Solving Change of Variable Homework for Integral with Infinite Bounds

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SUMMARY

The discussion focuses on solving the integral equation \(\int_0^{\infty} \frac{dx}{1+x^2} = 2\int_0^1\frac{dx}{1+x^2}\) through a change of variable technique. The user successfully splits the left-hand side integral into two parts and proposes a u-substitution with \(u = 1/x\) to evaluate the infinite bounds. The solution emphasizes the importance of transforming variables correctly to maintain consistency in the integration process. The problem originates from the book "Street-Fighting Mathematics" by Sanjoy Mahajan.

PREREQUISITES
  • Understanding of definite integrals and improper integrals
  • Familiarity with u-substitution in calculus
  • Knowledge of the properties of the function \(\frac{1}{1+x^2}\)
  • Basic algebraic manipulation skills
NEXT STEPS
  • Study the method of u-substitution in calculus
  • Learn about improper integrals and their convergence
  • Explore numerical estimation techniques for integrals
  • Read "Street-Fighting Mathematics" by Sanjoy Mahajan for practical problem-solving strategies
USEFUL FOR

Students and educators in calculus, mathematicians interested in integral calculus, and anyone looking to enhance their problem-solving skills in mathematical analysis.

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Homework Statement


Use a change of variable to show that
[itex]\int_0^{\infty} \frac{dx}{1+x^2} = 2\int_0^1\frac{dx}{1+x^2}[/itex]

Please note: the point of this exercise is to change the bounds of the integral to be finite to allow numerical estimation, as opposed to directly solving the integral.

Homework Equations


See problem statement.

The Attempt at a Solution


It's obvious to me that the left-hand side (LHS) integral can be split into two:
[itex]\int_0^{\infty} \frac{dx}{1+x^2}[/itex] [1]
= [itex]\int_0^1 \frac{dx}{1+x^2} + \int_1^{\infty}\frac{dx}{1+x^2}[/itex] [2]

What remains is showing that
[itex]\int_1^{\infty}\frac{dx}{1+x^2} = \int_0^1 \frac{dx}{1+x^2}[/itex] [3]

My initial guess for a u-substitution is as follows:
[itex]u = 1/x[/itex]
[itex]du = x^{-2}dx[/itex]

Then the LHS of [3] becomes
[itex]\int_1^{\infty}\frac{dx}{1+x^2}[/itex]
= [itex]\int_1^0\frac{x^2}{1+x^2}du[/itex]
= [itex]\int_1^0 1+\frac{x^2}{1+x^2}-\frac{1+x^2}{1+x^2}du[/itex]
= [itex]\int_1^0 1-\frac{1}{1+x^2}du[/itex]
= [itex]\int_1^0 du -\int_1^0\frac{1}{1+x^2}du[/itex]

...which looked halfway clever, but then the idea ran out of steam because of the incompatible u's and x's.
 
Last edited:
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Aha! The last step was counterproductive. Instead, swapping x's for 1/u's and doing some algebra at the second-to-last step finishes the problem. Sorry about answering my own question, this problem has embarrassingly been bothering me for weeks. I'll leave this up here for the curious.

(Aside)
For anyone interested, it was from the book Street-Fighting Mathematics: The Art of Educated Guessing and Opportunistic Problem Solving by Sanjoy Mahajan.
 

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