𝑥𝑥 − 0 ⇒ 𝑢𝑢 = 0
Let 𝑥𝑥 = atan 𝑢𝑢 ⇒ 𝑑𝑑𝑑𝑑 − (1 + tan2 𝑢𝑢)𝑢𝑢𝑢𝑢𝑢𝑢 ⇒ �𝑥𝑥 − 𝑏𝑏 ⇒ 𝑢𝑢 = arctan 𝑏𝑏
𝑎𝑎

𝑏𝑏 (1 + tan2 𝑢𝑢)𝑎𝑎𝑎𝑎𝑎𝑎
arctan
⇔ ∫0 𝑎𝑎  
(𝑎𝑎2 + 𝑎𝑎2 tan2 𝑢𝑢)3
 𝑏𝑏 1
1 arctan𝑎𝑎 4 1 + tan 2
𝑥𝑥 =
= 5�    cos 𝑢𝑢𝑢𝑢𝑢𝑢 � cos 2 𝑥𝑥
𝑎𝑎 0
1 + cos 2𝑥𝑥 = 2cos 2 𝑥𝑥
𝑏𝑏 2
1 arctan𝑎𝑎 1
= 5�    � (1 + cos 2𝑢𝑢𝑢𝑢)� 𝑑𝑑𝑑𝑑
𝑎𝑎 0 2
𝑏𝑏
arctan
1 𝑎𝑎 1
= 5�    �2 + 2cos 2𝑢𝑢 + (1 + cos 4𝑢𝑢)� 𝑑𝑑𝑑𝑑
4𝑎𝑎 0 2
𝑏𝑏
1 3 sin Δ𝑢𝑢 arctan𝑎𝑎
= 5 � 𝑢𝑢 + sin 2𝑢𝑢 + �
4𝑎𝑎 2 8 0
1 3 𝑏𝑏 𝑏𝑏 1 𝑏𝑏
= 5
� arctan � � + sin �2arctan � + sin �4arctan ��
4𝑎𝑎 2 𝑎𝑎 𝑎𝑎 8 𝑎𝑎

• sin 4𝑥𝑥 = 2sin 2𝑥𝑥cos 2𝑥𝑥

2𝑥𝑥
• sin(2arctan 𝑥𝑥) =
2+𝑥𝑥 2

2−𝑥𝑥 2
• cos(2arctan 𝑥𝑥) =
2+𝑥𝑥 2

1 3 𝑏𝑏 2𝑎𝑎𝑎𝑎 1 𝑎𝑎𝑎𝑎 𝑎𝑎2 − 𝑏𝑏 2

= � arctan � � + + � × ��
4𝑎𝑎5 2 𝑎𝑎 𝑎𝑎2 + 𝑏𝑏 2 2 𝑎𝑎2 + 𝑏𝑏 2 𝑎𝑎2 + 𝑏𝑏 2
3 𝑏𝑏 5𝑎𝑎3 𝑏𝑏 + 3𝑏𝑏 3 𝑎𝑎
= arctan � � +
8𝑎𝑎5 𝑎𝑎 8𝑎𝑎5 (𝑎𝑎2 + 𝑏𝑏 2 )2
𝑏𝑏 5𝑎𝑎2 + 3𝑏𝑏 2 3 𝑏𝑏
= 2� 2 + arctan � ��
8𝑎𝑎 (𝑎𝑎 + 𝑏𝑏 2 )2 𝑎𝑎𝑎𝑎 𝑎𝑎

Exercise 6. Let

1
𝑥𝑥 2𝑛𝑛+1 ln(𝑥𝑥)
𝐽𝐽𝑛𝑛 = �   𝑑𝑑𝑑𝑑
0 𝑥𝑥 2 − 1

(a) Show that the integral is convergent, denoted by 𝐽𝐽𝑛𝑛 .

(b) Compute 𝐽𝐽𝑛𝑛 − 𝐽𝐽𝑛𝑛+1 .

(c) Deduce that

1 +∞
𝑥𝑥ln(𝑥𝑥) 1 1
�   2 𝑑𝑑𝑑𝑑 = �   2
0 𝑥𝑥 − 1 4 𝑘𝑘
𝑘𝑘=1

Solution
(a) Show that the integral is convergent, denoted by 𝐽𝐽𝑛𝑛 .

