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Hi,
I friend of mine gave me the following integral to calculate:
\int_0^\infty \frac{e^{ax}-e^{bx}}{(1+e^{ax})(1+e^{bx})}
This can de done by first doing partial fractions which gives you
\int_0^\infty \frac{1}{1+e^{bx}}-\frac{1}{1+e^{ax}}
then we can calculate each one by substituting t=1+e^{ax} (and similarly for the other term). Hence
dx=\frac{dt}{a(t-1)},
and finally after doing partial fraction again after the substitution, it boils down to
<br /> \frac{(a-b)\ln 2}{ab}+\lim_{x\rightarrow\infty}\ln\frac{(1+e^{ax})^b}{(1+e^{bx})^a}<br /> =\frac{(a-b)\ln 2}{ab}
where the second term disappears. The calculation is straightforward, though quite messy. This had been on an actuarial exam a few years ago where they were actually expecting you to calculate it in under 2 minutes.
I've been trying to figure out if there is an "easier" way to see the answer, but haven't come up with anything useful. I can't convert it into any known integral from Fourier analysis or see how to apply the calculus of residues or something similar. Any ideas?
I friend of mine gave me the following integral to calculate:
\int_0^\infty \frac{e^{ax}-e^{bx}}{(1+e^{ax})(1+e^{bx})}
This can de done by first doing partial fractions which gives you
\int_0^\infty \frac{1}{1+e^{bx}}-\frac{1}{1+e^{ax}}
then we can calculate each one by substituting t=1+e^{ax} (and similarly for the other term). Hence
dx=\frac{dt}{a(t-1)},
and finally after doing partial fraction again after the substitution, it boils down to
<br /> \frac{(a-b)\ln 2}{ab}+\lim_{x\rightarrow\infty}\ln\frac{(1+e^{ax})^b}{(1+e^{bx})^a}<br /> =\frac{(a-b)\ln 2}{ab}
where the second term disappears. The calculation is straightforward, though quite messy. This had been on an actuarial exam a few years ago where they were actually expecting you to calculate it in under 2 minutes.
I've been trying to figure out if there is an "easier" way to see the answer, but haven't come up with anything useful. I can't convert it into any known integral from Fourier analysis or see how to apply the calculus of residues or something similar. Any ideas?