Monday 29 July 2013

integration - Definite integral involving Fresnel integrals




I am seeking to evaluate



$\int_0^{\infty} f(x)/x^2 \, dx$



with



$f(x)=1-\sqrt{\pi/6} \left(\cos (x) C\left(\sqrt{\frac{6 x}{\pi }} \right)+S\left(\sqrt{\frac{6 x}{\pi }} \right) \sin
(x)\right)/\sqrt{x}$.



$C(x)$ and $S(x)$ are the Fresnel integrals. Numerical integration suggests that the integral equals $2 \pi/(3 \sqrt{3})$, which would also be desirable within the (physical) context it arose. How can this be proved?



Answer



First of all,
$$
C(x)=\int_{0}^{x}\cos\left(\frac{1}{2}\pi t^{2}\right)dt=\sqrt{\frac{2}{\pi}}\int_{0}^{\sqrt{\pi/2} \,\left (x\right )}\cos(z^{2})\, dz,
$$
and
$$
S(x)=\int_{0}^{x}\sin\left(\frac{1}{2}\pi t^{2}\right)dt=\sqrt{\frac{2}{\pi}}\int_{0}^{\sqrt{\pi/2} \,\left (x\right )}\sin(z^{2})\, dz.
$$
So we have

$$
C\left(\sqrt{\frac{6x}{\pi}}\right)=\sqrt{\frac{2}{\pi}}\int_{0}^{\sqrt{3x}}\cos(z^{2})\, dz,
$$
and
$$
S\left(\sqrt{\frac{6x}{\pi}}\right)=\sqrt{\frac{2}{\pi}}\int_{0}^{\sqrt{3x}}\sin(z^{2})\, dz.
$$
Using these we can write
$$
\begin{eqnarray*}

f(x) & = & 1-\sqrt{\pi/6}\frac{\cos(x)C\left(\sqrt{\frac{6x}{\pi}}\right)+\sin(x)S\left(\sqrt{\frac{6x}{\pi}}\right)}{\sqrt{x}} \\ & = & \frac{\int_{0}^{\sqrt{3x}}(1-\cos(x-z^{2}))\, dz}{\sqrt{3x}}
\end{eqnarray*}
$$
and
$$
\int_{0}^{\infty}\frac{f(x)}{x^{2}}\, dx=\frac{2}{\sqrt{3}}\int_{0}^{\infty}\int_{0}^{\sqrt{3x}}\frac{\sin^{2}((x-z^{2})/2)}{x^{5/2}}\, dz\, dx.
$$
Let's introduce the new variable $z=t\sqrt{x}$. Then $dz=\sqrt{x}dt$ and
$$
\begin{eqnarray*}

\int_{0}^{\infty}\int_{0}^{\sqrt{3x}}\frac{\sin^{2}((x-z^{2})/2)}{x^{5/2}}\, dz\, dx & = & \int_{0}^{\infty}\int_{0}^{\sqrt{3}}\frac{\sin^{2}(x(1-t^{2})/2)}{x^{2}}\, dt\, dx\\
& = & \frac{1}{2}\int_{0}^{\infty}\int_{0}^{\sqrt{3}}\frac{\sin^{2}(x(1-t^{2}))}{x^{2}}\, dt\, dx\\
& = & \frac{1}{2}\int_{0}^{\infty}\int_{0}^{1}\frac{\sin^{2}(x(1-t^{2}))}{x^{2}}\, dt\, dx\\
& & +\frac{1}{2}\int_{0}^{\infty}\int_{1}^{\sqrt{3}}\frac{\sin^{2}(x(t^{2}-1))}{x^{2}}\, dt\, dx\\
& = & \frac{1}{2}\int_{0}^{1}\int_{0}^{\infty}\frac{\sin^{2}(x(1-t^{2}))}{x^{2}}\, dx\, dt\\
& & +\frac{1}{2}\int_{1}^{\sqrt{3}}\int_{0}^{\infty}\frac{\sin^{2}(x(t^{2}-1))}{x^{2}}\, dx\, dt\\
& = & \int_{0}^{1}\frac{\pi}{4}(1-t^{2})\, dt+\int_{1}^{\sqrt{3}}\frac{\pi}{4}(t^{2}-1)\, dt\\
& = & \frac{\pi}{3},
\end{eqnarray*}
$$

where the formula
$$
\int_0^{\infty}\frac{\sin^2(Ax)}{x^2}\,dx=\frac{1}{2}A\pi,\quad(A>0)
$$
was applied. Your conjecture was excellent.


No comments:

Post a Comment

real analysis - How to find $lim_{hrightarrow 0}frac{sin(ha)}{h}$

How to find $\lim_{h\rightarrow 0}\frac{\sin(ha)}{h}$ without lhopital rule? I know when I use lhopital I easy get $$ \lim_{h\rightarrow 0}...