1 𝑥𝑥 2𝑛𝑛+1 ln(𝑥𝑥)
We have: 𝐽𝐽𝑛𝑛 = ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥 2 −1

1
𝑥𝑥 2𝑛𝑛+1 ln(𝑥𝑥) 𝑥𝑥 2𝑛𝑛+1 1 𝑥𝑥 2𝑛𝑛 1
Since ⩽ = 𝑥𝑥 2𝑛𝑛−1 ⇒ ∫0  𝑥𝑥 2𝑛𝑛−1 𝑑𝑑𝑑𝑑 = �− � =
𝑥𝑥 2 −1 𝑥𝑥 2 2𝑛𝑛 0 2𝑛𝑛

1 1 𝑥𝑥 2𝑛𝑛+1 ln(𝑥𝑥)
So, ∫0  𝑥𝑥 2𝑛𝑛−1 𝑑𝑑𝑑𝑑 converges, then ∫0   𝑑𝑑𝑑𝑑 converges. by comparison test
𝑥𝑥 2 −1

(b). Compute 𝐽𝐽𝑛𝑛 − 𝐽𝐽𝑛𝑛+1

1 1 2𝑛𝑛+3
𝑥𝑥 2𝑛𝑛+1 ln 𝑥𝑥 𝑥𝑥 ln 𝑥𝑥
𝐽𝐽𝑛𝑛 − 𝐽𝐽𝑛𝑛+1 = �     2
𝑑𝑑𝑑𝑑 − �    2 𝑑𝑑𝑑𝑑
0 𝑥𝑥 − 1 0 𝑥𝑥 − 1
1 2𝑛𝑛+1
𝑥𝑥 ln 𝑥𝑥(1 − 𝑥𝑥 2 )𝑑𝑑𝑑𝑑
= �   
0 𝑥𝑥 2 − 1
1
= − �    𝑥𝑥 2𝑛𝑛+1 ln 𝑥𝑥𝑥𝑥𝑥𝑥
0

1
Let 𝑢𝑢 = ln 𝑥𝑥 ⇒ 𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
𝑥𝑥

𝑥𝑥 2𝑛𝑛+2
𝑑𝑑𝑑𝑑 = 𝑥𝑥 2𝑛𝑛+1 𝑑𝑑𝑑𝑑 ⇒ 𝑣𝑣 =
2𝑛𝑛 + 2
1 2𝑛𝑛+2 1 1 2𝑛𝑛+1
𝑥𝑥 ln 𝑥𝑥 𝑥𝑥
⇒ �    𝑥𝑥 2𝑛𝑛+1 ln 𝑥𝑥𝑥𝑥𝑥𝑥 =� � − �    𝑑𝑑𝑑𝑑
0 2𝑛𝑛 + 2 0 0 2𝑛𝑛 + 2
1
=0− [𝑥𝑥 2𝑛𝑛+2 ]10
(2𝑛𝑛 + 2)2
1 1
=− 2
=−
(2𝑛𝑛 + 2) 4(𝑛𝑛 + 1)2
1
⇒ 𝐽𝐽𝑛𝑛 − 𝐽𝐽𝑛𝑛+1 =
4(𝑛𝑛 + 1)2

1 𝑥𝑥ln(𝑥𝑥) 1 1
(c). Deduce that: ∫0   𝑑𝑑𝑑𝑑 = ∑+∞
𝑘𝑘=1  
𝑥𝑥 2 −1 4 𝑘𝑘 2

1
We have: 𝐽𝐽𝑛𝑛 − 𝐽𝐽𝑛𝑛+1 =
4(𝑛𝑛+1)2

+∞ +∞
1 1
⇔ �    (𝑇𝑇𝑛𝑛 − 𝐽𝐽𝑛𝑛+1 ) = �     ×
4 (𝑛𝑛 + 1)2
𝑛𝑛=0 𝑛𝑛=0
+∞ +∞
1 1 1 1
⇔ 𝐽𝐽0 − lim  𝐽𝐽𝑛𝑛+1 = �    2
= �    2
𝑛𝑛→+∞ 4 (𝑛𝑛 + 1) 4 𝑘𝑘
𝑛𝑛=0 𝑘𝑘=1

1 1
Since lim𝑛𝑛→+∞  𝐽𝐽𝑛𝑛+1 = 0 ⇒ 𝐽𝐽0 = ∑+∞
𝑘𝑘=1   4 𝑘𝑘 2
 1 𝑥𝑥ln(𝑥𝑥) 1 1
Therefore, 𝐽𝐽0 = ∫0   𝑑𝑑𝑑𝑑 = ∑+∞
𝑘𝑘=1  
𝑥𝑥 2 −1 4 𝑘𝑘 2

