Computing a concrete integral by reduction to the beta or gamma function

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For the function f(t)f(t), find the Laplace transform

F(p)=∫0+∞e−ptf(t) dt(p>0). F(p)=\int _{0}^{+\infty }e^{-pt}f(t)\, dt \quad (p>0).

Let:

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(a)

f(t)=tnf(t)=t^{n} (nn a natural number);

(b)

f(t)=tf(t)=\sqrt{t};

(c)

f(t)=eatf(t)=e^{at};

(d)

f(t)=te−atf(t)=te^{-at};

(e)

f(t)=cos⁡tf(t)=\cos t;

(f)

f(t)=1−e−ttf(t)=\dfrac {1-e^{-t}}{t};

(g)

f(t)=sin⁡atf(t)=\sin a\sqrt{t}.

Use the Euler integrals to compute the integral

∫01x−x2 dx. \int _{0}^{1}\sqrt{x-x^{2}}\, dx .
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Use the Euler integrals to compute the integral

∫0ax2a2−x2 dx(a>0). \int _{0}^{a}x^{2}\sqrt{a^{2}-x^{2}}\, dx \quad (a>0) .
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Use the Euler integrals to compute the integral

∫0+∞x4(1+x)2 dx. \int _{0}^{+\infty }\dfrac {\sqrt[4]{x}}{(1+x)^{2}}\, dx .
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Use the Euler integrals to compute the integral

∫0+∞dx1+x3. \int _{0}^{+\infty }\dfrac {dx}{1+x^{3}} .
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Use the Euler integrals to compute the integral

∫0+∞x2 dx1+x4. \int _{0}^{+\infty }\dfrac {x^{2}\, dx}{1+x^{4}} .
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Use the Euler integrals to compute the integral

∫0π2sin⁡6x⋅cos⁡4x dx. \int _{0}^{\frac{\pi }{2}}\sin ^{6}x \cdot \cos ^{4}x\, dx .
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Use the Euler integrals to compute the integral

∫01dx1−xnn(n>1). \int _{0}^{1}\dfrac {dx}{\sqrt[n]{1-x^{n}}} \quad (n>1) .
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Use the Euler integrals to compute the integral

∫0+∞x2ne−x2 dx(n a positive integer). \int _{0}^{+\infty }x^{2n}e^{-x^{2}}\, dx \quad (n \text{ a positive integer}) .
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Use Euler integrals to evaluate the integral

∫0+∞sh⁡αxsh⁡βx dx(0<α<β). \int _{0}^{+\infty }\dfrac {\operatorname {sh}\alpha x}{\operatorname {sh}\beta x}\, dx \quad (0<\alpha <\beta ) .
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Find the value of the integrals:

∫01x1−x33 dx. \int _{0}^{1} x\sqrt[3]{1-x^{3}}\, dx .
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Find the value of the integrals:

∫−11dx(1+x)2(1−x)3. \int _{-1}^{1} \frac{dx}{\sqrt[3]{(1+x)^{2}(1-x)}} .
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Find the value of the integrals:

∫01x2n dxx(1−x)23. \int _{0}^{1} \frac{x^{2n}\, dx}{\sqrt[3]{x(1-x)^{2}}} .
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Find the value of the integrals:

∫01dx1−xnn. \int _{0}^{1} \frac{dx}{\sqrt[n]{1-x^{n}}} .
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Find the value of the integrals:

∫01dx1−x4. \int _{0}^{1} \frac{dx}{\sqrt{1-x^{4}}} .
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Find the value of the integrals:

∫0∞x2α−11+x2 dx;0<α<1. \int _{0}^{\infty } \frac{x^{2\alpha -1}}{1+x^{2}}\, dx; \quad 0 < \alpha < 1 .
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Find the value of the integrals:

∫0∞x dx(1+x3)2. \int _{0}^{\infty } \frac{x\, dx}{(1+x^{3})^{2}} .
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Find the value of the integrals:

∫0∞x dx(1+x2)n. \int _{0}^{\infty } \frac{x\, dx}{(1+x^{2})^{n}} .
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Find the value of the integrals:

∫0∞xm dx(a+bxn)p;a>0,b>0,np>m+1>0. \int _{0}^{\infty } \frac{x^{m}\, dx}{(a+bx^{n})^{p}}; \quad a > 0, \quad b > 0, \quad np > m+1 > 0 .
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Find the value of the integrals:

∫0π/2tg⁡2a−1x dx;0<a<1. \int _{0}^{\pi /2} \tg ^{2a-1} x\, dx; \quad 0 < a < 1 .
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Find the value of the integrals:

∫0π/2sin⁡nx dx;n>−1. \int _{0}^{\pi /2} \sin ^{n} x\, dx; \quad n > -1 .
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Find the value of the integrals:

∫0π/2sin⁡m−1xcos⁡n−1x dx;m>0,n>0. \int _{0}^{\pi /2} \sin ^{m-1} x \cos ^{n-1} x\, dx; \quad m > 0, \quad n > 0 .
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Find the value of the integrals:

∫0πsin⁡n−1φ dφ(1−ksin⁡φ)n;0<k<1,n>0. \int _{0}^{\pi } \frac{\sin ^{n-1}\varphi \, d\varphi }{(1-k\sin \varphi )^{n}}; \quad 0 < k < 1, \quad n > 0 .
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Find the value of the integrals:

∫01xa−1−x−a1−x dx;0<a<1. \int _{0}^{1} \frac{x^{a-1}-x^{-a}}{1-x}\, dx; \quad 0 < a < 1 .
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Find the value of the integrals:

∫01xα−1(1−x)β−1(x+a)α+β dx;α>0,β>0,a>0. \int _{0}^{1} \frac{x^{\alpha -1}(1-x)^{\beta -1}}{(x+a)^{\alpha +\beta }}\, dx; \quad \alpha > 0, \quad \beta > 0, \quad a > 0 .
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Find the value of the integrals:

∫0∞xa−1−xb−1(1−x)ln⁡x dx. \int _{0}^{\infty } \frac{x^{a-1}-x^{b-1}}{(1-x)\ln x}\, dx .
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Find the value of the integrals:

∫0∞xm−1 dx1+xn;m>0,n>m. \int _{0}^{\infty } \frac{x^{m-1}\, dx}{1+x^{n}}; \quad m > 0, \quad n > m .
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Find the value of the integrals:

∫01xa−1(1+x)2 dx;0<a<2. \int _{0}^{1} \frac{x^{a-1}}{(1+x)^{2}}\, dx; \quad 0 < a < 2 .
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Find the value of the integrals:

∫0∞xaln⁡x1+x2 dx;−1<a<1. \int _{0}^{\infty } \frac{x^{a}\ln x}{1+x^{2}}\, dx; \quad -1 < a < 1 .
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Find the value of the integrals:

∫0∞xaln⁡2x1+x2 dx;a2<1. \int _{0}^{\infty } \frac{x^{a}\ln ^{2}x}{1+x^{2}}\, dx; \quad a^{2} < 1 .
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Find the value of the integrals:

∫0∞sh⁡μxsh⁡νx dx;ν>μ>0. \int _{0}^{\infty } \frac{\operatorname {sh}\mu x}{\operatorname {sh}\nu x}\, dx; \quad \nu > \mu > 0 .
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Find the value of the integrals:

∫0∞ch⁡μxch⁡νx dx;ν>μ>0. \int _{0}^{\infty } \frac{\operatorname {ch}\mu x}{\operatorname {ch}\nu x}\, dx; \quad \nu > \mu > 0 .
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Find the value of the integrals:

∫01ln⁡Γ(x) dx. \int _{0}^{1} \ln \Gamma (x)\, dx .
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Find the value of the integrals:

∫0a+1ln⁡Γ(x) dx;a>0. \int _{0}^{a+1} \ln \Gamma (x)\, dx; \quad a > 0 .
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Find the values of the following integrals:

∫0∞ln⁡(1+x)xλ dx. \int _{0}^{\infty } \frac{\ln (1+x)}{x^{\lambda }}\, dx .
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Find the values of the following integrals:

∫−∞∞(1+x2n−1)−n+12 dx. \int _{-\infty }^{\infty } \left(1+\frac{x^{2}}{n-1}\right)^{-\frac{n+1}{2}}\, dx .
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Find the values of the following integrals:

∫01dx(1−x)2x2(x−α)23. \int _{0}^{1} \frac{dx}{\sqrt[3]{(1-x)^{2} x^{2}(x-\alpha )^{2}}} .
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Find the values of the following integrals:

∫0∞xn−1ln⁡x(x2+a2)n dx. \int _{0}^{\infty } \frac{x^{n-1}\ln x}{(x^{2}+a^{2})^{n}}\, dx .
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Find the values of the following integrals:

∫0∞e−x dxsh⁡2x. \int _{0}^{\infty } \frac{e^{-x}\, dx}{\sqrt{\operatorname {sh}2x}} .
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Find the values of the following integrals:

∫0∞e−αx dxsh⁡2x. \int _{0}^{\infty } \frac{e^{-\alpha x}\, dx}{\sqrt{\operatorname {sh}2x}} .
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Using Euler integrals, calculate the integral.

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(1)

∫0+∞xln⁡xx+1dx\int_{0}^{+\infty } \frac{\sqrt{x} \ln x}{x+1} d x;

(2)

∫0+∞ln⁡xx(x+1)dx\int_{0}^{+\infty } \frac{\ln x}{\sqrt{x}(x+1)} d x;

(3)

∫0+∞ln⁡xx2+a2dx,a≠0\int_{0}^{+\infty } \frac{\ln x}{x^{2}+a^{2}} d x, a \neq 0;

(4)

∫0+∞xαln⁡x1+x2dx,∣α∣<1\int_{0}^{+\infty } \frac{x^{\alpha } \ln x}{1+x^{2}} d x,\left|\alpha \right| < 1;

(5)

∫0+∞ln⁡xx3(x+2)dx\int_{0}^{+\infty } \frac{\ln x}{\sqrt[3]{x}(x+2)} d x;

(6)

∫−11ln⁡1+x1−xdx(1−x)2(1+x)3\int_{-1}^{1} \ln \frac{1+x}{1-x} \frac{d x}{\sqrt[3]{(1-x)^{2}(1+x)}}.

Using Euler integrals, calculate the integral.

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(1)

∫1+∞x−1ln⁡(x−1)x2+3xdx\int_{1}^{+\infty } \frac{\sqrt{x-1} \ln (x-1)}{x^{2}+3 x} d x;

(2)

∫2+∞ln⁡(x−2)(x2−1)x−2dx\int_{2}^{+\infty } \frac{\ln (x-2)}{\left(x^{2}-1\right) \sqrt{x-2}} d x;

(3)

∫0+∞ln⁡2xx2+a2dx,a≠0\int_{0}^{+\infty } \frac{\ln^{2} x}{x^{2}+a^{2}} d x, a \neq 0;

(4)

∫0+∞xαln⁡2x1+x2dx,∣α∣<1\int_{0}^{+\infty } \frac{x^{\alpha } \ln^{2} x}{1+x^{2}} d x,\left|\alpha \right| < 1;

(5)

∫0+∞xln⁡x1+x3dx\int_{0}^{+\infty } \frac{x \ln x}{1+x^{3}} d x;

(6)

∫0+∞ln⁡2x1+x4dx\int_{0}^{+\infty } \frac{\ln^{2} x}{1+x^{4}} d x;

(7)

∫0+∞xα−1ln⁡x1+xdx,0<α<1\int_{0}^{+\infty } \frac{x^{\alpha -1} \ln x}{1+x} d x, 0 < \alpha < 1;

(8)

∫0+∞xα−1ln⁡2x1+xdx,0<α<1\int_{0}^{+\infty } \frac{x^{\alpha -1} \ln^{2} x}{1+x} d x, 0 < \alpha < 1.

