MHB Evaluate the integral ∫[arctan(ax)−arctan(bx)]/xdx

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The integral ∫[arctan(ax)−arctan(bx)]/xdx is evaluated over the interval from 0 to infinity, where a and b are positive real numbers. The discussion includes a solution provided by a participant, indicating engagement with the challenge. Appreciation is expressed for the contributions made by participants in the thread. The focus remains on the mathematical evaluation of the integral and the collaborative nature of the discussion. Overall, the thread highlights the process of solving a specific integral involving arctangent functions.
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Evaluate the integral:

\[ \int_{0}^{\infty}\frac{\arctan(ax)-\arctan(bx)}{x}dx\]

where $a,b \in \mathbb{R}_+$
 
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It's been a while since I've done one of these challenges. :D Here is my solution.

The answer is $\displaystyle \frac{\pi}{2}\ln\frac{a}{b}$. Note

$$\arctan(ax) - \arctan(bx) = \int_b^a \frac{x}{1 + (tx)^2}\, dt$$

Fubini's theorem allows us to write

$$\int_0^\infty \frac{\arctan(ax) - \arctan(bx)}{x}\, dx = \int_b^a \int_0^\infty \frac{dt}{1 + (tx)^2}\, dx$$

This is justified as

$$\int_1^\infty \frac{dt}{1 + (tx)^2} < \int_1^\infty \frac{dt}{t^2x^2} = \frac{1}{x^2}$$ and $\displaystyle \int_b^a \frac{dx}{x^2} < \infty$.

Now

$$\int_0^\infty \frac{dt}{1 + (tx)^2} = \frac{\arctan(tx)}{x}\bigg|_{t = 0}^\infty = \frac{\pi}{2x}$$ and $\displaystyle\int_b^a \frac{\pi}{2x}\, dx = \frac{\pi}{2}\ln\frac{a}{b}$. Therefore

$$\int_0^\infty \frac{\arctan(ax) - \arctan(bx)}{x}\, dx = \frac{\pi}{2}\ln\frac{a}{b}$$
 
Euge said:
It's been a while since I've done one of these challenges. :D Here is my solution.

The answer is $\displaystyle \frac{\pi}{2}\ln\frac{a}{b}$. Note

$$\arctan(ax) - \arctan(bx) = \int_b^a \frac{x}{1 + (tx)^2}\, dt$$

Fubini's theorem allows us to write

$$\int_0^\infty \frac{\arctan(ax) - \arctan(bx)}{x}\, dx = \int_b^a \int_0^\infty \frac{dt}{1 + (tx)^2}\, dx$$

This is justified as

$$\int_1^\infty \frac{dt}{1 + (tx)^2} < \int_1^\infty \frac{dt}{t^2x^2} = \frac{1}{x^2}$$ and $\displaystyle \int_b^a \frac{dx}{x^2} < \infty$.

Now

$$\int_0^\infty \frac{dt}{1 + (tx)^2} = \frac{\arctan(tx)}{x}\bigg|_{t = 0}^\infty = \frac{\pi}{2x}$$ and $\displaystyle\int_b^a \frac{\pi}{2x}\, dx = \frac{\pi}{2}\ln\frac{a}{b}$. Therefore

$$\int_0^\infty \frac{\arctan(ax) - \arctan(bx)}{x}\, dx = \frac{\pi}{2}\ln\frac{a}{b}$$

Excellent, Euge! Thankyou very much for your participation!:cool:
 
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