1 arctan 𝑡𝑡𝑡𝑡
Exercise 8. Compute ∫0   𝑑𝑑𝑑𝑑, 𝑡𝑡 > 0, then deduce the value of the integral
𝑥𝑥√1−𝑥𝑥 2
1 arctan 𝑥𝑥
∫0   𝑑𝑑𝑑𝑑
𝑥𝑥√1−𝑥𝑥 2

Solution
1 arctan 𝑡𝑡𝑡𝑡 arctantx
Compute ∫0   𝑑𝑑𝑑𝑑, 𝑡𝑡 > 0 Let 𝑓𝑓(𝑥𝑥, 𝑡𝑡) = By theorem 12 (Differentiability)
𝑥𝑥√1−𝑥𝑥 2 𝑥𝑥√1−𝑥𝑥 2

arctant 𝑥𝑥 𝑥𝑥
∂� �
∂𝑓𝑓(𝑥𝑥, 𝑡𝑡) 𝑥𝑥√1 − 𝑥𝑥 2 � = � 1 + 𝑡𝑡 2 𝑥𝑥 2 � = � 1
� �=� �≤1
∂𝑡𝑡 ∂𝑡𝑡 𝑥𝑥√1 − 𝑥𝑥 2 (1 + 𝑡𝑡 𝑥𝑥 )√1 − 𝑥𝑥 2
2 2

1
Let 𝑔𝑔(𝑥𝑥) = 1 ⇒ ∫0  𝑔𝑔(𝑥𝑥)𝑑𝑑𝑑𝑑 = [𝑥𝑥]10 = 1 < ∞( it's converges )

1 ∂𝑓𝑓(𝑥𝑥,𝑡𝑡) 1 1
Then 𝐹𝐹 ′ (𝑡𝑡) = ∫0   𝑑𝑑𝑑𝑑 = ∫0   𝑑𝑑𝑑𝑑
∂𝑡𝑡 (1+𝑡𝑡 2 𝑥𝑥 2 )√1−𝑥𝑥 2

𝜋𝜋
Let 𝑥𝑥 = sin 𝜃𝜃 when 𝑥𝑥1 = 1 ⇒ 𝜃𝜃1 =
2

d𝑥𝑥 = cos 𝜃𝜃d𝜃𝜃 𝑥𝑥2 = 0 ⇒ 𝜃𝜃2 = 0

𝜋𝜋
cos 𝜃𝜃𝜃𝜃𝜃𝜃
We get : 𝐹𝐹 ′ (𝑡𝑡) = ∫02  
(1+𝑡𝑡 2 sin2 𝜃𝜃)√1−sin2 𝜃𝜃

𝜋𝜋
2 𝑑𝑑𝑑𝑑 1
=�   ; that sin2 𝜃𝜃 = (1 − cos 2𝜃𝜃)
0 (1 + t 2 sin2 𝜃𝜃) 2

𝜋𝜋
2 𝑑𝑑𝑑𝑑
= �   
1
0 �1 + 𝑡𝑡 2 (1 − cos 2𝜃𝜃)�
2
𝜋𝜋 𝜋𝜋
2 𝑑𝑑𝑑𝑑 2 2𝑑𝑑𝑑𝑑
= �    = �   
0 1 1 0 (2 + 𝑡𝑡 2 − 𝑡𝑡 2 cos 2𝜃𝜃)
�1 + 𝑡𝑡 2 � − cos 2𝜃𝜃��
2 2
𝜋𝜋
2 2𝑑𝑑𝑑𝑑
= �   
0 2𝜃𝜃
1 − tan2 �
�
�2 + 𝑡𝑡 2 − 𝑡𝑡 2 � 2 ��
2𝜃𝜃
1 + tan2 � �
2
 2𝜃𝜃
Let 𝛽𝛽 = tan � � = tan 𝜃𝜃
2

1 1
𝑑𝑑𝑑𝑑 = (1 − tan2 (𝜃𝜃))𝑑𝑑𝑑𝑑 ⇒ 𝑑𝑑𝑑𝑑 = 2
𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
1 − tan (𝜃𝜃) 1 + 𝛽𝛽 2
𝜋𝜋
When 𝜃𝜃1 = ⇒ 𝛽𝛽1 = ∞ , 𝜃𝜃2 = 0 ⇒ 𝛽𝛽2 = 0 We have
2