Using the equality 1xp=1Γ(p)∫0+∞tp−1e−xtdt(x>0,p>0)\frac{1}{x^{p}} = \frac{1}{\Gamma (p)} \int_{0}^{+\infty } t^{p-1} e^{-x t} d t \quad (x > 0, p > 0), find the integral:

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(1)

∫0+∞cos⁡αxxpdx,α>0,0<p<1\int_{0}^{+\infty } \frac{\cos \alpha x}{x^{p}} d x, \alpha > 0,0 < p < 1

(2)

∫0+∞sin⁡αxxpdx,0<p<2,α>0\int_{0}^{+\infty } \frac{\sin \alpha x}{x^{p}} d x, 0 < p < 2, \alpha > 0.

Calculate the integral:

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(1)

I(p)=∫01xp−1−x−p1−xdx,0<p<1I(p) = \int_{0}^{1} \frac{x^{p-1}-x^{-p}}{1-x} d x, 0 < p < 1 (Hint. I(p)=lim⁡λ→+0[ B(p;λ)−B(1−p;λ)])I(p) = \lim_{\lambda \rightarrow +0}[\mathrm{~ B}(p ; \lambda )-\mathrm{B}(1-p ; \lambda )]);

(2)

∫0+∞sh⁡αxsh⁡βxdx,0<α<β\int_{0}^{+\infty } \frac{\operatorname {sh} \alpha x}{\operatorname {sh} \beta x} d x, 0 < \alpha < \beta (Hint. e−2βx=t)e^{-2 \beta x} = t);

(3)

I=∫01ln⁡Γ(x)dxI = \int_{0}^{1} \ln \Gamma (x) d x (Hint. Use the equality I=∫01ln⁡Γ(1−x)dxI = \int_{0}^{1} \ln \Gamma (1-x) d x and the reflection formula (4));

(4)

I(a)=∫aa+1ln⁡Γ(x)dx,a>0I(a) = \int_{a}^{a+1} \ln \Gamma (x) d x, a > 0 (Hint. Differentiate the integral I(a)I(a) with respect to the parameter and use the reduction formula (3));

(5)

∫01ln⁡Γ(x)sin⁡πxdx\int_{0}^{1} \ln \Gamma (x) \sin \pi x d x;

(6)

∫01ln⁡Γ(x)cos⁡2πnxdx,n∈N\int_{0}^{1} \ln \Gamma (x) \cos 2 \pi n x d x, \quad n \in N.

Compute the integral ∫0∞1−∣cos⁡x∣px2dx(p>−1)\int_{0}^{\infty } \frac{1-|\cos x|^{p}}{x^{2}} d x \quad (p>-1).

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References

[Dem97] Demidovich B.P. Сборник задач и упражнений по математическому анализу. 13-е изд., Издательство Московского университета / Издательство "ЧеРо", 1997.
[ГюКу03] Гюнтер Н.М., Кузьмин Р.О. Сборник задач по высшей математике. 13-е изд., Издательство «Лань», 2003.
[ККЧ+03] Кудрявцев Л.Д., Кутасов А.Д., Чехлов В.И., Шабунин М.И. Функции многих переменных. 2-е изд., ФИЗМАТЛИТ, 2003.
[МГЛ+04] Макаров Б.М., Голузина М.Г., Лодкин А.А., Подкорытов А.Н. Избранные задачи по вещественному анализу. 2-е изд., Невский Диалект; БХВ-Петербург, 2004.