# Hard integral

1. Mar 1, 2009

### dirk_mec1

1. The problem statement, all variables and given/known data

$$\int_{0}^{\pi/4} \exp \left(-\frac{1}{\cos^2x}\right)\mbox{d}x$$

3. The attempt at a solution
Can someone give me a hint? I don't see a smart substitution nor a path via integration by parts...

2. Mar 1, 2009

### yyat

Last edited by a moderator: May 4, 2017
3. Mar 1, 2009

### Dick

You are right. Plouffe's inverter is not all powerful. It only knows about numbers it's happened to have heard about. But there is a reasonably simple expression. You do need the erf function. Write the integral as exp(-a*sec(x)^2). Find d/da of that. Now THAT function you can integrate dx from 0 to pi/4 (in terms of erf). You can in turn integrate that expression da. And you know the value if a=0. It's not terribly simple, to find the constant of integration you need to figure out things like lim a->0 erf(sqrt(a))/sqrt(a). But it can be done. You might want to put (pi/4)*(1-erf(1)^2) into Plouffe's inverter.

Last edited by a moderator: May 4, 2017
4. Mar 2, 2009

### dirk_mec1

$$\frac{d}{da}\ \left[ \int_{0}^{\pi/4} \exp \left(-a \cdot \sec^2 (x) \right) \mbox{d}x \right ] = \int_{0}^{\pi/4} - \sec^2(x) \cdot \exp \left(-a \sec^2 x\ \right) \mbox{d}x$$

hmmm...I don't see how because:

$$\operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_0^x e^{-t^2} dt.$$

5. Mar 2, 2009

### Dick

Be creative! You have to be. This whole problem is about trickyness. sec(x)^2=1+tan(x)^2. Now substitute t=sqrt(a)*tan(x). You know there is an answer. I sketched the route. I even gave you a really strong hint what the answer was. Try and figure out one or two of the non-obvious steps without the need for a hint.

Last edited: Mar 2, 2009
6. Mar 2, 2009

### dirk_mec1

$$\frac{dI}{da}=\int_{0}^{\pi/4} - \sec^2(x) \cdot \exp \left(-a \sec^2 x\ \right) \mbox{d}x = ( -e^{-a}) \cdot \int_0^{\pi /4} \sec^2(x) \cdot \exp (-a \tan^2 x )\ \mbox{dx}$$

Now with

$$t =\sqrt{a} \tan(x) \longrightarrow t^2 = a \tan^2(x)$$

and

$$dt = \sqrt{a} \sec^2(x)$$

I get:

$$\frac{dI}{da} = \frac{-e^{-a}}{ \sqrt{ a} } \cdot \int_0^{ \pi /4} e^{-t^2} \mbox{d}t =\frac{-e^{-a}}{ \sqrt{ a} } \cdot \mbox{erf} ( \pi /4)$$

7. Mar 2, 2009

### Dick

Not quite. The argument of the erf is t. t isn't equal to tan(x). Now keep going.

8. Mar 2, 2009

### dirk_mec1

This isn't the most easy integral I tackled

Ok, so the boundaries are wrong (that's what you meant in your last post, right Dick?)

$$\frac{dI}{da} = \frac{-e^{-a}}{ \sqrt{ a} } \cdot \int_0^{ \sqrt{a}} e^{-t^2} \mbox{d}t =\frac{-e^{-a}}{ \sqrt{ a} } \cdot \mbox{erf} ( \sqrt{a})$$

right?

9. Mar 2, 2009

### Dick

You are getting there. There's also a 2/sqrt(pi) in the erf definition. What happened to that?

10. Mar 2, 2009

### dirk_mec1

$$\frac{dI}{da} = \frac{-e^{-a}}{ \sqrt{ a} } \cdot \int_0^{ \sqrt{a}} e^{-t^2} \mbox{d}t = \left( \frac{ \sqrt{ \pi}}{2} \right) \left( \frac{-e^{-a}}{ \sqrt{ a} } \right) \cdot \mbox{erf} ( \sqrt{a})$$

11. Mar 2, 2009

### Dick

Good. Now can you integrate that da? It's creative time. It's not NEARLY as hard as it looks. Think u substitution.