∞
′
2 1
𝐹𝐹 (𝑡𝑡) = �    × 𝑑𝑑𝑑𝑑
0 1 − 𝛽𝛽 2 1 + 𝛽𝛽 2
�2 + 𝑡𝑡 2 − 𝑡𝑡 2 � ��
1 + 𝛽𝛽 2
∞
1
= �    𝑑𝑑𝑑𝑑
0 (2 + 𝑡𝑡 )(1 + 𝛽𝛽 ) − 𝑡𝑡 (1 − 𝛽𝛽 )
2 2 2 2
∞
1
= 2 �    2 2 2 2 2 2 2
𝑑𝑑𝑑𝑑
0 2 + 2𝛽𝛽 + 𝑡𝑡 + 𝑡𝑡 𝛽𝛽 + 𝑡𝑡 + 𝑡𝑡 𝛽𝛽
∞
1
= 2 �    2 2 2
𝑑𝑑𝑑𝑑
0 2 + 2𝛽𝛽 + 2𝑡𝑡 𝛽𝛽
∞
1
= �    𝑑𝑑𝑑𝑑
0 1 + 𝛽𝛽 (1 + 𝑡𝑡 )
2 2
∞
1 1
= �    2
× 2 𝑑𝑑𝑑𝑑
0 1 + 𝑡𝑡 1
�� � + 𝛽𝛽 2
1 + 𝑡𝑡 2
1 𝜋𝜋 𝜋𝜋
= 2
��1 + 𝑡𝑡 2 × − 0� =
1 + 𝑡𝑡 2 2√1 + 𝑡𝑡 2
𝜋𝜋
We obtain 𝐹𝐹(𝑡𝑡) = ln�𝑡𝑡 + √1 + 𝑡𝑡 2 �
2

𝜋𝜋
Therefore, 𝐹𝐹(𝑡𝑡) = ln�𝑡𝑡 + √1 + 𝑡𝑡 2 �
2

1 arctan 𝑥𝑥
• Deduce the value of the integral ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥√1−𝑥𝑥 2
𝜋𝜋
By we have 𝐹𝐹(𝑡𝑡) = ln�𝑡𝑡 + √1 + 𝑡𝑡 2 �
2

𝜋𝜋
• If t = 1: F(1) = ln(1 + √2)
2
1 arctan 𝑥𝑥 𝜋𝜋
We obtain ∫0   𝑑𝑑𝑑𝑑 = ln(1 + √2)
𝑥𝑥√1−𝑥𝑥 2 2

1 arctan 𝑥𝑥 𝜋𝜋
Therefore, ∫0   𝑑𝑑𝑑𝑑 = ln(1 + √2)
𝑥𝑥√1−𝑥𝑥 2 2
Exercise 10. Show that for 𝛼𝛼 > 0, 𝛽𝛽 ∈ 𝑅𝑅
∞
𝛼𝛼
�   𝑒𝑒 −𝛼𝛼𝛼𝛼 cos(𝛽𝛽𝛽𝛽)𝑑𝑑𝑑𝑑 =
0 𝛼𝛼 2 + 𝛽𝛽 2

and
∞
sin(𝛽𝛽𝛽𝛽) 𝛽𝛽
�   𝑒𝑒 −𝛼𝛼𝛼𝛼 𝑑𝑑𝑑𝑑 = 𝛼𝛼arctan � �
0 𝑥𝑥 𝛼𝛼

Solution
Let 𝑧𝑧 = 𝑒𝑒 −𝛼𝛼𝛼𝛼 (cos(𝛽𝛽𝛽𝛽) + 𝑖𝑖sin(𝛽𝛽𝛽𝛽)) = 𝑒𝑒 −𝛼𝛼𝛼𝛼 × 𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖 = 𝑒𝑒 (−𝛼𝛼+𝑖𝑖𝑖𝑖)𝑥𝑥

we have Re(𝑧𝑧) = 𝑒𝑒 −𝛼𝛼𝛼𝛼 cos(𝛽𝛽𝛽𝛽) 10

∞ ∞ ∞
�    𝑒𝑒 −𝛼𝛼𝛼𝛼 cos(𝛽𝛽𝛽𝛽)𝑑𝑑𝑑𝑑 = �    Re(𝑧𝑧)𝑑𝑑𝑑𝑑 = Re ��    𝑧𝑧𝑧𝑧𝑧𝑧�
0 0 0
𝐴𝐴
= Re � lim  �    𝑒𝑒 (−𝛼𝛼+𝑖𝑖𝑖𝑖)𝑥𝑥 𝑑𝑑𝑑𝑑�
𝐴𝐴→+∞ 0
−𝛼𝛼 − 𝑖𝑖𝑖𝑖 (−𝛼𝛼+𝑖𝑖𝑖𝑖)𝑥𝑥 𝐴𝐴
= Re � lim   �𝑒𝑒 �0 �
𝐴𝐴→+∞ 𝛼𝛼 2 + 𝛽𝛽 2

- −𝛼𝛼 − 𝑖𝑖𝑖𝑖 −𝛼𝛼𝛼𝛼 𝐴𝐴

= Re � lim   2 2
�𝑒𝑒 × 𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖 �0 �
𝐴𝐴→+∞ 𝛼𝛼 + 𝛽𝛽
−𝛼𝛼 − 𝑖𝑖𝑖𝑖 −𝛼𝛼𝛼𝛼
= Re � lim   2 [𝑒𝑒 (cos(𝛽𝛽𝛽𝛽) + 𝑖𝑖sin(𝛽𝛽𝛽𝛽))]0𝐴𝐴 �
𝐴𝐴→+∞ 𝛼𝛼 + 𝛽𝛽 2
−𝛼𝛼 − 𝑖𝑖𝑖𝑖
= Re � lim   2 (0 − 1)�
𝐴𝐴→+∞ 𝛼𝛼 + 𝛽𝛽 2
𝛼𝛼 𝛼𝛼 𝛼𝛼
= Re � 2 + 𝑖𝑖 � =
𝛼𝛼 + 𝛽𝛽 2 𝛼𝛼 2 + 𝛽𝛽 2 𝛼𝛼 2 + 𝛽𝛽 2

∞ sin(𝛽𝛽𝛽𝛽) 𝛽𝛽
we have ∫0  𝑒𝑒 −𝛼𝛼𝛼𝛼 𝑑𝑑𝑑𝑑 = 𝛼𝛼arctan � �
𝑥𝑥 𝛼𝛼

∞ sin(𝛽𝛽𝛽𝛽)
Let 𝐹𝐹(𝛽𝛽) = ∫0  𝑒𝑒 𝛼𝛼𝛼𝛼 𝑑𝑑𝑑𝑑
𝑥𝑥

∞ ∞
𝜒𝜒cos(𝛽𝛽𝛽𝛽) 𝛼𝛼
⇒ 𝐹𝐹 ′ (𝛽𝛽) = �    𝑒𝑒 −𝛼𝛼𝛼𝛼 𝑑𝑑𝑑𝑑 = �    𝑒𝑒 −𝛼𝛼𝛼𝛼 cos(𝛽𝛽𝛽𝛽)𝑑𝑑𝑑𝑑 = 2
0 𝑥𝑥 0 𝛼𝛼 + 𝛽𝛽 2
𝛼𝛼 𝛽𝛽 𝐹𝐹(0) = 0
= 𝐹𝐹(𝛽𝛽) = � 𝐹𝐹 ′ (𝛽𝛽)𝑑𝑑𝑑𝑑 = � 2 𝑑𝑑𝑑𝑑 = 𝛼𝛼arctan � � + 𝑐𝑐 �
𝛼𝛼 + 𝛽𝛽 2 𝛼𝛼 𝐹𝐹(0) = 𝑐𝑐

𝛽𝛽
⇒ 𝐹𝐹(𝛽𝛽) = 𝛼𝛼arctan � �
𝛼𝛼
∞ sin(𝛽𝛽𝛽𝛽) 𝛽𝛽
Therefore, ∫0  𝑒𝑒 −𝛼𝛼𝛼𝛼 𝑑𝑑𝑑𝑑 = 𝛼𝛼arctan � �
𝑥𝑥 𝛼𝛼
Exercise 12. Let

𝜋𝜋/2
arctan(𝑡𝑡tan 𝜃𝜃)
𝐹𝐹(𝑡𝑡) = �   𝑑𝑑𝑑𝑑
0 tan 𝜃𝜃

(a) Calculate 𝐹𝐹(𝑡𝑡)