12. Mar 3, 2009

### dirk_mec1

Now with $$u=\sqrt{a}$$

I get:

$$\int \left( \frac{ \sqrt{ \pi}}{2} \right) \left( \frac{-e^{-a}}{ \sqrt{ a} } \right) \cdot \mbox{erf} ( \sqrt{a}) \mbox{d}a =\int (-\sqrt{ \pi}) \cdot e^{-u^2} \cdot \mbox{erf} (u)\ \mbox{d}u = C \cdot \int \int e^{u^2-t^2}\ \mbox{d}t \mbox{d}u$$

This is getting nasty...

13. Mar 3, 2009

### Dick

If u=erf(sqrt(a)), what's du? Or since you've already done that u substitution for sqrt(a), if v=erf(u), what's dv?

14. Mar 3, 2009

### dirk_mec1

Of course! The derative of erf(v) is e-v2 !

But then

$$\int \left( \frac{ \sqrt{ \pi}}{2} \right) \left( \frac{-e^{-a}}{ \sqrt{ a} } \right) \cdot \mbox{erf} ( \sqrt{a}) \mbox{d}a =\int (-\sqrt{ \pi}) \cdot e^{-u^2} \cdot \mbox{erf} (u)\ \mbox{d}u = C_1 \cdot \mbox{erf} (u) + C_2$$

With the very important integration constant C2, right?

15. Mar 3, 2009

### Dick

Dead right, but don't forget the sqrt(pi) and 2 parts of the erf definition. That's why it's actually an easy integral. But doing the v=erf(u) substitution turns the integral into v*dv, right? What's that? And there's no 'integration constant' C1. You know what C1 is. C2 is important, yes.

16. Mar 4, 2009

### dirk_mec1

Right, I'll try again:

$$\int \left( \frac{ \sqrt{ \pi}}{2} \right) \left( \frac{-e^{-a}}{ \sqrt{ a} } \right) \cdot \mbox{erf} ( \sqrt{a}) \mbox{d}a =\int (-\sqrt{ \pi}) \cdot e^{-u^2} \cdot \mbox{erf} (u)\ \mbox{d}u = (\sqrt{ \pi}) \frac{ \sqrt{\pi} }{2} \int v\ \mbox{d}v = \frac{1}{4} \pi v^2 +C_0$$

I previously used C_1 to 'hide' all constants but I didn't specify that, C_0 is here the constant of integration multiplied by some factor. Is this correct, Dick?

17. Mar 4, 2009

### Dick

You forgot the minus sign. So you've got -pi*erf(sqrt(a))^2/4+C. Now how to determine C?

18. Mar 7, 2009

### dirk_mec1

If a = 0 then

$$\int_{0}^{\pi/4} \exp \left(-\frac{a}{ \cos^2x}\right)\mbox{d}x = \frac{ \pi}{4}$$

So I conclude that:

$$\frac{\pi}{4} = \left( \frac{- \sqrt{\pi}}{2} \right) \cdot \lim_{a \rightarrow 0} \int e^{-a} \cdot \frac{ \mbox{erf} (\sqrt{a}) }{\sqrt{a}}\ \mbox{d}a$$

19. Mar 7, 2009

### gabbagabbahey

Right, but for all $a$ you just showed

$$\int_{0}^{\pi/4} \exp \left(-\frac{a}{ \cos^2x}\right)\mbox{d}x = \frac{1}{4} \pi \mbox{erf}(\sqrt{a})^2 +C_0$$

Not a very useful conclusion; try solving for $C_0$ instead.

What is $$\frac{1}{4} \pi \mbox{erf}(\sqrt{a})^2 +C_0$$ for a=0?

20. Mar 7, 2009

### dirk_mec1

So $$C_0 =0$$