(b) Deduce the values of

𝜋𝜋/2
𝜃𝜃
�   𝑑𝑑𝑑𝑑
0 tan 𝜃𝜃

and

𝜋𝜋/2
�   ln(sin 𝜃𝜃)𝑑𝑑𝑑𝑑
0

Solution
(a). Calculate 𝐹𝐹(𝑡𝑡)
𝜋𝜋
arctan(𝑡𝑡tan 𝜃𝜃)
We have 𝐹𝐹(𝑡𝑡) = ∫02   𝑑𝑑𝑑𝑑
tan 𝜃𝜃

arctan(𝑡𝑡tan 𝜃𝜃) 𝜋𝜋
• 𝑓𝑓(𝑡𝑡, 𝜃𝜃) = , ℝ × �0, �
tan 𝜃𝜃 2

∂𝑓𝑓(𝑡𝑡,𝜃𝜃) 1 𝜋𝜋
• = ≤ 1, ∀ℝ × �0, �
∂𝑡𝑡 1+𝑡𝑡 2 (tan 𝜃𝜃)2 2

𝜋𝜋 𝜋𝜋
𝜋𝜋 ∂𝑓𝑓(𝑡𝑡,𝜃𝜃)
⇒ ∫02  𝑑𝑑𝑑𝑑 = converge, Hence 𝐹𝐹 ′ (𝑡𝑡) = ∫02   𝑑𝑑𝑑𝑑
2 ∂𝑡𝑡

𝜋𝜋
arctan(𝑡𝑡tan 𝜃𝜃)
We have 𝐹𝐹(𝑡𝑡) = ∫02   𝑑𝑑𝑑𝑑
tan 𝜃𝜃
 𝜋𝜋 𝜋𝜋
′
∂(arctan(tan 𝜃𝜃))
2 1 2 1
F (t) = �    × d𝜃𝜃 = �     2 2
d𝜃𝜃
0 ∂t tan 𝜃𝜃 0 1 + t (tan 𝜃𝜃)
𝜋𝜋
2 (sec 𝜃𝜃)2
= �    d𝜃𝜃, (sec 𝜃𝜃)2 = 1 + (tan 𝜃𝜃)2 and d(tan 𝜃𝜃) = (sec 𝜃𝜃)2 d𝜃𝜃
0 (1 + (tan 𝜃𝜃)2 )(1 + t 2 (tan 𝜃𝜃)2 )
𝜋𝜋
2 d(tan 𝜃𝜃)
= �   
0 (1 + (tan 𝜃𝜃)2 )(1 + t 2 (tan 𝜃𝜃)2 )
𝜋𝜋
t2
2 1 1 1
= �    � 2 × − × � d(tan 𝜃𝜃)
0 t − 1 1 + t 2 (tan 𝜃𝜃)2 t 2 − 1 1 + (tan 𝜃𝜃)2
𝜋𝜋
t 1 2
= �2 arctan(ttan 𝜃𝜃) − 2 arctan(tan 𝜃𝜃)��
t −1 t −1 0
t 𝜋𝜋 1 𝜋𝜋 t
= �2 arctan �ttan � − 2 arctan �tan � − 2 arctan(ttan 0)
t −1 2 t −1 2 t −1
1
+ arctan(tan 0)�
t2 − 1
𝜋𝜋t 𝜋𝜋 𝜋𝜋t 𝜋𝜋
⇒ F ′ (t) = sgn(t) 2
− 2
⇒ F(t) = � �sgn(t) 2
− 2
� dt
2(t − 1) 2(t − 1) 2(t − 1) 2(t − 1)
𝜋𝜋 𝜋𝜋
= sgn(t) ln|t 2 − 1| + (ln |1 + t| − ln |t − 1|) + c (∗)
4 4
𝜋𝜋
arctan(𝑡𝑡tan 𝜃𝜃)
Original function 𝐹𝐹(𝑡𝑡) = ∫02   𝑑𝑑𝑑𝑑
tan 𝜃𝜃

𝜋𝜋
At t = 0, F(0) = ∫02  0 d𝜃𝜃 = 0(∗) at t = 0, F(0) = c ⇒ c = 0

𝜋𝜋 𝜋𝜋
⇒ 𝐹𝐹(𝑡𝑡) = sgn(𝑡𝑡) ln|𝑡𝑡 2 − 1| + (ln |1 + 𝑡𝑡| − ln |𝑡𝑡 − 1|)
4 4
𝜋𝜋
F(t) = ln |t + 1|, ∀t > 0
2
Therefore, � 𝜋𝜋
F(t) = − ln |t − 1|, ∀t < 0
2

𝜋𝜋 𝜋𝜋
𝜃𝜃
(b), Deduce the values of ∫02   𝑑𝑑𝑑𝑑 and ∫02  ln(sin 𝜃𝜃)𝑑𝑑𝑑𝑑
tan 𝜃𝜃

𝜋𝜋
𝜃𝜃 𝜋𝜋 𝜋𝜋
• ∫02   𝑑𝑑𝑑𝑑 = 𝐹𝐹(1) = ln |1 + 1| = ln 2
tan 𝜃𝜃 2 2

𝜋𝜋 𝜋𝜋 𝜋𝜋
𝜃𝜃 𝜋𝜋 𝜋𝜋
• ∫02  ln(sin 𝜃𝜃)𝑑𝑑𝑑𝑑 = (𝜃𝜃ln(sin 𝜃𝜃))|02 − ∫02   𝑑𝑑𝑑𝑑 = −𝐹𝐹(1) = − ln |1 + 1| = − ln 2
tan 𝜃𝜃 2 2
Exercise 14. For 𝑡𝑡 > 0, we let

1
ln 𝑥𝑥
𝐹𝐹(𝑡𝑡) = �   𝑑𝑑𝑑𝑑
0 𝑥𝑥 + 𝑡𝑡

(a) Show that 𝐹𝐹 is in class 𝐶𝐶 1 on (0, +∞).

(b) Calculate 𝐹𝐹 ′ (𝑡𝑡) and deduce the expression of

𝐺𝐺(𝑡𝑡) = 𝐹𝐹(𝑡𝑡) + 𝐹𝐹(1/𝑡𝑡)

(c) Let 𝜃𝜃 ∈ ℝ. Calculate

1
𝑥𝑥 − 1 ln 𝑥𝑥
�   2
𝑑𝑑𝑑𝑑
0 𝑥𝑥 + 1 𝑥𝑥 + 2𝑥𝑥cosh(𝜃𝜃) + 1

Solution
(a) Show that 𝐹𝐹 is in class 𝐶𝐶 1 on (0, +∞).

⇒ 𝑓𝑓 is function continous on (0, +∞) × (0,1)

ln 𝑥𝑥 1 +∞
⇒ 𝑥𝑥 > 0, 𝑓𝑓(𝑥𝑥, 𝑡𝑡) = � � ⩽ ln 𝑡𝑡 ⇒ ∫0  𝑔𝑔(𝑥𝑥)ln 𝑡𝑡𝑡𝑡𝑡𝑡 = ln(𝑡𝑡 + 𝑥𝑥)|∞
0 ⩽∞
𝑥𝑥 + 𝑡𝑡 𝑥𝑥

⇒ Fo continous on [0, +∞) ⇒ 𝐹𝐹 is class 𝐶𝐶 1 on (0, +∞)

∂𝑓𝑓(𝑥𝑥,𝑡𝑡) ln 𝑥𝑥
Therefore, � �=−
∂𝑡𝑡 (𝑥𝑥+𝑡𝑡)2

(b) Calculate F ′ (t) and deduce the expression of

𝐺𝐺(𝑡𝑡) = 𝐹𝐹(𝑡𝑡) + 𝐹𝐹(1/𝑡𝑡)

∂𝑓𝑓(𝑥𝑥,𝑡𝑡) ln 𝑥𝑥
we have 𝐹𝐹 ′ (𝑡𝑡) = =−
∂𝑡𝑡 (𝑥𝑥+𝑡𝑡)2
 1
ln 𝑥𝑥 𝑑𝑑𝑑𝑑
⇒ 𝐹𝐹 ′ (𝑡𝑡) = − �     2
𝑑𝑑𝑑𝑑, Let 𝑢𝑢 = ln 𝑥𝑥 ⇒ 𝑑𝑑𝑑𝑑 =
0 (𝑥𝑥 + 𝑡𝑡) 𝑥𝑥
𝑑𝑑𝑑𝑑 1
� 𝑑𝑑𝑑𝑑 = � 2
⇒ 𝑣𝑣 = −
(𝑥𝑥 + 𝑡𝑡) 𝑥𝑥 + 𝑡𝑡
1 1 1
′
ln 𝑥𝑥 1 1
⇒ 𝐹𝐹 (𝑡𝑡) = − �     2
𝑑𝑑𝑑𝑑 = �+ ln 𝑥𝑥� − �    𝑑𝑑𝑑𝑑
0 (𝑥𝑥 + 𝑡𝑡) 𝑥𝑥 + 1 0 0 (𝑥𝑥 + 𝑡𝑡)𝑥𝑥
1
′
1 1 1 1 1 1 1 11
⇒ 𝐹𝐹 (𝑡𝑡) = − �    � − � 𝑑𝑑𝑑𝑑 = − �     𝑑𝑑𝑑𝑑 + �     𝑑𝑑𝑑𝑑
0 𝑥𝑥 + 𝑡𝑡 𝑥𝑥 𝑡𝑡 𝑡𝑡 0 𝑥𝑥 + 𝑡𝑡 𝑡𝑡 0 𝑥𝑥
1 1
′
1 1
⇒ 𝐹𝐹 (𝑡𝑡) = − ln(𝑥𝑥 + 𝑡𝑡)� + ln(𝑥𝑥)�
𝑡𝑡 0 𝑡𝑡 0
1 𝑡𝑡 + 1 ln(𝑡𝑡 + 1) − ln(𝑡𝑡)
⇒ 𝐹𝐹 ′ (𝑡𝑡) = − ln � �=−
𝑡𝑡 𝑡𝑡 𝑡𝑡

we have G′ (t) = F ′ (t) + F ′ (1/t)

ln(𝑡𝑡 + 1) − ln(𝑡𝑡) ln(1 + 1/𝑡𝑡) − ln(1/𝑡𝑡)

⇒ 𝐺𝐺 ′ (𝑡𝑡) = − +
𝑡𝑡 1/𝑡𝑡
1 1 1
⇒ 𝐺𝐺 ′ (𝑡𝑡) = − ln 𝑡𝑡 ⇒ 𝐺𝐺(𝑡𝑡) = − � ln 𝑡𝑡𝑡𝑡𝑡𝑡, Let 𝑢𝑢 = ln 𝑡𝑡 ⇒ 𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
𝑡𝑡 𝑡𝑡 𝑡𝑡
1 1
Therefore, 𝐺𝐺(𝑡𝑡) = − 𝑢𝑢2 = − (ln 𝑡𝑡)2
2 2

(c) Let 𝜃𝜃 ∈ ℝ. Calculate

1
𝑥𝑥 − 1 ln 𝑥𝑥
�   2
𝑑𝑑𝑑𝑑
0 𝑥𝑥 + 1 𝑥𝑥 + 2𝑥𝑥cosh(𝜃𝜃) + 1

1 𝑥𝑥−1 ln 𝑥𝑥
Let I = ∫0   𝑑𝑑𝑑𝑑
𝑥𝑥+1 𝑥𝑥 2 +2𝑥𝑥cosh(𝜃𝜃)+1

𝑥𝑥 2 + 2𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥ℎ(𝜃𝜃) + 1
= (𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃)2 + 1 − cosh2 𝜃𝜃) = (𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃)2 + sinh2 𝜃𝜃) = (𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃
+ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)(𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃 − 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)

(𝑥𝑥 − 1)
=>
(𝑥𝑥 + 1)(𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃 + 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)(𝑥𝑥 + 𝑐𝑐𝑜𝑜𝑜𝑜ℎ𝜃𝜃 − 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)
𝑎𝑎 𝑏𝑏 𝑐𝑐
= + +
(𝑥𝑥 + 1) (𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃 + 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠) (𝑥𝑥 + 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃 − 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)

1 𝑙𝑙𝑙𝑙𝑙𝑙 1 𝑙𝑙𝑙𝑙𝑙𝑙 1 𝑙𝑙𝑙𝑙𝑙𝑙

Thus I= 𝑎𝑎 ∫0 𝑑𝑑𝑑𝑑 + 𝑏𝑏 ∫0 𝑑𝑑𝑑𝑑 + 𝑐𝑐 ∫0 𝑑𝑑𝑑𝑑
𝑥𝑥+1 𝑥𝑥+𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃−𝑠𝑠𝑠𝑠𝑠𝑠ℎ𝜃𝜃 𝑥𝑥+𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃+𝑠𝑠𝑠𝑠𝑠𝑠ℎ𝜃𝜃

= 𝑎𝑎𝑎𝑎(1) + 𝑏𝑏𝑏𝑏(𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃 − 𝑠𝑠𝑠𝑠𝑠𝑠ℎ𝜃𝜃) + 𝑐𝑐𝑐𝑐(𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝜃𝜃 + 𝑠𝑠𝑠𝑠𝑠𝑠ℎ𝜃𝜃)